FORTRESS FIGHT: RKLB @ $62.97

BE SS: $141.55  |  CC-SS: $149.28  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-29 21:41

RKLB @ $62.97   UNDERWATER $78.58 (55.5% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
RKLB reports 2026-08-11 (Tue), in 13 days. The recommended CC (2d) 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 2026-08-11.

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $149.28 (banked floor $147.90)  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $115 exp 2028-01-21 (entry $75.947/sh)
SP: $135 exp 2028-01-21 (entry $49.982/sh)
HP: $45 exp 2026-09-18 (entry $0.597/sh)

Economics

Max Loss$69,930(ND $26.55 + SW $90) x 600
Normal income ref$6,862/mo95% ann ROI on ML
Hedge rolling cost$734/mo
Unrealized P&L$-53,283fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,431/mo
HEDGE COVER
$734/mo
NORMAL INCOME
$6,862/mo (ATM CC, chain)
IC VELOCITY
2.3 mo to earn back $15,930
ML VELOCITY
10.2 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $149.28 in the fetched chain; the deepest available is $118C (16d, $22/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, 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
$863
Hole (after banked)
$52,420
was $53,283 · 2% earned back
Cycles closed
7
Credit in flight
$451
CC-SS · banked floor (info)
$149.28 → $147.90
? 2 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
6x $72C 31 Jul 2026U18827291$0.75$4512026-07-28
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 23 (live) · RSI 42 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 31 · %B 22 · hist rising (nightly)
LEVELS20W MA (bounce target) $89.85 (+43%) · daily UBB $94.81 · 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 2026-08-11: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 5 contracts at $70 / 2d. This is the safest strike (survival 89%, breach 11%) that still earns 50% of normal income ($3,431/mo); it brings $3,600/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 × $68/2d for $7,560/mo, but breach risk rises to 18% (+7pp 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 × $75/2d (97% survival, $840/mo).
Downside anchor: the primary mortgages $39,401 (247% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 5.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-44,430 and cuts bleed by $612/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 6 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: THIS FRIDAY · 31 Jul 2026 (2d) · sell 5 × $70, 89% survival, $3,600/mo (E[net] $2,984/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆31 Jul 2026 · 2d5 × $7089%$3,600$2,984
NEXT FRIDAY7 Aug 2026 · 9d6 × $7076%$3,660$425
E[net] arithmetic on the grand pick: keep $240 with probability 88%; on the 12% touch you roll, paying $1,156 to close and taking $1,067 back from the best priced door (net cash $89) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 THIS FRIDAY · 31 Jul 2026 · 2d · E[net] $2,984/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $70 (50% normal), 89% survival, breach 11%, $3,600/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $71 rung (🛡 safe yield) lifts survival to 91% (breach 11% → 9%) for $180/mo less (5% income) buys safety you do not really need here.
RKLB  spot $62.97 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $7531 Jul2d19.1%97%hist 100%6%hist 1%+3pp$56$840-$2,760$29,657
Sell 4 × $75 19.1% OTM over spot $62.97 31 Jul 2026 (2d, $0.16 mid)
= $56 credit for the 2d cycle → $840/mo projected
Survival (stays ≤ $75)
97%
Breach risk
3%
POP (stays ≤ $75.16)
97%
EV / mo
+$653
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
25% whole by 9mo vs 22% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-99/mo
median; plan ~$-67/mo after 68% keep · $-889 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.5 mo [2.1-5.8], measured ONLY among the 25% 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)
2%
Flat exit net (mid-life)
-$934
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$91 @ 85% POP
82% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.50/sh now → $2.48 mid-life (likely $2.40–$4.10)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$2.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 72 simulated challenges: the $75 strike is typically first touched on day 2 of 2, at $77 (overshoots $2.13). 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)~$757 Aug 20268d left+$2.14/sh+$856
cycle +$912
[+$718…+$959] · 96% credit
68%
surv 53%
-$45,344 NOT
cap gain +$7,939
Reliable up-and-out (highest cap still free ≥60%)~$8821 Aug 202622d left+$0.70/sh+$281
cycle +$337
[-$113…+$347] · 71% credit
82%
surv 78%
-$38,310 NOT
cap gain +$14,973
Up-and-out for even (raise the cap, free)~$807 Aug 20268d left+$0.13/sh+$51
cycle +$107
[-$289…+$94] · 47% credit
77%
surv 70%
-$43,211 NOT
cap gain +$10,072
Max even-money escape in the band~$9121 Aug 202622d left+$0.08/sh+$33
cycle +$89
[-$408…+$88] · 38% credit
85%
surv 82%
-$36,807 NOT
cap gain +$16,476
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$840/mo
vs 50% target ($3,431/mo)-76%
vs normal income ($6,862/mo)12% covered
Net income (after hedge)$113/mo
Downside budget
⚠ $75 is $74 below CC-SS $149.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,657
… as % of IC ($15,930)186.2%
… as % of ML ($69,930)42.4%
Recovery months (at normal income)4.3 mo
Surgical close (4 ct)$-35,528
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.14 collected) or spot ≥ $75.16 (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 $94.81 (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
$74-75.16
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
≥ $75.16
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (2.4σ)$56$-46,199+$7,084+$48
+2.5%$76.88 (2.8σ)$-694$-45,855+$7,428-$702
+5%$78.75 (3.2σ)$-1,444$-45,510+$7,773-$1,452
SS (= V-bounce)$141.55 (15.8σ)$-26,564$-38,677+$14,606-$17,152
V-BOUNCE STRESS (stock → CC-SS $149.28, where you are whole again, by expiry)
Starting unrealized P&L: $-53,283
+ Fortress recovery (un-capped): +$50,390
− CC assignment net of premium (4 × $75): -$29,657
− Conservative CC assignment net of premium (2 × $118): -$6,252
Total Position P&L @ SS: $-38,802 (+$14,481 vs today)
Do-nothing baseline at SS: $-21,650 (this trade vs do-nothing: $-17,152, the opportunity cost of earning $840/mo FIGHT income now)
BB-reversion stress (→ $89.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,884, position total $-43,470 (+$9,813 vs today)
33% normal6 × $7231 Jul2d14.3%93%hist 100%14%hist 5%+7pp$162$2,430-$1,170$46,207
Sell 6 × $72 14.3% OTM over spot $62.97 31 Jul 2026 (2d, $0.34 mid)
= $162 credit for the 2d cycle → $2,430/mo projected
Survival (stays ≤ $72)
93%
Breach risk
7%
POP (stays ≤ $72.33)
94%
EV / mo
+$1,557
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
23% whole by 9mo vs 16% doing nothing
FIRE DRILLS
~3.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$895/mo
median; plan ~$608/mo after 68% keep · $6,122 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.9 mo [2.4-6.3], measured ONLY among the 23% 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)
7%
Flat exit net (mid-life)
-$1,264
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$88 @ 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.36/sh now → $2.38 mid-life (likely $2.52–$5.47)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$2.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 203 simulated challenges: the $72 strike is typically first touched on day 2 of 2, at $75 (overshoots $2.57). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$727 Aug 20268d left+$2.14/sh+$1,283
cycle +$1,445
[+$714…+$1,371] · 95% credit
68%
surv 53%
-$46,566 NOT
cap gain +$6,717
Reliable up-and-out (highest cap still free ≥60%)~$8221 Aug 202622d left+$1.39/sh+$836
cycle +$998
[-$261…+$836] · 67% credit
80%
surv 74%
-$41,156 NOT
cap gain +$12,127
Up-and-out for even (raise the cap, free)~$777 Aug 20268d left+$0.14/sh+$83
cycle +$245
[-$949…+$63] · 30% credit
77%
surv 70%
-$44,828 NOT
cap gain +$8,455
Max even-money escape in the band~$8821 Aug 202622d left+$0.07/sh+$44
cycle +$206
[-$1,286…+$17] · 27% credit
85%
surv 83%
-$38,446 NOT
cap gain +$14,837
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$2,430/mo
vs 50% target ($3,431/mo)-29%
vs normal income ($6,862/mo)35% covered
Net income (after hedge)$1,696/mo
Downside budget
⚠ $72 is $77 below CC-SS $149.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,207
… as % of IC ($15,930)290.1%
… as % of ML ($69,930)66.1%
Recovery months (at normal income)6.7 mo
Surgical close (6 ct)$-53,322
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 ≥ $72.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $72)); NOT the premium you collected. Momentum override: two daily closes above $94.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $71.28Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$71-72.33
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
≥ $72.33
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$72.00 (1.8σ)$162$-47,849+$5,434+$150
+2.5%$73.80 (2.2σ)$-918$-47,878+$5,405-$930
+5%$75.60 (2.5σ)$-1,998$-47,907+$5,376-$2,010
SS (= V-bounce)$141.55 (15.8σ)$-41,568$-48,975+$4,308-$27,450
V-BOUNCE STRESS (stock → CC-SS $149.28, where you are whole again, by expiry)
Starting unrealized P&L: $-53,283
+ Fortress recovery (un-capped): +$50,390
− CC assignment net of premium (6 × $72): -$46,207
Total Position P&L @ SS: $-49,100 (+$4,183 vs today)
Do-nothing baseline at SS: $-21,650 (this trade vs do-nothing: $-27,450, the opportunity cost of earning $2,430/mo FIGHT income now)
BB-reversion stress (→ $89.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,548, position total $-48,138 (+$5,145 vs today)
🛡 safe yield6 × $7131 Jul2d12.8%91%hist 100%18%hist 5%+9pp$228$3,420-$180$46,741
Sell 6 × $71 12.8% OTM over spot $62.97 31 Jul 2026 (2d, $0.44 mid)
= $228 credit for the 2d cycle → $3,420/mo projected
Survival (stays ≤ $71)
91%
Breach risk
9%
POP (stays ≤ $71.44)
92%
EV / mo
+$2,149
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
32% whole by 9mo vs 23% doing nothing
FIRE DRILLS
~3.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,514/mo
median; plan ~$1,030/mo after 68% keep · $9,257 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.7 mo [2.3-5.7], measured ONLY among the 32% 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)
9%
Flat exit net (mid-life)
-$1,179
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$87 @ 86% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.31/sh now → $2.34 mid-life (likely $2.41–$4.56)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$1.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 265 simulated challenges: the $71 strike is typically first touched on day 2 of 2, at $73 (overshoots $2.17). 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)~$717 Aug 20268d left+$2.14/sh+$1,282
cycle +$1,510
[+$925…+$1,390] · 96% credit
68%
surv 53%
-$47,084 NOT
cap gain +$6,199
Reliable up-and-out (highest cap still free ≥60%)~$8321 Aug 202622d left+$0.90/sh+$540
cycle +$768
[-$278…+$562] · 66% credit
82%
surv 78%
-$40,803 NOT
cap gain +$12,480
Up-and-out for even (raise the cap, free)~$767 Aug 20268d left+$0.14/sh+$84
cycle +$312
[-$633…+$81] · 36% credit
77%
surv 70%
-$45,345 NOT
cap gain +$7,938
Max even-money escape in the band~$8721 Aug 202622d left+$0.07/sh+$41
cycle +$269
[-$896…+$37] · 30% credit
86%
surv 83%
-$38,967 NOT
cap gain +$14,316
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$3,420/mo
vs 50% target ($3,431/mo)-0%
vs normal income ($6,862/mo)50% covered
Net income (after hedge)$2,686/mo
Downside budget
⚠ $71 is $78 below CC-SS $149.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,741
… as % of IC ($15,930)293.4%
… as % of ML ($69,930)66.8%
Recovery months (at normal income)6.8 mo
Surgical close (6 ct)$-53,319
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 $0.38 collected) or spot ≥ $71.44 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $71)); NOT the premium you collected. Momentum override: two daily closes above $94.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $70.29Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$70-71.44
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
≥ $71.44
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$71.00 (1.6σ)$228$-48,366+$4,917+$216
+2.5%$72.77 (2.0σ)$-837$-48,395+$4,888-$849
+5%$74.55 (2.3σ)$-1,902$-48,424+$4,859-$1,914
SS (= V-bounce)$141.55 (15.8σ)$-42,102$-49,509+$3,774-$27,984
V-BOUNCE STRESS (stock → CC-SS $149.28, where you are whole again, by expiry)
Starting unrealized P&L: $-53,283
+ Fortress recovery (un-capped): +$50,390
− CC assignment net of premium (6 × $71): -$46,741
Total Position P&L @ SS: $-49,634 (+$3,649 vs today)
Do-nothing baseline at SS: $-21,650 (this trade vs do-nothing: $-27,984, the opportunity cost of earning $3,420/mo FIGHT income now)
BB-reversion stress (→ $89.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,082, position total $-48,672 (+$4,611 vs today)
🎯 50% normal5 × $7031 Jul2d11.2%89%hist 99%23%hist 13%+8pp$240$3,600$39,401
Sell 5 × $70 11.2% OTM over spot $62.97 31 Jul 2026 (2d, $0.53 mid)
= $240 credit for the 2d cycle → $3,600/mo projected
Survival (stays ≤ $70)
89%
Breach risk
11%
POP (stays ≤ $70.53)
90%
EV / mo
+$2,068
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
31% whole by 9mo vs 23% doing nothing
FIRE DRILLS
~5.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,447/mo
median; plan ~$984/mo after 68% keep · $10,174 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.6 mo [3.2-5.9], measured ONLY among the 31% 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)
-$916
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$86 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.27/sh now → $2.31 mid-life (likely $2.64–$4.68)≈ $0 at expiry  |  you banked $0.48/sh, so a flat mid-life exit nets -$1.83/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 375 simulated challenges: the $70 strike is typically first touched on day 2 of 2, at $72 (overshoots $2.33). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$707 Aug 20268d left+$2.13/sh+$1,067
cycle +$1,307
[+$723…+$1,080] · 95% credit
69%
surv 53%
-$47,869 NOT
cap gain +$5,414
Reliable up-and-out (highest cap still free ≥60%)~$8121 Aug 202622d left+$1.10/sh+$552
cycle +$792
[-$164…+$488] · 67% credit
81%
surv 76%
-$41,944 NOT
cap gain +$11,339
Up-and-out for even (raise the cap, free)~$757 Aug 20268d left+$0.14/sh+$71
cycle +$311
[-$587…+$3] · 26% credit
77%
surv 70%
-$45,928 NOT
cap gain +$7,355
Max even-money escape in the band~$8621 Aug 202622d left+$0.06/sh+$31
cycle +$271
[-$813…-$60] · 20% credit
86%
surv 83%
-$39,546 NOT
cap gain +$13,737
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$3,600/mo
vs 50% target ($3,431/mo)+5%
vs normal income ($6,862/mo)52% covered
Net income (after hedge)$2,870/mo
Downside budget
⚠ $70 is $79 below CC-SS $149.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,401
… as % of IC ($15,930)247.3%
… as % of ML ($69,930)56.3%
Recovery months (at normal income)5.7 mo
Surgical close (5 ct)$-44,430
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 $0.48 collected) or spot ≥ $70.53 (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 $94.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $69.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$69-70.53
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
≥ $70.53
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$70.00 (1.4σ)$240$-48,936+$4,347+$230
+2.5%$71.75 (1.8σ)$-635$-48,789+$4,494-$645
+5%$73.50 (2.1σ)$-1,510$-48,643+$4,640-$1,520
SS (= V-bounce)$141.55 (15.8σ)$-35,535$-45,295+$7,988-$23,770
V-BOUNCE STRESS (stock → CC-SS $149.28, where you are whole again, by expiry)
Starting unrealized P&L: $-53,283
+ Fortress recovery (un-capped): +$50,390
− CC assignment net of premium (5 × $70): -$39,401
− Conservative CC assignment net of premium (1 × $118): -$3,126
Total Position P&L @ SS: $-45,420 (+$7,863 vs today)
Do-nothing baseline at SS: $-21,650 (this trade vs do-nothing: $-23,770, the opportunity cost of earning $3,600/mo FIGHT income now)
BB-reversion stress (→ $89.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,685, position total $-47,273 (+$6,010 vs today)
100% normal6 × $6831 Jul2d8.0%82%hist 99%38%hist 18%+14pp$504$7,560+$3,960$48,265
Sell 6 × $68 8.0% OTM over spot $62.97 31 Jul 2026 (2d, $0.90 mid)
= $504 credit for the 2d cycle → $7,560/mo projected
Survival (stays ≤ $68)
82%
Breach risk
18%
POP (stays ≤ $68.90)
85%
EV / mo
+$3,814
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
32% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~8.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,817/mo
median; plan ~$1,915/mo after 68% keep · $19,658 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.7 mo [2.4-5.4], measured ONLY among the 32% 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)
22%
Flat exit net (mid-life)
-$843
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$90 @ 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.17/sh now → $2.25 mid-life (likely $2.55–$4.72)≈ $0 at expiry  |  you banked $0.84/sh, so a flat mid-life exit nets -$1.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 654 simulated challenges: the $68 strike is typically first touched on day 2 of 2, at $70 (overshoots $2.38). 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)~$687 Aug 20268d left+$2.13/sh+$1,276
cycle +$1,780
[+$845…+$1,263] · 93% credit
69%
surv 53%
-$48,566 NOT
cap gain +$4,717
Reliable up-and-out (highest cap still free ≥60%)~$7921 Aug 202622d left+$1.07/sh+$645
cycle +$1,149
[-$260…+$567] · 64% credit
81%
surv 77%
-$42,757 NOT
cap gain +$10,526
Up-and-out for even (raise the cap, free)~$737 Aug 20268d left+$0.14/sh+$86
cycle +$590
[-$715…+$4] · 25% credit
77%
surv 71%
-$46,819 NOT
cap gain +$6,464
Max even-money escape in the band~$8421 Aug 202622d left+$0.05/sh+$29
cycle +$533
[-$1,024…-$82] · 17% credit
86%
surv 83%
-$40,454 NOT
cap gain +$12,829
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9021 Aug 202622d left-$0.78/sh-$468
cycle +$36
[-$1,657…-$605]
90%
surv 89%
-$37,448 NOT
cap gain +$15,835
budget: banked $504 debit $468 (93% used ≈ 0.3 wk of income) → whole cycle still +$36 cash · rolled 6 ct earn ≈ $1,199/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,560/mo
vs 50% target ($3,431/mo)+120%
vs normal income ($6,862/mo)110% covered
Net income (after hedge)$6,826/mo
Downside budget
⚠ $68 is $81 below CC-SS $149.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$48,265
… as % of IC ($15,930)303.0%
… as % of ML ($69,930)69.0%
Recovery months (at normal income)7.0 mo
Surgical close (6 ct)$-53,319
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.84 collected) or spot ≥ $68.90 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $68)); NOT the premium you collected. Momentum override: two daily closes above $94.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $67.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$67-68.90
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
≥ $68.90
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$68.00 (1.0σ)$504$-49,842+$3,441+$492
+2.5%$69.70 (1.4σ)$-516$-49,869+$3,414-$528
+5%$71.40 (1.7σ)$-1,536$-49,897+$3,386-$1,548
SS (= V-bounce)$141.55 (15.8σ)$-43,626$-51,033+$2,250-$29,508
V-BOUNCE STRESS (stock → CC-SS $149.28, where you are whole again, by expiry)
Starting unrealized P&L: $-53,283
+ Fortress recovery (un-capped): +$50,390
− CC assignment net of premium (6 × $68): -$48,265
Total Position P&L @ SS: $-51,158 (+$2,125 vs today)
Do-nothing baseline at SS: $-21,650 (this trade vs do-nothing: $-29,508, the opportunity cost of earning $7,560/mo FIGHT income now)
BB-reversion stress (→ $89.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,606, position total $-50,196 (+$3,087 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on RKLB are the tiebreakers.

📅 NEXT FRIDAY · 7 Aug 2026 · 9d · E[net] $425/mo

🎯 Engine pick: sell 6 × $70 (50% normal), 76% survival, breach 24%, $3,660/mo.
⚖️ Worth a safer step: the $73 rung (33% normal) lifts survival to 83% (breach 24% → 17%) for $1,320/mo less (36% 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 $73 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $62.97 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $807 Aug9d27.0%94%hist 100%13%hist 5%+2pp$258$860-$2,800$41,311
Sell 6 × $80 27.0% OTM over spot $62.97 7 Aug 2026 (9d, $0.49 mid)
= $258 credit for the 9d cycle → $860/mo projected
Survival (stays ≤ $80)
94%
Breach risk
6%
POP (stays ≤ $80.50)
94%
EV / mo
+$513
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
20% whole by 9mo vs 19% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-170/mo
median; plan ~$-116/mo after 68% keep · $-1,452 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.4 mo [2.7-6.2], 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)
-$2,421
Free roll-up
+$3/wk
Safest escape (by 21 Aug 2026)
$88 @ 78% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.31/sh now → $4.46 mid-life (likely $3.82–$6.57)≈ $0 at expiry  |  you banked $0.43/sh, so a flat mid-life exit nets -$4.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 313 simulated challenges: the $80 strike is typically first touched on day 6 of 9, at $83 (overshoots $2.71). 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)~$8014 Aug 202612d left+$1.46/sh+$875
cycle +$1,133
[+$731…+$1,359] · 100% credit
69%
surv 53%
-$42,208 NOT
cap gain +$11,075
Reliable up-and-out (highest cap still free ≥60%)~$8621 Aug 202618d left+$0.39/sh+$235
cycle +$493
[-$184…+$718] · 63% credit
75%
surv 66%
-$39,618 NOT
cap gain +$13,665
Max even-money escape in the band~$8621 Aug 202618d left+$0.29/sh+$172
cycle +$430
[-$254…+$645] · 58% credit
76%
surv 67%
-$39,389 NOT
cap gain +$13,894
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$8314 Aug 202612d left+$0.20/sh+$117
cycle +$375
[-$217…+$504] · 56% credit
72%
surv 62%
-$41,195 NOT
cap gain +$12,088
Safety roll (pay small debit, max POP)~$8821 Aug 202618d left-$0.39/sh-$233
cycle +$25
[-$762…+$197] · 34% credit
78%
surv 71%
-$38,626 NOT
cap gain +$14,657
budget: banked $258 debit $233 (90% used ≈ 1.2 wk of income) → whole cycle still +$25 cash · rolled 6 ct earn ≈ $4,077/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$860/mo
vs 50% target ($3,431/mo)-75%
vs normal income ($6,862/mo)13% covered
Net income (after hedge)$126/mo
Downside budget
⚠ $80 is $69 below CC-SS $149.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,311
… as % of IC ($15,930)259.3%
… as % of ML ($69,930)59.1%
Recovery months (at normal income)6.0 mo
Surgical close (6 ct)$-53,322
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.43 collected) or spot ≥ $80.50 (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 $94.81 (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
$79-80.50
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
≥ $80.50
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (1.6σ)$258$-43,082+$10,201+$246
+2.5%$82.00 (1.8σ)$-942$-43,115+$10,168-$954
+5%$84.00 (2.0σ)$-2,142$-43,147+$10,136-$2,154
SS (= V-bounce)$141.55 (7.4σ)$-36,672$-44,079+$9,204-$22,554
V-BOUNCE STRESS (stock → CC-SS $149.28, where you are whole again, by expiry)
Starting unrealized P&L: $-53,283
+ Fortress recovery (un-capped): +$50,390
− CC assignment net of premium (6 × $80): -$41,311
Total Position P&L @ SS: $-44,204 (+$9,079 vs today)
Do-nothing baseline at SS: $-21,650 (this trade vs do-nothing: $-22,554, the opportunity cost of earning $860/mo FIGHT income now)
BB-reversion stress (→ $89.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,652, position total $-43,242 (+$10,041 vs today)
🛡 safe yield6 × $777 Aug9d22.3%90%hist 100%21%hist 13%+3pp$408$1,360-$2,300$42,961
Sell 6 × $77 22.3% OTM over spot $62.97 7 Aug 2026 (9d, $0.75 mid)
= $408 credit for the 9d cycle → $1,360/mo projected
Survival (stays ≤ $77)
90%
Breach risk
10%
POP (stays ≤ $77.75)
91%
EV / mo
+$649
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
22% whole by 9mo vs 19% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$104/mo
median; plan ~$70/mo after 68% keep · $757 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.4 mo [3.2-6.3], measured ONLY among the 22% 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)
15%
Flat exit net (mid-life)
-$2,171
Free roll-up
+$3/wk
Safest escape (by 21 Aug 2026)
$86 @ 79% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.07/sh now → $4.30 mid-life (likely $3.84–$6.37)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets -$3.62/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 462 simulated challenges: the $77 strike is typically first touched on day 6 of 9, at $80 (overshoots $2.63). 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)~$7714 Aug 202612d left+$1.52/sh+$909
cycle +$1,317
[+$733…+$1,333] · 99% credit
69%
surv 54%
-$43,774 NOT
cap gain +$9,509
Reliable up-and-out (highest cap still free ≥60%)~$8321 Aug 202618d left+$0.44/sh+$263
cycle +$671
[-$191…+$646] · 63% credit
75%
surv 67%
-$41,191 NOT
cap gain +$12,092
Up-and-out for even (raise the cap, free)~$8014 Aug 202612d left+$0.25/sh+$150
cycle +$558
[-$228…+$434] · 56% credit
72%
surv 62%
-$42,763 NOT
cap gain +$10,520
Max even-money escape in the band~$8421 Aug 202618d left+$0.02/sh+$15
cycle +$423
[-$493…+$353] · 42% credit
77%
surv 70%
-$40,564 NOT
cap gain +$12,719
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8621 Aug 202618d left-$0.59/sh-$355
cycle +$53
[-$963…-$65] · 23% credit
79%
surv 73%
-$39,766 NOT
cap gain +$13,517
budget: banked $408 debit $355 (87% used ≈ 1.1 wk of income) → whole cycle still +$53 cash · rolled 6 ct earn ≈ $3,706/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$1,360/mo
vs 50% target ($3,431/mo)-60%
vs normal income ($6,862/mo)20% covered
Net income (after hedge)$626/mo
Downside budget
⚠ $77 is $72 below CC-SS $149.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,961
… as % of IC ($15,930)269.7%
… as % of ML ($69,930)61.4%
Recovery months (at normal income)6.3 mo
Surgical close (6 ct)$-53,322
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.68 collected) or spot ≥ $77.75 (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 $94.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-77.75
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
≥ $77.75
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (1.3σ)$408$-44,684+$8,599+$396
+2.5%$78.92 (1.5σ)$-747$-44,715+$8,568-$759
+5%$80.85 (1.7σ)$-1,902$-44,746+$8,537-$1,914
SS (= V-bounce)$141.55 (7.4σ)$-38,322$-45,729+$7,554-$24,204
V-BOUNCE STRESS (stock → CC-SS $149.28, where you are whole again, by expiry)
Starting unrealized P&L: $-53,283
+ Fortress recovery (un-capped): +$50,390
− CC assignment net of premium (6 × $77): -$42,961
Total Position P&L @ SS: $-45,854 (+$7,429 vs today)
Do-nothing baseline at SS: $-21,650 (this trade vs do-nothing: $-24,204, the opportunity cost of earning $1,360/mo FIGHT income now)
BB-reversion stress (→ $89.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,302, position total $-44,892 (+$8,391 vs today)
33% normal ← lean6 × $737 Aug9d15.9%83%hist 99%35%hist 18%+3pp$702$2,340-$1,320$45,067
Sell 6 × $73 15.9% OTM over spot $62.97 7 Aug 2026 (9d, $1.30 mid)
= $702 credit for the 9d cycle → $2,340/mo projected
Survival (stays ≤ $73)
83%
Breach risk
17%
POP (stays ≤ $74.30)
86%
EV / mo
+$838
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
21% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$378/mo
median; plan ~$257/mo after 68% keep · $2,932 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.0 mo [2.6-5.3], 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)
26%
Flat exit net (mid-life)
-$1,743
Free roll-up
+$4/wk
Safest escape (by 21 Aug 2026)
$84 @ 82% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.76/sh now → $4.07 mid-life (likely $4.03–$6.44)≈ $0 at expiry  |  you banked $1.17/sh, so a flat mid-life exit nets -$2.90/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 780 simulated challenges: the $73 strike is typically first touched on day 5 of 9, at $75 (overshoots $2.34). 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)~$7314 Aug 202612d left+$1.58/sh+$948
cycle +$1,650
[+$671…+$1,142] · 100% credit
69%
surv 54%
-$45,777 NOT
cap gain +$7,506
Reliable up-and-out (highest cap still free ≥60%)~$7821 Aug 202618d left+$0.74/sh+$442
cycle +$1,144
[-$110…+$590] · 68% credit
75%
surv 66%
-$43,346 NOT
cap gain +$9,937
Max even-money escape in the band~$8021 Aug 202618d left+$0.08/sh+$45
cycle +$747
[-$584…+$157] · 34% credit
77%
surv 70%
-$42,574 NOT
cap gain +$10,709
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$7714 Aug 202612d left+$0.02/sh+$13
cycle +$715
[-$493…+$96] · 32% credit
73%
surv 63%
-$44,651 NOT
cap gain +$8,632
Safety roll (pay small debit, max POP)~$8421 Aug 202618d left-$1.08/sh-$648
cycle +$54
[-$1,435…-$585] · 7% credit
82%
surv 77%
-$40,933 NOT
cap gain +$12,350
budget: banked $702 debit $648 (92% used ≈ 1.2 wk of income) → whole cycle still +$54 cash · rolled 6 ct earn ≈ $2,994/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$2,340/mo
vs 50% target ($3,431/mo)-32%
vs normal income ($6,862/mo)34% covered
Net income (after hedge)$1,606/mo
Downside budget
⚠ $73 is $76 below CC-SS $149.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,067
… as % of IC ($15,930)282.9%
… as % of ML ($69,930)64.4%
Recovery months (at normal income)6.6 mo
Surgical close (6 ct)$-53,361
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.17 collected) or spot ≥ $74.30 (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 $94.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $72.27Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$72-74.30
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
≥ $74.30
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$73.00 (≤1σ, normal week)$702$-46,725+$6,558+$690
+2.5%$74.82 (1.1σ)$-393$-46,754+$6,529-$405
+5%$76.65 (1.3σ)$-1,488$-46,784+$6,499-$1,500
SS (= V-bounce)$141.55 (7.4σ)$-40,428$-47,835+$5,448-$26,310
V-BOUNCE STRESS (stock → CC-SS $149.28, where you are whole again, by expiry)
Starting unrealized P&L: $-53,283
+ Fortress recovery (un-capped): +$50,390
− CC assignment net of premium (6 × $73): -$45,067
Total Position P&L @ SS: $-47,960 (+$5,323 vs today)
Do-nothing baseline at SS: $-21,650 (this trade vs do-nothing: $-26,310, the opportunity cost of earning $2,340/mo FIGHT income now)
BB-reversion stress (→ $89.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,408, position total $-46,998 (+$6,285 vs today)
🎯 50% normal6 × $707 Aug9d11.2%76%hist 96%50%hist 43%+3pp$1,098$3,660$46,471
Sell 6 × $70 11.2% OTM over spot $62.97 7 Aug 2026 (9d, $1.96 mid)
= $1,098 credit for the 9d cycle → $3,660/mo projected
Survival (stays ≤ $70)
76%
Breach risk
24%
POP (stays ≤ $71.95)
81%
EV / mo
+$1,144
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
17% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$670/mo
median; plan ~$456/mo after 68% keep · $5,478 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.5 mo [2.9-5.7], measured ONLY among the 17% 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)
39%
Flat exit net (mid-life)
-$1,246
Free roll-up
+$4/wk
Safest escape (by 21 Aug 2026)
$85 @ 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.52/sh now → $3.91 mid-life (likely $4.34–$6.32)≈ $0 at expiry  |  you banked $1.83/sh, so a flat mid-life exit nets -$2.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,178 simulated challenges: the $70 strike is typically first touched on day 5 of 9, at $72 (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.
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)~$7014 Aug 202612d left+$1.62/sh+$970
cycle +$2,068
[+$646…+$1,070] · 100% credit
69%
surv 54%
-$47,110 NOT
cap gain +$6,173
Reliable up-and-out (highest cap still free ≥60%)~$7521 Aug 202618d left+$0.76/sh+$454
cycle +$1,552
[-$132…+$434] · 63% credit
75%
surv 66%
-$44,689 NOT
cap gain +$8,594
Max even-money escape in the band~$7721 Aug 202618d left+$0.10/sh+$62
cycle +$1,160
[-$586…-$7] · 25% credit
78%
surv 70%
-$43,914 NOT
cap gain +$9,369
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$7414 Aug 202612d left+$0.06/sh+$37
cycle +$1,135
[-$476…-$27] · 24% credit
73%
surv 64%
-$45,982 NOT
cap gain +$7,301
Safety roll (pay small debit, max POP)~$8521 Aug 202618d left-$1.80/sh-$1,080
cycle +$18
[-$1,995…-$1,244] · 1% credit
86%
surv 84%
-$40,385 NOT
cap gain +$12,898
budget: banked $1,098 debit $1,080 (98% used ≈ 1.3 wk of income) → whole cycle still +$18 cash · rolled 6 ct earn ≈ $2,107/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$3,660/mo
vs 50% target ($3,431/mo)+7%
vs normal income ($6,862/mo)53% covered
Net income (after hedge)$2,926/mo
Downside budget
⚠ $70 is $79 below CC-SS $149.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,471
… as % of IC ($15,930)291.7%
… as % of ML ($69,930)66.5%
Recovery months (at normal income)6.8 mo
Surgical close (6 ct)$-53,358
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.46/sh (~25% of the $1.83 collected) or spot ≥ $71.95 (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 $94.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $69.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$69-71.95
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
≥ $71.95
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$70.00 (≤1σ, normal week)$1,098$-48,080+$5,203+$1,086
+2.5%$71.75 (≤1σ, normal week)$48$-48,108+$5,175+$36
+5%$73.50 (≤1σ, normal week)$-1,002$-48,137+$5,146-$1,014
SS (= V-bounce)$141.55 (7.4σ)$-41,832$-49,239+$4,044-$27,714
V-BOUNCE STRESS (stock → CC-SS $149.28, where you are whole again, by expiry)
Starting unrealized P&L: $-53,283
+ Fortress recovery (un-capped): +$50,390
− CC assignment net of premium (6 × $70): -$46,471
Total Position P&L @ SS: $-49,364 (+$3,919 vs today)
Do-nothing baseline at SS: $-21,650 (this trade vs do-nothing: $-27,714, the opportunity cost of earning $3,660/mo FIGHT income now)
BB-reversion stress (→ $89.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,812, position total $-48,402 (+$4,881 vs today)
100% normal6 × $657 Aug9d3.2%61%hist 80%84%hist 80%+5pp$2,100$7,000+$3,340$48,469
Sell 6 × $65 3.2% OTM over spot $62.97 7 Aug 2026 (9d, $3.75 mid)
= $2,100 credit for the 9d cycle → $7,000/mo projected
Survival (stays ≤ $65)
61%
Breach risk
39%
POP (stays ≤ $68.75)
73%
EV / mo
+$1,575
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
23% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~8.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,246/mo
median; plan ~$847/mo after 68% keep · $9,787 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.5 mo [2.7-5.8], measured ONLY among the 23% 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)
67%
Flat exit net (mid-life)
-$77
Free roll-up
+$4/wk
Safest escape (by 21 Aug 2026)
$87 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.13/sh now → $3.63 mid-life (likely $4.86–$6.70)≈ $0 at expiry  |  you banked $3.50/sh, so a flat mid-life exit nets -$0.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,023 simulated challenges: the $65 strike is typically first touched on day 3 of 9, at $67 (overshoots $2.32). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$6514 Aug 202612d left+$1.66/sh+$996
cycle +$3,096
[+$595…+$822] · 100% credit
69%
surv 54%
-$49,001 NOT
cap gain +$4,282
Reliable up-and-out (highest cap still free ≥60%)~$6921 Aug 202618d left+$1.12/sh+$670
cycle +$2,770
[-$35…+$362] · 71% credit
75%
surv 65%
-$46,974 NOT
cap gain +$6,309
Up-and-out for even (raise the cap, free)~$6914 Aug 202612d left+$0.11/sh+$67
cycle +$2,167
[-$584…-$209] · 11% credit
74%
surv 64%
-$47,868 NOT
cap gain +$5,415
Max even-money escape in the band~$7221 Aug 202618d left+$0.13/sh+$76
cycle +$2,176
[-$754…-$279] · 11% credit
78%
surv 71%
-$45,816 NOT
cap gain +$7,467
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8721 Aug 202618d left-$2.61/sh-$1,566
cycle +$534
[-$2,968…-$2,112]
92%
surv 92%
-$38,701 NOT
cap gain +$14,582
budget: banked $2,100 debit $1,566 (75% used ≈ 1.0 wk of income) → whole cycle still +$534 cash · rolled 6 ct earn ≈ $1,018/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,000/mo
vs 50% target ($3,431/mo)+104%
vs normal income ($6,862/mo)102% covered
Net income (after hedge)$6,266/mo
Downside budget
⚠ $65 is $84 below CC-SS $149.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$48,469
… as % of IC ($15,930)304.3%
… as % of ML ($69,930)69.3%
Recovery months (at normal income)7.1 mo
Surgical close (6 ct)$-53,433
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.88/sh (~25% of the $3.50 collected) or spot ≥ $68.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $65)); NOT the premium you collected. Momentum override: two daily closes above $94.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $64.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$64-68.75
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
≥ $68.75
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$65.00 (≤1σ, normal week)$2,100$-49,997+$3,286+$2,088
+2.5%$66.62 (≤1σ, normal week)$1,125$-50,023+$3,260+$1,113
+5%$68.25 (≤1σ, normal week)$150$-50,050+$3,233+$138
SS (= V-bounce)$141.55 (7.4σ)$-43,830$-51,237+$2,046-$29,712
V-BOUNCE STRESS (stock → CC-SS $149.28, where you are whole again, by expiry)
Starting unrealized P&L: $-53,283
+ Fortress recovery (un-capped): +$50,390
− CC assignment net of premium (6 × $65): -$48,469
Total Position P&L @ SS: $-51,362 (+$1,921 vs today)
Do-nothing baseline at SS: $-21,650 (this trade vs do-nothing: $-29,712, the opportunity cost of earning $7,000/mo FIGHT income now)
BB-reversion stress (→ $89.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,810, position total $-50,400 (+$2,883 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 (51 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 51 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: 0.973 (IBKR)  |  Recovery@SS: +$50,390 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-21,650

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$702d31 Jul 2026$0.485/6$3,600$2,87089%90%+$2,068-$39,401247.3%$-45,420 (vs do-nothing $-23,770)
$692d31 Jul 2026$0.644/6$3,840$3,11385%88%+$2,081-$31,857200.0%$-41,002 (vs do-nothing $-19,352)
$682d31 Jul 2026$0.843/6$3,780$3,05782%85%+$1,907-$24,133151.5%$-36,404 (vs do-nothing $-14,754)
$672d31 Jul 2026$1.083/6$4,860$4,13777%82%+$2,235-$24,361152.9%$-36,632 (vs do-nothing $-14,982)
$709d7 Aug 2026$1.836/6$3,660$2,92676%81%+$1,144-$46,471291.7%$-49,364 (vs do-nothing $-27,714)
$7116d14 Aug 2026$3.106/6$3,488$2,75374%80%+$981-$45,109283.2%$-48,002 (vs do-nothing $-26,352)
$699d7 Aug 2026$2.125/6$3,533$2,80374%79%+$1,065-$39,081245.3%$-45,100 (vs do-nothing $-23,450)
$68.509d7 Aug 2026$2.185/6$3,633$2,90372%78%+$960-$39,301246.7%$-45,320 (vs do-nothing $-23,670)
$662d31 Jul 2026$1.392/6$4,170$3,45172%79%+$1,755-$16,378102.8%$-31,776 (vs do-nothing $-10,126)
$7016d14 Aug 2026$3.506/6$3,938$3,20372%79%+$1,146-$45,469285.4%$-48,362 (vs do-nothing $-26,712)
$689d7 Aug 2026$2.455/6$4,083$3,35371%78%+$1,192-$39,416247.4%$-45,435 (vs do-nothing $-23,785)
$6916d14 Aug 2026$3.755/6$3,516$2,78569%77%+$929-$38,266240.2%$-44,285 (vs do-nothing $-22,635)
$67.509d7 Aug 2026$2.555/6$4,250$3,52069%77%+$1,125-$39,616248.7%$-45,635 (vs do-nothing $-23,985)
Show 38 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$6923d21 Aug 2026$4.656/6$3,639$2,90568%77%+$976-$45,379284.9%$-48,272 (vs do-nothing $-26,622)
$68.5016d14 Aug 2026$3.855/6$3,609$2,87968%77%+$884-$38,466241.5%$-44,485 (vs do-nothing $-22,835)
$679d7 Aug 2026$2.744/6$3,653$2,92767%76%+$955-$31,817199.7%$-40,962 (vs do-nothing $-19,312)
$68.5023d21 Aug 2026$4.756/6$3,717$2,98367%76%+$931-$45,619286.4%$-48,512 (vs do-nothing $-26,862)
$6816d14 Aug 2026$4.055/6$3,797$3,06767%76%+$926-$38,616242.4%$-44,635 (vs do-nothing $-22,985)
$6823d21 Aug 2026$5.006/6$3,913$3,17966%76%+$1,000-$45,769287.3%$-48,662 (vs do-nothing $-27,012)
$67.5016d14 Aug 2026$4.205/6$3,938$3,20766%76%+$915-$38,791243.5%$-44,810 (vs do-nothing $-23,160)
$66.509d7 Aug 2026$2.904/6$3,867$3,14066%75%+$958-$31,953200.6%$-41,098 (vs do-nothing $-19,448)
$652d31 Jul 2026$1.742/6$5,220$4,50166%76%+$1,945-$16,508103.6%$-31,906 (vs do-nothing $-10,256)
$67.5023d21 Aug 2026$5.156/6$4,030$3,29665%75%+$985-$45,979288.6%$-48,872 (vs do-nothing $-27,222)
$6716d14 Aug 2026$4.405/6$4,125$3,39565%75%+$944-$38,941244.5%$-44,960 (vs do-nothing $-23,310)
$6723d21 Aug 2026$5.355/6$3,489$2,75964%75%+$838-$38,466241.5%$-44,485 (vs do-nothing $-22,835)
$669d7 Aug 2026$3.104/6$4,133$3,40764%74%+$1,002-$32,073201.3%$-41,218 (vs do-nothing $-19,568)
$66.5016d14 Aug 2026$4.555/6$4,266$3,53564%74%+$920-$39,116245.6%$-45,135 (vs do-nothing $-23,485)
$66.5023d21 Aug 2026$5.505/6$3,587$2,85763%74%+$817-$38,641242.6%$-44,660 (vs do-nothing $-23,010)
$6616d14 Aug 2026$4.854/6$3,638$2,91162%74%+$824-$31,373196.9%$-40,518 (vs do-nothing $-18,868)
$6623d21 Aug 2026$5.755/6$3,750$3,02062%74%+$858-$38,766243.4%$-44,785 (vs do-nothing $-23,135)
$659d7 Aug 2026$3.503/6$3,500$2,77761%73%+$787-$24,235152.1%$-36,506 (vs do-nothing $-14,856)
$6516d14 Aug 2026$5.254/6$3,938$3,21160%73%+$1,012-$31,613198.4%$-40,758 (vs do-nothing $-19,108)
$6523d21 Aug 2026$6.105/6$3,978$3,24860%73%+$830-$39,091245.4%$-45,110 (vs do-nothing $-23,460)
$642d31 Jul 2026$2.102/6$6,300$5,58159%73%+$1,940-$16,636104.4%$-32,034 (vs do-nothing $-10,384)
$6423d21 Aug 2026$6.604/6$3,443$2,71758%72%+$705-$31,473197.6%$-40,618 (vs do-nothing $-18,968)
$6416d14 Aug 2026$5.654/6$4,238$3,51157%72%+$1,003-$31,853200.0%$-40,998 (vs do-nothing $-19,348)
$649d7 Aug 2026$3.953/6$3,950$3,22757%71%+$832-$24,400153.2%$-36,671 (vs do-nothing $-15,021)
$63.5023d21 Aug 2026$6.804/6$3,548$2,82157%71%+$695-$31,593198.3%$-40,738 (vs do-nothing $-19,088)
$63.5016d14 Aug 2026$5.804/6$4,350$3,62356%72%+$952-$31,993200.8%$-41,138 (vs do-nothing $-19,488)
$6323d21 Aug 2026$7.004/6$3,652$2,92655%71%+$681-$31,713199.1%$-40,858 (vs do-nothing $-19,208)
$63.509d7 Aug 2026$4.103/6$4,100$3,37755%70%+$763-$24,505153.8%$-36,776 (vs do-nothing $-15,126)
$6316d14 Aug 2026$6.103/6$3,431$2,70855%71%+$755-$24,055151.0%$-36,326 (vs do-nothing $-14,676)
$62.5023d21 Aug 2026$7.254/6$3,783$3,05654%70%+$689-$31,813199.7%$-40,958 (vs do-nothing $-19,308)
$639d7 Aug 2026$4.403/6$4,400$3,67753%70%+$834-$24,565154.2%$-36,836 (vs do-nothing $-15,186)
$62.5016d14 Aug 2026$6.303/6$3,544$2,82153%70%+$736-$24,145151.6%$-36,416 (vs do-nothing $-14,766)
$6223d21 Aug 2026$7.554/6$3,939$3,21353%70%+$720-$31,893200.2%$-41,038 (vs do-nothing $-19,388)
$632d31 Jul 2026$2.561/6$3,840$3,12552%70%+$995-$8,37252.6%$-26,896 (vs do-nothing $-5,246)
$6216d14 Aug 2026$6.603/6$3,712$2,99052%70%+$768-$24,205151.9%$-36,476 (vs do-nothing $-14,826)
$62.509d7 Aug 2026$4.803/6$4,800$4,07752%69%+$993-$24,595154.4%$-36,866 (vs do-nothing $-15,216)
$629d7 Aug 2026$4.903/6$4,900$4,17750%68%+$841-$24,715155.1%$-36,986 (vs do-nothing $-15,336)
$622d31 Jul 2026$3.151/6$4,725$4,01045%68%+$1,087-$8,41352.8%$-26,937 (vs do-nothing $-5,287)

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%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). 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 v6.3  |  2026-07-29 21:41