FORTRESS FIGHT: RKLB @ $79.88

BE SS: $141.55  |  CC-SS: $147.05  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 19:06

RKLB @ $79.88   UNDERWATER $61.68 (43.6% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $147.05  |  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$8,755/mo95% ann ROI on ML
Hedge rolling cost$263/mo
Unrealized P&L$-41,778fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,377/mo
HEDGE COVER
$263/mo
NORMAL INCOME
$8,755/mo (ATM CC, chain)
IC VELOCITY
1.8 mo to earn back $15,930
ML VELOCITY
8.0 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $147.05 in the fetched chain; the deepest available is $135C (11d, $65/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$0
Hole (after banked)
$41,778
was $41,778 · 0% earned back
Cycles closed
0
Credit in flight
$738
Open legAcctCredit/shIn flightOpened
6x $101C 17 Jul 2026U18827291$1.23$7382026-07-07
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 39 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 36 · %B 15 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $138.19 (+73%) · daily UBB $114.28 · 1-wk expected move ±$9 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-07: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 6 contracts at $88.50 / 4d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($4,377/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 × $85/4d for $8,775/mo, but breach risk rises to 21% (+11pp 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 $34,496 (217% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 3.9 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, 90% survival, $4,770/mo (E[net] $2,897/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 × $88.5090%$4,770$2,897
NEXT FRIDAY24 Jul 2026 · 11d6 × $8775%$4,418$1,201

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $2,897/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $88.50 (primary), 90% survival, breach 10%, $4,770/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $90 rung (🛡 safe yield) lifts survival to 93% (breach 10% → 7%) for $1,080/mo less (23% income) buys safety you do not really need here.
RKLB  spot $79.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $10517 Jul4d31.5%99+%0%$40$300-$4,470$20,986
Sell 5 × $105 31.5% OTM over spot $79.88 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
+$296
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.3-6.5] median, 0.1 mo SLOWER than no FIGHT (4.0 mo): roll costs eat the credits at this rung  ·  28% of paths whole by 9 mo (vs 28% without)  ·  ~0.1 challenges expected  ·  median CC cash $-1,911
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
0%
Flat exit net (mid-life)
-$1,935
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$113 @ 79% POP
72% 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: $5.59/sh now → $3.95 mid-life → ≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$3.87/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+$1.47/sh+$737
cycle +$777
70%
surv 52%
-$25,383 NOT
cap gain +$16,395
Up-and-out for even (raise the cap, free)~$10724 Jul 20269d left+$0.59/sh+$295
cycle +$335
74%
surv 60%
-$24,504 NOT
cap gain +$17,274
Max even-money escape in the band~$11331 Jul 202616d left+$0.09/sh+$45
cycle +$85
79%
surv 72%
-$21,024 NOT
cap gain +$20,754
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 ($4,377/mo)-93%
vs normal income ($8,755/mo)3% covered
Net income (after hedge)$38/mo
Downside budget
⚠ $105 is $42 below CC-SS $147.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,986
… as % of IC ($15,930)131.7%
… as % of ML ($69,930)30.0%
Recovery months (at normal income)2.4 mo
Surgical close (5 ct)$-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. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $103.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$104-105.09
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (3.8σ)$40$-26,119+$15,659+$35
+2.5%$107.62 (4.2σ)$-1,272$-25,800+$15,978-$1,277
+5%$110.25 (4.6σ)$-2,585$-25,481+$16,297-$2,590
SS (= V-bounce)$141.55 (9.3σ)$-18,235$-21,830+$19,948-$17,465
V-BOUNCE STRESS (stock → CC-SS $147.05, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$41,758
− CC assignment net of premium (5 × $105): -$20,986
− Conservative CC assignment net of premium (1 × $140): -$704
Total Position P&L @ SS: $-21,711 (+$20,067 vs today)
Do-nothing baseline at SS: $-4,246 (this trade vs do-nothing: $-17,465, the opportunity cost of earning $300/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$16,555, position total $-22,083 (+$19,695 vs today)
33% normal6 × $9117 Jul4d13.9%94%11%$420$3,150-$1,620$33,212
Sell 6 × $91 13.9% OTM over spot $79.88 17 Jul 2026 (4d, $0.75 mid)
= $420 credit for the 4d cycle → $3,150/mo projected
Survival (stays ≤ $91)
94%
Breach risk
6%
POP (stays ≤ $91.75)
95%
EV / mo
+$2,777
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.4-6.9] median, 0.3 mo faster than no FIGHT (4.3 mo)  ·  34% of paths whole by 9 mo (vs 25% without)  ·  ~4.1 challenges expected  ·  median CC cash $7,853
🛡 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)
6%
Flat exit net (mid-life)
-$1,634
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$102 @ 83% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.84/sh now → $3.42 mid-life (likely $2.66–$5.06)≈ $0 at expiry  |  you banked $0.70/sh, so a flat mid-life exit nets -$2.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 176 simulated challenges: the $91 strike is typically first touched on day 3 of 4, at $93 (overshoots $1.73). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$1.77/sh+$1,062
cycle +$1,482
[+$812…+$1,467] · 96% credit
70%
surv 52%
-$33,381 NOT
cap gain +$8,397
Reliable up-and-out (highest cap still free ≥60%)~$9831 Jul 202616d left+$0.66/sh+$397
cycle +$817
[-$120…+$797] · 69% credit
79%
surv 71%
-$29,616 NOT
cap gain +$12,162
Up-and-out for even (raise the cap, free)~$9424 Jul 20269d left+$0.24/sh+$144
cycle +$564
[-$297…+$511] · 61% credit
75%
surv 64%
-$32,356 NOT
cap gain +$9,422
Max even-money escape in the band~$9931 Jul 202616d left+$0.31/sh+$185
cycle +$605
[-$367…+$585] · 59% credit
80%
surv 73%
-$29,207 NOT
cap gain +$12,571
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10231 Jul 202616d left-$0.52/sh-$311
cycle +$109
[-$971…+$80] · 31% credit
83%
surv 78%
-$27,839 NOT
cap gain +$13,939
budget: banked $420 debit $311 (74% used ≈ 0.4 wk of income) → whole cycle still +$109 cash · rolled 6 ct earn ≈ $3,268/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 ($4,377/mo)-28%
vs normal income ($8,755/mo)36% covered
Net income (after hedge)$2,887/mo
Downside budget
⚠ $91 is $56 below CC-SS $147.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,212
… as % of IC ($15,930)208.5%
… as % of ML ($69,930)47.5%
Recovery months (at normal income)3.8 mo
Surgical close (6 ct)$-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. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $90.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$90-91.75
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$91.00 (1.7σ)$420$-34,443+$7,335+$414
+2.5%$93.27 (2.0σ)$-945$-34,394+$7,384-$951
+5%$95.55 (2.4σ)$-2,310$-34,344+$7,434-$2,316
SS (= V-bounce)$141.55 (9.3σ)$-29,910$-33,351+$8,427-$28,986
V-BOUNCE STRESS (stock → CC-SS $147.05, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$41,758
− CC assignment net of premium (6 × $91): -$33,212
Total Position P&L @ SS: $-33,232 (+$8,546 vs today)
Do-nothing baseline at SS: $-4,246 (this trade vs do-nothing: $-28,986, the opportunity cost of earning $3,150/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,894, position total $-33,423 (+$8,355 vs today)
🛡 safe yield6 × $9017 Jul4d12.7%93%15%$492$3,690-$1,080$33,740
Sell 6 × $90 12.7% OTM over spot $79.88 17 Jul 2026 (4d, $0.86 mid)
= $492 credit for the 4d cycle → $3,690/mo projected
Survival (stays ≤ $90)
93%
Breach risk
7%
POP (stays ≤ $90.86)
94%
EV / mo
+$3,164
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [2.4-5.7] median  ·  32% of paths whole by 9 mo (vs 24% without)  ·  ~5.4 challenges expected  ·  median CC cash $9,743
🛡 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)
8%
Flat exit net (mid-life)
-$1,539
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$101 @ 83% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.79/sh now → $3.39 mid-life (likely $2.84–$5.37)≈ $0 at expiry  |  you banked $0.82/sh, so a flat mid-life exit nets -$2.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 250 simulated challenges: the $90 strike is typically first touched on day 3 of 4, at $92 (overshoots $2.01). 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)~$9024 Jul 20269d left+$1.79/sh+$1,071
cycle +$1,563
[+$790…+$1,432] · 90% credit
70%
surv 52%
-$33,921 NOT
cap gain +$7,857
Reliable up-and-out (highest cap still free ≥60%)~$9731 Jul 202616d left+$0.67/sh+$402
cycle +$894
[-$247…+$739] · 70% credit
79%
surv 71%
-$30,161 NOT
cap gain +$11,617
Up-and-out for even (raise the cap, free)~$9324 Jul 20269d left+$0.26/sh+$154
cycle +$646
[-$375…+$460] · 59% credit
75%
surv 64%
-$32,896 NOT
cap gain +$8,882
Max even-money escape in the band~$9831 Jul 202616d left+$0.32/sh+$191
cycle +$683
[-$507…+$515] · 57% credit
80%
surv 73%
-$29,751 NOT
cap gain +$12,027
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 202616d left-$0.51/sh-$304
cycle +$188
[-$1,090…-$7] · 25% credit
83%
surv 78%
-$28,381 NOT
cap gain +$13,397
budget: banked $492 debit $304 (62% used ≈ 0.4 wk of income) → whole cycle still +$188 cash · rolled 6 ct earn ≈ $3,238/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$3,690/mo
vs 50% target ($4,377/mo)-16%
vs normal income ($8,755/mo)42% covered
Net income (after hedge)$3,427/mo
Downside budget
⚠ $90 is $57 below CC-SS $147.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,740
… as % of IC ($15,930)211.8%
… as % of ML ($69,930)48.2%
Recovery months (at normal income)3.9 mo
Surgical close (6 ct)$-41,802
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.82 collected) or spot ≥ $90.86 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $90)); NOT the premium you collected. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $89.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$89-90.86
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $90.86
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$90.00 (1.5σ)$492$-34,992+$6,786+$486
+2.5%$92.25 (1.9σ)$-858$-34,944+$6,834-$864
+5%$94.50 (2.2σ)$-2,208$-34,895+$6,883-$2,214
SS (= V-bounce)$141.55 (9.3σ)$-30,438$-33,879+$7,899-$29,514
V-BOUNCE STRESS (stock → CC-SS $147.05, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$41,758
− CC assignment net of premium (6 × $90): -$33,740
Total Position P&L @ SS: $-33,760 (+$8,018 vs today)
Do-nothing baseline at SS: $-4,246 (this trade vs do-nothing: $-29,514, the opportunity cost of earning $3,690/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,422, position total $-33,951 (+$7,827 vs today)
🎯 50% normal6 × $88.5017 Jul4d10.8%90%12%$636$4,770$34,496
Sell 6 × $88.50 10.8% OTM over spot $79.88 17 Jul 2026 (4d, $1.10 mid)
= $636 credit for the 4d cycle → $4,770/mo projected
Survival (stays ≤ $88.50)
90%
Breach risk
10%
POP (stays ≤ $89.61)
92%
EV / mo
+$3,901
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.4 mo [2.4-6.1] median, 0.4 mo SLOWER than no FIGHT (4.0 mo): roll costs eat the credits at this rung  ·  34% of paths whole by 9 mo (vs 22% without)  ·  ~7.6 challenges expected  ·  median CC cash $13,609
🛡 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)
12%
Flat exit net (mid-life)
-$1,362
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$100 @ 83% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.71/sh now → $3.33 mid-life (likely $3.03–$5.75)≈ $0 at expiry  |  you banked $1.06/sh, so a flat mid-life exit nets -$2.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 375 simulated challenges: the $88 strike is typically first touched on day 3 of 4, at $91 (overshoots $2.04). 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+$1.81/sh+$1,084
cycle +$1,720
[+$624…+$1,397] · 92% credit
70%
surv 52%
-$34,697 NOT
cap gain +$7,081
Reliable up-and-out (highest cap still free ≥60%)~$9631 Jul 202616d left+$0.68/sh+$408
cycle +$1,044
[-$424…+$646] · 60% credit
79%
surv 71%
-$30,944 NOT
cap gain +$10,834
Up-and-out for even (raise the cap, free)~$9224 Jul 20269d left+$0.28/sh+$168
cycle +$804
[-$528…+$391] · 53% credit
75%
surv 64%
-$33,670 NOT
cap gain +$8,108
Max even-money escape in the band~$9731 Jul 202616d left+$0.33/sh+$198
cycle +$834
[-$681…+$426] · 50% credit
80%
surv 73%
-$30,532 NOT
cap gain +$11,246
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10031 Jul 202616d left-$0.49/sh-$295
cycle +$341
[-$1,299…-$108] · 20% credit
83%
surv 78%
-$29,160 NOT
cap gain +$12,618
budget: banked $636 debit $295 (46% used ≈ 0.3 wk of income) → whole cycle still +$341 cash · rolled 6 ct earn ≈ $3,193/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 ($4,377/mo)+9%
vs normal income ($8,755/mo)54% covered
Net income (after hedge)$4,507/mo
Downside budget
⚠ $88.50 is $59 below CC-SS $147.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,496
… as % of IC ($15,930)216.5%
… as % of ML ($69,930)49.3%
Recovery months (at normal income)3.9 mo
Surgical close (6 ct)$-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. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $87.61Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$88-89.61
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$88.50 (1.3σ)$636$-35,781+$5,997+$630
+2.5%$90.71 (1.6σ)$-691$-35,733+$6,045-$697
+5%$92.92 (2.0σ)$-2,019$-35,685+$6,093-$2,025
SS (= V-bounce)$141.55 (9.3σ)$-31,194$-34,635+$7,143-$30,270
V-BOUNCE STRESS (stock → CC-SS $147.05, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$41,758
− CC assignment net of premium (6 × $88.50): -$34,496
Total Position P&L @ SS: $-34,516 (+$7,262 vs today)
Do-nothing baseline at SS: $-4,246 (this trade vs do-nothing: $-30,270, the opportunity cost of earning $4,770/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,178, position total $-34,707 (+$7,071 vs today)
100% normal6 × $8517 Jul4d6.4%79%43%$1,170$8,775+$4,005$36,062
Sell 6 × $85 6.4% OTM over spot $79.88 17 Jul 2026 (4d, $1.98 mid)
= $1,170 credit for the 4d cycle → $8,775/mo projected
Survival (stays ≤ $85)
79%
Breach risk
21%
POP (stays ≤ $86.98)
86%
EV / mo
+$6,169
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.8-6.0] median, 0.6 mo faster than no FIGHT (4.8 mo)  ·  43% of paths whole by 9 mo (vs 23% without)  ·  ~16.3 challenges expected  ·  median CC cash $25,775
🛡 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)
30%
Flat exit net (mid-life)
-$749
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$104 @ 91% POP
89% 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: $4.52/sh now → $3.20 mid-life (likely $3.48–$5.86)≈ $0 at expiry  |  you banked $1.95/sh, so a flat mid-life exit nets -$1.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 910 simulated challenges: the $85 strike is typically first touched on day 2 of 4, at $87 (overshoots $2.01). 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)~$8524 Jul 20269d left+$1.85/sh+$1,110
cycle +$2,280
[+$560…+$1,177] · 92% credit
70%
surv 52%
-$36,312 NOT
cap gain +$5,466
Reliable up-and-out (highest cap still free ≥60%)~$9131 Jul 202616d left+$1.00/sh+$598
cycle +$1,768
[-$299…+$559] · 61% credit
78%
surv 69%
-$33,017 NOT
cap gain +$8,761
Max even-money escape in the band~$9331 Jul 202616d left+$0.35/sh+$210
cycle +$1,380
[-$767…+$154] · 33% credit
80%
surv 73%
-$32,162 NOT
cap gain +$9,616
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)~$8924 Jul 20269d left+$0.02/sh+$12
cycle +$1,182
[-$804…-$31] · 23% credit
77%
surv 67%
-$34,846 NOT
cap gain +$6,932
Safety roll (pay small debit, max POP)~$10431 Jul 202616d left-$1.80/sh-$1,082
cycle +$88
[-$2,407…-$1,217]
91%
surv 89%
-$26,617 NOT
cap gain +$15,161
budget: banked $1,170 debit $1,082 (93% used ≈ 0.5 wk of income) → whole cycle still +$88 cash · rolled 6 ct earn ≈ $1,568/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$8,775/mo
vs 50% target ($4,377/mo)+100%
vs normal income ($8,755/mo)100% covered
Net income (after hedge)$8,512/mo
Downside budget
⚠ $85 is $62 below CC-SS $147.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,062
… as % of IC ($15,930)226.4%
… as % of ML ($69,930)51.6%
Recovery months (at normal income)4.1 mo
Surgical close (6 ct)$-41,799
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.49/sh (~25% of the $1.95 collected) or spot ≥ $86.98 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $85)); NOT the premium you collected. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $84.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$84-86.98
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
≥ $86.98
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$85.00 (≤1σ, normal week)$1,170$-37,422+$4,356+$1,164
+2.5%$87.12 (1.1σ)$-105$-37,376+$4,402-$111
+5%$89.25 (1.4σ)$-1,380$-37,331+$4,448-$1,386
SS (= V-bounce)$141.55 (9.3σ)$-32,760$-36,201+$5,577-$31,836
V-BOUNCE STRESS (stock → CC-SS $147.05, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$41,758
− CC assignment net of premium (6 × $85): -$36,062
Total Position P&L @ SS: $-36,082 (+$5,696 vs today)
Do-nothing baseline at SS: $-4,246 (this trade vs do-nothing: $-31,836, the opportunity cost of earning $8,775/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$30,744, position total $-36,273 (+$5,505 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on RKLB are the tiebreakers.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $1,201/mo

🎯 Engine pick: sell 6 × $87 (primary), 75% survival, breach 25%, $4,418/mo.
⚖️ Worth a safer step: the $90 rung (33% normal) lifts survival to 82% (breach 25% → 18%) for $1,527/mo less (35% 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 $79.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $11424 Jul11d42.7%99%3%$100$273-$4,145$16,426
Sell 5 × $114 42.7% OTM over spot $79.88 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
+$241
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.1-5.7] median  ·  32% of paths whole by 9 mo (vs 31% without)  ·  ~0.3 challenges expected  ·  median CC cash $-589
🛡 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)
-$2,919
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$115 @ 71% POP
56% 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: $8.54/sh now → $6.04 mid-life → ≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$5.84/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+$0.52/sh+$262
cycle +$362
70%
surv 52%
-$20,203 NOT
cap gain +$21,575
Up-and-out for even (raise the cap, free)~$11431 Jul 202612d left+$0.48/sh+$241
cycle +$341
70%
surv 53%
-$20,146 NOT
cap gain +$21,632
Max even-money escape in the band~$11431 Jul 202612d left+$0.48/sh+$241
cycle +$341
70%
surv 53%
-$20,146 NOT
cap gain +$21,632
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11531 Jul 202612d left-$0.03/sh-$16
cycle +$84
71%
surv 56%
-$19,782 NOT
cap gain +$21,996
budget: banked $100 debit $16 (16% used ≈ 0.3 wk of income) → whole cycle still +$84 cash · rolled 5 ct earn ≈ $7,506/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$273/mo
vs 50% target ($4,377/mo)-94%
vs normal income ($8,755/mo)3% covered
Net income (after hedge)$11/mo
Downside budget
⚠ $114 is $33 below CC-SS $147.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,426
… as % of IC ($15,930)103.1%
… as % of ML ($69,930)23.5%
Recovery months (at normal income)1.9 mo
Surgical close (5 ct)$-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. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$114.00 (3.1σ)$100$-20,465+$21,313+$95
+2.5%$116.85 (3.4σ)$-1,325$-20,118+$21,660-$1,330
+5%$119.70 (3.6σ)$-2,750$-19,772+$22,006-$2,755
SS (= V-bounce)$141.55 (5.6σ)$-13,675$-17,270+$24,508-$12,905
V-BOUNCE STRESS (stock → CC-SS $147.05, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$41,758
− CC assignment net of premium (5 × $114): -$16,426
− Conservative CC assignment net of premium (1 × $140): -$704
Total Position P&L @ SS: $-17,151 (+$24,627 vs today)
Do-nothing baseline at SS: $-4,246 (this trade vs do-nothing: $-12,905, the opportunity cost of earning $273/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,995, position total $-17,523 (+$24,255 vs today)
🛡 safe yield6 × $9624 Jul11d20.2%91%19%$594$1,620-$2,798$30,038
Sell 6 × $96 20.2% OTM over spot $79.88 24 Jul 2026 (11d, $1.17 mid)
= $594 credit for the 11d cycle → $1,620/mo projected
Survival (stays ≤ $96)
91%
Breach risk
9%
POP (stays ≤ $97.17)
92%
EV / mo
+$1,068
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.4 mo [3.1-5.8] median, 0.1 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)  ·  ~3.0 challenges expected  ·  median CC cash $5,834
🛡 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)
-$2,457
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$100 @ 75% POP
65% 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: $7.19/sh now → $5.08 mid-life (likely $4.23–$7.38)≈ $0 at expiry  |  you banked $0.99/sh, so a flat mid-life exit nets -$4.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 377 simulated challenges: the $96 strike is typically first touched on day 8 of 11, at $98 (overshoots $2.47). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9631 Jul 202612d left+$1.19/sh+$716
cycle +$1,310
[+$466…+$1,205] · 95% credit
70%
surv 53%
-$30,445 NOT
cap gain +$11,333
Up-and-out for even (raise the cap, free)~$9731 Jul 202612d left+$0.64/sh+$384
cycle +$978
[+$72…+$779] · 79% credit
72%
surv 56%
-$30,077 NOT
cap gain +$11,701
Max even-money escape in the band~$9731 Jul 202612d left+$0.64/sh+$384
cycle +$978
[+$72…+$779] · 79% credit
72%
surv 56%
-$30,077 NOT
cap gain +$11,701
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10031 Jul 202612d left-$0.98/sh-$588
cycle +$6
[-$1,160…-$232] · 17% credit
75%
surv 65%
-$29,185 NOT
cap gain +$12,593
budget: banked $594 debit $588 (99% used ≈ 1.6 wk of income) → whole cycle still +$6 cash · rolled 6 ct earn ≈ $6,156/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$1,620/mo
vs 50% target ($4,377/mo)-63%
vs normal income ($8,755/mo)19% covered
Net income (after hedge)$1,357/mo
Downside budget
⚠ $96 is $51 below CC-SS $147.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,038
… as % of IC ($15,930)188.6%
… as % of ML ($69,930)43.0%
Recovery months (at normal income)3.4 mo
Surgical close (6 ct)$-41,883
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.25/sh (~25% of the $0.99 collected) or spot ≥ $97.17 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $96)); NOT the premium you collected. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $95.04Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$95-97.17
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $97.17
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$96.00 (1.5σ)$594$-31,161+$10,617+$588
+2.5%$98.40 (1.7σ)$-846$-31,109+$10,669-$852
+5%$100.80 (1.9σ)$-2,286$-31,057+$10,721-$2,292
SS (= V-bounce)$141.55 (5.6σ)$-26,736$-30,177+$11,601-$25,812
V-BOUNCE STRESS (stock → CC-SS $147.05, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$41,758
− CC assignment net of premium (6 × $96): -$30,038
Total Position P&L @ SS: $-30,058 (+$11,720 vs today)
Do-nothing baseline at SS: $-4,246 (this trade vs do-nothing: $-25,812, the opportunity cost of earning $1,620/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$24,720, position total $-30,249 (+$11,529 vs today)
33% normal ← lean5 × $9024 Jul11d12.7%82%38%$1,060$2,891-$1,527$27,466
Sell 5 × $90 12.7% OTM over spot $79.88 24 Jul 2026 (11d, $2.18 mid)
= $1,060 credit for the 11d cycle → $2,891/mo projected
Survival (stays ≤ $90)
82%
Breach risk
18%
POP (stays ≤ $92.18)
86%
EV / mo
+$1,708
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.8-5.2] median, 0.2 mo faster than no FIGHT (4.0 mo)  ·  29% of paths whole by 9 mo (vs 24% without)  ·  ~6.4 challenges expected  ·  median CC cash $8,921
🛡 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)
-$1,323
Free roll-up
+$1/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 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: $6.74/sh now → $4.77 mid-life (likely $4.73–$7.22)≈ $0 at expiry  |  you banked $2.12/sh, so a flat mid-life exit nets -$2.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 820 simulated challenges: the $90 strike is typically first touched on day 6 of 11, at $92 (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 (5 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+$677
cycle +$1,737
[+$376…+$845] · 96% credit
70%
surv 53%
-$33,746 NOT
cap gain +$8,032
Up-and-out for even (raise the cap, free)~$9131 Jul 202612d left+$0.80/sh+$401
cycle +$1,461
[+$63…+$530] · 80% credit
72%
surv 56%
-$33,323 NOT
cap gain +$8,455
Max even-money escape in the band~$9131 Jul 202612d left+$0.80/sh+$401
cycle +$1,461
[+$63…+$530] · 80% credit
72%
surv 56%
-$33,323 NOT
cap gain +$8,455
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-$1.83/sh-$916
cycle +$144
[-$1,539…-$924] · 0% credit
81%
surv 75%
-$30,289 NOT
cap gain +$11,489
budget: banked $1,060 debit $916 (86% used ≈ 1.4 wk of income) → whole cycle still +$144 cash · rolled 5 ct earn ≈ $3,668/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,891/mo
vs 50% target ($4,377/mo)-34%
vs normal income ($8,755/mo)33% covered
Net income (after hedge)$2,629/mo
Downside budget
⚠ $90 is $57 below CC-SS $147.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,466
… as % of IC ($15,930)172.4%
… as % of ML ($69,930)39.3%
Recovery months (at normal income)3.1 mo
Surgical close (5 ct)$-34,845
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. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $89.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$89-92.18
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (≤1σ, normal week)$1,060$-34,423+$7,355+$1,055
+2.5%$92.25 (1.1σ)$-65$-34,150+$7,628-$70
+5%$94.50 (1.3σ)$-1,190$-33,876+$7,902-$1,195
SS (= V-bounce)$141.55 (5.6σ)$-24,715$-28,310+$13,468-$23,945
V-BOUNCE STRESS (stock → CC-SS $147.05, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$41,758
− CC assignment net of premium (5 × $90): -$27,466
− Conservative CC assignment net of premium (1 × $140): -$704
Total Position P&L @ SS: $-28,191 (+$13,587 vs today)
Do-nothing baseline at SS: $-4,246 (this trade vs do-nothing: $-23,945, the opportunity cost of earning $2,891/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,035, position total $-28,563 (+$13,215 vs today)
🎯 50% normal6 × $8724 Jul11d8.9%75%43%$1,620$4,418$34,412
Sell 6 × $87 8.9% OTM over spot $79.88 24 Jul 2026 (11d, $2.88 mid)
= $1,620 credit for the 11d cycle → $4,418/mo projected
Survival (stays ≤ $87)
75%
Breach risk
25%
POP (stays ≤ $89.88)
82%
EV / mo
+$2,171
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.7-5.5] median, 0.3 mo faster than no FIGHT (4.2 mo)  ·  36% of paths whole by 9 mo (vs 28% without)  ·  ~9.5 challenges expected  ·  median CC cash $12,144
🛡 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)
-$1,145
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$98 @ 85% POP
81% 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: $6.51/sh now → $4.61 mid-life (likely $4.96–$7.35)≈ $0 at expiry  |  you banked $2.70/sh, so a flat mid-life exit nets -$1.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,280 simulated challenges: the $87 strike is typically first touched on day 5 of 11, at $89 (overshoots $2.09). 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)~$8731 Jul 202612d left+$1.42/sh+$853
cycle +$2,473
[+$428…+$922] · 96% credit
70%
surv 53%
-$34,876 NOT
cap gain +$6,902
Up-and-out for even (raise the cap, free)~$8831 Jul 202612d left+$0.87/sh+$522
cycle +$2,142
[+$58…+$552] · 80% credit
72%
surv 56%
-$34,508 NOT
cap gain +$7,270
Max even-money escape in the band~$8831 Jul 202612d left+$0.87/sh+$522
cycle +$2,142
[+$58…+$552] · 80% credit
72%
surv 56%
-$34,508 NOT
cap gain +$7,270
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-$2.50/sh-$1,502
cycle +$118
[-$2,461…-$1,661]
85%
surv 81%
-$30,316 NOT
cap gain +$11,462
budget: banked $1,620 debit $1,502 (93% used ≈ 1.5 wk of income) → whole cycle still +$118 cash · rolled 6 ct earn ≈ $3,155/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$4,418/mo
vs 50% target ($4,377/mo)+1%
vs normal income ($8,755/mo)50% covered
Net income (after hedge)$4,155/mo
Downside budget
⚠ $87 is $60 below CC-SS $147.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,412
… as % of IC ($15,930)216.0%
… as % of ML ($69,930)49.2%
Recovery months (at normal income)3.9 mo
Surgical close (6 ct)$-41,883
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.68/sh (~25% of the $2.70 collected) or spot ≥ $89.88 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $87)); NOT the premium you collected. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $86.13Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$86-89.88
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
≥ $89.88
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$87.00 (≤1σ, normal week)$1,620$-35,729+$6,049+$1,614
+2.5%$89.17 (≤1σ, normal week)$315$-35,682+$6,096+$309
+5%$91.35 (1.0σ)$-990$-35,635+$6,143-$996
SS (= V-bounce)$141.55 (5.6σ)$-31,110$-34,551+$7,227-$30,186
V-BOUNCE STRESS (stock → CC-SS $147.05, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$41,758
− CC assignment net of premium (6 × $87): -$34,412
Total Position P&L @ SS: $-34,432 (+$7,346 vs today)
Do-nothing baseline at SS: $-4,246 (this trade vs do-nothing: $-30,186, the opportunity cost of earning $4,418/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,094, position total $-34,623 (+$7,155 vs today)
100% normal6 × $8024 Jul11d0.2%53%99%$3,210$8,755+$4,336$37,022
Sell 6 × $80 0.2% OTM over spot $79.88 24 Jul 2026 (11d, $5.62 mid)
= $3,210 credit for the 11d cycle → $8,755/mo projected
Survival (stays ≤ $80)
53%
Breach risk
47%
POP (stays ≤ $85.62)
72%
EV / mo
+$2,750
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.7-6.0] median, 0.1 mo faster than no FIGHT (4.0 mo)  ·  36% of paths whole by 9 mo (vs 25% without)  ·  ~35.5 challenges expected  ·  median CC cash $15,491
🛡 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)
82%
Flat exit net (mid-life)
+$668
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$96 @ 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.99/sh now → $4.24 mid-life (likely $6.02–$8.26)≈ $0 at expiry  |  you banked $5.35/sh, so a flat mid-life exit nets +$1.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,452 simulated challenges: the $80 strike is typically first touched on day 2 of 11, at $82 (overshoots $2.40). 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)~$8031 Jul 202612d left+$1.55/sh+$931
cycle +$4,141
[+$335…+$608] · 95% credit
71%
surv 53%
-$37,559 NOT
cap gain +$4,219
Reliable up-and-out (highest cap still free ≥60%)~$8131 Jul 202612d left+$1.00/sh+$600
cycle +$3,810
[-$56…+$267] · 70% credit
72%
surv 57%
-$37,191 NOT
cap gain +$4,587
Up-and-out for even (raise the cap, free)~$8331 Jul 202612d left+$0.10/sh+$58
cycle +$3,268
[-$717…-$298] · 5% credit
75%
surv 63%
-$36,490 NOT
cap gain +$5,288
Max even-money escape in the band~$8331 Jul 202612d left+$0.10/sh+$58
cycle +$3,268
[-$717…-$298] · 5% credit
75%
surv 63%
-$36,490 NOT
cap gain +$5,288
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9631 Jul 202612d left-$3.15/sh-$1,891
cycle +$1,319
[-$3,483…-$2,550]
91%
surv 90%
-$30,358 NOT
cap gain +$11,420
budget: banked $3,210 debit $1,891 (59% used ≈ 0.9 wk of income) → whole cycle still +$1,319 cash · rolled 6 ct earn ≈ $1,627/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$8,755/mo
vs 50% target ($4,377/mo)+100%
vs normal income ($8,755/mo)100% covered
Net income (after hedge)$8,491/mo
Downside budget
⚠ $80 is $67 below CC-SS $147.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,022
… as % of IC ($15,930)232.4%
… as % of ML ($69,930)52.9%
Recovery months (at normal income)4.2 mo
Surgical close (6 ct)$-41,943
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.34/sh (~25% of the $5.35 collected) or spot ≥ $85.62 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $80)); NOT the premium you collected. Momentum override: two daily closes above $114.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $79.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-85.62
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
≥ $85.62
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$80.00 (≤1σ, normal week)$3,210$-38,490+$3,288+$3,204
+2.5%$82.00 (≤1σ, normal week)$2,010$-38,447+$3,331+$2,004
+5%$84.00 (≤1σ, normal week)$810$-38,404+$3,374+$804
SS (= V-bounce)$141.55 (5.6σ)$-33,720$-37,161+$4,617-$32,796
V-BOUNCE STRESS (stock → CC-SS $147.05, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$41,758
− CC assignment net of premium (6 × $80): -$37,022
Total Position P&L @ SS: $-37,042 (+$4,736 vs today)
Do-nothing baseline at SS: $-4,246 (this trade vs do-nothing: $-32,796, the opportunity cost of earning $8,755/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,704, position total $-37,233 (+$4,545 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: +$41,758 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,246

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$88.504d17 Jul 2026$1.066/6$4,770$4,50790%92%+$3,901-$34,496216.5%$-34,516 (vs do-nothing $-30,270)
$87.504d17 Jul 2026$1.265/6$4,725$4,46387%91%+$3,721-$29,146183.0%$-29,871 (vs do-nothing $-25,625)
$86.504d17 Jul 2026$1.474/6$4,410$4,15084%89%+$3,308-$23,633148.4%$-25,062 (vs do-nothing $-20,816)
$854d17 Jul 2026$1.953/6$4,388$4,12979%86%+$3,084-$18,031113.2%$-20,164 (vs do-nothing $-15,918)
$8711d24 Jul 2026$2.706/6$4,418$4,15575%82%+$2,171-$34,412216.0%$-34,432 (vs do-nothing $-30,186)
$8611d24 Jul 2026$2.956/6$4,827$4,56473%81%+$2,218-$34,862218.8%$-34,882 (vs do-nothing $-30,636)
$83.504d17 Jul 2026$2.323/6$5,220$4,96272%83%+$3,221-$18,370115.3%$-20,503 (vs do-nothing $-16,257)
$8511d24 Jul 2026$3.505/6$4,773$4,51170%79%+$2,255-$29,276183.8%$-30,001 (vs do-nothing $-25,755)
$8618d31 Jul 2026$4.406/6$4,400$4,13769%78%+$1,684-$33,992213.4%$-34,012 (vs do-nothing $-29,766)
$82.504d17 Jul 2026$2.783/6$6,255$5,99767%81%+$3,641-$18,532116.3%$-20,665 (vs do-nothing $-16,419)
$8411d24 Jul 2026$3.605/6$4,909$4,64767%77%+$2,001-$29,726186.6%$-30,451 (vs do-nothing $-26,205)
$8518d31 Jul 2026$4.756/6$4,750$4,48767%77%+$1,736-$34,382215.8%$-34,402 (vs do-nothing $-30,156)
$8418d31 Jul 2026$4.756/6$4,750$4,48764%76%+$1,411-$34,982219.6%$-35,002 (vs do-nothing $-30,756)
Show 13 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$8311d24 Jul 2026$3.905/6$5,318$5,05764%76%+$1,970-$30,076188.8%$-30,801 (vs do-nothing $-26,555)
$8318d31 Jul 2026$5.505/6$4,583$4,32262%75%+$1,507-$29,276183.8%$-30,001 (vs do-nothing $-25,755)
$81.504d17 Jul 2026$3.152/6$4,725$4,46861%78%+$2,478-$12,48178.3%$-15,318 (vs do-nothing $-11,072)
$8211d24 Jul 2026$4.554/6$4,964$4,70460%75%+$1,890-$24,201151.9%$-25,630 (vs do-nothing $-21,384)
$8218d31 Jul 2026$5.405/6$4,500$4,23859%73%+$1,103-$29,826187.2%$-30,551 (vs do-nothing $-26,305)
$8111d24 Jul 2026$5.004/6$5,455$5,19557%73%+$1,940-$24,421153.3%$-25,850 (vs do-nothing $-21,604)
$8118d31 Jul 2026$6.405/6$5,333$5,07257%72%+$1,591-$29,826187.2%$-30,551 (vs do-nothing $-26,305)
$8018d31 Jul 2026$6.904/6$4,600$4,34054%71%+$1,308-$24,061151.0%$-25,490 (vs do-nothing $-21,244)
$8011d24 Jul 2026$5.353/6$4,377$4,11953%72%+$1,375-$18,511116.2%$-20,644 (vs do-nothing $-16,398)
$804d17 Jul 2026$3.952/6$5,925$5,66852%75%+$2,726-$12,62179.2%$-15,458 (vs do-nothing $-11,212)
$7918d31 Jul 2026$7.204/6$4,800$4,54051%71%+$1,187-$24,341152.8%$-25,770 (vs do-nothing $-21,524)
$7911d24 Jul 2026$5.903/6$4,827$4,56950%70%+$1,422-$18,646117.0%$-20,779 (vs do-nothing $-16,533)
$794d17 Jul 2026$4.452/6$6,675$6,41846%75%+$2,704-$12,72179.9%$-15,558 (vs do-nothing $-11,312)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 6 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-13 19:06