4 contracts (400 sh) | BE SS: $161.00 | CC-SS: $168.03 (banked floor $167.13) | IV: HIGH | Accounts: RetireInc:7291
| Max Loss | $56,800 | (ND $12.00 + SW $130) x 400 |
| Normal income ref | $4,912/mo | 95% ann ROI on ML |
| Hedge rolling cost | $296/mo | |
| Unrealized P&L | $-33,430 | fortress legs from IBKR |
Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 4 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 🏆 | 31 Jul 2026 · 7d | 4 × $101 | 78% | $2,571 | $477 |
| Rung | Sell | Expiry | DTE | OTM | Survival | Touch odds | FIGHT edge | Per cycle | Income/mo | Δ vs pick | Cap give-up | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| ▸ | cover hedge | 4 × $118 | 31 Jul | 7d | 26.7% | 98% | 3% | +1pp | $72 | $309 | -$2,263 | $19,939 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 4 × $118 26.7% OTM over spot $93.17 31 Jul 2026 (7d, $0.21 mid) = $72 credit for the 7d cycle → $309/mo projected Survival (stays ≤ $118) 98% Breach risk 2% POP (stays ≤ $118.20) 98% EV / mo +$266 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +1pp 29% whole by 9mo vs 28% doing nothing FIRE DRILLS ~0.2/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $-59/mo median; plan ~$-40/mo after 68% keep · $-486 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.8 mo [2.4-6.6], measured ONLY among the 29% of futures that got whole 🛡 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) 2% Flat exit net (mid-life) -$1,745 Free roll-up +$7/wk Safest escape (by 21 Aug 2026) $140 @ 83% POP 79% survival Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $6.42/sh now → $4.54 mid-life (likely $2.88–$5.98) → ≈ $0 at expiry | you banked $0.18/sh, so a flat mid-life exit nets -$4.36/sh | roll rows are incremental, the banked premium stays yours 📊 Across 66 simulated challenges: the $118 strike is typically first touched on day 6 of 7, at $121 (overshoots $3.08). 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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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 ⚠ $118 is $50 below CC-SS $168.03: assignment on a recovery to whole locks the cap give-up below.
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 $0.18 collected) or spot ≥ $118.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $118)); NOT the premium you collected. Momentum override: two daily closes above $102.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.13 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry) Starting unrealized P&L: $-33,430 + Fortress recovery (un-capped): +$33,865 − CC assignment net of premium (4 × $118): -$19,939 Total Position P&L @ SS: $-19,503 (+$13,927 vs today) Do-nothing baseline at SS: $-2,771 (this trade vs do-nothing: $-16,732, the opportunity cost of earning $309/mo FIGHT income now) BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,156, position total $-21,309 (+$12,121 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🛡 safe yield | 4 × $108 | 31 Jul | 7d | 15.9% | 91% | 18% | +4pp | $232 | $994 | -$1,577 | $23,779 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 4 × $108 15.9% OTM over spot $93.17 31 Jul 2026 (7d, $0.65 mid) = $232 credit for the 7d cycle → $994/mo projected Survival (stays ≤ $108) 91% Breach risk 9% POP (stays ≤ $108.65) 92% EV / mo +$530 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +4pp 30% whole by 9mo vs 26% doing nothing FIRE DRILLS ~1.5/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $346/mo median; plan ~$235/mo after 68% keep · $2,665 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~4.3 mo [2.6-5.8], measured ONLY among the 30% of futures that got whole 🛡 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) 14% Flat exit net (mid-life) -$1,338 Free roll-up +$5/wk Safest escape (by 21 Aug 2026) $125 @ 81% POP 77% survival Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $5.55/sh now → $3.93 mid-life (likely $3.34–$5.72) → ≈ $0 at expiry | you banked $0.58/sh, so a flat mid-life exit nets -$3.35/sh | roll rows are incremental, the banked premium stays yours 📊 Across 424 simulated challenges: the $108 strike is typically first touched on day 5 of 7, at $111 (overshoots $2.63). 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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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 ⚠ $108 is $60 below CC-SS $168.03: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.58 collected) or spot ≥ $108.65 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $108)); NOT the premium you collected. Momentum override: two daily closes above $102.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.13 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry) Starting unrealized P&L: $-33,430 + Fortress recovery (un-capped): +$33,865 − CC assignment net of premium (4 × $108): -$23,779 Total Position P&L @ SS: $-23,343 (+$10,087 vs today) Do-nothing baseline at SS: $-2,771 (this trade vs do-nothing: $-20,572, the opportunity cost of earning $994/mo FIGHT income now) BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,996, position total $-25,149 (+$8,281 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 4 × $104 | 31 Jul | 7d | 11.6% | 85% | 32% | +6pp | $416 | $1,783 | -$789 | $25,195 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 4 × $104 11.6% OTM over spot $93.17 31 Jul 2026 (7d, $1.10 mid) = $416 credit for the 7d cycle → $1,783/mo projected Survival (stays ≤ $104) 85% Breach risk 15% POP (stays ≤ $105.10) 87% EV / mo +$733 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +6pp 33% whole by 9mo vs 26% doing nothing FIRE DRILLS ~2.6/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $654/mo median; plan ~$445/mo after 68% keep · $4,690 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.4 mo [2.2-5.4], measured ONLY among the 33% of futures that got whole 🛡 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) 22% Flat exit net (mid-life) -$1,060 Free roll-up +$5/wk Safest escape (by 21 Aug 2026) $126 @ 85% POP 83% survival Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $5.22/sh now → $3.69 mid-life (likely $3.50–$5.80) → ≈ $0 at expiry | you banked $1.04/sh, so a flat mid-life exit nets -$2.65/sh | roll rows are incremental, the banked premium stays yours 📊 Across 665 simulated challenges: the $104 strike is typically first touched on day 4 of 7, at $107 (overshoots $2.62). 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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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 ⚠ $104 is $64 below CC-SS $168.03: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.04 collected) or spot ≥ $105.10 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $104)); NOT the premium you collected. Momentum override: two daily closes above $102.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.13 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry) Starting unrealized P&L: $-33,430 + Fortress recovery (un-capped): +$33,865 − CC assignment net of premium (4 × $104): -$25,195 Total Position P&L @ SS: $-24,759 (+$8,671 vs today) Do-nothing baseline at SS: $-2,771 (this trade vs do-nothing: $-21,988, the opportunity cost of earning $1,783/mo FIGHT income now) BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,412, position total $-26,565 (+$6,865 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 4 × $101 | 31 Jul | 7d | 8.4% | 78% | 35% | +6pp | $600 | $2,571 | — | $26,211 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 4 × $101 8.4% OTM over spot $93.17 31 Jul 2026 (7d, $1.61 mid) = $600 credit for the 7d cycle → $2,571/mo projected Survival (stays ≤ $101) 78% Breach risk 22% POP (stays ≤ $102.61) 82% EV / mo +$740 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +6pp 37% whole by 9mo vs 30% doing nothing FIRE DRILLS ~3.8/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $873/mo median; plan ~$594/mo after 68% keep · $6,547 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~4.2 mo [2.6-6.2], measured ONLY among the 37% of futures that got whole 🛡 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) 35% Flat exit net (mid-life) -$807 Free roll-up +$5/wk Safest escape (by 21 Aug 2026) $123 @ 86% POP 84% survival Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.97/sh now → $3.52 mid-life (likely $3.83–$5.81) → ≈ $0 at expiry | you banked $1.50/sh, so a flat mid-life exit nets -$2.02/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,042 simulated challenges: the $101 strike is typically first touched on day 4 of 7, at $104 (overshoots $2.59). 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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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 ⚠ $101 is $67 below CC-SS $168.03: assignment on a recovery to whole locks the cap give-up below.
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 ≥ $102.61 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $101)); NOT the premium you collected. Momentum override: two daily closes above $102.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.13 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry) Starting unrealized P&L: $-33,430 + Fortress recovery (un-capped): +$33,865 − CC assignment net of premium (4 × $101): -$26,211 Total Position P&L @ SS: $-25,775 (+$7,655 vs today) Do-nothing baseline at SS: $-2,771 (this trade vs do-nothing: $-23,004, the opportunity cost of earning $2,571/mo FIGHT income now) BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,428, position total $-27,581 (+$5,849 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 4 × $96 | 31 Jul | 7d | 3.0% | 63% | 78% | +10pp | $1,180 | $5,057 | +$2,486 | $27,631 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 4 × $96 3.0% OTM over spot $93.17 31 Jul 2026 (7d, $3.15 mid) = $1,180 credit for the 7d cycle → $5,057/mo projected Survival (stays ≤ $96) 63% Breach risk 37% POP (stays ≤ $99.15) 73% EV / mo +$914 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +10pp 39% whole by 9mo vs 29% doing nothing FIRE DRILLS ~8.2/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $1,288/mo median; plan ~$876/mo after 68% keep · $9,436 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.8 mo [2.3-5.6], measured ONLY among the 39% of futures that got whole 🛡 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) 60% Flat exit net (mid-life) -$116 Free roll-up +$5/wk Safest escape (by 21 Aug 2026) $123 @ 90% POP 89% survival Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.58/sh now → $3.24 mid-life (likely $4.21–$6.07) → ≈ $0 at expiry | you banked $2.95/sh, so a flat mid-life exit nets -$0.29/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,801 simulated challenges: the $96 strike is typically first touched on day 3 of 7, at $99 (overshoots $2.58). 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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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 ⚠ $96 is $72 below CC-SS $168.03: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.74/sh (~25% of the $2.95 collected) or spot ≥ $99.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $96)); NOT the premium you collected. Momentum override: two daily closes above $102.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.13 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry) Starting unrealized P&L: $-33,430 + Fortress recovery (un-capped): +$33,865 − CC assignment net of premium (4 × $96): -$27,631 Total Position P&L @ SS: $-27,195 (+$6,235 vs today) Do-nothing baseline at SS: $-2,771 (this trade vs do-nothing: $-24,424, the opportunity cost of earning $5,057/mo FIGHT income now) BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,848, position total $-29,001 (+$4,429 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 46 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: 1.131 (IBKR) | Recovery@SS: +$33,865 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-2,771
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $101 | 7d | 31 Jul 2026 | $1.50 | 4/4 | $2,571 | $2,276 | 78% | 82% | +$740 | -$26,211 | 546.1% | $-25,775 (vs do-nothing $-23,004) |
| $100 | 7d | 31 Jul 2026 | $1.80 | 4/4 | $3,086 | $2,790 | 75% | 80% | +$905 | -$26,491 | 551.9% | $-26,055 (vs do-nothing $-23,284) |
| $99 | 7d | 31 Jul 2026 | $2.02 | 3/4 | $2,597 | $2,304 | 72% | 78% | +$661 | -$20,102 | 418.8% | $-20,468 (vs do-nothing $-17,697) |
| $101 | 14d | 7 Aug 2026 | $2.94 | 4/4 | $2,520 | $2,224 | 72% | 78% | +$561 | -$25,635 | 534.1% | $-25,199 (vs do-nothing $-22,428) |
| $98.50 | 7d | 31 Jul 2026 | $2.15 | 3/4 | $2,764 | $2,471 | 71% | 77% | +$662 | -$20,213 | 421.1% | $-20,579 (vs do-nothing $-17,808) |
| $100 | 14d | 7 Aug 2026 | $3.25 | 4/4 | $2,786 | $2,490 | 70% | 77% | +$597 | -$25,911 | 539.8% | $-25,475 (vs do-nothing $-22,704) |
| $98 | 7d | 31 Jul 2026 | $2.30 | 3/4 | $2,957 | $2,664 | 69% | 76% | +$677 | -$20,318 | 423.3% | $-20,684 (vs do-nothing $-17,913) |
| $100 | 21d | 14 Aug 2026 | $4.35 | 4/4 | $2,486 | $2,190 | 68% | 75% | +$434 | -$25,471 | 530.6% | $-25,035 (vs do-nothing $-22,264) |
| $99 | 14d | 7 Aug 2026 | $3.35 | 4/4 | $2,871 | $2,576 | 68% | 75% | +$433 | -$26,271 | 547.3% | $-25,835 (vs do-nothing $-23,064) |
| $97.50 | 7d | 31 Jul 2026 | $2.45 | 3/4 | $3,150 | $2,856 | 68% | 75% | +$681 | -$20,423 | 425.5% | $-20,789 (vs do-nothing $-18,018) |
| $98.50 | 14d | 7 Aug 2026 | $3.55 | 4/4 | $3,043 | $2,747 | 66% | 75% | +$471 | -$26,391 | 549.8% | $-25,955 (vs do-nothing $-23,184) |
| $97 | 7d | 31 Jul 2026 | $2.59 | 3/4 | $3,330 | $3,036 | 66% | 74% | +$661 | -$20,531 | 427.7% | $-20,897 (vs do-nothing $-18,126) |
| $99 | 21d | 14 Aug 2026 | $4.60 | 4/4 | $2,629 | $2,333 | 66% | 74% | +$395 | -$25,771 | 536.9% | $-25,335 (vs do-nothing $-22,564) |
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $98 | 14d | 7 Aug 2026 | $3.75 | 4/4 | $3,214 | $2,919 | 65% | 74% | +$503 | -$26,511 | 552.3% | $-26,075 (vs do-nothing $-23,304) |
| $99 | 28d | 21 Aug 2026 | $5.80 | 4/4 | $2,486 | $2,190 | 65% | 74% | +$423 | -$25,291 | 526.9% | $-24,855 (vs do-nothing $-22,084) |
| $96.50 | 7d | 31 Jul 2026 | $2.77 | 3/4 | $3,561 | $3,268 | 64% | 74% | +$679 | -$20,627 | 429.7% | $-20,993 (vs do-nothing $-18,222) |
| $97.50 | 14d | 7 Aug 2026 | $3.90 | 3/4 | $2,507 | $2,214 | 64% | 73% | +$365 | -$19,988 | 416.4% | $-20,354 (vs do-nothing $-17,583) |
| $98.50 | 28d | 21 Aug 2026 | $6.00 | 4/4 | $2,571 | $2,276 | 64% | 74% | +$433 | -$25,411 | 529.4% | $-24,975 (vs do-nothing $-22,204) |
| $98 | 21d | 14 Aug 2026 | $4.95 | 4/4 | $2,829 | $2,533 | 64% | 73% | +$399 | -$26,031 | 542.3% | $-25,595 (vs do-nothing $-22,824) |
| $98 | 28d | 21 Aug 2026 | $6.20 | 4/4 | $2,657 | $2,361 | 63% | 73% | +$441 | -$25,531 | 531.9% | $-25,095 (vs do-nothing $-22,324) |
| $97 | 14d | 7 Aug 2026 | $4.10 | 3/4 | $2,636 | $2,342 | 63% | 73% | +$381 | -$20,078 | 418.3% | $-20,444 (vs do-nothing $-17,673) |
| $96 | 7d | 31 Jul 2026 | $2.95 | 2/4 | $2,529 | $2,237 | 63% | 73% | +$457 | -$13,815 | 287.8% | $-14,983 (vs do-nothing $-12,212) |
| $97.50 | 28d | 21 Aug 2026 | $6.35 | 4/4 | $2,721 | $2,426 | 62% | 73% | +$425 | -$25,671 | 534.8% | $-25,235 (vs do-nothing $-22,464) |
| $97 | 21d | 14 Aug 2026 | $5.35 | 4/4 | $3,057 | $2,761 | 62% | 72% | +$418 | -$26,271 | 547.3% | $-25,835 (vs do-nothing $-23,064) |
| $96.50 | 14d | 7 Aug 2026 | $4.20 | 3/4 | $2,700 | $2,406 | 62% | 72% | +$328 | -$20,198 | 420.8% | $-20,564 (vs do-nothing $-17,793) |
| $97 | 28d | 21 Aug 2026 | $6.55 | 4/4 | $2,807 | $2,511 | 61% | 72% | +$428 | -$25,791 | 537.3% | $-25,355 (vs do-nothing $-22,584) |
| $96.50 | 28d | 21 Aug 2026 | $6.75 | 4/4 | $2,893 | $2,597 | 61% | 72% | +$429 | -$25,911 | 539.8% | $-25,475 (vs do-nothing $-22,704) |
| $96 | 14d | 7 Aug 2026 | $4.55 | 3/4 | $2,925 | $2,631 | 60% | 72% | +$430 | -$20,243 | 421.7% | $-20,609 (vs do-nothing $-17,838) |
| $96 | 21d | 14 Aug 2026 | $5.75 | 3/4 | $2,464 | $2,171 | 60% | 71% | +$317 | -$19,883 | 414.2% | $-20,249 (vs do-nothing $-17,478) |
| $96 | 28d | 21 Aug 2026 | $6.95 | 4/4 | $2,979 | $2,683 | 60% | 71% | +$427 | -$26,031 | 542.3% | $-25,595 (vs do-nothing $-22,824) |
| $95 | 7d | 31 Jul 2026 | $3.30 | 2/4 | $2,829 | $2,537 | 59% | 71% | +$430 | -$13,945 | 290.5% | $-15,113 (vs do-nothing $-12,342) |
| $95 | 14d | 7 Aug 2026 | $4.85 | 3/4 | $3,118 | $2,824 | 58% | 70% | +$365 | -$20,453 | 426.1% | $-20,819 (vs do-nothing $-18,048) |
| $95 | 28d | 21 Aug 2026 | $7.50 | 4/4 | $3,214 | $2,919 | 58% | 71% | +$481 | -$26,211 | 546.1% | $-25,775 (vs do-nothing $-23,004) |
| $95 | 21d | 14 Aug 2026 | $6.20 | 3/4 | $2,657 | $2,364 | 58% | 70% | +$331 | -$20,048 | 417.7% | $-20,414 (vs do-nothing $-17,643) |
| $94 | 28d | 21 Aug 2026 | $7.80 | 3/4 | $2,507 | $2,214 | 56% | 70% | +$313 | -$19,868 | 413.9% | $-20,234 (vs do-nothing $-17,463) |
| $94 | 21d | 14 Aug 2026 | $6.60 | 3/4 | $2,829 | $2,535 | 56% | 69% | +$311 | -$20,228 | 421.4% | $-20,594 (vs do-nothing $-17,823) |
| $94 | 14d | 7 Aug 2026 | $5.20 | 3/4 | $3,343 | $3,049 | 55% | 69% | +$312 | -$20,648 | 430.2% | $-21,014 (vs do-nothing $-18,243) |
| $94 | 7d | 31 Jul 2026 | $3.70 | 2/4 | $3,171 | $2,880 | 55% | 69% | +$411 | -$14,065 | 293.0% | $-15,233 (vs do-nothing $-12,462) |
| $93 | 28d | 21 Aug 2026 | $8.20 | 3/4 | $2,636 | $2,342 | 54% | 69% | +$290 | -$20,048 | 417.7% | $-20,414 (vs do-nothing $-17,643) |
| $93 | 21d | 14 Aug 2026 | $7.05 | 3/4 | $3,021 | $2,728 | 54% | 68% | +$302 | -$20,393 | 424.9% | $-20,759 (vs do-nothing $-17,988) |
| $93 | 14d | 7 Aug 2026 | $5.90 | 2/4 | $2,529 | $2,237 | 53% | 68% | +$310 | -$13,825 | 288.0% | $-14,993 (vs do-nothing $-12,222) |
| $92 | 28d | 21 Aug 2026 | $8.75 | 3/4 | $2,812 | $2,519 | 52% | 68% | +$308 | -$20,183 | 420.5% | $-20,549 (vs do-nothing $-17,778) |
| $93 | 7d | 31 Jul 2026 | $4.20 | 2/4 | $3,600 | $3,309 | 52% | 67% | +$440 | -$14,165 | 295.1% | $-15,333 (vs do-nothing $-12,562) |
| $92 | 21d | 14 Aug 2026 | $7.55 | 3/4 | $3,236 | $2,942 | 51% | 67% | +$303 | -$20,543 | 428.0% | $-20,909 (vs do-nothing $-18,138) |
| $92 | 14d | 7 Aug 2026 | $6.20 | 2/4 | $2,657 | $2,366 | 50% | 66% | +$179 | -$13,965 | 290.9% | $-15,133 (vs do-nothing $-12,362) |
| $92 | 7d | 31 Jul 2026 | $4.70 | 2/4 | $4,029 | $3,737 | 48% | 66% | +$431 | -$14,265 | 297.2% | $-15,433 (vs do-nothing $-12,662) |
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 4 contracts at the conservative CC.