10 contracts (1,000 sh) | BE SS: $233.00 | CC-SS: $150.00 (banked floor $149.43) | IV: HIGH | Accounts: Joint:1782
| Max Loss | $53,000 | (ND $53.00 + SW $0) x 1000 |
| Normal income ref | $15,250/mo | 95% ann ROI on ML |
| Hedge (static, never rolled) | $0/mo | HP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks) |
| Unrealized P&L | $-31,260 | fortress legs from IBKR |
Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 10 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 🏆 | 24 Jul 2026 · 5d | 9 × $102 | 80% | $8,370 | $3,058 |
| Rung | Sell | Expiry | DTE | OTM | Survival | Touch odds | FIGHT edge | Per cycle | Income/mo | Δ vs pick | Cap give-up | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| ▸ | 🛡 safe yield | 10 × $107 | 24 Jul | 5d | 12.8% | 91% | 19% | +8pp | $760 | $4,560 | -$3,810 | $42,240 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 10 × $107 12.8% OTM over spot $94.85 24 Jul 2026 (5d, $0.80 mid) = $760 credit for the 5d cycle → $4,560/mo projected Survival (stays ≤ $107) 91% Breach risk 9% POP (stays ≤ $107.81) 92% EV / mo +$3,105 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +8pp 61% whole by 9mo vs 53% doing nothing FIRE DRILLS ~1.3/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $2,873/mo median; plan ~$1,954/mo after 68% keep · $13,200 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~1.7 mo [0.8-3.3], measured ONLY among the 61% 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) 12% Flat exit net (mid-life) -$2,937 Free roll-up +$6/wk Safest escape (by 14 Aug 2026) $127 @ 83% POP 80% survival Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $5.23/sh now → $3.70 mid-life (likely $3.27–$5.79) → ≈ $0 at expiry | you banked $0.76/sh, so a flat mid-life exit nets -$2.94/sh | roll rows are incremental, the banked premium stays yours 📊 Across 365 simulated challenges: the $107 strike is typically first touched on day 4 of 5, at $109 (overshoots $2.48). 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 ⚠ $107 is $43 below CC-SS $150.00: 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 < $0.19/sh (~25% of the $0.76 collected) or spot ≥ $107.81 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $107)); NOT the premium you collected. Momentum override: two daily closes above $106.95 (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 $150.00, where you are whole again, by expiry) Starting unrealized P&L: $-31,260 + Fortress recovery (un-capped): +$49,635 − CC assignment net of premium (10 × $107): -$42,240 Total Position P&L @ SS: $-23,865 (+$7,395 vs today) Do-nothing baseline at SS: $18,395 (this trade vs do-nothing: $-42,260, the opportunity cost of earning $4,560/mo FIGHT income now) BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$27,820, position total $-22,423 (+$8,837 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 10 × $106 | 24 Jul | 5d | 11.8% | 89% | 23% | +10pp | $910 | $5,460 | -$2,910 | $43,090 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 10 × $106 11.8% OTM over spot $94.85 24 Jul 2026 (5d, $0.95 mid) = $910 credit for the 5d cycle → $5,460/mo projected Survival (stays ≤ $106) 89% Breach risk 11% POP (stays ≤ $106.95) 91% EV / mo +$3,623 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +10pp 65% whole by 9mo vs 55% doing nothing FIRE DRILLS ~1.6/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $3,331/mo median; plan ~$2,265/mo after 68% keep · $15,904 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~2.3 mo [1.2-4.1], measured ONLY among the 65% 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) -$2,730 Free roll-up +$6/wk Safest escape (by 14 Aug 2026) $131 @ 87% POP 85% survival Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $5.15/sh now → $3.64 mid-life (likely $3.26–$5.79) → ≈ $0 at expiry | you banked $0.91/sh, so a flat mid-life exit nets -$2.73/sh | roll rows are incremental, the banked premium stays yours 📊 Across 425 simulated challenges: the $106 strike is typically first touched on day 4 of 5, at $109 (overshoots $2.60). 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 ⚠ $106 is $44 below CC-SS $150.00: 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 < $0.23/sh (~25% of the $0.91 collected) or spot ≥ $106.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $106)); NOT the premium you collected. Momentum override: two daily closes above $106.95 (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 $150.00, where you are whole again, by expiry) Starting unrealized P&L: $-31,260 + Fortress recovery (un-capped): +$49,635 − CC assignment net of premium (10 × $106): -$43,090 Total Position P&L @ SS: $-24,715 (+$6,545 vs today) Do-nothing baseline at SS: $18,395 (this trade vs do-nothing: $-43,110, the opportunity cost of earning $5,460/mo FIGHT income now) BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$28,670, position total $-23,273 (+$7,987 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 9 × $102 | 24 Jul | 5d | 7.5% | 80% | 29% | +18pp | $1,395 | $8,370 | — | $41,805 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 9 × $102 7.5% OTM over spot $94.85 24 Jul 2026 (5d, $1.65 mid) = $1,395 credit for the 5d cycle → $8,370/mo projected Survival (stays ≤ $102) 80% Breach risk 20% POP (stays ≤ $103.65) 84% EV / mo +$4,292 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +18pp 72% whole by 9mo vs 53% doing nothing FIRE DRILLS ~3.0/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $4,125/mo median; plan ~$2,805/mo after 68% keep · $17,240 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~2.2 mo [1.2-4.3], measured ONLY among the 72% 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) 29% Flat exit net (mid-life) -$1,679 Free roll-up +$6/wk Safest escape (by 14 Aug 2026) $127 @ 88% POP 86% survival Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.83/sh now → $3.42 mid-life (likely $3.55–$5.71) → ≈ $0 at expiry | you banked $1.55/sh, so a flat mid-life exit nets -$1.87/sh | roll rows are incremental, the banked premium stays yours 📊 Across 864 simulated challenges: the $102 strike is typically first touched on day 3 of 5, at $104 (overshoots $2.32). 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 ⚠ $102 is $48 below CC-SS $150.00: 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 < $0.39/sh (~25% of the $1.55 collected) or spot ≥ $103.65 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $102)); NOT the premium you collected. Momentum override: two daily closes above $106.95 (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 $150.00, where you are whole again, by expiry) Starting unrealized P&L: $-31,260 + Fortress recovery (un-capped): +$49,635 − CC assignment net of premium (9 × $102): -$41,805 + Conservative CC premium (1 × $225): +$2 Total Position P&L @ SS: $-23,428 (+$7,832 vs today) Do-nothing baseline at SS: $18,395 (this trade vs do-nothing: $-41,823, the opportunity cost of earning $8,370/mo FIGHT income now) BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$28,827, position total $-23,428 (+$7,832 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 10 × $98 | 24 Jul | 5d | 3.3% | 66% | 71% | +26pp | $2,810 | $16,860 | +$8,490 | $49,190 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 10 × $98 3.3% OTM over spot $94.85 24 Jul 2026 (5d, $2.87 mid) = $2,810 credit for the 5d cycle → $16,860/mo projected Survival (stays ≤ $98) 66% Breach risk 34% POP (stays ≤ $100.87) 76% EV / mo +$6,599 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +26pp 77% whole by 9mo vs 51% doing nothing FIRE DRILLS ~5.1/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $6,188/mo median; plan ~$4,208/mo after 68% keep · $20,084 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~1.9 mo [1.0-3.6], measured ONLY among the 77% 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) 53% Flat exit net (mid-life) -$389 Free roll-up +$5/wk Safest escape (by 14 Aug 2026) $128 @ 91% POP 91% survival Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.52/sh now → $3.20 mid-life (likely $3.92–$6.10) → ≈ $0 at expiry | you banked $2.81/sh, so a flat mid-life exit nets -$0.39/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,577 simulated challenges: the $98 strike is typically first touched on day 2 of 5, at $100 (overshoots $2.39). 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 ⚠ $98 is $52 below CC-SS $150.00: 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 < $0.70/sh (~25% of the $2.81 collected) or spot ≥ $100.87 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $98)); NOT the premium you collected. Momentum override: two daily closes above $106.95 (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 $150.00, where you are whole again, by expiry) Starting unrealized P&L: $-31,260 + Fortress recovery (un-capped): +$49,635 − CC assignment net of premium (10 × $98): -$49,190 Total Position P&L @ SS: $-30,815 (+$445 vs today) Do-nothing baseline at SS: $18,395 (this trade vs do-nothing: $-49,210, the opportunity cost of earning $16,860/mo FIGHT income now) BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$34,770, position total $-29,373 (+$1,887 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 41 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: +$49,635 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $18,395
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $102 | 5d | 24 Jul 2026 | $1.55 | 9/10 | $8,370 | $8,375 | 80% | 84% | +$4,292 | -$41,805 | 78.9% | $-23,428 (vs do-nothing $-41,823) |
| $101 | 5d | 24 Jul 2026 | $1.80 | 8/10 | $8,640 | $8,650 | 77% | 82% | +$4,149 | -$37,760 | 71.2% | $-19,381 (vs do-nothing $-37,776) |
| $100 | 5d | 24 Jul 2026 | $2.17 | 6/10 | $7,812 | $7,832 | 73% | 80% | +$3,664 | -$28,698 | 54.1% | $-10,315 (vs do-nothing $-28,710) |
| $102 | 12d | 31 Jul 2026 | $3.25 | 10/10 | $8,125 | $8,125 | 71% | 78% | +$2,201 | -$44,750 | 84.4% | $-26,375 (vs do-nothing $-44,770) |
| $99 | 5d | 24 Jul 2026 | $2.43 | 6/10 | $8,748 | $8,768 | 69% | 78% | +$3,676 | -$29,142 | 55.0% | $-10,759 (vs do-nothing $-29,154) |
| $101 | 12d | 31 Jul 2026 | $3.55 | 9/10 | $7,988 | $7,992 | 69% | 77% | +$2,027 | -$40,905 | 77.2% | $-22,528 (vs do-nothing $-40,923) |
| $98.50 | 5d | 24 Jul 2026 | $2.49 | 6/10 | $8,964 | $8,984 | 68% | 77% | +$3,370 | -$29,406 | 55.5% | $-11,023 (vs do-nothing $-29,418) |
| $101 | 19d | 7 Aug 2026 | $4.85 | 10/10 | $7,658 | $7,658 | 66% | 75% | +$1,597 | -$44,150 | 83.3% | $-25,775 (vs do-nothing $-44,170) |
| $100 | 12d | 31 Jul 2026 | $4.15 | 8/10 | $8,300 | $8,310 | 66% | 75% | +$2,389 | -$36,680 | 69.2% | $-18,301 (vs do-nothing $-36,696) |
| $98 | 5d | 24 Jul 2026 | $2.81 | 5/10 | $8,430 | $8,455 | 66% | 76% | +$3,300 | -$24,595 | 46.4% | $-6,210 (vs do-nothing $-24,605) |
| $100 | 19d | 7 Aug 2026 | $5.25 | 10/10 | $8,289 | $8,289 | 64% | 74% | +$1,703 | -$44,750 | 84.4% | $-26,375 (vs do-nothing $-44,770) |
| $99 | 12d | 31 Jul 2026 | $4.40 | 7/10 | $7,700 | $7,715 | 64% | 74% | +$1,942 | -$32,620 | 61.5% | $-14,239 (vs do-nothing $-32,634) |
| $97.50 | 5d | 24 Jul 2026 | $2.99 | 5/10 | $8,970 | $8,995 | 63% | 75% | +$3,334 | -$24,755 | 46.7% | $-6,370 (vs do-nothing $-24,765) |
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $98.50 | 12d | 31 Jul 2026 | $4.55 | 7/10 | $7,962 | $7,978 | 63% | 74% | +$1,892 | -$32,865 | 62.0% | $-14,484 (vs do-nothing $-32,879) |
| $99 | 19d | 7 Aug 2026 | $5.60 | 9/10 | $7,958 | $7,963 | 62% | 73% | +$1,526 | -$40,860 | 77.1% | $-22,483 (vs do-nothing $-40,878) |
| $97 | 5d | 24 Jul 2026 | $3.20 | 4/10 | $7,680 | $7,710 | 61% | 74% | +$2,738 | -$19,920 | 37.6% | $-1,533 (vs do-nothing $-19,928) |
| $98 | 12d | 31 Jul 2026 | $4.80 | 7/10 | $8,400 | $8,415 | 61% | 73% | +$2,003 | -$33,040 | 62.3% | $-14,659 (vs do-nothing $-33,054) |
| $98 | 19d | 7 Aug 2026 | $6.00 | 9/10 | $8,526 | $8,531 | 60% | 72% | +$1,594 | -$41,400 | 78.1% | $-23,023 (vs do-nothing $-41,418) |
| $98 | 26d | 14 Aug 2026 | $7.00 | 10/10 | $8,077 | $8,077 | 60% | 72% | +$1,253 | -$45,000 | 84.9% | $-26,625 (vs do-nothing $-45,020) |
| $97.50 | 12d | 31 Jul 2026 | $4.85 | 7/10 | $8,488 | $8,502 | 60% | 72% | +$1,751 | -$33,355 | 62.9% | $-14,974 (vs do-nothing $-33,369) |
| $96.50 | 5d | 24 Jul 2026 | $3.40 | 4/10 | $8,160 | $8,190 | 59% | 73% | +$2,753 | -$20,040 | 37.8% | $-1,653 (vs do-nothing $-20,048) |
| $97 | 12d | 31 Jul 2026 | $5.10 | 6/10 | $7,650 | $7,670 | 59% | 72% | +$1,572 | -$28,740 | 54.2% | $-10,357 (vs do-nothing $-28,752) |
| $97 | 19d | 7 Aug 2026 | $6.40 | 8/10 | $8,084 | $8,094 | 58% | 71% | +$1,400 | -$37,280 | 70.3% | $-18,901 (vs do-nothing $-37,296) |
| $97 | 26d | 14 Aug 2026 | $7.35 | 9/10 | $7,633 | $7,638 | 58% | 71% | +$1,060 | -$41,085 | 77.5% | $-22,708 (vs do-nothing $-41,103) |
| $96.50 | 12d | 31 Jul 2026 | $5.30 | 6/10 | $7,950 | $7,970 | 57% | 71% | +$1,557 | -$28,920 | 54.6% | $-10,537 (vs do-nothing $-28,932) |
| $96 | 5d | 24 Jul 2026 | $3.60 | 4/10 | $8,640 | $8,670 | 57% | 71% | +$2,191 | -$20,160 | 38.0% | $-1,773 (vs do-nothing $-20,168) |
| $96 | 26d | 14 Aug 2026 | $7.65 | 9/10 | $7,944 | $7,949 | 57% | 70% | +$917 | -$41,715 | 78.7% | $-23,338 (vs do-nothing $-41,733) |
| $96 | 19d | 7 Aug 2026 | $7.00 | 7/10 | $7,737 | $7,752 | 56% | 70% | +$1,402 | -$32,900 | 62.1% | $-14,519 (vs do-nothing $-32,914) |
| $96 | 12d | 31 Jul 2026 | $5.55 | 6/10 | $8,325 | $8,345 | 56% | 70% | +$1,605 | -$29,070 | 54.8% | $-10,687 (vs do-nothing $-29,082) |
| $95 | 26d | 14 Aug 2026 | $8.20 | 9/10 | $8,515 | $8,520 | 55% | 69% | +$1,010 | -$42,120 | 79.5% | $-23,743 (vs do-nothing $-42,138) |
| $95 | 19d | 7 Aug 2026 | $7.40 | 7/10 | $8,179 | $8,194 | 54% | 69% | +$1,328 | -$33,320 | 62.9% | $-14,939 (vs do-nothing $-33,334) |
| $95 | 12d | 31 Jul 2026 | $6.10 | 5/10 | $7,625 | $7,650 | 54% | 69% | +$1,448 | -$24,450 | 46.1% | $-6,065 (vs do-nothing $-24,460) |
| $94 | 26d | 14 Aug 2026 | $8.50 | 8/10 | $7,846 | $7,856 | 53% | 69% | +$728 | -$38,000 | 71.7% | $-19,621 (vs do-nothing $-38,016) |
| $95 | 5d | 24 Jul 2026 | $4.10 | 4/10 | $9,840 | $9,870 | 53% | 70% | +$2,851 | -$20,360 | 38.4% | $-1,973 (vs do-nothing $-20,368) |
| $94 | 19d | 7 Aug 2026 | $7.85 | 7/10 | $8,676 | $8,691 | 52% | 68% | +$1,280 | -$33,705 | 63.6% | $-15,324 (vs do-nothing $-33,719) |
| $93 | 26d | 14 Aug 2026 | $9.15 | 8/10 | $8,446 | $8,456 | 51% | 68% | +$860 | -$38,280 | 72.2% | $-19,901 (vs do-nothing $-38,296) |
| $94 | 12d | 31 Jul 2026 | $6.50 | 5/10 | $8,125 | $8,150 | 51% | 68% | +$1,330 | -$24,750 | 46.7% | $-6,365 (vs do-nothing $-24,760) |
| $93 | 19d | 7 Aug 2026 | $8.35 | 6/10 | $7,911 | $7,931 | 50% | 67% | +$1,077 | -$29,190 | 55.1% | $-10,807 (vs do-nothing $-29,202) |
| $94 | 5d | 24 Jul 2026 | $4.50 | 3/10 | $8,100 | $8,135 | 48% | 67% | +$1,550 | -$15,450 | 29.2% | $2,939 (vs do-nothing $-15,456) |
| $93 | 12d | 31 Jul 2026 | $7.00 | 5/10 | $8,750 | $8,775 | 48% | 67% | +$1,294 | -$25,000 | 47.2% | $-6,615 (vs do-nothing $-25,010) |
| $93 | 5d | 24 Jul 2026 | $4.90 | 3/10 | $8,820 | $8,855 | 43% | 66% | +$1,655 | -$15,630 | 29.5% | $2,759 (vs do-nothing $-15,636) |
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 10 contracts at the conservative CC.