FORTRESS FIGHT: RKLB @ $81.28

BE SS: $141.55  |  CC-SS: $148.12  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 03:39

RKLB @ $81.28   UNDERWATER $60.27 (42.6% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $148.12  |  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$6,605/mo95% ann ROI on ML
Hedge rolling cost$256/mo
Unrealized P&L$-41,574fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,302/mo
HEDGE COVER
$256/mo
NORMAL INCOME
$6,605/mo (ATM CC, chain)
IC VELOCITY
2.4 mo to earn back $15,930
ML VELOCITY
10.6 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $148.12 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)
$41,574
was $41,574 · 0% earned back
Cycles closed
0
Credit in flight
$738
CC-SS ratchet
$148.16 → $148.12
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 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 37 · %B 18 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $138.19 (+70%) · daily UBB $114.15 · 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 81%, breach 19%) that still earns 50% of normal income ($3,302/mo); it brings $3,450/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 $7,680/mo, but breach risk rises to 38% (+19pp 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 × $106/6d (99% survival, $270/mo).
Downside anchor: the primary mortgages $35,079 (220% 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 $-41,595 and cuts bleed by $256/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, 81% survival, $3,450/mo (E[net] $1,043/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 × $88.5081%$3,450$1,043

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $1,043/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $88.50 (primary), 81% survival, breach 19%, $3,450/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 87% (breach 19% → 13%) for $1,200/mo less (35% income) buys safety you do not really need here.
RKLB  spot $81.28 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $10617 Jul6d30.4%99%2%$54$270-$3,180$25,215
Sell 6 × $106 30.4% OTM over spot $81.28 17 Jul 2026 (6d, $0.15 mid)
= $54 credit for the 6d cycle → $270/mo projected
Survival (stays ≤ $106)
99%
Breach risk
1%
POP (stays ≤ $106.15)
99%
EV / mo
+$228
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.3 mo [1.9-5.6] median, 0.1 mo SLOWER than no FIGHT (3.2 mo): roll costs eat the credits at this rung  ·  35% of paths whole by 9 mo (vs 34% without)  ·  ~0.5 challenges expected  ·  median CC cash $-189
🛡 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)
-$2,032
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$114 @ 77% POP
70% 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: $4.92/sh now → $3.48 mid-life → ≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$3.39/sh  |  roll rows are incremental, the banked premium stays yours
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)~$10624 Jul 202610d left+$1.34/sh+$807
cycle +$861
67%
surv 52%
-$25,347 NOT
cap gain +$16,227
Up-and-out for even (raise the cap, free)~$10924 Jul 202610d left+$0.21/sh+$125
cycle +$179
72%
surv 61%
-$24,338 NOT
cap gain +$17,236
Max even-money escape in the band~$11431 Jul 202617d left+$0.19/sh+$114
cycle +$168
77%
surv 70%
-$21,241 NOT
cap gain +$20,333
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$270/mo
vs 50% target ($3,302/mo)-92%
vs normal income ($6,605/mo)4% covered
Net income (after hedge)$14/mo
Downside budget
⚠ $106 is $42 below CC-SS $148.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,215
… as % of IC ($15,930)158.3%
… as % of ML ($69,930)36.1%
Recovery months (at normal income)3.8 mo
Surgical close (6 ct)$-41,610
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $106.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $106)); NOT the premium you collected. Momentum override: two daily closes above $114.15 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $104.94Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$105-106.15
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
≥ $106.15
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$106.00 (3.0σ)$54$-26,154+$15,420+$24
+2.5%$108.65 (3.3σ)$-1,536$-26,097+$15,477-$1,566
+5%$111.30 (3.6σ)$-3,126$-26,040+$15,534-$3,156
SS (= V-bounce)$141.55 (7.2σ)$-21,276$-25,386+$16,188-$20,376
V-BOUNCE STRESS (stock → CC-SS $148.12, where you are whole again, by expiry)
Starting unrealized P&L: $-41,574
+ Fortress recovery (un-capped): +$41,545
− CC assignment net of premium (6 × $106): -$25,215
Total Position P&L @ SS: $-25,244 (+$16,330 vs today)
Do-nothing baseline at SS: $-4,868 (this trade vs do-nothing: $-20,376, the opportunity cost of earning $270/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$19,260, position total $-25,459 (+$16,115 vs today)
🛡 safe yield6 × $9317 Jul6d14.4%91%19%$318$1,590-$1,860$32,751
Sell 6 × $93 14.4% OTM over spot $81.28 17 Jul 2026 (6d, $0.56 mid)
= $318 credit for the 6d cycle → $1,590/mo projected
Survival (stays ≤ $93)
91%
Breach risk
9%
POP (stays ≤ $93.56)
92%
EV / mo
+$922
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.5 mo [2.8-6.2] median, 0.2 mo SLOWER than no FIGHT (4.3 mo): roll costs eat the credits at this rung  ·  30% of paths whole by 9 mo (vs 26% without)  ·  ~5.1 challenges expected  ·  median CC cash $5,994
🛡 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)
-$1,513
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$104 @ 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: $4.31/sh now → $3.05 mid-life (likely $2.71–$4.73)≈ $0 at expiry  |  you banked $0.53/sh, so a flat mid-life exit nets -$2.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 328 simulated challenges: the $93 strike is typically first touched on day 4 of 6, at $95 (overshoots $2.21). 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)~$9324 Jul 202610d left+$1.58/sh+$946
cycle +$1,264
[+$779…+$1,292] · 98% credit
68%
surv 52%
-$33,025 NOT
cap gain +$8,549
Reliable up-and-out (highest cap still free ≥60%)~$10031 Jul 202617d left+$0.76/sh+$457
cycle +$775
[+$11…+$710] · 77% credit
76%
surv 69%
-$29,336 NOT
cap gain +$12,238
Max even-money escape in the band~$10231 Jul 202617d left+$0.07/sh+$40
cycle +$358
[-$494…+$258] · 43% credit
78%
surv 73%
-$28,510 NOT
cap gain +$13,064
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)~$9724 Jul 202610d left+$0.01/sh+$5
cycle +$323
[-$388…+$219] · 42% credit
74%
surv 65%
-$31,653 NOT
cap gain +$9,921
Safety roll (pay small debit, max POP)~$10431 Jul 202617d left-$0.36/sh-$218
cycle +$100
[-$818…-$19] · 24% credit
81%
surv 76%
-$27,526 NOT
cap gain +$14,048
budget: banked $318 debit $218 (69% used ≈ 0.6 wk of income) → whole cycle still +$100 cash · rolled 6 ct earn ≈ $2,845/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$1,590/mo
vs 50% target ($3,302/mo)-52%
vs normal income ($6,605/mo)24% covered
Net income (after hedge)$1,334/mo
Downside budget
⚠ $93 is $55 below CC-SS $148.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,751
… as % of IC ($15,930)205.6%
… as % of ML ($69,930)46.8%
Recovery months (at normal income)5.0 mo
Surgical close (6 ct)$-41,592
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.53 collected) or spot ≥ $93.56 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $93)); NOT the premium you collected. Momentum override: two daily closes above $114.15 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $92.07Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$92-93.56
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
≥ $93.56
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$93.00 (1.4σ)$318$-33,971+$7,603+$288
+2.5%$95.32 (1.7σ)$-1,077$-33,921+$7,653-$1,107
+5%$97.65 (2.0σ)$-2,472$-33,870+$7,704-$2,502
SS (= V-bounce)$141.55 (7.2σ)$-28,812$-32,922+$8,652-$27,912
V-BOUNCE STRESS (stock → CC-SS $148.12, where you are whole again, by expiry)
Starting unrealized P&L: $-41,574
+ Fortress recovery (un-capped): +$41,545
− CC assignment net of premium (6 × $93): -$32,751
Total Position P&L @ SS: $-32,780 (+$8,794 vs today)
Do-nothing baseline at SS: $-4,868 (this trade vs do-nothing: $-27,912, the opportunity cost of earning $1,590/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,796, position total $-32,995 (+$8,579 vs today)
33% normal6 × $9117 Jul6d12.0%87%26%$450$2,250-$1,200$33,819
Sell 6 × $91 12.0% OTM over spot $81.28 17 Jul 2026 (6d, $0.78 mid)
= $450 credit for the 6d cycle → $2,250/mo projected
Survival (stays ≤ $91)
87%
Breach risk
13%
POP (stays ≤ $91.78)
89%
EV / mo
+$1,175
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.5-6.3] median, 0.1 mo SLOWER than no FIGHT (3.9 mo): roll costs eat the credits at this rung  ·  36% of paths whole by 9 mo (vs 30% without)  ·  ~7.2 challenges expected  ·  median CC cash $8,155
🛡 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)
16%
Flat exit net (mid-life)
-$1,341
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$104 @ 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.22/sh now → $2.99 mid-life (likely $2.76–$4.74)≈ $0 at expiry  |  you banked $0.75/sh, so a flat mid-life exit nets -$2.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 483 simulated challenges: the $91 strike is typically first touched on day 4 of 6, at $93 (overshoots $2.21). 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+$1.60/sh+$961
cycle +$1,411
[+$759…+$1,163] · 99% credit
68%
surv 52%
-$34,121 NOT
cap gain +$7,453
Reliable up-and-out (highest cap still free ≥60%)~$9831 Jul 202617d left+$0.78/sh+$465
cycle +$915
[-$5…+$635] · 75% credit
76%
surv 69%
-$30,440 NOT
cap gain +$11,134
Up-and-out for even (raise the cap, free)~$9524 Jul 202610d left+$0.04/sh+$23
cycle +$473
[-$394…+$170] · 34% credit
74%
surv 65%
-$32,747 NOT
cap gain +$8,827
Max even-money escape in the band~$10031 Jul 202617d left+$0.08/sh+$51
cycle +$501
[-$516…+$201] · 34% credit
79%
surv 73%
-$29,611 NOT
cap gain +$11,963
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-$0.74/sh-$443
cycle +$7
[-$1,128…-$323] · 10% credit
83%
surv 80%
-$27,618 NOT
cap gain +$13,956
budget: banked $450 debit $443 (98% used ≈ 0.9 wk of income) → whole cycle still +$7 cash · rolled 6 ct earn ≈ $2,379/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$2,250/mo
vs 50% target ($3,302/mo)-32%
vs normal income ($6,605/mo)34% covered
Net income (after hedge)$1,994/mo
Downside budget
⚠ $91 is $57 below CC-SS $148.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,819
… as % of IC ($15,930)212.3%
… as % of ML ($69,930)48.4%
Recovery months (at normal income)5.1 mo
Surgical close (6 ct)$-41,595
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.75 collected) or spot ≥ $91.78 (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 $114.15 (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
$90-91.78
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
≥ $91.78
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$91.00 (1.2σ)$450$-35,082+$6,492+$420
+2.5%$93.27 (1.4σ)$-915$-35,033+$6,541-$945
+5%$95.55 (1.7σ)$-2,280$-34,984+$6,590-$2,310
SS (= V-bounce)$141.55 (7.2σ)$-29,880$-33,990+$7,584-$28,980
V-BOUNCE STRESS (stock → CC-SS $148.12, where you are whole again, by expiry)
Starting unrealized P&L: $-41,574
+ Fortress recovery (un-capped): +$41,545
− CC assignment net of premium (6 × $91): -$33,819
Total Position P&L @ SS: $-33,848 (+$7,726 vs today)
Do-nothing baseline at SS: $-4,868 (this trade vs do-nothing: $-28,980, the opportunity cost of earning $2,250/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,864, position total $-34,063 (+$7,511 vs today)
🎯 50% normal6 × $88.5017 Jul6d8.9%81%28%$690$3,450$35,079
Sell 6 × $88.50 8.9% OTM over spot $81.28 17 Jul 2026 (6d, $1.19 mid)
= $690 credit for the 6d cycle → $3,450/mo projected
Survival (stays ≤ $88.50)
81%
Breach risk
19%
POP (stays ≤ $89.69)
84%
EV / mo
+$1,521
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.7 mo [2.6-6.2] median, 0.2 mo SLOWER than no FIGHT (4.5 mo): roll costs eat the credits at this rung  ·  34% of paths whole by 9 mo (vs 26% without)  ·  ~11.5 challenges expected  ·  median CC cash $10,938
🛡 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)
28%
Flat exit net (mid-life)
-$1,052
Free roll-up
+$4/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: $4.11/sh now → $2.90 mid-life (likely $2.92–$4.84)≈ $0 at expiry  |  you banked $1.15/sh, so a flat mid-life exit nets -$1.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 829 simulated challenges: the $88 strike is typically first touched on day 4 of 6, at $91 (overshoots $2.05). 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+$1.63/sh+$978
cycle +$1,668
[+$700…+$1,138] · 99% credit
68%
surv 53%
-$35,418 NOT
cap gain +$6,156
Reliable up-and-out (highest cap still free ≥60%)~$9531 Jul 202617d left+$0.79/sh+$472
cycle +$1,162
[-$63…+$548] · 71% credit
77%
surv 69%
-$31,747 NOT
cap gain +$9,827
Up-and-out for even (raise the cap, free)~$9224 Jul 202610d left+$0.07/sh+$42
cycle +$732
[-$426…+$104] · 34% credit
74%
surv 65%
-$34,041 NOT
cap gain +$7,533
Max even-money escape in the band~$9731 Jul 202617d left+$0.10/sh+$62
cycle +$752
[-$569…+$108] · 33% credit
79%
surv 73%
-$30,914 NOT
cap gain +$10,660
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-$1.07/sh-$642
cycle +$48
[-$1,442…-$644] · 3% credit
85%
surv 83%
-$27,888 NOT
cap gain +$13,686
budget: banked $690 debit $642 (93% used ≈ 0.8 wk of income) → whole cycle still +$48 cash · rolled 6 ct earn ≈ $1,942/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$3,450/mo
vs 50% target ($3,302/mo)+4%
vs normal income ($6,605/mo)52% covered
Net income (after hedge)$3,194/mo
Downside budget
⚠ $88.50 is $60 below CC-SS $148.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,079
… as % of IC ($15,930)220.2%
… as % of ML ($69,930)50.2%
Recovery months (at normal income)5.3 mo
Surgical close (6 ct)$-41,595
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.15 collected) or spot ≥ $89.69 (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 $114.15 (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
$88-89.69
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
≥ $89.69
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$88.50 (≤1σ, normal week)$690$-36,396+$5,178+$660
+2.5%$90.71 (1.1σ)$-637$-36,348+$5,226-$667
+5%$92.92 (1.4σ)$-1,965$-36,300+$5,274-$1,995
SS (= V-bounce)$141.55 (7.2σ)$-31,140$-35,250+$6,324-$30,240
V-BOUNCE STRESS (stock → CC-SS $148.12, where you are whole again, by expiry)
Starting unrealized P&L: $-41,574
+ Fortress recovery (un-capped): +$41,545
− CC assignment net of premium (6 × $88.50): -$35,079
Total Position P&L @ SS: $-35,108 (+$6,466 vs today)
Do-nothing baseline at SS: $-4,868 (this trade vs do-nothing: $-30,240, the opportunity cost of earning $3,450/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,124, position total $-35,323 (+$6,251 vs today)
100% normal6 × $83.5017 Jul6d2.7%62%78%$1,536$7,680+$4,230$37,233
Sell 6 × $83.50 2.7% OTM over spot $81.28 17 Jul 2026 (6d, $2.64 mid)
= $1,536 credit for the 6d cycle → $7,680/mo projected
Survival (stays ≤ $83.50)
62%
Breach risk
38%
POP (stays ≤ $86.14)
73%
EV / mo
+$2,105
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.7-6.1] median, 0.1 mo faster than no FIGHT (4.1 mo)  ·  37% of paths whole by 9 mo (vs 24% without)  ·  ~28.2 challenges expected  ·  median CC cash $16,607
🛡 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)
61%
Flat exit net (mid-life)
-$108
Free roll-up
+$4/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: $3.87/sh now → $2.74 mid-life (likely $3.59–$5.37)≈ $0 at expiry  |  you banked $2.56/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,819 simulated challenges: the $84 strike is typically first touched on day 2 of 6, at $86 (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)~$8424 Jul 202610d left+$1.68/sh+$1,005
cycle +$2,541
[+$603…+$873] · 99% credit
68%
surv 53%
-$37,653 NOT
cap gain +$3,921
Reliable up-and-out (highest cap still free ≥60%)~$8931 Jul 202617d left+$1.00/sh+$601
cycle +$2,137
[-$123…+$355] · 66% credit
75%
surv 68%
-$34,501 NOT
cap gain +$7,073
Up-and-out for even (raise the cap, free)~$8724 Jul 202610d left+$0.12/sh+$75
cycle +$1,611
[-$569…-$151] · 15% credit
74%
surv 65%
-$36,271 NOT
cap gain +$5,303
Max even-money escape in the band~$9231 Jul 202617d left+$0.13/sh+$76
cycle +$1,612
[-$786…-$219] · 13% credit
79%
surv 74%
-$33,162 NOT
cap gain +$8,412
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-$1.72/sh-$1,032
cycle +$504
[-$2,268…-$1,426]
91%
surv 90%
-$26,810 NOT
cap gain +$14,764
budget: banked $1,536 debit $1,032 (67% used ≈ 0.6 wk of income) → whole cycle still +$504 cash · rolled 6 ct earn ≈ $1,079/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$7,680/mo
vs 50% target ($3,302/mo)+133%
vs normal income ($6,605/mo)116% covered
Net income (after hedge)$7,424/mo
Downside budget
⚠ $83.50 is $65 below CC-SS $148.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,233
… as % of IC ($15,930)233.7%
… as % of ML ($69,930)53.2%
Recovery months (at normal income)5.6 mo
Surgical close (6 ct)$-41,622
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.64/sh (~25% of the $2.56 collected) or spot ≥ $86.14 (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 $114.15 (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
$83-86.14
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
≥ $86.14
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$83.50 (≤1σ, normal week)$1,536$-38,658+$2,916+$1,506
+2.5%$85.59 (≤1σ, normal week)$284$-38,613+$2,961+$254
+5%$87.67 (≤1σ, normal week)$-969$-38,568+$3,006-$999
SS (= V-bounce)$141.55 (7.2σ)$-33,294$-37,404+$4,170-$32,394
V-BOUNCE STRESS (stock → CC-SS $148.12, where you are whole again, by expiry)
Starting unrealized P&L: $-41,574
+ Fortress recovery (un-capped): +$41,545
− CC assignment net of premium (6 × $83.50): -$37,233
Total Position P&L @ SS: $-37,262 (+$4,312 vs today)
Do-nothing baseline at SS: $-4,868 (this trade vs do-nothing: $-32,394, the opportunity cost of earning $7,680/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,278, position total $-37,477 (+$4,097 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 (26 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 26 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: 1.036 (IBKR)  |  Recovery@SS: +$41,545 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,868

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$88.506d17 Jul 2026$1.156/6$3,450$3,19481%84%+$1,521-$35,079220.2%$-35,108 (vs do-nothing $-30,240)
$87.506d17 Jul 2026$1.345/6$3,350$3,10278%82%+$1,334-$29,638186.1%$-30,473 (vs do-nothing $-25,605)
$86.506d17 Jul 2026$1.585/6$3,950$3,70275%80%+$1,437-$30,018188.4%$-30,853 (vs do-nothing $-25,985)
$8813d24 Jul 2026$2.606/6$3,600$3,34472%79%+$1,070-$34,509216.6%$-34,538 (vs do-nothing $-29,670)
$8713d24 Jul 2026$2.905/6$3,346$3,09870%77%+$948-$29,108182.7%$-29,943 (vs do-nothing $-25,075)
$8820d31 Jul 2026$3.956/6$3,555$3,29969%77%+$926-$33,699211.5%$-33,728 (vs do-nothing $-28,860)
$856d17 Jul 2026$2.024/6$4,040$3,79969%77%+$1,281-$24,438153.4%$-26,080 (vs do-nothing $-21,212)
$8613d24 Jul 2026$3.155/6$3,635$3,38667%76%+$911-$29,483185.1%$-30,318 (vs do-nothing $-25,450)
$8720d31 Jul 2026$4.156/6$3,735$3,47967%76%+$845-$34,179214.6%$-34,208 (vs do-nothing $-29,340)
$8620d31 Jul 2026$4.505/6$3,375$3,12765%74%+$730-$28,808180.8%$-29,643 (vs do-nothing $-24,775)
$8513d24 Jul 2026$3.405/6$3,923$3,67564%74%+$837-$29,858187.4%$-30,693 (vs do-nothing $-25,825)
$8520d31 Jul 2026$4.905/6$3,675$3,42763%73%+$774-$29,108182.7%$-29,943 (vs do-nothing $-25,075)
$83.506d17 Jul 2026$2.563/6$3,840$3,60762%73%+$1,052-$18,617116.9%$-21,065 (vs do-nothing $-16,197)
Show 13 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$3.854/6$3,554$3,31362%73%+$763-$24,106151.3%$-25,748 (vs do-nothing $-20,880)
$8420d31 Jul 2026$5.105/6$3,825$3,57760%72%+$647-$29,508185.2%$-30,343 (vs do-nothing $-25,475)
$8313d24 Jul 2026$4.204/6$3,877$3,63658%71%+$730-$24,366153.0%$-26,008 (vs do-nothing $-21,140)
$8320d31 Jul 2026$5.704/6$3,420$3,17958%71%+$639-$23,766149.2%$-25,408 (vs do-nothing $-20,540)
$82.506d17 Jul 2026$2.843/6$4,260$4,02758%71%+$897-$18,833118.2%$-21,281 (vs do-nothing $-16,413)
$8220d31 Jul 2026$6.054/6$3,630$3,38956%70%+$592-$24,026150.8%$-25,668 (vs do-nothing $-20,800)
$8213d24 Jul 2026$4.754/6$4,385$4,14455%70%+$847-$24,546154.1%$-26,188 (vs do-nothing $-21,320)
$8120d31 Jul 2026$6.604/6$3,960$3,71953%69%+$647-$24,206152.0%$-25,848 (vs do-nothing $-20,980)
$81.506d17 Jul 2026$3.303/6$4,950$4,71753%69%+$930-$18,995119.2%$-21,443 (vs do-nothing $-16,575)
$8113d24 Jul 2026$5.053/6$3,496$3,26352%68%+$512-$18,620116.9%$-21,068 (vs do-nothing $-16,200)
$8020d31 Jul 2026$7.004/6$4,200$3,95951%68%+$594-$24,446153.5%$-26,088 (vs do-nothing $-21,220)
$8013d24 Jul 2026$5.553/6$3,842$3,60949%67%+$509-$18,770117.8%$-21,218 (vs do-nothing $-16,350)
$806d17 Jul 2026$4.052/6$4,050$3,82446%66%+$606-$12,81380.4%$-16,068 (vs do-nothing $-11,200)

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 03:39