FORTRESS FIGHT: RKLB @ $74.18

BE SS: $141.55  |  CC-SS: $147.48  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-05 21:42

RKLB @ $74.18   UNDERWATER $67.37 (47.6% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
RKLB reports 2026-08-10 (Mon), in 5 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 2026-08-10.

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $147.48 (banked floor $145.38)  |  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 2026-10-16 (entry $1.647/sh)

Economics

Max Loss$69,930(ND $26.55 + SW $90) x 600
Normal income ref$7,110/mo95% ann ROI on ML
Hedge rolling cost$455/mo
Unrealized P&L$-45,324fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,555/mo
HEDGE COVER
$455/mo
NORMAL INCOME
$7,110/mo (ATM CC, chain)
IC VELOCITY
2.2 mo to earn back $15,930
ML VELOCITY
9.8 mo to earn back $69,930
Deep drawdown confirmed: a CC at CC-SS $147.48 (probe: $150C 16d) brings only $22/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$1,314
Hole (after banked)
$44,010
was $45,324 · 3% earned back
Cycles closed
8
Credit in flight
$0
CC-SS · banked floor (info)
$147.48 → $145.38
? 2 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 33 (live) · RSI 47 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 47 · %B 68 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $138.48 (+87%) · daily UBB $81.34 · 1-wk expected move ±$12 (chain IV)
SETUPNo tilt: engine default. (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 $82 / 2d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($3,555/mo); it brings $4,050/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 × $79/2d for $8,460/mo, but breach risk rises to 22% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 6 × $150/16d (99+% survival, $22/mo).
Downside anchor: the primary mortgages $39,018 (245% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 5.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-45,363 and cuts bleed by $455/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 · 7 Aug 2026 (2d) · sell 6 × $82, 88% survival, $4,050/mo (E[net] $3,530/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 🏆7 Aug 2026 · 2d6 × $8288%$4,050$3,530
NEXT FRIDAY14 Aug 2026 · 9d6 × $8680%$3,900$128
E[net] arithmetic on the grand pick: keep $270 with probability 87%; on the 13% touch you roll, paying $1,237 to close and taking $1,931 back from the best priced door (net cash $0) 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 · 7 Aug 2026 · 2d · E[net] $3,530/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $82 (50% normal), 88% survival, breach 12%, $4,050/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $84 rung (33% normal) lifts survival to 92% (breach 12% → 8%) for $1,620/mo less (40% income) buys safety you do not really need here.
RKLB  spot $74.18 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $917 Aug2d22.7%98%hist 99%4%hist 1%+0pp$36$540-$3,510$33,852
Sell 6 × $91 22.7% OTM over spot $74.18 7 Aug 2026 (2d, $0.14 mid)
= $36 credit for the 2d cycle → $540/mo projected
Survival (stays ≤ $91)
98%
Breach risk
2%
POP (stays ≤ $91.14)
98%
EV / mo
+$321
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
34% whole by 9mo vs 34% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-56/mo
median; plan ~$-38/mo after 68% keep · $-406 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.7-4.9], measured ONLY among the 34% 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)
1%
Flat exit net (mid-life)
-$1,337
Free roll-up
+$11/wk
Safest escape (by 28 Aug 2026)
$112 @ 84% POP
82% 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: $3.24/sh now → $2.29 mid-life → ≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$2.23/sh  |  roll rows are incremental, the banked premium stays yours
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)~$9114 Aug 20268d left+$3.33/sh+$1,998
cycle +$2,034
67%
surv 53%
-$33,077 NOT
cap gain +$12,247
Up-and-out for even (raise the cap, free)~$10214 Aug 20268d left+$0.12/sh+$69
cycle +$105
81%
surv 77%
-$28,435 NOT
cap gain +$16,889
Max even-money escape in the band~$11228 Aug 202622d left+$0.14/sh+$87
cycle +$123
84%
surv 82%
-$22,346 NOT
cap gain +$22,978
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$540/mo
vs 50% target ($3,555/mo)-85%
vs normal income ($7,110/mo)8% covered
Net income (after hedge)$85/mo
Downside budget
⚠ $91 is $56 below CC-SS $147.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,852
… as % of IC ($15,930)212.5%
… as % of ML ($69,930)48.4%
Recovery months (at normal income)4.8 mo
Surgical close (6 ct)$-45,369
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $91.14 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $91)); NOT the premium you collected. Momentum override: two daily closes above $81.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $90.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$90-91.14
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
≥ $91.14
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$91.00 (2.7σ)$36$-35,075+$10,249+$0
+2.5%$93.27 (3.0σ)$-1,329$-35,059+$10,265-$1,365
+5%$95.55 (3.4σ)$-2,694$-35,042+$10,282-$2,730
SS (= V-bounce)$141.55 (10.6σ)$-30,294$-34,711+$10,613-$29,400
V-BOUNCE STRESS (stock → CC-SS $147.48, where you are whole again, by expiry)
Starting unrealized P&L: $-45,324
+ Fortress recovery (un-capped): +$44,508
− CC assignment net of premium (6 × $91): -$33,852
Total Position P&L @ SS: $-34,668 (+$10,656 vs today)
Do-nothing baseline at SS: $-5,268 (this trade vs do-nothing: $-29,400, the opportunity cost of earning $540/mo FIGHT income now)
BB-reversion stress (→ $138.48 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,452, position total $-34,733 (+$10,591 vs today)
🛡 safe yield6 × $9514 Aug9d28.1%90%hist 99%21%hist 18%+3pp$492$1,640-$2,410$30,996
Sell 6 × $95 28.1% OTM over spot $74.18 14 Aug 2026 (9d, $0.91 mid)
= $492 credit for the 9d cycle → $1,640/mo projected
Survival (stays ≤ $95)
90%
Breach risk
10%
POP (stays ≤ $95.91)
91%
EV / mo
+$566
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
34% whole by 9mo vs 31% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$402/mo
median; plan ~$273/mo after 68% keep · $2,436 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.9-4.5], measured ONLY among the 34% 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)
13%
Flat exit net (mid-life)
-$2,669
Free roll-up
+$2/wk
Safest escape (by 28 Aug 2026)
$103 @ 74% POP
68% 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: $7.45/sh now → $5.27 mid-life (likely $4.31–$7.36)≈ $0 at expiry  |  you banked $0.82/sh, so a flat mid-life exit nets -$4.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 402 simulated challenges: the $95 strike is typically first touched on day 6 of 9, at $98 (overshoots $3.20). 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)~$9521 Aug 202612d left+$1.01/sh+$605
cycle +$1,097
[+$434…+$1,329] · 96% credit
67%
surv 54%
-$31,585 NOT
cap gain +$13,739
Reliable up-and-out (highest cap still free ≥60%)~$9928 Aug 202618d left+$0.61/sh+$364
cycle +$856
[-$70…+$1,060] · 71% credit
70%
surv 61%
-$29,507 NOT
cap gain +$15,817
Up-and-out for even (raise the cap, free)~$9721 Aug 202612d left+$0.22/sh+$129
cycle +$621
[-$142…+$744] · 65% credit
69%
surv 58%
-$30,956 NOT
cap gain +$14,368
Max even-money escape in the band~$10028 Aug 202618d left+$0.19/sh+$115
cycle +$607
[-$356…+$793] · 55% credit
71%
surv 63%
-$29,148 NOT
cap gain +$16,176
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10328 Aug 202618d left-$0.69/sh-$414
cycle +$78
[-$965…+$223] · 31% credit
74%
surv 68%
-$27,856 NOT
cap gain +$17,468
budget: banked $492 debit $414 (84% used ≈ 1.1 wk of income) → whole cycle still +$78 cash · rolled 6 ct earn ≈ $4,579/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$1,640/mo
vs 50% target ($3,555/mo)-54%
vs normal income ($7,110/mo)23% covered
Net income (after hedge)$1,185/mo
Downside budget
⚠ $95 is $52 below CC-SS $147.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,996
… as % of IC ($15,930)194.6%
… as % of ML ($69,930)44.3%
Recovery months (at normal income)4.4 mo
Surgical close (6 ct)$-45,378
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.82 collected) or spot ≥ $95.91 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $95)); NOT the premium you collected. Momentum override: two daily closes above $81.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $94.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$94-95.91
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
≥ $95.91
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$95.00 (1.6σ)$492$-32,190+$13,134+$456
+2.5%$97.37 (1.7σ)$-933$-32,173+$13,151-$969
+5%$99.75 (1.9σ)$-2,358$-32,156+$13,168-$2,394
SS (= V-bounce)$141.55 (5.0σ)$-27,438$-31,855+$13,469-$26,544
V-BOUNCE STRESS (stock → CC-SS $147.48, where you are whole again, by expiry)
Starting unrealized P&L: $-45,324
+ Fortress recovery (un-capped): +$44,508
− CC assignment net of premium (6 × $95): -$30,996
Total Position P&L @ SS: $-31,812 (+$13,512 vs today)
Do-nothing baseline at SS: $-5,268 (this trade vs do-nothing: $-26,544, the opportunity cost of earning $1,640/mo FIGHT income now)
BB-reversion stress (→ $138.48 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$25,596, position total $-31,877 (+$13,447 vs today)
33% normal6 × $847 Aug2d13.2%92%hist 99%17%hist 6%+6pp$162$2,430-$1,620$37,926
Sell 6 × $84 13.2% OTM over spot $74.18 7 Aug 2026 (2d, $0.34 mid)
= $162 credit for the 2d cycle → $2,430/mo projected
Survival (stays ≤ $84)
92%
Breach risk
8%
POP (stays ≤ $84.34)
93%
EV / mo
+$1,104
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
37% whole by 9mo vs 31% doing nothing
FIRE DRILLS
~3.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,073/mo
median; plan ~$730/mo after 68% keep · $6,662 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.2 mo [1.8-5.3], measured ONLY among the 37% 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)
8%
Flat exit net (mid-life)
-$1,106
Free roll-up
+$11/wk
Safest escape (by 28 Aug 2026)
$105 @ 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: $2.99/sh now → $2.11 mid-life (likely $2.24–$4.10)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$1.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 233 simulated challenges: the $84 strike is typically first touched on day 2 of 2, at $87 (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)~$8414 Aug 20268d left+$3.25/sh+$1,948
cycle +$2,110
[+$1,679…+$2,002] · 99% credit
67%
surv 53%
-$37,251 NOT
cap gain +$8,073
Reliable up-and-out (highest cap still free ≥60%)~$10128 Aug 202622d left+$0.70/sh+$418
cycle +$580
[-$354…+$384] · 61% credit
83%
surv 80%
-$28,568 NOT
cap gain +$16,756
Max even-money escape in the band~$10528 Aug 202622d left+$0.11/sh+$66
cycle +$228
[-$815…+$25] · 27% credit
85%
surv 83%
-$26,492 NOT
cap gain +$18,832
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)~$9514 Aug 20268d left+$0.08/sh+$48
cycle +$210
[-$746…-$23] · 23% credit
81%
surv 78%
-$32,582 NOT
cap gain +$12,742
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 ($3,555/mo)-32%
vs normal income ($7,110/mo)34% covered
Net income (after hedge)$1,975/mo
Downside budget
⚠ $84 is $63 below CC-SS $147.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,926
… as % of IC ($15,930)238.1%
… as % of ML ($69,930)54.2%
Recovery months (at normal income)5.3 mo
Surgical close (6 ct)$-45,366
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.27 collected) or spot ≥ $84.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $84)); NOT the premium you collected. Momentum override: two daily closes above $81.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $83.16Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$83-84.34
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $84.34
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$84.00 (1.6σ)$162$-39,199+$6,125+$126
+2.5%$86.10 (1.9σ)$-1,098$-39,184+$6,140-$1,134
+5%$88.20 (2.2σ)$-2,358$-39,169+$6,155-$2,394
SS (= V-bounce)$141.55 (10.6σ)$-34,368$-38,785+$6,539-$33,474
V-BOUNCE STRESS (stock → CC-SS $147.48, where you are whole again, by expiry)
Starting unrealized P&L: $-45,324
+ Fortress recovery (un-capped): +$44,508
− CC assignment net of premium (6 × $84): -$37,926
Total Position P&L @ SS: $-38,742 (+$6,582 vs today)
Do-nothing baseline at SS: $-5,268 (this trade vs do-nothing: $-33,474, the opportunity cost of earning $2,430/mo FIGHT income now)
BB-reversion stress (→ $138.48 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$32,526, position total $-38,807 (+$6,517 vs today)
🎯 50% normal6 × $827 Aug2d10.5%88%hist 95%25%hist 18%+10pp$270$4,050$39,018
Sell 6 × $82 10.5% OTM over spot $74.18 7 Aug 2026 (2d, $0.52 mid)
= $270 credit for the 2d cycle → $4,050/mo projected
Survival (stays ≤ $82)
88%
Breach risk
12%
POP (stays ≤ $82.52)
89%
EV / mo
+$1,659
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
45% whole by 9mo vs 35% doing nothing
FIRE DRILLS
~5.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,853/mo
median; plan ~$1,260/mo after 68% keep · $11,061 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.6-5.1], measured ONLY among the 45% 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)
13%
Flat exit net (mid-life)
-$967
Free roll-up
+$11/wk
Safest escape (by 28 Aug 2026)
$103 @ 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: $2.92/sh now → $2.06 mid-life (likely $2.28–$4.46)≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets -$1.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 385 simulated challenges: the $82 strike is typically first touched on day 2 of 2, at $85 (overshoots $2.76). 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)~$8214 Aug 20268d left+$3.22/sh+$1,931
cycle +$2,201
[+$1,564…+$1,959] · 99% credit
67%
surv 53%
-$38,375 NOT
cap gain +$6,949
Reliable up-and-out (highest cap still free ≥60%)~$9728 Aug 202622d left+$1.00/sh+$597
cycle +$867
[-$315…+$545] · 63% credit
82%
surv 78%
-$30,710 NOT
cap gain +$14,614
Max even-money escape in the band~$10328 Aug 202622d left+$0.10/sh+$57
cycle +$327
[-$1,032…-$28] · 22% credit
85%
surv 83%
-$27,607 NOT
cap gain +$17,717
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)~$9314 Aug 20268d left+$0.07/sh+$39
cycle +$309
[-$912…-$63] · 18% credit
81%
surv 78%
-$33,696 NOT
cap gain +$11,628
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$4,050/mo
vs 50% target ($3,555/mo)+14%
vs normal income ($7,110/mo)57% covered
Net income (after hedge)$3,595/mo
Downside budget
⚠ $82 is $65 below CC-SS $147.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,018
… as % of IC ($15,930)244.9%
… as % of ML ($69,930)55.8%
Recovery months (at normal income)5.5 mo
Surgical close (6 ct)$-45,363
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 $0.45 collected) or spot ≥ $82.52 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $82)); NOT the premium you collected. Momentum override: two daily closes above $81.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $81.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$81-82.52
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
≥ $82.52
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$82.00 (1.2σ)$270$-40,306+$5,018+$234
+2.5%$84.05 (1.6σ)$-960$-40,291+$5,033-$996
+5%$86.10 (1.9σ)$-2,190$-40,276+$5,048-$2,226
SS (= V-bounce)$141.55 (10.6σ)$-35,460$-39,877+$5,447-$34,566
V-BOUNCE STRESS (stock → CC-SS $147.48, where you are whole again, by expiry)
Starting unrealized P&L: $-45,324
+ Fortress recovery (un-capped): +$44,508
− CC assignment net of premium (6 × $82): -$39,018
Total Position P&L @ SS: $-39,834 (+$5,490 vs today)
Do-nothing baseline at SS: $-5,268 (this trade vs do-nothing: $-34,566, the opportunity cost of earning $4,050/mo FIGHT income now)
BB-reversion stress (→ $138.48 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$33,618, position total $-39,899 (+$5,425 vs today)
100% normal6 × $797 Aug2d6.5%78%hist 92%46%hist 32%+17pp$564$8,460+$4,410$40,524
Sell 6 × $79 6.5% OTM over spot $74.18 7 Aug 2026 (2d, $1.00 mid)
= $564 credit for the 2d cycle → $8,460/mo projected
Survival (stays ≤ $79)
78%
Breach risk
22%
POP (stays ≤ $80.00)
82%
EV / mo
+$2,755
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+17pp
50% whole by 9mo vs 33% doing nothing
FIRE DRILLS
~9.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,176/mo
median; plan ~$2,160/mo after 68% keep · $18,632 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [2.0-5.1], measured ONLY among the 50% 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)
27%
Flat exit net (mid-life)
-$628
Free roll-up
+$11/wk
Safest escape (by 28 Aug 2026)
$105 @ 89% POP
88% 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: $2.81/sh now → $1.99 mid-life (likely $2.26–$4.34)≈ $0 at expiry  |  you banked $0.94/sh, so a flat mid-life exit nets -$1.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 818 simulated challenges: the $79 strike is typically first touched on day 1 of 2, at $82 (overshoots $2.56). 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)~$7914 Aug 20268d left+$3.17/sh+$1,902
cycle +$2,466
[+$1,551…+$1,894] · 100% credit
67%
surv 54%
-$39,932 NOT
cap gain +$5,392
Reliable up-and-out (highest cap still free ≥60%)~$9428 Aug 202622d left+$0.95/sh+$571
cycle +$1,135
[-$318…+$492] · 62% credit
82%
surv 79%
-$32,263 NOT
cap gain +$13,061
Max even-money escape in the band~$10028 Aug 202622d left+$0.07/sh+$43
cycle +$607
[-$1,019…-$70] · 18% credit
85%
surv 84%
-$29,149 NOT
cap gain +$16,175
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)~$9014 Aug 20268d left+$0.04/sh+$25
cycle +$589
[-$887…-$81] · 14% credit
82%
surv 78%
-$35,238 NOT
cap gain +$10,086
Safety roll (pay small debit, max POP)~$10528 Aug 202622d left-$0.51/sh-$308
cycle +$256
[-$1,459…-$439]
89%
surv 88%
-$26,464 NOT
cap gain +$18,860
budget: banked $564 debit $308 (55% used ≈ 0.2 wk of income) → whole cycle still +$256 cash · rolled 6 ct earn ≈ $1,205/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$8,460/mo
vs 50% target ($3,555/mo)+138%
vs normal income ($7,110/mo)119% covered
Net income (after hedge)$8,005/mo
Downside budget
⚠ $79 is $68 below CC-SS $147.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,524
… as % of IC ($15,930)254.4%
… as % of ML ($69,930)57.9%
Recovery months (at normal income)5.7 mo
Surgical close (6 ct)$-45,360
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 $0.94 collected) or spot ≥ $80.00 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $79)); NOT the premium you collected. Momentum override: two daily closes above $81.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-80.00
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
≥ $80.00
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (≤1σ, normal week)$564$-41,833+$3,491+$528
+2.5%$80.97 (1.1σ)$-621$-41,819+$3,505-$657
+5%$82.95 (1.4σ)$-1,806$-41,805+$3,519-$1,842
SS (= V-bounce)$141.55 (10.6σ)$-36,966$-41,383+$3,941-$36,072
V-BOUNCE STRESS (stock → CC-SS $147.48, where you are whole again, by expiry)
Starting unrealized P&L: $-45,324
+ Fortress recovery (un-capped): +$44,508
− CC assignment net of premium (6 × $79): -$40,524
Total Position P&L @ SS: $-41,340 (+$3,984 vs today)
Do-nothing baseline at SS: $-5,268 (this trade vs do-nothing: $-36,072, the opportunity cost of earning $8,460/mo FIGHT income now)
BB-reversion stress (→ $138.48 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,124, position total $-41,405 (+$3,919 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 · 14 Aug 2026 · 9d · E[net] $128/mo

🎯 Engine pick: sell 6 × $86 (50% normal), 80% survival, breach 20%, $3,900/mo.
⚖️ Worth a safer step: the $91 rung (33% normal) lifts survival to 86% (breach 20% → 14%) for $1,480/mo less (38% 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 $91 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $74.18 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $10714 Aug9d44.2%97%hist 99%7%hist 1%+1pp$138$460-$3,440$24,150
Sell 6 × $107 44.2% OTM over spot $74.18 14 Aug 2026 (9d, $0.74 mid)
= $138 credit for the 9d cycle → $460/mo projected
Survival (stays ≤ $107)
97%
Breach risk
3%
POP (stays ≤ $107.74)
97%
EV / mo
+$217
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
32% whole by 9mo vs 31% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-159/mo
median; plan ~$-108/mo after 68% keep · $-1,303 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.2 mo [2.0-4.7], 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)
3%
Flat exit net (mid-life)
-$3,423
Free roll-up
+$1/wk
Safest escape (by 28 Aug 2026)
$111 @ 70% POP
61% 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: $8.39/sh now → $5.93 mid-life (likely $4.51–$7.99)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$5.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 96 simulated challenges: the $107 strike is typically first touched on day 7 of 9, at $111 (overshoots $3.96). 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)~$10721 Aug 202612d left+$0.68/sh+$406
cycle +$544
[+$437…+$1,303] · 94% credit
67%
surv 53%
-$24,852 NOT
cap gain +$20,472
Up-and-out for even (raise the cap, free)~$10821 Aug 202612d left+$0.34/sh+$204
cycle +$342
[+$214…+$1,029] · 83% credit
68%
surv 55%
-$24,556 NOT
cap gain +$20,768
Max even-money escape in the band~$11128 Aug 202618d left+$0.33/sh+$200
cycle +$338
[-$102…+$1,039] · 70% credit
70%
surv 61%
-$22,738 NOT
cap gain +$22,586
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$460/mo
vs 50% target ($3,555/mo)-87%
vs normal income ($7,110/mo)6% covered
Net income (after hedge)$5/mo
Downside budget
⚠ $107 is $40 below CC-SS $147.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,150
… as % of IC ($15,930)151.6%
… as % of ML ($69,930)34.5%
Recovery months (at normal income)3.4 mo
Surgical close (6 ct)$-45,630
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.23 collected) or spot ≥ $107.74 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $107)); NOT the premium you collected. Momentum override: two daily closes above $81.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $105.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$106-107.74
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
≥ $107.74
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$107.00 (2.4σ)$138$-25,258+$20,066+$102
+2.5%$109.67 (2.6σ)$-1,467$-25,238+$20,086-$1,503
+5%$112.35 (2.8σ)$-3,072$-25,219+$20,105-$3,108
SS (= V-bounce)$141.55 (5.0σ)$-20,592$-25,009+$20,315-$19,698
V-BOUNCE STRESS (stock → CC-SS $147.48, where you are whole again, by expiry)
Starting unrealized P&L: $-45,324
+ Fortress recovery (un-capped): +$44,508
− CC assignment net of premium (6 × $107): -$24,150
Total Position P&L @ SS: $-24,966 (+$20,358 vs today)
Do-nothing baseline at SS: $-5,268 (this trade vs do-nothing: $-19,698, the opportunity cost of earning $460/mo FIGHT income now)
BB-reversion stress (→ $138.48 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$18,750, position total $-25,031 (+$20,293 vs today)
🛡 safe yield6 × $9514 Aug9d28.1%90%hist 99%21%hist 18%+3pp$492$1,640-$2,260$30,996
Sell 6 × $95 28.1% OTM over spot $74.18 14 Aug 2026 (9d, $0.91 mid)
= $492 credit for the 9d cycle → $1,640/mo projected
Survival (stays ≤ $95)
90%
Breach risk
10%
POP (stays ≤ $95.91)
91%
EV / mo
+$566
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
34% whole by 9mo vs 31% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$402/mo
median; plan ~$273/mo after 68% keep · $2,436 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.9-4.5], measured ONLY among the 34% 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)
13%
Flat exit net (mid-life)
-$2,669
Free roll-up
+$2/wk
Safest escape (by 28 Aug 2026)
$103 @ 74% POP
68% 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: $7.45/sh now → $5.27 mid-life (likely $4.31–$7.36)≈ $0 at expiry  |  you banked $0.82/sh, so a flat mid-life exit nets -$4.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 402 simulated challenges: the $95 strike is typically first touched on day 6 of 9, at $98 (overshoots $3.20). 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)~$9521 Aug 202612d left+$1.01/sh+$605
cycle +$1,097
[+$434…+$1,329] · 96% credit
67%
surv 54%
-$31,585 NOT
cap gain +$13,739
Reliable up-and-out (highest cap still free ≥60%)~$9928 Aug 202618d left+$0.61/sh+$364
cycle +$856
[-$70…+$1,060] · 71% credit
70%
surv 61%
-$29,507 NOT
cap gain +$15,817
Up-and-out for even (raise the cap, free)~$9721 Aug 202612d left+$0.22/sh+$129
cycle +$621
[-$142…+$744] · 65% credit
69%
surv 58%
-$30,956 NOT
cap gain +$14,368
Max even-money escape in the band~$10028 Aug 202618d left+$0.19/sh+$115
cycle +$607
[-$356…+$793] · 55% credit
71%
surv 63%
-$29,148 NOT
cap gain +$16,176
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10328 Aug 202618d left-$0.69/sh-$414
cycle +$78
[-$965…+$223] · 31% credit
74%
surv 68%
-$27,856 NOT
cap gain +$17,468
budget: banked $492 debit $414 (84% used ≈ 1.1 wk of income) → whole cycle still +$78 cash · rolled 6 ct earn ≈ $4,579/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$1,640/mo
vs 50% target ($3,555/mo)-54%
vs normal income ($7,110/mo)23% covered
Net income (after hedge)$1,185/mo
Downside budget
⚠ $95 is $52 below CC-SS $147.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,996
… as % of IC ($15,930)194.6%
… as % of ML ($69,930)44.3%
Recovery months (at normal income)4.4 mo
Surgical close (6 ct)$-45,378
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.82 collected) or spot ≥ $95.91 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $95)); NOT the premium you collected. Momentum override: two daily closes above $81.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $94.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$94-95.91
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
≥ $95.91
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$95.00 (1.6σ)$492$-32,190+$13,134+$456
+2.5%$97.37 (1.7σ)$-933$-32,173+$13,151-$969
+5%$99.75 (1.9σ)$-2,358$-32,156+$13,168-$2,394
SS (= V-bounce)$141.55 (5.0σ)$-27,438$-31,855+$13,469-$26,544
V-BOUNCE STRESS (stock → CC-SS $147.48, where you are whole again, by expiry)
Starting unrealized P&L: $-45,324
+ Fortress recovery (un-capped): +$44,508
− CC assignment net of premium (6 × $95): -$30,996
Total Position P&L @ SS: $-31,812 (+$13,512 vs today)
Do-nothing baseline at SS: $-5,268 (this trade vs do-nothing: $-26,544, the opportunity cost of earning $1,640/mo FIGHT income now)
BB-reversion stress (→ $138.48 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$25,596, position total $-31,877 (+$13,447 vs today)
33% normal ← lean6 × $9114 Aug9d22.7%86%hist 95%29%hist 18%+4pp$726$2,420-$1,480$33,162
Sell 6 × $91 22.7% OTM over spot $74.18 14 Aug 2026 (9d, $1.32 mid)
= $726 credit for the 9d cycle → $2,420/mo projected
Survival (stays ≤ $91)
86%
Breach risk
14%
POP (stays ≤ $92.33)
88%
EV / mo
+$733
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
38% whole by 9mo vs 33% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$696/mo
median; plan ~$473/mo after 68% keep · $4,308 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.8-4.4], measured ONLY among the 38% 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)
19%
Flat exit net (mid-life)
-$2,302
Free roll-up
+$2/wk
Safest escape (by 28 Aug 2026)
$101 @ 76% 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: $7.13/sh now → $5.05 mid-life (likely $4.78–$7.33)≈ $0 at expiry  |  you banked $1.21/sh, so a flat mid-life exit nets -$3.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 568 simulated challenges: the $91 strike is typically first touched on day 6 of 9, at $94 (overshoots $3.22). 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)~$9121 Aug 202612d left+$1.10/sh+$657
cycle +$1,383
[+$372…+$1,086] · 96% credit
67%
surv 54%
-$33,728 NOT
cap gain +$11,596
Reliable up-and-out (highest cap still free ≥60%)~$9528 Aug 202618d left+$0.67/sh+$404
cycle +$1,130
[-$142…+$735] · 64% credit
71%
surv 61%
-$31,661 NOT
cap gain +$13,663
Up-and-out for even (raise the cap, free)~$9321 Aug 202612d left+$0.31/sh+$183
cycle +$909
[-$172…+$489] · 58% credit
69%
surv 58%
-$33,097 NOT
cap gain +$12,227
Max even-money escape in the band~$9628 Aug 202618d left+$0.26/sh+$158
cycle +$884
[-$434…+$464] · 47% credit
71%
surv 63%
-$31,300 NOT
cap gain +$14,024
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10128 Aug 202618d left-$1.17/sh-$705
cycle +$21
[-$1,458…-$454] · 12% credit
76%
surv 71%
-$29,127 NOT
cap gain +$16,197
budget: banked $726 debit $705 (97% used ≈ 1.3 wk of income) → whole cycle still +$21 cash · rolled 6 ct earn ≈ $3,873/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$2,420/mo
vs 50% target ($3,555/mo)-32%
vs normal income ($7,110/mo)34% covered
Net income (after hedge)$1,965/mo
Downside budget
⚠ $91 is $56 below CC-SS $147.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,162
… as % of IC ($15,930)208.2%
… as % of ML ($69,930)47.4%
Recovery months (at normal income)4.7 mo
Surgical close (6 ct)$-45,393
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.30/sh (~25% of the $1.21 collected) or spot ≥ $92.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $91)); NOT the premium you collected. Momentum override: two daily closes above $81.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $90.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$90-92.33
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
≥ $92.33
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$91.00 (1.3σ)$726$-34,385+$10,939+$690
+2.5%$93.27 (1.4σ)$-639$-34,369+$10,955-$675
+5%$95.55 (1.6σ)$-2,004$-34,352+$10,972-$2,040
SS (= V-bounce)$141.55 (5.0σ)$-29,604$-34,021+$11,303-$28,710
V-BOUNCE STRESS (stock → CC-SS $147.48, where you are whole again, by expiry)
Starting unrealized P&L: $-45,324
+ Fortress recovery (un-capped): +$44,508
− CC assignment net of premium (6 × $91): -$33,162
Total Position P&L @ SS: $-33,978 (+$11,346 vs today)
Do-nothing baseline at SS: $-5,268 (this trade vs do-nothing: $-28,710, the opportunity cost of earning $2,420/mo FIGHT income now)
BB-reversion stress (→ $138.48 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,762, position total $-34,043 (+$11,281 vs today)
🎯 50% normal6 × $8614 Aug9d15.9%80%hist 92%43%hist 32%+6pp$1,170$3,900$35,718
Sell 6 × $86 15.9% OTM over spot $74.18 14 Aug 2026 (9d, $2.11 mid)
= $1,170 credit for the 9d cycle → $3,900/mo projected
Survival (stays ≤ $86)
80%
Breach risk
20%
POP (stays ≤ $88.11)
83%
EV / mo
+$994
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
39% whole by 9mo vs 33% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,133/mo
median; plan ~$770/mo after 68% keep · $7,480 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.2 mo [1.7-5.2], measured ONLY among the 39% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
34%
Flat exit net (mid-life)
-$1,692
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$100 @ 80% 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: $6.74/sh now → $4.77 mid-life (likely $4.69–$7.64)≈ $0 at expiry  |  you banked $1.95/sh, so a flat mid-life exit nets -$2.82/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,023 simulated challenges: the $86 strike is typically first touched on day 5 of 9, at $89 (overshoots $3.25). 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)~$8621 Aug 202612d left+$1.19/sh+$713
cycle +$1,883
[+$321…+$992] · 96% credit
67%
surv 54%
-$36,264 NOT
cap gain +$9,060
Reliable up-and-out (highest cap still free ≥60%)~$8928 Aug 202618d left+$1.09/sh+$657
cycle +$1,827
[-$28…+$930] · 73% credit
70%
surv 60%
-$34,608 NOT
cap gain +$10,716
Up-and-out for even (raise the cap, free)~$8921 Aug 202612d left+$0.00/sh+$0
cycle +$1,170
[-$526…+$220] · 35% credit
71%
surv 60%
-$35,264 NOT
cap gain +$10,060
Max even-money escape in the band~$9228 Aug 202618d left+$0.03/sh+$20
cycle +$1,190
[-$793…+$231] · 33% credit
73%
surv 65%
-$33,423 NOT
cap gain +$11,901
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10028 Aug 202618d left-$1.93/sh-$1,159
cycle +$11
[-$2,241…-$1,071] · 3% credit
80%
surv 77%
-$29,745 NOT
cap gain +$15,579
budget: banked $1,170 debit $1,159 (99% used ≈ 1.3 wk of income) → whole cycle still +$11 cash · rolled 6 ct earn ≈ $2,838/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$3,900/mo
vs 50% target ($3,555/mo)+10%
vs normal income ($7,110/mo)55% covered
Net income (after hedge)$3,445/mo
Downside budget
⚠ $86 is $61 below CC-SS $147.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,718
… as % of IC ($15,930)224.2%
… as % of ML ($69,930)51.1%
Recovery months (at normal income)5.0 mo
Surgical close (6 ct)$-45,420
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.49/sh (~25% of the $1.95 collected) or spot ≥ $88.11 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $86)); NOT the premium you collected. Momentum override: two daily closes above $81.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $85.14Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$85-88.11
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
≥ $88.11
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$86.00 (≤1σ, normal week)$1,170$-36,977+$8,347+$1,134
+2.5%$88.15 (1.0σ)$-120$-36,961+$8,363-$156
+5%$90.30 (1.2σ)$-1,410$-36,946+$8,378-$1,446
SS (= V-bounce)$141.55 (5.0σ)$-32,160$-36,577+$8,747-$31,266
V-BOUNCE STRESS (stock → CC-SS $147.48, where you are whole again, by expiry)
Starting unrealized P&L: $-45,324
+ Fortress recovery (un-capped): +$44,508
− CC assignment net of premium (6 × $86): -$35,718
Total Position P&L @ SS: $-36,534 (+$8,790 vs today)
Do-nothing baseline at SS: $-5,268 (this trade vs do-nothing: $-31,266, the opportunity cost of earning $3,900/mo FIGHT income now)
BB-reversion stress (→ $138.48 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$30,318, position total $-36,599 (+$8,725 vs today)
100% normal6 × $7814 Aug9d5.1%64%hist 78%78%hist 59%+6pp$2,250$7,500+$3,600$39,438
Sell 6 × $78 5.1% OTM over spot $74.18 14 Aug 2026 (9d, $4.03 mid)
= $2,250 credit for the 9d cycle → $7,500/mo projected
Survival (stays ≤ $78)
64%
Breach risk
36%
POP (stays ≤ $82.03)
73%
EV / mo
+$845
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
38% whole by 9mo vs 32% doing nothing
FIRE DRILLS
~6.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,664/mo
median; plan ~$1,131/mo after 68% keep · $11,213 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [2.0-5.1], measured ONLY among the 38% 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)
63%
Flat exit net (mid-life)
-$346
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$104 @ 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.11/sh now → $4.33 mid-life (likely $5.66–$7.75)≈ $0 at expiry  |  you banked $3.75/sh, so a flat mid-life exit nets -$0.58/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,887 simulated challenges: the $78 strike is typically first touched on day 3 of 9, at $81 (overshoots $3.06). 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)~$7821 Aug 202612d left+$1.30/sh+$781
cycle +$3,031
[+$275…+$586] · 95% credit
67%
surv 54%
-$39,974 NOT
cap gain +$5,350
Reliable up-and-out (highest cap still free ≥60%)~$8128 Aug 202618d left+$1.15/sh+$693
cycle +$2,943
[-$178…+$342] · 60% credit
70%
surv 61%
-$38,350 NOT
cap gain +$6,974
Up-and-out for even (raise the cap, free)~$8121 Aug 202612d left+$0.13/sh+$75
cycle +$2,325
[-$593…-$200] · 14% credit
71%
surv 61%
-$38,967 NOT
cap gain +$6,357
Max even-money escape in the band~$8428 Aug 202618d left+$0.12/sh+$71
cycle +$2,321
[-$927…-$343] · 12% credit
73%
surv 66%
-$37,149 NOT
cap gain +$8,175
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10428 Aug 202618d left-$3.22/sh-$1,933
cycle +$317
[-$3,549…-$2,573]
90%
surv 90%
-$27,009 NOT
cap gain +$18,315
budget: banked $2,250 debit $1,933 (86% used ≈ 1.1 wk of income) → whole cycle still +$317 cash · rolled 6 ct earn ≈ $1,105/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$7,500/mo
vs 50% target ($3,555/mo)+111%
vs normal income ($7,110/mo)105% covered
Net income (after hedge)$7,045/mo
Downside budget
⚠ $78 is $69 below CC-SS $147.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,438
… as % of IC ($15,930)247.6%
… as % of ML ($69,930)56.4%
Recovery months (at normal income)5.5 mo
Surgical close (6 ct)$-45,489
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.94/sh (~25% of the $3.75 collected) or spot ≥ $82.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $78)); NOT the premium you collected. Momentum override: two daily closes above $81.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $77.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$77-82.03
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
≥ $82.03
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (≤1σ, normal week)$2,250$-40,754+$4,570+$2,214
+2.5%$79.95 (≤1σ, normal week)$1,080$-40,740+$4,584+$1,044
+5%$81.90 (≤1σ, normal week)$-90$-40,726+$4,598-$126
SS (= V-bounce)$141.55 (5.0σ)$-35,880$-40,297+$5,027-$34,986
V-BOUNCE STRESS (stock → CC-SS $147.48, where you are whole again, by expiry)
Starting unrealized P&L: $-45,324
+ Fortress recovery (un-capped): +$44,508
− CC assignment net of premium (6 × $78): -$39,438
Total Position P&L @ SS: $-40,254 (+$5,070 vs today)
Do-nothing baseline at SS: $-5,268 (this trade vs do-nothing: $-34,986, the opportunity cost of earning $7,500/mo FIGHT income now)
BB-reversion stress (→ $138.48 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$34,038, position total $-40,319 (+$5,005 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 (41 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 41 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.012 (IBKR)  |  Recovery@SS: +$44,508 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,268

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$822d7 Aug 2026$0.456/6$4,050$3,59588%89%+$1,659-$39,018244.9%$-39,834 (vs do-nothing $-34,566)
$812d7 Aug 2026$0.555/6$4,125$3,68185%87%+$1,451-$32,965206.9%$-34,523 (vs do-nothing $-29,255)
$802d7 Aug 2026$0.754/6$4,500$4,06882%84%+$1,634-$26,692167.6%$-28,992 (vs do-nothing $-23,724)
$869d14 Aug 2026$1.956/6$3,900$3,44580%83%+$994-$35,718224.2%$-36,534 (vs do-nothing $-31,266)
$859d14 Aug 2026$2.126/6$4,240$3,78578%82%+$1,007-$36,216227.3%$-37,032 (vs do-nothing $-31,764)
$792d7 Aug 2026$0.943/6$4,230$3,80978%82%+$1,378-$20,262127.2%$-23,304 (vs do-nothing $-18,036)
$849d14 Aug 2026$2.355/6$3,917$3,47377%81%+$922-$30,565191.9%$-32,123 (vs do-nothing $-26,855)
$839d14 Aug 2026$2.585/6$4,300$3,85675%80%+$974-$30,950194.3%$-32,508 (vs do-nothing $-27,240)
$782d7 Aug 2026$1.173/6$5,265$4,84473%79%+$1,517-$20,493128.6%$-23,535 (vs do-nothing $-18,267)
$829d14 Aug 2026$2.784/6$3,707$3,27473%78%+$754-$25,080157.4%$-27,380 (vs do-nothing $-22,112)
$819d14 Aug 2026$3.004/6$4,000$3,56871%77%+$726-$25,392159.4%$-27,692 (vs do-nothing $-22,424)
$809d14 Aug 2026$3.154/6$4,200$3,76869%76%+$573-$25,732161.5%$-28,032 (vs do-nothing $-22,764)
$772d7 Aug 2026$1.452/6$4,350$3,94068%76%+$1,099-$13,80686.7%$-17,590 (vs do-nothing $-12,322)
Show 28 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$8123d28 Aug 2026$4.656/6$3,639$3,18467%75%$-9-$37,098232.9%$-37,914 (vs do-nothing $-32,646)
$8016d21 Aug 2026$4.405/6$4,125$3,68167%75%+$731-$31,540198.0%$-33,098 (vs do-nothing $-27,830)
$799d14 Aug 2026$3.454/6$4,600$4,16866%74%+$586-$26,012163.3%$-28,312 (vs do-nothing $-23,044)
$8023d28 Aug 2026$4.956/6$3,874$3,41966%74%$-29-$37,518235.5%$-38,334 (vs do-nothing $-33,066)
$7916d21 Aug 2026$4.555/6$4,266$3,82265%74%+$573-$31,965200.7%$-33,523 (vs do-nothing $-28,255)
$7923d28 Aug 2026$5.256/6$4,109$3,65464%73%$-62-$37,938238.2%$-38,754 (vs do-nothing $-33,486)
$789d14 Aug 2026$3.753/6$3,750$3,32964%73%+$423-$19,719123.8%$-22,761 (vs do-nothing $-17,493)
$7816d21 Aug 2026$4.904/6$3,675$3,24263%73%+$465-$25,832162.2%$-28,132 (vs do-nothing $-22,864)
$762d7 Aug 2026$1.772/6$5,310$4,90063%73%+$1,123-$13,94287.5%$-17,726 (vs do-nothing $-12,458)
$7823d28 Aug 2026$5.655/6$3,685$3,24162%72%$-27-$31,915200.3%$-33,473 (vs do-nothing $-28,205)
$779d14 Aug 2026$4.103/6$4,100$3,67961%72%+$427-$19,914125.0%$-22,956 (vs do-nothing $-17,688)
$7716d21 Aug 2026$5.254/6$3,938$3,50561%72%+$453-$26,092163.8%$-28,392 (vs do-nothing $-23,124)
$7723d28 Aug 2026$6.005/6$3,913$3,46961%71%$-48-$32,240202.4%$-33,798 (vs do-nothing $-28,530)
$7623d28 Aug 2026$6.355/6$4,141$3,69859%70%$-82-$32,565204.4%$-34,123 (vs do-nothing $-28,855)
$769d14 Aug 2026$4.453/6$4,450$4,02959%70%+$401-$20,109126.2%$-23,151 (vs do-nothing $-17,883)
$7616d21 Aug 2026$5.654/6$4,238$3,80559%71%+$459-$26,332165.3%$-28,632 (vs do-nothing $-23,364)
$7523d28 Aug 2026$6.805/6$4,435$3,99157%69%$-64-$32,840206.2%$-34,398 (vs do-nothing $-29,130)
$752d7 Aug 2026$2.142/6$6,420$6,01057%70%+$1,091-$14,06888.3%$-17,852 (vs do-nothing $-12,584)
$7516d21 Aug 2026$6.104/6$4,575$4,14256%70%+$483-$26,552166.7%$-28,852 (vs do-nothing $-23,584)
$759d14 Aug 2026$5.003/6$5,000$4,57956%69%+$543-$20,244127.1%$-23,286 (vs do-nothing $-18,018)
$7423d28 Aug 2026$7.204/6$3,757$3,32455%68%$-74-$26,512166.4%$-28,812 (vs do-nothing $-23,544)
$7416d21 Aug 2026$6.503/6$3,656$3,23554%69%+$336-$20,094126.1%$-23,136 (vs do-nothing $-17,868)
$749d14 Aug 2026$5.303/6$5,300$4,87953%68%+$402-$20,454128.4%$-23,496 (vs do-nothing $-18,228)
$7323d28 Aug 2026$7.704/6$4,017$3,58553%68%+$271-$26,712167.7%$-29,012 (vs do-nothing $-23,744)
$7316d21 Aug 2026$6.953/6$3,909$3,48852%68%+$323-$20,259127.2%$-23,301 (vs do-nothing $-18,033)
$742d7 Aug 2026$2.581/6$3,870$3,47151%67%+$524-$7,09044.5%$-11,616 (vs do-nothing $-6,348)
$739d14 Aug 2026$5.802/6$3,867$3,45750%67%+$284-$13,73686.2%$-17,520 (vs do-nothing $-12,252)
$732d7 Aug 2026$3.001/6$4,500$4,10144%64%+$356-$7,14844.9%$-11,674 (vs do-nothing $-6,406)

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  |  2026-08-05 21:42