FORTRESS FIGHT: RKLB @ $80.57

BE SS: $141.55  |  CC-SS: $148.41  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 00:20

RKLB @ $80.57   UNDERWATER $60.98 (43.1% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $148.41  |  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 2026-09-18 (entry $0.597/sh)

Economics

Max Loss$69,930(ND $26.55 + SW $90) x 600
Normal income ref$6,646/mo95% ann ROI on ML
Hedge rolling cost$258/mo
Unrealized P&L$-42,189fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,323/mo
HEDGE COVER
$258/mo
NORMAL INCOME
$6,646/mo (ATM CC, chain)
IC VELOCITY
2.4 mo to earn back $15,930
ML VELOCITY
10.5 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $148.41 in the fetched chain; the deepest available is $135C (13d, $55/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, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$0
Hole (after banked)
$42,189
was $42,189 · 0% earned back
Cycles closed
0
Credit in flight
$738
CC-SS ratchet
$148.57 → $148.41
Open legAcctCredit/shIn flightOpened
6x $101C 17 Jul 2026U18827291$1.23$7382026-07-07
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 40 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 37 · %B 17 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $138.18 (+72%) · daily UBB $114.28 · 1-wk expected move ±$9 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-07: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 6 contracts at $88.50 / 6d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($3,323/mo); it brings $3,420/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 6 × $83.50/6d for $7,200/mo, but breach risk rises to 35% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $105/6d (99% survival, $300/mo).
Downside anchor: the primary mortgages $35,262 (221% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 5.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-42,210 and cuts bleed by $258/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: NEXT FRIDAY · 17 Jul 2026 (6d) · sell 6 × $88.50, 83% survival, $3,420/mo (E[net] $1,226/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 6d6 × $88.5083%$3,420$1,226

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $1,226/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $88.50 (primary), 83% survival, breach 17%, $3,420/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $91 rung (33% normal) lifts survival to 88% (breach 17% → 12%) for $1,200/mo less (35% income) buys safety you do not really need here.
RKLB  spot $80.57 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $10517 Jul6d30.3%99%3%$60$300-$3,120$21,645
Sell 5 × $105 30.3% OTM over spot $80.57 17 Jul 2026 (6d, $0.14 mid)
= $60 credit for the 6d cycle → $300/mo projected
Survival (stays ≤ $105)
99%
Breach risk
1%
POP (stays ≤ $105.14)
99%
EV / mo
+$255
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.2-5.9] median, 0.1 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  28% of paths whole by 9 mo (vs 27% without)  ·  ~0.6 challenges expected  ·  median CC cash $-107
🛡 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)
-$1,704
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$112 @ 77% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.99/sh now → $3.53 mid-life → ≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$3.41/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)~$10524 Jul 202610d left+$1.40/sh+$698
cycle +$758
68%
surv 52%
-$26,273 NOT
cap gain +$15,916
Up-and-out for even (raise the cap, free)~$10824 Jul 202610d left+$0.01/sh+$6
cycle +$66
73%
surv 63%
-$24,837 NOT
cap gain +$17,352
Max even-money escape in the band~$11231 Jul 202617d left+$0.34/sh+$171
cycle +$231
77%
surv 70%
-$22,191 NOT
cap gain +$19,998
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$300/mo
vs 50% target ($3,323/mo)-91%
vs normal income ($6,646/mo)5% covered
Net income (after hedge)$43/mo
Downside budget
⚠ $105 is $43 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,645
… as % of IC ($15,930)135.9%
… as % of ML ($69,930)31.0%
Recovery months (at normal income)3.3 mo
Surgical close (5 ct)$-35,165
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $105.14 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $105)); NOT the premium you collected. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $103.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$104-105.14
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
≥ $105.14
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (2.9σ)$60$-26,972+$15,217+$55
+2.5%$107.62 (3.2σ)$-1,252$-26,656+$15,533-$1,257
+5%$110.25 (3.5σ)$-2,565$-26,340+$15,849-$2,570
SS (= V-bounce)$141.55 (7.2σ)$-18,215$-22,726+$19,463-$17,445
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,189
+ Fortress recovery (un-capped): +$42,088
− CC assignment net of premium (5 × $105): -$21,645
− Conservative CC assignment net of premium (1 × $140): -$840
Total Position P&L @ SS: $-22,586 (+$19,603 vs today)
Do-nothing baseline at SS: $-5,141 (this trade vs do-nothing: $-17,445, the opportunity cost of earning $300/mo FIGHT income now)
BB-reversion stress (→ $138.18 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$16,530, position total $-22,977 (+$19,212 vs today)
🛡 safe yield6 × $9217 Jul6d14.2%90%20%$360$1,800-$1,620$33,486
Sell 6 × $92 14.2% OTM over spot $80.57 17 Jul 2026 (6d, $0.69 mid)
= $360 credit for the 6d cycle → $1,800/mo projected
Survival (stays ≤ $92)
90%
Breach risk
10%
POP (stays ≤ $92.69)
91%
EV / mo
+$1,039
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.6-5.6] median  ·  31% of paths whole by 9 mo (vs 25% without)  ·  ~5.5 challenges expected  ·  median CC cash $6,658
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$1,495
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$102 @ 81% POP
76% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.37/sh now → $3.09 mid-life (likely $2.72–$5.09)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$2.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 383 simulated challenges: the $92 strike is typically first touched on day 4 of 6, at $94 (overshoots $2.47). 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)~$9224 Jul 202610d left+$1.62/sh+$974
cycle +$1,334
[+$776…+$1,344] · 99% credit
68%
surv 53%
-$33,764 NOT
cap gain +$8,425
Max even-money escape in the band~$9931 Jul 202617d left+$0.51/sh+$309
cycle +$669
[-$228…+$579] · 63% credit
77%
surv 71%
-$29,820 NOT
cap gain +$12,369
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$9524 Jul 202610d left+$0.25/sh+$150
cycle +$510
[-$255…+$396] · 56% credit
74%
surv 64%
-$32,460 NOT
cap gain +$9,729
Safety roll (pay small debit, max POP)~$10231 Jul 202617d left-$0.31/sh-$188
cycle +$172
[-$882…+$40] · 27% credit
81%
surv 76%
-$28,455 NOT
cap gain +$13,734
budget: banked $360 debit $188 (52% used ≈ 0.5 wk of income) → whole cycle still +$172 cash · rolled 6 ct earn ≈ $2,942/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$1,800/mo
vs 50% target ($3,323/mo)-46%
vs normal income ($6,646/mo)27% covered
Net income (after hedge)$1,542/mo
Downside budget
⚠ $92 is $56 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,486
… as % of IC ($15,930)210.2%
… as % of ML ($69,930)47.9%
Recovery months (at normal income)5.0 mo
Surgical close (6 ct)$-42,240
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $92.69 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $92)); NOT the premium you collected. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $91.08Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$91-92.69
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
≥ $92.69
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$92.00 (1.4σ)$360$-34,738+$7,451+$354
+2.5%$94.30 (1.6σ)$-1,020$-34,691+$7,498-$1,026
+5%$96.60 (1.9σ)$-2,400$-34,644+$7,545-$2,406
SS (= V-bounce)$141.55 (7.2σ)$-29,370$-33,727+$8,462-$28,446
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,189
+ Fortress recovery (un-capped): +$42,088
− CC assignment net of premium (6 × $92): -$33,486
Total Position P&L @ SS: $-33,587 (+$8,602 vs today)
Do-nothing baseline at SS: $-5,141 (this trade vs do-nothing: $-28,446, the opportunity cost of earning $1,800/mo FIGHT income now)
BB-reversion stress (→ $138.18 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,348, position total $-33,796 (+$8,393 vs today)
33% normal6 × $9117 Jul6d12.9%88%24%$444$2,220-$1,200$34,002
Sell 6 × $91 12.9% OTM over spot $80.57 17 Jul 2026 (6d, $0.80 mid)
= $444 credit for the 6d cycle → $2,220/mo projected
Survival (stays ≤ $91)
88%
Breach risk
12%
POP (stays ≤ $91.81)
90%
EV / mo
+$1,259
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.7-6.2] median  ·  38% of paths whole by 9 mo (vs 30% without)  ·  ~6.5 challenges expected  ·  median CC cash $8,162
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$1,390
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$102 @ 82% POP
78% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.32/sh now → $3.06 mid-life (likely $2.77–$5.02)≈ $0 at expiry  |  you banked $0.74/sh, so a flat mid-life exit nets -$2.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 435 simulated challenges: the $91 strike is typically first touched on day 4 of 6, at $93 (overshoots $2.26). 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)~$9124 Jul 202610d left+$1.64/sh+$982
cycle +$1,426
[+$772…+$1,266] · 99% credit
68%
surv 53%
-$34,292 NOT
cap gain +$7,897
Max even-money escape in the band~$9831 Jul 202617d left+$0.52/sh+$313
cycle +$757
[-$222…+$493] · 63% credit
77%
surv 71%
-$30,351 NOT
cap gain +$11,838
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$9424 Jul 202610d left+$0.26/sh+$158
cycle +$602
[-$241…+$324] · 57% credit
74%
surv 64%
-$32,988 NOT
cap gain +$9,201
Safety roll (pay small debit, max POP)~$10231 Jul 202617d left-$0.60/sh-$357
cycle +$87
[-$1,068…-$210] · 15% credit
82%
surv 78%
-$28,540 NOT
cap gain +$13,649
budget: banked $444 debit $357 (80% used ≈ 0.7 wk of income) → whole cycle still +$87 cash · rolled 6 ct earn ≈ $2,607/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$2,220/mo
vs 50% target ($3,323/mo)-33%
vs normal income ($6,646/mo)33% covered
Net income (after hedge)$1,962/mo
Downside budget
⚠ $91 is $57 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,002
… as % of IC ($15,930)213.4%
… as % of ML ($69,930)48.6%
Recovery months (at normal income)5.1 mo
Surgical close (6 ct)$-42,228
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.74 collected) or spot ≥ $91.81 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $91)); NOT the premium you collected. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $90.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$90-91.81
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
≥ $91.81
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$91.00 (1.2σ)$444$-35,274+$6,915+$438
+2.5%$93.27 (1.5σ)$-921$-35,228+$6,961-$927
+5%$95.55 (1.8σ)$-2,286$-35,181+$7,008-$2,292
SS (= V-bounce)$141.55 (7.2σ)$-29,886$-34,243+$7,946-$28,962
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,189
+ Fortress recovery (un-capped): +$42,088
− CC assignment net of premium (6 × $91): -$34,002
Total Position P&L @ SS: $-34,103 (+$8,086 vs today)
Do-nothing baseline at SS: $-5,141 (this trade vs do-nothing: $-28,962, the opportunity cost of earning $2,220/mo FIGHT income now)
BB-reversion stress (→ $138.18 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,864, position total $-34,312 (+$7,877 vs today)
🎯 50% normal6 × $88.5017 Jul6d9.8%83%25%$684$3,420$35,262
Sell 6 × $88.50 9.8% OTM over spot $80.57 17 Jul 2026 (6d, $1.17 mid)
= $684 credit for the 6d cycle → $3,420/mo projected
Survival (stays ≤ $88.50)
83%
Breach risk
17%
POP (stays ≤ $89.67)
86%
EV / mo
+$1,705
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.6-6.2] median  ·  34% of paths whole by 9 mo (vs 26% without)  ·  ~10.2 challenges expected  ·  median CC cash $11,427
🛡 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)
25%
Flat exit net (mid-life)
-$1,100
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$103 @ 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.20/sh now → $2.97 mid-life (likely $2.94–$4.95)≈ $0 at expiry  |  you banked $1.14/sh, so a flat mid-life exit nets -$1.83/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 738 simulated challenges: the $88 strike is typically first touched on day 4 of 6, at $91 (overshoots $2.14). 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)~$8824 Jul 202610d left+$1.67/sh+$999
cycle +$1,683
[+$736…+$1,169] · 99% credit
68%
surv 53%
-$35,586 NOT
cap gain +$6,603
Reliable up-and-out (highest cap still free ≥60%)~$9531 Jul 202617d left+$0.60/sh+$361
cycle +$1,045
[-$204…+$479] · 62% credit
76%
surv 69%
-$32,235 NOT
cap gain +$9,954
Up-and-out for even (raise the cap, free)~$9224 Jul 202610d left+$0.30/sh+$177
cycle +$861
[-$244…+$281] · 50% credit
74%
surv 64%
-$34,280 NOT
cap gain +$7,909
Max even-money escape in the band~$9731 Jul 202617d left+$0.01/sh+$5
cycle +$689
[-$635…+$103] · 31% credit
78%
surv 73%
-$31,350 NOT
cap gain +$10,839
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10331 Jul 202617d left-$1.11/sh-$668
cycle +$16
[-$1,491…-$622] · 2% credit
85%
surv 83%
-$28,301 NOT
cap gain +$13,888
budget: banked $684 debit $668 (98% used ≈ 0.8 wk of income) → whole cycle still +$16 cash · rolled 6 ct earn ≈ $1,969/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$3,420/mo
vs 50% target ($3,323/mo)+3%
vs normal income ($6,646/mo)51% covered
Net income (after hedge)$3,162/mo
Downside budget
⚠ $88.50 is $60 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,262
… as % of IC ($15,930)221.4%
… as % of ML ($69,930)50.4%
Recovery months (at normal income)5.3 mo
Surgical close (6 ct)$-42,210
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.14 collected) or spot ≥ $89.67 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $88)); NOT the premium you collected. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $87.61Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$88-89.67
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
≥ $89.67
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$88.50 (≤1σ, normal week)$684$-36,585+$5,604+$678
+2.5%$90.71 (1.2σ)$-643$-36,540+$5,649-$649
+5%$92.92 (1.5σ)$-1,971$-36,495+$5,694-$1,977
SS (= V-bounce)$141.55 (7.2σ)$-31,146$-35,503+$6,686-$30,222
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,189
+ Fortress recovery (un-capped): +$42,088
− CC assignment net of premium (6 × $88.50): -$35,262
Total Position P&L @ SS: $-35,363 (+$6,826 vs today)
Do-nothing baseline at SS: $-5,141 (this trade vs do-nothing: $-30,222, the opportunity cost of earning $3,420/mo FIGHT income now)
BB-reversion stress (→ $138.18 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,124, position total $-35,572 (+$6,617 vs today)
100% normal6 × $83.5017 Jul6d3.6%65%72%$1,440$7,200+$3,780$37,506
Sell 6 × $83.50 3.6% OTM over spot $80.57 17 Jul 2026 (6d, $2.50 mid)
= $1,440 credit for the 6d cycle → $7,200/mo projected
Survival (stays ≤ $83.50)
65%
Breach risk
35%
POP (stays ≤ $86.00)
75%
EV / mo
+$2,229
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.9-6.8] median, 0.2 mo faster than no FIGHT (4.2 mo)  ·  34% of paths whole by 9 mo (vs 22% without)  ·  ~25.0 challenges expected  ·  median CC cash $16,658
🛡 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)
56%
Flat exit net (mid-life)
-$243
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$104 @ 91% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.97/sh now → $2.81 mid-life (likely $3.52–$5.36)≈ $0 at expiry  |  you banked $2.40/sh, so a flat mid-life exit nets -$0.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,672 simulated challenges: the $84 strike is typically first touched on day 3 of 6, at $86 (overshoots $2.20). 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)~$8424 Jul 202610d left+$1.71/sh+$1,027
cycle +$2,467
[+$654…+$972] · 99% credit
68%
surv 53%
-$37,904 NOT
cap gain +$4,285
Reliable up-and-out (highest cap still free ≥60%)~$8931 Jul 202617d left+$1.15/sh+$688
cycle +$2,128
[+$29…+$521] · 77% credit
75%
surv 67%
-$34,874 NOT
cap gain +$7,315
Up-and-out for even (raise the cap, free)~$8724 Jul 202610d left+$0.35/sh+$208
cycle +$1,648
[-$353…+$61] · 31% credit
74%
surv 64%
-$36,596 NOT
cap gain +$5,593
Max even-money escape in the band~$9231 Jul 202617d left+$0.04/sh+$25
cycle +$1,465
[-$821…-$206] · 15% credit
79%
surv 73%
-$33,676 NOT
cap gain +$8,513
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10431 Jul 202617d left-$1.80/sh-$1,083
cycle +$357
[-$2,299…-$1,429]
91%
surv 90%
-$27,339 NOT
cap gain +$14,850
budget: banked $1,440 debit $1,083 (75% used ≈ 0.7 wk of income) → whole cycle still +$357 cash · rolled 6 ct earn ≈ $1,060/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$7,200/mo
vs 50% target ($3,323/mo)+117%
vs normal income ($6,646/mo)108% covered
Net income (after hedge)$6,942/mo
Downside budget
⚠ $83.50 is $65 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,506
… as % of IC ($15,930)235.4%
… as % of ML ($69,930)53.6%
Recovery months (at normal income)5.6 mo
Surgical close (6 ct)$-42,249
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.60/sh (~25% of the $2.40 collected) or spot ≥ $86.00 (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 $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $82.67Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$83-86.00
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
≥ $86.00
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$83.50 (≤1σ, normal week)$1,440$-38,931+$3,258+$1,434
+2.5%$85.59 (≤1σ, normal week)$188$-38,889+$3,300+$182
+5%$87.67 (≤1σ, normal week)$-1,065$-38,846+$3,343-$1,071
SS (= V-bounce)$141.55 (7.2σ)$-33,390$-37,747+$4,442-$32,466
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,189
+ Fortress recovery (un-capped): +$42,088
− CC assignment net of premium (6 × $83.50): -$37,506
Total Position P&L @ SS: $-37,607 (+$4,582 vs today)
Do-nothing baseline at SS: $-5,141 (this trade vs do-nothing: $-32,466, the opportunity cost of earning $7,200/mo FIGHT income now)
BB-reversion stress (→ $138.18 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,368, position total $-37,816 (+$4,373 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 (29 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 29 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: 1.034 (IBKR)  |  Recovery@SS: +$42,088 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,141

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$88.506d17 Jul 2026$1.146/6$3,420$3,16283%86%+$1,705-$35,262221.4%$-35,363 (vs do-nothing $-30,222)
$87.506d17 Jul 2026$1.345/6$3,350$3,09380%84%+$1,559-$29,785187.0%$-30,726 (vs do-nothing $-25,585)
$86.506d17 Jul 2026$1.575/6$3,925$3,66877%82%+$1,694-$30,170189.4%$-31,111 (vs do-nothing $-25,970)
$8813d24 Jul 2026$2.516/6$3,475$3,21774%80%+$1,170-$34,740218.1%$-34,841 (vs do-nothing $-29,700)
$8713d24 Jul 2026$2.756/6$3,808$3,54972%78%+$1,176-$35,196220.9%$-35,297 (vs do-nothing $-30,156)
$856d17 Jul 2026$1.974/6$3,940$3,68571%79%+$1,488-$24,576154.3%$-26,357 (vs do-nothing $-21,216)
$8820d31 Jul 2026$3.756/6$3,375$3,11771%78%+$965-$33,996213.4%$-34,097 (vs do-nothing $-28,956)
$8613d24 Jul 2026$3.055/6$3,519$3,26269%77%+$1,020-$29,680186.3%$-30,621 (vs do-nothing $-25,480)
$8720d31 Jul 2026$3.806/6$3,420$3,16269%76%+$764-$34,566217.0%$-34,667 (vs do-nothing $-29,526)
$8620d31 Jul 2026$4.356/6$3,915$3,65767%76%+$991-$34,836218.7%$-34,937 (vs do-nothing $-29,796)
$8513d24 Jul 2026$3.255/6$3,750$3,49366%75%+$909-$30,080188.8%$-31,021 (vs do-nothing $-25,880)
$83.506d17 Jul 2026$2.403/6$3,600$3,34665%75%+$1,115-$18,753117.7%$-21,374 (vs do-nothing $-16,233)
$8520d31 Jul 2026$4.455/6$3,338$3,08164%74%+$658-$29,480185.1%$-30,421 (vs do-nothing $-25,280)
Show 16 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$8413d24 Jul 2026$3.704/6$3,415$3,16064%74%+$838-$24,284152.4%$-26,065 (vs do-nothing $-20,924)
$8420d31 Jul 2026$4.805/6$3,600$3,34362%73%+$656-$29,805187.1%$-30,746 (vs do-nothing $-25,605)
$82.506d17 Jul 2026$2.823/6$4,230$3,97661%73%+$1,222-$18,927118.8%$-21,548 (vs do-nothing $-16,407)
$8313d24 Jul 2026$4.004/6$3,692$3,43761%72%+$777-$24,564154.2%$-26,345 (vs do-nothing $-21,204)
$8320d31 Jul 2026$5.455/6$4,088$3,83160%72%+$858-$29,980188.2%$-30,921 (vs do-nothing $-25,780)
$8213d24 Jul 2026$4.504/6$4,154$3,89958%71%+$866-$24,764155.5%$-26,545 (vs do-nothing $-21,404)
$8220d31 Jul 2026$5.854/6$3,510$3,25557%71%+$680-$24,224152.1%$-26,005 (vs do-nothing $-20,864)
$81.506d17 Jul 2026$3.203/6$4,800$4,54656%71%+$1,189-$19,113120.0%$-21,734 (vs do-nothing $-16,593)
$8120d31 Jul 2026$6.204/6$3,720$3,46555%70%+$626-$24,484153.7%$-26,265 (vs do-nothing $-21,124)
$8113d24 Jul 2026$4.803/6$3,323$3,06954%70%+$551-$18,783117.9%$-21,404 (vs do-nothing $-16,263)
$8020d31 Jul 2026$6.554/6$3,930$3,67552%68%+$552-$24,744155.3%$-26,525 (vs do-nothing $-21,384)
$8013d24 Jul 2026$5.403/6$3,738$3,48551%68%+$633-$18,903118.7%$-21,524 (vs do-nothing $-16,383)
$7920d31 Jul 2026$7.004/6$4,200$3,94550%67%+$520-$24,964156.7%$-26,745 (vs do-nothing $-21,604)
$806d17 Jul 2026$3.952/6$3,950$3,69849%68%+$833-$12,89280.9%$-16,353 (vs do-nothing $-11,212)
$7913d24 Jul 2026$5.703/6$3,946$3,69248%66%+$480-$19,113120.0%$-21,734 (vs do-nothing $-16,593)
$796d17 Jul 2026$4.452/6$4,450$4,19845%66%+$787-$12,99281.6%$-16,453 (vs do-nothing $-11,312)

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 6 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-11 00:20