FORTRESS FIGHT: RKLB @ $80.50

BE SS: $141.55  |  CC-SS: $149.82  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-15 21:39

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

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $149.82  |  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$6,750/mo95% ann ROI on ML
Hedge rolling cost$332/mo
Unrealized P&L$-43,137fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,375/mo
HEDGE COVER
$332/mo
NORMAL INCOME
$6,750/mo (ATM CC, chain)
IC VELOCITY
2.4 mo to earn back $15,930
ML VELOCITY
10.4 mo to earn back $69,930
Deep drawdown confirmed: a CC at CC-SS $149.82 (probe: $145C 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)
$43,137
was $43,137 · 0% earned back
Cycles closed
0
Credit in flight
$738
Open legAcctCredit/shIn flightOpened
6x $101C 17 Jul 2026U18827291$1.23$7382026-07-07
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 39 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 37 · %B 26 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $137.99 (+71%) · daily UBB $110.23 · 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 / 2d. This is the safest strike (survival 89%, breach 11%) that still earns 50% of normal income ($3,375/mo); it brings $3,780/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 5 × $85/2d for $7,800/mo, but breach risk rises to 23% (+12pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $97/2d (99% survival, $375/mo).
Downside anchor: the primary mortgages $36,538 (229% 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 $-43,170 and cuts bleed by $332/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 × $88.50, 89% survival, $3,780/mo (E[net] $1,514/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 × $88.5089%$3,780$1,514
NEXT FRIDAY24 Jul 2026 · 9d6 × $8978%$3,400$794

📅 THIS FRIDAY · 17 Jul 2026 · 2d · E[net] $1,514/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $88.50 (primary), 89% survival, breach 11%, $3,780/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $90 rung (🛡 safe yield) lifts survival to 93% (breach 11% → 7%) for $990/mo less (26% income) buys safety you do not really need here.
RKLB  spot $80.50 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $9717 Jul2d20.5%99%3%$25$375-$3,405$26,383
Sell 5 × $97 20.5% OTM over spot $80.50 17 Jul 2026 (2d, $0.31 mid)
= $25 credit for the 2d cycle → $375/mo projected
Survival (stays ≤ $97)
99%
Breach risk
1%
POP (stays ≤ $97.31)
99%
EV / mo
+$288
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.2 mo [1.4-5.5] median  ·  32% of paths whole by 9 mo (vs 31% without)  ·  ~1.6 challenges expected  ·  median CC cash $-390
🛡 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)
-$1,211
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$108 @ 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: $3.50/sh now → $2.47 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$2.42/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)~$9724 Jul 20268d left+$2.12/sh+$1,058
cycle +$1,083
67%
surv 52%
-$31,819 NOT
cap gain +$11,318
Up-and-out for even (raise the cap, free)~$10224 Jul 20268d left+$0.13/sh+$66
cycle +$91
77%
surv 70%
-$29,403 NOT
cap gain +$13,734
Max even-money escape in the band~$10831 Jul 202615d left+$0.01/sh+$7
cycle +$32
82%
surv 78%
-$25,739 NOT
cap gain +$17,398
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$375/mo
vs 50% target ($3,375/mo)-89%
vs normal income ($6,750/mo)6% covered
Net income (after hedge)$45/mo
Downside budget
⚠ $97 is $53 below CC-SS $149.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,383
… as % of IC ($15,930)165.6%
… as % of ML ($69,930)37.7%
Recovery months (at normal income)3.9 mo
Surgical close (5 ct)$-36,078
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 ≥ $97.31 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $97)); NOT the premium you collected. Momentum override: two daily closes above $110.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $96.03Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$96-97.31
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $97.31
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$97.00 (3.1σ)$25$-32,878+$10,259+$20
+2.5%$99.42 (3.6σ)$-1,187$-32,586+$10,551-$1,192
+5%$101.85 (4.0σ)$-2,400$-32,294+$10,843-$2,405
SS (= V-bounce)$141.55 (11.5σ)$-22,250$-27,669+$15,468-$21,480
V-BOUNCE STRESS (stock → CC-SS $149.82, where you are whole again, by expiry)
Starting unrealized P&L: $-43,137
+ Fortress recovery (un-capped): +$43,001
− CC assignment net of premium (5 × $97): -$26,383
− Conservative CC assignment net of premium (1 × $140): -$981
Total Position P&L @ SS: $-27,500 (+$15,637 vs today)
Do-nothing baseline at SS: $-6,020 (this trade vs do-nothing: $-21,480, 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 -$20,470, position total $-27,942 (+$15,195 vs today)
33% normal5 × $9017 Jul2d11.8%93%15%$155$2,325-$1,455$29,753
Sell 5 × $90 11.8% OTM over spot $80.50 17 Jul 2026 (2d, $0.34 mid)
= $155 credit for the 2d cycle → $2,325/mo projected
Survival (stays ≤ $90)
93%
Breach risk
7%
POP (stays ≤ $90.34)
93%
EV / mo
+$1,459
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [2.0-5.0] median, 0.2 mo faster than no FIGHT (3.2 mo)  ·  38% of paths whole by 9 mo (vs 32% without)  ·  ~8.9 challenges expected  ·  median CC cash $7,858
🛡 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)
-$992
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 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: $3.24/sh now → $2.29 mid-life (likely $2.33–$4.91)≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets -$1.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 244 simulated challenges: the $90 strike is typically first touched on day 2 of 2, at $93 (overshoots $2.60). 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+$2.15/sh+$1,073
cycle +$1,228
[+$732…+$1,168] · 96% credit
67%
surv 52%
-$36,017 NOT
cap gain +$7,120
Reliable up-and-out (highest cap still free ≥60%)~$9831 Jul 202615d left+$0.74/sh+$368
cycle +$523
[-$383…+$385] · 60% credit
78%
surv 73%
-$31,452 NOT
cap gain +$11,685
Up-and-out for even (raise the cap, free)~$9524 Jul 20268d left+$0.18/sh+$88
cycle +$243
[-$572…+$88] · 36% credit
77%
surv 70%
-$33,593 NOT
cap gain +$9,544
Max even-money escape in the band~$10131 Jul 202615d left+$0.04/sh+$20
cycle +$175
[-$835…+$20] · 27% credit
82%
surv 78%
-$29,939 NOT
cap gain +$13,198
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 202615d left-$0.23/sh-$114
cycle +$41
[-$1,016…-$114] · 15% credit
83%
surv 80%
-$29,452 NOT
cap gain +$13,685
budget: banked $155 debit $114 (73% used ≈ 0.2 wk of income) → whole cycle still +$41 cash · rolled 5 ct earn ≈ $2,066/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$2,325/mo
vs 50% target ($3,375/mo)-31%
vs normal income ($6,750/mo)34% covered
Net income (after hedge)$1,995/mo
Downside budget
⚠ $90 is $60 below CC-SS $149.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,753
… as % of IC ($15,930)186.8%
… as % of ML ($69,930)42.5%
Recovery months (at normal income)4.4 mo
Surgical close (5 ct)$-35,962
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 $0.31 collected) or spot ≥ $90.34 (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 $110.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $89.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$89-90.34
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
≥ $90.34
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 (1.8σ)$155$-37,090+$6,047+$150
+2.5%$92.25 (2.2σ)$-970$-36,819+$6,318-$975
+5%$94.50 (2.6σ)$-2,095$-36,549+$6,588-$2,100
SS (= V-bounce)$141.55 (11.5σ)$-25,620$-31,039+$12,098-$24,850
V-BOUNCE STRESS (stock → CC-SS $149.82, where you are whole again, by expiry)
Starting unrealized P&L: $-43,137
+ Fortress recovery (un-capped): +$43,001
− CC assignment net of premium (5 × $90): -$29,753
− Conservative CC assignment net of premium (1 × $140): -$981
Total Position P&L @ SS: $-30,870 (+$12,267 vs today)
Do-nothing baseline at SS: $-6,020 (this trade vs do-nothing: $-24,850, the opportunity cost of earning $2,325/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,840, position total $-31,312 (+$11,825 vs today)
🛡 safe yield6 × $9017 Jul2d11.8%93%15%$186$2,790-$990$35,704
Sell 6 × $90 11.8% OTM over spot $80.50 17 Jul 2026 (2d, $0.34 mid)
= $186 credit for the 2d cycle → $2,790/mo projected
Survival (stays ≤ $90)
93%
Breach risk
7%
POP (stays ≤ $90.34)
93%
EV / mo
+$1,751
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.7-4.6] median  ·  34% of paths whole by 9 mo (vs 27% without)  ·  ~9.0 challenges expected  ·  median CC cash $9,936
🛡 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)
-$1,190
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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.24/sh now → $2.29 mid-life (likely $2.41–$4.23)≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets -$1.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 207 simulated challenges: the $90 strike is typically first touched on day 2 of 2, at $92 (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)~$9024 Jul 20268d left+$2.15/sh+$1,288
cycle +$1,474
[+$1,003…+$1,369] · 95% credit
67%
surv 52%
-$35,772 NOT
cap gain +$7,365
Reliable up-and-out (highest cap still free ≥60%)~$9831 Jul 202615d left+$0.74/sh+$442
cycle +$628
[-$204…+$432] · 66% credit
78%
surv 73%
-$31,348 NOT
cap gain +$11,789
Up-and-out for even (raise the cap, free)~$9524 Jul 20268d left+$0.18/sh+$105
cycle +$291
[-$500…+$96] · 36% credit
77%
surv 70%
-$33,546 NOT
cap gain +$9,591
Max even-money escape in the band~$10131 Jul 202615d left+$0.04/sh+$24
cycle +$210
[-$731…+$12] · 26% credit
82%
surv 78%
-$29,904 NOT
cap gain +$13,233
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 202615d left-$0.23/sh-$137
cycle +$49
[-$937…-$157] · 14% credit
83%
surv 80%
-$29,445 NOT
cap gain +$13,692
budget: banked $186 debit $137 (73% used ≈ 0.2 wk of income) → whole cycle still +$49 cash · rolled 6 ct earn ≈ $2,479/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$2,790/mo
vs 50% target ($3,375/mo)-17%
vs normal income ($6,750/mo)41% covered
Net income (after hedge)$2,458/mo
Downside budget
⚠ $90 is $60 below CC-SS $149.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,704
… as % of IC ($15,930)224.1%
… as % of ML ($69,930)51.1%
Recovery months (at normal income)5.3 mo
Surgical close (6 ct)$-43,155
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 $0.31 collected) or spot ≥ $90.34 (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 $110.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $89.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$89-90.34
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
≥ $90.34
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 (1.8σ)$186$-37,060+$6,077+$180
+2.5%$92.25 (2.2σ)$-1,164$-37,014+$6,123-$1,170
+5%$94.50 (2.6σ)$-2,514$-36,969+$6,168-$2,520
SS (= V-bounce)$141.55 (11.5σ)$-30,744$-36,009+$7,128-$29,820
V-BOUNCE STRESS (stock → CC-SS $149.82, where you are whole again, by expiry)
Starting unrealized P&L: $-43,137
+ Fortress recovery (un-capped): +$43,001
− CC assignment net of premium (6 × $90): -$35,704
Total Position P&L @ SS: $-35,840 (+$7,297 vs today)
Do-nothing baseline at SS: $-6,020 (this trade vs do-nothing: $-29,820, the opportunity cost of earning $2,790/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,608, position total $-36,081 (+$7,056 vs today)
🎯 50% normal6 × $88.5017 Jul2d9.9%89%11%$252$3,780$36,538
Sell 6 × $88.50 9.9% OTM over spot $80.50 17 Jul 2026 (2d, $0.47 mid)
= $252 credit for the 2d cycle → $3,780/mo projected
Survival (stays ≤ $88.50)
89%
Breach risk
11%
POP (stays ≤ $88.97)
91%
EV / mo
+$2,049
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.9-5.3] median, 0.1 mo SLOWER than no FIGHT (2.9 mo): roll costs eat the credits at this rung  ·  39% of paths whole by 9 mo (vs 32% without)  ·  ~13.0 challenges expected  ·  median CC cash $12,413
🛡 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)
-$1,101
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$102 @ 84% 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: $3.19/sh now → $2.26 mid-life (likely $2.46–$4.90)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$1.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 335 simulated challenges: the $88 strike is typically first touched on day 2 of 2, at $91 (overshoots $2.57). 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+$2.15/sh+$1,290
cycle +$1,542
[+$862…+$1,362] · 96% credit
67%
surv 53%
-$36,635 NOT
cap gain +$6,502
Reliable up-and-out (highest cap still free ≥60%)~$9531 Jul 202615d left+$0.97/sh+$579
cycle +$831
[-$301…+$554] · 64% credit
75%
surv 69%
-$33,316 NOT
cap gain +$9,821
Up-and-out for even (raise the cap, free)~$9424 Jul 20268d left+$0.18/sh+$109
cycle +$361
[-$707…+$63] · 34% credit
77%
surv 71%
-$34,407 NOT
cap gain +$8,730
Max even-money escape in the band~$10031 Jul 202615d left+$0.04/sh+$26
cycle +$278
[-$1,013…-$34] · 23% credit
82%
surv 78%
-$30,768 NOT
cap gain +$12,369
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 202615d left-$0.39/sh-$232
cycle +$20
[-$1,359…-$298] · 5% credit
84%
surv 82%
-$29,784 NOT
cap gain +$13,353
budget: banked $252 debit $232 (92% used ≈ 0.3 wk of income) → whole cycle still +$20 cash · rolled 6 ct earn ≈ $2,243/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$3,780/mo
vs 50% target ($3,375/mo)+12%
vs normal income ($6,750/mo)56% covered
Net income (after hedge)$3,448/mo
Downside budget
⚠ $88.50 is $61 below CC-SS $149.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,538
… as % of IC ($15,930)229.4%
… as % of ML ($69,930)52.2%
Recovery months (at normal income)5.4 mo
Surgical close (6 ct)$-43,170
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 ≥ $88.97 (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 $110.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $87.61Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$88-88.97
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
≥ $88.97
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 (1.5σ)$252$-37,925+$5,212+$246
+2.5%$90.71 (1.9σ)$-1,075$-37,880+$5,257-$1,081
+5%$92.92 (2.3σ)$-2,403$-37,835+$5,302-$2,409
SS (= V-bounce)$141.55 (11.5σ)$-31,578$-36,843+$6,294-$30,654
V-BOUNCE STRESS (stock → CC-SS $149.82, where you are whole again, by expiry)
Starting unrealized P&L: $-43,137
+ Fortress recovery (un-capped): +$43,001
− CC assignment net of premium (6 × $88.50): -$36,538
Total Position P&L @ SS: $-36,674 (+$6,463 vs today)
Do-nothing baseline at SS: $-6,020 (this trade vs do-nothing: $-30,654, the opportunity cost of earning $3,780/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,442, position total $-36,915 (+$6,222 vs today)
100% normal5 × $8517 Jul2d5.6%77%46%$520$7,800+$4,020$31,888
Sell 5 × $85 5.6% OTM over spot $80.50 17 Jul 2026 (2d, $1.09 mid)
= $520 credit for the 2d cycle → $7,800/mo projected
Survival (stays ≤ $85)
77%
Breach risk
23%
POP (stays ≤ $86.09)
82%
EV / mo
+$3,282
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [1.9-5.5] median, 0.1 mo SLOWER than no FIGHT (3.3 mo): roll costs eat the credits at this rung  ·  44% of paths whole by 9 mo (vs 28% without)  ·  ~28.4 challenges expected  ·  median CC cash $20,895
🛡 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)
28%
Flat exit net (mid-life)
-$563
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$101 @ 87% POP
86% 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: $3.06/sh now → $2.17 mid-life (likely $2.52–$4.72)≈ $0 at expiry  |  you banked $1.04/sh, so a flat mid-life exit nets -$1.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 833 simulated challenges: the $85 strike is typically first touched on day 1 of 2, at $88 (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)~$8524 Jul 20268d left+$2.15/sh+$1,075
cycle +$1,595
[+$725…+$1,057] · 96% credit
67%
surv 53%
-$38,752 NOT
cap gain +$4,385
Reliable up-and-out (highest cap still free ≥60%)~$9131 Jul 202615d left+$0.96/sh+$479
cycle +$999
[-$235…+$396] · 62% credit
76%
surv 69%
-$35,319 NOT
cap gain +$7,818
Up-and-out for even (raise the cap, free)~$9024 Jul 20268d left+$0.19/sh+$96
cycle +$616
[-$573…+$13] · 28% credit
77%
surv 71%
-$36,322 NOT
cap gain +$6,815
Max even-money escape in the band~$9631 Jul 202615d left+$0.04/sh+$21
cycle +$541
[-$822…-$85] · 16% credit
82%
surv 79%
-$32,674 NOT
cap gain +$10,463
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-$0.86/sh-$432
cycle +$88
[-$1,437…-$566]
87%
surv 86%
-$30,026 NOT
cap gain +$13,111
budget: banked $520 debit $432 (83% used ≈ 0.2 wk of income) → whole cycle still +$88 cash · rolled 5 ct earn ≈ $1,302/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$7,800/mo
vs 50% target ($3,375/mo)+131%
vs normal income ($6,750/mo)116% covered
Net income (after hedge)$7,470/mo
Downside budget
⚠ $85 is $65 below CC-SS $149.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,888
… as % of IC ($15,930)200.2%
… as % of ML ($69,930)45.6%
Recovery months (at normal income)4.7 mo
Surgical close (5 ct)$-35,972
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.04 collected) or spot ≥ $86.09 (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 $110.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $84.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$84-86.09
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $86.09
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$85.00 (≤1σ, normal week)$520$-39,827+$3,310+$515
+2.5%$87.12 (1.2σ)$-542$-39,571+$3,566-$547
+5%$89.25 (1.6σ)$-1,605$-39,316+$3,821-$1,610
SS (= V-bounce)$141.55 (11.5σ)$-27,755$-33,174+$9,963-$26,985
V-BOUNCE STRESS (stock → CC-SS $149.82, where you are whole again, by expiry)
Starting unrealized P&L: $-43,137
+ Fortress recovery (un-capped): +$43,001
− CC assignment net of premium (5 × $85): -$31,888
− Conservative CC assignment net of premium (1 × $140): -$981
Total Position P&L @ SS: $-33,005 (+$10,132 vs today)
Do-nothing baseline at SS: $-6,020 (this trade vs do-nothing: $-26,985, the opportunity cost of earning $7,800/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$25,975, position total $-33,447 (+$9,690 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] $794/mo

🎯 Engine pick: sell 6 × $89 (primary), 78% survival, breach 22%, $3,400/mo.
⚖️ Worth a safer step: the $92 rung (33% normal) lifts survival to 84% (breach 22% → 16%) for $1,140/mo less (34% 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 $80.50 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $10124 Jul9d25.5%95%11%$112$373-$3,027$19,415
Sell 4 × $101 25.5% OTM over spot $80.50 24 Jul 2026 (9d, $0.39 mid)
= $112 credit for the 9d cycle → $373/mo projected
Survival (stays ≤ $101)
95%
Breach risk
5%
POP (stays ≤ $101.39)
95%
EV / mo
+$163
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.1-5.9] median  ·  31% of paths whole by 9 mo (vs 31% without)  ·  ~2.0 challenges expected  ·  median CC cash $-427
🛡 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)
-$1,609
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$104 @ 72% POP
62% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 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: $6.08/sh now → $4.30 mid-life (likely $2.99–$5.64)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$4.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 205 simulated challenges: the $101 strike is typically first touched on day 7 of 9, at $104 (overshoots $2.76). 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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10131 Jul 202612d left+$1.45/sh+$579
cycle +$691
[+$582…+$1,036] · 100% credit
68%
surv 53%
-$29,729 NOT
cap gain +$13,408
Up-and-out for even (raise the cap, free)~$10231 Jul 202612d left+$0.41/sh+$165
cycle +$277
[+$65…+$586] · 81% credit
69%
surv 57%
-$29,216 NOT
cap gain +$13,921
Max even-money escape in the band~$10231 Jul 202612d left+$0.41/sh+$165
cycle +$277
[+$65…+$586] · 81% credit
69%
surv 57%
-$29,216 NOT
cap gain +$13,921
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10431 Jul 202612d left-$0.16/sh-$66
cycle +$46
[-$224…+$311] · 49% credit
72%
surv 62%
-$28,206 NOT
cap gain +$14,931
budget: banked $112 debit $66 (59% used ≈ 0.8 wk of income) → whole cycle still +$46 cash · rolled 4 ct earn ≈ $4,137/mo while parked; 2 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$373/mo
vs 50% target ($3,375/mo)-89%
vs normal income ($6,750/mo)6% covered
Net income (after hedge)$45/mo
Downside budget
⚠ $101 is $49 below CC-SS $149.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,415
… as % of IC ($15,930)121.9%
… as % of ML ($69,930)27.8%
Recovery months (at normal income)2.9 mo
Surgical close (4 ct)$-28,800
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 $0.28 collected) or spot ≥ $101.39 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $101)); NOT the premium you collected. Momentum override: two daily closes above $110.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $99.99Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$100-101.39
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
≥ $101.39
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$101.00 (1.8σ)$112$-30,308+$12,829+$108
+2.5%$103.52 (2.0σ)$-898$-29,751+$13,386-$902
+5%$106.05 (2.3σ)$-1,908$-29,195+$13,942-$1,912
SS (= V-bounce)$141.55 (5.4σ)$-16,108$-21,681+$21,456-$15,492
V-BOUNCE STRESS (stock → CC-SS $149.82, where you are whole again, by expiry)
Starting unrealized P&L: $-43,137
+ Fortress recovery (un-capped): +$43,001
− CC assignment net of premium (4 × $101): -$19,415
− Conservative CC assignment net of premium (2 × $140): -$1,961
Total Position P&L @ SS: $-21,512 (+$21,625 vs today)
Do-nothing baseline at SS: $-6,020 (this trade vs do-nothing: $-15,492, the opportunity cost of earning $373/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$14,684, position total $-22,155 (+$20,982 vs today)
🛡 safe yield6 × $9624 Jul9d19.2%90%20%$366$1,220-$2,180$31,924
Sell 6 × $96 19.2% OTM over spot $80.50 24 Jul 2026 (9d, $0.71 mid)
= $366 credit for the 9d cycle → $1,220/mo projected
Survival (stays ≤ $96)
90%
Breach risk
10%
POP (stays ≤ $96.72)
91%
EV / mo
+$493
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.5-6.2] median, 0.1 mo SLOWER than no FIGHT (4.0 mo): roll costs eat the credits at this rung  ·  28% of paths whole by 9 mo (vs 24% without)  ·  ~4.0 challenges expected  ·  median CC cash $2,930
🛡 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)
-$2,088
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$99 @ 72% POP
62% 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: $5.78/sh now → $4.09 mid-life (likely $3.55–$5.97)≈ $0 at expiry  |  you banked $0.61/sh, so a flat mid-life exit nets -$3.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 415 simulated challenges: the $96 strike is typically first touched on day 6 of 9, at $99 (overshoots $2.70). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9631 Jul 202612d left+$1.55/sh+$929
cycle +$1,295
[+$805…+$1,314] · 100% credit
68%
surv 53%
-$32,229 NOT
cap gain +$10,908
Reliable up-and-out (highest cap still free ≥60%)~$9731 Jul 202612d left+$0.52/sh+$313
cycle +$679
[+$37…+$653] · 79% credit
69%
surv 57%
-$31,918 NOT
cap gain +$11,219
Up-and-out for even (raise the cap, free)~$9831 Jul 202612d left+$0.07/sh+$44
cycle +$410
[-$286…+$356] · 50% credit
70%
surv 60%
-$31,566 NOT
cap gain +$11,571
Max even-money escape in the band~$9831 Jul 202612d left+$0.07/sh+$44
cycle +$410
[-$286…+$356] · 50% credit
70%
surv 60%
-$31,566 NOT
cap gain +$11,571
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9931 Jul 202612d left-$0.06/sh-$34
cycle +$332
[-$368…+$249] · 44% credit
72%
surv 62%
-$31,023 NOT
cap gain +$12,114
budget: banked $366 debit $34 (9% used ≈ 0.1 wk of income) → whole cycle still +$332 cash · rolled 6 ct earn ≈ $6,050/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$1,220/mo
vs 50% target ($3,375/mo)-64%
vs normal income ($6,750/mo)18% covered
Net income (after hedge)$888/mo
Downside budget
⚠ $96 is $54 below CC-SS $149.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,924
… as % of IC ($15,930)200.4%
… as % of ML ($69,930)45.7%
Recovery months (at normal income)4.7 mo
Surgical close (6 ct)$-43,200
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.61 collected) or spot ≥ $96.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $96)); NOT the premium you collected. Momentum override: two daily closes above $110.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $95.04Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$95-96.72
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
≥ $96.72
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$96.00 (1.4σ)$366$-33,158+$9,979+$360
+2.5%$98.40 (1.6σ)$-1,074$-33,109+$10,028-$1,080
+5%$100.80 (1.8σ)$-2,514$-33,060+$10,077-$2,520
SS (= V-bounce)$141.55 (5.4σ)$-26,964$-32,229+$10,908-$26,040
V-BOUNCE STRESS (stock → CC-SS $149.82, where you are whole again, by expiry)
Starting unrealized P&L: $-43,137
+ Fortress recovery (un-capped): +$43,001
− CC assignment net of premium (6 × $96): -$31,924
Total Position P&L @ SS: $-32,060 (+$11,077 vs today)
Do-nothing baseline at SS: $-6,020 (this trade vs do-nothing: $-26,040, the opportunity cost of earning $1,220/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$24,828, position total $-32,301 (+$10,836 vs today)
33% normal ← lean6 × $9224 Jul9d14.3%84%32%$678$2,260-$1,140$34,012
Sell 6 × $92 14.3% OTM over spot $80.50 24 Jul 2026 (9d, $1.21 mid)
= $678 credit for the 9d cycle → $2,260/mo projected
Survival (stays ≤ $92)
84%
Breach risk
16%
POP (stays ≤ $93.22)
86%
EV / mo
+$850
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.0-6.2] median, 0.1 mo faster than no FIGHT (3.5 mo)  ·  36% of paths whole by 9 mo (vs 31% without)  ·  ~6.2 challenges expected  ·  median CC cash $6,099
🛡 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)
-$1,673
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$97 @ 74% POP
68% 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: $5.54/sh now → $3.92 mid-life (likely $3.78–$5.86)≈ $0 at expiry  |  you banked $1.13/sh, so a flat mid-life exit nets -$2.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 703 simulated challenges: the $92 strike is typically first touched on day 5 of 9, at $94 (overshoots $2.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9231 Jul 202612d left+$1.61/sh+$969
cycle +$1,647
[+$756…+$1,235] · 100% credit
68%
surv 53%
-$34,359 NOT
cap gain +$8,778
Reliable up-and-out (highest cap still free ≥60%)~$9331 Jul 202612d left+$0.60/sh+$358
cycle +$1,036
[+$23…+$556] · 77% credit
69%
surv 57%
-$34,042 NOT
cap gain +$9,095
Up-and-out for even (raise the cap, free)~$9531 Jul 202612d left+$0.02/sh+$11
cycle +$689
[-$369…+$150] · 37% credit
72%
surv 63%
-$33,148 NOT
cap gain +$9,989
Max even-money escape in the band~$9531 Jul 202612d left+$0.02/sh+$11
cycle +$689
[-$369…+$150] · 37% credit
72%
surv 63%
-$33,148 NOT
cap gain +$9,989
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-$0.93/sh-$557
cycle +$121
[-$1,084…-$478] · 8% credit
74%
surv 68%
-$32,475 NOT
cap gain +$10,662
budget: banked $678 debit $557 (82% used ≈ 1.1 wk of income) → whole cycle still +$121 cash · rolled 6 ct earn ≈ $4,486/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$2,260/mo
vs 50% target ($3,375/mo)-33%
vs normal income ($6,750/mo)33% covered
Net income (after hedge)$1,928/mo
Downside budget
⚠ $92 is $58 below CC-SS $149.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,012
… as % of IC ($15,930)213.5%
… as % of ML ($69,930)48.6%
Recovery months (at normal income)5.0 mo
Surgical close (6 ct)$-43,188
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.13 collected) or spot ≥ $93.22 (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 $110.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $91.08Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$91-93.22
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
≥ $93.22
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)$678$-35,328+$7,809+$672
+2.5%$94.30 (1.2σ)$-702$-35,281+$7,856-$708
+5%$96.60 (1.4σ)$-2,082$-35,234+$7,903-$2,088
SS (= V-bounce)$141.55 (5.4σ)$-29,052$-34,317+$8,820-$28,128
V-BOUNCE STRESS (stock → CC-SS $149.82, where you are whole again, by expiry)
Starting unrealized P&L: $-43,137
+ Fortress recovery (un-capped): +$43,001
− CC assignment net of premium (6 × $92): -$34,012
Total Position P&L @ SS: $-34,148 (+$8,989 vs today)
Do-nothing baseline at SS: $-6,020 (this trade vs do-nothing: $-28,128, the opportunity cost of earning $2,260/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,916, position total $-34,389 (+$8,748 vs today)
🎯 50% normal6 × $8924 Jul9d10.6%78%34%$1,020$3,400$35,470
Sell 6 × $89 10.6% OTM over spot $80.50 24 Jul 2026 (9d, $1.81 mid)
= $1,020 credit for the 9d cycle → $3,400/mo projected
Survival (stays ≤ $89)
78%
Breach risk
22%
POP (stays ≤ $90.81)
82%
EV / mo
+$1,120
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.3-5.7] median, 0.1 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  33% of paths whole by 9 mo (vs 26% without)  ·  ~9.1 challenges expected  ·  median CC cash $9,062
🛡 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)
-$1,255
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$98 @ 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: $5.36/sh now → $3.79 mid-life (likely $4.10–$6.15)≈ $0 at expiry  |  you banked $1.70/sh, so a flat mid-life exit nets -$2.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,031 simulated challenges: the $89 strike is typically first touched on day 5 of 9, at $91 (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)~$8931 Jul 202612d left+$1.66/sh+$994
cycle +$2,014
[+$715…+$1,131] · 100% credit
68%
surv 53%
-$35,852 NOT
cap gain +$7,285
Reliable up-and-out (highest cap still free ≥60%)~$9031 Jul 202612d left+$0.65/sh+$388
cycle +$1,408
[-$19…+$427] · 73% credit
69%
surv 57%
-$35,531 NOT
cap gain +$7,606
Up-and-out for even (raise the cap, free)~$9231 Jul 202612d left+$0.07/sh+$41
cycle +$1,061
[-$418…+$34] · 27% credit
72%
surv 63%
-$34,637 NOT
cap gain +$8,500
Max even-money escape in the band~$9231 Jul 202612d left+$0.07/sh+$41
cycle +$1,061
[-$418…+$34] · 27% credit
72%
surv 63%
-$34,637 NOT
cap gain +$8,500
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-$1.68/sh-$1,006
cycle +$14
[-$1,766…-$1,116]
81%
surv 77%
-$31,962 NOT
cap gain +$11,175
budget: banked $1,020 debit $1,006 (99% used ≈ 1.3 wk of income) → whole cycle still +$14 cash · rolled 6 ct earn ≈ $3,173/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$3,400/mo
vs 50% target ($3,375/mo)+1%
vs normal income ($6,750/mo)50% covered
Net income (after hedge)$3,068/mo
Downside budget
⚠ $89 is $61 below CC-SS $149.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,470
… as % of IC ($15,930)222.7%
… as % of ML ($69,930)50.7%
Recovery months (at normal income)5.3 mo
Surgical close (6 ct)$-43,203
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.42/sh (~25% of the $1.70 collected) or spot ≥ $90.81 (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 $110.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $88.11Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$88-90.81
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
≥ $90.81
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)$1,020$-36,847+$6,290+$1,014
+2.5%$91.22 (≤1σ, normal week)$-315$-36,801+$6,336-$321
+5%$93.45 (1.1σ)$-1,650$-36,756+$6,381-$1,656
SS (= V-bounce)$141.55 (5.4σ)$-30,510$-35,775+$7,362-$29,586
V-BOUNCE STRESS (stock → CC-SS $149.82, where you are whole again, by expiry)
Starting unrealized P&L: $-43,137
+ Fortress recovery (un-capped): +$43,001
− CC assignment net of premium (6 × $89): -$35,470
Total Position P&L @ SS: $-35,606 (+$7,531 vs today)
Do-nothing baseline at SS: $-6,020 (this trade vs do-nothing: $-29,586, the opportunity cost of earning $3,400/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,374, position total $-35,847 (+$7,290 vs today)
100% normal6 × $8224 Jul9d1.9%58%89%$2,340$7,800+$4,400$38,350
Sell 6 × $82 1.9% OTM over spot $80.50 24 Jul 2026 (9d, $4.15 mid)
= $2,340 credit for the 9d cycle → $7,800/mo projected
Survival (stays ≤ $82)
58%
Breach risk
42%
POP (stays ≤ $86.15)
71%
EV / mo
+$1,500
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.5-6.2] median, 0.1 mo SLOWER than no FIGHT (4.0 mo): roll costs eat the credits at this rung  ·  38% of paths whole by 9 mo (vs 27% without)  ·  ~28.7 challenges expected  ·  median CC cash $13,856
🛡 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)
72%
Flat exit net (mid-life)
+$244
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$100 @ 91% POP
91% 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: $4.94/sh now → $3.49 mid-life (likely $4.75–$6.61)≈ $0 at expiry  |  you banked $3.90/sh, so a flat mid-life exit nets +$0.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,151 simulated challenges: the $82 strike is typically first touched on day 3 of 9, at $85 (overshoots $2.52). 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+$1.73/sh+$1,039
cycle +$3,379
[+$667…+$841] · 100% credit
68%
surv 53%
-$38,830 NOT
cap gain +$4,307
Reliable up-and-out (highest cap still free ≥60%)~$8331 Jul 202612d left+$0.74/sh+$444
cycle +$2,784
[-$105…+$178] · 62% credit
69%
surv 58%
-$38,498 NOT
cap gain +$4,639
Up-and-out for even (raise the cap, free)~$8531 Jul 202612d left+$0.16/sh+$96
cycle +$2,436
[-$508…-$181] · 11% credit
73%
surv 63%
-$37,605 NOT
cap gain +$5,532
Max even-money escape in the band~$8531 Jul 202612d left+$0.16/sh+$96
cycle +$2,436
[-$508…-$181] · 11% credit
73%
surv 63%
-$37,605 NOT
cap gain +$5,532
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10031 Jul 202612d left-$2.87/sh-$1,721
cycle +$619
[-$3,166…-$2,276]
91%
surv 91%
-$30,116 NOT
cap gain +$13,021
budget: banked $2,340 debit $1,721 (74% used ≈ 1.0 wk of income) → whole cycle still +$619 cash · rolled 6 ct earn ≈ $937/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$7,800/mo
vs 50% target ($3,375/mo)+131%
vs normal income ($6,750/mo)116% covered
Net income (after hedge)$7,468/mo
Downside budget
⚠ $82 is $68 below CC-SS $149.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,350
… as % of IC ($15,930)240.7%
… as % of ML ($69,930)54.8%
Recovery months (at normal income)5.7 mo
Surgical close (6 ct)$-43,287
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.97/sh (~25% of the $3.90 collected) or spot ≥ $86.15 (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 $110.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $81.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$81-86.15
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $86.15
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$82.00 (≤1σ, normal week)$2,340$-39,870+$3,267+$2,334
+2.5%$84.05 (≤1σ, normal week)$1,110$-39,828+$3,309+$1,104
+5%$86.10 (≤1σ, normal week)$-120$-39,786+$3,351-$126
SS (= V-bounce)$141.55 (5.4σ)$-33,390$-38,655+$4,482-$32,466
V-BOUNCE STRESS (stock → CC-SS $149.82, where you are whole again, by expiry)
Starting unrealized P&L: $-43,137
+ Fortress recovery (un-capped): +$43,001
− CC assignment net of premium (6 × $82): -$38,350
Total Position P&L @ SS: $-38,486 (+$4,651 vs today)
Do-nothing baseline at SS: $-6,020 (this trade vs do-nothing: $-32,466, the opportunity cost of earning $7,800/mo FIGHT income now)
BB-reversion stress (→ $137.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,254, position total $-38,727 (+$4,410 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 2-45 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: 1.034 (IBKR)  |  Recovery@SS: +$43,001 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-6,020

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$88.502d17 Jul 2026$0.426/6$3,780$3,44889%91%+$2,049-$36,538229.4%$-36,674 (vs do-nothing $-30,654)
$87.502d17 Jul 2026$0.535/6$3,975$3,64587%89%+$1,956-$30,893193.9%$-32,010 (vs do-nothing $-25,990)
$86.502d17 Jul 2026$0.714/6$4,260$3,93183%86%+$2,014-$25,043157.2%$-27,140 (vs do-nothing $-21,120)
$899d24 Jul 2026$1.706/6$3,400$3,06878%82%+$1,120-$35,470222.7%$-35,606 (vs do-nothing $-29,586)
$852d17 Jul 2026$1.043/6$4,680$4,35377%82%+$1,969-$19,133120.1%$-22,211 (vs do-nothing $-16,191)
$889d24 Jul 2026$1.956/6$3,900$3,56876%81%+$1,237-$35,920225.5%$-36,056 (vs do-nothing $-30,036)
$879d24 Jul 2026$2.205/6$3,667$3,33673%79%+$1,082-$30,308190.3%$-31,425 (vs do-nothing $-25,405)
$8816d31 Jul 2026$3.006/6$3,375$3,04372%78%+$672-$35,290221.5%$-35,426 (vs do-nothing $-29,406)
$869d24 Jul 2026$2.495/6$4,150$3,82071%77%+$1,150-$30,663192.5%$-31,780 (vs do-nothing $-25,760)
$83.502d17 Jul 2026$1.442/6$4,320$3,99570%78%+$1,491-$12,97581.5%$-17,034 (vs do-nothing $-11,014)
$8716d31 Jul 2026$3.156/6$3,544$3,21169%77%+$538-$35,800224.7%$-35,936 (vs do-nothing $-29,916)
$859d24 Jul 2026$2.814/6$3,747$3,41868%76%+$970-$24,803155.7%$-26,900 (vs do-nothing $-20,880)
$8616d31 Jul 2026$3.506/6$3,938$3,60567%76%+$600-$36,190227.2%$-36,326 (vs do-nothing $-30,306)
Show 17 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$8516d31 Jul 2026$3.855/6$3,609$3,27965%74%+$527-$30,483191.4%$-31,600 (vs do-nothing $-25,580)
$849d24 Jul 2026$3.054/6$4,067$3,73865%74%+$866-$25,107157.6%$-27,204 (vs do-nothing $-21,184)
$82.502d17 Jul 2026$1.782/6$5,340$5,01564%74%+$1,596-$13,10782.3%$-17,166 (vs do-nothing $-11,146)
$8416d31 Jul 2026$4.504/6$3,375$3,04663%73%+$647-$24,527154.0%$-26,624 (vs do-nothing $-20,604)
$839d24 Jul 2026$3.354/6$4,467$4,13861%73%+$793-$25,387159.4%$-27,484 (vs do-nothing $-21,464)
$8316d31 Jul 2026$4.604/6$3,450$3,12160%72%+$438-$24,887156.2%$-26,984 (vs do-nothing $-20,964)
$829d24 Jul 2026$3.903/6$3,900$3,57358%71%+$750-$19,175120.4%$-22,253 (vs do-nothing $-16,233)
$81.502d17 Jul 2026$2.202/6$6,600$6,27558%71%+$1,722-$13,22383.0%$-17,282 (vs do-nothing $-11,262)
$8216d31 Jul 2026$5.054/6$3,788$3,45958%71%+$468-$25,107157.6%$-27,204 (vs do-nothing $-21,184)
$8116d31 Jul 2026$6.003/6$3,375$3,04855%70%+$638-$18,845118.3%$-21,923 (vs do-nothing $-15,903)
$819d24 Jul 2026$4.203/6$4,200$3,87355%69%+$614-$19,385121.7%$-22,463 (vs do-nothing $-16,443)
$8016d31 Jul 2026$6.203/6$3,488$3,16152%68%+$485-$19,085119.8%$-22,163 (vs do-nothing $-16,143)
$809d24 Jul 2026$4.703/6$4,700$4,37351%68%+$636-$19,535122.6%$-22,613 (vs do-nothing $-16,593)
$7916d31 Jul 2026$6.453/6$3,628$3,30150%67%+$341-$19,310121.2%$-22,388 (vs do-nothing $-16,368)
$802d17 Jul 2026$2.881/6$4,320$3,99748%67%+$809-$6,69442.0%$-11,733 (vs do-nothing $-5,713)
$799d24 Jul 2026$5.352/6$3,567$3,24247%66%+$510-$13,09382.2%$-17,152 (vs do-nothing $-11,132)
$792d17 Jul 2026$3.451/6$5,175$4,85242%65%+$797-$6,73742.3%$-11,776 (vs do-nothing $-5,756)

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 21:39