FORTRESS FIGHT: RKLB @ $72.62

BE SS: $141.55  |  CC-SS: $147.17  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

RKLB @ $72.62   UNDERWATER $68.93 (48.7% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
RKLB reports 2026-08-07 (Fri), in 22 days. The recommended CC (8d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-08-07.

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $147.17  |  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$5,880/mo95% ann ROI on ML
Hedge rolling cost$402/mo
Unrealized P&L$-46,239fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,940/mo
HEDGE COVER
$402/mo
NORMAL INCOME
$5,880/mo (ATM CC, chain)
IC VELOCITY
2.7 mo to earn back $15,930
ML VELOCITY
11.9 mo to earn back $69,930
Deep drawdown confirmed: a CC at CC-SS $147.17 (probe: $150C 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)
$46,239
was $46,239 · 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 31 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 32 · %B 11 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $138.00 (+90%) · daily UBB $111.01 · 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 $80 / 8d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($2,940/mo); it brings $3,082/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 × $75/8d for $6,278/mo, but breach risk rises to 38% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 4 × $90/8d (96% survival, $465/mo).
Downside anchor: the primary mortgages $39,482 (248% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 6.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-46,281 and cuts bleed by $402/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 × $80, 79% survival, $3,082/mo (E[net] $868/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 × $8079%$3,082$868

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $868/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $80 (primary), 79% survival, breach 21%, $3,082/mo.
Stay at the pick. Stepping safer (the $82 rung (33% normal) lifts survival to 84% (breach 21% → 16%) for $878/mo less (28% income)) buys little extra safety; the income is doing real work covering the bleed.
RKLB  spot $72.62 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $9024 Jul8d23.9%96%9%$124$465-$2,618$22,746
Sell 4 × $90 23.9% OTM over spot $72.62 24 Jul 2026 (8d, $0.35 mid)
= $124 credit for the 8d cycle → $465/mo projected
Survival (stays ≤ $90)
96%
Breach risk
4%
POP (stays ≤ $90.35)
96%
EV / mo
+$323
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.7 mo [3.1-6.9] median, 0.3 mo SLOWER than no FIGHT (4.4 mo): roll costs eat the credits at this rung  ·  23% of paths whole by 9 mo (vs 19% without)  ·  ~1.9 challenges expected  ·  median CC cash $-437
🛡 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)
-$1,275
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$98 @ 78% POP
72% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.94/sh now → $3.50 mid-life (likely $2.52–$4.72)≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets -$3.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 207 simulated challenges: the $90 strike is typically first touched on day 6 of 8, at $92 (overshoots $2.43). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 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+$1.23/sh+$490
cycle +$614
[+$428…+$861] · 97% credit
67%
surv 53%
-$35,007 NOT
cap gain +$11,232
Reliable up-and-out (highest cap still free ≥60%)~$967 Aug 202618d left+$0.41/sh+$164
cycle +$288
[+$10…+$514] · 75% credit
76%
surv 68%
-$31,437 NOT
cap gain +$14,802
Up-and-out for even (raise the cap, free)~$9231 Jul 202611d left+$0.10/sh+$38
cycle +$162
[-$91…+$351] · 61% credit
70%
surv 60%
-$34,006 NOT
cap gain +$12,233
Max even-money escape in the band~$977 Aug 202618d left+$0.10/sh+$41
cycle +$165
[-$136…+$378] · 58% credit
77%
surv 70%
-$30,948 NOT
cap gain +$15,291
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$987 Aug 202618d left-$0.10/sh-$42
cycle +$82
[-$242…+$282] · 51% credit
78%
surv 72%
-$30,420 NOT
cap gain +$15,819
budget: banked $124 debit $42 (34% used ≈ 0.4 wk of income) → whole cycle still +$82 cash · rolled 4 ct earn ≈ $2,261/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$465/mo
vs 50% target ($2,940/mo)-84%
vs normal income ($5,880/mo)8% covered
Net income (after hedge)$67/mo
Downside budget
⚠ $90 is $57 below CC-SS $147.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,746
… as % of IC ($15,930)142.8%
… as % of ML ($69,930)32.5%
Recovery months (at normal income)3.9 mo
Surgical close (4 ct)$-30,842
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 ≥ $90.35 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $90)); NOT the premium you collected. Momentum override: two daily closes above $111.01 (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
$89-90.35
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
≥ $90.35
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (1.8σ)$124$-35,497+$10,742+$120
+2.5%$92.25 (2.1σ)$-776$-35,023+$11,216-$780
+5%$94.50 (2.3σ)$-1,676$-34,549+$11,690-$1,680
SS (= V-bounce)$141.55 (7.2σ)$-20,496$-24,941+$21,298-$19,880
V-BOUNCE STRESS (stock → CC-SS $147.17, where you are whole again, by expiry)
Starting unrealized P&L: $-46,239
+ Fortress recovery (un-capped): +$45,538
− CC assignment net of premium (4 × $90): -$22,746
− Conservative CC assignment net of premium (2 × $140): -$1,433
Total Position P&L @ SS: $-24,880 (+$21,359 vs today)
Do-nothing baseline at SS: $-5,000 (this trade vs do-nothing: $-19,880, the opportunity cost of earning $465/mo FIGHT income now)
BB-reversion stress (→ $138.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$19,076, position total $-25,379 (+$20,860 vs today)
🛡 safe yield6 × $8624 Jul8d18.4%91%18%$300$1,125-$1,958$36,404
Sell 6 × $86 18.4% OTM over spot $72.62 24 Jul 2026 (8d, $0.57 mid)
= $300 credit for the 8d cycle → $1,125/mo projected
Survival (stays ≤ $86)
91%
Breach risk
9%
POP (stays ≤ $86.58)
92%
EV / mo
+$562
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.6-6.4] median, 0.2 mo SLOWER than no FIGHT (4.0 mo): roll costs eat the credits at this rung  ·  24% of paths whole by 9 mo (vs 22% without)  ·  ~4.0 challenges expected  ·  median CC cash $2,555
🛡 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)
-$1,705
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$96 @ 79% POP
75% 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: $4.72/sh now → $3.34 mid-life (likely $2.73–$4.75)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$2.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 337 simulated challenges: the $86 strike is typically first touched on day 6 of 8, at $88 (overshoots $2.16). 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)~$8631 Jul 202611d left+$1.29/sh+$777
cycle +$1,077
[+$644…+$1,122] · 99% credit
67%
surv 53%
-$36,990 NOT
cap gain +$9,249
Reliable up-and-out (highest cap still free ≥60%)~$927 Aug 202618d left+$0.46/sh+$278
cycle +$578
[-$10…+$624] · 74% credit
76%
surv 69%
-$33,591 NOT
cap gain +$12,648
Up-and-out for even (raise the cap, free)~$8831 Jul 202611d left+$0.17/sh+$102
cycle +$402
[-$137…+$408] · 61% credit
70%
surv 60%
-$36,210 NOT
cap gain +$10,029
Max even-money escape in the band~$937 Aug 202618d left+$0.16/sh+$96
cycle +$396
[-$235…+$442] · 55% credit
77%
surv 71%
-$33,163 NOT
cap gain +$13,076
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$967 Aug 202618d left-$0.45/sh-$271
cycle +$29
[-$731…+$28] · 26% credit
79%
surv 75%
-$31,698 NOT
cap gain +$14,541
budget: banked $300 debit $271 (90% used ≈ 1.0 wk of income) → whole cycle still +$29 cash · rolled 6 ct earn ≈ $2,889/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$1,125/mo
vs 50% target ($2,940/mo)-62%
vs normal income ($5,880/mo)19% covered
Net income (after hedge)$723/mo
Downside budget
⚠ $86 is $61 below CC-SS $147.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,404
… as % of IC ($15,930)228.5%
… as % of ML ($69,930)52.1%
Recovery months (at normal income)6.2 mo
Surgical close (6 ct)$-46,284
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $86.58 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $86)); NOT the premium you collected. Momentum override: two daily closes above $111.01 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $85.14Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$85-86.58
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
≥ $86.58
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$86.00 (1.4σ)$300$-37,766+$8,473+$294
+2.5%$88.15 (1.6σ)$-990$-37,743+$8,496-$996
+5%$90.30 (1.9σ)$-2,280$-37,720+$8,519-$2,286
SS (= V-bounce)$141.55 (7.2σ)$-33,030$-37,167+$9,072-$32,106
V-BOUNCE STRESS (stock → CC-SS $147.17, where you are whole again, by expiry)
Starting unrealized P&L: $-46,239
+ Fortress recovery (un-capped): +$45,538
− CC assignment net of premium (6 × $86): -$36,404
Total Position P&L @ SS: $-37,106 (+$9,133 vs today)
Do-nothing baseline at SS: $-5,000 (this trade vs do-nothing: $-32,106, the opportunity cost of earning $1,125/mo FIGHT income now)
BB-reversion stress (→ $138.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$30,900, position total $-37,205 (+$9,034 vs today)
33% normal6 × $8224 Jul8d12.9%84%34%$588$2,205-$878$38,516
Sell 6 × $82 12.9% OTM over spot $72.62 24 Jul 2026 (8d, $1.06 mid)
= $588 credit for the 8d cycle → $2,205/mo projected
Survival (stays ≤ $82)
84%
Breach risk
16%
POP (stays ≤ $83.06)
86%
EV / mo
+$785
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.6-6.4] median, 0.1 mo SLOWER than no FIGHT (4.0 mo): roll costs eat the credits at this rung  ·  27% of paths whole by 9 mo (vs 22% without)  ·  ~7.8 challenges expected  ·  median CC cash $5,874
🛡 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)
25%
Flat exit net (mid-life)
-$1,323
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$95 @ 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.50/sh now → $3.19 mid-life (likely $3.04–$5.05)≈ $0 at expiry  |  you banked $0.98/sh, so a flat mid-life exit nets -$2.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 755 simulated challenges: the $82 strike is typically first touched on day 5 of 8, at $84 (overshoots $2.24). 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 202611d left+$1.35/sh+$811
cycle +$1,399
[+$581…+$1,017] · 99% credit
67%
surv 53%
-$39,111 NOT
cap gain +$7,128
Reliable up-and-out (highest cap still free ≥60%)~$887 Aug 202618d left+$0.50/sh+$302
cycle +$890
[-$132…+$437] · 65% credit
76%
surv 69%
-$35,723 NOT
cap gain +$10,516
Up-and-out for even (raise the cap, free)~$8431 Jul 202611d left+$0.24/sh+$141
cycle +$729
[-$224…+$262] · 50% credit
70%
surv 61%
-$38,327 NOT
cap gain +$7,912
Max even-money escape in the band~$897 Aug 202618d left+$0.20/sh+$122
cycle +$710
[-$351…+$248] · 41% credit
78%
surv 71%
-$35,292 NOT
cap gain +$10,947
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$957 Aug 202618d left-$0.97/sh-$585
cycle +$3
[-$1,281…-$503] · 6% credit
83%
surv 80%
-$32,334 NOT
cap gain +$13,905
budget: banked $588 debit $585 (99% used ≈ 1.2 wk of income) → whole cycle still +$3 cash · rolled 6 ct earn ≈ $2,211/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$2,205/mo
vs 50% target ($2,940/mo)-25%
vs normal income ($5,880/mo)38% covered
Net income (after hedge)$1,803/mo
Downside budget
⚠ $82 is $65 below CC-SS $147.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,516
… as % of IC ($15,930)241.8%
… as % of ML ($69,930)55.1%
Recovery months (at normal income)6.6 mo
Surgical close (6 ct)$-46,290
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.98 collected) or spot ≥ $83.06 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $82)); NOT the premium you collected. Momentum override: two daily closes above $111.01 (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
$81-83.06
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
≥ $83.06
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$82.00 (≤1σ, normal week)$588$-39,922+$6,317+$582
+2.5%$84.05 (1.2σ)$-642$-39,900+$6,339-$648
+5%$86.10 (1.4σ)$-1,872$-39,877+$6,362-$1,878
SS (= V-bounce)$141.55 (7.2σ)$-35,142$-39,279+$6,960-$34,218
V-BOUNCE STRESS (stock → CC-SS $147.17, where you are whole again, by expiry)
Starting unrealized P&L: $-46,239
+ Fortress recovery (un-capped): +$45,538
− CC assignment net of premium (6 × $82): -$38,516
Total Position P&L @ SS: $-39,218 (+$7,021 vs today)
Do-nothing baseline at SS: $-5,000 (this trade vs do-nothing: $-34,218, the opportunity cost of earning $2,205/mo FIGHT income now)
BB-reversion stress (→ $138.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$33,012, position total $-39,317 (+$6,922 vs today)
🎯 50% normal6 × $8024 Jul8d10.2%79%32%$822$3,082$39,482
Sell 6 × $80 10.2% OTM over spot $72.62 24 Jul 2026 (8d, $1.44 mid)
= $822 credit for the 8d cycle → $3,082/mo projected
Survival (stays ≤ $80)
79%
Breach risk
21%
POP (stays ≤ $81.44)
83%
EV / mo
+$1,025
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.9 mo [3.4-6.4] median, 0.4 mo SLOWER than no FIGHT (4.6 mo): roll costs eat the credits at this rung  ·  27% of paths whole by 9 mo (vs 20% without)  ·  ~10.6 challenges expected  ·  median CC cash $7,935
🛡 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)
-$1,043
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$95 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.39/sh now → $3.11 mid-life (likely $3.22–$4.97)≈ $0 at expiry  |  you banked $1.37/sh, so a flat mid-life exit nets -$1.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 950 simulated challenges: the $80 strike is typically first touched on day 4 of 8, at $82 (overshoots $2.04). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8031 Jul 202611d left+$1.38/sh+$826
cycle +$1,648
[+$561…+$934] · 99% credit
67%
surv 53%
-$40,083 NOT
cap gain +$6,156
Reliable up-and-out (highest cap still free ≥60%)~$857 Aug 202618d left+$0.82/sh+$491
cycle +$1,313
[+$66…+$556] · 80% credit
75%
surv 67%
-$37,132 NOT
cap gain +$9,107
Up-and-out for even (raise the cap, free)~$8231 Jul 202611d left+$0.26/sh+$159
cycle +$981
[-$225…+$210] · 45% credit
71%
surv 61%
-$39,297 NOT
cap gain +$6,942
Max even-money escape in the band~$887 Aug 202618d left+$0.02/sh+$10
cycle +$832
[-$502…+$32] · 26% credit
79%
surv 73%
-$35,781 NOT
cap gain +$10,458
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$957 Aug 202618d left-$1.35/sh-$810
cycle +$12
[-$1,584…-$857] · 1% credit
85%
surv 83%
-$32,325 NOT
cap gain +$13,914
budget: banked $822 debit $810 (99% used ≈ 1.1 wk of income) → whole cycle still +$12 cash · rolled 6 ct earn ≈ $1,758/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$3,082/mo
vs 50% target ($2,940/mo)+5%
vs normal income ($5,880/mo)52% covered
Net income (after hedge)$2,680/mo
Downside budget
⚠ $80 is $67 below CC-SS $147.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,482
… as % of IC ($15,930)247.8%
… as % of ML ($69,930)56.5%
Recovery months (at normal income)6.7 mo
Surgical close (6 ct)$-46,281
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.37 collected) or spot ≥ $81.44 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $80)); NOT the premium you collected. Momentum override: two daily closes above $111.01 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $79.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-81.44
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
≥ $81.44
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (≤1σ, normal week)$822$-40,909+$5,330+$816
+2.5%$82.00 (≤1σ, normal week)$-378$-40,888+$5,351-$384
+5%$84.00 (1.2σ)$-1,578$-40,866+$5,373-$1,584
SS (= V-bounce)$141.55 (7.2σ)$-36,108$-40,245+$5,994-$35,184
V-BOUNCE STRESS (stock → CC-SS $147.17, where you are whole again, by expiry)
Starting unrealized P&L: $-46,239
+ Fortress recovery (un-capped): +$45,538
− CC assignment net of premium (6 × $80): -$39,482
Total Position P&L @ SS: $-40,184 (+$6,055 vs today)
Do-nothing baseline at SS: $-5,000 (this trade vs do-nothing: $-35,184, the opportunity cost of earning $3,082/mo FIGHT income now)
BB-reversion stress (→ $138.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$33,978, position total $-40,283 (+$5,956 vs today)
100% normal6 × $7524 Jul8d3.3%62%79%$1,674$6,278+$3,195$41,630
Sell 6 × $75 3.3% OTM over spot $72.62 24 Jul 2026 (8d, $2.92 mid)
= $1,674 credit for the 8d cycle → $6,278/mo projected
Survival (stays ≤ $75)
62%
Breach risk
38%
POP (stays ≤ $77.92)
73%
EV / mo
+$1,348
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.4 mo [3.0-6.3] median, 0.2 mo faster than no FIGHT (4.6 mo)  ·  29% of paths whole by 9 mo (vs 20% without)  ·  ~24.9 challenges expected  ·  median CC cash $12,465
🛡 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)
64%
Flat exit net (mid-life)
-$74
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$94 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.12/sh now → $2.91 mid-life (likely $3.83–$5.47)≈ $0 at expiry  |  you banked $2.79/sh, so a flat mid-life exit nets -$0.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,924 simulated challenges: the $75 strike is typically first touched on day 3 of 8, at $77 (overshoots $2.18). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7531 Jul 202611d left+$1.42/sh+$855
cycle +$2,529
[+$482…+$712] · 98% credit
67%
surv 53%
-$42,256 NOT
cap gain +$3,983
Reliable up-and-out (highest cap still free ≥60%)~$807 Aug 202618d left+$0.84/sh+$501
cycle +$2,175
[-$105…+$269] · 65% credit
75%
surv 68%
-$39,324 NOT
cap gain +$6,915
Up-and-out for even (raise the cap, free)~$7731 Jul 202611d left+$0.32/sh+$194
cycle +$1,868
[-$345…-$8] · 24% credit
71%
surv 61%
-$41,463 NOT
cap gain +$4,776
Max even-money escape in the band~$837 Aug 202618d left+$0.04/sh+$27
cycle +$1,701
[-$689…-$239] · 11% credit
79%
surv 74%
-$37,966 NOT
cap gain +$8,273
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$947 Aug 202618d left-$1.80/sh-$1,078
cycle +$596
[-$2,164…-$1,464]
91%
surv 90%
-$32,352 NOT
cap gain +$13,887
budget: banked $1,674 debit $1,078 (64% used ≈ 0.7 wk of income) → whole cycle still +$596 cash · rolled 6 ct earn ≈ $1,116/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$6,278/mo
vs 50% target ($2,940/mo)+114%
vs normal income ($5,880/mo)107% covered
Net income (after hedge)$5,875/mo
Downside budget
⚠ $75 is $72 below CC-SS $147.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,630
… as % of IC ($15,930)261.3%
… as % of ML ($69,930)59.5%
Recovery months (at normal income)7.1 mo
Surgical close (6 ct)$-46,317
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.70/sh (~25% of the $2.79 collected) or spot ≥ $77.92 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $75)); NOT the premium you collected. Momentum override: two daily closes above $111.01 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $74.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$74-77.92
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $77.92
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (≤1σ, normal week)$1,674$-43,111+$3,128+$1,668
+2.5%$76.88 (≤1σ, normal week)$549$-43,091+$3,148+$543
+5%$78.75 (≤1σ, normal week)$-576$-43,071+$3,168-$582
SS (= V-bounce)$141.55 (7.2σ)$-38,256$-42,393+$3,846-$37,332
V-BOUNCE STRESS (stock → CC-SS $147.17, where you are whole again, by expiry)
Starting unrealized P&L: $-46,239
+ Fortress recovery (un-capped): +$45,538
− CC assignment net of premium (6 × $75): -$41,630
Total Position P&L @ SS: $-42,332 (+$3,907 vs today)
Do-nothing baseline at SS: $-5,000 (this trade vs do-nothing: $-37,332, the opportunity cost of earning $6,278/mo FIGHT income now)
BB-reversion stress (→ $138.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$36,126, position total $-42,431 (+$3,808 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 (27 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 27 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: 1.018 (IBKR)  |  Recovery@SS: +$45,538 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,000

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$808d24 Jul 2026$1.376/6$3,082$2,68079%83%+$1,025-$39,482247.8%$-40,184 (vs do-nothing $-35,184)
$798d24 Jul 2026$1.605/6$3,000$2,60076%81%+$943-$33,287209.0%$-34,705 (vs do-nothing $-29,705)
$8015d31 Jul 2026$2.656/6$3,180$2,77873%79%+$887-$38,714243.0%$-39,416 (vs do-nothing $-34,416)
$788d24 Jul 2026$1.835/6$3,431$3,03173%79%+$972-$33,672211.4%$-35,090 (vs do-nothing $-30,090)
$7915d31 Jul 2026$2.796/6$3,348$2,94671%78%+$754-$39,230246.3%$-39,932 (vs do-nothing $-34,932)
$8022d7 Aug 2026$3.656/6$2,986$2,58471%78%+$785-$38,114239.3%$-38,816 (vs do-nothing $-33,816)
$778d24 Jul 2026$2.124/6$3,180$2,78270%77%+$836-$27,222170.9%$-29,356 (vs do-nothing $-24,356)
$7922d7 Aug 2026$3.956/6$3,232$2,83069%77%+$801-$38,534241.9%$-39,236 (vs do-nothing $-34,236)
$7815d31 Jul 2026$3.005/6$3,000$2,60069%77%+$559-$33,087207.7%$-34,505 (vs do-nothing $-29,505)
$7822d7 Aug 2026$4.256/6$3,477$3,07567%76%+$798-$38,954244.5%$-39,656 (vs do-nothing $-34,656)
$768d24 Jul 2026$2.464/6$3,690$3,29266%75%+$908-$27,486172.5%$-29,620 (vs do-nothing $-24,620)
$7715d31 Jul 2026$3.105/6$3,100$2,70066%74%+$351-$33,537210.5%$-34,955 (vs do-nothing $-29,955)
$7722d7 Aug 2026$4.605/6$3,136$2,73665%75%+$680-$32,787205.8%$-34,205 (vs do-nothing $-29,205)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7615d31 Jul 2026$3.455/6$3,450$3,05063%73%+$361-$33,862212.6%$-35,280 (vs do-nothing $-30,280)
$7622d7 Aug 2026$4.955/6$3,375$2,97562%74%+$677-$33,112207.9%$-34,530 (vs do-nothing $-29,530)
$758d24 Jul 2026$2.793/6$3,139$2,74362%73%+$674-$20,815130.7%$-23,666 (vs do-nothing $-18,666)
$7515d31 Jul 2026$3.854/6$3,080$2,68261%71%+$310-$27,330171.6%$-29,464 (vs do-nothing $-24,464)
$7522d7 Aug 2026$5.355/6$3,648$3,24860%72%+$689-$33,412209.7%$-34,830 (vs do-nothing $-29,830)
$748d24 Jul 2026$3.003/6$3,375$2,97958%71%+$478-$21,052132.2%$-23,903 (vs do-nothing $-18,903)
$7422d7 Aug 2026$6.004/6$3,273$2,87558%72%+$683-$26,870168.7%$-29,004 (vs do-nothing $-24,004)
$7415d31 Jul 2026$4.554/6$3,640$3,24258%70%+$545-$27,450172.3%$-29,584 (vs do-nothing $-24,584)
$7322d7 Aug 2026$6.204/6$3,382$2,98455%71%+$554-$27,190170.7%$-29,324 (vs do-nothing $-24,324)
$7315d31 Jul 2026$4.903/6$2,940$2,54455%69%+$353-$20,782130.5%$-23,633 (vs do-nothing $-18,633)
$738d24 Jul 2026$3.603/6$4,050$3,65454%69%+$663-$21,172132.9%$-24,023 (vs do-nothing $-19,023)
$7222d7 Aug 2026$6.604/6$3,600$3,20253%69%+$517-$27,430172.2%$-29,564 (vs do-nothing $-24,564)
$7215d31 Jul 2026$5.103/6$3,060$2,66452%67%+$186-$21,022132.0%$-23,873 (vs do-nothing $-18,873)
$728d24 Jul 2026$3.952/6$2,962$2,56850%67%+$338-$14,24589.4%$-17,812 (vs do-nothing $-12,812)

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 21:38