FORTRESS FIGHT: RKLB @ $76.38

BE SS: $141.55  |  CC-SS: $148.08  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 03:39

RKLB @ $76.38   UNDERWATER $65.18 (46.0% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $148.08  |  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$6,210/mo95% ann ROI on ML
Hedge rolling cost$329/mo
Unrealized P&L$-44,592fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,105/mo
HEDGE COVER
$329/mo
NORMAL INCOME
$6,210/mo (ATM CC, chain)
IC VELOCITY
2.6 mo to earn back $15,930
ML VELOCITY
11.3 mo to earn back $69,930
Deep drawdown confirmed: a CC at CC-SS $148.08 (probe: $145C 15d) brings only $12/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)
$44,592
was $44,592 · 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 35 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 34 · %B 18 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $138.01 (+81%) · daily UBB $110.68 · 1-wk expected move ±$9 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-07: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 6 contracts at $84 / 8d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($3,105/mo); it brings $3,488/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 × $79/8d for $6,705/mo, but breach risk rises to 37% (+16pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 6 × $100/8d (98% survival, $338/mo).
Downside anchor: the primary mortgages $37,519 (236% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 6.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-44,631 and cuts bleed by $329/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: NEXT FRIDAY · 24 Jul 2026 (8d) · sell 6 × $84, 79% survival, $3,488/mo (E[net] $1,064/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 8d6 × $8479%$3,488$1,064

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $1,064/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $84 (primary), 79% survival, breach 21%, $3,488/mo.
⚖️ Worth a safer step: the $87 rung (33% normal) lifts survival to 86% (breach 21% → 14%) for $1,192/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 $87 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $76.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $10024 Jul8d30.9%98%5%$90$338-$3,150$28,759
Sell 6 × $100 30.9% OTM over spot $76.38 24 Jul 2026 (8d, $0.19 mid)
= $90 credit for the 8d cycle → $338/mo projected
Survival (stays ≤ $100)
98%
Breach risk
2%
POP (stays ≤ $100.19)
98%
EV / mo
+$234
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.5-6.0] median, 0.1 mo SLOWER than no FIGHT (3.8 mo): roll costs eat the credits at this rung  ·  27% of paths whole by 9 mo (vs 25% without)  ·  ~1.0 challenges expected  ·  median CC cash $-653
🛡 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)
-$2,300
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$104 @ 73% POP
63% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.63/sh now → $3.98 mid-life (likely $2.48–$4.53)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$3.83/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 61 simulated challenges: the $100 strike is typically first touched on day 7 of 8, at $102 (overshoots $1.82). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10031 Jul 202611d left+$1.27/sh+$760
cycle +$850
[+$925…+$1,459] · 100% credit
67%
surv 53%
-$29,199 NOT
cap gain +$15,393
Up-and-out for even (raise the cap, free)~$10331 Jul 202611d left+$0.06/sh+$37
cycle +$127
[+$128…+$685] · 84% credit
71%
surv 60%
-$28,305 NOT
cap gain +$16,287
Max even-money escape in the band~$10331 Jul 202611d left+$0.06/sh+$37
cycle +$127
[+$128…+$685] · 84% credit
71%
surv 60%
-$28,305 NOT
cap gain +$16,287
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Reliable up-and-out (highest cap still free ≥60%)~$10431 Jul 202611d left-$0.15/sh-$91
cycle -$1
[-$60…+$537] · 74% credit
73%
surv 63%
-$27,818 NOT
cap gain +$16,774
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$338/mo
vs 50% target ($3,105/mo)-89%
vs normal income ($6,210/mo)5% covered
Net income (after hedge)$8/mo
Downside budget
⚠ $100 is $48 below CC-SS $148.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,759
… as % of IC ($15,930)180.5%
… as % of ML ($69,930)41.1%
Recovery months (at normal income)4.6 mo
Surgical close (6 ct)$-44,616
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.15 collected) or spot ≥ $100.19 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $100)); NOT the premium you collected. Momentum override: two daily closes above $110.68 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $99.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$99-100.19
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $100.19
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$100.00 (2.4σ)$90$-29,958+$14,634+$84
+2.5%$102.50 (2.6σ)$-1,410$-29,919+$14,673-$1,416
+5%$105.00 (2.9σ)$-2,910$-29,880+$14,712-$2,916
SS (= V-bounce)$141.55 (6.6σ)$-24,840$-29,310+$15,282-$23,916
V-BOUNCE STRESS (stock → CC-SS $148.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,592
+ Fortress recovery (un-capped): +$44,143
− CC assignment net of premium (6 × $100): -$28,759
Total Position P&L @ SS: $-29,208 (+$15,384 vs today)
Do-nothing baseline at SS: $-5,292 (this trade vs do-nothing: $-23,916, the opportunity cost of earning $338/mo FIGHT income now)
BB-reversion stress (→ $138.01 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$22,716, position total $-29,365 (+$15,227 vs today)
🛡 safe yield6 × $9024 Jul8d17.8%90%20%$402$1,508-$1,980$34,447
Sell 6 × $90 17.8% OTM over spot $76.38 24 Jul 2026 (8d, $0.69 mid)
= $402 credit for the 8d cycle → $1,508/mo projected
Survival (stays ≤ $90)
90%
Breach risk
10%
POP (stays ≤ $90.69)
91%
EV / mo
+$820
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.9-5.8] median, 0.3 mo faster than no FIGHT (4.4 mo)  ·  29% of paths whole by 9 mo (vs 26% without)  ·  ~4.3 challenges expected  ·  median CC cash $4,582
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$1,749
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$96 @ 76% POP
69% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.07/sh now → $3.58 mid-life (likely $3.25–$5.39)≈ $0 at expiry  |  you banked $0.67/sh, so a flat mid-life exit nets -$2.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 364 simulated challenges: the $90 strike is typically first touched on day 5 of 8, at $92 (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)~$9031 Jul 202611d left+$1.46/sh+$878
cycle +$1,280
[+$673…+$1,193] · 99% credit
68%
surv 53%
-$34,924 NOT
cap gain +$9,668
Reliable up-and-out (highest cap still free ≥60%)~$9231 Jul 202611d left+$0.67/sh+$404
cycle +$806
[+$108…+$671] · 84% credit
70%
surv 58%
-$34,398 NOT
cap gain +$10,194
Up-and-out for even (raise the cap, free)~$9431 Jul 202611d left+$0.05/sh+$32
cycle +$434
[-$325…+$256] · 44% credit
73%
surv 64%
-$33,538 NOT
cap gain +$11,054
Max even-money escape in the band~$9431 Jul 202611d left+$0.05/sh+$32
cycle +$434
[-$325…+$256] · 44% credit
73%
surv 64%
-$33,538 NOT
cap gain +$11,054
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 202611d left-$0.64/sh-$383
cycle +$19
[-$845…-$223] · 15% credit
76%
surv 69%
-$32,722 NOT
cap gain +$11,870
budget: banked $402 debit $383 (95% used ≈ 1.1 wk of income) → whole cycle still +$19 cash · rolled 6 ct earn ≈ $4,822/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$1,508/mo
vs 50% target ($3,105/mo)-51%
vs normal income ($6,210/mo)24% covered
Net income (after hedge)$1,178/mo
Downside budget
⚠ $90 is $58 below CC-SS $148.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,447
… as % of IC ($15,930)216.2%
… as % of ML ($69,930)49.3%
Recovery months (at normal income)5.5 mo
Surgical close (6 ct)$-44,604
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 $0.67 collected) or spot ≥ $90.69 (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 $110.68 (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
$89-90.69
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
≥ $90.69
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 (1.4σ)$402$-35,802+$8,790+$396
+2.5%$92.25 (1.6σ)$-948$-35,767+$8,825-$954
+5%$94.50 (1.8σ)$-2,298$-35,732+$8,860-$2,304
SS (= V-bounce)$141.55 (6.6σ)$-30,528$-34,998+$9,594-$29,604
V-BOUNCE STRESS (stock → CC-SS $148.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,592
+ Fortress recovery (un-capped): +$44,143
− CC assignment net of premium (6 × $90): -$34,447
Total Position P&L @ SS: $-34,896 (+$9,696 vs today)
Do-nothing baseline at SS: $-5,292 (this trade vs do-nothing: $-29,604, the opportunity cost of earning $1,508/mo FIGHT income now)
BB-reversion stress (→ $138.01 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,404, position total $-35,053 (+$9,539 vs today)
33% normal ← lean6 × $8724 Jul8d13.9%86%30%$612$2,295-$1,192$36,037
Sell 6 × $87 13.9% OTM over spot $76.38 24 Jul 2026 (8d, $1.06 mid)
= $612 credit for the 8d cycle → $2,295/mo projected
Survival (stays ≤ $87)
86%
Breach risk
14%
POP (stays ≤ $88.06)
88%
EV / mo
+$1,075
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.4 mo [2.7-6.2] median  ·  28% of paths whole by 9 mo (vs 24% without)  ·  ~6.7 challenges expected  ·  median CC cash $6,912
🛡 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)
22%
Flat exit net (mid-life)
-$1,467
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$94 @ 78% POP
72% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.90/sh now → $3.47 mid-life (likely $3.33–$5.46)≈ $0 at expiry  |  you banked $1.02/sh, so a flat mid-life exit nets -$2.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 650 simulated challenges: the $87 strike is typically first touched on day 5 of 8, at $89 (overshoots $2.41). 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 202611d left+$1.51/sh+$905
cycle +$1,517
[+$667…+$1,129] · 99% credit
68%
surv 53%
-$36,534 NOT
cap gain +$8,058
Reliable up-and-out (highest cap still free ≥60%)~$8931 Jul 202611d left+$0.72/sh+$433
cycle +$1,045
[+$111…+$574] · 84% credit
70%
surv 58%
-$36,006 NOT
cap gain +$8,586
Up-and-out for even (raise the cap, free)~$9131 Jul 202611d left+$0.10/sh+$61
cycle +$673
[-$339…+$177] · 40% credit
73%
surv 64%
-$35,147 NOT
cap gain +$9,445
Max even-money escape in the band~$9131 Jul 202611d left+$0.10/sh+$61
cycle +$673
[-$339…+$177] · 40% credit
73%
surv 64%
-$35,147 NOT
cap gain +$9,445
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9431 Jul 202611d left-$0.88/sh-$526
cycle +$86
[-$1,091…-$454] · 8% credit
78%
surv 72%
-$33,887 NOT
cap gain +$10,705
budget: banked $612 debit $526 (86% used ≈ 1.0 wk of income) → whole cycle still +$86 cash · rolled 6 ct earn ≈ $4,235/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$2,295/mo
vs 50% target ($3,105/mo)-26%
vs normal income ($6,210/mo)37% covered
Net income (after hedge)$1,966/mo
Downside budget
⚠ $87 is $61 below CC-SS $148.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,037
… as % of IC ($15,930)226.2%
… as % of ML ($69,930)51.5%
Recovery months (at normal income)5.8 mo
Surgical close (6 ct)$-44,616
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 $1.02 collected) or spot ≥ $88.06 (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 $110.68 (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
$86-88.06
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
≥ $88.06
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$87.00 (1.1σ)$612$-37,439+$7,153+$606
+2.5%$89.17 (1.3σ)$-693$-37,405+$7,187-$699
+5%$91.35 (1.5σ)$-1,998$-37,371+$7,221-$2,004
SS (= V-bounce)$141.55 (6.6σ)$-32,118$-36,588+$8,004-$31,194
V-BOUNCE STRESS (stock → CC-SS $148.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,592
+ Fortress recovery (un-capped): +$44,143
− CC assignment net of premium (6 × $87): -$36,037
Total Position P&L @ SS: $-36,486 (+$8,106 vs today)
Do-nothing baseline at SS: $-5,292 (this trade vs do-nothing: $-31,194, the opportunity cost of earning $2,295/mo FIGHT income now)
BB-reversion stress (→ $138.01 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,994, position total $-36,643 (+$7,949 vs today)
🎯 50% normal6 × $8424 Jul8d10.0%79%32%$930$3,488$37,519
Sell 6 × $84 10.0% OTM over spot $76.38 24 Jul 2026 (8d, $1.61 mid)
= $930 credit for the 8d cycle → $3,488/mo projected
Survival (stays ≤ $84)
79%
Breach risk
21%
POP (stays ≤ $85.61)
83%
EV / mo
+$1,362
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.7-5.7] median, 0.1 mo faster than no FIGHT (3.9 mo)  ·  33% of paths whole by 9 mo (vs 26% without)  ·  ~10.1 challenges expected  ·  median CC cash $9,619
🛡 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)
32%
Flat exit net (mid-life)
-$1,077
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$94 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.73/sh now → $3.35 mid-life (likely $3.50–$5.43)≈ $0 at expiry  |  you banked $1.55/sh, so a flat mid-life exit nets -$1.80/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 966 simulated challenges: the $84 strike is typically first touched on day 4 of 8, at $86 (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)~$8431 Jul 202611d left+$1.55/sh+$928
cycle +$1,858
[+$645…+$1,045] · 99% credit
68%
surv 53%
-$38,040 NOT
cap gain +$6,552
Reliable up-and-out (highest cap still free ≥60%)~$8631 Jul 202611d left+$0.76/sh+$457
cycle +$1,387
[+$89…+$515] · 83% credit
70%
surv 58%
-$37,510 NOT
cap gain +$7,082
Up-and-out for even (raise the cap, free)~$8831 Jul 202611d left+$0.14/sh+$86
cycle +$1,016
[-$342…+$100] · 33% credit
73%
surv 64%
-$36,650 NOT
cap gain +$7,942
Max even-money escape in the band~$8831 Jul 202611d left+$0.14/sh+$86
cycle +$1,016
[-$342…+$100] · 33% credit
73%
surv 64%
-$36,650 NOT
cap gain +$7,942
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9431 Jul 202611d left-$1.54/sh-$926
cycle +$4
[-$1,655…-$992]
82%
surv 79%
-$33,969 NOT
cap gain +$10,623
budget: banked $930 debit $926 (100% used ≈ 1.2 wk of income) → whole cycle still +$4 cash · rolled 6 ct earn ≈ $2,950/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$3,488/mo
vs 50% target ($3,105/mo)+12%
vs normal income ($6,210/mo)56% covered
Net income (after hedge)$3,158/mo
Downside budget
⚠ $84 is $64 below CC-SS $148.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,519
… as % of IC ($15,930)235.5%
… as % of ML ($69,930)53.7%
Recovery months (at normal income)6.0 mo
Surgical close (6 ct)$-44,631
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.39/sh (~25% of the $1.55 collected) or spot ≥ $85.61 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $84)); NOT the premium you collected. Momentum override: two daily closes above $110.68 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $83.16Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$83-85.61
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $85.61
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$84.00 (≤1σ, normal week)$930$-38,968+$5,624+$924
+2.5%$86.10 (≤1σ, normal week)$-330$-38,935+$5,657-$336
+5%$88.20 (1.2σ)$-1,590$-38,903+$5,689-$1,596
SS (= V-bounce)$141.55 (6.6σ)$-33,600$-38,070+$6,522-$32,676
V-BOUNCE STRESS (stock → CC-SS $148.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,592
+ Fortress recovery (un-capped): +$44,143
− CC assignment net of premium (6 × $84): -$37,519
Total Position P&L @ SS: $-37,968 (+$6,624 vs today)
Do-nothing baseline at SS: $-5,292 (this trade vs do-nothing: $-32,676, the opportunity cost of earning $3,488/mo FIGHT income now)
BB-reversion stress (→ $138.01 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,476, position total $-38,125 (+$6,467 vs today)
100% normal6 × $7924 Jul8d3.4%63%78%$1,788$6,705+$3,218$39,661
Sell 6 × $79 3.4% OTM over spot $76.38 24 Jul 2026 (8d, $3.12 mid)
= $1,788 credit for the 8d cycle → $6,705/mo projected
Survival (stays ≤ $79)
63%
Breach risk
37%
POP (stays ≤ $82.11)
74%
EV / mo
+$1,706
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.8 mo [2.9-6.6] median, 0.7 mo SLOWER than no FIGHT (4.2 mo): roll costs eat the credits at this rung  ·  30% of paths whole by 9 mo (vs 20% without)  ·  ~23.9 challenges expected  ·  median CC cash $14,201
🛡 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)
62%
Flat exit net (mid-life)
-$100
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$95 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.45/sh now → $3.15 mid-life (likely $4.09–$5.71)≈ $0 at expiry  |  you banked $2.98/sh, so a flat mid-life exit nets -$0.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,870 simulated challenges: the $79 strike is typically first touched on day 3 of 8, at $81 (overshoots $2.15). 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)~$7931 Jul 202611d left+$1.60/sh+$958
cycle +$2,746
[+$589…+$842] · 100% credit
68%
surv 53%
-$40,230 NOT
cap gain +$4,362
Reliable up-and-out (highest cap still free ≥60%)~$8131 Jul 202611d left+$0.82/sh+$490
cycle +$2,278
[+$25…+$322] · 77% credit
70%
surv 58%
-$39,697 NOT
cap gain +$4,895
Up-and-out for even (raise the cap, free)~$8331 Jul 202611d left+$0.20/sh+$119
cycle +$1,907
[-$406…-$80] · 18% credit
74%
surv 64%
-$38,837 NOT
cap gain +$5,755
Max even-money escape in the band~$8331 Jul 202611d left+$0.20/sh+$119
cycle +$1,907
[-$406…-$80] · 18% credit
74%
surv 64%
-$38,837 NOT
cap gain +$5,755
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9531 Jul 202611d left-$2.31/sh-$1,384
cycle +$404
[-$2,468…-$1,779]
90%
surv 89%
-$32,953 NOT
cap gain +$11,639
budget: banked $1,788 debit $1,384 (77% used ≈ 0.9 wk of income) → whole cycle still +$404 cash · rolled 6 ct earn ≈ $1,375/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$6,705/mo
vs 50% target ($3,105/mo)+116%
vs normal income ($6,210/mo)108% covered
Net income (after hedge)$6,376/mo
Downside budget
⚠ $79 is $69 below CC-SS $148.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,661
… as % of IC ($15,930)249.0%
… as % of ML ($69,930)56.7%
Recovery months (at normal income)6.4 mo
Surgical close (6 ct)$-44,673
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.74/sh (~25% of the $2.98 collected) or spot ≥ $82.11 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $79)); NOT the premium you collected. Momentum override: two daily closes above $110.68 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-82.11
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
≥ $82.11
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$79.00 (≤1σ, normal week)$1,788$-41,188+$3,404+$1,782
+2.5%$80.97 (≤1σ, normal week)$603$-41,157+$3,435+$597
+5%$82.95 (≤1σ, normal week)$-582$-41,126+$3,466-$588
SS (= V-bounce)$141.55 (6.6σ)$-35,742$-40,212+$4,380-$34,818
V-BOUNCE STRESS (stock → CC-SS $148.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,592
+ Fortress recovery (un-capped): +$44,143
− CC assignment net of premium (6 × $79): -$39,661
Total Position P&L @ SS: $-40,110 (+$4,482 vs today)
Do-nothing baseline at SS: $-5,292 (this trade vs do-nothing: $-34,818, the opportunity cost of earning $6,705/mo FIGHT income now)
BB-reversion stress (→ $138.01 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$33,618, position total $-40,267 (+$4,325 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 (20 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 20 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: 1.026 (IBKR)  |  Recovery@SS: +$44,143 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,292

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$848d24 Jul 2026$1.556/6$3,488$3,15879%83%+$1,362-$37,519235.5%$-37,968 (vs do-nothing $-32,676)
$838d24 Jul 2026$1.785/6$3,338$3,01076%81%+$1,218-$31,651198.7%$-32,907 (vs do-nothing $-27,615)
$8415d31 Jul 2026$2.796/6$3,348$3,01973%79%+$937-$36,775230.9%$-37,224 (vs do-nothing $-31,932)
$828d24 Jul 2026$2.035/6$3,806$3,47973%79%+$1,280-$32,026201.0%$-33,282 (vs do-nothing $-27,990)
$8315d31 Jul 2026$3.056/6$3,660$3,33171%78%+$949-$37,219233.6%$-37,668 (vs do-nothing $-32,376)
$818d24 Jul 2026$2.314/6$3,465$3,14070%77%+$1,066-$25,909162.6%$-27,972 (vs do-nothing $-22,680)
$8215d31 Jul 2026$3.355/6$3,350$3,02369%76%+$815-$31,366196.9%$-32,622 (vs do-nothing $-27,330)
$808d24 Jul 2026$2.574/6$3,855$3,53066%75%+$1,021-$26,205164.5%$-28,268 (vs do-nothing $-22,976)
$8115d31 Jul 2026$3.705/6$3,700$3,37366%75%+$862-$31,691198.9%$-32,947 (vs do-nothing $-27,655)
$8015d31 Jul 2026$4.054/6$3,240$2,91564%74%+$703-$25,613160.8%$-27,676 (vs do-nothing $-22,384)
$798d24 Jul 2026$2.983/6$3,352$3,02963%74%+$853-$19,831124.5%$-22,701 (vs do-nothing $-17,409)
$7915d31 Jul 2026$4.254/6$3,400$3,07561%72%+$571-$25,933162.8%$-27,996 (vs do-nothing $-22,704)
$788d24 Jul 2026$3.303/6$3,712$3,38959%72%+$789-$20,035125.8%$-22,905 (vs do-nothing $-17,613)
Show 7 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7815d31 Jul 2026$4.654/6$3,720$3,39558%71%+$574-$26,173164.3%$-28,236 (vs do-nothing $-22,944)
$7715d31 Jul 2026$5.253/6$3,150$2,82755%70%+$532-$19,750124.0%$-22,620 (vs do-nothing $-17,328)
$778d24 Jul 2026$3.753/6$4,219$3,89655%70%+$818-$20,200126.8%$-23,070 (vs do-nothing $-17,778)
$7615d31 Jul 2026$5.553/6$3,330$3,00752%68%+$433-$19,960125.3%$-22,830 (vs do-nothing $-17,538)
$768d24 Jul 2026$4.252/6$3,188$2,86651%68%+$566-$13,56685.2%$-17,244 (vs do-nothing $-11,952)
$7515d31 Jul 2026$6.203/6$3,720$3,39750%67%+$523-$20,065126.0%$-22,935 (vs do-nothing $-17,643)
$758d24 Jul 2026$4.702/6$3,525$3,20447%66%+$511-$13,67685.9%$-17,354 (vs do-nothing $-12,062)

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  |  2026-07-16 03:39