5 contracts (500 sh) | BE SS: $114.00 | CC-SS: $111.44 | IV: HIGH | Accounts: Neville:0865
| Max Loss | $47,000 | (ND $29.00 + SW $65) x 500 |
| Normal income ref | $9,923/mo | 95% ann ROI on ML |
| Hedge rolling cost | $29/mo | |
| Unrealized P&L | $-2,185 | fortress legs from IBKR |
| Open leg | Acct | Credit/sh | In flight | Opened |
|---|---|---|---|---|
| 5x $130C 15 Jul 2026 | U13190865 | $0.99 | $496 | 2026-07-10 |
Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 5 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.
| Track | Expiry | Sell | Survival | Income/mo | E[net]/mo |
|---|---|---|---|---|---|
| NEXT FRIDAY 🏆 | 17 Jul 2026 · 6d | 5 × $117 | 76% | $5,300 | $1,750 |
| Rung | Sell | Expiry | DTE | OTM | Survival | Touch odds | Per cycle | Income/mo | Δ vs pick | Cap give-up | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| ▸ | cover hedge | 1 × $137 | 17 Jul | 6d | 25.0% | 98% | 4% | $14 | $70 | -$5,230 | $0 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $137 25.0% OTM over spot $109.60 17 Jul 2026 (6d, $0.21 mid) = $14 credit for the 6d cycle → $70/mo projected Survival (stays ≤ $137) 98% Breach risk 2% POP (stays ≤ $137.21) 98% EV / mo +$50 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 0.1 mo [0.0-0.2] median · 100% of paths whole by 9 mo (vs 100% without) · ~0.0 challenges expected · median CC cash $264 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 1% Flat exit net (mid-life) -$429 Free roll-up none Safest escape (by 31 Jul 2026) $154 @ 81% POP 77% survival Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $6.27/sh now → $4.43 mid-life → ≈ $0 at expiry | you banked $0.14/sh, so a flat mid-life exit nets -$4.29/sh | roll rows are incremental, the banked premium stays yours
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike. POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP. Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened. More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stressIncome coverage
Downside budget ✓ $137 is at/above CC-SS $111.44: assignment is break-even or better.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.14 collected) or spot ≥ $137.21 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $137)); NOT the premium you collected. Momentum override: two daily closes above $143.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $111.44, where you are whole again, by expiry) Starting unrealized P&L: $-2,185 + Fortress recovery (un-capped): +$826 − CC assignment net of premium (1 × $137): -$0 + Conservative CC premium (4 × $114): +$1,460 Total Position P&L @ SS: $101 (+$2,286 vs today) Do-nothing baseline at SS: $466 (this trade vs do-nothing: $-365, the opportunity cost of earning $70/mo FIGHT income now) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🛡 safe yield | 5 × $125 | 17 Jul | 6d | 14.1% | 90% | 20% | $395 | $1,975 | -$3,325 | $0 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 5 × $125 14.1% OTM over spot $109.60 17 Jul 2026 (6d, $0.82 mid) = $395 credit for the 6d cycle → $1,975/mo projected Survival (stays ≤ $125) 90% Breach risk 10% POP (stays ≤ $125.83) 91% EV / mo +$1,175 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 0.1 mo [0.0-0.2] median · 94% of paths whole by 9 mo (vs 100% without) · ~0.5 challenges expected · median CC cash $-1 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 13% Flat exit net (mid-life) -$1,628 Free roll-up +$1/wk Safest escape (by 31 Jul 2026) $146 @ 84% POP 81% survival Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $5.72/sh now → $4.05 mid-life (likely $3.37–$6.17) → ≈ $0 at expiry | you banked $0.79/sh, so a flat mid-life exit nets -$3.26/sh | roll rows are incremental, the banked premium stays yours 📊 Across 392 simulated challenges: the $125 strike is typically first touched on day 4 of 6, at $128 (overshoots $2.83). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike. POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP. Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened. More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stressIncome coverage
Downside budget ✓ $125 is at/above CC-SS $111.44: assignment is break-even or better.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.79 collected) or spot ≥ $125.83 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $125)); NOT the premium you collected. Momentum override: two daily closes above $143.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $111.44, where you are whole again, by expiry) Starting unrealized P&L: $-2,185 + Fortress recovery (un-capped): +$826 − CC assignment net of premium (5 × $125): -$0 Total Position P&L @ SS: $-1,359 (+$826 vs today) Do-nothing baseline at SS: $466 (this trade vs do-nothing: $-1,825, the opportunity cost of earning $1,975/mo FIGHT income now) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 5 × $120 | 17 Jul | 6d | 9.5% | 83% | 36% | $750 | $3,750 | -$1,550 | $0 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 5 × $120 9.5% OTM over spot $109.60 17 Jul 2026 (6d, $1.55 mid) = $750 credit for the 6d cycle → $3,750/mo projected Survival (stays ≤ $120) 83% Breach risk 17% POP (stays ≤ $121.55) 86% EV / mo +$1,835 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 0.1 mo [0.0-0.2] median · 95% of paths whole by 9 mo (vs 100% without) · ~0.9 challenges expected · median CC cash $-1 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 26% Flat exit net (mid-life) -$1,192 Free roll-up +$1/wk Safest escape (by 31 Jul 2026) $146 @ 87% POP 86% survival Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $5.49/sh now → $3.88 mid-life (likely $3.82–$6.25) → ≈ $0 at expiry | you banked $1.50/sh, so a flat mid-life exit nets -$2.38/sh | roll rows are incremental, the banked premium stays yours 📊 Across 775 simulated challenges: the $120 strike is typically first touched on day 4 of 6, at $123 (overshoots $2.77). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike. POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP. Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened. More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stressIncome coverage
Downside budget ✓ $120 is at/above CC-SS $111.44: assignment is break-even or better.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.38/sh (~25% of the $1.50 collected) or spot ≥ $121.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $120)); NOT the premium you collected. Momentum override: two daily closes above $143.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $111.44, where you are whole again, by expiry) Starting unrealized P&L: $-2,185 + Fortress recovery (un-capped): +$826 − CC assignment net of premium (5 × $120): -$0 Total Position P&L @ SS: $-1,359 (+$826 vs today) Do-nothing baseline at SS: $466 (this trade vs do-nothing: $-1,825, the opportunity cost of earning $3,750/mo FIGHT income now) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 5 × $117 | 17 Jul | 6d | 6.8% | 76% | 38% | $1,060 | $5,300 | — | $0 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 5 × $117 6.8% OTM over spot $109.60 17 Jul 2026 (6d, $2.18 mid) = $1,060 credit for the 6d cycle → $5,300/mo projected Survival (stays ≤ $117) 76% Breach risk 24% POP (stays ≤ $119.18) 81% EV / mo +$2,145 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 0.1 mo [0.0-0.3] median · 97% of paths whole by 9 mo (vs 100% without) · ~1.3 challenges expected · median CC cash $-1 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 38% Flat exit net (mid-life) -$833 Free roll-up +$1/wk Safest escape (by 24 Jul 2026) $139 @ 89% POP 87% survival Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $5.35/sh now → $3.79 mid-life (likely $4.11–$6.64) → ≈ $0 at expiry | you banked $2.12/sh, so a flat mid-life exit nets -$1.67/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,125 simulated challenges: the $117 strike is typically first touched on day 3 of 6, at $120 (overshoots $2.80). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike. POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP. Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened. More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stressIncome coverage
Downside budget ✓ $117 is at/above CC-SS $111.44: assignment is break-even or better.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.53/sh (~25% of the $2.12 collected) or spot ≥ $119.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $117)); NOT the premium you collected. Momentum override: two daily closes above $143.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $111.44, where you are whole again, by expiry) Starting unrealized P&L: $-2,185 + Fortress recovery (un-capped): +$826 − CC assignment net of premium (5 × $117): -$0 Total Position P&L @ SS: $-1,359 (+$826 vs today) Do-nothing baseline at SS: $466 (this trade vs do-nothing: $-1,825, the opportunity cost of earning $5,300/mo FIGHT income now) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 5 × $111 | 17 Jul | 6d | 1.3% | 57% | 89% | $2,100 | $10,500 | +$5,200 | $0 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 5 × $111 1.3% OTM over spot $109.60 17 Jul 2026 (6d, $4.28 mid) = $2,100 credit for the 6d cycle → $10,500/mo projected Survival (stays ≤ $111) 57% Breach risk 43% POP (stays ≤ $115.28) 71% EV / mo +$2,735 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 0.1 mo [0.0-0.2] median · 99% of paths whole by 9 mo (vs 100% without) · ~2.5 challenges expected · median CC cash $2,099 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 69% Flat exit net (mid-life) +$304 Free roll-up +$1/wk Safest escape (by 24 Jul 2026) $135 @ 90% POP 89% survival Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $5.08/sh now → $3.59 mid-life (likely $4.82–$7.25) → ≈ $0 at expiry | you banked $4.20/sh, so a flat mid-life exit nets +$0.61/sh | roll rows are incremental, the banked premium stays yours 📊 Across 2,079 simulated challenges: the $111 strike is typically first touched on day 2 of 6, at $114 (overshoots $3.03). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike. POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP. Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened. More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stressIncome coverage
Downside budget ✓ $111 is at/above CC-SS $111.44: assignment is break-even or better.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $1.05/sh (~25% of the $4.20 collected) or spot ≥ $115.28 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $111)); NOT the premium you collected. Momentum override: two daily closes above $143.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $111.44, where you are whole again, by expiry) Starting unrealized P&L: $-2,185 + Fortress recovery (un-capped): +$826 − CC assignment net of premium (5 × $111): -$0 Total Position P&L @ SS: $-1,359 (+$826 vs today) Do-nothing baseline at SS: $466 (this trade vs do-nothing: $-1,825, the opportunity cost of earning $10,500/mo FIGHT income now) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (6 expiries scanned, 60 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.
Fortress delta: 0.900 (fallback) | Recovery@SS: +$826 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $466
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $116 | 4d | 15 Jul 2026 | $1.41 | 5/5 | $5,288 | $5,258 | 77% | 81% | +$1,813 | -$0 | 0.0% | $-654 (vs do-nothing $-1,120) |
| $117 | 6d | 17 Jul 2026 | $2.12 | 5/5 | $5,300 | $5,271 | 76% | 81% | +$2,145 | -$0 | 0.0% | $-299 (vs do-nothing $-765) |
| $115 | 4d | 15 Jul 2026 | $1.68 | 4/5 | $5,040 | $6,006 | 73% | 79% | +$1,611 | -$0 | 0.0% | $-322 (vs do-nothing $-788) |
| $116 | 6d | 17 Jul 2026 | $2.39 | 5/5 | $5,975 | $5,946 | 73% | 79% | +$2,272 | -$0 | 0.0% | $-164 (vs do-nothing $-630) |
| $121 | 13d | 24 Jul 2026 | $4.35 | 5/5 | $5,019 | $4,990 | 73% | 79% | +$1,358 | -$0 | 0.0% | $816 (vs do-nothing +$350) |
| $120 | 13d | 24 Jul 2026 | $5.00 | 5/5 | $5,769 | $5,740 | 71% | 78% | +$1,821 | -$0 | 0.0% | $1,141 (vs do-nothing +$675) |
| $114 | 4d | 15 Jul 2026 | $1.94 | 4/5 | $5,820 | $6,786 | 71% | 79% | +$2,247 | -$0 | 0.0% | $-218 (vs do-nothing $-684) |
| $115 | 6d | 17 Jul 2026 | $2.70 | 4/5 | $5,400 | $6,366 | 70% | 78% | +$1,936 | -$0 | 0.0% | $86 (vs do-nothing $-380) |
| $119 | 13d | 24 Jul 2026 | $5.20 | 5/5 | $6,000 | $5,971 | 70% | 77% | +$1,745 | -$0 | 0.0% | $1,241 (vs do-nothing +$775) |
| $118 | 13d | 24 Jul 2026 | $5.45 | 4/5 | $5,031 | $5,997 | 68% | 76% | +$1,364 | -$0 | 0.0% | $1,186 (vs do-nothing +$720) |
| $115 | 9d | 20 Jul 2026 | $3.00 | 5/5 | $5,000 | $4,971 | 68% | 76% | +$1,397 | -$0 | 0.0% | $141 (vs do-nothing $-325) |
| $113 | 4d | 15 Jul 2026 | $2.27 | 3/5 | $5,107 | $7,069 | 67% | 76% | +$1,825 | -$0 | 0.0% | $52 (vs do-nothing $-414) |
| $114 | 6d | 17 Jul 2026 | $3.00 | 4/5 | $6,000 | $6,966 | 67% | 76% | +$1,965 | -$0 | 0.0% | $206 (vs do-nothing $-260) |
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $118 | 20d | 31 Jul 2026 | $6.65 | 5/5 | $4,988 | $4,958 | 67% | 76% | +$1,101 | -$0 | 0.0% | $1,966 (vs do-nothing +$1,500) |
| $117 | 13d | 24 Jul 2026 | $5.75 | 4/5 | $5,308 | $6,274 | 67% | 76% | +$1,362 | -$0 | 0.0% | $1,306 (vs do-nothing +$840) |
| $115 | 11d | 22 Jul 2026 | $3.80 | 5/5 | $5,182 | $5,153 | 67% | 76% | +$1,408 | -$0 | 0.0% | $541 (vs do-nothing +$75) |
| $114 | 9d | 20 Jul 2026 | $3.00 | 5/5 | $5,000 | $4,971 | 66% | 75% | +$912 | -$0 | 0.0% | $141 (vs do-nothing $-325) |
| $117 | 20d | 31 Jul 2026 | $7.10 | 5/5 | $5,325 | $5,296 | 66% | 75% | +$1,201 | -$0 | 0.0% | $2,191 (vs do-nothing +$1,725) |
| $116 | 13d | 24 Jul 2026 | $6.10 | 4/5 | $5,631 | $6,597 | 65% | 75% | +$1,389 | -$0 | 0.0% | $1,446 (vs do-nothing +$980) |
| $114 | 11d | 22 Jul 2026 | $3.65 | 5/5 | $4,977 | $4,948 | 64% | 74% | +$763 | -$0 | 0.0% | $466 (vs do-nothing +$0) |
| $116 | 20d | 31 Jul 2026 | $7.50 | 5/5 | $5,625 | $5,596 | 64% | 74% | +$1,250 | -$0 | 0.0% | $2,391 (vs do-nothing +$1,925) |
| $113 | 6d | 17 Jul 2026 | $3.35 | 3/5 | $5,025 | $6,987 | 64% | 74% | +$1,515 | -$0 | 0.0% | $376 (vs do-nothing $-90) |
| $115 | 13d | 24 Jul 2026 | $6.55 | 4/5 | $6,046 | $7,012 | 64% | 74% | +$1,489 | -$0 | 0.0% | $1,626 (vs do-nothing +$1,160) |
| $113 | 9d | 20 Jul 2026 | $3.60 | 5/5 | $6,000 | $5,971 | 63% | 73% | +$1,370 | -$0 | 0.0% | $441 (vs do-nothing $-25) |
| $112 | 4d | 15 Jul 2026 | $2.62 | 3/5 | $5,895 | $7,857 | 63% | 74% | +$1,894 | -$0 | 0.0% | $157 (vs do-nothing $-309) |
| $115 | 20d | 31 Jul 2026 | $7.90 | 5/5 | $5,925 | $5,896 | 63% | 73% | +$1,286 | -$0 | 0.0% | $2,591 (vs do-nothing +$2,125) |
| $114 | 13d | 24 Jul 2026 | $6.90 | 4/5 | $6,369 | $7,335 | 62% | 73% | +$1,478 | -$0 | 0.0% | $1,766 (vs do-nothing +$1,300) |
| $113 | 11d | 22 Jul 2026 | $4.15 | 5/5 | $5,659 | $5,630 | 62% | 73% | +$961 | -$0 | 0.0% | $716 (vs do-nothing +$250) |
| $114 | 20d | 31 Jul 2026 | $8.25 | 5/5 | $6,188 | $6,158 | 61% | 73% | +$1,272 | -$0 | 0.0% | $2,766 (vs do-nothing +$2,300) |
| $112 | 6d | 17 Jul 2026 | $3.75 | 3/5 | $5,625 | $7,587 | 60% | 73% | +$1,572 | -$0 | 0.0% | $496 (vs do-nothing +$30) |
| $113 | 13d | 24 Jul 2026 | $7.30 | 3/5 | $5,054 | $7,015 | 60% | 72% | +$1,120 | -$0 | 0.0% | $1,561 (vs do-nothing +$1,095) |
| $112 | 9d | 20 Jul 2026 | $3.55 | 5/5 | $5,917 | $5,887 | 60% | 71% | +$685 | -$0 | 0.0% | $416 (vs do-nothing $-50) |
| $113 | 20d | 31 Jul 2026 | $8.60 | 4/5 | $5,160 | $6,126 | 60% | 72% | +$995 | -$0 | 0.0% | $2,446 (vs do-nothing +$1,980) |
| $112 | 11d | 22 Jul 2026 | $4.05 | 5/5 | $5,523 | $5,493 | 59% | 72% | +$298 | -$0 | 0.0% | $666 (vs do-nothing +$200) |
| $112 | 20d | 31 Jul 2026 | $9.00 | 4/5 | $5,400 | $6,366 | 58% | 71% | +$992 | -$0 | 0.0% | $2,606 (vs do-nothing +$2,140) |
| $112 | 13d | 24 Jul 2026 | $7.70 | 3/5 | $5,331 | $7,292 | 58% | 71% | +$1,117 | -$0 | 0.0% | $1,681 (vs do-nothing +$1,215) |
| $111 | 4d | 15 Jul 2026 | $3.00 | 3/5 | $6,750 | $8,712 | 58% | 72% | +$1,902 | -$0 | 0.0% | $140 (vs do-nothing $-326) |
| $111 | 6d | 17 Jul 2026 | $4.20 | 3/5 | $6,300 | $8,262 | 57% | 71% | +$1,641 | -$0 | 0.0% | $500 (vs do-nothing +$34) |
| $111 | 20d | 31 Jul 2026 | $9.30 | 4/5 | $5,580 | $6,546 | 57% | 70% | +$917 | -$0 | 0.0% | $2,552 (vs do-nothing +$2,085) |
| $111 | 9d | 20 Jul 2026 | $4.45 | 4/5 | $5,933 | $6,900 | 57% | 71% | +$1,216 | -$0 | 0.0% | $612 (vs do-nothing +$145) |
| $111 | 11d | 22 Jul 2026 | $4.75 | 4/5 | $5,182 | $6,148 | 56% | 71% | +$545 | -$0 | 0.0% | $732 (vs do-nothing +$265) |
| $111 | 13d | 24 Jul 2026 | $8.15 | 3/5 | $5,642 | $7,604 | 56% | 71% | +$1,133 | -$0 | 0.0% | $1,685 (vs do-nothing +$1,219) |
| $110 | 20d | 31 Jul 2026 | $10.10 | 4/5 | $6,060 | $7,026 | 55% | 70% | +$1,130 | -$0 | 0.0% | $2,472 (vs do-nothing +$2,005) |
| $110 | 13d | 24 Jul 2026 | $8.60 | 3/5 | $5,954 | $7,915 | 55% | 69% | +$1,133 | -$0 | 0.0% | $1,520 (vs do-nothing +$1,054) |
| $110 | 11d | 22 Jul 2026 | $5.45 | 4/5 | $5,945 | $6,912 | 54% | 69% | +$814 | -$0 | 0.0% | $612 (vs do-nothing +$145) |
| $109 | 20d | 31 Jul 2026 | $10.50 | 4/5 | $6,300 | $7,266 | 54% | 69% | +$1,092 | -$0 | 0.0% | $2,232 (vs do-nothing +$1,765) |
| $110 | 9d | 20 Jul 2026 | $4.95 | 4/5 | $6,600 | $7,566 | 54% | 69% | +$1,298 | -$0 | 0.0% | $412 (vs do-nothing $-55) |
| $110 | 6d | 17 Jul 2026 | $4.65 | 3/5 | $6,975 | $8,937 | 53% | 69% | +$1,645 | -$0 | 0.0% | $335 (vs do-nothing $-131) |
| $110 | 4d | 15 Jul 2026 | $3.60 | 2/5 | $5,400 | $8,357 | 53% | 70% | +$1,512 | -$0 | 0.0% | $169 (vs do-nothing $-297) |
| $109 | 13d | 24 Jul 2026 | $9.00 | 3/5 | $6,231 | $8,192 | 53% | 69% | +$1,083 | -$0 | 0.0% | $1,340 (vs do-nothing +$874) |
| $108 | 20d | 31 Jul 2026 | $10.80 | 4/5 | $6,480 | $7,446 | 52% | 68% | +$982 | -$0 | 0.0% | $1,952 (vs do-nothing +$1,485) |
| $109 | 11d | 22 Jul 2026 | $6.00 | 4/5 | $6,545 | $7,512 | 51% | 69% | +$882 | -$0 | 0.0% | $432 (vs do-nothing $-35) |
| $108 | 13d | 24 Jul 2026 | $9.45 | 3/5 | $6,542 | $8,504 | 51% | 68% | +$1,051 | -$0 | 0.0% | $1,175 (vs do-nothing +$709) |
| $109 | 9d | 20 Jul 2026 | $5.20 | 3/5 | $5,200 | $7,162 | 50% | 67% | +$744 | -$0 | 0.0% | $200 (vs do-nothing $-266) |
| $109 | 6d | 17 Jul 2026 | $5.20 | 2/5 | $5,200 | $8,157 | 50% | 68% | +$1,154 | -$0 | 0.0% | $289 (vs do-nothing $-177) |
| $109 | 4d | 15 Jul 2026 | $3.95 | 2/5 | $5,925 | $8,882 | 49% | 68% | +$1,286 | -$0 | 0.0% | $39 (vs do-nothing $-427) |
| $108 | 11d | 22 Jul 2026 | $6.15 | 3/5 | $5,032 | $6,993 | 48% | 66% | +$357 | -$0 | 0.0% | $185 (vs do-nothing $-281) |
| $108 | 9d | 20 Jul 2026 | $6.20 | 3/5 | $6,200 | $8,162 | 47% | 67% | +$1,224 | -$0 | 0.0% | $200 (vs do-nothing $-266) |
| $108 | 6d | 17 Jul 2026 | $5.65 | 2/5 | $5,650 | $8,607 | 46% | 66% | +$1,067 | -$0 | 0.0% | $179 (vs do-nothing $-287) |
| $108 | 4d | 15 Jul 2026 | $4.50 | 2/5 | $6,750 | $9,707 | 44% | 66% | +$1,268 | -$0 | 0.0% | $-51 (vs do-nothing $-517) |
Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 5 contracts at the conservative CC.