FORTRESS FIGHT: RKLB @ $60.25

BE SS: $141.55  |  CC-SS: $153.52  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-30 19:14

RKLB @ $60.25   UNDERWATER $81.30 (57.4% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
RKLB reports 2026-08-10 (Mon), in 11 days. The recommended CC (8d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-08-10.

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $153.52 (banked floor $152.11)  |  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$5,580/mo95% ann ROI on ML
Hedge rolling cost$1,051/mo
Unrealized P&L$-55,224fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,790/mo
HEDGE COVER
$1,051/mo
NORMAL INCOME
$5,580/mo (ATM CC, chain)
IC VELOCITY
2.9 mo to earn back $15,930
ML VELOCITY
12.5 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $153.52 in the fetched chain; the deepest available is $118C (15d, $60/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)
$54,361
was $55,224 · 2% earned back
Cycles closed
7
Credit in flight
$451
CC-SS · banked floor (info)
$153.52 → $152.11
? 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 20 (live) · RSI 41 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 30 · %B 18 · hist falling (nightly)
LEVELS20W MA (bounce target) $89.63 (+49%) · daily UBB $95.34 · 1-wk expected move ±$10 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-10: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 6 contracts at $66.50 / 8d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($2,790/mo); it brings $2,948/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 × $61/8d for $6,345/mo, but breach risk rises to 44% (+18pp 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 × $72/8d (87% survival, $1,069/mo).
Downside anchor: the primary mortgages $51,423 (323% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 9.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-55,275 and cuts bleed by $1,051/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 · 7 Aug 2026 (8d) · sell 6 × $66.50, 75% survival, $2,948/mo (E[net] $849/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆7 Aug 2026 · 8d6 × $66.5075%$2,948$849
E[net] arithmetic on the grand pick: keep $786 with probability 61%; on the 39% touch you roll, paying $1,635 to close and taking $984 back from the best priced door (net cash $652) 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.

📅 NEXT FRIDAY · 7 Aug 2026 · 8d · E[net] $849/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $66.50 (50% normal), 75% survival, breach 25%, $2,948/mo.
⚖️ Worth a safer step: the $69 rung (33% normal) lifts survival to 81% (breach 25% → 19%) for $855/mo less (29% 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 $69 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $60.25 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $727 Aug8d19.5%87%hist 99%27%hist 13%+2pp$285$1,069-$1,879$40,473
Sell 5 × $72 19.5% OTM over spot $60.25 7 Aug 2026 (8d, $0.59 mid)
= $285 credit for the 8d cycle → $1,069/mo projected
Survival (stays ≤ $72)
87%
Breach risk
13%
POP (stays ≤ $72.59)
88%
EV / mo
+$133
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
19% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-441/mo
median; plan ~$-300/mo after 68% keep · $-3,824 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.0 mo [2.9-6.1], measured ONLY among the 19% 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)
17%
Flat exit net (mid-life)
-$1,190
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$82 @ 78% POP
74% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.17/sh now → $2.95 mid-life (likely $2.73–$4.51)≈ $0 at expiry  |  you banked $0.57/sh, so a flat mid-life exit nets -$2.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 516 simulated challenges: the $72 strike is typically first touched on day 5 of 8, at $74 (overshoots $2.35). 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)~$7214 Aug 202611d left+$1.62/sh+$810
cycle +$1,095
[+$692…+$1,007] · 100% credit
66%
surv 54%
-$47,779 NOT
cap gain +$7,445
Reliable up-and-out (highest cap still free ≥60%)~$7821 Aug 202618d left+$0.55/sh+$276
cycle +$561
[-$47…+$422] · 72% credit
74%
surv 68%
-$44,938 NOT
cap gain +$10,286
Max even-money escape in the band~$8021 Aug 202618d left+$0.14/sh+$72
cycle +$357
[-$301…+$198] · 45% credit
76%
surv 71%
-$44,332 NOT
cap gain +$10,892
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 202611d left+$0.05/sh+$27
cycle +$312
[-$251…+$121] · 40% credit
74%
surv 67%
-$45,997 NOT
cap gain +$9,227
Safety roll (pay small debit, max POP)~$8221 Aug 202618d left-$0.32/sh-$158
cycle +$127
[-$585…-$48] · 23% credit
78%
surv 74%
-$43,482 NOT
cap gain +$11,742
budget: banked $285 debit $158 (56% used ≈ 0.6 wk of income) → whole cycle still +$127 cash · rolled 5 ct earn ≈ $2,195/mo while parked; 1 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$1,069/mo
vs 50% target ($2,790/mo)-62%
vs normal income ($5,580/mo)19% covered
Net income (after hedge)$28/mo
Downside budget
⚠ $72 is $82 below CC-SS $153.52: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,473
… as % of IC ($15,930)254.1%
… as % of ML ($69,930)57.9%
Recovery months (at normal income)7.3 mo
Surgical close (5 ct)$-46,032
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.57 collected) or spot ≥ $72.59 (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 $95.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $71.28Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$71-72.59
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
≥ $72.59
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$72.00 (1.1σ)$285$-48,589+$6,635+$260
+2.5%$73.80 (1.3σ)$-615$-48,517+$6,707-$640
+5%$75.60 (1.5σ)$-1,515$-48,445+$6,779-$1,540
SS (= V-bounce)$141.55 (7.9σ)$-34,490$-48,162+$7,062-$22,740
V-BOUNCE STRESS (stock → CC-SS $153.52, where you are whole again, by expiry)
Starting unrealized P&L: $-55,224
+ Fortress recovery (un-capped): +$50,363
− CC assignment net of premium (5 × $72): -$40,473
− Conservative CC assignment net of premium (1 × $118): -$3,547
Total Position P&L @ SS: $-48,880 (+$6,344 vs today)
Do-nothing baseline at SS: $-26,140 (this trade vs do-nothing: $-22,740, the opportunity cost of earning $1,069/mo FIGHT income now)
BB-reversion stress (→ $89.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,530, position total $-47,884 (+$7,340 vs today)
33% normal ← lean6 × $697 Aug8d14.5%81%hist 99%40%hist 18%+5pp$558$2,092-$855$50,151
Sell 6 × $69 14.5% OTM over spot $60.25 7 Aug 2026 (8d, $0.97 mid)
= $558 credit for the 8d cycle → $2,092/mo projected
Survival (stays ≤ $69)
81%
Breach risk
19%
POP (stays ≤ $69.97)
83%
EV / mo
+$130
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
16% whole by 9mo vs 11% doing nothing
FIRE DRILLS
~3.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-143/mo
median; plan ~$-97/mo after 68% keep · $-1,054 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.7 mo [3.5-6.3], measured ONLY among the 16% 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)
25%
Flat exit net (mid-life)
-$1,139
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$81 @ 81% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.00/sh now → $2.83 mid-life (likely $2.81–$4.44)≈ $0 at expiry  |  you banked $0.93/sh, so a flat mid-life exit nets -$1.90/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 755 simulated challenges: the $69 strike is typically first touched on day 5 of 8, at $71 (overshoots $2.27). 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)~$6914 Aug 202611d left+$1.63/sh+$980
cycle +$1,538
[+$793…+$1,111] · 100% credit
66%
surv 54%
-$48,961 NOT
cap gain +$6,263
Reliable up-and-out (highest cap still free ≥60%)~$7521 Aug 202618d left+$0.56/sh+$335
cycle +$893
[-$93…+$433] · 68% credit
75%
surv 68%
-$46,231 NOT
cap gain +$8,993
Max even-money escape in the band~$7721 Aug 202618d left+$0.16/sh+$93
cycle +$651
[-$382…+$175] · 38% credit
76%
surv 71%
-$45,663 NOT
cap gain +$9,561
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 202611d left+$0.08/sh+$46
cycle +$604
[-$299…+$103] · 34% credit
74%
surv 67%
-$47,330 NOT
cap gain +$7,894
Safety roll (pay small debit, max POP)~$8121 Aug 202618d left-$0.91/sh-$546
cycle +$12
[-$1,144…-$492] · 6% credit
81%
surv 79%
-$44,142 NOT
cap gain +$11,082
budget: banked $558 debit $546 (98% used ≈ 1.1 wk of income) → whole cycle still +$12 cash · rolled 6 ct earn ≈ $1,919/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$2,092/mo
vs 50% target ($2,790/mo)-25%
vs normal income ($5,580/mo)38% covered
Net income (after hedge)$1,041/mo
Downside budget
⚠ $69 is $85 below CC-SS $153.52: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$50,151
… as % of IC ($15,930)314.8%
… as % of ML ($69,930)71.7%
Recovery months (at normal income)9.0 mo
Surgical close (6 ct)$-55,248
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.93 collected) or spot ≥ $69.97 (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 $95.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $68.31Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$68-69.97
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
≥ $69.97
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$69.00 (≤1σ, normal week)$558$-49,941+$5,283+$528
+2.5%$70.72 (1.0σ)$-477$-50,044+$5,180-$507
+5%$72.45 (1.2σ)$-1,512$-50,148+$5,076-$1,542
SS (= V-bounce)$141.55 (7.9σ)$-42,972$-54,294+$930-$28,872
V-BOUNCE STRESS (stock → CC-SS $153.52, where you are whole again, by expiry)
Starting unrealized P&L: $-55,224
+ Fortress recovery (un-capped): +$50,363
− CC assignment net of premium (6 × $69): -$50,151
Total Position P&L @ SS: $-55,012 (+$212 vs today)
Do-nothing baseline at SS: $-26,140 (this trade vs do-nothing: $-28,872, the opportunity cost of earning $2,092/mo FIGHT income now)
BB-reversion stress (→ $89.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,820, position total $-51,179 (+$4,045 vs today)
🎯 50% normal6 × $66.507 Aug8d10.4%75%hist 96%53%hist 43%+3pp$786$2,948$51,423
Sell 6 × $66.50 10.4% OTM over spot $60.25 7 Aug 2026 (8d, $1.40 mid)
= $786 credit for the 8d cycle → $2,948/mo projected
Survival (stays ≤ $66.50)
75%
Breach risk
25%
POP (stays ≤ $67.89)
78%
EV / mo
$-79
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
18% whole by 9mo vs 15% doing nothing
FIRE DRILLS
~4.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$79/mo
median; plan ~$54/mo after 68% keep · $554 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.6 mo [2.8-6.4], 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)
39%
Flat exit net (mid-life)
-$849
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$81 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.85/sh now → $2.73 mid-life (likely $3.05–$4.51)≈ $0 at expiry  |  you banked $1.31/sh, so a flat mid-life exit nets -$1.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,168 simulated challenges: the $66 strike is typically first touched on day 4 of 8, at $69 (overshoots $2.12). 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)~$6614 Aug 202611d left+$1.64/sh+$984
cycle +$1,770
[+$767…+$1,038] · 100% credit
67%
surv 54%
-$50,079 NOT
cap gain +$5,145
Reliable up-and-out (highest cap still free ≥60%)~$7221 Aug 202618d left+$0.66/sh+$395
cycle +$1,181
[-$78…+$361] · 67% credit
74%
surv 68%
-$47,563 NOT
cap gain +$7,661
Max even-money escape in the band~$7421 Aug 202618d left+$0.16/sh+$96
cycle +$882
[-$433…+$38] · 27% credit
77%
surv 72%
-$46,782 NOT
cap gain +$8,442
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)~$7114 Aug 202611d left+$0.09/sh+$53
cycle +$839
[-$328…+$3] · 25% credit
74%
surv 68%
-$48,445 NOT
cap gain +$6,779
Safety roll (pay small debit, max POP)~$8121 Aug 202618d left-$1.16/sh-$695
cycle +$91
[-$1,395…-$824] · 1% credit
85%
surv 83%
-$43,793 NOT
cap gain +$11,431
budget: banked $786 debit $695 (88% used ≈ 1.0 wk of income) → whole cycle still +$91 cash · rolled 6 ct earn ≈ $1,568/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$2,948/mo
vs 50% target ($2,790/mo)+6%
vs normal income ($5,580/mo)53% covered
Net income (after hedge)$1,896/mo
Downside budget
⚠ $66.50 is $87 below CC-SS $153.52: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$51,423
… as % of IC ($15,930)322.8%
… as % of ML ($69,930)73.5%
Recovery months (at normal income)9.2 mo
Surgical close (6 ct)$-55,275
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.33/sh (~25% of the $1.31 collected) or spot ≥ $67.89 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $66)); NOT the premium you collected. Momentum override: two daily closes above $95.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $65.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$66-67.89
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
≥ $67.89
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$66.50 (≤1σ, normal week)$786$-51,063+$4,161+$756
+2.5%$68.16 (≤1σ, normal week)$-211$-51,163+$4,061-$242
+5%$69.83 (≤1σ, normal week)$-1,209$-51,262+$3,962-$1,239
SS (= V-bounce)$141.55 (7.9σ)$-44,244$-55,566-$342-$30,144
V-BOUNCE STRESS (stock → CC-SS $153.52, where you are whole again, by expiry)
Starting unrealized P&L: $-55,224
+ Fortress recovery (un-capped): +$50,363
− CC assignment net of premium (6 × $66.50): -$51,423
Total Position P&L @ SS: $-56,284 ($-1,060 vs today)
Do-nothing baseline at SS: $-26,140 (this trade vs do-nothing: $-30,144, the opportunity cost of earning $2,948/mo FIGHT income now)
BB-reversion stress (→ $89.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,092, position total $-52,451 (+$2,773 vs today)
100% normal6 × $617 Aug8d1.2%56%hist 79%93%hist 90%+6pp$1,692$6,345+$3,397$53,817
Sell 6 × $61 1.2% OTM over spot $60.25 7 Aug 2026 (8d, $3.18 mid)
= $1,692 credit for the 8d cycle → $6,345/mo projected
Survival (stays ≤ $61)
56%
Breach risk
44%
POP (stays ≤ $64.19)
68%
EV / mo
$-94
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
19% whole by 9mo vs 13% doing nothing
FIRE DRILLS
~13.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$564/mo
median; plan ~$383/mo after 68% keep · $4,590 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo [3.4-6.5], measured ONLY among the 19% 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)
74%
Flat exit net (mid-life)
+$192
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$81 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.53/sh now → $2.50 mid-life (likely $3.48–$4.97)≈ $0 at expiry  |  you banked $2.82/sh, so a flat mid-life exit nets +$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,217 simulated challenges: the $61 strike is typically first touched on day 2 of 8, at $63 (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 (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$6114 Aug 202611d left+$1.64/sh+$981
cycle +$2,673
[+$687…+$823] · 100% credit
67%
surv 54%
-$52,146 NOT
cap gain +$3,078
Reliable up-and-out (highest cap still free ≥60%)~$6621 Aug 202618d left+$0.97/sh+$583
cycle +$2,275
[-$14…+$314] · 74% credit
73%
surv 66%
-$49,979 NOT
cap gain +$5,245
Max even-money escape in the band~$6921 Aug 202618d left+$0.15/sh+$91
cycle +$1,783
[-$637…-$213] · 9% credit
77%
surv 72%
-$48,851 NOT
cap gain +$6,373
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)~$6614 Aug 202611d left+$0.10/sh+$61
cycle +$1,753
[-$445…-$145] · 8% credit
75%
surv 68%
-$50,501 NOT
cap gain +$4,723
Safety roll (pay small debit, max POP)~$8121 Aug 202618d left-$1.61/sh-$969
cycle +$723
[-$2,053…-$1,393]
90%
surv 90%
-$43,431 NOT
cap gain +$11,793
budget: banked $1,692 debit $969 (57% used ≈ 0.7 wk of income) → whole cycle still +$723 cash · rolled 6 ct earn ≈ $886/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,345/mo
vs 50% target ($2,790/mo)+127%
vs normal income ($5,580/mo)114% covered
Net income (after hedge)$5,294/mo
Downside budget
⚠ $61 is $93 below CC-SS $153.52: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$53,817
… as % of IC ($15,930)337.8%
… as % of ML ($69,930)77.0%
Recovery months (at normal income)9.6 mo
Surgical close (6 ct)$-55,443
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.70/sh (~25% of the $2.82 collected) or spot ≥ $64.19 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $61)); NOT the premium you collected. Momentum override: two daily closes above $95.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $60.39Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$60-64.19
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $64.19
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$61.00 (≤1σ, normal week)$1,692$-53,127+$2,097+$1,662
+2.5%$62.52 (≤1σ, normal week)$777$-53,218+$2,006+$747
+5%$64.05 (≤1σ, normal week)$-138$-53,310+$1,914-$168
SS (= V-bounce)$141.55 (7.9σ)$-46,638$-57,960-$2,736-$32,538
V-BOUNCE STRESS (stock → CC-SS $153.52, where you are whole again, by expiry)
Starting unrealized P&L: $-55,224
+ Fortress recovery (un-capped): +$50,363
− CC assignment net of premium (6 × $61): -$53,817
Total Position P&L @ SS: $-58,678 ($-3,454 vs today)
Do-nothing baseline at SS: $-26,140 (this trade vs do-nothing: $-32,538, the opportunity cost of earning $6,345/mo FIGHT income now)
BB-reversion stress (→ $89.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$15,486, position total $-54,845 (+$379 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 (29 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 29 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: 0.900 (fallback)  |  Recovery@SS: +$50,363 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-26,140

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$66.508d7 Aug 2026$1.316/6$2,948$1,89675%78%$-79-$51,423322.8%$-56,284 (vs do-nothing $-30,144)
$6815d14 Aug 2026$2.366/6$2,832$1,78174%79%+$323-$49,893313.2%$-54,754 (vs do-nothing $-28,614)
$668d7 Aug 2026$1.416/6$3,172$2,12173%78%$-116-$51,663324.3%$-56,524 (vs do-nothing $-30,384)
$67.5015d14 Aug 2026$2.486/6$2,976$1,92573%78%+$321-$50,121314.6%$-54,982 (vs do-nothing $-28,842)
$6715d14 Aug 2026$2.616/6$3,132$2,08172%77%+$323-$50,343316.0%$-55,204 (vs do-nothing $-29,064)
$66.5015d14 Aug 2026$2.636/6$3,156$2,10571%77%+$186-$50,631317.8%$-55,492 (vs do-nothing $-29,352)
$658d7 Aug 2026$1.615/6$3,019$1,97870%75%$-205-$43,453272.8%$-51,860 (vs do-nothing $-25,720)
$6615d14 Aug 2026$2.875/6$2,870$1,82969%76%+$254-$42,323265.7%$-50,730 (vs do-nothing $-24,590)
$66.5022d21 Aug 2026$3.506/6$2,864$1,81269%75%+$61-$50,109314.6%$-54,970 (vs do-nothing $-28,830)
$6622d21 Aug 2026$3.606/6$2,945$1,89468%75%+$19-$50,349316.1%$-55,210 (vs do-nothing $-29,070)
$6515d14 Aug 2026$3.255/6$3,250$2,20967%75%+$333-$42,633267.6%$-51,040 (vs do-nothing $-24,900)
$6522d21 Aug 2026$3.956/6$3,232$2,18166%74%+$43-$50,739318.5%$-55,600 (vs do-nothing $-29,460)
$6415d14 Aug 2026$3.355/6$3,350$2,30965%74%+$103-$43,083270.4%$-51,490 (vs do-nothing $-25,350)
Show 16 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$6422d21 Aug 2026$3.956/6$3,232$2,18164%73%$-237-$51,339322.3%$-56,200 (vs do-nothing $-30,060)
$63.5015d14 Aug 2026$3.205/6$3,200$2,15963%72%$-223-$43,408272.5%$-51,815 (vs do-nothing $-25,675)
$63.5022d21 Aug 2026$3.656/6$2,986$1,93563%72%$-631-$51,819325.3%$-56,680 (vs do-nothing $-30,540)
$6315d14 Aug 2026$3.205/6$3,200$2,15962%71%$-407-$43,658274.1%$-52,065 (vs do-nothing $-25,925)
$6322d21 Aug 2026$4.605/6$3,136$2,09562%72%$-5-$42,958269.7%$-51,365 (vs do-nothing $-25,225)
$62.5015d14 Aug 2026$3.754/6$3,000$1,96961%71%$-39-$34,906219.1%$-46,860 (vs do-nothing $-20,720)
$62.5022d21 Aug 2026$4.755/6$3,239$2,19761%71%$-35-$43,133270.8%$-51,540 (vs do-nothing $-25,400)
$628d7 Aug 2026$2.404/6$3,600$2,56960%71%$-68-$35,646223.8%$-47,600 (vs do-nothing $-21,460)
$6222d21 Aug 2026$4.955/6$3,375$2,33460%70%$-34-$43,283271.7%$-51,690 (vs do-nothing $-25,550)
$6215d14 Aug 2026$3.554/6$2,840$1,80959%70%$-358-$35,186220.9%$-47,140 (vs do-nothing $-21,000)
$6122d21 Aug 2026$5.354/6$2,918$1,88757%69%$-38-$34,866218.9%$-46,820 (vs do-nothing $-20,680)
$6115d14 Aug 2026$4.454/6$3,560$2,52957%70%+$23-$35,226221.1%$-47,180 (vs do-nothing $-21,040)
$618d7 Aug 2026$2.823/6$3,172$2,15156%68%$-47-$26,909168.9%$-42,409 (vs do-nothing $-16,269)
$6022d21 Aug 2026$5.304/6$2,891$1,86055%67%$-308-$35,286221.5%$-47,240 (vs do-nothing $-21,100)
$6015d14 Aug 2026$4.903/6$2,940$1,91954%67%+$14-$26,585166.9%$-42,085 (vs do-nothing $-15,945)
$608d7 Aug 2026$3.203/6$3,600$2,57952%66%$-146-$27,095170.1%$-42,595 (vs do-nothing $-16,455)

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  |  2026-07-30 19:14