6 contracts (600 sh) | BE SS: $141.55 | CC-SS: $139.63 | IV: HIGH | Accounts: RetireInc:7291
| Max Loss | $69,930 | (ND $26.55 + SW $90) x 600 |
| Normal income ref | $5,979/mo | 95% ann ROI on ML |
| Hedge rolling cost | $600/mo | |
| Unrealized P&L | $-44,568 | fortress legs from IBKR |
| Open leg | Acct | Credit/sh | In flight | Opened |
|---|---|---|---|---|
| 6x $101C 17 Jul 2026 | U18827291 | $1.23 | $738 | 2026-07-07 |
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.
| Track | Expiry | Sell | Survival | Income/mo | E[net]/mo |
|---|---|---|---|---|---|
| NEXT FRIDAY 🏆 | 24 Jul 2026 · 7d | 6 × $74 | 79% | $3,497 | $988 |
| Rung | Sell | Expiry | DTE | OTM | Survival | Touch odds | FIGHT edge | Per cycle | Income/mo | Δ vs pick | Cap give-up | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| ▸ | cover hedge | 6 × $84 | 24 Jul | 7d | 25.1% | 96% | 9% | +1pp | $162 | $694 | -$2,803 | $33,215 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 6 × $84 25.1% OTM over spot $67.17 24 Jul 2026 (7d, $0.31 mid) = $162 credit for the 7d cycle → $694/mo projected Survival (stays ≤ $84) 96% Breach risk 4% POP (stays ≤ $84.31) 96% EV / mo +$456 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +1pp 21% whole by 9mo vs 20% doing nothing FIRE DRILLS ~0.7/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $-134/mo median; plan ~$-91/mo after 68% keep · $-960 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~4.2 mo [2.7-6.3], measured ONLY among the 21% of futures that got whole 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 5% Flat exit net (mid-life) -$1,913 Free roll-up +$3/wk Safest escape (by 14 Aug 2026) $96 @ 81% POP 76% survival Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.89/sh now → $3.46 mid-life (likely $2.61–$4.90) → ≈ $0 at expiry | you banked $0.27/sh, so a flat mid-life exit nets -$3.19/sh | roll rows are incremental, the banked premium stays yours 📊 Across 157 simulated challenges: the $84 strike is typically first touched on day 5 of 7, at $86 (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.
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 stressIncome coverage
Downside budget ⚠ $84 is $56 below CC-SS $139.63: assignment on a recovery to whole locks the cap give-up below.
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 $0.27 collected) or spot ≥ $84.31 (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 $109.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.98 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $139.63, where you are whole again, by expiry) Starting unrealized P&L: $-44,568 + Fortress recovery (un-capped): +$42,780 − CC assignment net of premium (6 × $84): -$33,215 Total Position P&L @ SS: $-35,004 (+$9,564 vs today) Do-nothing baseline at SS: $-1,776 (this trade vs do-nothing: $-33,227, the opportunity cost of earning $694/mo FIGHT income now) BB-reversion stress (→ $90.42 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,690, position total $-34,531 (+$10,037 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🛡 safe yield | 6 × $79 | 24 Jul | 7d | 17.6% | 90% | 20% | +6pp | $360 | $1,543 | -$1,954 | $36,017 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 6 × $79 17.6% OTM over spot $67.17 24 Jul 2026 (7d, $0.65 mid) = $360 credit for the 7d cycle → $1,543/mo projected Survival (stays ≤ $79) 90% Breach risk 10% POP (stays ≤ $79.64) 91% EV / mo +$838 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +6pp 27% whole by 9mo vs 21% doing nothing FIRE DRILLS ~1.7/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $322/mo median; plan ~$219/mo after 68% keep · $2,329 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~4.4 mo [2.8-6.4], measured ONLY among the 27% of futures that got whole 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 14% Flat exit net (mid-life) -$1,591 Free roll-up +$3/wk Safest escape (by 14 Aug 2026) $94 @ 85% POP 81% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.60/sh now → $3.25 mid-life (likely $2.89–$4.87) → ≈ $0 at expiry | you banked $0.60/sh, so a flat mid-life exit nets -$2.65/sh | roll rows are incremental, the banked premium stays yours 📊 Across 410 simulated challenges: the $79 strike is typically first touched on day 5 of 7, at $81 (overshoots $2.26). 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.
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 stressIncome coverage
Downside budget ⚠ $79 is $61 below CC-SS $139.63: assignment on a recovery to whole locks the cap give-up below.
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 $0.60 collected) or spot ≥ $79.64 (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 $109.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.98 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $139.63, where you are whole again, by expiry) Starting unrealized P&L: $-44,568 + Fortress recovery (un-capped): +$42,780 − CC assignment net of premium (6 × $79): -$36,017 Total Position P&L @ SS: $-37,806 (+$6,762 vs today) Do-nothing baseline at SS: $-1,776 (this trade vs do-nothing: $-36,029, the opportunity cost of earning $1,543/mo FIGHT income now) BB-reversion stress (→ $90.42 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,492, position total $-37,333 (+$7,235 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 6 × $77 | 24 Jul | 7d | 14.6% | 87% | 28% | +6pp | $492 | $2,109 | -$1,389 | $37,085 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 6 × $77 14.6% OTM over spot $67.17 24 Jul 2026 (7d, $0.88 mid) = $492 credit for the 7d cycle → $2,109/mo projected Survival (stays ≤ $77) 87% Breach risk 13% POP (stays ≤ $77.88) 88% EV / mo +$1,014 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +6pp 26% whole by 9mo vs 20% doing nothing FIRE DRILLS ~2.3/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $591/mo median; plan ~$402/mo after 68% keep · $4,549 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~4.9 mo [3.0-6.4], measured ONLY among the 26% of futures that got whole 🛡 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) 21% Flat exit net (mid-life) -$1,410 Free roll-up +$3/wk Safest escape (by 14 Aug 2026) $94 @ 86% POP 84% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.48/sh now → $3.17 mid-life (likely $2.95–$4.91) → ≈ $0 at expiry | you banked $0.82/sh, so a flat mid-life exit nets -$2.35/sh | roll rows are incremental, the banked premium stays yours 📊 Across 623 simulated challenges: the $77 strike is typically first touched on day 5 of 7, at $79 (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.
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 stressIncome coverage
Downside budget ⚠ $77 is $63 below CC-SS $139.63: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.82 collected) or spot ≥ $77.88 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $77)); NOT the premium you collected. Momentum override: two daily closes above $109.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.98 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $139.63, where you are whole again, by expiry) Starting unrealized P&L: $-44,568 + Fortress recovery (un-capped): +$42,780 − CC assignment net of premium (6 × $77): -$37,085 Total Position P&L @ SS: $-38,874 (+$5,694 vs today) Do-nothing baseline at SS: $-1,776 (this trade vs do-nothing: $-37,097, the opportunity cost of earning $2,109/mo FIGHT income now) BB-reversion stress (→ $90.42 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,560, position total $-38,401 (+$6,167 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 6 × $74 | 24 Jul | 7d | 10.2% | 79% | 32% | +9pp | $816 | $3,497 | — | $38,561 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 6 × $74 10.2% OTM over spot $67.17 24 Jul 2026 (7d, $1.42 mid) = $816 credit for the 7d cycle → $3,497/mo projected Survival (stays ≤ $74) 79% Breach risk 21% POP (stays ≤ $75.42) 83% EV / mo +$1,408 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +9pp 26% whole by 9mo vs 18% doing nothing FIRE DRILLS ~3.9/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $975/mo median; plan ~$663/mo after 68% keep · $7,549 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~4.3 mo [3.1-6.1], measured ONLY among the 26% of futures that got whole 🛡 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) -$1,012 Free roll-up +$3/wk Safest escape (by 14 Aug 2026) $95 @ 88% POP 87% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.31/sh now → $3.05 mid-life (likely $3.24–$5.05) → ≈ $0 at expiry | you banked $1.36/sh, so a flat mid-life exit nets -$1.69/sh | roll rows are incremental, the banked premium stays yours 📊 Across 961 simulated challenges: the $74 strike is typically first touched on day 4 of 7, at $76 (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.
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 stressIncome coverage
Downside budget ⚠ $74 is $66 below CC-SS $139.63: assignment on a recovery to whole locks the cap give-up below.
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 $1.36 collected) or spot ≥ $75.42 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $74)); NOT the premium you collected. Momentum override: two daily closes above $109.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.98 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $139.63, where you are whole again, by expiry) Starting unrealized P&L: $-44,568 + Fortress recovery (un-capped): +$42,780 − CC assignment net of premium (6 × $74): -$38,561 Total Position P&L @ SS: $-40,350 (+$4,218 vs today) Do-nothing baseline at SS: $-1,776 (this trade vs do-nothing: $-38,573, the opportunity cost of earning $3,497/mo FIGHT income now) BB-reversion stress (→ $90.42 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,036, position total $-39,877 (+$4,691 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 6 × $70 | 24 Jul | 7d | 4.2% | 65% | 73% | +8pp | $1,476 | $6,326 | +$2,829 | $40,301 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 6 × $70 4.2% OTM over spot $67.17 24 Jul 2026 (7d, $2.53 mid) = $1,476 credit for the 7d cycle → $6,326/mo projected Survival (stays ≤ $70) 65% Breach risk 35% POP (stays ≤ $72.53) 74% EV / mo +$1,686 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +8pp 27% whole by 9mo vs 19% doing nothing FIRE DRILLS ~8.1/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $1,473/mo median; plan ~$1,002/mo after 68% keep · $11,893 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~4.9 mo [2.9-6.2], measured ONLY among the 27% of futures that got whole 🛡 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) 57% Flat exit net (mid-life) -$253 Free roll-up +$3/wk Safest escape (by 14 Aug 2026) $93 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.07/sh now → $2.88 mid-life (likely $3.67–$5.38) → ≈ $0 at expiry | you banked $2.46/sh, so a flat mid-life exit nets -$0.42/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,708 simulated challenges: the $70 strike is typically first touched on day 3 of 7, at $72 (overshoots $2.14). 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.
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 stressIncome coverage
Downside budget ⚠ $70 is $70 below CC-SS $139.63: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.61/sh (~25% of the $2.46 collected) or spot ≥ $72.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $70)); NOT the premium you collected. Momentum override: two daily closes above $109.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.98 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $139.63, where you are whole again, by expiry) Starting unrealized P&L: $-44,568 + Fortress recovery (un-capped): +$42,780 − CC assignment net of premium (6 × $70): -$40,301 Total Position P&L @ SS: $-42,090 (+$2,478 vs today) Do-nothing baseline at SS: $-1,776 (this trade vs do-nothing: $-40,313, the opportunity cost of earning $6,326/mo FIGHT income now) BB-reversion stress (→ $90.42 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,776, position total $-41,617 (+$2,951 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (4 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: 0.984 (IBKR) | Recovery@SS: +$42,780 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-1,776
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $74 | 7d | 24 Jul 2026 | $1.36 | 6/6 | $3,497 | $2,897 | 79% | 83% | +$1,408 | -$38,561 | 242.1% | $-40,350 (vs do-nothing $-38,573) |
| $73 | 7d | 24 Jul 2026 | $1.56 | 5/6 | $3,343 | $2,747 | 76% | 81% | +$1,199 | -$32,534 | 204.2% | $-34,321 (vs do-nothing $-32,544) |
| $74 | 14d | 31 Jul 2026 | $2.47 | 6/6 | $3,176 | $2,576 | 73% | 79% | +$847 | -$37,895 | 237.9% | $-39,684 (vs do-nothing $-37,907) |
| $72 | 7d | 24 Jul 2026 | $1.82 | 4/6 | $3,120 | $2,529 | 73% | 79% | +$1,019 | -$26,323 | 165.2% | $-28,108 (vs do-nothing $-26,331) |
| $75 | 21d | 7 Aug 2026 | $3.60 | 6/6 | $3,086 | $2,486 | 72% | 78% | +$725 | -$36,617 | 229.9% | $-38,406 (vs do-nothing $-36,629) |
| $73 | 14d | 31 Jul 2026 | $2.76 | 6/6 | $3,549 | $2,949 | 71% | 77% | +$890 | -$38,321 | 240.6% | $-40,110 (vs do-nothing $-38,333) |
| $74 | 21d | 7 Aug 2026 | $3.90 | 6/6 | $3,343 | $2,743 | 70% | 77% | +$749 | -$37,037 | 232.5% | $-38,826 (vs do-nothing $-37,049) |
| $74 | 28d | 14 Aug 2026 | $4.75 | 6/6 | $3,054 | $2,454 | 69% | 77% | +$867 | -$36,527 | 229.3% | $-38,316 (vs do-nothing $-36,539) |
| $71 | 7d | 24 Jul 2026 | $2.12 | 4/6 | $3,634 | $3,043 | 69% | 77% | +$1,039 | -$26,603 | 167.0% | $-28,388 (vs do-nothing $-26,611) |
| $72 | 14d | 31 Jul 2026 | $3.00 | 5/6 | $3,214 | $2,619 | 68% | 76% | +$693 | -$32,314 | 202.9% | $-34,101 (vs do-nothing $-32,324) |
| $73 | 21d | 7 Aug 2026 | $4.15 | 6/6 | $3,557 | $2,957 | 68% | 76% | +$710 | -$37,487 | 235.3% | $-39,276 (vs do-nothing $-37,499) |
| $73 | 28d | 14 Aug 2026 | $5.10 | 6/6 | $3,279 | $2,679 | 67% | 77% | +$898 | -$36,917 | 231.7% | $-38,706 (vs do-nothing $-36,929) |
| $72 | 21d | 7 Aug 2026 | $4.45 | 5/6 | $3,179 | $2,583 | 66% | 75% | +$579 | -$31,589 | 198.3% | $-33,376 (vs do-nothing $-31,599) |
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $72 | 28d | 14 Aug 2026 | $5.45 | 6/6 | $3,504 | $2,904 | 65% | 76% | +$914 | -$37,307 | 234.2% | $-39,096 (vs do-nothing $-37,319) |
| $71 | 14d | 31 Jul 2026 | $3.35 | 5/6 | $3,589 | $2,994 | 65% | 74% | +$728 | -$32,639 | 204.9% | $-34,426 (vs do-nothing $-32,649) |
| $70 | 7d | 24 Jul 2026 | $2.46 | 3/6 | $3,163 | $2,576 | 65% | 74% | +$843 | -$20,151 | 126.5% | $-21,933 (vs do-nothing $-20,157) |
| $71 | 21d | 7 Aug 2026 | $4.95 | 5/6 | $3,536 | $2,940 | 64% | 74% | +$690 | -$31,839 | 199.9% | $-33,626 (vs do-nothing $-31,849) |
| $71 | 28d | 14 Aug 2026 | $5.80 | 5/6 | $3,107 | $2,511 | 63% | 75% | +$763 | -$31,414 | 197.2% | $-33,201 (vs do-nothing $-31,424) |
| $70 | 14d | 31 Jul 2026 | $3.75 | 4/6 | $3,214 | $2,623 | 62% | 73% | +$622 | -$26,351 | 165.4% | $-28,136 (vs do-nothing $-26,359) |
| $70 | 21d | 7 Aug 2026 | $5.30 | 4/6 | $3,029 | $2,437 | 61% | 73% | +$541 | -$25,731 | 161.5% | $-27,516 (vs do-nothing $-25,739) |
| $70 | 28d | 14 Aug 2026 | $5.85 | 5/6 | $3,134 | $2,538 | 61% | 73% | +$591 | -$31,889 | 200.2% | $-33,676 (vs do-nothing $-31,899) |
| $69 | 7d | 24 Jul 2026 | $2.80 | 3/6 | $3,600 | $3,013 | 61% | 72% | +$815 | -$20,349 | 127.7% | $-22,131 (vs do-nothing $-20,355) |
| $69 | 14d | 31 Jul 2026 | $4.15 | 4/6 | $3,557 | $2,966 | 59% | 71% | +$633 | -$26,591 | 166.9% | $-28,376 (vs do-nothing $-26,599) |
| $68 | 7d | 24 Jul 2026 | $3.30 | 3/6 | $4,243 | $3,656 | 56% | 70% | +$925 | -$20,499 | 128.7% | $-22,281 (vs do-nothing $-20,505) |
| $68 | 14d | 31 Jul 2026 | $4.65 | 3/6 | $2,989 | $2,402 | 56% | 70% | +$531 | -$20,094 | 126.1% | $-21,876 (vs do-nothing $-20,100) |
| $67 | 7d | 24 Jul 2026 | $3.70 | 2/6 | $3,171 | $2,589 | 52% | 68% | +$557 | -$13,786 | 86.5% | $-15,566 (vs do-nothing $-13,790) |
| $66 | 7d | 24 Jul 2026 | $4.20 | 2/6 | $3,600 | $3,017 | 47% | 66% | +$536 | -$13,886 | 87.2% | $-15,666 (vs do-nothing $-13,890) |
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.