FORTRESS FIGHT: RKLB @ $80.50

BE SS: $141.55  |  CC-SS: $148.48  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 19:31

RKLB @ $80.50   UNDERWATER $61.05 (43.1% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $148.48  |  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$7,936/mo95% ann ROI on ML
Hedge rolling cost$263/mo
Unrealized P&L$-41,778fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,968/mo
HEDGE COVER
$263/mo
NORMAL INCOME
$7,936/mo (ATM CC, chain)
IC VELOCITY
2.0 mo to earn back $15,930
ML VELOCITY
8.8 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $148.48 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 40 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 36 · %B 16 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $138.19 (+72%) · daily UBB $114.23 · 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: 5 contracts at $88.50 / 4d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($3,968/mo); it brings $3,975/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 24% (+12pp 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 $29,459 (185% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 3.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-34,838 and cuts bleed by $219/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 5 × $88.50, 88% survival, $3,975/mo (E[net] $2,415/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 · 4d5 × $88.5088%$3,975$2,415
NEXT FRIDAY24 Jul 2026 · 11d6 × $8876%$4,058$1,356

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $2,415/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $88.50 (primary), 88% survival, breach 12%, $3,975/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 92% (breach 12% → 8%) for $285/mo less (7% income) buys safety you do not really need here.
RKLB  spot $80.50 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $10517 Jul4d30.4%99+%1%$40$300-$3,675$21,699
Sell 5 × $105 30.4% OTM over spot $80.50 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
+$295
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.4-6.2] median, 0.2 mo faster than no FIGHT (4.1 mo)  ·  24% of paths whole by 9 mo (vs 24% without)  ·  ~0.2 challenges expected  ·  median CC cash $-1,794
🛡 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)
-$1,706
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$112 @ 78% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.94/sh now → $3.49 mid-life → ≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$3.41/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10524 Jul 20269d left+$1.68/sh+$839
cycle +$879
69%
surv 52%
-$27,668 NOT
cap gain +$14,110
Up-and-out for even (raise the cap, free)~$10824 Jul 20269d left+$0.08/sh+$42
cycle +$82
75%
surv 64%
-$26,575 NOT
cap gain +$15,203
Max even-money escape in the band~$11231 Jul 202616d left+$0.53/sh+$264
cycle +$304
78%
surv 70%
-$24,193 NOT
cap gain +$17,585
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$300/mo
vs 50% target ($3,968/mo)-92%
vs normal income ($7,936/mo)4% covered
Net income (after hedge)$38/mo
Downside budget
⚠ $105 is $43 below CC-SS $148.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,699
… as % of IC ($15,930)136.2%
… as % of ML ($69,930)31.0%
Recovery months (at normal income)2.7 mo
Surgical close (5 ct)$-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 $114.23 (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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (3.7σ)$40$-28,507+$13,271+$35
+2.5%$107.62 (4.0σ)$-1,272$-28,402+$13,376-$1,277
+5%$110.25 (4.4σ)$-2,585$-28,297+$13,481-$2,590
SS (= V-bounce)$141.55 (9.1σ)$-18,235$-27,200+$14,578-$17,465
V-BOUNCE STRESS (stock → CC-SS $148.48, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,708
− CC assignment net of premium (5 × $105): -$21,699
− Conservative CC assignment net of premium (1 × $140): -$847
Total Position P&L @ SS: $-27,616 (+$14,162 vs today)
Do-nothing baseline at SS: $-10,151 (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 $-27,179 (+$14,599 vs today)
33% normal5 × $9117 Jul4d13.0%93%14%$350$2,625-$1,350$28,389
Sell 5 × $91 13.0% OTM over spot $80.50 17 Jul 2026 (4d, $0.75 mid)
= $350 credit for the 4d cycle → $2,625/mo projected
Survival (stays ≤ $91)
93%
Breach risk
7%
POP (stays ≤ $91.75)
94%
EV / mo
+$2,216
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.3 mo [3.6-6.9] median, 0.3 mo SLOWER than no FIGHT (5.1 mo): roll costs eat the credits at this rung  ·  28% of paths whole by 9 mo (vs 18% without)  ·  ~5.1 challenges expected  ·  median CC cash $8,321
🛡 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)
-$1,164
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$102 @ 82% POP
77% 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: $4.28/sh now → $3.03 mid-life (likely $2.77–$5.20)≈ $0 at expiry  |  you banked $0.70/sh, so a flat mid-life exit nets -$2.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 232 simulated challenges: the $91 strike is typically first touched on day 3 of 4, at $93 (overshoots $2.18). 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)~$9124 Jul 20269d left+$1.92/sh+$959
cycle +$1,309
[+$703…+$1,201] · 94% credit
70%
surv 52%
-$34,798 NOT
cap gain +$6,980
Reliable up-and-out (highest cap still free ≥60%)~$9831 Jul 202616d left+$0.69/sh+$345
cycle +$695
[-$252…+$526] · 65% credit
78%
surv 71%
-$31,362 NOT
cap gain +$10,416
Up-and-out for even (raise the cap, free)~$9624 Jul 20269d left+$0.21/sh+$107
cycle +$457
[-$370…+$253] · 53% credit
77%
surv 68%
-$33,220 NOT
cap gain +$8,558
Max even-money escape in the band~$10031 Jul 202616d left+$0.14/sh+$70
cycle +$420
[-$591…+$235] · 44% credit
79%
surv 73%
-$31,097 NOT
cap gain +$10,681
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-$0.14/sh-$68
cycle +$282
[-$752…+$81] · 31% credit
82%
surv 77%
-$30,155 NOT
cap gain +$11,623
budget: banked $350 debit $68 (19% used ≈ 0.1 wk of income) → whole cycle still +$282 cash · rolled 5 ct earn ≈ $2,710/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$2,625/mo
vs 50% target ($3,968/mo)-34%
vs normal income ($7,936/mo)33% covered
Net income (after hedge)$2,363/mo
Downside budget
⚠ $91 is $57 below CC-SS $148.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,389
… as % of IC ($15,930)178.2%
… as % of ML ($69,930)40.6%
Recovery months (at normal income)3.6 mo
Surgical close (5 ct)$-34,840
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 $114.23 (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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$91.00 (1.6σ)$350$-35,757+$6,021+$345
+2.5%$93.27 (1.9σ)$-787$-35,666+$6,112-$792
+5%$95.55 (2.2σ)$-1,925$-35,575+$6,203-$1,930
SS (= V-bounce)$141.55 (9.1σ)$-24,925$-33,890+$7,888-$24,155
V-BOUNCE STRESS (stock → CC-SS $148.48, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,708
− CC assignment net of premium (5 × $91): -$28,389
− Conservative CC assignment net of premium (1 × $140): -$847
Total Position P&L @ SS: $-34,306 (+$7,472 vs today)
Do-nothing baseline at SS: $-10,151 (this trade vs do-nothing: $-24,155, the opportunity cost of earning $2,625/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,245, position total $-33,869 (+$7,909 vs today)
🛡 safe yield6 × $9017 Jul4d11.8%92%17%$492$3,690-$285$34,595
Sell 6 × $90 11.8% OTM over spot $80.50 17 Jul 2026 (4d, $0.86 mid)
= $492 credit for the 4d cycle → $3,690/mo projected
Survival (stays ≤ $90)
92%
Breach risk
8%
POP (stays ≤ $90.86)
93%
EV / mo
+$3,006
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.0 mo [3.3-6.8] median, 0.1 mo faster than no FIGHT (5.1 mo)  ·  31% of paths whole by 9 mo (vs 19% without)  ·  ~6.7 challenges expected  ·  median CC cash $12,746
🛡 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)
-$1,304
Free roll-up
+$4/wk
Safest escape (by 24 Jul 2026)
$98 @ 82% POP
77% 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: $4.23/sh now → $2.99 mid-life (likely $2.75–$4.80)≈ $0 at expiry  |  you banked $0.82/sh, so a flat mid-life exit nets -$2.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 303 simulated challenges: the $90 strike is typically first touched on day 3 of 4, at $92 (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)~$9024 Jul 20269d left+$1.93/sh+$1,158
cycle +$1,650
[+$900…+$1,442] · 96% credit
70%
surv 52%
-$34,998 NOT
cap gain +$6,780
Reliable up-and-out (highest cap still free ≥60%)~$9831 Jul 202616d left+$0.69/sh+$417
cycle +$909
[-$162…+$620] · 67% credit
78%
surv 71%
-$31,689 NOT
cap gain +$10,089
Up-and-out for even (raise the cap, free)~$9424 Jul 20269d left+$0.23/sh+$135
cycle +$627
[-$339…+$302] · 51% credit
77%
surv 68%
-$33,591 NOT
cap gain +$8,187
Max even-money escape in the band~$9831 Jul 202616d left+$0.15/sh+$89
cycle +$581
[-$554…+$275] · 44% credit
79%
surv 73%
-$31,477 NOT
cap gain +$10,301
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9824 Jul 20269d left-$0.77/sh-$464
cycle +$28
[-$1,092…-$356] · 4% credit
82%
surv 77%
-$32,570 NOT
cap gain +$9,208
budget: banked $492 debit $464 (94% used ≈ 0.5 wk of income) → whole cycle still +$28 cash · rolled 6 ct earn ≈ $4,440/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 ($3,968/mo)-7%
vs normal income ($7,936/mo)46% covered
Net income (after hedge)$3,427/mo
Downside budget
⚠ $90 is $58 below CC-SS $148.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,595
… as % of IC ($15,930)217.2%
… as % of ML ($69,930)49.5%
Recovery months (at normal income)4.4 mo
Surgical close (6 ct)$-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 $114.23 (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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (1.4σ)$492$-36,156+$5,622+$486
+2.5%$92.25 (1.8σ)$-858$-36,291+$5,487-$864
+5%$94.50 (2.1σ)$-2,208$-36,426+$5,352-$2,214
SS (= V-bounce)$141.55 (9.1σ)$-30,438$-39,249+$2,529-$29,514
V-BOUNCE STRESS (stock → CC-SS $148.48, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,708
− CC assignment net of premium (6 × $90): -$34,595
Total Position P&L @ SS: $-39,665 (+$2,113 vs today)
Do-nothing baseline at SS: $-10,151 (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 $-39,047 (+$2,731 vs today)
🎯 50% normal5 × $88.5017 Jul4d9.9%88%14%$530$3,975$29,459
Sell 5 × $88.50 9.9% OTM over spot $80.50 17 Jul 2026 (4d, $1.10 mid)
= $530 credit for the 4d cycle → $3,975/mo projected
Survival (stays ≤ $88.50)
88%
Breach risk
12%
POP (stays ≤ $89.61)
91%
EV / mo
+$3,047
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.7 mo [3.3-6.6] median, 0.1 mo faster than no FIGHT (4.9 mo)  ·  32% of paths whole by 9 mo (vs 18% without)  ·  ~9.5 challenges expected  ·  median CC cash $14,060
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$942
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$103 @ 86% POP
83% 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: $4.16/sh now → $2.94 mid-life (likely $2.73–$5.20)≈ $0 at expiry  |  you banked $1.06/sh, so a flat mid-life exit nets -$1.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 424 simulated challenges: the $88 strike is typically first touched on day 3 of 4, at $91 (overshoots $2.05). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 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+$1.95/sh+$973
cycle +$1,503
[+$670…+$1,192] · 96% credit
70%
surv 52%
-$35,954 NOT
cap gain +$5,824
Reliable up-and-out (highest cap still free ≥60%)~$9631 Jul 202616d left+$0.70/sh+$350
cycle +$880
[-$278…+$505] · 60% credit
79%
surv 72%
-$32,527 NOT
cap gain +$9,251
Up-and-out for even (raise the cap, free)~$9324 Jul 20269d left+$0.24/sh+$121
cycle +$651
[-$398…+$255] · 45% credit
78%
surv 68%
-$34,376 NOT
cap gain +$7,402
Max even-money escape in the band~$9731 Jul 202616d left+$0.16/sh+$79
cycle +$609
[-$619…+$223] · 37% credit
79%
surv 74%
-$32,258 NOT
cap gain +$9,520
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10331 Jul 202616d left-$1.03/sh-$514
cycle +$16
[-$1,364…-$400] · 3% credit
86%
surv 83%
-$29,611 NOT
cap gain +$12,167
budget: banked $530 debit $514 (97% used ≈ 0.6 wk of income) → whole cycle still +$16 cash · rolled 5 ct earn ≈ $1,796/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$3,975/mo
vs 50% target ($3,968/mo)+0%
vs normal income ($7,936/mo)50% covered
Net income (after hedge)$3,713/mo
Downside budget
⚠ $88.50 is $60 below CC-SS $148.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,459
… as % of IC ($15,930)184.9%
… as % of ML ($69,930)42.1%
Recovery months (at normal income)3.7 mo
Surgical close (5 ct)$-34,838
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 $114.23 (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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$88.50 (1.2σ)$530$-36,927+$4,851+$525
+2.5%$90.71 (1.5σ)$-576$-36,839+$4,940-$581
+5%$92.92 (1.9σ)$-1,682$-36,750+$5,028-$1,688
SS (= V-bounce)$141.55 (9.1σ)$-25,995$-34,960+$6,818-$25,225
V-BOUNCE STRESS (stock → CC-SS $148.48, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,708
− CC assignment net of premium (5 × $88.50): -$29,459
− Conservative CC assignment net of premium (1 × $140): -$847
Total Position P&L @ SS: $-35,376 (+$6,402 vs today)
Do-nothing baseline at SS: $-10,151 (this trade vs do-nothing: $-25,225, the opportunity cost of earning $3,975/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$24,315, position total $-34,939 (+$6,839 vs today)
100% normal6 × $8517 Jul4d5.6%76%49%$1,170$8,775+$4,800$36,917
Sell 6 × $85 5.6% OTM over spot $80.50 17 Jul 2026 (4d, $1.98 mid)
= $1,170 credit for the 4d cycle → $8,775/mo projected
Survival (stays ≤ $85)
76%
Breach risk
24%
POP (stays ≤ $86.98)
84%
EV / mo
+$5,576
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.5 mo [3.2-6.3] median, 0.5 mo faster than no FIGHT (5.0 mo)  ·  44% of paths whole by 9 mo (vs 20% without)  ·  ~19.1 challenges expected  ·  median CC cash $27,071
🛡 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)
35%
Flat exit net (mid-life)
-$526
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: $4.00/sh now → $2.83 mid-life (likely $3.16–$5.34)≈ $0 at expiry  |  you banked $1.95/sh, so a flat mid-life exit nets -$0.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,050 simulated challenges: the $85 strike is typically first touched on day 2 of 4, at $87 (overshoots $2.03). 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+$1.98/sh+$1,186
cycle +$2,356
[+$725…+$1,215] · 96% credit
70%
surv 52%
-$36,992 NOT
cap gain +$4,786
Reliable up-and-out (highest cap still free ≥60%)~$9231 Jul 202616d left+$1.05/sh+$633
cycle +$1,803
[-$181…+$577] · 67% credit
78%
surv 70%
-$34,035 NOT
cap gain +$7,743
Up-and-out for even (raise the cap, free)~$9024 Jul 20269d left+$0.27/sh+$163
cycle +$1,333
[-$529…+$101] · 32% credit
78%
surv 69%
-$35,585 NOT
cap gain +$6,193
Max even-money escape in the band~$9431 Jul 202616d left+$0.18/sh+$106
cycle +$1,276
[-$842…+$18] · 26% credit
80%
surv 74%
-$33,482 NOT
cap gain +$8,296
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10431 Jul 202616d left-$1.58/sh-$950
cycle +$220
[-$2,175…-$1,120]
91%
surv 89%
-$28,598 NOT
cap gain +$13,180
budget: banked $1,170 debit $950 (81% used ≈ 0.5 wk of income) → whole cycle still +$220 cash · rolled 6 ct earn ≈ $1,400/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 ($3,968/mo)+121%
vs normal income ($7,936/mo)111% covered
Net income (after hedge)$8,512/mo
Downside budget
⚠ $85 is $63 below CC-SS $148.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,917
… as % of IC ($15,930)231.7%
… as % of ML ($69,930)52.8%
Recovery months (at normal income)4.7 mo
Surgical close (6 ct)$-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 $114.23 (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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$85.00 (≤1σ, normal week)$1,170$-38,178+$3,600+$1,164
+2.5%$87.12 (≤1σ, normal week)$-105$-38,306+$3,472-$111
+5%$89.25 (1.3σ)$-1,380$-38,433+$3,345-$1,386
SS (= V-bounce)$141.55 (9.1σ)$-32,760$-41,571+$207-$31,836
V-BOUNCE STRESS (stock → CC-SS $148.48, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,708
− CC assignment net of premium (6 × $85): -$36,917
Total Position P&L @ SS: $-41,987 ($-209 vs today)
Do-nothing baseline at SS: $-10,151 (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 $-41,369 (+$409 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] $1,356/mo

🎯 Engine pick: sell 6 × $88 (primary), 76% survival, breach 24%, $4,058/mo.
⚖️ Worth a safer step: the $91 rung (33% normal) lifts survival to 82% (breach 24% → 18%) for $1,358/mo less (33% 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 $91 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $80.50 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $11424 Jul11d41.6%99%3%$100$273-$3,785$17,139
Sell 5 × $114 41.6% OTM over spot $80.50 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
+$235
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [2.5-6.0] median  ·  26% of paths whole by 9 mo (vs 25% without)  ·  ~0.4 challenges expected  ·  median CC cash $-326
🛡 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)
1%
Flat exit net (mid-life)
-$2,703
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$114 @ 70% POP
54% 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: $7.92/sh now → $5.61 mid-life → ≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$5.41/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11431 Jul 202612d left+$0.68/sh+$338
cycle +$438
69%
surv 52%
-$23,249 NOT
cap gain +$18,529
Up-and-out for even (raise the cap, free)~$11431 Jul 202612d left+$0.42/sh+$210
cycle +$310
70%
surv 54%
-$23,107 NOT
cap gain +$18,671
Max even-money escape in the band~$11431 Jul 202612d left+$0.42/sh+$210
cycle +$310
70%
surv 54%
-$23,107 NOT
cap gain +$18,671
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 ($3,968/mo)-93%
vs normal income ($7,936/mo)3% covered
Net income (after hedge)$11/mo
Downside budget
⚠ $114 is $34 below CC-SS $148.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,139
… as % of IC ($15,930)107.6%
… as % of ML ($69,930)24.5%
Recovery months (at normal income)2.2 mo
Surgical close (5 ct)$-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 $114.23 (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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$114.00 (3.0σ)$100$-23,587+$18,191+$95
+2.5%$116.85 (3.3σ)$-1,325$-23,473+$18,305-$1,330
+5%$119.70 (3.5σ)$-2,750$-23,359+$18,419-$2,755
SS (= V-bounce)$141.55 (5.5σ)$-13,675$-22,640+$19,138-$12,905
V-BOUNCE STRESS (stock → CC-SS $148.48, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,708
− CC assignment net of premium (5 × $114): -$17,139
− Conservative CC assignment net of premium (1 × $140): -$847
Total Position P&L @ SS: $-23,056 (+$18,722 vs today)
Do-nothing baseline at SS: $-10,151 (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 $-22,619 (+$19,159 vs today)
🛡 safe yield6 × $9824 Jul11d21.7%92%17%$534$1,456-$2,602$29,753
Sell 6 × $98 21.7% OTM over spot $80.50 24 Jul 2026 (11d, $1.33 mid)
= $534 credit for the 11d cycle → $1,456/mo projected
Survival (stays ≤ $98)
92%
Breach risk
8%
POP (stays ≤ $99.33)
93%
EV / mo
+$988
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.8 mo [3.0-6.4] median, 0.1 mo faster than no FIGHT (4.8 mo)  ·  27% of paths whole by 9 mo (vs 22% without)  ·  ~2.8 challenges expected  ·  median CC cash $5,493
🛡 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)
-$2,357
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$102 @ 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: $6.81/sh now → $4.82 mid-life (likely $3.91–$6.75)≈ $0 at expiry  |  you banked $0.89/sh, so a flat mid-life exit nets -$3.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 300 simulated challenges: the $98 strike is typically first touched on day 8 of 11, at $100 (overshoots $2.37). 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)~$9831 Jul 202612d left+$1.23/sh+$736
cycle +$1,270
[+$573…+$1,273] · 99% credit
70%
surv 53%
-$31,058 NOT
cap gain +$10,720
Reliable up-and-out (highest cap still free ≥60%)~$9831 Jul 202612d left+$0.97/sh+$583
cycle +$1,117
[+$406…+$1,102] · 96% credit
70%
surv 54%
-$30,941 NOT
cap gain +$10,837
Up-and-out for even (raise the cap, free)~$10031 Jul 202612d left+$0.05/sh+$33
cycle +$567
[-$277…+$441] · 55% credit
73%
surv 60%
-$30,411 NOT
cap gain +$11,367
Max even-money escape in the band~$10031 Jul 202612d left+$0.05/sh+$33
cycle +$567
[-$277…+$441] · 55% credit
73%
surv 60%
-$30,411 NOT
cap gain +$11,367
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 202612d left-$0.71/sh-$423
cycle +$111
[-$859…-$85] · 23% credit
75%
surv 65%
-$29,787 NOT
cap gain +$11,991
budget: banked $534 debit $423 (79% used ≈ 1.3 wk of income) → whole cycle still +$111 cash · rolled 6 ct earn ≈ $6,170/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$1,456/mo
vs 50% target ($3,968/mo)-63%
vs normal income ($7,936/mo)18% covered
Net income (after hedge)$1,193/mo
Downside budget
⚠ $98 is $50 below CC-SS $148.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,753
… as % of IC ($15,930)186.8%
… as % of ML ($69,930)42.5%
Recovery months (at normal income)3.7 mo
Surgical close (6 ct)$-42,042
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.22/sh (~25% of the $0.89 collected) or spot ≥ $99.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $98)); NOT the premium you collected. Momentum override: two daily closes above $114.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $97.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$97-99.33
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
≥ $99.33
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$98.00 (1.6σ)$534$-31,794+$9,984+$528
+2.5%$100.45 (1.8σ)$-936$-31,941+$9,837-$942
+5%$102.90 (2.0σ)$-2,406$-32,088+$9,690-$2,412
SS (= V-bounce)$141.55 (5.5σ)$-25,596$-34,407+$7,371-$24,672
V-BOUNCE STRESS (stock → CC-SS $148.48, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,708
− CC assignment net of premium (6 × $98): -$29,753
Total Position P&L @ SS: $-34,823 (+$6,955 vs today)
Do-nothing baseline at SS: $-10,151 (this trade vs do-nothing: $-24,672, the opportunity cost of earning $1,456/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,580, position total $-34,205 (+$7,573 vs today)
33% normal ← lean6 × $9124 Jul11d13.0%82%37%$990$2,700-$1,358$33,497
Sell 6 × $91 13.0% OTM over spot $80.50 24 Jul 2026 (11d, $1.93 mid)
= $990 credit for the 11d cycle → $2,700/mo projected
Survival (stays ≤ $91)
82%
Breach risk
18%
POP (stays ≤ $92.92)
86%
EV / mo
+$1,319
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.9-6.2] median, 0.3 mo SLOWER than no FIGHT (3.9 mo): roll costs eat the credits at this rung  ·  32% of paths whole by 9 mo (vs 25% without)  ·  ~6.3 challenges expected  ·  median CC cash $8,529
🛡 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)
26%
Flat exit net (mid-life)
-$1,695
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$98 @ 80% POP
73% 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: $6.33/sh now → $4.47 mid-life (likely $4.36–$6.78)≈ $0 at expiry  |  you banked $1.65/sh, so a flat mid-life exit nets -$2.82/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 789 simulated challenges: the $91 strike is typically first touched on day 6 of 11, at $93 (overshoots $2.20). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9131 Jul 202612d left+$1.40/sh+$840
cycle +$1,830
[+$537…+$1,050] · 99% credit
70%
surv 53%
-$34,278 NOT
cap gain +$7,500
Reliable up-and-out (highest cap still free ≥60%)~$9231 Jul 202612d left+$1.15/sh+$687
cycle +$1,677
[+$366…+$863] · 96% credit
70%
surv 54%
-$34,161 NOT
cap gain +$7,617
Up-and-out for even (raise the cap, free)~$9431 Jul 202612d left+$0.23/sh+$140
cycle +$1,130
[-$264…+$270] · 44% credit
73%
surv 60%
-$33,628 NOT
cap gain +$8,150
Max even-money escape in the band~$9431 Jul 202612d left+$0.23/sh+$140
cycle +$1,130
[-$264…+$270] · 44% credit
73%
surv 60%
-$33,628 NOT
cap gain +$8,150
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-$1.50/sh-$899
cycle +$91
[-$1,565…-$873] · 2% credit
80%
surv 73%
-$31,967 NOT
cap gain +$9,811
budget: banked $990 debit $899 (91% used ≈ 1.4 wk of income) → whole cycle still +$91 cash · rolled 6 ct earn ≈ $4,465/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$2,700/mo
vs 50% target ($3,968/mo)-32%
vs normal income ($7,936/mo)34% covered
Net income (after hedge)$2,437/mo
Downside budget
⚠ $91 is $57 below CC-SS $148.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,497
… as % of IC ($15,930)210.3%
… as % of ML ($69,930)47.9%
Recovery months (at normal income)4.2 mo
Surgical close (6 ct)$-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 < $0.41/sh (~25% of the $1.65 collected) or spot ≥ $92.92 (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 $114.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $90.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$90-92.92
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
≥ $92.92
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 (≤1σ, normal week)$990$-35,118+$6,660+$984
+2.5%$93.27 (1.1σ)$-375$-35,255+$6,524-$381
+5%$95.55 (1.4σ)$-1,740$-35,391+$6,387-$1,746
SS (= V-bounce)$141.55 (5.5σ)$-29,340$-38,151+$3,627-$28,416
V-BOUNCE STRESS (stock → CC-SS $148.48, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,708
− CC assignment net of premium (6 × $91): -$33,497
Total Position P&L @ SS: $-38,567 (+$3,211 vs today)
Do-nothing baseline at SS: $-10,151 (this trade vs do-nothing: $-28,416, the opportunity cost of earning $2,700/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,324, position total $-37,949 (+$3,829 vs today)
🎯 50% normal6 × $8824 Jul11d9.3%76%38%$1,488$4,058$34,799
Sell 6 × $88 9.3% OTM over spot $80.50 24 Jul 2026 (11d, $2.67 mid)
= $1,488 credit for the 11d cycle → $4,058/mo projected
Survival (stays ≤ $88)
76%
Breach risk
24%
POP (stays ≤ $90.67)
82%
EV / mo
+$1,885
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [2.8-6.8] median, 0.1 mo faster than no FIGHT (4.4 mo)  ·  33% of paths whole by 9 mo (vs 23% without)  ·  ~9.5 challenges expected  ·  median CC cash $11,307
🛡 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)
38%
Flat exit net (mid-life)
-$1,108
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$98 @ 84% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.12/sh now → $4.33 mid-life (likely $4.62–$6.82)≈ $0 at expiry  |  you banked $2.48/sh, so a flat mid-life exit nets -$1.85/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,145 simulated challenges: the $88 strike is typically first touched on day 5 of 11, at $90 (overshoots $2.13). 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)~$8831 Jul 202612d left+$1.46/sh+$878
cycle +$2,366
[+$518…+$968] · 99% credit
70%
surv 53%
-$35,362 NOT
cap gain +$6,416
Reliable up-and-out (highest cap still free ≥60%)~$8831 Jul 202612d left+$1.21/sh+$725
cycle +$2,213
[+$348…+$784] · 97% credit
70%
surv 54%
-$35,245 NOT
cap gain +$6,533
Up-and-out for even (raise the cap, free)~$9031 Jul 202612d left+$0.30/sh+$178
cycle +$1,666
[-$283…+$192] · 39% credit
73%
surv 60%
-$34,712 NOT
cap gain +$7,066
Max even-money escape in the band~$9031 Jul 202612d left+$0.30/sh+$178
cycle +$1,666
[-$283…+$192] · 39% credit
73%
surv 60%
-$34,712 NOT
cap gain +$7,066
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9831 Jul 202612d left-$2.18/sh-$1,311
cycle +$177
[-$2,147…-$1,443]
84%
surv 80%
-$31,881 NOT
cap gain +$9,897
budget: banked $1,488 debit $1,311 (88% used ≈ 1.4 wk of income) → whole cycle still +$177 cash · rolled 6 ct earn ≈ $3,214/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$4,058/mo
vs 50% target ($3,968/mo)+2%
vs normal income ($7,936/mo)51% covered
Net income (after hedge)$3,795/mo
Downside budget
⚠ $88 is $60 below CC-SS $148.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,799
… as % of IC ($15,930)218.4%
… as % of ML ($69,930)49.8%
Recovery months (at normal income)4.4 mo
Surgical close (6 ct)$-41,895
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.62/sh (~25% of the $2.48 collected) or spot ≥ $90.67 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $88)); NOT the premium you collected. Momentum override: two daily closes above $114.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $87.12Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$87-90.67
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $90.67
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$88.00 (≤1σ, normal week)$1,488$-36,240+$5,538+$1,482
+2.5%$90.20 (≤1σ, normal week)$168$-36,372+$5,406+$162
+5%$92.40 (1.1σ)$-1,152$-36,504+$5,274-$1,158
SS (= V-bounce)$141.55 (5.5σ)$-30,642$-39,453+$2,325-$29,718
V-BOUNCE STRESS (stock → CC-SS $148.48, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,708
− CC assignment net of premium (6 × $88): -$34,799
Total Position P&L @ SS: $-39,869 (+$1,909 vs today)
Do-nothing baseline at SS: $-10,151 (this trade vs do-nothing: $-29,718, the opportunity cost of earning $4,058/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,626, position total $-39,251 (+$2,527 vs today)
100% normal6 × $8124 Jul11d0.6%55%96%$3,000$8,182+$4,124$37,487
Sell 6 × $81 0.6% OTM over spot $80.50 24 Jul 2026 (11d, $5.15 mid)
= $3,000 credit for the 11d cycle → $8,182/mo projected
Survival (stays ≤ $81)
55%
Breach risk
45%
POP (stays ≤ $86.15)
71%
EV / mo
+$2,409
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [2.9-6.2] median, 0.1 mo faster than no FIGHT (4.5 mo)  ·  32% of paths whole by 9 mo (vs 23% without)  ·  ~32.8 challenges expected  ·  median CC cash $15,287
🛡 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)
80%
Flat exit net (mid-life)
+$610
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$98 @ 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: $5.63/sh now → $3.98 mid-life (likely $5.57–$7.61)≈ $0 at expiry  |  you banked $5.00/sh, so a flat mid-life exit nets +$1.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,390 simulated challenges: the $81 strike is typically first touched on day 2 of 11, at $83 (overshoots $2.33). 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)~$8131 Jul 202612d left+$1.58/sh+$948
cycle +$3,948
[+$447…+$669] · 98% credit
70%
surv 53%
-$37,560 NOT
cap gain +$4,218
Reliable up-and-out (highest cap still free ≥60%)~$8231 Jul 202612d left+$1.33/sh+$795
cycle +$3,795
[+$266…+$513] · 94% credit
70%
surv 55%
-$37,443 NOT
cap gain +$4,335
Up-and-out for even (raise the cap, free)~$8431 Jul 202612d left+$0.42/sh+$251
cycle +$3,251
[-$387…-$51] · 17% credit
73%
surv 61%
-$36,907 NOT
cap gain +$4,871
Max even-money escape in the band~$8431 Jul 202612d left+$0.42/sh+$251
cycle +$3,251
[-$387…-$51] · 17% credit
73%
surv 61%
-$36,907 NOT
cap gain +$4,871
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-$3.00/sh-$1,800
cycle +$1,200
[-$3,266…-$2,393]
91%
surv 90%
-$31,398 NOT
cap gain +$10,380
budget: banked $3,000 debit $1,800 (60% used ≈ 1.0 wk of income) → whole cycle still +$1,200 cash · rolled 6 ct earn ≈ $1,475/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$8,182/mo
vs 50% target ($3,968/mo)+106%
vs normal income ($7,936/mo)103% covered
Net income (after hedge)$7,919/mo
Downside budget
⚠ $81 is $67 below CC-SS $148.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,487
… as % of IC ($15,930)235.3%
… as % of ML ($69,930)53.6%
Recovery months (at normal income)4.7 mo
Surgical close (6 ct)$-41,868
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.25/sh (~25% of the $5.00 collected) or spot ≥ $86.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $81)); NOT the premium you collected. Momentum override: two daily closes above $114.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $80.19Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$80-86.15
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $86.15
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$81.00 (≤1σ, normal week)$3,000$-38,508+$3,270+$2,994
+2.5%$83.02 (≤1σ, normal week)$1,785$-38,630+$3,148+$1,779
+5%$85.05 (≤1σ, normal week)$570$-38,751+$3,027+$564
SS (= V-bounce)$141.55 (5.5σ)$-33,330$-42,141-$363-$32,406
V-BOUNCE STRESS (stock → CC-SS $148.48, where you are whole again, by expiry)
Starting unrealized P&L: $-41,778
+ Fortress recovery (un-capped): +$36,708
− CC assignment net of premium (6 × $81): -$37,487
Total Position P&L @ SS: $-42,557 ($-779 vs today)
Do-nothing baseline at SS: $-10,151 (this trade vs do-nothing: $-32,406, the opportunity cost of earning $8,182/mo FIGHT income now)
BB-reversion stress (→ $138.19 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,314, position total $-41,939 ($-161 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 (28 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 28 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: +$36,708 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-10,151

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$88.504d17 Jul 2026$1.065/6$3,975$3,71388%91%+$3,047-$29,459184.9%$-35,376 (vs do-nothing $-25,225)
$87.504d17 Jul 2026$1.265/6$4,725$4,46385%89%+$3,455-$29,859187.4%$-35,776 (vs do-nothing $-25,625)
$86.504d17 Jul 2026$1.474/6$4,410$4,15082%87%+$3,032-$24,203151.9%$-30,967 (vs do-nothing $-20,816)
$854d17 Jul 2026$1.953/6$4,388$4,12976%84%+$2,788-$18,458115.9%$-26,069 (vs do-nothing $-15,918)
$8811d24 Jul 2026$2.486/6$4,058$3,79576%82%+$1,885-$34,799218.4%$-39,869 (vs do-nothing $-29,718)
$8711d24 Jul 2026$2.706/6$4,418$4,15573%80%+$1,899-$35,267221.4%$-40,337 (vs do-nothing $-30,186)
$8611d24 Jul 2026$2.955/6$4,023$3,76171%80%+$1,595-$29,764186.8%$-35,681 (vs do-nothing $-25,530)
$8718d31 Jul 2026$4.106/6$4,100$3,83770%79%+$1,448-$34,427216.1%$-39,497 (vs do-nothing $-29,346)
$83.504d17 Jul 2026$2.323/6$5,220$4,96269%80%+$2,812-$18,797118.0%$-26,408 (vs do-nothing $-16,257)
$8511d24 Jul 2026$3.505/6$4,773$4,51168%77%+$1,972-$29,989188.3%$-35,906 (vs do-nothing $-25,755)
$8618d31 Jul 2026$4.406/6$4,400$4,13767%77%+$1,460-$34,847218.7%$-39,917 (vs do-nothing $-29,766)
$8518d31 Jul 2026$4.756/6$4,750$4,48765%75%+$1,495-$35,237221.2%$-40,307 (vs do-nothing $-30,156)
$8411d24 Jul 2026$3.605/6$4,909$4,64765%76%+$1,687-$30,439191.1%$-36,356 (vs do-nothing $-26,205)
Show 15 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$82.504d17 Jul 2026$2.782/6$4,170$3,91363%78%+$2,097-$12,64079.3%$-21,097 (vs do-nothing $-10,946)
$8418d31 Jul 2026$4.756/6$4,750$4,48763%75%+$1,152-$35,837225.0%$-40,907 (vs do-nothing $-30,756)
$8311d24 Jul 2026$3.904/6$4,255$3,99561%74%+$1,298-$24,631154.6%$-31,395 (vs do-nothing $-21,244)
$8318d31 Jul 2026$5.505/6$4,583$4,32260%73%+$1,275-$29,989188.3%$-35,906 (vs do-nothing $-25,755)
$8211d24 Jul 2026$4.554/6$4,964$4,70458%73%+$1,584-$24,771155.5%$-31,535 (vs do-nothing $-21,384)
$81.504d17 Jul 2026$3.152/6$4,725$4,46858%75%+$2,084-$12,76680.1%$-21,223 (vs do-nothing $-11,072)
$8218d31 Jul 2026$5.405/6$4,500$4,23858%72%+$856-$30,539191.7%$-36,456 (vs do-nothing $-26,305)
$8118d31 Jul 2026$6.404/6$4,267$4,00755%71%+$1,062-$24,431153.4%$-31,195 (vs do-nothing $-21,044)
$8111d24 Jul 2026$5.003/6$4,091$3,83355%71%+$1,205-$18,743117.7%$-26,354 (vs do-nothing $-16,203)
$8018d31 Jul 2026$6.904/6$4,600$4,34052%70%+$1,084-$24,631154.6%$-31,395 (vs do-nothing $-21,244)
$8011d24 Jul 2026$5.353/6$4,377$4,11951%70%+$1,103-$18,938118.9%$-26,549 (vs do-nothing $-16,398)
$7918d31 Jul 2026$7.204/6$4,800$4,54050%70%+$950-$24,911156.4%$-31,675 (vs do-nothing $-21,524)
$804d17 Jul 2026$3.952/6$5,925$5,66849%72%+$2,232-$12,90681.0%$-21,363 (vs do-nothing $-11,212)
$7911d24 Jul 2026$5.903/6$4,827$4,56947%68%+$1,128-$19,073119.7%$-26,684 (vs do-nothing $-16,533)
$794d17 Jul 2026$4.452/6$6,675$6,41842%72%+$2,142-$13,00681.6%$-21,463 (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 19:31