FORTRESS FIGHT: RKLB @ $66.25

BE SS: $141.55  |  CC-SS: $148.63  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 21:37

RKLB @ $66.25   UNDERWATER $75.30 (53.2% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
RKLB reports 2026-08-07 (Fri), in 21 days. The recommended CC (7d) 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: $148.63  |  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$5,593/mo95% ann ROI on ML
Hedge rolling cost$657/mo
Unrealized P&L$-50,733fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,796/mo
HEDGE COVER
$657/mo
NORMAL INCOME
$5,593/mo (ATM CC, chain)
IC VELOCITY
2.8 mo to earn back $15,930
ML VELOCITY
12.5 mo to earn back $69,930
Deep drawdown confirmed: a CC at CC-SS $148.63 (probe: $140C 14d) brings only $13/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)
$50,733
was $50,733 · 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)
WEEKLYPULLBACK · %B 25 (live) · RSI 43 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 29 · %B 8 · hist falling (nightly)
LEVELS20W MA (bounce target) $90.35 (+36%) · daily UBB $107.72 · 1-wk expected move ±$9 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (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 $73 / 7d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($2,796/mo); it brings $2,880/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 × $69/7d for $5,760/mo, but breach risk rises to 35% (+14pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $80/7d (93% survival, $707/mo).
Downside anchor: the primary mortgages $44,706 (281% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 8.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-50,796 and cuts bleed by $657/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 (7d) · sell 6 × $73, 79% survival, $2,880/mo (E[net] $443/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 · 7d6 × $7379%$2,880$443

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $443/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $73 (primary), 79% survival, breach 21%, $2,880/mo.
⚖️ Worth a safer step: the $75 rung (33% normal) lifts survival to 84% (breach 21% → 16%) for $797/mo less (28% 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 $75 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $66.25 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $8024 Jul7d20.8%93%14%+2pp$165$707-$2,173$34,150
Sell 5 × $80 20.8% OTM over spot $66.25 24 Jul 2026 (7d, $0.38 mid)
= $165 credit for the 7d cycle → $707/mo projected
Survival (stays ≤ $80)
93%
Breach risk
7%
POP (stays ≤ $80.38)
94%
EV / mo
+$366
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
20% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-166/mo
median; plan ~$-113/mo after 68% keep · $-1,296 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.5 mo [3.2-6.3], measured ONLY among the 20% 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)
10%
Flat exit net (mid-life)
-$1,384
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$93 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.38/sh now → $3.10 mid-life (likely $2.54–$4.88)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$2.77/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 295 simulated challenges: the $80 strike is typically first touched on day 5 of 7, at $82 (overshoots $2.46). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8031 Jul 202610d left+$1.19/sh+$595
cycle +$760
[+$443…+$948] · 98% credit
67%
surv 53%
-$41,870 NOT
cap gain +$8,863
Reliable up-and-out (highest cap still free ≥60%)~$8814 Aug 202624d left+$0.38/sh+$189
cycle +$354
[-$289…+$500] · 60% credit
76%
surv 70%
-$37,710 NOT
cap gain +$13,023
Up-and-out for even (raise the cap, free)~$8331 Jul 202610d left+$0.04/sh+$22
cycle +$187
[-$290…+$276] · 52% credit
71%
surv 62%
-$40,823 NOT
cap gain +$9,910
Max even-money escape in the band~$9314 Aug 202624d left+$0.05/sh+$23
cycle +$188
[-$487…+$295] · 46% credit
81%
surv 77%
-$34,931 NOT
cap gain +$15,802
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$707/mo
vs 50% target ($2,796/mo)-75%
vs normal income ($5,593/mo)13% covered
Net income (after hedge)$52/mo
Downside budget
⚠ $80 is $69 below CC-SS $148.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,150
… as % of IC ($15,930)214.4%
… as % of ML ($69,930)48.8%
Recovery months (at normal income)6.1 mo
Surgical close (5 ct)$-42,302
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.33 collected) or spot ≥ $80.38 (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 $107.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $79.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-80.38
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
≥ $80.38
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (1.6σ)$165$-42,466+$8,268+$160
+2.5%$82.00 (1.8σ)$-835$-42,287+$8,446-$840
+5%$84.00 (2.0σ)$-1,835$-42,109+$8,624-$1,840
SS (= V-bounce)$141.55 (8.6σ)$-30,610$-37,130+$13,603-$29,840
V-BOUNCE STRESS (stock → CC-SS $148.63, where you are whole again, by expiry)
Starting unrealized P&L: $-50,733
+ Fortress recovery (un-capped): +$48,538
− CC assignment net of premium (5 × $80): -$34,150
− Conservative CC assignment net of premium (1 × $140): -$862
Total Position P&L @ SS: $-37,207 (+$13,526 vs today)
Do-nothing baseline at SS: $-7,367 (this trade vs do-nothing: $-29,840, the opportunity cost of earning $707/mo FIGHT income now)
BB-reversion stress (→ $90.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,010, position total $-41,542 (+$9,191 vs today)
🛡 safe yield6 × $7924 Jul7d19.2%92%17%+3pp$240$1,029-$1,851$41,538
Sell 6 × $79 19.2% OTM over spot $66.25 24 Jul 2026 (7d, $0.48 mid)
= $240 credit for the 7d cycle → $1,029/mo projected
Survival (stays ≤ $79)
92%
Breach risk
8%
POP (stays ≤ $79.48)
93%
EV / mo
+$498
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
20% whole by 9mo vs 16% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$12/mo
median; plan ~$8/mo after 68% keep · $106 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.8 mo [2.9-6.5], measured ONLY among the 20% 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)
12%
Flat exit net (mid-life)
-$1,595
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$92 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.32/sh now → $3.06 mid-life (likely $2.71–$4.49)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$2.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 358 simulated challenges: the $79 strike is typically first touched on day 5 of 7, at $81 (overshoots $2.29). 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 202610d left+$1.20/sh+$723
cycle +$963
[+$571…+$1,066] · 99% credit
67%
surv 53%
-$42,258 NOT
cap gain +$8,475
Reliable up-and-out (highest cap still free ≥60%)~$8614 Aug 202624d left+$0.70/sh+$418
cycle +$658
[+$10…+$711] · 77% credit
75%
surv 68%
-$38,586 NOT
cap gain +$12,147
Up-and-out for even (raise the cap, free)~$8231 Jul 202610d left+$0.06/sh+$36
cycle +$276
[-$257…+$278] · 47% credit
71%
surv 62%
-$41,324 NOT
cap gain +$9,409
Max even-money escape in the band~$9214 Aug 202624d left+$0.05/sh+$31
cycle +$271
[-$472…+$279] · 40% credit
81%
surv 77%
-$35,438 NOT
cap gain +$15,295
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,029/mo
vs 50% target ($2,796/mo)-63%
vs normal income ($5,593/mo)18% covered
Net income (after hedge)$371/mo
Downside budget
⚠ $79 is $70 below CC-SS $148.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,538
… as % of IC ($15,930)260.8%
… as % of ML ($69,930)59.4%
Recovery months (at normal income)7.4 mo
Surgical close (6 ct)$-50,781
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.40 collected) or spot ≥ $79.48 (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 $107.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-79.48
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
≥ $79.48
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (1.5σ)$240$-42,981+$7,752+$234
+2.5%$80.97 (1.7σ)$-945$-43,002+$7,731-$951
+5%$82.95 (1.9σ)$-2,130$-43,023+$7,710-$2,136
SS (= V-bounce)$141.55 (8.6σ)$-37,290$-43,656+$7,077-$36,366
V-BOUNCE STRESS (stock → CC-SS $148.63, where you are whole again, by expiry)
Starting unrealized P&L: $-50,733
+ Fortress recovery (un-capped): +$48,538
− CC assignment net of premium (6 × $79): -$41,538
Total Position P&L @ SS: $-43,733 (+$7,000 vs today)
Do-nothing baseline at SS: $-7,367 (this trade vs do-nothing: $-36,366, the opportunity cost of earning $1,029/mo FIGHT income now)
BB-reversion stress (→ $90.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,570, position total $-43,103 (+$7,630 vs today)
33% normal ← lean6 × $7524 Jul7d13.2%84%33%+3pp$486$2,083-$797$43,692
Sell 6 × $75 13.2% OTM over spot $66.25 24 Jul 2026 (7d, $0.88 mid)
= $486 credit for the 7d cycle → $2,083/mo projected
Survival (stays ≤ $75)
84%
Breach risk
16%
POP (stays ≤ $75.88)
86%
EV / mo
+$619
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
20% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$436/mo
median; plan ~$296/mo after 68% keep · $3,353 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.4 mo [3.0-6.4], measured ONLY among the 20% 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)
24%
Flat exit net (mid-life)
-$1,256
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$91 @ 84% 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: $4.11/sh now → $2.90 mid-life (likely $3.02–$4.95)≈ $0 at expiry  |  you banked $0.81/sh, so a flat mid-life exit nets -$2.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 711 simulated challenges: the $75 strike is typically first touched on day 4 of 7, at $77 (overshoots $2.46). 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 202610d left+$1.25/sh+$753
cycle +$1,239
[+$483…+$887] · 97% credit
67%
surv 53%
-$44,339 NOT
cap gain +$6,394
Reliable up-and-out (highest cap still free ≥60%)~$8214 Aug 202624d left+$0.72/sh+$433
cycle +$919
[-$174…+$487] · 61% credit
75%
surv 69%
-$40,682 NOT
cap gain +$10,051
Up-and-out for even (raise the cap, free)~$7831 Jul 202610d left+$0.12/sh+$71
cycle +$557
[-$366…+$113] · 35% credit
72%
surv 62%
-$43,400 NOT
cap gain +$7,333
Max even-money escape in the band~$8814 Aug 202624d left+$0.06/sh+$39
cycle +$525
[-$673…+$51] · 27% credit
81%
surv 78%
-$37,540 NOT
cap gain +$13,193
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9114 Aug 202624d left-$0.75/sh-$449
cycle +$37
[-$1,289…-$460] · 9% credit
84%
surv 81%
-$36,261 NOT
cap gain +$14,472
budget: banked $486 debit $449 (92% used ≈ 0.9 wk of income) → whole cycle still +$37 cash · rolled 6 ct earn ≈ $1,616/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$2,083/mo
vs 50% target ($2,796/mo)-26%
vs normal income ($5,593/mo)37% covered
Net income (after hedge)$1,426/mo
Downside budget
⚠ $75 is $74 below CC-SS $148.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,692
… as % of IC ($15,930)274.3%
… as % of ML ($69,930)62.5%
Recovery months (at normal income)7.8 mo
Surgical close (6 ct)$-50,775
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 $0.81 collected) or spot ≥ $75.88 (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 $107.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $74.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$74-75.88
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
≥ $75.88
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (≤1σ, normal week)$486$-45,092+$5,642+$480
+2.5%$76.88 (1.2σ)$-639$-45,112+$5,621-$645
+5%$78.75 (1.4σ)$-1,764$-45,132+$5,601-$1,770
SS (= V-bounce)$141.55 (8.6σ)$-39,444$-45,810+$4,923-$38,520
V-BOUNCE STRESS (stock → CC-SS $148.63, where you are whole again, by expiry)
Starting unrealized P&L: $-50,733
+ Fortress recovery (un-capped): +$48,538
− CC assignment net of premium (6 × $75): -$43,692
Total Position P&L @ SS: $-45,887 (+$4,846 vs today)
Do-nothing baseline at SS: $-7,367 (this trade vs do-nothing: $-38,520, the opportunity cost of earning $2,083/mo FIGHT income now)
BB-reversion stress (→ $90.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,724, position total $-45,257 (+$5,476 vs today)
🎯 50% normal6 × $7324 Jul7d10.2%79%34%+5pp$672$2,880$44,706
Sell 6 × $73 10.2% OTM over spot $66.25 24 Jul 2026 (7d, $1.23 mid)
= $672 credit for the 7d cycle → $2,880/mo projected
Survival (stays ≤ $73)
79%
Breach risk
21%
POP (stays ≤ $74.22)
82%
EV / mo
+$689
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
18% whole by 9mo vs 13% doing nothing
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$600/mo
median; plan ~$408/mo after 68% keep · $4,822 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.5 mo [3.2-6.2], measured ONLY among the 18% 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)
34%
Flat exit net (mid-life)
-$1,024
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$90 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.00/sh now → $2.83 mid-life (likely $3.00–$4.79)≈ $0 at expiry  |  you banked $1.12/sh, so a flat mid-life exit nets -$1.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,006 simulated challenges: the $73 strike is typically first touched on day 4 of 7, at $75 (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)~$7331 Jul 202610d left+$1.28/sh+$765
cycle +$1,437
[+$488…+$849] · 98% credit
67%
surv 53%
-$45,319 NOT
cap gain +$5,414
Reliable up-and-out (highest cap still free ≥60%)~$8014 Aug 202624d left+$0.73/sh+$437
cycle +$1,109
[-$158…+$458] · 63% credit
75%
surv 69%
-$41,670 NOT
cap gain +$9,063
Up-and-out for even (raise the cap, free)~$7631 Jul 202610d left+$0.14/sh+$85
cycle +$757
[-$342…+$103] · 33% credit
72%
surv 63%
-$44,378 NOT
cap gain +$6,355
Max even-money escape in the band~$8614 Aug 202624d left+$0.07/sh+$40
cycle +$712
[-$643…+$26] · 26% credit
82%
surv 78%
-$38,532 NOT
cap gain +$12,201
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9014 Aug 202624d left-$0.97/sh-$580
cycle +$92
[-$1,423…-$633] · 5% credit
85%
surv 83%
-$36,795 NOT
cap gain +$13,938
budget: banked $672 debit $580 (86% used ≈ 0.9 wk of income) → whole cycle still +$92 cash · rolled 6 ct earn ≈ $1,394/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$2,880/mo
vs 50% target ($2,796/mo)+3%
vs normal income ($5,593/mo)51% covered
Net income (after hedge)$2,223/mo
Downside budget
⚠ $73 is $76 below CC-SS $148.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,706
… as % of IC ($15,930)280.6%
… as % of ML ($69,930)63.9%
Recovery months (at normal income)8.0 mo
Surgical close (6 ct)$-50,796
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.12 collected) or spot ≥ $74.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $73)); NOT the premium you collected. Momentum override: two daily closes above $107.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $72.27Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$72-74.22
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $74.22
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$73.00 (≤1σ, normal week)$672$-46,084+$4,649+$666
+2.5%$74.82 (≤1σ, normal week)$-423$-46,104+$4,629-$429
+5%$76.65 (1.2σ)$-1,518$-46,123+$4,610-$1,524
SS (= V-bounce)$141.55 (8.6σ)$-40,458$-46,824+$3,909-$39,534
V-BOUNCE STRESS (stock → CC-SS $148.63, where you are whole again, by expiry)
Starting unrealized P&L: $-50,733
+ Fortress recovery (un-capped): +$48,538
− CC assignment net of premium (6 × $73): -$44,706
Total Position P&L @ SS: $-46,901 (+$3,832 vs today)
Do-nothing baseline at SS: $-7,367 (this trade vs do-nothing: $-39,534, the opportunity cost of earning $2,880/mo FIGHT income now)
BB-reversion stress (→ $90.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,738, position total $-46,271 (+$4,462 vs today)
100% normal6 × $6924 Jul7d4.2%65%74%+8pp$1,344$5,760+$2,880$46,434
Sell 6 × $69 4.2% OTM over spot $66.25 24 Jul 2026 (7d, $2.34 mid)
= $1,344 credit for the 7d cycle → $5,760/mo projected
Survival (stays ≤ $69)
65%
Breach risk
35%
POP (stays ≤ $71.34)
73%
EV / mo
+$1,013
📈 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
~8.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,250/mo
median; plan ~$850/mo after 68% keep · $9,932 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.6 mo [3.3-6.5], 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)
-$259
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$98 @ 93% POP
93% 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: $3.78/sh now → $2.67 mid-life (likely $3.39–$4.86)≈ $0 at expiry  |  you banked $2.24/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,710 simulated challenges: the $69 strike is typically first touched on day 3 of 7, at $71 (overshoots $2.03). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$6931 Jul 202610d left+$1.31/sh+$784
cycle +$2,128
[+$448…+$688] · 98% credit
67%
surv 53%
-$46,984 NOT
cap gain +$3,749
Reliable up-and-out (highest cap still free ≥60%)~$7514 Aug 202624d left+$1.12/sh+$673
cycle +$2,017
[+$31…+$452] · 77% credit
74%
surv 67%
-$43,708 NOT
cap gain +$7,025
Up-and-out for even (raise the cap, free)~$7231 Jul 202610d left+$0.18/sh+$110
cycle +$1,454
[-$382…-$58] · 19% credit
72%
surv 63%
-$46,039 NOT
cap gain +$4,694
Max even-money escape in the band~$8214 Aug 202624d left+$0.06/sh+$36
cycle +$1,380
[-$731…-$220] · 13% credit
82%
surv 78%
-$40,220 NOT
cap gain +$10,513
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9814 Aug 202624d left-$1.75/sh-$1,051
cycle +$293
[-$2,118…-$1,401]
93%
surv 93%
-$31,880 NOT
cap gain +$18,853
budget: banked $1,344 debit $1,051 (78% used ≈ 0.8 wk of income) → whole cycle still +$293 cash · rolled 6 ct earn ≈ $690/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$5,760/mo
vs 50% target ($2,796/mo)+106%
vs normal income ($5,593/mo)103% covered
Net income (after hedge)$5,103/mo
Downside budget
⚠ $69 is $80 below CC-SS $148.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,434
… as % of IC ($15,930)291.5%
… as % of ML ($69,930)66.4%
Recovery months (at normal income)8.3 mo
Surgical close (6 ct)$-50,793
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.56/sh (~25% of the $2.24 collected) or spot ≥ $71.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $69)); NOT the premium you collected. Momentum override: two daily closes above $107.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $68.31Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$68-71.34
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $71.34
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$69.00 (≤1σ, normal week)$1,344$-47,769+$2,964+$1,338
+2.5%$70.72 (≤1σ, normal week)$309$-47,787+$2,946+$303
+5%$72.45 (≤1σ, normal week)$-726$-47,806+$2,927-$732
SS (= V-bounce)$141.55 (8.6σ)$-42,186$-48,552+$2,181-$41,262
V-BOUNCE STRESS (stock → CC-SS $148.63, where you are whole again, by expiry)
Starting unrealized P&L: $-50,733
+ Fortress recovery (un-capped): +$48,538
− CC assignment net of premium (6 × $69): -$46,434
Total Position P&L @ SS: $-48,629 (+$2,104 vs today)
Do-nothing baseline at SS: $-7,367 (this trade vs do-nothing: $-41,262, the opportunity cost of earning $5,760/mo FIGHT income now)
BB-reversion stress (→ $90.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,466, position total $-47,999 (+$2,734 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 (23 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 23 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: 0.982 (IBKR)  |  Recovery@SS: +$48,538 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-7,367

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$737d24 Jul 2026$1.126/6$2,880$2,22379%82%+$689-$44,706280.6%$-46,901 (vs do-nothing $-39,534)
$727d24 Jul 2026$1.365/6$2,914$2,25976%80%+$687-$37,635236.3%$-40,692 (vs do-nothing $-33,325)
$7314d31 Jul 2026$2.266/6$2,906$2,24973%78%+$543-$44,022276.3%$-46,217 (vs do-nothing $-38,850)
$717d24 Jul 2026$1.615/6$3,450$2,79572%78%+$740-$38,010238.6%$-41,067 (vs do-nothing $-33,700)
$707d24 Jul 2026$1.904/6$3,257$2,60469%76%+$631-$30,692192.7%$-34,611 (vs do-nothing $-27,244)
$7221d7 Aug 2026$3.906/6$3,343$2,68668%77%+$792-$43,638273.9%$-45,833 (vs do-nothing $-38,466)
$7114d31 Jul 2026$2.825/6$3,021$2,36668%77%+$465-$37,405234.8%$-40,462 (vs do-nothing $-33,095)
$7121d7 Aug 2026$4.155/6$2,964$2,30966%76%+$615-$36,740230.6%$-39,797 (vs do-nothing $-32,430)
$7014d31 Jul 2026$3.055/6$3,268$2,61365%74%+$370-$37,790237.2%$-40,847 (vs do-nothing $-33,480)
$697d24 Jul 2026$2.243/6$2,880$2,22965%73%+$506-$23,217145.7%$-27,998 (vs do-nothing $-20,631)
$7021d7 Aug 2026$4.655/6$3,321$2,66664%74%+$730-$36,990232.2%$-40,047 (vs do-nothing $-32,680)
$7028d14 Aug 2026$5.355/6$2,866$2,21163%74%+$501-$36,640230.0%$-39,697 (vs do-nothing $-32,330)
$6914d31 Jul 2026$3.354/6$2,871$2,21962%72%+$251-$30,512191.5%$-34,431 (vs do-nothing $-27,064)
Show 10 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$687d24 Jul 2026$2.593/6$3,330$2,67960%71%+$486-$23,412147.0%$-28,193 (vs do-nothing $-20,826)
$6814d31 Jul 2026$3.804/6$3,257$2,60459%71%+$306-$30,732192.9%$-34,651 (vs do-nothing $-27,284)
$6714d31 Jul 2026$4.154/6$3,557$2,90456%69%+$244-$30,992194.6%$-34,911 (vs do-nothing $-27,544)
$677d24 Jul 2026$3.003/6$3,857$3,20656%69%+$473-$23,589148.1%$-28,370 (vs do-nothing $-21,003)
$6614d31 Jul 2026$4.603/6$2,957$2,30653%68%+$178-$23,409146.9%$-28,190 (vs do-nothing $-20,823)
$6528d14 Aug 2026$7.404/6$3,171$2,51952%69%+$372-$30,492191.4%$-34,411 (vs do-nothing $-27,044)
$667d24 Jul 2026$3.352/6$2,871$2,22352%67%+$206-$15,85699.5%$-21,499 (vs do-nothing $-14,132)
$6521d7 Aug 2026$6.703/6$2,871$2,22151%68%+$408-$23,079144.9%$-27,860 (vs do-nothing $-20,493)
$6514d31 Jul 2026$5.103/6$3,279$2,62850%66%+$180-$23,559147.9%$-28,340 (vs do-nothing $-20,973)
$657d24 Jul 2026$3.852/6$3,300$2,65147%65%+$176-$15,956100.2%$-21,599 (vs do-nothing $-14,232)

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  |  2026-07-17 21:37