FORTRESS FIGHT: RKLB @ $69.21

BE SS: $141.55  |  CC-SS: $149.03  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-25 21:35

RKLB @ $69.21   UNDERWATER $72.34 (51.1% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $149.03 (banked floor $145.53)  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $115 exp 2028-01-21 (entry $75.947/sh)
SP: $135 exp 2028-01-21 (entry $49.982/sh)
HP: $45 exp 2026-10-16 (entry $1.647/sh)

Economics

Max Loss$69,930(ND $26.55 + SW $90) x 600
Normal income ref$3,801/mo95% ann ROI on ML
Hedge rolling cost$204/mo
Unrealized P&L$-50,484fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,901/mo
HEDGE COVER
$204/mo
NORMAL INCOME
$3,801/mo (ATM CC, chain)
IC VELOCITY
4.2 mo to earn back $15,930
ML VELOCITY
18.4 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $149.03 in the fetched chain; the deepest available is $105C (17d, $85/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$2,212
Hole (after banked)
$48,272
was $50,484 · 4% earned back
Cycles closed
9
Credit in flight
$0
CC-SS · banked floor (info)
$149.03 → $145.53
? 2 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 25 (live) · RSI 45 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 36 · %B 24 · hist falling (nightly)
LEVELS20W MA (bounce target) $91.99 (+33%) · daily UBB $86.11 · 1-wk expected move ±$7 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-11-09: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 6 contracts at $75 / 3d. This is the safest strike (survival 86%, breach 14%) that still earns 50% of normal income ($1,901/mo); it brings $1,980/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 5 × $72/3d for $4,000/mo, but breach risk rises to 28% (+14pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 6 × $150/24d (99+% survival, $8/mo).
Downside anchor: the primary mortgages $44,222 (278% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 11.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-50,505 and cuts bleed by $204/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 6 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.

🏆 Grand pick: THIS FRIDAY · 28 Aug 2026 (3d) · sell 6 × $75, 86% survival, $1,980/mo (E[net] $1,647/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆28 Aug 2026 · 3d6 × $7586%$1,980$1,647
NEXT FRIDAY4 Sep 2026 · 10d6 × $7576%$2,160$-94
E[net] arithmetic on the grand pick: keep $198 with probability 83%; on the 17% touch you roll, paying $813 to close and taking $859 back from the best priced door (net cash $0) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 THIS FRIDAY · 28 Aug 2026 · 3d · E[net] $1,647/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $75 (50% normal), 86% survival, breach 14%, $1,980/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $76 rung (33% normal) lifts survival to 89% (breach 14% → 11%) for $480/mo less (24% income) buys safety you do not really need here.
RKLB  spot $69.21 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $8428 Aug3d21.4%98%hist 96%4%hist 3%+1pp$25$250-$1,730$32,491
Sell 5 × $84 21.4% OTM over spot $69.21 28 Aug 2026 (3d, $0.06 mid)
= $25 credit for the 3d cycle → $250/mo projected
Survival (stays ≤ $84)
98%
Breach risk
2%
POP (stays ≤ $84.06)
98%
EV / mo
+$171
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
24% whole by 9mo vs 22% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$21/mo
median; plan ~$14/mo after 68% keep · $151 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.3 mo [2.8-5.9], measured ONLY among the 24% 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)
0%
Flat exit net (mid-life)
-$734
Free roll-up
+$4/wk
Safest escape (by 18 Sep 2026)
$96 @ 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.15/sh now → $1.52 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.47/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$844 Sep 20268d left+$1.37/sh+$686
cycle +$711
66%
surv 52%
-$40,332 NOT
cap gain +$10,152
Up-and-out for even (raise the cap, free)~$884 Sep 20268d left+$0.10/sh+$48
cycle +$73
75%
surv 69%
-$38,552 NOT
cap gain +$11,932
Max even-money escape in the band~$9618 Sep 202622d left+$0.01/sh+$5
cycle +$30
84%
surv 81%
-$33,493 NOT
cap gain +$16,991
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
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 stress
Income coverage
Gross FIGHT income$250/mo
vs 50% target ($1,901/mo)-87%
vs normal income ($3,801/mo)7% covered
Net income (after hedge)$60/mo
Downside budget
⚠ $84 is $65 below CC-SS $149.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,491
… as % of IC ($15,930)204.0%
… as % of ML ($69,930)46.5%
Recovery months (at normal income)8.5 mo
Surgical close (5 ct)$-42,075
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $84.06 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $84)); NOT the premium you collected. Momentum override: two daily closes above $86.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $83.16Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$83-84.06
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $84.06
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$84.00 (3.2σ)$25$-41,018+$9,466-$15
+2.5%$86.10 (3.7σ)$-1,025$-40,729+$9,755-$1,065
+5%$88.20 (4.1σ)$-2,075$-40,439+$10,045-$2,115
SS (= V-bounce)$141.55 (15.6σ)$-28,750$-36,743+$13,741-$10,515
V-BOUNCE STRESS (stock → CC-SS $149.03, where you are whole again, by expiry)
Starting unrealized P&L: $-50,484
+ Fortress recovery (un-capped): +$50,911
− CC assignment net of premium (5 × $84): -$32,491
− Conservative CC assignment net of premium (1 × $105): -$4,395
Total Position P&L @ SS: $-36,460 (+$14,024 vs today)
Do-nothing baseline at SS: $-25,945 (this trade vs do-nothing: $-10,515, the opportunity cost of earning $250/mo FIGHT income now)
BB-reversion stress (→ $91.99 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,970, position total $-39,917 (+$10,567 vs today)
🛡 safe yield6 × $7828 Aug3d12.7%93%hist 96%13%hist 13%+2pp$84$840-$1,140$42,536
Sell 6 × $78 12.7% OTM over spot $69.21 28 Aug 2026 (3d, $0.16 mid)
= $84 credit for the 3d cycle → $840/mo projected
Survival (stays ≤ $78)
93%
Breach risk
7%
POP (stays ≤ $78.16)
94%
EV / mo
+$315
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
28% whole by 9mo vs 26% doing nothing
FIRE DRILLS
~2.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$418/mo
median; plan ~$284/mo after 68% keep · $3,067 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.5 mo [2.9-5.9], measured ONLY among the 28% 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)
5%
Flat exit net (mid-life)
-$762
Free roll-up
+$4/wk
Safest escape (by 18 Sep 2026)
$91 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.99/sh now → $1.41 mid-life (likely $1.31–$2.36)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$1.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 147 simulated challenges: the $78 strike is typically first touched on day 3 of 3, at $80 (overshoots $1.70). 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.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$784 Sep 20268d left+$1.42/sh+$850
cycle +$934
[+$837…+$1,004] · 100% credit
66%
surv 52%
-$43,943 NOT
cap gain +$6,541
Reliable up-and-out (highest cap still free ≥60%)~$8718 Sep 202622d left+$0.59/sh+$355
cycle +$439
[+$75…+$448] · 80% credit
80%
surv 76%
-$38,833 NOT
cap gain +$11,651
Up-and-out for even (raise the cap, free)~$824 Sep 20268d left+$0.15/sh+$89
cycle +$173
[-$138…+$159] · 56% credit
76%
surv 70%
-$42,288 NOT
cap gain +$8,196
Max even-money escape in the band~$9018 Sep 202622d left+$0.05/sh+$31
cycle +$115
[-$319…+$105] · 41% credit
84%
surv 82%
-$37,243 NOT
cap gain +$13,241
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9118 Sep 202622d left-$0.08/sh-$48
cycle +$36
[-$417…+$22] · 30% credit
85%
surv 83%
-$36,684 NOT
cap gain +$13,800
budget: banked $84 debit $48 (57% used ≈ 0.2 wk of income) → whole cycle still +$36 cash · rolled 6 ct earn ≈ $1,088/mo while parked; 0 ct free to re-sell
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 stress
Income coverage
Gross FIGHT income$840/mo
vs 50% target ($1,901/mo)-56%
vs normal income ($3,801/mo)22% covered
Net income (after hedge)$636/mo
Downside budget
⚠ $78 is $71 below CC-SS $149.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,536
… as % of IC ($15,930)267.0%
… as % of ML ($69,930)60.8%
Recovery months (at normal income)11.2 mo
Surgical close (6 ct)$-50,496
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 ≥ $78.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $78)); NOT the premium you collected. Momentum override: two daily closes above $86.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $77.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$77-78.16
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $78.16
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (1.9σ)$84$-44,794+$5,690+$36
+2.5%$79.95 (2.3σ)$-1,086$-44,720+$5,764-$1,134
+5%$81.90 (2.7σ)$-2,256$-44,646+$5,838-$2,304
SS (= V-bounce)$141.55 (15.6σ)$-38,046$-42,392+$8,092-$16,164
V-BOUNCE STRESS (stock → CC-SS $149.03, where you are whole again, by expiry)
Starting unrealized P&L: $-50,484
+ Fortress recovery (un-capped): +$50,911
− CC assignment net of premium (6 × $78): -$42,536
Total Position P&L @ SS: $-42,109 (+$8,375 vs today)
Do-nothing baseline at SS: $-25,945 (this trade vs do-nothing: $-16,164, the opportunity cost of earning $840/mo FIGHT income now)
BB-reversion stress (→ $91.99 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,310, position total $-44,265 (+$6,219 vs today)
33% normal6 × $7628 Aug3d9.8%89%hist 85%22%hist 26%+5pp$150$1,500-$480$43,670
Sell 6 × $76 9.8% OTM over spot $69.21 28 Aug 2026 (3d, $0.29 mid)
= $150 credit for the 3d cycle → $1,500/mo projected
Survival (stays ≤ $76)
89%
Breach risk
11%
POP (stays ≤ $76.29)
90%
EV / mo
+$439
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
22% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$771/mo
median; plan ~$524/mo after 68% keep · $5,986 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.9 mo [2.8-6.9], measured ONLY among the 22% 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)
11%
Flat exit net (mid-life)
-$674
Free roll-up
+$4/wk
Safest escape (by 18 Sep 2026)
$90 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.94/sh now → $1.37 mid-life (likely $1.34–$2.65)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$1.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 330 simulated challenges: the $76 strike is typically first touched on day 2 of 3, at $78 (overshoots $1.85). 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.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$764 Sep 20268d left+$1.43/sh+$856
cycle +$1,006
[+$773…+$957] · 100% credit
66%
surv 52%
-$45,147 NOT
cap gain +$5,337
Reliable up-and-out (highest cap still free ≥60%)~$8518 Sep 202622d left+$0.59/sh+$357
cycle +$507
[-$66…+$429] · 72% credit
80%
surv 76%
-$40,040 NOT
cap gain +$10,444
Up-and-out for even (raise the cap, free)~$804 Sep 20268d left+$0.16/sh+$96
cycle +$246
[-$237…+$149] · 50% credit
76%
surv 70%
-$43,490 NOT
cap gain +$6,994
Max even-money escape in the band~$8818 Sep 202622d left+$0.06/sh+$36
cycle +$186
[-$472…+$91] · 34% credit
84%
surv 82%
-$38,447 NOT
cap gain +$12,037
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9018 Sep 202622d left-$0.18/sh-$109
cycle +$41
[-$657…-$65] · 17% credit
87%
surv 85%
-$37,317 NOT
cap gain +$13,167
budget: banked $150 debit $109 (73% used ≈ 0.3 wk of income) → whole cycle still +$41 cash · rolled 6 ct earn ≈ $975/mo while parked; 0 ct free to re-sell
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 stress
Income coverage
Gross FIGHT income$1,500/mo
vs 50% target ($1,901/mo)-21%
vs normal income ($3,801/mo)39% covered
Net income (after hedge)$1,296/mo
Downside budget
⚠ $76 is $73 below CC-SS $149.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,670
… as % of IC ($15,930)274.1%
… as % of ML ($69,930)62.4%
Recovery months (at normal income)11.5 mo
Surgical close (6 ct)$-50,508
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.25 collected) or spot ≥ $76.29 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $76)); NOT the premium you collected. Momentum override: two daily closes above $86.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $75.24Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$75-76.29
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $76.29
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$76.00 (1.5σ)$150$-46,003+$4,481+$102
+2.5%$77.90 (1.9σ)$-990$-45,932+$4,552-$1,038
+5%$79.80 (2.3σ)$-2,130$-45,860+$4,624-$2,178
SS (= V-bounce)$141.55 (15.6σ)$-39,180$-43,526+$6,958-$17,298
V-BOUNCE STRESS (stock → CC-SS $149.03, where you are whole again, by expiry)
Starting unrealized P&L: $-50,484
+ Fortress recovery (un-capped): +$50,911
− CC assignment net of premium (6 × $76): -$43,670
Total Position P&L @ SS: $-43,243 (+$7,241 vs today)
Do-nothing baseline at SS: $-25,945 (this trade vs do-nothing: $-17,298, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $91.99 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,444, position total $-45,399 (+$5,085 vs today)
🎯 50% normal6 × $7528 Aug3d8.4%86%hist 85%29%hist 26%+6pp$198$1,980$44,222
Sell 6 × $75 8.4% OTM over spot $69.21 28 Aug 2026 (3d, $0.36 mid)
= $198 credit for the 3d cycle → $1,980/mo projected
Survival (stays ≤ $75)
86%
Breach risk
14%
POP (stays ≤ $75.36)
87%
EV / mo
+$464
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
23% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~5.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$982/mo
median; plan ~$668/mo after 68% keep · $7,826 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.5 mo [3.3-6.9], measured ONLY among the 23% 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)
17%
Flat exit net (mid-life)
-$615
Free roll-up
+$4/wk
Safest escape (by 18 Sep 2026)
$90 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.92/sh now → $1.36 mid-life (likely $1.41–$2.56)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$1.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 505 simulated challenges: the $75 strike is typically first touched on day 2 of 3, at $77 (overshoots $1.81). 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.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$754 Sep 20268d left+$1.43/sh+$859
cycle +$1,057
[+$764…+$955] · 100% credit
66%
surv 52%
-$45,734 NOT
cap gain +$4,750
Reliable up-and-out (highest cap still free ≥60%)~$8418 Sep 202622d left+$0.60/sh+$357
cycle +$555
[-$27…+$388] · 73% credit
80%
surv 77%
-$40,630 NOT
cap gain +$9,854
Up-and-out for even (raise the cap, free)~$794 Sep 20268d left+$0.17/sh+$100
cycle +$298
[-$201…+$127] · 46% credit
76%
surv 70%
-$44,076 NOT
cap gain +$6,408
Max even-money escape in the band~$8718 Sep 202622d left+$0.06/sh+$38
cycle +$236
[-$425…+$49] · 30% credit
84%
surv 82%
-$39,035 NOT
cap gain +$11,449
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9018 Sep 202622d left-$0.29/sh-$172
cycle +$26
[-$695…-$174] · 9% credit
88%
surv 86%
-$37,332 NOT
cap gain +$13,152
budget: banked $198 debit $172 (87% used ≈ 0.4 wk of income) → whole cycle still +$26 cash · rolled 6 ct earn ≈ $874/mo while parked; 0 ct free to re-sell
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 stress
Income coverage
Gross FIGHT income$1,980/mo
vs 50% target ($1,901/mo)+4%
vs normal income ($3,801/mo)52% covered
Net income (after hedge)$1,776/mo
Downside budget
⚠ $75 is $74 below CC-SS $149.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,222
… as % of IC ($15,930)277.6%
… as % of ML ($69,930)63.2%
Recovery months (at normal income)11.6 mo
Surgical close (6 ct)$-50,505
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.33 collected) or spot ≥ $75.36 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $75)); NOT the premium you collected. Momentum override: two daily closes above $86.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $74.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$74-75.36
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $75.36
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (1.3σ)$198$-46,593+$3,891+$150
+2.5%$76.88 (1.7σ)$-927$-46,522+$3,962-$975
+5%$78.75 (2.1σ)$-2,052$-46,451+$4,033-$2,100
SS (= V-bounce)$141.55 (15.6σ)$-39,732$-44,078+$6,406-$17,850
V-BOUNCE STRESS (stock → CC-SS $149.03, where you are whole again, by expiry)
Starting unrealized P&L: $-50,484
+ Fortress recovery (un-capped): +$50,911
− CC assignment net of premium (6 × $75): -$44,222
Total Position P&L @ SS: $-43,795 (+$6,689 vs today)
Do-nothing baseline at SS: $-25,945 (this trade vs do-nothing: $-17,850, the opportunity cost of earning $1,980/mo FIGHT income now)
BB-reversion stress (→ $91.99 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,996, position total $-45,951 (+$4,533 vs today)
100% normal5 × $7228 Aug3d4.0%72%hist 84%58%hist 43%+6pp$400$4,000+$2,020$38,116
Sell 5 × $72 4.0% OTM over spot $69.21 28 Aug 2026 (3d, $0.85 mid)
= $400 credit for the 3d cycle → $4,000/mo projected
Survival (stays ≤ $72)
72%
Breach risk
28%
POP (stays ≤ $72.85)
77%
EV / mo
+$397
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
25% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~11.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,572/mo
median; plan ~$1,069/mo after 68% keep · $12,472 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo [3.0-6.4], measured ONLY among the 25% 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)
39%
Flat exit net (mid-life)
-$251
Free roll-up
+$4/wk
Safest escape (by 18 Sep 2026)
$93 @ 93% POP
93% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.84/sh now → $1.30 mid-life (likely $1.56–$2.77)≈ $0 at expiry  |  you banked $0.80/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,158 simulated challenges: the $72 strike is typically first touched on day 2 of 3, at $74 (overshoots $1.80). 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.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$724 Sep 20268d left+$1.44/sh+$720
cycle +$1,120
[+$605…+$771] · 100% credit
66%
surv 52%
-$47,576 NOT
cap gain +$2,908
Reliable up-and-out (highest cap still free ≥60%)~$8118 Sep 202622d left+$0.59/sh+$296
cycle +$696
[-$119…+$231] · 65% credit
81%
surv 77%
-$42,394 NOT
cap gain +$8,090
Up-and-out for even (raise the cap, free)~$764 Sep 20268d left+$0.18/sh+$90
cycle +$490
[-$236…+$38] · 35% credit
76%
surv 70%
-$45,789 NOT
cap gain +$4,695
Max even-money escape in the band~$8418 Sep 202622d left+$0.07/sh+$35
cycle +$435
[-$454…-$52] · 20% credit
85%
surv 82%
-$40,742 NOT
cap gain +$9,742
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9318 Sep 202622d left-$0.78/sh-$389
cycle +$11
[-$1,022…-$502]
93%
surv 93%
-$35,426 NOT
cap gain +$15,058
budget: banked $400 debit $389 (97% used ≈ 0.4 wk of income) → whole cycle still +$11 cash · rolled 5 ct earn ≈ $356/mo while parked; 1 ct free to re-sell
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 stress
Income coverage
Gross FIGHT income$4,000/mo
vs 50% target ($1,901/mo)+110%
vs normal income ($3,801/mo)105% covered
Net income (after hedge)$3,810/mo
Downside budget
⚠ $72 is $77 below CC-SS $149.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,116
… as % of IC ($15,930)239.3%
… as % of ML ($69,930)54.5%
Recovery months (at normal income)10.0 mo
Surgical close (5 ct)$-42,095
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 $0.80 collected) or spot ≥ $72.85 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $72)); NOT the premium you collected. Momentum override: two daily closes above $86.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $71.28Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$71-72.85
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $72.85
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$72.00 (≤1σ, normal week)$400$-48,297+$2,187+$360
+2.5%$73.80 (≤1σ, normal week)$-500$-48,048+$2,436-$540
+5%$75.60 (1.4σ)$-1,400$-47,800+$2,684-$1,440
SS (= V-bounce)$141.55 (15.6σ)$-34,375$-42,368+$8,116-$16,140
V-BOUNCE STRESS (stock → CC-SS $149.03, where you are whole again, by expiry)
Starting unrealized P&L: $-50,484
+ Fortress recovery (un-capped): +$50,911
− CC assignment net of premium (5 × $72): -$38,116
− Conservative CC assignment net of premium (1 × $105): -$4,395
Total Position P&L @ SS: $-42,085 (+$8,399 vs today)
Do-nothing baseline at SS: $-25,945 (this trade vs do-nothing: $-16,140, the opportunity cost of earning $4,000/mo FIGHT income now)
BB-reversion stress (→ $91.99 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,595, position total $-45,542 (+$4,942 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on RKLB are the tiebreakers.

📅 NEXT FRIDAY · 4 Sep 2026 · 10d · E[net] $-94/mo

🎯 Engine pick: sell 6 × $75 (50% normal), 76% survival, breach 24%, $2,160/mo.
⚖️ Worth a safer step: the $77 rung (33% normal) lifts survival to 82% (breach 24% → 18%) for $870/mo less (40% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $77 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $69.21 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $904 Sep10d30.0%99%hist 96%3%hist 3%+1pp$70$210-$1,950$29,446
Sell 5 × $90 30.0% OTM over spot $69.21 4 Sep 2026 (10d, $0.17 mid)
= $70 credit for the 10d cycle → $210/mo projected
Survival (stays ≤ $90)
99%
Breach risk
1%
POP (stays ≤ $90.17)
99%
EV / mo
+$188
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
14% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~0.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-43/mo
median; plan ~$-29/mo after 68% keep · $-386 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.3 mo, measured ONLY among the 14% 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)
-$1,493
Free roll-up
none
Safest escape (by 18 Sep 2026)
$94 @ 72% POP
64% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.42/sh now → $3.13 mid-life (likely $2.03–$3.73)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$2.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 58 simulated challenges: the $90 strike is typically first touched on day 9 of 10, at $92 (overshoots $1.93). 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.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9011 Sep 202612d left+$0.27/sh+$133
cycle +$203
[+$220…+$632] · 95% credit
65%
surv 52%
-$37,014 NOT
cap gain +$13,470
Max even-money escape in the band~$9318 Sep 202619d left+$0.21/sh+$103
cycle +$173
[+$161…+$629] · 83% credit
71%
surv 61%
-$35,263 NOT
cap gain +$15,221
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Reliable up-and-out (highest cap still free ≥60%)~$9418 Sep 202619d left-$0.14/sh-$72
cycle -$2
[-$62…+$443] · 66% credit
72%
surv 64%
-$34,801 NOT
cap gain +$15,683
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 stress
Income coverage
Gross FIGHT income$210/mo
vs 50% target ($1,901/mo)-89%
vs normal income ($3,801/mo)6% covered
Net income (after hedge)$20/mo
Downside budget
⚠ $90 is $59 below CC-SS $149.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,446
… as % of IC ($15,930)184.8%
… as % of ML ($69,930)42.1%
Recovery months (at normal income)7.7 mo
Surgical close (5 ct)$-42,088
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 ≥ $90.17 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $90)); NOT the premium you collected. Momentum override: two daily closes above $86.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $89.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$89-90.17
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $90.17
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (2.5σ)$70$-37,146+$13,338+$30
+2.5%$92.25 (2.7σ)$-1,055$-36,836+$13,648-$1,095
+5%$94.50 (3.0σ)$-2,180$-36,526+$13,958-$2,220
SS (= V-bounce)$141.55 (8.6σ)$-25,705$-33,698+$16,786-$7,470
V-BOUNCE STRESS (stock → CC-SS $149.03, where you are whole again, by expiry)
Starting unrealized P&L: $-50,484
+ Fortress recovery (un-capped): +$50,911
− CC assignment net of premium (5 × $90): -$29,446
− Conservative CC assignment net of premium (1 × $105): -$4,395
Total Position P&L @ SS: $-33,415 (+$17,069 vs today)
Do-nothing baseline at SS: $-25,945 (this trade vs do-nothing: $-7,470, the opportunity cost of earning $210/mo FIGHT income now)
BB-reversion stress (→ $91.99 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$925, position total $-36,872 (+$13,612 vs today)
🛡 safe yield6 × $824 Sep10d18.5%91%hist 96%19%hist 13%+1pp$234$702-$1,458$39,986
Sell 6 × $82 18.5% OTM over spot $69.21 4 Sep 2026 (10d, $0.43 mid)
= $234 credit for the 10d cycle → $702/mo projected
Survival (stays ≤ $82)
91%
Breach risk
9%
POP (stays ≤ $82.42)
91%
EV / mo
+$240
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
22% whole by 9mo vs 21% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$262/mo
median; plan ~$178/mo after 68% keep · $2,088 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.7 mo [3.2-6.8], measured ONLY among the 22% 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)
11%
Flat exit net (mid-life)
-$1,474
Free roll-up
+$1/wk
Safest escape (by 18 Sep 2026)
$87 @ 74% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.03/sh now → $2.85 mid-life (likely $2.42–$4.08)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$2.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 324 simulated challenges: the $82 strike is typically first touched on day 7 of 10, at $84 (overshoots $1.99). 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.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8211 Sep 202612d left+$0.47/sh+$284
cycle +$518
[+$123…+$577] · 87% credit
65%
surv 52%
-$41,809 NOT
cap gain +$8,675
Reliable up-and-out (highest cap still free ≥60%)~$8518 Sep 202619d left+$0.40/sh+$242
cycle +$476
[-$9…+$530] · 74% credit
71%
surv 62%
-$40,071 NOT
cap gain +$10,413
Up-and-out for even (raise the cap, free)~$8311 Sep 202612d left+$0.12/sh+$72
cycle +$306
[-$129…+$331] · 60% credit
67%
surv 56%
-$41,517 NOT
cap gain +$8,967
Max even-money escape in the band~$8618 Sep 202619d left+$0.06/sh+$34
cycle +$268
[-$254…+$292] · 51% credit
73%
surv 65%
-$39,642 NOT
cap gain +$10,842
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8718 Sep 202619d left-$0.20/sh-$118
cycle +$116
[-$435…+$128] · 35% credit
74%
surv 67%
-$39,155 NOT
cap gain +$11,329
budget: banked $234 debit $118 (50% used ≈ 0.7 wk of income) → whole cycle still +$116 cash · rolled 6 ct earn ≈ $2,512/mo while parked; 0 ct free to re-sell
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 stress
Income coverage
Gross FIGHT income$702/mo
vs 50% target ($1,901/mo)-63%
vs normal income ($3,801/mo)18% covered
Net income (after hedge)$498/mo
Downside budget
⚠ $82 is $67 below CC-SS $149.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,986
… as % of IC ($15,930)251.0%
… as % of ML ($69,930)57.2%
Recovery months (at normal income)10.5 mo
Surgical close (6 ct)$-50,505
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $82.42 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $82)); NOT the premium you collected. Momentum override: two daily closes above $86.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $81.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$81-82.42
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $82.42
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$82.00 (1.5σ)$234$-42,093+$8,391+$186
+2.5%$84.05 (1.8σ)$-996$-42,015+$8,469-$1,044
+5%$86.10 (2.0σ)$-2,226$-41,938+$8,546-$2,274
SS (= V-bounce)$141.55 (8.6σ)$-35,496$-39,842+$10,642-$13,614
V-BOUNCE STRESS (stock → CC-SS $149.03, where you are whole again, by expiry)
Starting unrealized P&L: $-50,484
+ Fortress recovery (un-capped): +$50,911
− CC assignment net of premium (6 × $82): -$39,986
Total Position P&L @ SS: $-39,559 (+$10,925 vs today)
Do-nothing baseline at SS: $-25,945 (this trade vs do-nothing: $-13,614, the opportunity cost of earning $702/mo FIGHT income now)
BB-reversion stress (→ $91.99 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,760, position total $-41,715 (+$8,769 vs today)
33% normal ← lean5 × $774 Sep10d11.3%82%hist 85%38%hist 31%+3pp$430$1,290-$870$35,586
Sell 5 × $77 11.3% OTM over spot $69.21 4 Sep 2026 (10d, $0.95 mid)
= $430 credit for the 10d cycle → $1,290/mo projected
Survival (stays ≤ $77)
82%
Breach risk
18%
POP (stays ≤ $77.95)
84%
EV / mo
+$264
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
18% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~2.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$463/mo
median; plan ~$315/mo after 68% keep · $3,992 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.4 mo [3.2-7.2], measured ONLY among the 18% 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)
27%
Flat exit net (mid-life)
-$907
Free roll-up
+$1/wk
Safest escape (by 18 Sep 2026)
$85 @ 79% POP
75% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.78/sh now → $2.67 mid-life (likely $2.57–$4.19)≈ $0 at expiry  |  you banked $0.86/sh, so a flat mid-life exit nets -$1.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 811 simulated challenges: the $77 strike is typically first touched on day 6 of 10, at $79 (overshoots $1.73). 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.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7711 Sep 202612d left+$0.58/sh+$290
cycle +$720
[+$82…+$415] · 88% credit
65%
surv 53%
-$44,788 NOT
cap gain +$5,696
Reliable up-and-out (highest cap still free ≥60%)~$8018 Sep 202619d left+$0.50/sh+$249
cycle +$679
[-$39…+$360] · 69% credit
71%
surv 62%
-$43,049 NOT
cap gain +$7,435
Up-and-out for even (raise the cap, free)~$7811 Sep 202612d left+$0.23/sh+$114
cycle +$544
[-$124…+$215] · 51% credit
67%
surv 56%
-$44,460 NOT
cap gain +$6,024
Max even-money escape in the band~$8118 Sep 202619d left+$0.15/sh+$77
cycle +$507
[-$246…+$175] · 40% credit
73%
surv 65%
-$42,583 NOT
cap gain +$7,901
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8518 Sep 202619d left-$0.83/sh-$413
cycle +$17
[-$848…-$357] · 7% credit
79%
surv 75%
-$40,522 NOT
cap gain +$9,962
budget: banked $430 debit $413 (96% used ≈ 1.4 wk of income) → whole cycle still +$17 cash · rolled 5 ct earn ≈ $1,459/mo while parked; 1 ct free to re-sell
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 stress
Income coverage
Gross FIGHT income$1,290/mo
vs 50% target ($1,901/mo)-32%
vs normal income ($3,801/mo)34% covered
Net income (after hedge)$1,100/mo
Downside budget
⚠ $77 is $72 below CC-SS $149.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,586
… as % of IC ($15,930)223.4%
… as % of ML ($69,930)50.9%
Recovery months (at normal income)9.4 mo
Surgical close (5 ct)$-42,115
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.86 collected) or spot ≥ $77.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $77)); NOT the premium you collected. Momentum override: two daily closes above $86.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-77.95
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $77.95
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (≤1σ, normal week)$430$-45,078+$5,406+$390
+2.5%$78.92 (1.2σ)$-532$-44,812+$5,672-$572
+5%$80.85 (1.4σ)$-1,495$-44,547+$5,937-$1,535
SS (= V-bounce)$141.55 (8.6σ)$-31,845$-39,838+$10,646-$13,610
V-BOUNCE STRESS (stock → CC-SS $149.03, where you are whole again, by expiry)
Starting unrealized P&L: $-50,484
+ Fortress recovery (un-capped): +$50,911
− CC assignment net of premium (5 × $77): -$35,586
− Conservative CC assignment net of premium (1 × $105): -$4,395
Total Position P&L @ SS: $-39,555 (+$10,929 vs today)
Do-nothing baseline at SS: $-25,945 (this trade vs do-nothing: $-13,610, the opportunity cost of earning $1,290/mo FIGHT income now)
BB-reversion stress (→ $91.99 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,065, position total $-43,012 (+$7,472 vs today)
🎯 50% normal6 × $754 Sep10d8.4%76%hist 84%50%hist 43%+3pp$720$2,160$43,700
Sell 6 × $75 8.4% OTM over spot $69.21 4 Sep 2026 (10d, $1.30 mid)
= $720 credit for the 10d cycle → $2,160/mo projected
Survival (stays ≤ $75)
76%
Breach risk
24%
POP (stays ≤ $76.31)
80%
EV / mo
+$347
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
20% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~3.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$740/mo
median; plan ~$503/mo after 68% keep · $6,224 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.7 mo [3.5-6.8], measured ONLY among the 20% 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)
39%
Flat exit net (mid-life)
-$843
Free roll-up
+$1/wk
Safest escape (by 18 Sep 2026)
$85 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.68/sh now → $2.60 mid-life (likely $2.79–$4.25)≈ $0 at expiry  |  you banked $1.20/sh, so a flat mid-life exit nets -$1.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,179 simulated challenges: the $75 strike is typically first touched on day 5 of 10, at $77 (overshoots $1.75). 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.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7511 Sep 202612d left+$0.62/sh+$370
cycle +$1,090
[+$93…+$432] · 87% credit
65%
surv 53%
-$45,701 NOT
cap gain +$4,783
Reliable up-and-out (highest cap still free ≥60%)~$7818 Sep 202619d left+$0.53/sh+$318
cycle +$1,038
[-$74…+$356] · 68% credit
71%
surv 62%
-$43,974 NOT
cap gain +$6,510
Up-and-out for even (raise the cap, free)~$7611 Sep 202612d left+$0.27/sh+$160
cycle +$880
[-$160…+$197] · 46% credit
67%
surv 56%
-$45,407 NOT
cap gain +$5,077
Max even-money escape in the band~$7918 Sep 202619d left+$0.19/sh+$112
cycle +$832
[-$324…+$123] · 35% credit
73%
surv 65%
-$43,542 NOT
cap gain +$6,942
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8518 Sep 202619d left-$1.15/sh-$689
cycle +$31
[-$1,316…-$751] · 1% credit
83%
surv 80%
-$40,516 NOT
cap gain +$9,968
budget: banked $720 debit $689 (96% used ≈ 1.4 wk of income) → whole cycle still +$31 cash · rolled 6 ct earn ≈ $1,380/mo while parked; 0 ct free to re-sell
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 stress
Income coverage
Gross FIGHT income$2,160/mo
vs 50% target ($1,901/mo)+14%
vs normal income ($3,801/mo)57% covered
Net income (after hedge)$1,956/mo
Downside budget
⚠ $75 is $74 below CC-SS $149.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,700
… as % of IC ($15,930)274.3%
… as % of ML ($69,930)62.5%
Recovery months (at normal income)11.5 mo
Surgical close (6 ct)$-50,547
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.30/sh (~25% of the $1.20 collected) or spot ≥ $76.31 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $75)); NOT the premium you collected. Momentum override: two daily closes above $86.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $74.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$74-76.31
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $76.31
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (≤1σ, normal week)$720$-46,071+$4,413+$672
+2.5%$76.88 (≤1σ, normal week)$-405$-46,000+$4,484-$453
+5%$78.75 (1.1σ)$-1,530$-45,929+$4,555-$1,578
SS (= V-bounce)$141.55 (8.6σ)$-39,210$-43,556+$6,928-$17,328
V-BOUNCE STRESS (stock → CC-SS $149.03, where you are whole again, by expiry)
Starting unrealized P&L: $-50,484
+ Fortress recovery (un-capped): +$50,911
− CC assignment net of premium (6 × $75): -$43,700
Total Position P&L @ SS: $-43,273 (+$7,211 vs today)
Do-nothing baseline at SS: $-25,945 (this trade vs do-nothing: $-17,328, the opportunity cost of earning $2,160/mo FIGHT income now)
BB-reversion stress (→ $91.99 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,474, position total $-45,429 (+$5,055 vs today)
100% normal6 × $714 Sep10d2.6%61%hist 66%82%hist 79%+4pp$1,362$4,086+$1,926$45,458
Sell 6 × $71 2.6% OTM over spot $69.21 4 Sep 2026 (10d, $2.45 mid)
= $1,362 credit for the 10d cycle → $4,086/mo projected
Survival (stays ≤ $71)
61%
Breach risk
39%
POP (stays ≤ $73.44)
71%
EV / mo
+$297
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
23% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~8.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,089/mo
median; plan ~$741/mo after 68% keep · $9,153 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.6 mo [3.9-6.6], measured ONLY among the 23% 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)
68%
Flat exit net (mid-life)
-$117
Free roll-up
+$1/wk
Safest escape (by 18 Sep 2026)
$87 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.49/sh now → $2.47 mid-life (likely $3.25–$4.42)≈ $0 at expiry  |  you banked $2.27/sh, so a flat mid-life exit nets -$0.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,052 simulated challenges: the $71 strike is typically first touched on day 3 of 10, at $73 (overshoots $1.65). 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.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$7318 Sep 202619d left+$0.93/sh+$557
cycle +$1,919
[+$126…+$368] · 88% credit
70%
surv 59%
-$46,281 NOT
cap gain +$4,203
Roll out (same strike, buy time)~$7111 Sep 202612d left+$0.68/sh+$411
cycle +$1,773
[+$66…+$263] · 84% credit
65%
surv 53%
-$47,570 NOT
cap gain +$2,914
Up-and-out for even (raise the cap, free)~$7211 Sep 202612d left+$0.34/sh+$201
cycle +$1,563
[-$189…+$29] · 31% credit
67%
surv 56%
-$47,275 NOT
cap gain +$3,209
Max even-money escape in the band~$7518 Sep 202619d left+$0.24/sh+$145
cycle +$1,507
[-$370…-$78] · 17% credit
73%
surv 65%
-$45,418 NOT
cap gain +$5,066
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8718 Sep 202619d left-$1.76/sh-$1,058
cycle +$304
[-$1,939…-$1,413]
90%
surv 90%
-$38,967 NOT
cap gain +$11,517
budget: banked $1,362 debit $1,058 (78% used ≈ 1.1 wk of income) → whole cycle still +$304 cash · rolled 6 ct earn ≈ $666/mo while parked; 0 ct free to re-sell
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 stress
Income coverage
Gross FIGHT income$4,086/mo
vs 50% target ($1,901/mo)+115%
vs normal income ($3,801/mo)107% covered
Net income (after hedge)$3,882/mo
Downside budget
⚠ $71 is $78 below CC-SS $149.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,458
… as % of IC ($15,930)285.4%
… as % of ML ($69,930)65.0%
Recovery months (at normal income)12.0 mo
Surgical close (6 ct)$-50,589
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.57/sh (~25% of the $2.27 collected) or spot ≥ $73.44 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $71)); NOT the premium you collected. Momentum override: two daily closes above $86.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $70.29Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$70-73.44
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $73.44
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$71.00 (≤1σ, normal week)$1,362$-47,980+$2,504+$1,314
+2.5%$72.77 (≤1σ, normal week)$297$-47,913+$2,571+$249
+5%$74.55 (≤1σ, normal week)$-768$-47,846+$2,638-$816
SS (= V-bounce)$141.55 (8.6σ)$-40,968$-45,314+$5,170-$19,086
V-BOUNCE STRESS (stock → CC-SS $149.03, where you are whole again, by expiry)
Starting unrealized P&L: $-50,484
+ Fortress recovery (un-capped): +$50,911
− CC assignment net of premium (6 × $71): -$45,458
Total Position P&L @ SS: $-45,031 (+$5,453 vs today)
Do-nothing baseline at SS: $-25,945 (this trade vs do-nothing: $-19,086, the opportunity cost of earning $4,086/mo FIGHT income now)
BB-reversion stress (→ $91.99 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,232, position total $-47,187 (+$3,297 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on RKLB are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (32 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 32 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: 1.063 (IBKR)  |  Recovery@SS: +$50,911 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-25,945

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$753d28 Aug 2026$0.336/6$1,980$1,77686%87%+$464-$44,222277.6%$-43,795 (vs do-nothing $-17,850)
$743d28 Aug 2026$0.445/6$2,200$2,01082%84%+$395-$37,296234.1%$-41,265 (vs do-nothing $-15,320)
$733d28 Aug 2026$0.564/6$2,240$2,06477%81%+$190-$30,189189.5%$-38,553 (vs do-nothing $-12,608)
$7510d4 Sep 2026$1.206/6$2,160$1,95676%80%+$347-$43,700274.3%$-43,273 (vs do-nothing $-17,328)
$7410d4 Sep 2026$1.405/6$2,100$1,91073%78%+$273-$36,816231.1%$-40,785 (vs do-nothing $-14,840)
$7517d11 Sep 2026$1.856/6$1,959$1,75572%77%+$214-$43,310271.9%$-42,883 (vs do-nothing $-16,938)
$723d28 Aug 2026$0.803/6$2,400$2,23872%77%+$238-$22,870143.6%$-35,629 (vs do-nothing $-9,684)
$7524d18 Sep 2026$2.646/6$1,980$1,77670%76%+$275-$42,836268.9%$-42,409 (vs do-nothing $-16,464)
$7417d11 Sep 2026$2.046/6$2,160$1,95669%76%+$152-$43,796274.9%$-43,369 (vs do-nothing $-17,424)
$7310d4 Sep 2026$1.654/6$1,980$1,80469%75%+$218-$29,753186.8%$-38,117 (vs do-nothing $-12,172)
$7424d18 Sep 2026$2.906/6$2,175$1,97167%75%+$257-$43,280271.7%$-42,853 (vs do-nothing $-16,908)
$7317d11 Sep 2026$2.355/6$2,074$1,88366%74%+$152-$36,841231.3%$-40,810 (vs do-nothing $-14,865)
$713d28 Aug 2026$1.052/6$2,100$1,95265%72%+$103-$15,39796.7%$-32,551 (vs do-nothing $-6,606)
Show 19 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7210d4 Sep 2026$1.954/6$2,340$2,16465%73%+$226-$30,033188.5%$-38,397 (vs do-nothing $-12,452)
$7324d18 Sep 2026$3.155/6$1,969$1,77965%73%+$175-$36,441228.8%$-40,410 (vs do-nothing $-14,465)
$7217d11 Sep 2026$2.665/6$2,347$2,15763%72%+$77-$37,186233.4%$-41,155 (vs do-nothing $-15,210)
$7224d18 Sep 2026$3.505/6$2,188$1,99762%72%+$177-$36,766230.8%$-40,735 (vs do-nothing $-14,790)
$7110d4 Sep 2026$2.273/6$2,043$1,88161%71%+$149-$22,729142.7%$-35,488 (vs do-nothing $-9,543)
$7117d11 Sep 2026$3.004/6$2,118$1,94259%70%+$34-$30,013188.4%$-38,377 (vs do-nothing $-12,432)
$7124d18 Sep 2026$3.854/6$1,925$1,74959%70%+$127-$29,673186.3%$-38,037 (vs do-nothing $-12,092)
$703d28 Aug 2026$1.282/6$2,560$2,41258%68%$-157-$15,55197.6%$-32,705 (vs do-nothing $-6,760)
$7024d18 Sep 2026$4.304/6$2,150$1,97456%69%+$145-$29,893187.7%$-38,257 (vs do-nothing $-12,312)
$7010d4 Sep 2026$2.633/6$2,367$2,20556%68%+$116-$22,921143.9%$-35,680 (vs do-nothing $-9,735)
$7017d11 Sep 2026$3.354/6$2,365$2,18956%68%$-15-$30,273190.0%$-38,637 (vs do-nothing $-12,692)
$6924d18 Sep 2026$4.654/6$2,325$2,14953%67%+$95-$30,153189.3%$-38,517 (vs do-nothing $-12,572)
$6917d11 Sep 2026$3.803/6$2,012$1,85052%66%$-17-$22,870143.6%$-35,629 (vs do-nothing $-9,684)
$6910d4 Sep 2026$3.003/6$2,700$2,53851%66%+$42-$23,110145.1%$-35,869 (vs do-nothing $-9,924)
$6824d18 Sep 2026$5.153/6$1,931$1,76950%66%+$75-$22,765142.9%$-35,524 (vs do-nothing $-9,579)
$693d28 Aug 2026$1.702/6$3,400$3,25250%63%$-221-$15,66798.3%$-32,821 (vs do-nothing $-6,876)
$6817d11 Sep 2026$4.203/6$2,224$2,06249%65%$-71-$23,050144.7%$-35,809 (vs do-nothing $-9,864)
$6810d4 Sep 2026$3.452/6$2,070$1,92247%64%$-9-$15,51797.4%$-32,671 (vs do-nothing $-6,726)
$683d28 Aug 2026$2.151/6$2,150$2,01642%59%$-210-$7,88849.5%$-29,438 (vs do-nothing $-3,493)

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%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). 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 6 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-08-25 21:35