FORTRESS FIGHT: RKLB @ $79.77

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

GENERATED2026-07-14 21:38

RKLB @ $79.77   UNDERWATER $61.79 (43.6% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $148.41  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $115 exp 2028-01-21 (entry $75.947/sh)
SP: $135 exp 2028-01-21 (entry $49.982/sh)
HP: $45 exp 2026-09-18 (entry $0.597/sh)

Economics

Max Loss$69,930(ND $26.55 + SW $90) x 600
Normal income ref$6,300/mo95% ann ROI on ML
Hedge rolling cost$325/mo
Unrealized P&L$-42,711fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,150/mo
HEDGE COVER
$325/mo
NORMAL INCOME
$6,300/mo (ATM CC, chain)
IC VELOCITY
2.5 mo to earn back $15,930
ML VELOCITY
11.1 mo to earn back $69,930
Deep drawdown confirmed: a CC at CC-SS $148.41 (probe: $140C 17d) brings only $11/mo (<20% of normal), 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)
$42,711
was $42,711 · 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 38 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 37 · %B 22 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $137.99 (+73%) · daily UBB $111.86 · 1-wk expected move ±$10 (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 / 3d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($3,150/mo); it brings $3,360/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 × $85/3d for $7,140/mo, but breach risk rises to 23% (+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 6 × $100/3d (99% survival, $360/mo).
Downside anchor: the primary mortgages $35,611 (224% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 5.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-42,759 and cuts bleed by $325/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 (3d) · sell 6 × $88.50, 88% survival, $3,360/mo (E[net] $1,270/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 · 3d6 × $88.5088%$3,360$1,270
NEXT FRIDAY24 Jul 2026 · 10d6 × $8979%$3,204$725

📅 THIS FRIDAY · 17 Jul 2026 · 3d · E[net] $1,270/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $88.50 (primary), 88% survival, breach 12%, $3,360/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 91% (breach 12% → 9%) for $840/mo less (25% income) buys safety you do not really need here.
RKLB  spot $79.77 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $10017 Jul3d25.4%99%3%$36$360-$3,000$29,011
Sell 6 × $100 25.4% OTM over spot $79.77 17 Jul 2026 (3d, $0.07 mid)
= $36 credit for the 3d cycle → $360/mo projected
Survival (stays ≤ $100)
99%
Breach risk
1%
POP (stays ≤ $100.08)
99%
EV / mo
+$263
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.5-4.5] median, 0.1 mo faster than no FIGHT (2.7 mo)  ·  36% of paths whole by 9 mo (vs 35% without)  ·  ~1.1 challenges expected  ·  median CC cash $-271
🛡 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)
-$1,679
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$110 @ 79% POP
74% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.04/sh now → $2.86 mid-life → ≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$2.80/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10024 Jul 20268d left+$2.03/sh+$1,218
cycle +$1,254
68%
surv 52%
-$28,891 NOT
cap gain +$13,820
Up-and-out for even (raise the cap, free)~$10524 Jul 20268d left+$0.04/sh+$25
cycle +$61
76%
surv 69%
-$26,833 NOT
cap gain +$15,878
Max even-money escape in the band~$11031 Jul 202616d left+$0.12/sh+$69
cycle +$105
79%
surv 74%
-$23,684 NOT
cap gain +$19,027
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$360/mo
vs 50% target ($3,150/mo)-89%
vs normal income ($6,300/mo)6% covered
Net income (after hedge)$35/mo
Downside budget
⚠ $100 is $48 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,011
… as % of IC ($15,930)182.1%
… as % of ML ($69,930)41.5%
Recovery months (at normal income)4.6 mo
Surgical close (6 ct)$-42,720
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $100.08 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $100)); NOT the premium you collected. Momentum override: two daily closes above $111.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $99.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$99-100.08
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
≥ $100.08
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$100.00 (3.1σ)$36$-30,109+$12,602+$30
+2.5%$102.50 (3.4σ)$-1,464$-30,057+$12,654-$1,470
+5%$105.00 (3.8σ)$-2,964$-30,004+$12,707-$2,970
SS (= V-bounce)$141.55 (9.3σ)$-24,894$-29,237+$13,474-$23,970
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,711
+ Fortress recovery (un-capped): +$42,629
− CC assignment net of premium (6 × $100): -$29,011
Total Position P&L @ SS: $-29,092 (+$13,619 vs today)
Do-nothing baseline at SS: $-5,122 (this trade vs do-nothing: $-23,970, the opportunity cost of earning $360/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$22,758, position total $-29,311 (+$13,400 vs today)
33% normal5 × $9017 Jul3d12.8%91%18%$210$2,100-$1,260$28,996
Sell 5 × $90 12.8% OTM over spot $79.77 17 Jul 2026 (3d, $0.45 mid)
= $210 credit for the 3d cycle → $2,100/mo projected
Survival (stays ≤ $90)
91%
Breach risk
9%
POP (stays ≤ $90.45)
92%
EV / mo
+$1,157
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [1.9-5.8] median, 0.1 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  35% of paths whole by 9 mo (vs 29% without)  ·  ~8.3 challenges expected  ·  median CC cash $6,613
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$1,077
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$102 @ 82% POP
79% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.64/sh now → $2.57 mid-life (likely $2.43–$4.49)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$2.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 322 simulated challenges: the $90 strike is typically first touched on day 2 of 3, at $93 (overshoots $2.51). 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)~$9024 Jul 20268d left+$2.10/sh+$1,049
cycle +$1,259
[+$869…+$1,212] · 97% credit
68%
surv 53%
-$35,095 NOT
cap gain +$7,616
Reliable up-and-out (highest cap still free ≥60%)~$9731 Jul 202616d left+$0.64/sh+$321
cycle +$531
[-$176…+$450] · 66% credit
76%
surv 70%
-$31,330 NOT
cap gain +$11,381
Up-and-out for even (raise the cap, free)~$9524 Jul 20268d left+$0.13/sh+$65
cycle +$275
[-$357…+$167] · 44% credit
77%
surv 69%
-$32,828 NOT
cap gain +$9,883
Max even-money escape in the band~$10031 Jul 202616d left+$0.17/sh+$87
cycle +$297
[-$463…+$200] · 43% credit
80%
surv 75%
-$29,701 NOT
cap gain +$13,010
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-$0.26/sh-$128
cycle +$82
[-$734…-$30] · 22% credit
82%
surv 79%
-$28,674 NOT
cap gain +$14,037
budget: banked $210 debit $128 (61% used ≈ 0.3 wk of income) → whole cycle still +$82 cash · rolled 5 ct earn ≈ $2,173/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$2,100/mo
vs 50% target ($3,150/mo)-33%
vs normal income ($6,300/mo)33% covered
Net income (after hedge)$1,777/mo
Downside budget
⚠ $90 is $58 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,996
… as % of IC ($15,930)182.0%
… as % of ML ($69,930)41.5%
Recovery months (at normal income)4.6 mo
Surgical close (5 ct)$-35,607
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.42 collected) or spot ≥ $90.45 (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 $111.86 (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
$89-90.45
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
≥ $90.45
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (1.5σ)$210$-36,144+$6,567+$205
+2.5%$92.25 (1.9σ)$-915$-35,872+$6,839-$920
+5%$94.50 (2.2σ)$-2,040$-35,600+$7,111-$2,045
SS (= V-bounce)$141.55 (9.3σ)$-25,565$-30,062+$12,649-$24,795
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,711
+ Fortress recovery (un-capped): +$42,629
− CC assignment net of premium (5 × $90): -$28,996
− Conservative CC assignment net of premium (1 × $140): -$840
Total Position P&L @ SS: $-29,917 (+$12,794 vs today)
Do-nothing baseline at SS: $-5,122 (this trade vs do-nothing: $-24,795, the opportunity cost of earning $2,100/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,785, position total $-30,337 (+$12,374 vs today)
🛡 safe yield6 × $9017 Jul3d12.8%91%18%$252$2,520-$840$34,795
Sell 6 × $90 12.8% OTM over spot $79.77 17 Jul 2026 (3d, $0.45 mid)
= $252 credit for the 3d cycle → $2,520/mo projected
Survival (stays ≤ $90)
91%
Breach risk
9%
POP (stays ≤ $90.45)
92%
EV / mo
+$1,388
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.4-5.5] median, 0.2 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  37% of paths whole by 9 mo (vs 30% without)  ·  ~8.4 challenges expected  ·  median CC cash $8,852
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$1,292
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$102 @ 82% POP
79% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.64/sh now → $2.57 mid-life (likely $2.50–$4.94)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$2.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 328 simulated challenges: the $90 strike is typically first touched on day 2 of 3, at $93 (overshoots $2.72). 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 20268d left+$2.10/sh+$1,259
cycle +$1,511
[+$998…+$1,451] · 98% credit
68%
surv 53%
-$34,844 NOT
cap gain +$7,867
Reliable up-and-out (highest cap still free ≥60%)~$9731 Jul 202616d left+$0.64/sh+$385
cycle +$637
[-$365…+$519] · 61% credit
76%
surv 70%
-$31,225 NOT
cap gain +$11,486
Up-and-out for even (raise the cap, free)~$9524 Jul 20268d left+$0.13/sh+$78
cycle +$330
[-$574…+$185] · 42% credit
77%
surv 69%
-$32,774 NOT
cap gain +$9,937
Max even-money escape in the band~$10031 Jul 202616d left+$0.17/sh+$104
cycle +$356
[-$723…+$218] · 41% credit
80%
surv 75%
-$29,643 NOT
cap gain +$13,068
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-$0.26/sh-$153
cycle +$99
[-$1,064…-$55] · 21% credit
82%
surv 79%
-$28,658 NOT
cap gain +$14,053
budget: banked $252 debit $153 (61% used ≈ 0.3 wk of income) → whole cycle still +$99 cash · rolled 6 ct earn ≈ $2,608/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$2,520/mo
vs 50% target ($3,150/mo)-20%
vs normal income ($6,300/mo)40% covered
Net income (after hedge)$2,195/mo
Downside budget
⚠ $90 is $58 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,795
… as % of IC ($15,930)218.4%
… as % of ML ($69,930)49.8%
Recovery months (at normal income)5.5 mo
Surgical close (6 ct)$-42,729
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.42 collected) or spot ≥ $90.45 (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 $111.86 (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
$89-90.45
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
≥ $90.45
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (1.5σ)$252$-36,103+$6,608+$246
+2.5%$92.25 (1.9σ)$-1,098$-36,056+$6,655-$1,104
+5%$94.50 (2.2σ)$-2,448$-36,009+$6,702-$2,454
SS (= V-bounce)$141.55 (9.3σ)$-30,678$-35,021+$7,690-$29,754
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,711
+ Fortress recovery (un-capped): +$42,629
− CC assignment net of premium (6 × $90): -$34,795
Total Position P&L @ SS: $-34,876 (+$7,835 vs today)
Do-nothing baseline at SS: $-5,122 (this trade vs do-nothing: $-29,754, the opportunity cost of earning $2,520/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,542, position total $-35,095 (+$7,616 vs today)
🎯 50% normal6 × $88.5017 Jul3d11.0%88%14%$336$3,360$35,611
Sell 6 × $88.50 11.0% OTM over spot $79.77 17 Jul 2026 (3d, $0.64 mid)
= $336 credit for the 3d cycle → $3,360/mo projected
Survival (stays ≤ $88.50)
88%
Breach risk
12%
POP (stays ≤ $89.14)
89%
EV / mo
+$1,637
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.8-5.7] median, 0.1 mo faster than no FIGHT (3.0 mo)  ·  38% of paths whole by 9 mo (vs 31% without)  ·  ~11.0 challenges expected  ·  median CC cash $11,222
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$1,182
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$102 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.58/sh now → $2.53 mid-life (likely $2.33–$4.49)≈ $0 at expiry  |  you banked $0.56/sh, so a flat mid-life exit nets -$1.97/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 413 simulated challenges: the $88 strike is typically first touched on day 2 of 3, at $91 (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)~$8824 Jul 20268d left+$2.10/sh+$1,262
cycle +$1,598
[+$1,037…+$1,451] · 98% credit
68%
surv 53%
-$35,689 NOT
cap gain +$7,022
Reliable up-and-out (highest cap still free ≥60%)~$9631 Jul 202616d left+$0.64/sh+$387
cycle +$723
[-$197…+$551] · 63% credit
76%
surv 70%
-$32,071 NOT
cap gain +$10,640
Up-and-out for even (raise the cap, free)~$9424 Jul 20268d left+$0.14/sh+$83
cycle +$419
[-$420…+$218] · 45% credit
77%
surv 69%
-$33,616 NOT
cap gain +$9,095
Max even-money escape in the band~$9931 Jul 202616d left+$0.18/sh+$106
cycle +$442
[-$532…+$253] · 44% credit
80%
surv 76%
-$30,488 NOT
cap gain +$12,223
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-$313
cycle +$23
[-$1,074…-$184] · 11% credit
83%
surv 80%
-$29,045 NOT
cap gain +$13,666
budget: banked $336 debit $313 (93% used ≈ 0.4 wk of income) → whole cycle still +$23 cash · rolled 6 ct earn ≈ $2,259/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$3,360/mo
vs 50% target ($3,150/mo)+7%
vs normal income ($6,300/mo)53% covered
Net income (after hedge)$3,035/mo
Downside budget
⚠ $88.50 is $60 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,611
… as % of IC ($15,930)223.5%
… as % of ML ($69,930)50.9%
Recovery months (at normal income)5.7 mo
Surgical close (6 ct)$-42,759
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.56 collected) or spot ≥ $89.14 (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 $111.86 (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
$88-89.14
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $89.14
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$88.50 (1.3σ)$336$-36,951+$5,760+$330
+2.5%$90.71 (1.7σ)$-991$-36,904+$5,807-$997
+5%$92.92 (2.0σ)$-2,319$-36,858+$5,853-$2,325
SS (= V-bounce)$141.55 (9.3σ)$-31,494$-35,837+$6,874-$30,570
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,711
+ Fortress recovery (un-capped): +$42,629
− CC assignment net of premium (6 × $88.50): -$35,611
Total Position P&L @ SS: $-35,692 (+$7,019 vs today)
Do-nothing baseline at SS: $-5,122 (this trade vs do-nothing: $-30,570, the opportunity cost of earning $3,360/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,358, position total $-35,911 (+$6,800 vs today)
100% normal6 × $8517 Jul3d6.6%77%47%$714$7,140+$3,780$37,333
Sell 6 × $85 6.6% OTM over spot $79.77 17 Jul 2026 (3d, $1.23 mid)
= $714 credit for the 3d cycle → $7,140/mo projected
Survival (stays ≤ $85)
77%
Breach risk
23%
POP (stays ≤ $86.23)
82%
EV / mo
+$2,709
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.3-5.9] median, 0.3 mo faster than no FIGHT (4.0 mo)  ·  45% of paths whole by 9 mo (vs 30% without)  ·  ~21.7 challenges expected  ·  median CC cash $19,306
🛡 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)
-$744
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$102 @ 88% POP
86% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.44/sh now → $2.43 mid-life (likely $2.75–$4.91)≈ $0 at expiry  |  you banked $1.19/sh, so a flat mid-life exit nets -$1.24/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 3, at $88 (overshoots $2.53). 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 20268d left+$2.11/sh+$1,265
cycle +$1,979
[+$925…+$1,376] · 98% credit
68%
surv 53%
-$37,481 NOT
cap gain +$5,230
Reliable up-and-out (highest cap still free ≥60%)~$9131 Jul 202616d left+$0.90/sh+$538
cycle +$1,252
[-$221…+$535] · 65% credit
75%
surv 68%
-$34,336 NOT
cap gain +$8,375
Up-and-out for even (raise the cap, free)~$9024 Jul 20268d left+$0.15/sh+$93
cycle +$807
[-$581…+$74] · 29% credit
77%
surv 70%
-$35,402 NOT
cap gain +$7,309
Max even-money escape in the band~$9531 Jul 202616d left+$0.18/sh+$108
cycle +$822
[-$758…+$63] · 27% credit
80%
surv 76%
-$32,282 NOT
cap gain +$10,429
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-$1.08/sh-$648
cycle +$66
[-$1,770…-$767]
88%
surv 86%
-$28,691 NOT
cap gain +$14,020
budget: banked $714 debit $648 (91% used ≈ 0.4 wk of income) → whole cycle still +$66 cash · rolled 6 ct earn ≈ $1,520/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,140/mo
vs 50% target ($3,150/mo)+127%
vs normal income ($6,300/mo)113% covered
Net income (after hedge)$6,815/mo
Downside budget
⚠ $85 is $63 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,333
… as % of IC ($15,930)234.4%
… as % of ML ($69,930)53.4%
Recovery months (at normal income)5.9 mo
Surgical close (6 ct)$-42,735
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.30/sh (~25% of the $1.19 collected) or spot ≥ $86.23 (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 $111.86 (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
$84-86.23
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
≥ $86.23
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$85.00 (≤1σ, normal week)$714$-38,746+$3,965+$708
+2.5%$87.12 (1.1σ)$-561$-38,701+$4,010-$567
+5%$89.25 (1.4σ)$-1,836$-38,657+$4,054-$1,842
SS (= V-bounce)$141.55 (9.3σ)$-33,216$-37,559+$5,152-$32,292
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,711
+ Fortress recovery (un-capped): +$42,629
− CC assignment net of premium (6 × $85): -$37,333
Total Position P&L @ SS: $-37,414 (+$5,297 vs today)
Do-nothing baseline at SS: $-5,122 (this trade vs do-nothing: $-32,292, the opportunity cost of earning $7,140/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,080, position total $-37,633 (+$5,078 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 · 10d · E[net] $725/mo

🎯 Engine pick: sell 6 × $89 (primary), 79% survival, breach 21%, $3,204/mo.
⚖️ Worth a safer step: the $92 rung (33% normal) lifts survival to 85% (breach 21% → 15%) for $972/mo less (30% 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 $92 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $79.77 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $10424 Jul10d30.4%97%7%$130$390-$2,814$22,076
Sell 5 × $104 30.4% OTM over spot $79.77 24 Jul 2026 (10d, $0.56 mid)
= $130 credit for the 10d cycle → $390/mo projected
Survival (stays ≤ $104)
97%
Breach risk
3%
POP (stays ≤ $104.56)
97%
EV / mo
+$263
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.1-5.8] median, 0.1 mo SLOWER than no FIGHT (3.8 mo): roll costs eat the credits at this rung  ·  27% of paths whole by 9 mo (vs 26% without)  ·  ~1.2 challenges expected  ·  median CC cash $-156
🛡 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)
5%
Flat exit net (mid-life)
-$2,230
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$105 @ 69% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.67/sh now → $4.72 mid-life (likely $3.58–$6.33)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$4.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 146 simulated challenges: the $104 strike is typically first touched on day 8 of 10, at $107 (overshoots $3.06). 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)~$10431 Jul 202612d left+$1.00/sh+$501
cycle +$631
[+$454…+$960] · 99% credit
67%
surv 53%
-$27,029 NOT
cap gain +$15,682
Up-and-out for even (raise the cap, free)~$10531 Jul 202612d left+$0.56/sh+$282
cycle +$412
[+$192…+$707] · 87% credit
69%
surv 56%
-$26,481 NOT
cap gain +$16,230
Max even-money escape in the band~$10531 Jul 202612d left+$0.56/sh+$282
cycle +$412
[+$192…+$707] · 87% credit
69%
surv 56%
-$26,481 NOT
cap gain +$16,230
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$390/mo
vs 50% target ($3,150/mo)-88%
vs normal income ($6,300/mo)6% covered
Net income (after hedge)$67/mo
Downside budget
⚠ $104 is $44 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,076
… as % of IC ($15,930)138.6%
… as % of ML ($69,930)31.6%
Recovery months (at normal income)3.5 mo
Surgical close (5 ct)$-35,745
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $104.56 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $104)); NOT the premium you collected. Momentum override: two daily closes above $111.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $102.96Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$103-104.56
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $104.56
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$104.00 (2.0σ)$130$-27,530+$15,181+$125
+2.5%$106.60 (2.2σ)$-1,170$-27,215+$15,496-$1,175
+5%$109.20 (2.4σ)$-2,470$-26,901+$15,810-$2,475
SS (= V-bounce)$141.55 (5.1σ)$-18,645$-23,142+$19,569-$17,875
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,711
+ Fortress recovery (un-capped): +$42,629
− CC assignment net of premium (5 × $104): -$22,076
− Conservative CC assignment net of premium (1 × $140): -$840
Total Position P&L @ SS: $-22,997 (+$19,714 vs today)
Do-nothing baseline at SS: $-5,122 (this trade vs do-nothing: $-17,875, the opportunity cost of earning $390/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$16,865, position total $-23,417 (+$19,294 vs today)
🛡 safe yield6 × $10024 Jul10d25.4%94%12%$234$702-$2,502$28,813
Sell 6 × $100 25.4% OTM over spot $79.77 24 Jul 2026 (10d, $0.49 mid)
= $234 credit for the 10d cycle → $702/mo projected
Survival (stays ≤ $100)
94%
Breach risk
6%
POP (stays ≤ $100.50)
95%
EV / mo
+$371
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.2-6.3] median, 0.2 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  27% of paths whole by 9 mo (vs 24% without)  ·  ~2.0 challenges expected  ·  median CC cash $1,083
🛡 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)
-$2,489
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$101 @ 69% POP
56% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.41/sh now → $4.54 mid-life (likely $3.68–$5.96)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$4.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 255 simulated challenges: the $100 strike is typically first touched on day 7 of 10, at $103 (overshoots $2.74). 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)~$10031 Jul 202612d left+$1.10/sh+$662
cycle +$896
[+$571…+$1,175] · 97% credit
67%
surv 53%
-$29,249 NOT
cap gain +$13,462
Up-and-out for even (raise the cap, free)~$10131 Jul 202612d left+$0.66/sh+$399
cycle +$633
[+$258…+$865] · 91% credit
69%
surv 56%
-$28,746 NOT
cap gain +$13,965
Max even-money escape in the band~$10131 Jul 202612d left+$0.66/sh+$399
cycle +$633
[+$258…+$865] · 91% credit
69%
surv 56%
-$28,746 NOT
cap gain +$13,965
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$702/mo
vs 50% target ($3,150/mo)-78%
vs normal income ($6,300/mo)11% covered
Net income (after hedge)$377/mo
Downside budget
⚠ $100 is $48 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,813
… as % of IC ($15,930)180.9%
… as % of ML ($69,930)41.2%
Recovery months (at normal income)4.6 mo
Surgical close (6 ct)$-42,774
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $100.50 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $100)); NOT the premium you collected. Momentum override: two daily closes above $111.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $99.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$99-100.50
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
≥ $100.50
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$100.00 (1.7σ)$234$-29,911+$12,800+$228
+2.5%$102.50 (1.9σ)$-1,266$-29,859+$12,852-$1,272
+5%$105.00 (2.1σ)$-2,766$-29,806+$12,905-$2,772
SS (= V-bounce)$141.55 (5.1σ)$-24,696$-29,039+$13,672-$23,772
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,711
+ Fortress recovery (un-capped): +$42,629
− CC assignment net of premium (6 × $100): -$28,813
Total Position P&L @ SS: $-28,894 (+$13,817 vs today)
Do-nothing baseline at SS: $-5,122 (this trade vs do-nothing: $-23,772, the opportunity cost of earning $702/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$22,560, position total $-29,113 (+$13,598 vs today)
33% normal ← lean6 × $9224 Jul10d15.3%85%32%$744$2,232-$972$33,103
Sell 6 × $92 15.3% OTM over spot $79.77 24 Jul 2026 (10d, $1.32 mid)
= $744 credit for the 10d cycle → $2,232/mo projected
Survival (stays ≤ $92)
85%
Breach risk
15%
POP (stays ≤ $93.33)
87%
EV / mo
+$891
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.7-6.5] median, 0.2 mo SLOWER than no FIGHT (3.8 mo): roll costs eat the credits at this rung  ·  33% of paths whole by 9 mo (vs 25% without)  ·  ~6.0 challenges expected  ·  median CC cash $6,355
🛡 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)
24%
Flat exit net (mid-life)
-$1,761
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$97 @ 74% POP
67% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.90/sh now → $4.17 mid-life (likely $3.98–$6.36)≈ $0 at expiry  |  you banked $1.24/sh, so a flat mid-life exit nets -$2.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 716 simulated challenges: the $92 strike is typically first touched on day 6 of 10, at $95 (overshoots $2.51). 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)~$9231 Jul 202612d left+$1.27/sh+$763
cycle +$1,507
[+$493…+$1,001] · 99% credit
67%
surv 53%
-$33,607 NOT
cap gain +$9,104
Reliable up-and-out (highest cap still free ≥60%)~$9331 Jul 202612d left+$0.83/sh+$498
cycle +$1,242
[+$197…+$687] · 91% credit
69%
surv 56%
-$33,104 NOT
cap gain +$9,607
Up-and-out for even (raise the cap, free)~$9431 Jul 202612d left+$0.12/sh+$70
cycle +$814
[-$338…+$228] · 41% credit
70%
surv 59%
-$32,911 NOT
cap gain +$9,800
Max even-money escape in the band~$9431 Jul 202612d left+$0.12/sh+$70
cycle +$814
[-$338…+$228] · 41% credit
70%
surv 59%
-$32,911 NOT
cap gain +$9,800
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9731 Jul 202612d left-$0.92/sh-$555
cycle +$189
[-$1,100…-$452] · 10% credit
74%
surv 67%
-$31,673 NOT
cap gain +$11,038
budget: banked $744 debit $555 (75% used ≈ 1.1 wk of income) → whole cycle still +$189 cash · rolled 6 ct earn ≈ $4,875/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$2,232/mo
vs 50% target ($3,150/mo)-29%
vs normal income ($6,300/mo)35% covered
Net income (after hedge)$1,907/mo
Downside budget
⚠ $92 is $56 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,103
… as % of IC ($15,930)207.8%
… as % of ML ($69,930)47.3%
Recovery months (at normal income)5.3 mo
Surgical close (6 ct)$-42,762
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.31/sh (~25% of the $1.24 collected) or spot ≥ $93.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $92)); NOT the premium you collected. Momentum override: two daily closes above $111.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $91.08Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$91-93.33
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
≥ $93.33
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$92.00 (1.0σ)$744$-34,369+$8,342+$738
+2.5%$94.30 (1.2σ)$-636$-34,321+$8,390-$642
+5%$96.60 (1.4σ)$-2,016$-34,272+$8,439-$2,022
SS (= V-bounce)$141.55 (5.1σ)$-28,986$-33,329+$9,382-$28,062
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,711
+ Fortress recovery (un-capped): +$42,629
− CC assignment net of premium (6 × $92): -$33,103
Total Position P&L @ SS: $-33,184 (+$9,527 vs today)
Do-nothing baseline at SS: $-5,122 (this trade vs do-nothing: $-28,062, the opportunity cost of earning $2,232/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,850, position total $-33,403 (+$9,308 vs today)
🎯 50% normal6 × $8924 Jul10d11.6%79%34%$1,068$3,204$34,579
Sell 6 × $89 11.6% OTM over spot $79.77 24 Jul 2026 (10d, $1.88 mid)
= $1,068 credit for the 10d cycle → $3,204/mo projected
Survival (stays ≤ $89)
79%
Breach risk
21%
POP (stays ≤ $90.88)
82%
EV / mo
+$1,013
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.5-5.8] median, 0.1 mo SLOWER than no FIGHT (3.7 mo): roll costs eat the credits at this rung  ·  31% of paths whole by 9 mo (vs 25% without)  ·  ~8.3 challenges expected  ·  median CC cash $7,877
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
34%
Flat exit net (mid-life)
-$1,355
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$98 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.71/sh now → $4.04 mid-life (likely $4.22–$6.49)≈ $0 at expiry  |  you banked $1.78/sh, so a flat mid-life exit nets -$2.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,023 simulated challenges: the $89 strike is typically first touched on day 5 of 10, at $92 (overshoots $2.66). 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)~$8931 Jul 202612d left+$1.32/sh+$793
cycle +$1,861
[+$469…+$903] · 98% credit
67%
surv 53%
-$35,115 NOT
cap gain +$7,596
Reliable up-and-out (highest cap still free ≥60%)~$9031 Jul 202612d left+$0.88/sh+$529
cycle +$1,597
[+$177…+$616] · 90% credit
69%
surv 57%
-$34,612 NOT
cap gain +$8,099
Up-and-out for even (raise the cap, free)~$9131 Jul 202612d left+$0.17/sh+$104
cycle +$1,172
[-$368…+$140] · 36% credit
70%
surv 59%
-$34,416 NOT
cap gain +$8,295
Max even-money escape in the band~$9131 Jul 202612d left+$0.17/sh+$104
cycle +$1,172
[-$368…+$140] · 36% credit
70%
surv 59%
-$34,416 NOT
cap gain +$8,295
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-$1.76/sh-$1,056
cycle +$12
[-$1,817…-$1,121]
80%
surv 76%
-$31,229 NOT
cap gain +$11,482
budget: banked $1,068 debit $1,056 (99% used ≈ 1.4 wk of income) → whole cycle still +$12 cash · rolled 6 ct earn ≈ $3,419/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$3,204/mo
vs 50% target ($3,150/mo)+2%
vs normal income ($6,300/mo)51% covered
Net income (after hedge)$2,879/mo
Downside budget
⚠ $89 is $59 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,579
… as % of IC ($15,930)217.1%
… as % of ML ($69,930)49.4%
Recovery months (at normal income)5.5 mo
Surgical close (6 ct)$-42,768
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.45/sh (~25% of the $1.78 collected) or spot ≥ $90.88 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $89)); NOT the premium you collected. Momentum override: two daily closes above $111.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $88.11Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$88-90.88
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
≥ $90.88
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$89.00 (≤1σ, normal week)$1,068$-35,908+$6,803+$1,062
+2.5%$91.22 (≤1σ, normal week)$-267$-35,861+$6,850-$273
+5%$93.45 (1.1σ)$-1,602$-35,815+$6,896-$1,608
SS (= V-bounce)$141.55 (5.1σ)$-30,462$-34,805+$7,906-$29,538
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,711
+ Fortress recovery (un-capped): +$42,629
− CC assignment net of premium (6 × $89): -$34,579
Total Position P&L @ SS: $-34,660 (+$8,051 vs today)
Do-nothing baseline at SS: $-5,122 (this trade vs do-nothing: $-29,538, the opportunity cost of earning $3,204/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,326, position total $-34,879 (+$7,832 vs today)
100% normal6 × $8224 Jul10d2.8%60%84%$2,280$6,840+$3,636$37,567
Sell 6 × $82 2.8% OTM over spot $79.77 24 Jul 2026 (10d, $4.05 mid)
= $2,280 credit for the 10d cycle → $6,840/mo projected
Survival (stays ≤ $82)
60%
Breach risk
40%
POP (stays ≤ $86.05)
72%
EV / mo
+$1,200
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.5-5.8] median, 0.1 mo faster than no FIGHT (4.0 mo)  ·  38% of paths whole by 9 mo (vs 30% without)  ·  ~23.0 challenges expected  ·  median CC cash $12,700
🛡 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)
68%
Flat exit net (mid-life)
+$47
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$99 @ 90% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.26/sh now → $3.72 mid-life (likely $5.04–$6.89)≈ $0 at expiry  |  you banked $3.80/sh, so a flat mid-life exit nets +$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,032 simulated challenges: the $82 strike is typically first touched on day 3 of 10, at $85 (overshoots $2.51). 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)~$8231 Jul 202612d left+$1.42/sh+$851
cycle +$3,131
[+$410…+$638] · 99% credit
67%
surv 53%
-$38,192 NOT
cap gain +$4,519
Reliable up-and-out (highest cap still free ≥60%)~$8331 Jul 202612d left+$0.98/sh+$585
cycle +$2,865
[+$112…+$357] · 86% credit
69%
surv 57%
-$37,691 NOT
cap gain +$5,020
Up-and-out for even (raise the cap, free)~$8431 Jul 202612d left+$0.29/sh+$171
cycle +$2,451
[-$448…-$107] · 16% credit
70%
surv 60%
-$37,484 NOT
cap gain +$5,227
Max even-money escape in the band~$8431 Jul 202612d left+$0.29/sh+$171
cycle +$2,451
[-$448…-$107] · 16% credit
70%
surv 60%
-$37,484 NOT
cap gain +$5,227
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9931 Jul 202612d left-$2.86/sh-$1,716
cycle +$564
[-$3,037…-$2,236]
90%
surv 89%
-$30,056 NOT
cap gain +$12,655
budget: banked $2,280 debit $1,716 (75% used ≈ 1.1 wk of income) → whole cycle still +$564 cash · rolled 6 ct earn ≈ $1,292/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$6,840/mo
vs 50% target ($3,150/mo)+117%
vs normal income ($6,300/mo)109% covered
Net income (after hedge)$6,515/mo
Downside budget
⚠ $82 is $66 below CC-SS $148.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,567
… as % of IC ($15,930)235.8%
… as % of ML ($69,930)53.7%
Recovery months (at normal income)6.0 mo
Surgical close (6 ct)$-42,861
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.95/sh (~25% of the $3.80 collected) or spot ≥ $86.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $82)); NOT the premium you collected. Momentum override: two daily closes above $111.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $81.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$81-86.05
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
≥ $86.05
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$82.00 (≤1σ, normal week)$2,280$-39,043+$3,668+$2,274
+2.5%$84.05 (≤1σ, normal week)$1,050$-39,000+$3,711+$1,044
+5%$86.10 (≤1σ, normal week)$-180$-38,957+$3,754-$186
SS (= V-bounce)$141.55 (5.1σ)$-33,450$-37,793+$4,918-$32,526
V-BOUNCE STRESS (stock → CC-SS $148.41, where you are whole again, by expiry)
Starting unrealized P&L: $-42,711
+ Fortress recovery (un-capped): +$42,629
− CC assignment net of premium (6 × $82): -$37,567
Total Position P&L @ SS: $-37,648 (+$5,063 vs today)
Do-nothing baseline at SS: $-5,122 (this trade vs do-nothing: $-32,526, the opportunity cost of earning $6,840/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,314, position total $-37,867 (+$4,844 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 (30 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (3 expiries scanned, 30 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: 1.035 (IBKR)  |  Recovery@SS: +$42,629 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,122

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$88.503d17 Jul 2026$0.566/6$3,360$3,03588%89%+$1,637-$35,611223.5%$-35,692 (vs do-nothing $-30,570)
$87.503d17 Jul 2026$0.705/6$3,500$3,17785%87%+$1,605-$30,106189.0%$-31,027 (vs do-nothing $-25,905)
$86.503d17 Jul 2026$0.904/6$3,600$3,27982%85%+$1,608-$24,405153.2%$-26,166 (vs do-nothing $-21,044)
$8910d24 Jul 2026$1.786/6$3,204$2,87979%82%+$1,013-$34,579217.1%$-34,660 (vs do-nothing $-29,538)
$853d17 Jul 2026$1.193/6$3,570$3,25177%82%+$1,354-$18,666117.2%$-21,268 (vs do-nothing $-16,146)
$8810d24 Jul 2026$1.966/6$3,528$3,20376%81%+$1,000-$35,071220.2%$-35,152 (vs do-nothing $-30,030)
$8710d24 Jul 2026$2.235/6$3,345$3,02274%79%+$920-$29,591185.8%$-30,512 (vs do-nothing $-25,390)
$8817d31 Jul 2026$3.006/6$3,176$2,85272%78%+$611-$34,447216.2%$-34,528 (vs do-nothing $-29,406)
$8610d24 Jul 2026$2.515/6$3,765$3,44272%78%+$980-$29,951188.0%$-30,872 (vs do-nothing $-25,750)
$83.503d17 Jul 2026$1.563/6$4,680$4,36171%78%+$1,458-$19,005119.3%$-21,607 (vs do-nothing $-16,485)
$8717d31 Jul 2026$3.156/6$3,335$3,01170%77%+$495-$34,957219.4%$-35,038 (vs do-nothing $-29,916)
$8510d24 Jul 2026$2.804/6$3,360$3,03969%76%+$808-$24,245152.2%$-26,006 (vs do-nothing $-20,884)
$8617d31 Jul 2026$3.406/6$3,600$3,27568%76%+$461-$35,407222.3%$-35,488 (vs do-nothing $-30,366)
Show 17 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$8517d31 Jul 2026$3.805/6$3,353$3,03066%75%+$466-$29,806187.1%$-30,727 (vs do-nothing $-25,605)
$82.503d17 Jul 2026$1.902/6$3,800$3,48366%75%+$1,076-$12,80280.4%$-16,244 (vs do-nothing $-11,122)
$8410d24 Jul 2026$3.004/6$3,600$3,27966%75%+$687-$24,565154.2%$-26,326 (vs do-nothing $-21,204)
$8417d31 Jul 2026$4.105/6$3,618$3,29564%73%+$437-$30,156189.3%$-31,077 (vs do-nothing $-25,955)
$8310d24 Jul 2026$3.454/6$4,140$3,81963%73%+$825-$24,785155.6%$-26,546 (vs do-nothing $-21,424)
$8317d31 Jul 2026$4.455/6$3,926$3,60462%72%+$428-$30,481191.3%$-31,402 (vs do-nothing $-26,280)
$81.503d17 Jul 2026$2.282/6$4,560$4,24361%72%+$1,144-$12,92681.1%$-16,368 (vs do-nothing $-11,246)
$8210d24 Jul 2026$3.803/6$3,420$3,10160%72%+$600-$18,783117.9%$-21,385 (vs do-nothing $-16,263)
$8217d31 Jul 2026$4.854/6$3,424$3,10359%71%+$351-$24,625154.6%$-26,386 (vs do-nothing $-21,264)
$8110d24 Jul 2026$4.303/6$3,870$3,55157%70%+$683-$18,933118.9%$-21,535 (vs do-nothing $-16,413)
$8117d31 Jul 2026$5.604/6$3,953$3,63257%70%+$586-$24,725155.2%$-26,486 (vs do-nothing $-21,364)
$8017d31 Jul 2026$5.953/6$3,150$2,83155%69%+$389-$18,738117.6%$-21,340 (vs do-nothing $-16,218)
$8010d24 Jul 2026$4.653/6$4,185$3,86654%68%+$597-$19,128120.1%$-21,730 (vs do-nothing $-16,608)
$803d17 Jul 2026$2.982/6$5,960$5,64353%69%+$1,267-$13,08682.1%$-16,528 (vs do-nothing $-11,406)
$7917d31 Jul 2026$6.253/6$3,309$2,99052%68%+$295-$18,948118.9%$-21,550 (vs do-nothing $-16,428)
$7910d24 Jul 2026$5.103/6$4,590$4,27150%67%+$566-$19,293121.1%$-21,895 (vs do-nothing $-16,773)
$793d17 Jul 2026$3.501/6$3,500$3,18448%66%+$644-$6,59141.4%$-10,873 (vs do-nothing $-5,751)

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  |  2026-07-14 21:38