10 contracts (1,000 sh) | BE SS: $233.00 | CC-SS: $150.23 (banked floor $148.43) | IV: HIGH | Accounts: Joint:1782
| Max Loss | $53,000 | (ND $53.00 + SW $0) x 1000 |
| Normal income ref | $12,279/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 | $-32,125 | 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 🏆 | 31 Jul 2026 · 7d | 10 × $101 | 78% | $6,429 | $1,332 |
| 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 × $108 | 31 Jul | 7d | 15.9% | 91% | 18% | +9pp | $580 | $2,486 | -$3,943 | $41,647 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 10 × $108 15.9% OTM over spot $93.17 31 Jul 2026 (7d, $0.65 mid) = $580 credit for the 7d cycle → $2,486/mo projected Survival (stays ≤ $108) 91% Breach risk 9% POP (stays ≤ $108.65) 92% EV / mo +$1,326 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +9pp 42% whole by 9mo vs 32% doing nothing FIRE DRILLS ~1.3/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $1,627/mo median; plan ~$1,107/mo after 68% keep · $11,650 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.4 mo [2.0-5.4], measured ONLY among the 42% 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) 13% Flat exit net (mid-life) -$3,345 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 10 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 $3.33–$5.54) → ≈ $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 380 simulated challenges: the $108 strike is typically first touched on day 5 of 7, at $111 (overshoots $2.54). 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 $42 below CC-SS $150.23: 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 0.47 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $150.23, where you are whole again, by expiry) Starting unrealized P&L: $-32,125 + Fortress recovery (un-capped): +$26,988 − CC assignment net of premium (10 × $108): -$41,647 Total Position P&L @ SS: $-46,784 ($-14,659 vs today) Do-nothing baseline at SS: $-5,127 (this trade vs do-nothing: $-41,657, the opportunity cost of earning $2,486/mo FIGHT income now) BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$24,990, position total $-38,006 ($-5,881 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 10 × $104 | 31 Jul | 7d | 11.6% | 85% | 32% | +16pp | $1,040 | $4,457 | -$1,971 | $45,187 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 10 × $104 11.6% OTM over spot $93.17 31 Jul 2026 (7d, $1.10 mid) = $1,040 credit for the 7d cycle → $4,457/mo projected Survival (stays ≤ $104) 85% Breach risk 15% POP (stays ≤ $105.10) 87% EV / mo +$1,832 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +16pp 50% whole by 9mo vs 34% doing nothing FIRE DRILLS ~2.2/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $2,463/mo median; plan ~$1,675/mo after 68% keep · $17,048 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.6 mo [2.1-5.5], measured ONLY among the 50% 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) 23% Flat exit net (mid-life) -$2,650 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 10 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 $3.44–$5.59) → ≈ $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 689 simulated challenges: the $104 strike is typically first touched on day 4 of 7, at $107 (overshoots $2.50). 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 $46 below CC-SS $150.23: 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 0.47 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $150.23, where you are whole again, by expiry) Starting unrealized P&L: $-32,125 + Fortress recovery (un-capped): +$26,988 − CC assignment net of premium (10 × $104): -$45,187 Total Position P&L @ SS: $-50,324 ($-18,199 vs today) Do-nothing baseline at SS: $-5,127 (this trade vs do-nothing: $-45,197, the opportunity cost of earning $4,457/mo FIGHT income now) BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$28,530, position total $-41,546 ($-9,421 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 10 × $101 | 31 Jul | 7d | 8.4% | 78% | 34% | +19pp | $1,500 | $6,429 | — | $47,727 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 10 × $101 8.4% OTM over spot $93.17 31 Jul 2026 (7d, $1.61 mid) = $1,500 credit for the 7d cycle → $6,429/mo projected Survival (stays ≤ $101) 78% Breach risk 22% POP (stays ≤ $102.61) 82% EV / mo +$1,849 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +19pp 48% whole by 9mo vs 29% doing nothing FIRE DRILLS ~3.5/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $2,869/mo median; plan ~$1,951/mo after 68% keep · $20,562 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.8 mo [2.2-5.8], measured ONLY among the 48% 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) 34% Flat exit net (mid-life) -$2,018 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 10 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 $3.78–$5.92) → ≈ $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 1,014 simulated challenges: the $101 strike is typically first touched on day 4 of 7, at $104 (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 ⚠ $101 is $49 below CC-SS $150.23: 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 0.47 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $150.23, where you are whole again, by expiry) Starting unrealized P&L: $-32,125 + Fortress recovery (un-capped): +$26,988 − CC assignment net of premium (10 × $101): -$47,727 Total Position P&L @ SS: $-52,864 ($-20,739 vs today) Do-nothing baseline at SS: $-5,127 (this trade vs do-nothing: $-47,737, the opportunity cost of earning $6,429/mo FIGHT income now) BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$31,070, position total $-44,086 ($-11,961 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 10 × $96 | 31 Jul | 7d | 3.0% | 63% | 78% | +30pp | $2,950 | $12,643 | +$6,214 | $51,277 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 10 × $96 3.0% OTM over spot $93.17 31 Jul 2026 (7d, $3.15 mid) = $2,950 credit for the 7d cycle → $12,643/mo projected Survival (stays ≤ $96) 63% Breach risk 37% POP (stays ≤ $99.15) 73% EV / mo +$2,285 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +30pp 66% whole by 9mo vs 36% doing nothing FIRE DRILLS ~6.6/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $4,106/mo median; plan ~$2,792/mo after 68% keep · $24,087 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.5 mo [2.2-5.2], measured ONLY among the 66% 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) 62% Flat exit net (mid-life) -$290 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 10 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 $4.24–$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 1,868 simulated challenges: the $96 strike is typically first touched on day 3 of 7, at $99 (overshoots $2.52). 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 $54 below CC-SS $150.23: 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 0.47 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $150.23, where you are whole again, by expiry) Starting unrealized P&L: $-32,125 + Fortress recovery (un-capped): +$26,988 − CC assignment net of premium (10 × $96): -$51,277 Total Position P&L @ SS: $-56,414 ($-24,289 vs today) Do-nothing baseline at SS: $-5,127 (this trade vs do-nothing: $-51,287, the opportunity cost of earning $12,643/mo FIGHT income now) BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$34,620, position total $-47,636 ($-15,511 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: 0.473 (IBKR) | Recovery@SS: +$26,988 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-5,127
| 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 | 10/10 | $6,429 | $6,429 | 78% | 82% | +$1,849 | -$47,727 | 90.1% | $-52,864 (vs do-nothing $-47,737) |
| $100 | 7d | 31 Jul 2026 | $1.80 | 8/10 | $6,171 | $6,176 | 75% | 80% | +$1,810 | -$38,742 | 73.1% | $-43,877 (vs do-nothing $-38,750) |
| $99 | 7d | 31 Jul 2026 | $2.02 | 8/10 | $6,926 | $6,930 | 72% | 78% | +$1,762 | -$39,366 | 74.3% | $-44,501 (vs do-nothing $-39,374) |
| $101 | 14d | 7 Aug 2026 | $2.94 | 10/10 | $6,300 | $6,300 | 72% | 78% | +$1,402 | -$46,287 | 87.3% | $-51,424 (vs do-nothing $-46,297) |
| $98.50 | 7d | 31 Jul 2026 | $2.15 | 7/10 | $6,450 | $6,456 | 71% | 77% | +$1,544 | -$34,704 | 65.5% | $-39,838 (vs do-nothing $-34,711) |
| $100 | 14d | 7 Aug 2026 | $3.25 | 9/10 | $6,268 | $6,270 | 70% | 77% | +$1,344 | -$42,280 | 79.8% | $-47,415 (vs do-nothing $-42,289) |
| $98 | 7d | 31 Jul 2026 | $2.30 | 7/10 | $6,900 | $6,906 | 69% | 76% | +$1,580 | -$34,949 | 65.9% | $-40,083 (vs do-nothing $-34,956) |
| $100 | 21d | 14 Aug 2026 | $4.35 | 10/10 | $6,214 | $6,214 | 68% | 75% | +$1,086 | -$45,877 | 86.6% | $-51,014 (vs do-nothing $-45,887) |
| $99 | 14d | 7 Aug 2026 | $3.35 | 9/10 | $6,461 | $6,463 | 68% | 75% | +$974 | -$43,090 | 81.3% | $-48,225 (vs do-nothing $-43,099) |
| $97.50 | 7d | 31 Jul 2026 | $2.45 | 6/10 | $6,300 | $6,309 | 68% | 75% | +$1,363 | -$30,166 | 56.9% | $-35,299 (vs do-nothing $-30,172) |
| $98.50 | 14d | 7 Aug 2026 | $3.55 | 9/10 | $6,846 | $6,849 | 66% | 75% | +$1,059 | -$43,360 | 81.8% | $-48,495 (vs do-nothing $-43,369) |
| $97 | 7d | 31 Jul 2026 | $2.59 | 6/10 | $6,660 | $6,669 | 66% | 74% | +$1,322 | -$30,382 | 57.3% | $-35,515 (vs do-nothing $-30,388) |
| $99 | 21d | 14 Aug 2026 | $4.60 | 10/10 | $6,571 | $6,571 | 66% | 74% | +$987 | -$46,627 | 88.0% | $-51,764 (vs do-nothing $-46,637) |
| 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 | 8/10 | $6,429 | $6,433 | 65% | 74% | +$1,006 | -$38,782 | 73.2% | $-43,917 (vs do-nothing $-38,790) |
| $99 | 28d | 21 Aug 2026 | $5.80 | 10/10 | $6,214 | $6,214 | 65% | 74% | +$1,059 | -$45,427 | 85.7% | $-50,564 (vs do-nothing $-45,437) |
| $96.50 | 7d | 31 Jul 2026 | $2.77 | 6/10 | $7,123 | $7,131 | 64% | 74% | +$1,359 | -$30,574 | 57.7% | $-35,707 (vs do-nothing $-30,580) |
| $97.50 | 14d | 7 Aug 2026 | $3.90 | 8/10 | $6,686 | $6,690 | 64% | 73% | +$974 | -$39,062 | 73.7% | $-44,197 (vs do-nothing $-39,070) |
| $98.50 | 28d | 21 Aug 2026 | $6.00 | 10/10 | $6,429 | $6,429 | 64% | 74% | +$1,083 | -$45,727 | 86.3% | $-50,864 (vs do-nothing $-45,737) |
| $98 | 21d | 14 Aug 2026 | $4.95 | 9/10 | $6,364 | $6,366 | 64% | 73% | +$898 | -$42,550 | 80.3% | $-47,685 (vs do-nothing $-42,559) |
| $98 | 28d | 21 Aug 2026 | $6.20 | 10/10 | $6,643 | $6,643 | 63% | 73% | +$1,103 | -$46,027 | 86.8% | $-51,164 (vs do-nothing $-46,037) |
| $97 | 14d | 7 Aug 2026 | $4.10 | 7/10 | $6,150 | $6,156 | 63% | 73% | +$889 | -$34,389 | 64.9% | $-39,523 (vs do-nothing $-34,396) |
| $96 | 7d | 31 Jul 2026 | $2.95 | 5/10 | $6,321 | $6,332 | 63% | 73% | +$1,142 | -$25,639 | 48.4% | $-30,771 (vs do-nothing $-25,644) |
| $97.50 | 28d | 21 Aug 2026 | $6.35 | 10/10 | $6,804 | $6,804 | 62% | 73% | +$1,063 | -$46,377 | 87.5% | $-51,514 (vs do-nothing $-46,387) |
| $97 | 21d | 14 Aug 2026 | $5.35 | 9/10 | $6,879 | $6,881 | 62% | 72% | +$941 | -$43,090 | 81.3% | $-48,225 (vs do-nothing $-43,099) |
| $96.50 | 14d | 7 Aug 2026 | $4.20 | 7/10 | $6,300 | $6,306 | 62% | 72% | +$764 | -$34,669 | 65.4% | $-39,803 (vs do-nothing $-34,676) |
| $97 | 28d | 21 Aug 2026 | $6.55 | 9/10 | $6,316 | $6,318 | 61% | 72% | +$963 | -$42,010 | 79.3% | $-47,145 (vs do-nothing $-42,019) |
| $96.50 | 28d | 21 Aug 2026 | $6.75 | 9/10 | $6,509 | $6,511 | 61% | 72% | +$965 | -$42,280 | 79.8% | $-47,415 (vs do-nothing $-42,289) |
| $96 | 14d | 7 Aug 2026 | $4.55 | 7/10 | $6,825 | $6,831 | 60% | 72% | +$1,004 | -$34,774 | 65.6% | $-39,908 (vs do-nothing $-34,781) |
| $96 | 21d | 14 Aug 2026 | $5.75 | 8/10 | $6,571 | $6,576 | 60% | 71% | +$845 | -$38,782 | 73.2% | $-43,917 (vs do-nothing $-38,790) |
| $96 | 28d | 21 Aug 2026 | $6.95 | 9/10 | $6,702 | $6,704 | 60% | 71% | +$961 | -$42,550 | 80.3% | $-47,685 (vs do-nothing $-42,559) |
| $95 | 7d | 31 Jul 2026 | $3.30 | 5/10 | $7,071 | $7,082 | 59% | 71% | +$1,076 | -$25,964 | 49.0% | $-31,096 (vs do-nothing $-25,969) |
| $95 | 14d | 7 Aug 2026 | $4.85 | 6/10 | $6,236 | $6,244 | 58% | 70% | +$730 | -$30,226 | 57.0% | $-35,359 (vs do-nothing $-30,232) |
| $95 | 28d | 21 Aug 2026 | $7.50 | 8/10 | $6,429 | $6,433 | 58% | 71% | +$962 | -$38,182 | 72.0% | $-43,317 (vs do-nothing $-38,190) |
| $95 | 21d | 14 Aug 2026 | $6.20 | 7/10 | $6,200 | $6,206 | 58% | 70% | +$771 | -$34,319 | 64.8% | $-39,453 (vs do-nothing $-34,326) |
| $94 | 28d | 21 Aug 2026 | $7.80 | 8/10 | $6,686 | $6,690 | 56% | 70% | +$835 | -$38,742 | 73.1% | $-43,877 (vs do-nothing $-38,750) |
| $94 | 21d | 14 Aug 2026 | $6.60 | 7/10 | $6,600 | $6,606 | 56% | 69% | +$727 | -$34,739 | 65.5% | $-39,873 (vs do-nothing $-34,746) |
| $94 | 14d | 7 Aug 2026 | $5.20 | 6/10 | $6,686 | $6,694 | 55% | 69% | +$625 | -$30,616 | 57.8% | $-35,749 (vs do-nothing $-30,622) |
| $94 | 7d | 31 Jul 2026 | $3.70 | 4/10 | $6,343 | $6,356 | 55% | 69% | +$822 | -$21,011 | 39.6% | $-26,142 (vs do-nothing $-21,015) |
| $93 | 28d | 21 Aug 2026 | $8.20 | 7/10 | $6,150 | $6,156 | 54% | 69% | +$678 | -$34,319 | 64.8% | $-39,453 (vs do-nothing $-34,326) |
| $93 | 21d | 14 Aug 2026 | $7.05 | 7/10 | $7,050 | $7,056 | 54% | 68% | +$705 | -$35,124 | 66.3% | $-40,258 (vs do-nothing $-35,131) |
| $93 | 14d | 7 Aug 2026 | $5.90 | 5/10 | $6,321 | $6,332 | 53% | 68% | +$775 | -$25,664 | 48.4% | $-30,796 (vs do-nothing $-25,669) |
| $92 | 28d | 21 Aug 2026 | $8.75 | 7/10 | $6,562 | $6,569 | 52% | 68% | +$719 | -$34,634 | 65.3% | $-39,768 (vs do-nothing $-34,641) |
| $93 | 7d | 31 Jul 2026 | $4.20 | 4/10 | $7,200 | $7,213 | 52% | 67% | +$880 | -$21,211 | 40.0% | $-26,342 (vs do-nothing $-21,215) |
| $92 | 21d | 14 Aug 2026 | $7.55 | 6/10 | $6,471 | $6,480 | 51% | 67% | +$605 | -$30,406 | 57.4% | $-35,539 (vs do-nothing $-30,412) |
| $92 | 14d | 7 Aug 2026 | $6.20 | 5/10 | $6,643 | $6,654 | 50% | 66% | +$449 | -$26,014 | 49.1% | $-31,146 (vs do-nothing $-26,019) |
| $92 | 7d | 31 Jul 2026 | $4.70 | 4/10 | $8,057 | $8,070 | 48% | 66% | +$862 | -$21,411 | 40.4% | $-26,542 (vs do-nothing $-21,415) |
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.