FORTRESS FIGHT: RKLB @ $78.72

BE SS: $141.55  |  CC-SS: $147.15  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-15 03:39

RKLB @ $78.72   UNDERWATER $62.83 (44.4% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $147.15  |  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$6,638/mo95% ann ROI on ML
Hedge rolling cost$330/mo
Unrealized P&L$-42,543fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,319/mo
HEDGE COVER
$330/mo
NORMAL INCOME
$6,638/mo (ATM CC, chain)
IC VELOCITY
2.4 mo to earn back $15,930
ML VELOCITY
10.5 mo to earn back $69,930
Deep drawdown confirmed: a CC at CC-SS $147.15 (probe: $150C 16d) 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)
$42,543
was $42,543 · 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 37 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 36 · %B 20 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $137.99 (+75%) · daily UBB $111.91 · 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 $87.50 / 2d. This is the safest strike (survival 94%, breach 6%) that still earns 50% of normal income ($3,319/mo); it brings $3,690/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 × $85/2d for $6,840/mo, but breach risk rises to 13% (+6pp 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 × $98/2d (99+% survival, $375/mo).
Downside anchor: the primary mortgages $35,543 (223% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 5.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-42,561 and cuts bleed by $330/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 (2d) · sell 6 × $87.50, 94% survival, $3,690/mo (E[net] $2,284/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 · 2d6 × $87.5094%$3,690$2,284
NEXT FRIDAY24 Jul 2026 · 9d6 × $8779%$3,540$890

📅 THIS FRIDAY · 17 Jul 2026 · 2d · E[net] $2,284/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $87.50 (primary), 94% survival, breach 6%, $3,690/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $88.50 rung (33% normal) lifts survival to 95% (breach 6% → 5%) for $1,215/mo less (33% income) buys safety you do not really need here.
RKLB  spot $78.72 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $9817 Jul2d24.5%99+%1%$25$375-$3,315$24,549
Sell 5 × $98 24.5% OTM over spot $78.72 17 Jul 2026 (2d, $0.06 mid)
= $25 credit for the 2d cycle → $375/mo projected
Survival (stays ≤ $98)
99+%
Breach risk
0%
POP (stays ≤ $98.06)
99+%
EV / mo
+$363
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.1-5.3] median  ·  37% of paths whole by 9 mo (vs 36% without)  ·  ~0.4 challenges expected  ·  median CC cash $-1,774
🛡 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)
-$1,274
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$109 @ 82% POP
78% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.67/sh now → $2.60 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$2.55/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)~$9824 Jul 20268d left+$2.24/sh+$1,122
cycle +$1,147
68%
surv 52%
-$29,452 NOT
cap gain +$13,091
Up-and-out for even (raise the cap, free)~$10324 Jul 20268d left+$0.13/sh+$65
cycle +$90
77%
surv 70%
-$27,239 NOT
cap gain +$15,304
Max even-money escape in the band~$10831 Jul 202615d left+$0.21/sh+$105
cycle +$130
81%
surv 76%
-$24,103 NOT
cap gain +$18,440
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10931 Jul 202615d left-$0.02/sh-$12
cycle +$13
82%
surv 78%
-$23,601 NOT
cap gain +$18,942
budget: banked $25 debit $12 (48% used ≈ 0.1 wk of income) → whole cycle still +$13 cash · rolled 5 ct earn ≈ $2,574/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$375/mo
vs 50% target ($3,319/mo)-89%
vs normal income ($6,638/mo)6% covered
Net income (after hedge)$57/mo
Downside budget
⚠ $98 is $49 below CC-SS $147.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,549
… as % of IC ($15,930)154.1%
… as % of ML ($69,930)35.1%
Recovery months (at normal income)3.7 mo
Surgical close (5 ct)$-35,458
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 $0.05 collected) or spot ≥ $98.06 (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 $111.91 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $97.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$97-98.06
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
≥ $98.06
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$98.00 (3.8σ)$25$-30,574+$11,969-$5
+2.5%$100.45 (4.2σ)$-1,200$-30,282+$12,261-$1,230
+5%$102.90 (4.7σ)$-2,425$-29,990+$12,553-$2,455
SS (= V-bounce)$141.55 (12.3σ)$-21,750$-25,538+$17,005-$21,005
V-BOUNCE STRESS (stock → CC-SS $147.15, where you are whole again, by expiry)
Starting unrealized P&L: $-42,543
+ Fortress recovery (un-capped): +$42,371
− CC assignment net of premium (5 × $98): -$24,549
− Conservative CC assignment net of premium (1 × $140): -$709
Total Position P&L @ SS: $-25,430 (+$17,113 vs today)
Do-nothing baseline at SS: $-4,425 (this trade vs do-nothing: $-21,005, the opportunity cost of earning $375/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$19,970, position total $-25,807 (+$16,736 vs today)
33% normal5 × $88.5017 Jul2d12.4%95%10%$165$2,475-$1,215$29,159
Sell 5 × $88.50 12.4% OTM over spot $78.72 17 Jul 2026 (2d, $0.35 mid)
= $165 credit for the 2d cycle → $2,475/mo projected
Survival (stays ≤ $88.50)
95%
Breach risk
5%
POP (stays ≤ $88.85)
96%
EV / mo
+$2,084
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.3-5.7] median, 0.3 mo faster than no FIGHT (4.1 mo)  ·  38% of paths whole by 9 mo (vs 32% without)  ·  ~5.8 challenges expected  ·  median CC cash $7,363
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
4%
Flat exit net (mid-life)
-$1,008
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$101 @ 83% POP
80% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.32/sh now → $2.35 mid-life (likely $2.30–$4.10)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$2.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 128 simulated challenges: the $88 strike is typically first touched on day 2 of 2, at $91 (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 (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 20268d left+$2.30/sh+$1,148
cycle +$1,313
[+$905…+$1,252] · 92% credit
68%
surv 52%
-$35,169 NOT
cap gain +$7,374
Reliable up-and-out (highest cap still free ≥60%)~$9731 Jul 202615d left+$0.77/sh+$383
cycle +$548
[-$137…+$442] · 66% credit
79%
surv 73%
-$30,806 NOT
cap gain +$11,737
Up-and-out for even (raise the cap, free)~$9424 Jul 20268d left+$0.21/sh+$103
cycle +$268
[-$388…+$134] · 43% credit
78%
surv 70%
-$32,943 NOT
cap gain +$9,600
Max even-money escape in the band~$10031 Jul 202615d left+$0.03/sh+$14
cycle +$179
[-$587…+$55] · 31% credit
82%
surv 79%
-$29,317 NOT
cap gain +$13,226
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10131 Jul 202615d left-$0.17/sh-$83
cycle +$82
[-$707…-$47] · 21% credit
83%
surv 80%
-$28,796 NOT
cap gain +$13,747
budget: banked $165 debit $83 (51% used ≈ 0.1 wk of income) → whole cycle still +$82 cash · rolled 5 ct earn ≈ $2,179/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$2,475/mo
vs 50% target ($3,319/mo)-25%
vs normal income ($6,638/mo)37% covered
Net income (after hedge)$2,157/mo
Downside budget
⚠ $88.50 is $59 below CC-SS $147.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,159
… as % of IC ($15,930)183.0%
… as % of ML ($69,930)41.7%
Recovery months (at normal income)4.4 mo
Surgical close (5 ct)$-35,462
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.33 collected) or spot ≥ $88.85 (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 $111.91 (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
$88-88.85
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
≥ $88.85
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 (1.9σ)$165$-36,316+$6,227+$135
+2.5%$90.71 (2.3σ)$-941$-36,052+$6,491-$971
+5%$92.92 (2.8σ)$-2,047$-35,789+$6,754-$2,078
SS (= V-bounce)$141.55 (12.3σ)$-26,360$-30,148+$12,395-$25,615
V-BOUNCE STRESS (stock → CC-SS $147.15, where you are whole again, by expiry)
Starting unrealized P&L: $-42,543
+ Fortress recovery (un-capped): +$42,371
− CC assignment net of premium (5 × $88.50): -$29,159
− Conservative CC assignment net of premium (1 × $140): -$709
Total Position P&L @ SS: $-30,040 (+$12,503 vs today)
Do-nothing baseline at SS: $-4,425 (this trade vs do-nothing: $-25,615, the opportunity cost of earning $2,475/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$24,580, position total $-30,417 (+$12,126 vs today)
🎯 50% normal6 × $87.5017 Jul2d11.2%94%7%$246$3,690$35,543
Sell 6 × $87.50 11.2% OTM over spot $78.72 17 Jul 2026 (2d, $0.44 mid)
= $246 credit for the 2d cycle → $3,690/mo projected
Survival (stays ≤ $87.50)
94%
Breach risk
6%
POP (stays ≤ $87.94)
95%
EV / mo
+$2,977
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.3 mo [2.0-5.8] median  ·  37% of paths whole by 9 mo (vs 26% without)  ·  ~7.8 challenges expected  ·  median CC cash $13,009
🛡 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)
7%
Flat exit net (mid-life)
-$1,146
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$101 @ 85% POP
82% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.28/sh now → $2.32 mid-life (likely $2.57–$4.83)≈ $0 at expiry  |  you banked $0.41/sh, so a flat mid-life exit nets -$1.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 202 simulated challenges: the $88 strike is typically first touched on day 2 of 2, at $90 (overshoots $2.36). 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+$2.30/sh+$1,378
cycle +$1,624
[+$898…+$1,366] · 95% credit
68%
surv 52%
-$35,482 NOT
cap gain +$7,061
Reliable up-and-out (highest cap still free ≥60%)~$9531 Jul 202615d left+$1.03/sh+$618
cycle +$864
[-$248…+$555] · 66% credit
78%
surv 71%
-$31,735 NOT
cap gain +$10,808
Up-and-out for even (raise the cap, free)~$9324 Jul 20268d left+$0.21/sh+$127
cycle +$373
[-$698…+$62] · 31% credit
78%
surv 71%
-$33,464 NOT
cap gain +$9,079
Max even-money escape in the band~$9931 Jul 202615d left+$0.03/sh+$18
cycle +$264
[-$1,000…-$63] · 15% credit
82%
surv 79%
-$29,857 NOT
cap gain +$12,686
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10131 Jul 202615d left-$0.35/sh-$209
cycle +$37
[-$1,291…-$304] · 6% credit
85%
surv 82%
-$28,846 NOT
cap gain +$13,697
budget: banked $246 debit $209 (85% used ≈ 0.2 wk of income) → whole cycle still +$37 cash · rolled 6 ct earn ≈ $2,366/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 ($3,319/mo)+11%
vs normal income ($6,638/mo)56% covered
Net income (after hedge)$3,360/mo
Downside budget
⚠ $87.50 is $60 below CC-SS $147.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,543
… as % of IC ($15,930)223.1%
… as % of ML ($69,930)50.8%
Recovery months (at normal income)5.4 mo
Surgical close (6 ct)$-42,561
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 $0.41 collected) or spot ≥ $87.94 (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 $111.91 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $86.62Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$87-87.94
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
≥ $87.94
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$87.50 (1.7σ)$246$-36,860+$5,683+$210
+2.5%$89.69 (2.1σ)$-1,066$-36,818+$5,725-$1,102
+5%$91.88 (2.6σ)$-2,379$-36,776+$5,767-$2,415
SS (= V-bounce)$141.55 (12.3σ)$-32,184$-35,823+$6,720-$31,290
V-BOUNCE STRESS (stock → CC-SS $147.15, where you are whole again, by expiry)
Starting unrealized P&L: $-42,543
+ Fortress recovery (un-capped): +$42,371
− CC assignment net of premium (6 × $87.50): -$35,543
Total Position P&L @ SS: $-35,715 (+$6,828 vs today)
Do-nothing baseline at SS: $-4,425 (this trade vs do-nothing: $-31,290, the opportunity cost of earning $3,690/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$30,048, position total $-35,891 (+$6,652 vs today)
🛡 safe yield6 × $86.5017 Jul2d9.9%92%17%$312$4,680+$990$36,077
Sell 6 × $86.50 9.9% OTM over spot $78.72 17 Jul 2026 (2d, $0.56 mid)
= $312 credit for the 2d cycle → $4,680/mo projected
Survival (stays ≤ $86.50)
92%
Breach risk
8%
POP (stays ≤ $87.06)
93%
EV / mo
+$3,598
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.2-5.1] median, 0.1 mo SLOWER than no FIGHT (3.5 mo): roll costs eat the credits at this rung  ·  46% of paths whole by 9 mo (vs 29% without)  ·  ~9.8 challenges expected  ·  median CC cash $15,956
🛡 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)
-$1,064
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$101 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.24/sh now → $2.29 mid-life (likely $2.34–$4.56)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$1.77/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 246 simulated challenges: the $86 strike is typically first touched on day 2 of 2, at $89 (overshoots $2.02). 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)~$8624 Jul 20268d left+$2.30/sh+$1,379
cycle +$1,691
[+$959…+$1,471] · 97% credit
68%
surv 52%
-$36,034 NOT
cap gain +$6,509
Reliable up-and-out (highest cap still free ≥60%)~$9431 Jul 202615d left+$1.03/sh+$617
cycle +$929
[-$174…+$641] · 68% credit
78%
surv 71%
-$32,289 NOT
cap gain +$10,254
Up-and-out for even (raise the cap, free)~$9224 Jul 20268d left+$0.22/sh+$130
cycle +$442
[-$615…+$123] · 41% credit
78%
surv 71%
-$34,015 NOT
cap gain +$8,528
Max even-money escape in the band~$9831 Jul 202615d left+$0.03/sh+$19
cycle +$331
[-$912…+$15] · 27% credit
83%
surv 79%
-$30,410 NOT
cap gain +$12,133
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10131 Jul 202615d left-$0.50/sh-$299
cycle +$13
[-$1,313…-$319] · 1% credit
86%
surv 83%
-$28,870 NOT
cap gain +$13,673
budget: banked $312 debit $299 (96% used ≈ 0.3 wk of income) → whole cycle still +$13 cash · rolled 6 ct earn ≈ $2,155/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,680/mo
vs 50% target ($3,319/mo)+41%
vs normal income ($6,638/mo)71% covered
Net income (after hedge)$4,350/mo
Downside budget
⚠ $86.50 is $61 below CC-SS $147.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,077
… as % of IC ($15,930)226.5%
… as % of ML ($69,930)51.6%
Recovery months (at normal income)5.4 mo
Surgical close (6 ct)$-42,570
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.52 collected) or spot ≥ $87.06 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $86)); NOT the premium you collected. Momentum override: two daily closes above $111.91 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $85.64Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$86-87.06
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
≥ $87.06
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$86.50 (1.5σ)$312$-37,414+$5,129+$276
+2.5%$88.66 (1.9σ)$-985$-37,372+$5,171-$1,022
+5%$90.83 (2.4σ)$-2,283$-37,331+$5,212-$2,319
SS (= V-bounce)$141.55 (12.3σ)$-32,718$-36,357+$6,186-$31,824
V-BOUNCE STRESS (stock → CC-SS $147.15, where you are whole again, by expiry)
Starting unrealized P&L: $-42,543
+ Fortress recovery (un-capped): +$42,371
− CC assignment net of premium (6 × $86.50): -$36,077
Total Position P&L @ SS: $-36,249 (+$6,294 vs today)
Do-nothing baseline at SS: $-4,425 (this trade vs do-nothing: $-31,824, the opportunity cost of earning $4,680/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$30,582, position total $-36,425 (+$6,118 vs today)
100% normal6 × $8517 Jul2d8.0%87%26%$456$6,840+$3,150$36,833
Sell 6 × $85 8.0% OTM over spot $78.72 17 Jul 2026 (2d, $0.79 mid)
= $456 credit for the 2d cycle → $6,840/mo projected
Survival (stays ≤ $85)
87%
Breach risk
13%
POP (stays ≤ $85.80)
90%
EV / mo
+$4,848
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.4-5.8] median, 0.2 mo SLOWER than no FIGHT (3.7 mo): roll costs eat the credits at this rung  ·  48% of paths whole by 9 mo (vs 28% without)  ·  ~15.4 challenges expected  ·  median CC cash $23,493
🛡 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)
15%
Flat exit net (mid-life)
-$896
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$100 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.19/sh now → $2.25 mid-life (likely $2.53–$4.96)≈ $0 at expiry  |  you banked $0.76/sh, so a flat mid-life exit nets -$1.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 461 simulated challenges: the $85 strike is typically first touched on day 2 of 2, at $87 (overshoots $2.35). 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+$2.30/sh+$1,380
cycle +$1,836
[+$853…+$1,373] · 93% credit
68%
surv 53%
-$36,819 NOT
cap gain +$5,724
Reliable up-and-out (highest cap still free ≥60%)~$9231 Jul 202615d left+$1.02/sh+$614
cycle +$1,070
[-$333…+$541] · 65% credit
78%
surv 71%
-$33,077 NOT
cap gain +$9,466
Up-and-out for even (raise the cap, free)~$9024 Jul 20268d left+$0.22/sh+$133
cycle +$589
[-$765…+$50] · 30% credit
78%
surv 71%
-$34,796 NOT
cap gain +$7,747
Max even-money escape in the band~$9631 Jul 202615d left+$0.03/sh+$20
cycle +$476
[-$1,093…-$86] · 17% credit
83%
surv 79%
-$31,194 NOT
cap gain +$11,349
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10031 Jul 202615d left-$0.65/sh-$392
cycle +$64
[-$1,635…-$516]
87%
surv 85%
-$29,129 NOT
cap gain +$13,414
budget: banked $456 debit $392 (86% used ≈ 0.2 wk of income) → whole cycle still +$64 cash · rolled 6 ct earn ≈ $1,920/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 ($3,319/mo)+106%
vs normal income ($6,638/mo)103% covered
Net income (after hedge)$6,510/mo
Downside budget
⚠ $85 is $62 below CC-SS $147.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,833
… as % of IC ($15,930)231.2%
… as % of ML ($69,930)52.7%
Recovery months (at normal income)5.5 mo
Surgical close (6 ct)$-42,564
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.76 collected) or spot ≥ $85.80 (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 $111.91 (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
$84-85.80
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $85.80
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 (1.2σ)$456$-38,198+$4,345+$420
+2.5%$87.12 (1.6σ)$-819$-38,158+$4,385-$855
+5%$89.25 (2.1σ)$-2,094$-38,117+$4,426-$2,130
SS (= V-bounce)$141.55 (12.3σ)$-33,474$-37,113+$5,430-$32,580
V-BOUNCE STRESS (stock → CC-SS $147.15, where you are whole again, by expiry)
Starting unrealized P&L: $-42,543
+ Fortress recovery (un-capped): +$42,371
− CC assignment net of premium (6 × $85): -$36,833
Total Position P&L @ SS: $-37,005 (+$5,538 vs today)
Do-nothing baseline at SS: $-4,425 (this trade vs do-nothing: $-32,580, 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 -$31,338, position total $-37,181 (+$5,362 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 · 9d · E[net] $890/mo

🎯 Engine pick: sell 6 × $87 (primary), 79% survival, breach 21%, $3,540/mo.
⚖️ Worth a safer step: the $90 rung (33% normal) lifts survival to 85% (breach 21% → 15%) for $1,040/mo less (29% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $90 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $78.72 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $10524 Jul9d33.4%98%5%$114$380-$3,160$25,175
Sell 6 × $105 33.4% OTM over spot $78.72 24 Jul 2026 (9d, $0.26 mid)
= $114 credit for the 9d cycle → $380/mo projected
Survival (stays ≤ $105)
98%
Breach risk
2%
POP (stays ≤ $105.26)
98%
EV / mo
+$286
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.1-5.3] median  ·  26% of paths whole by 9 mo (vs 24% without)  ·  ~0.8 challenges expected  ·  median CC cash $-288
🛡 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)
2%
Flat exit net (mid-life)
-$2,659
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$107 @ 71% POP
59% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.53/sh now → $4.62 mid-life (likely $2.96–$5.62)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$4.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 65 simulated challenges: the $105 strike is typically first touched on day 7 of 9, at $108 (overshoots $2.67). 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)~$10531 Jul 202612d left+$1.15/sh+$690
cycle +$804
[+$836…+$1,513] · 97% credit
68%
surv 53%
-$25,467 NOT
cap gain +$17,076
Up-and-out for even (raise the cap, free)~$10731 Jul 202612d left+$0.12/sh+$69
cycle +$183
[+$61…+$832] · 77% credit
71%
surv 59%
-$24,676 NOT
cap gain +$17,867
Max even-money escape in the band~$10731 Jul 202612d left+$0.12/sh+$69
cycle +$183
[+$61…+$832] · 77% credit
71%
surv 59%
-$24,676 NOT
cap gain +$17,867
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$380/mo
vs 50% target ($3,319/mo)-89%
vs normal income ($6,638/mo)6% covered
Net income (after hedge)$50/mo
Downside budget
⚠ $105 is $42 below CC-SS $147.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,175
… as % of IC ($15,930)158.0%
… as % of ML ($69,930)36.0%
Recovery months (at normal income)3.8 mo
Surgical close (6 ct)$-42,585
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 $0.19 collected) or spot ≥ $105.26 (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 $111.91 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $103.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$104-105.26
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
≥ $105.26
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$105.00 (2.4σ)$114$-26,156+$16,387+$78
+2.5%$107.62 (2.7σ)$-1,461$-26,106+$16,437-$1,497
+5%$110.25 (2.9σ)$-3,036$-26,056+$16,487-$3,072
SS (= V-bounce)$141.55 (5.8σ)$-21,816$-25,455+$17,088-$20,922
V-BOUNCE STRESS (stock → CC-SS $147.15, where you are whole again, by expiry)
Starting unrealized P&L: $-42,543
+ Fortress recovery (un-capped): +$42,371
− CC assignment net of premium (6 × $105): -$25,175
Total Position P&L @ SS: $-25,347 (+$17,196 vs today)
Do-nothing baseline at SS: $-4,425 (this trade vs do-nothing: $-20,922, the opportunity cost of earning $380/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$19,680, position total $-25,523 (+$17,020 vs today)
🛡 safe yield6 × $9424 Jul9d19.4%91%19%$408$1,360-$2,180$31,481
Sell 6 × $94 19.4% OTM over spot $78.72 24 Jul 2026 (9d, $0.78 mid)
= $408 credit for the 9d cycle → $1,360/mo projected
Survival (stays ≤ $94)
91%
Breach risk
9%
POP (stays ≤ $94.78)
92%
EV / mo
+$733
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.0-5.5] median, 0.1 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  28% of paths whole by 9 mo (vs 24% without)  ·  ~3.5 challenges expected  ·  median CC cash $3,859
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$2,074
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$98 @ 74% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.85/sh now → $4.14 mid-life (likely $3.40–$5.83)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets -$3.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 404 simulated challenges: the $94 strike is typically first touched on day 6 of 9, at $96 (overshoots $2.49). 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)~$9431 Jul 202612d left+$1.42/sh+$849
cycle +$1,257
[+$702…+$1,285] · 100% credit
68%
surv 53%
-$31,824 NOT
cap gain +$10,719
Up-and-out for even (raise the cap, free)~$9631 Jul 202612d left+$0.39/sh+$233
cycle +$641
[-$18…+$613] · 72% credit
71%
surv 59%
-$31,029 NOT
cap gain +$11,514
Max even-money escape in the band~$9631 Jul 202612d left+$0.39/sh+$233
cycle +$641
[-$18…+$613] · 72% credit
71%
surv 59%
-$31,029 NOT
cap gain +$11,514
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-$0.37/sh-$220
cycle +$188
[-$545…+$108] · 30% credit
74%
surv 65%
-$30,244 NOT
cap gain +$12,299
budget: banked $408 debit $220 (54% used ≈ 0.7 wk of income) → whole cycle still +$188 cash · rolled 6 ct earn ≈ $5,655/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$1,360/mo
vs 50% target ($3,319/mo)-59%
vs normal income ($6,638/mo)20% covered
Net income (after hedge)$1,030/mo
Downside budget
⚠ $94 is $53 below CC-SS $147.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,481
… as % of IC ($15,930)197.6%
… as % of ML ($69,930)45.0%
Recovery months (at normal income)4.7 mo
Surgical close (6 ct)$-42,603
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 $0.68 collected) or spot ≥ $94.78 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $94)); NOT the premium you collected. Momentum override: two daily closes above $111.91 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $93.06Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$93-94.78
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $94.78
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$94.00 (1.4σ)$408$-32,674+$9,869+$372
+2.5%$96.35 (1.6σ)$-1,002$-32,629+$9,914-$1,038
+5%$98.70 (1.8σ)$-2,412$-32,583+$9,960-$2,448
SS (= V-bounce)$141.55 (5.8σ)$-28,122$-31,761+$10,782-$27,228
V-BOUNCE STRESS (stock → CC-SS $147.15, where you are whole again, by expiry)
Starting unrealized P&L: $-42,543
+ Fortress recovery (un-capped): +$42,371
− CC assignment net of premium (6 × $94): -$31,481
Total Position P&L @ SS: $-31,653 (+$10,890 vs today)
Do-nothing baseline at SS: $-4,425 (this trade vs do-nothing: $-27,228, the opportunity cost of earning $1,360/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$25,986, position total $-31,829 (+$10,714 vs today)
33% normal ← lean6 × $9024 Jul9d14.3%85%31%$750$2,500-$1,040$33,539
Sell 6 × $90 14.3% OTM over spot $78.72 24 Jul 2026 (9d, $1.27 mid)
= $750 credit for the 9d cycle → $2,500/mo projected
Survival (stays ≤ $90)
85%
Breach risk
15%
POP (stays ≤ $91.28)
87%
EV / mo
+$1,233
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.6-6.0] median  ·  30% of paths whole by 9 mo (vs 24% without)  ·  ~6.2 challenges expected  ·  median CC cash $7,468
🛡 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)
23%
Flat exit net (mid-life)
-$1,627
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$96 @ 77% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.60/sh now → $3.96 mid-life (likely $3.83–$5.95)≈ $0 at expiry  |  you banked $1.25/sh, so a flat mid-life exit nets -$2.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 704 simulated challenges: the $90 strike is typically first touched on day 6 of 9, at $92 (overshoots $2.43). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9031 Jul 202612d left+$1.49/sh+$894
cycle +$1,644
[+$665…+$1,130] · 100% credit
68%
surv 53%
-$33,915 NOT
cap gain +$8,628
Up-and-out for even (raise the cap, free)~$9231 Jul 202612d left+$0.47/sh+$279
cycle +$1,029
[-$54…+$449] · 70% credit
71%
surv 60%
-$33,117 NOT
cap gain +$9,426
Max even-money escape in the band~$9231 Jul 202612d left+$0.47/sh+$279
cycle +$1,029
[-$54…+$449] · 70% credit
71%
surv 60%
-$33,117 NOT
cap gain +$9,426
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9631 Jul 202612d left-$0.97/sh-$582
cycle +$168
[-$1,108…-$509] · 7% credit
77%
surv 70%
-$31,502 NOT
cap gain +$11,041
budget: banked $750 debit $582 (78% used ≈ 1.0 wk of income) → whole cycle still +$168 cash · rolled 6 ct earn ≈ $4,487/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$2,500/mo
vs 50% target ($3,319/mo)-25%
vs normal income ($6,638/mo)38% covered
Net income (after hedge)$2,170/mo
Downside budget
⚠ $90 is $57 below CC-SS $147.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,539
… as % of IC ($15,930)210.5%
… as % of ML ($69,930)48.0%
Recovery months (at normal income)5.1 mo
Surgical close (6 ct)$-42,558
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 $1.25 collected) or spot ≥ $91.28 (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 $111.91 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $89.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$89-91.28
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
≥ $91.28
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 (1.0σ)$750$-34,808+$7,735+$714
+2.5%$92.25 (1.2σ)$-600$-34,765+$7,778-$636
+5%$94.50 (1.5σ)$-1,950$-34,722+$7,821-$1,986
SS (= V-bounce)$141.55 (5.8σ)$-30,180$-33,819+$8,724-$29,286
V-BOUNCE STRESS (stock → CC-SS $147.15, where you are whole again, by expiry)
Starting unrealized P&L: $-42,543
+ Fortress recovery (un-capped): +$42,371
− CC assignment net of premium (6 × $90): -$33,539
Total Position P&L @ SS: $-33,711 (+$8,832 vs today)
Do-nothing baseline at SS: $-4,425 (this trade vs do-nothing: $-29,286, the opportunity cost of earning $2,500/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,044, position total $-33,887 (+$8,656 vs today)
🎯 50% normal6 × $8724 Jul9d10.5%79%35%$1,062$3,540$35,027
Sell 6 × $87 10.5% OTM over spot $78.72 24 Jul 2026 (9d, $1.84 mid)
= $1,062 credit for the 9d cycle → $3,540/mo projected
Survival (stays ≤ $87)
79%
Breach risk
21%
POP (stays ≤ $88.84)
83%
EV / mo
+$1,432
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.3-5.8] median, 0.3 mo faster than no FIGHT (3.8 mo)  ·  31% of paths whole by 9 mo (vs 24% without)  ·  ~9.2 challenges expected  ·  median CC cash $9,612
🛡 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)
-$1,235
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$96 @ 81% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.41/sh now → $3.83 mid-life (likely $4.09–$6.08)≈ $0 at expiry  |  you banked $1.77/sh, so a flat mid-life exit nets -$2.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,038 simulated challenges: the $87 strike is typically first touched on day 5 of 9, at $89 (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)~$8731 Jul 202612d left+$1.54/sh+$922
cycle +$1,984
[+$630…+$1,045] · 100% credit
68%
surv 53%
-$35,432 NOT
cap gain +$7,111
Reliable up-and-out (highest cap still free ≥60%)~$8931 Jul 202612d left+$0.52/sh+$309
cycle +$1,371
[-$83…+$348] · 64% credit
71%
surv 60%
-$34,633 NOT
cap gain +$7,910
Up-and-out for even (raise the cap, free)~$9031 Jul 202612d left+$0.03/sh+$19
cycle +$1,081
[-$439…+$27] · 27% credit
72%
surv 63%
-$34,305 NOT
cap gain +$8,238
Max even-money escape in the band~$9031 Jul 202612d left+$0.03/sh+$19
cycle +$1,081
[-$439…+$27] · 27% credit
72%
surv 63%
-$34,305 NOT
cap gain +$8,238
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9631 Jul 202612d left-$1.67/sh-$1,004
cycle +$58
[-$1,734…-$1,097]
81%
surv 77%
-$31,612 NOT
cap gain +$10,931
budget: banked $1,062 debit $1,004 (95% used ≈ 1.2 wk of income) → whole cycle still +$58 cash · rolled 6 ct earn ≈ $3,232/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$3,540/mo
vs 50% target ($3,319/mo)+7%
vs normal income ($6,638/mo)53% covered
Net income (after hedge)$3,210/mo
Downside budget
⚠ $87 is $60 below CC-SS $147.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,027
… as % of IC ($15,930)219.9%
… as % of ML ($69,930)50.1%
Recovery months (at normal income)5.3 mo
Surgical close (6 ct)$-42,585
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.44/sh (~25% of the $1.77 collected) or spot ≥ $88.84 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $87)); NOT the premium you collected. Momentum override: two daily closes above $111.91 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $86.13Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$86-88.84
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
≥ $88.84
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$87.00 (≤1σ, normal week)$1,062$-36,354+$6,189+$1,026
+2.5%$89.17 (≤1σ, normal week)$-243$-36,312+$6,231-$279
+5%$91.35 (1.2σ)$-1,548$-36,271+$6,272-$1,584
SS (= V-bounce)$141.55 (5.8σ)$-31,668$-35,307+$7,236-$30,774
V-BOUNCE STRESS (stock → CC-SS $147.15, where you are whole again, by expiry)
Starting unrealized P&L: $-42,543
+ Fortress recovery (un-capped): +$42,371
− CC assignment net of premium (6 × $87): -$35,027
Total Position P&L @ SS: $-35,199 (+$7,344 vs today)
Do-nothing baseline at SS: $-4,425 (this trade vs do-nothing: $-30,774, the opportunity cost of earning $3,540/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,532, position total $-35,375 (+$7,168 vs today)
100% normal6 × $8124 Jul9d2.9%61%82%$2,160$7,200+$3,660$37,529
Sell 6 × $81 2.9% OTM over spot $78.72 24 Jul 2026 (9d, $3.73 mid)
= $2,160 credit for the 9d cycle → $7,200/mo projected
Survival (stays ≤ $81)
61%
Breach risk
39%
POP (stays ≤ $84.72)
73%
EV / mo
+$1,867
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.3-5.7] median, 0.1 mo faster than no FIGHT (3.9 mo)  ·  36% of paths whole by 9 mo (vs 28% without)  ·  ~23.5 challenges expected  ·  median CC cash $13,704
🛡 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)
+$21
Free roll-up
+$3/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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.04/sh now → $3.56 mid-life (likely $4.77–$6.58)≈ $0 at expiry  |  you banked $3.60/sh, so a flat mid-life exit nets +$0.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,032 simulated challenges: the $81 strike is typically first touched on day 3 of 9, at $83 (overshoots $2.32). 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+$1.61/sh+$968
cycle +$3,128
[+$575…+$788] · 100% credit
68%
surv 53%
-$38,004 NOT
cap gain +$4,539
Reliable up-and-out (highest cap still free ≥60%)~$8231 Jul 202612d left+$1.00/sh+$600
cycle +$2,760
[+$130…+$384] · 87% credit
70%
surv 57%
-$37,579 NOT
cap gain +$4,964
Up-and-out for even (raise the cap, free)~$8431 Jul 202612d left+$0.12/sh+$71
cycle +$2,231
[-$532…-$188] · 11% credit
73%
surv 63%
-$36,869 NOT
cap gain +$5,674
Max even-money escape in the band~$8431 Jul 202612d left+$0.12/sh+$71
cycle +$2,231
[-$532…-$188] · 11% credit
73%
surv 63%
-$36,869 NOT
cap gain +$5,674
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-$2.81/sh-$1,685
cycle +$475
[-$3,005…-$2,183]
91%
surv 90%
-$29,957 NOT
cap gain +$12,586
budget: banked $2,160 debit $1,685 (78% used ≈ 1.0 wk of income) → whole cycle still +$475 cash · rolled 6 ct earn ≈ $1,134/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$7,200/mo
vs 50% target ($3,319/mo)+117%
vs normal income ($6,638/mo)108% covered
Net income (after hedge)$6,870/mo
Downside budget
⚠ $81 is $66 below CC-SS $147.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,529
… as % of IC ($15,930)235.6%
… as % of ML ($69,930)53.7%
Recovery months (at normal income)5.7 mo
Surgical close (6 ct)$-42,618
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.90/sh (~25% of the $3.60 collected) or spot ≥ $84.72 (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 $111.91 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $80.19Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$80-84.72
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
≥ $84.72
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$81.00 (≤1σ, normal week)$2,160$-38,971+$3,572+$2,124
+2.5%$83.02 (≤1σ, normal week)$945$-38,932+$3,611+$909
+5%$85.05 (≤1σ, normal week)$-270$-38,893+$3,650-$306
SS (= V-bounce)$141.55 (5.8σ)$-34,170$-37,809+$4,734-$33,276
V-BOUNCE STRESS (stock → CC-SS $147.15, where you are whole again, by expiry)
Starting unrealized P&L: $-42,543
+ Fortress recovery (un-capped): +$42,371
− CC assignment net of premium (6 × $81): -$37,529
Total Position P&L @ SS: $-37,701 (+$4,842 vs today)
Do-nothing baseline at SS: $-4,425 (this trade vs do-nothing: $-33,276, the opportunity cost of earning $7,200/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$32,034, position total $-37,877 (+$4,666 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 (29 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 29 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: 1.032 (IBKR)  |  Recovery@SS: +$42,371 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,425

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$87.502d17 Jul 2026$0.416/6$3,690$3,36094%95%+$2,977-$35,543223.1%$-35,715 (vs do-nothing $-31,290)
$86.502d17 Jul 2026$0.525/6$3,900$3,58292%93%+$2,999-$30,064188.7%$-30,945 (vs do-nothing $-26,520)
$852d17 Jul 2026$0.763/6$3,420$3,12487%90%+$2,424-$18,417115.6%$-20,715 (vs do-nothing $-16,290)
$83.502d17 Jul 2026$1.073/6$4,815$4,51981%86%+$3,035-$18,774117.9%$-21,072 (vs do-nothing $-16,647)
$879d24 Jul 2026$1.776/6$3,540$3,21079%83%+$1,432-$35,027219.9%$-35,199 (vs do-nothing $-30,774)
$82.502d17 Jul 2026$1.332/6$3,990$3,70576%83%+$2,281-$12,66479.5%$-15,671 (vs do-nothing $-11,246)
$869d24 Jul 2026$2.015/6$3,350$3,03276%81%+$1,280-$29,569185.6%$-30,450 (vs do-nothing $-26,025)
$8716d31 Jul 2026$2.996/6$3,364$3,03474%80%+$1,043-$34,295215.3%$-34,467 (vs do-nothing $-30,042)
$859d24 Jul 2026$2.295/6$3,817$3,49874%80%+$1,386-$29,929187.9%$-30,810 (vs do-nothing $-26,385)
$8616d31 Jul 2026$3.256/6$3,656$3,32772%78%+$1,062-$34,739218.1%$-34,911 (vs do-nothing $-30,486)
$849d24 Jul 2026$2.574/6$3,427$3,12071%78%+$1,152-$24,231152.1%$-25,821 (vs do-nothing $-21,396)
$81.502d17 Jul 2026$1.642/6$4,920$4,63570%80%+$2,511-$12,80280.4%$-15,809 (vs do-nothing $-11,384)
$8516d31 Jul 2026$3.555/6$3,328$3,01069%77%+$915-$29,299183.9%$-30,180 (vs do-nothing $-25,755)
Show 16 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$839d24 Jul 2026$2.914/6$3,880$3,57368%76%+$1,229-$24,495153.8%$-26,085 (vs do-nothing $-21,660)
$8416d31 Jul 2026$3.755/6$3,516$3,19767%76%+$827-$29,699186.4%$-30,580 (vs do-nothing $-26,155)
$8316d31 Jul 2026$4.255/6$3,984$3,66665%75%+$994-$29,949188.0%$-30,830 (vs do-nothing $-26,405)
$829d24 Jul 2026$3.204/6$4,267$3,96064%74%+$1,189-$24,779155.6%$-26,369 (vs do-nothing $-21,944)
$8216d31 Jul 2026$4.504/6$3,375$3,06862%73%+$719-$24,259152.3%$-25,849 (vs do-nothing $-21,424)
$819d24 Jul 2026$3.603/6$3,600$3,30461%73%+$933-$18,765117.8%$-21,063 (vs do-nothing $-16,638)
$802d17 Jul 2026$2.212/6$6,630$6,34561%75%+$2,767-$12,98881.5%$-15,995 (vs do-nothing $-11,570)
$8116d31 Jul 2026$5.004/6$3,750$3,44360%72%+$807-$24,459153.5%$-26,049 (vs do-nothing $-21,624)
$809d24 Jul 2026$4.053/6$4,050$3,75457%71%+$983-$18,930118.8%$-21,228 (vs do-nothing $-16,803)
$8016d31 Jul 2026$5.404/6$4,050$3,74357%71%+$797-$24,699155.0%$-26,289 (vs do-nothing $-21,864)
$7916d31 Jul 2026$5.903/6$3,319$3,02354%70%+$628-$18,675117.2%$-20,973 (vs do-nothing $-16,548)
$799d24 Jul 2026$4.503/6$4,500$4,20454%69%+$944-$19,095119.9%$-21,393 (vs do-nothing $-16,968)
$792d17 Jul 2026$2.671/6$4,005$3,73253%72%+$1,435-$6,54841.1%$-10,264 (vs do-nothing $-5,839)
$7816d31 Jul 2026$6.303/6$3,544$3,24852%68%+$582-$18,855118.4%$-21,153 (vs do-nothing $-16,728)
$789d24 Jul 2026$5.002/6$3,333$3,04950%68%+$639-$12,83080.5%$-15,837 (vs do-nothing $-11,412)
$782d17 Jul 2026$3.151/6$4,725$4,45246%69%+$1,386-$6,60041.4%$-10,316 (vs do-nothing $-5,891)

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  |  2026-07-15 03:39