FORTRESS FIGHT: RKLB @ $79.15

BE SS: $141.55  |  CC-SS: $146.59  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:27

RKLB @ $79.15   UNDERWATER $62.40 (44.1% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $146.59  |  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$9,409/mo95% ann ROI on ML
Hedge rolling cost$263/mo
Unrealized P&L$-41,778fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,705/mo
HEDGE COVER
$263/mo
NORMAL INCOME
$9,409/mo (ATM CC, chain)
IC VELOCITY
1.7 mo to earn back $15,930
ML VELOCITY
7.4 mo to earn back $69,930
Deep drawdown confirmed: a CC at CC-SS $146.59 (probe: $135C 11d) brings only $65/mo (<20% of normal), 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)
$41,778
was $41,778 · 0% earned back
Cycles closed
0
Credit in flight
$738
CC-SS ratchet
$156.52 → $146.59
Open legAcctCredit/shIn flightOpened
6x $101C 17 Jul 2026U18827291$1.23$7382026-07-07
INTERPRETATION
Primary: 6 contracts at $88.50 / 4d. This is the safest strike (survival 92%, breach 8%) that still earns 50% of normal income ($4,705/mo); it brings $4,770/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 × $83.50/4d for $10,440/mo, but breach risk rises to 24% (+16pp 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 × $105/4d (99+% survival, $300/mo).
Downside anchor: the primary mortgages $34,216 (215% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 3.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-41,805 and cuts bleed by $263/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 · 17 Jul 2026 (4d) · sell 6 × $88.50, 92% survival, $4,770/mo (E[net] $2,737/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆17 Jul 2026 · 4d6 × $88.5092%$4,770$2,737
NEXT FRIDAY24 Jul 2026 · 11d6 × $8675%$4,827$1,483

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $2,737/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $88.50 (primary), 92% survival, breach 8%, $4,770/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 96% (breach 8% → 4%) for $1,620/mo less (34% income) buys safety you do not really need here.
RKLB  spot $79.15 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $10517 Jul4d32.7%99+%0%$40$300-$4,470$20,754
Sell 5 × $105 32.7% OTM over spot $79.15 17 Jul 2026 (4d, $0.09 mid)
= $40 credit for the 4d cycle → $300/mo projected
Survival (stays ≤ $105)
99+%
Breach risk
0%
POP (stays ≤ $105.09)
99+%
EV / mo
+$298
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.5 mo [2.3-6.6] median  ·  24% of paths whole by 9 mo (vs 24% without)  ·  ~0.1 challenges expected  ·  median CC cash $-2,022
🛡 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)
-$2,605
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$109 @ 75% POP
62% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.48/sh now → $5.29 mid-life → ≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$5.21/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 20269d left+$0.54/sh+$272
cycle +$312
72%
surv 52%
-$27,506 NOT
cap gain +$14,272
Up-and-out for even (raise the cap, free)~$10624 Jul 20269d left+$0.07/sh+$34
cycle +$74
73%
surv 55%
-$27,285 NOT
cap gain +$14,493
Max even-money escape in the band~$10931 Jul 202616d left+$0.58/sh+$289
cycle +$329
75%
surv 62%
-$25,410 NOT
cap gain +$16,368
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 ($4,705/mo)-94%
vs normal income ($9,409/mo)3% covered
Net income (after hedge)$38/mo
Downside budget
⚠ $105 is $42 below CC-SS $146.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,754
… as % of IC ($15,930)130.3%
… as % of ML ($69,930)29.7%
Recovery months (at normal income)2.2 mo
Surgical close (5 ct)$-34,820
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 $0.08 collected) or spot ≥ $105.09 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $105)); NOT the premium you collected.
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
$104-105.09
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
≥ $105.09
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (3.9σ)$40$-27,778+$14,000+$35
+2.5%$107.62 (4.3σ)$-1,272$-27,673+$14,105-$1,277
+5%$110.25 (4.7σ)$-2,585$-27,568+$14,210-$2,590
SS (= V-bounce)$141.55 (9.5σ)$-18,235$-26,471+$15,307-$17,465
V-BOUNCE STRESS (stock → CC-SS $146.59, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,416
− CC assignment net of premium (5 × $105): -$20,754
− Conservative CC assignment net of premium (1 × $140): -$658
Total Position P&L @ SS: $-26,773 (+$15,005 vs today)
Do-nothing baseline at SS: $-9,308 (this trade vs do-nothing: $-17,465, the opportunity cost of earning $300/mo FIGHT income now)
33% normal6 × $9117 Jul4d15.0%96%9%$420$3,150-$1,620$32,932
Sell 6 × $91 15.0% OTM over spot $79.15 17 Jul 2026 (4d, $0.75 mid)
= $420 credit for the 4d cycle → $3,150/mo projected
Survival (stays ≤ $91)
96%
Breach risk
4%
POP (stays ≤ $91.75)
96%
EV / mo
+$2,883
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.1 mo [3.0-6.7] median  ·  29% of paths whole by 9 mo (vs 20% without)  ·  ~3.4 challenges expected  ·  median CC cash $5,861
🛡 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)
4%
Flat exit net (mid-life)
-$2,331
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$99 @ 80% POP
72% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.48/sh now → $4.58 mid-life (likely $3.85–$7.07)≈ $0 at expiry  |  you banked $0.70/sh, so a flat mid-life exit nets -$3.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 127 simulated challenges: the $91 strike is typically first touched on day 3 of 4, at $93 (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)~$9124 Jul 20269d left+$1.01/sh+$606
cycle +$1,026
[+$107…+$1,108] · 78% credit
72%
surv 52%
-$34,353 NOT
cap gain +$7,425
Reliable up-and-out (highest cap still free ≥60%)~$9531 Jul 202616d left+$0.94/sh+$564
cycle +$984
[-$182…+$1,070] · 72% credit
75%
surv 63%
-$32,316 NOT
cap gain +$9,462
Up-and-out for even (raise the cap, free)~$9324 Jul 20269d left+$0.17/sh+$103
cycle +$523
[-$509…+$558] · 58% credit
75%
surv 59%
-$33,857 NOT
cap gain +$7,921
Max even-money escape in the band~$9731 Jul 202616d left+$0.18/sh+$108
cycle +$528
[-$726…+$574] · 54% credit
78%
surv 68%
-$31,692 NOT
cap gain +$10,086
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9931 Jul 202616d left-$0.48/sh-$287
cycle +$133
[-$1,203…+$145] · 35% credit
80%
surv 72%
-$31,007 NOT
cap gain +$10,771
budget: banked $420 debit $287 (68% used ≈ 0.4 wk of income) → whole cycle still +$133 cash · rolled 6 ct earn ≈ $4,619/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$3,150/mo
vs 50% target ($4,705/mo)-33%
vs normal income ($9,409/mo)33% covered
Net income (after hedge)$2,887/mo
Downside budget
⚠ $91 is $56 below CC-SS $146.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,932
… as % of IC ($15,930)206.7%
… as % of ML ($69,930)47.1%
Recovery months (at normal income)3.5 mo
Surgical close (6 ct)$-41,808
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.70 collected) or spot ≥ $91.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $91)); NOT the premium you collected.
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
$90-91.75
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
≥ $91.75
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$91.00 (1.8σ)$420$-34,959+$6,819+$414
+2.5%$93.27 (2.1σ)$-945$-35,096+$6,682-$951
+5%$95.55 (2.5σ)$-2,310$-35,232+$6,546-$2,316
SS (= V-bounce)$141.55 (9.5σ)$-29,910$-37,992+$3,786-$28,986
V-BOUNCE STRESS (stock → CC-SS $146.59, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,416
− CC assignment net of premium (6 × $91): -$32,932
Total Position P&L @ SS: $-38,294 (+$3,484 vs today)
Do-nothing baseline at SS: $-9,308 (this trade vs do-nothing: $-28,986, the opportunity cost of earning $3,150/mo FIGHT income now)
🎯 50% normal6 × $88.5017 Jul4d11.8%92%10%$636$4,770$34,216
Sell 6 × $88.50 11.8% OTM over spot $79.15 17 Jul 2026 (4d, $1.10 mid)
= $636 credit for the 4d cycle → $4,770/mo projected
Survival (stays ≤ $88.50)
92%
Breach risk
8%
POP (stays ≤ $89.61)
94%
EV / mo
+$4,127
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [2.8-6.2] median, 0.2 mo faster than no FIGHT (4.4 mo)  ·  28% of paths whole by 9 mo (vs 18% without)  ·  ~6.4 challenges expected  ·  median CC cash $11,625
🛡 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)
10%
Flat exit net (mid-life)
-$2,039
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$97 @ 82% POP
75% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.30/sh now → $4.46 mid-life (likely $3.73–$7.09)≈ $0 at expiry  |  you banked $1.06/sh, so a flat mid-life exit nets -$3.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 304 simulated challenges: the $88 strike is typically first touched on day 3 of 4, at $90 (overshoots $1.89). 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 20269d left+$1.08/sh+$646
cycle +$1,282
[+$30…+$1,108] · 76% credit
72%
surv 52%
-$35,447 NOT
cap gain +$6,331
Reliable up-and-out (highest cap still free ≥60%)~$9231 Jul 202616d left+$0.98/sh+$590
cycle +$1,226
[-$263…+$1,058] · 67% credit
75%
surv 63%
-$33,424 NOT
cap gain +$8,354
Up-and-out for even (raise the cap, free)~$9024 Jul 20269d left+$0.24/sh+$142
cycle +$778
[-$592…+$577] · 51% credit
75%
surv 59%
-$34,952 NOT
cap gain +$6,826
Max even-money escape in the band~$9431 Jul 202616d left+$0.23/sh+$135
cycle +$771
[-$799…+$590] · 48% credit
78%
surv 68%
-$32,799 NOT
cap gain +$8,979
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9731 Jul 202616d left-$0.81/sh-$486
cycle +$150
[-$1,509…-$55] · 22% credit
82%
surv 75%
-$31,800 NOT
cap gain +$9,978
budget: banked $636 debit $486 (76% used ≈ 0.4 wk of income) → whole cycle still +$150 cash · rolled 6 ct earn ≈ $4,105/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$4,770/mo
vs 50% target ($4,705/mo)+1%
vs normal income ($9,409/mo)51% covered
Net income (after hedge)$4,507/mo
Downside budget
⚠ $88.50 is $58 below CC-SS $146.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,216
… as % of IC ($15,930)214.8%
… as % of ML ($69,930)48.9%
Recovery months (at normal income)3.6 mo
Surgical close (6 ct)$-41,805
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.27/sh (~25% of the $1.06 collected) or spot ≥ $89.61 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $88)); NOT the premium you collected.
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
$88-89.61
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
≥ $89.61
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$88.50 (1.4σ)$636$-36,093+$5,685+$630
+2.5%$90.71 (1.8σ)$-691$-36,226+$5,552-$697
+5%$92.92 (2.1σ)$-2,019$-36,359+$5,419-$2,025
SS (= V-bounce)$141.55 (9.5σ)$-31,194$-39,276+$2,502-$30,270
V-BOUNCE STRESS (stock → CC-SS $146.59, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,416
− CC assignment net of premium (6 × $88.50): -$34,216
Total Position P&L @ SS: $-39,578 (+$2,200 vs today)
Do-nothing baseline at SS: $-9,308 (this trade vs do-nothing: $-30,270, the opportunity cost of earning $4,770/mo FIGHT income now)
100% normal6 × $83.5017 Jul4d5.5%76%50%$1,392$10,440+$5,670$36,460
Sell 6 × $83.50 5.5% OTM over spot $79.15 17 Jul 2026 (4d, $2.49 mid)
= $1,392 credit for the 4d cycle → $10,440/mo projected
Survival (stays ≤ $83.50)
76%
Breach risk
24%
POP (stays ≤ $85.99)
86%
EV / mo
+$7,260
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.9 mo [3.3-6.4] median, 0.5 mo faster than no FIGHT (5.4 mo)  ·  47% of paths whole by 9 mo (vs 17% without)  ·  ~19.4 challenges expected  ·  median CC cash $27,865
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
34%
Flat exit net (mid-life)
-$1,132
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$98 @ 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.95/sh now → $4.21 mid-life (likely $4.68–$7.94)≈ $0 at expiry  |  you banked $2.32/sh, so a flat mid-life exit nets -$1.89/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,026 simulated challenges: the $84 strike is typically first touched on day 2 of 4, at $85 (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
Reliable up-and-out (highest cap still free ≥60%)~$8531 Jul 202616d left+$1.94/sh+$1,166
cycle +$2,558
[-$52…+$1,133] · 73% credit
74%
surv 59%
-$35,872 NOT
cap gain +$5,906
Roll out (same strike, buy time)~$8424 Jul 20269d left+$1.19/sh+$715
cycle +$2,107
[-$355…+$690] · 60% credit
72%
surv 52%
-$37,322 NOT
cap gain +$4,456
Up-and-out for even (raise the cap, free)~$8524 Jul 20269d left+$0.35/sh+$209
cycle +$1,601
[-$953…+$144] · 32% credit
75%
surv 60%
-$36,829 NOT
cap gain +$4,949
Max even-money escape in the band~$8931 Jul 202616d left+$0.30/sh+$178
cycle +$1,570
[-$1,267…+$63] · 27% credit
78%
surv 69%
-$34,700 NOT
cap gain +$7,078
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9831 Jul 202616d left-$2.27/sh-$1,363
cycle +$29
[-$3,204…-$1,595]
87%
surv 85%
-$31,381 NOT
cap gain +$10,397
budget: banked $1,392 debit $1,363 (98% used ≈ 0.6 wk of income) → whole cycle still +$29 cash · rolled 6 ct earn ≈ $2,176/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$10,440/mo
vs 50% target ($4,705/mo)+122%
vs normal income ($9,409/mo)111% covered
Net income (after hedge)$10,177/mo
Downside budget
⚠ $83.50 is $63 below CC-SS $146.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,460
… as % of IC ($15,930)228.9%
… as % of ML ($69,930)52.1%
Recovery months (at normal income)3.9 mo
Surgical close (6 ct)$-41,880
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.58/sh (~25% of the $2.32 collected) or spot ≥ $85.99 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $84)); NOT the premium you collected.
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
$83-85.99
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
≥ $85.99
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$83.50 (≤1σ, normal week)$1,392$-38,037+$3,741+$1,386
+2.5%$85.59 (≤1σ, normal week)$140$-38,162+$3,616+$134
+5%$87.67 (1.3σ)$-1,113$-38,288+$3,490-$1,119
SS (= V-bounce)$141.55 (9.5σ)$-33,438$-41,520+$258-$32,514
V-BOUNCE STRESS (stock → CC-SS $146.59, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,416
− CC assignment net of premium (6 × $83.50): -$36,460
Total Position P&L @ SS: $-41,822 ($-44 vs today)
Do-nothing baseline at SS: $-9,308 (this trade vs do-nothing: $-32,514, the opportunity cost of earning $10,440/mo FIGHT income now)
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 · 24 Jul 2026 · 11d · E[net] $1,483/mo

🎯 Engine pick: sell 6 × $86 (primary), 75% survival, breach 25%, $4,827/mo.
⚖️ Worth a safer step: the $90 rung (33% normal) lifts survival to 84% (breach 25% → 16%) for $1,358/mo less (28% 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 $90 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $79.15 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $11424 Jul11d44.0%99%2%$100$273-$4,555$16,194
Sell 5 × $114 44.0% OTM over spot $79.15 24 Jul 2026 (11d, $0.23 mid)
= $100 credit for the 11d cycle → $273/mo projected
Survival (stays ≤ $114)
99%
Breach risk
1%
POP (stays ≤ $114.23)
99%
EV / mo
+$247
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.5-6.3] median, 0.3 mo faster than no FIGHT (4.2 mo)  ·  25% of paths whole by 9 mo (vs 24% without)  ·  ~0.3 challenges expected  ·  median CC cash $-814
🛡 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)
-$3,058
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$115 @ 73% POP
55% 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 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.93/sh now → $6.32 mid-life → ≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$6.12/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)~$11431 Jul 202612d left+$0.46/sh+$230
cycle +$330
71%
surv 52%
-$22,628 NOT
cap gain +$19,150
Up-and-out for even (raise the cap, free)~$11531 Jul 202612d left+$0.09/sh+$44
cycle +$144
73%
surv 55%
-$22,355 NOT
cap gain +$19,423
Max even-money escape in the band~$11531 Jul 202612d left+$0.09/sh+$44
cycle +$144
73%
surv 55%
-$22,355 NOT
cap gain +$19,423
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$273/mo
vs 50% target ($4,705/mo)-94%
vs normal income ($9,409/mo)3% covered
Net income (after hedge)$11/mo
Downside budget
⚠ $114 is $33 below CC-SS $146.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,194
… as % of IC ($15,930)101.7%
… as % of ML ($69,930)23.2%
Recovery months (at normal income)1.7 mo
Surgical close (5 ct)$-34,830
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $114.23 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $114)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $112.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$113-114.23
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
≥ $114.23
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$114.00 (3.2σ)$100$-22,858+$18,920+$95
+2.5%$116.85 (3.5σ)$-1,325$-22,744+$19,034-$1,330
+5%$119.70 (3.7σ)$-2,750$-22,630+$19,148-$2,755
SS (= V-bounce)$141.55 (5.7σ)$-13,675$-21,911+$19,867-$12,905
V-BOUNCE STRESS (stock → CC-SS $146.59, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,416
− CC assignment net of premium (5 × $114): -$16,194
− Conservative CC assignment net of premium (1 × $140): -$658
Total Position P&L @ SS: $-22,213 (+$19,565 vs today)
Do-nothing baseline at SS: $-9,308 (this trade vs do-nothing: $-12,905, the opportunity cost of earning $273/mo FIGHT income now)
🛡 safe yield6 × $9524 Jul11d20.0%91%19%$762$2,078-$2,749$30,190
Sell 6 × $95 20.0% OTM over spot $79.15 24 Jul 2026 (11d, $1.32 mid)
= $762 credit for the 11d cycle → $2,078/mo projected
Survival (stays ≤ $95)
91%
Breach risk
9%
POP (stays ≤ $96.33)
92%
EV / mo
+$1,532
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.9 mo [3.2-7.0] median, 0.1 mo SLOWER than no FIGHT (4.8 mo): roll costs eat the credits at this rung  ·  33% of paths whole by 9 mo (vs 24% without)  ·  ~3.2 challenges expected  ·  median CC cash $8,386
🛡 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)
-$2,396
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$101 @ 79% POP
69% 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 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.44/sh now → $5.26 mid-life (likely $4.28–$7.07)≈ $0 at expiry  |  you banked $1.27/sh, so a flat mid-life exit nets -$3.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 379 simulated challenges: the $95 strike is typically first touched on day 8 of 11, at $97 (overshoots $2.19). 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)~$9531 Jul 202612d left+$1.21/sh+$725
cycle +$1,487
[+$521…+$1,288] · 96% credit
71%
surv 53%
-$31,732 NOT
cap gain +$10,046
Up-and-out for even (raise the cap, free)~$9731 Jul 202612d left+$0.37/sh+$223
cycle +$985
[-$1…+$722] · 75% credit
74%
surv 58%
-$31,235 NOT
cap gain +$10,543
Max even-money escape in the band~$9731 Jul 202612d left+$0.37/sh+$223
cycle +$985
[-$1…+$722] · 75% credit
74%
surv 58%
-$31,235 NOT
cap gain +$10,543
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10131 Jul 202612d left-$1.26/sh-$754
cycle +$8
[-$1,194…-$429] · 10% credit
79%
surv 69%
-$30,052 NOT
cap gain +$11,726
budget: banked $762 debit $754 (99% used ≈ 1.6 wk of income) → whole cycle still +$8 cash · rolled 6 ct earn ≈ $6,009/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$2,078/mo
vs 50% target ($4,705/mo)-56%
vs normal income ($9,409/mo)22% covered
Net income (after hedge)$1,815/mo
Downside budget
⚠ $95 is $52 below CC-SS $146.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,190
… as % of IC ($15,930)189.5%
… as % of ML ($69,930)43.2%
Recovery months (at normal income)3.2 mo
Surgical close (6 ct)$-41,811
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.32/sh (~25% of the $1.27 collected) or spot ≥ $96.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $95)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $94.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$94-96.33
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
≥ $96.33
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$95.00 (1.5σ)$762$-32,457+$9,321+$756
+2.5%$97.37 (1.7σ)$-663$-32,600+$9,178-$669
+5%$99.75 (1.9σ)$-2,088$-32,742+$9,036-$2,094
SS (= V-bounce)$141.55 (5.7σ)$-27,168$-35,250+$6,528-$26,244
V-BOUNCE STRESS (stock → CC-SS $146.59, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,416
− CC assignment net of premium (6 × $95): -$30,190
Total Position P&L @ SS: $-35,552 (+$6,226 vs today)
Do-nothing baseline at SS: $-9,308 (this trade vs do-nothing: $-26,244, the opportunity cost of earning $2,078/mo FIGHT income now)
33% normal ← lean6 × $9024 Jul11d13.7%84%34%$1,272$3,469-$1,358$32,680
Sell 6 × $90 13.7% OTM over spot $79.15 24 Jul 2026 (11d, $2.18 mid)
= $1,272 credit for the 11d cycle → $3,469/mo projected
Survival (stays ≤ $90)
84%
Breach risk
16%
POP (stays ≤ $92.18)
87%
EV / mo
+$2,247
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.7 mo [2.9-6.8] median, 0.8 mo SLOWER than no FIGHT (3.9 mo): roll costs eat the credits at this rung  ·  24% of paths whole by 9 mo (vs 14% without)  ·  ~5.9 challenges expected  ·  median CC cash $12,854
🛡 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)
-$1,719
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$98 @ 81% POP
75% 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 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.05/sh now → $4.99 mid-life (likely $4.99–$7.49)≈ $0 at expiry  |  you banked $2.12/sh, so a flat mid-life exit nets -$2.87/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 812 simulated challenges: the $90 strike is typically first touched on day 6 of 11, at $92 (overshoots $2.29). 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)~$9031 Jul 202612d left+$1.35/sh+$810
cycle +$2,082
[+$443…+$996] · 96% credit
71%
surv 53%
-$33,837 NOT
cap gain +$7,941
Up-and-out for even (raise the cap, free)~$9231 Jul 202612d left+$0.52/sh+$314
cycle +$1,586
[-$61…+$460] · 67% credit
74%
surv 59%
-$33,334 NOT
cap gain +$8,444
Max even-money escape in the band~$9231 Jul 202612d left+$0.52/sh+$314
cycle +$1,586
[-$61…+$460] · 67% credit
74%
surv 59%
-$33,334 NOT
cap gain +$8,444
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9831 Jul 202612d left-$1.75/sh-$1,048
cycle +$224
[-$1,786…-$1,064] · 1% credit
81%
surv 75%
-$31,456 NOT
cap gain +$10,322
budget: banked $1,272 debit $1,048 (82% used ≈ 1.3 wk of income) → whole cycle still +$224 cash · rolled 6 ct earn ≈ $4,860/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$3,469/mo
vs 50% target ($4,705/mo)-26%
vs normal income ($9,409/mo)37% covered
Net income (after hedge)$3,206/mo
Downside budget
⚠ $90 is $57 below CC-SS $146.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,680
… as % of IC ($15,930)205.2%
… as % of ML ($69,930)46.7%
Recovery months (at normal income)3.5 mo
Surgical close (6 ct)$-41,814
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.53/sh (~25% of the $2.12 collected) or spot ≥ $92.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $90)); NOT the premium you collected.
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
$89-92.18
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
≥ $92.18
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (≤1σ, normal week)$1,272$-34,647+$7,131+$1,266
+2.5%$92.25 (1.2σ)$-78$-34,782+$6,996-$84
+5%$94.50 (1.4σ)$-1,428$-34,917+$6,861-$1,434
SS (= V-bounce)$141.55 (5.7σ)$-29,658$-37,740+$4,038-$28,734
V-BOUNCE STRESS (stock → CC-SS $146.59, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,416
− CC assignment net of premium (6 × $90): -$32,680
Total Position P&L @ SS: $-38,042 (+$3,736 vs today)
Do-nothing baseline at SS: $-9,308 (this trade vs do-nothing: $-28,734, the opportunity cost of earning $3,469/mo FIGHT income now)
🎯 50% normal6 × $8624 Jul11d8.7%75%43%$1,770$4,827$34,582
Sell 6 × $86 8.7% OTM over spot $79.15 24 Jul 2026 (11d, $3.48 mid)
= $1,770 credit for the 11d cycle → $4,827/mo projected
Survival (stays ≤ $86)
75%
Breach risk
25%
POP (stays ≤ $89.47)
83%
EV / mo
+$2,543
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.7 mo [3.1-6.4] median, 0.1 mo faster than no FIGHT (4.8 mo)  ·  34% of paths whole by 9 mo (vs 23% without)  ·  ~9.9 challenges expected  ·  median CC cash $14,187
🛡 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)
43%
Flat exit net (mid-life)
-$1,088
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$98 @ 86% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.73/sh now → $4.76 mid-life (likely $5.23–$7.64)≈ $0 at expiry  |  you banked $2.95/sh, so a flat mid-life exit nets -$1.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,287 simulated challenges: the $86 strike is typically first touched on day 5 of 11, at $88 (overshoots $2.10). 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)~$8631 Jul 202612d left+$1.45/sh+$869
cycle +$2,639
[+$426…+$902] · 97% credit
71%
surv 53%
-$35,440 NOT
cap gain +$6,338
Up-and-out for even (raise the cap, free)~$8831 Jul 202612d left+$0.63/sh+$376
cycle +$2,146
[-$73…+$386] · 66% credit
74%
surv 59%
-$34,934 NOT
cap gain +$6,844
Max even-money escape in the band~$8831 Jul 202612d left+$0.63/sh+$376
cycle +$2,146
[-$73…+$386] · 66% credit
74%
surv 59%
-$34,934 NOT
cap gain +$6,844
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9831 Jul 202612d left-$2.70/sh-$1,622
cycle +$148
[-$2,632…-$1,844]
86%
surv 83%
-$31,532 NOT
cap gain +$10,246
budget: banked $1,770 debit $1,622 (92% used ≈ 1.5 wk of income) → whole cycle still +$148 cash · rolled 6 ct earn ≈ $3,091/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$4,827/mo
vs 50% target ($4,705/mo)+3%
vs normal income ($9,409/mo)51% covered
Net income (after hedge)$4,564/mo
Downside budget
⚠ $86 is $61 below CC-SS $146.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,582
… as % of IC ($15,930)217.1%
… as % of ML ($69,930)49.5%
Recovery months (at normal income)3.7 mo
Surgical close (6 ct)$-42,093
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.74/sh (~25% of the $2.95 collected) or spot ≥ $89.47 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $86)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $85.14Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$85-89.47
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
≥ $89.47
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$86.00 (≤1σ, normal week)$1,770$-36,309+$5,469+$1,764
+2.5%$88.15 (≤1σ, normal week)$480$-36,438+$5,340+$474
+5%$90.30 (1.0σ)$-810$-36,567+$5,211-$816
SS (= V-bounce)$141.55 (5.7σ)$-31,560$-39,642+$2,136-$30,636
V-BOUNCE STRESS (stock → CC-SS $146.59, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,416
− CC assignment net of premium (6 × $86): -$34,582
Total Position P&L @ SS: $-39,944 (+$1,834 vs today)
Do-nothing baseline at SS: $-9,308 (this trade vs do-nothing: $-30,636, the opportunity cost of earning $4,827/mo FIGHT income now)
100% normal6 × $7924 Jul11d-0.2%52%99+%$3,540$9,655+$4,827$37,012
Sell 6 × $79 0.2% ITM over spot $79.15 24 Jul 2026 (11d, $6.10 mid)
= $3,540 credit for the 11d cycle → $9,655/mo projected
Survival (stays ≤ $79)
52%
Breach risk
48%
POP (stays ≤ $85.10)
72%
EV / mo
+$3,490
🛡 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)
100%
Flat exit net (mid-life)
+$914
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$94 @ 90% POP
88% 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 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.19/sh now → $4.38 mid-life → ≈ $0 at expiry  |  you banked $5.90/sh, so a flat mid-life exit nets +$1.52/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)~$7931 Jul 202612d left+$1.58/sh+$950
cycle +$4,490
71%
surv 53%
-$37,288 NOT
cap gain +$4,490
Up-and-out for even (raise the cap, free)~$8131 Jul 202612d left+$0.69/sh+$413
cycle +$3,953
75%
surv 60%
-$36,826 NOT
cap gain +$4,952
Max even-money escape in the band~$8131 Jul 202612d left+$0.69/sh+$413
cycle +$3,953
75%
surv 60%
-$36,826 NOT
cap gain +$4,952
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9431 Jul 202612d left-$3.15/sh-$1,888
cycle +$1,652
90%
surv 88%
-$32,107 NOT
cap gain +$9,671
budget: banked $3,540 debit $1,888 (53% used ≈ 0.8 wk of income) → whole cycle still +$1,652 cash · rolled 6 ct earn ≈ $1,845/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$9,655/mo
vs 50% target ($4,705/mo)+105%
vs normal income ($9,409/mo)103% covered
Net income (after hedge)$9,391/mo
Downside budget
⚠ $79 is $68 below CC-SS $146.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,012
… as % of IC ($15,930)232.3%
… as % of ML ($69,930)52.9%
Recovery months (at normal income)3.9 mo
Surgical close (6 ct)$-41,898
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.48/sh (~25% of the $5.90 collected) or spot ≥ $85.10 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $79)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-85.10
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
≥ $85.10
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (≤1σ, normal week)$3,540$-38,238+$3,540+$3,534
+2.5%$80.97 (≤1σ, normal week)$2,355$-38,438+$3,340+$2,349
+5%$82.95 (≤1σ, normal week)$1,170$-38,556+$3,222+$1,164
SS (= V-bounce)$141.55 (5.7σ)$-33,990$-42,072-$294-$33,066
V-BOUNCE STRESS (stock → CC-SS $146.59, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,416
− CC assignment net of premium (6 × $79): -$37,012
Total Position P&L @ SS: $-42,374 ($-596 vs today)
Do-nothing baseline at SS: $-9,308 (this trade vs do-nothing: $-33,066, the opportunity cost of earning $9,655/mo FIGHT income now)
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 (27 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 27 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.900 (fallback)  |  Recovery@SS: +$36,416 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,308

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$88.504d17 Jul 2026$1.066/6$4,770$4,50792%94%+$4,127-$34,216214.8%$-39,578 (vs do-nothing $-30,270)
$87.504d17 Jul 2026$1.265/6$4,725$4,46390%93%+$3,972-$28,914181.5%$-34,933 (vs do-nothing $-25,625)
$86.504d17 Jul 2026$1.475/6$5,512$5,25187%91%+$4,464-$29,309184.0%$-35,328 (vs do-nothing $-26,020)
$854d17 Jul 2026$1.954/6$5,850$5,59082%88%+$4,498-$23,855149.7%$-30,532 (vs do-nothing $-21,224)
$83.504d17 Jul 2026$2.323/6$5,220$4,96276%86%+$3,630-$18,230114.4%$-25,565 (vs do-nothing $-16,257)
$8611d24 Jul 2026$2.956/6$4,827$4,56475%83%+$2,543-$34,582217.1%$-39,944 (vs do-nothing $-30,636)
$8511d24 Jul 2026$3.505/6$4,773$4,51172%81%+$2,558-$29,044182.3%$-35,063 (vs do-nothing $-25,755)
$82.504d17 Jul 2026$2.783/6$6,255$5,99771%84%+$4,144-$18,392115.5%$-25,727 (vs do-nothing $-16,419)
$8411d24 Jul 2026$3.605/6$4,909$4,64769%79%+$2,339-$29,494185.1%$-35,513 (vs do-nothing $-26,205)
$8518d31 Jul 2026$4.756/6$4,750$4,48768%78%+$2,001-$34,102214.1%$-39,464 (vs do-nothing $-30,156)
$8418d31 Jul 2026$4.756/6$4,750$4,48766%78%+$1,697-$34,702217.8%$-40,064 (vs do-nothing $-30,756)
$8311d24 Jul 2026$3.905/6$5,318$5,05766%78%+$2,345-$29,844187.3%$-35,863 (vs do-nothing $-26,555)
$81.504d17 Jul 2026$3.152/6$4,725$4,46866%81%+$2,884-$12,38777.8%$-20,380 (vs do-nothing $-11,072)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$8318d31 Jul 2026$5.506/6$5,500$5,23764%76%+$2,115-$34,852218.8%$-40,214 (vs do-nothing $-30,906)
$8211d24 Jul 2026$4.554/6$4,964$4,70463%77%+$2,221-$24,015150.8%$-30,692 (vs do-nothing $-21,384)
$8218d31 Jul 2026$5.406/6$5,400$5,13761%76%+$1,880-$35,512222.9%$-40,874 (vs do-nothing $-31,566)
$8111d24 Jul 2026$5.004/6$5,455$5,19559%75%+$2,304-$24,235152.1%$-30,912 (vs do-nothing $-21,604)
$8118d31 Jul 2026$6.405/6$5,333$5,07259%75%+$2,072-$29,594185.8%$-35,613 (vs do-nothing $-26,305)
$804d17 Jul 2026$3.952/6$5,925$5,66857%78%+$3,247-$12,52778.6%$-20,520 (vs do-nothing $-11,212)
$8018d31 Jul 2026$6.905/6$5,750$5,48856%74%+$2,134-$29,844187.3%$-35,863 (vs do-nothing $-26,555)
$8011d24 Jul 2026$5.354/6$5,836$5,57656%74%+$2,231-$24,495153.8%$-31,172 (vs do-nothing $-21,864)
$7918d31 Jul 2026$7.204/6$4,800$4,54053%73%+$1,452-$24,155151.6%$-30,832 (vs do-nothing $-21,524)
$7911d24 Jul 2026$5.903/6$4,827$4,56952%72%+$1,745-$18,506116.2%$-25,841 (vs do-nothing $-16,533)
$794d17 Jul 2026$4.452/6$6,675$6,41851%79%+$3,303-$12,62779.3%$-20,620 (vs do-nothing $-11,312)
$7818d31 Jul 2026$7.854/6$5,233$4,97351%71%+$1,558-$24,295152.5%$-30,972 (vs do-nothing $-21,664)
$7811d24 Jul 2026$6.103/6$4,991$4,73349%71%+$1,494-$18,746117.7%$-26,081 (vs do-nothing $-16,773)
$784d17 Jul 2026$5.102/6$7,650$7,39344%77%+$3,471-$12,69779.7%$-20,690 (vs do-nothing $-11,382)

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  |  2026-07-13 13:27