FORTRESS FIGHT: RKLB @ $72.95

BE SS: $141.55  |  CC-SS: $148.21  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-06 21:36

RKLB @ $72.95   UNDERWATER $68.60 (48.5% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
RKLB reports 2026-08-10 (Mon), in 4 days. The recommended CC (8d) expires on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. No priced expiry closes before the print, so waiting for it is the only clean option.

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $148.21 (banked floor $146.11)  |  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 2026-10-16 (entry $1.647/sh)

Economics

Max Loss$69,930(ND $26.55 + SW $90) x 600
Normal income ref$8,220/mo95% ann ROI on ML
Hedge rolling cost$431/mo
Unrealized P&L$-46,581fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,110/mo
HEDGE COVER
$431/mo
NORMAL INCOME
$8,220/mo (ATM CC, chain)
IC VELOCITY
1.9 mo to earn back $15,930
ML VELOCITY
8.5 mo to earn back $69,930
Deep drawdown confirmed: a CC at CC-SS $148.21 (probe: $150C 15d) brings only $24/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)
$45,267
was $46,581 · 3% earned back
Cycles closed
8
Credit in flight
$0
CC-SS · banked floor (info)
$148.21 → $146.11
? 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 32 (live) · RSI 47 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 46 · %B 66 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $138.49 (+90%) · daily UBB $79.83 · 1-wk expected move ±$11 (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 $85 / 8d. This is the safest strike (survival 86%, breach 14%) that still earns 50% of normal income ($4,110/mo); it brings $4,432/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 × $77/8d for $9,000/mo, but breach risk rises to 35% (+20pp 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 × $150/15d (99+% survival, $24/mo).
Downside anchor: the primary mortgages $36,741 (231% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 4.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-46,638 and cuts bleed by $431/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 · 14 Aug 2026 (8d) · sell 6 × $85, 86% survival, $4,432/mo (E[net] $663/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆14 Aug 2026 · 8d6 × $8586%$4,432$663
E[net] arithmetic on the grand pick: keep $1,182 with probability 74%; on the 26% touch you roll, paying $3,303 to close and taking $614 back from the best priced door (net cash $2,689) 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 · 14 Aug 2026 · 8d · E[net] $663/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $85 (50% normal), 86% survival, breach 14%, $4,432/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $88 rung (🛡 safe yield) lifts survival to 90% (breach 14% → 10%) for $1,260/mo less (28% income) buys safety you do not really need here.
RKLB  spot $72.95 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $10314 Aug8d41.2%99%hist 99%2%hist 1%+1pp$126$472-$3,960$26,997
Sell 6 × $103 41.2% OTM over spot $72.95 14 Aug 2026 (8d, $0.79 mid)
= $126 credit for the 8d cycle → $472/mo projected
Survival (stays ≤ $103)
99%
Breach risk
1%
POP (stays ≤ $103.80)
99%
EV / mo
+$436
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
26% whole by 9mo vs 25% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-196/mo
median; plan ~$-133/mo after 68% keep · $-1,751 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.2 mo [1.9-5.8], measured ONLY among the 26% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$3,876
Free roll-up
+$0/wk
Safest escape (by 28 Aug 2026)
$106 @ 72% POP
60% 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: $9.43/sh now → $6.67 mid-life (likely $4.60–$8.57)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$6.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 81 simulated challenges: the $103 strike is typically first touched on day 7 of 8, at $107 (overshoots $3.51). 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)~$10321 Aug 202611d left+$0.34/sh+$206
cycle +$332
[+$348…+$1,468] · 88% credit
69%
surv 53%
-$28,006 NOT
cap gain +$18,575
Up-and-out for even (raise the cap, free)~$10321 Aug 202611d left+$0.32/sh+$192
cycle +$318
[+$333…+$1,451] · 88% credit
69%
surv 53%
-$27,993 NOT
cap gain +$18,588
Max even-money escape in the band~$10628 Aug 202618d left+$0.02/sh+$10
cycle +$136
[-$40…+$1,358] · 73% credit
72%
surv 60%
-$26,353 NOT
cap gain +$20,228
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$472/mo
vs 50% target ($4,110/mo)-89%
vs normal income ($8,220/mo)6% covered
Net income (after hedge)$42/mo
Downside budget
⚠ $103 is $45 below CC-SS $148.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,997
… as % of IC ($15,930)169.5%
… as % of ML ($69,930)38.6%
Recovery months (at normal income)3.3 mo
Surgical close (6 ct)$-46,932
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $103.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $103)); NOT the premium you collected. Momentum override: two daily closes above $79.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $101.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$102-103.80
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
≥ $103.80
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$103.00 (2.6σ)$126$-28,212+$18,369+$102
+2.5%$105.57 (2.9σ)$-1,419$-28,193+$18,388-$1,443
+5%$108.15 (3.1σ)$-2,964$-28,175+$18,406-$2,988
SS (= V-bounce)$141.55 (6.0σ)$-23,004$-27,934+$18,647-$22,098
V-BOUNCE STRESS (stock → CC-SS $148.21, where you are whole again, by expiry)
Starting unrealized P&L: $-46,581
+ Fortress recovery (un-capped): +$45,692
− CC assignment net of premium (6 × $103): -$26,997
Total Position P&L @ SS: $-27,886 (+$18,695 vs today)
Do-nothing baseline at SS: $-5,788 (this trade vs do-nothing: $-22,098, the opportunity cost of earning $472/mo FIGHT income now)
BB-reversion stress (→ $138.49 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,168, position total $-27,956 (+$18,625 vs today)
33% normal6 × $8914 Aug8d22.0%91%hist 99%18%hist 6%+8pp$762$2,858-$1,575$34,761
Sell 6 × $89 22.0% OTM over spot $72.95 14 Aug 2026 (8d, $1.42 mid)
= $762 credit for the 8d cycle → $2,858/mo projected
Survival (stays ≤ $89)
91%
Breach risk
9%
POP (stays ≤ $90.42)
93%
EV / mo
+$2,160
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
31% whole by 9mo vs 23% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,170/mo
median; plan ~$796/mo after 68% keep · $8,665 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.1 mo [2.4-6.3], measured ONLY among the 31% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
16%
Flat exit net (mid-life)
-$2,696
Free roll-up
+$1/wk
Safest escape (by 28 Aug 2026)
$96 @ 76% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.15/sh now → $5.76 mid-life (likely $5.10–$8.91)≈ $0 at expiry  |  you banked $1.27/sh, so a flat mid-life exit nets -$4.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 477 simulated challenges: the $89 strike is typically first touched on day 5 of 8, at $92 (overshoots $3.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8921 Aug 202611d left+$0.82/sh+$492
cycle +$1,254
[+$60…+$1,092] · 81% credit
70%
surv 53%
-$35,585 NOT
cap gain +$10,996
Reliable up-and-out (highest cap still free ≥60%)~$9128 Aug 202618d left+$0.93/sh+$559
cycle +$1,321
[-$66…+$1,203] · 70% credit
71%
surv 58%
-$34,276 NOT
cap gain +$12,305
Up-and-out for even (raise the cap, free)~$9021 Aug 202611d left+$0.34/sh+$201
cycle +$963
[-$266…+$755] · 58% credit
71%
surv 56%
-$35,241 NOT
cap gain +$11,340
Max even-money escape in the band~$9328 Aug 202618d left+$0.01/sh+$8
cycle +$770
[-$740…+$631] · 44% credit
73%
surv 63%
-$33,612 NOT
cap gain +$12,969
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9628 Aug 202618d left-$1.01/sh-$605
cycle +$157
[-$1,513…-$64] · 23% credit
76%
surv 68%
-$32,404 NOT
cap gain +$14,177
budget: banked $762 debit $605 (79% used ≈ 0.9 wk of income) → whole cycle still +$157 cash · rolled 6 ct earn ≈ $4,755/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$2,858/mo
vs 50% target ($4,110/mo)-30%
vs normal income ($8,220/mo)35% covered
Net income (after hedge)$2,427/mo
Downside budget
⚠ $89 is $59 below CC-SS $148.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,761
… as % of IC ($15,930)218.2%
… as % of ML ($69,930)49.7%
Recovery months (at normal income)4.2 mo
Surgical close (6 ct)$-46,671
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.32/sh (~25% of the $1.27 collected) or spot ≥ $90.42 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $89)); NOT the premium you collected. Momentum override: two daily closes above $79.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $88.11Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$88-90.42
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
≥ $90.42
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$89.00 (1.4σ)$762$-36,076+$10,505+$738
+2.5%$91.22 (1.6σ)$-573$-36,060+$10,521-$597
+5%$93.45 (1.8σ)$-1,908$-36,044+$10,537-$1,932
SS (= V-bounce)$141.55 (6.0σ)$-30,768$-35,698+$10,883-$29,862
V-BOUNCE STRESS (stock → CC-SS $148.21, where you are whole again, by expiry)
Starting unrealized P&L: $-46,581
+ Fortress recovery (un-capped): +$45,692
− CC assignment net of premium (6 × $89): -$34,761
Total Position P&L @ SS: $-35,650 (+$10,931 vs today)
Do-nothing baseline at SS: $-5,788 (this trade vs do-nothing: $-29,862, the opportunity cost of earning $2,858/mo FIGHT income now)
BB-reversion stress (→ $138.49 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,932, position total $-35,720 (+$10,861 vs today)
🛡 safe yield6 × $8814 Aug8d20.6%90%hist 99%21%hist 18%+8pp$846$3,172-$1,260$35,277
Sell 6 × $88 20.6% OTM over spot $72.95 14 Aug 2026 (8d, $1.55 mid)
= $846 credit for the 8d cycle → $3,172/mo projected
Survival (stays ≤ $88)
90%
Breach risk
10%
POP (stays ≤ $89.55)
92%
EV / mo
+$2,332
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
32% whole by 9mo vs 23% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,412/mo
median; plan ~$960/mo after 68% keep · $9,805 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.8 mo [2.1-5.8], 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)
18%
Flat exit net (mid-life)
-$2,573
Free roll-up
+$1/wk
Safest escape (by 28 Aug 2026)
$96 @ 77% POP
70% 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: $8.05/sh now → $5.70 mid-life (likely $5.12–$8.59)≈ $0 at expiry  |  you banked $1.41/sh, so a flat mid-life exit nets -$4.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 548 simulated challenges: the $88 strike is typically first touched on day 5 of 8, at $91 (overshoots $3.15). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
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)~$8821 Aug 202611d left+$0.85/sh+$508
cycle +$1,354
[+$81…+$1,072] · 81% credit
70%
surv 53%
-$36,091 NOT
cap gain +$10,490
Reliable up-and-out (highest cap still free ≥60%)~$9028 Aug 202618d left+$0.96/sh+$573
cycle +$1,419
[-$39…+$1,191] · 73% credit
71%
surv 58%
-$34,785 NOT
cap gain +$11,796
Up-and-out for even (raise the cap, free)~$8921 Aug 202611d left+$0.36/sh+$218
cycle +$1,064
[-$245…+$757] · 59% credit
71%
surv 56%
-$35,747 NOT
cap gain +$10,834
Max even-money escape in the band~$9228 Aug 202618d left+$0.04/sh+$24
cycle +$870
[-$692…+$602] · 42% credit
73%
surv 63%
-$34,119 NOT
cap gain +$12,462
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9628 Aug 202618d left-$1.29/sh-$772
cycle +$74
[-$1,674…-$338] · 16% credit
77%
surv 70%
-$32,487 NOT
cap gain +$14,094
budget: banked $846 debit $772 (91% used ≈ 1.1 wk of income) → whole cycle still +$74 cash · rolled 6 ct earn ≈ $4,412/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$3,172/mo
vs 50% target ($4,110/mo)-23%
vs normal income ($8,220/mo)39% covered
Net income (after hedge)$2,742/mo
Downside budget
⚠ $88 is $60 below CC-SS $148.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,277
… as % of IC ($15,930)221.5%
… as % of ML ($69,930)50.4%
Recovery months (at normal income)4.3 mo
Surgical close (6 ct)$-46,665
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.41 collected) or spot ≥ $89.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $88)); NOT the premium you collected. Momentum override: two daily closes above $79.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $87.12Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$87-89.55
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
≥ $89.55
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$88.00 (1.3σ)$846$-36,600+$9,981+$822
+2.5%$90.20 (1.5σ)$-474$-36,584+$9,997-$498
+5%$92.40 (1.7σ)$-1,794$-36,568+$10,013-$1,818
SS (= V-bounce)$141.55 (6.0σ)$-31,284$-36,214+$10,367-$30,378
V-BOUNCE STRESS (stock → CC-SS $148.21, where you are whole again, by expiry)
Starting unrealized P&L: $-46,581
+ Fortress recovery (un-capped): +$45,692
− CC assignment net of premium (6 × $88): -$35,277
Total Position P&L @ SS: $-36,166 (+$10,415 vs today)
Do-nothing baseline at SS: $-5,788 (this trade vs do-nothing: $-30,378, the opportunity cost of earning $3,172/mo FIGHT income now)
BB-reversion stress (→ $138.49 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,448, position total $-36,236 (+$10,345 vs today)
🎯 50% normal6 × $8514 Aug8d16.5%86%hist 95%30%hist 22%+11pp$1,182$4,432$36,741
Sell 6 × $85 16.5% OTM over spot $72.95 14 Aug 2026 (8d, $2.06 mid)
= $1,182 credit for the 8d cycle → $4,432/mo projected
Survival (stays ≤ $85)
86%
Breach risk
14%
POP (stays ≤ $87.06)
89%
EV / mo
+$2,993
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
34% whole by 9mo vs 23% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,779/mo
median; plan ~$1,209/mo after 68% keep · $13,305 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.4 mo [2.7-6.0], 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)
26%
Flat exit net (mid-life)
-$2,121
Free roll-up
+$1/wk
Safest escape (by 28 Aug 2026)
$95 @ 79% POP
74% 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: $7.78/sh now → $5.50 mid-life (likely $5.31–$8.63)≈ $0 at expiry  |  you banked $1.97/sh, so a flat mid-life exit nets -$3.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 779 simulated challenges: the $85 strike is typically first touched on day 5 of 8, at $88 (overshoots $2.98). 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)~$8521 Aug 202611d left+$0.93/sh+$555
cycle +$1,737
[+$75…+$964] · 80% credit
70%
surv 53%
-$37,530 NOT
cap gain +$9,051
Reliable up-and-out (highest cap still free ≥60%)~$8728 Aug 202618d left+$1.02/sh+$614
cycle +$1,796
[-$81…+$997] · 71% credit
71%
surv 59%
-$36,230 NOT
cap gain +$10,351
Up-and-out for even (raise the cap, free)~$8621 Aug 202611d left+$0.44/sh+$265
cycle +$1,447
[-$272…+$613] · 57% credit
71%
surv 56%
-$37,186 NOT
cap gain +$9,395
Max even-money escape in the band~$8928 Aug 202618d left+$0.11/sh+$68
cycle +$1,250
[-$745…+$364] · 39% credit
73%
surv 63%
-$35,562 NOT
cap gain +$11,019
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9528 Aug 202618d left-$1.81/sh-$1,086
cycle +$96
[-$2,147…-$866] · 9% credit
79%
surv 74%
-$33,072 NOT
cap gain +$13,509
budget: banked $1,182 debit $1,086 (92% used ≈ 1.1 wk of income) → whole cycle still +$96 cash · rolled 6 ct earn ≈ $3,695/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$4,432/mo
vs 50% target ($4,110/mo)+8%
vs normal income ($8,220/mo)54% covered
Net income (after hedge)$4,002/mo
Downside budget
⚠ $85 is $63 below CC-SS $148.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,741
… as % of IC ($15,930)230.6%
… as % of ML ($69,930)52.5%
Recovery months (at normal income)4.5 mo
Surgical close (6 ct)$-46,638
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 $1.97 collected) or spot ≥ $87.06 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $85)); NOT the premium you collected. Momentum override: two daily closes above $79.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $84.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$84-87.06
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
≥ $87.06
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$85.00 (1.1σ)$1,182$-38,085+$8,496+$1,158
+2.5%$87.12 (1.2σ)$-93$-38,070+$8,511-$117
+5%$89.25 (1.4σ)$-1,368$-38,055+$8,526-$1,392
SS (= V-bounce)$141.55 (6.0σ)$-32,748$-37,678+$8,903-$31,842
V-BOUNCE STRESS (stock → CC-SS $148.21, where you are whole again, by expiry)
Starting unrealized P&L: $-46,581
+ Fortress recovery (un-capped): +$45,692
− CC assignment net of premium (6 × $85): -$36,741
Total Position P&L @ SS: $-37,630 (+$8,951 vs today)
Do-nothing baseline at SS: $-5,788 (this trade vs do-nothing: $-31,842, the opportunity cost of earning $4,432/mo FIGHT income now)
BB-reversion stress (→ $138.49 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$30,912, position total $-37,700 (+$8,881 vs today)
100% normal6 × $7714 Aug8d5.5%65%hist 78%74%hist 59%+11pp$2,400$9,000+$4,568$40,323
Sell 6 × $77 5.5% OTM over spot $72.95 14 Aug 2026 (8d, $4.33 mid)
= $2,400 credit for the 8d cycle → $9,000/mo projected
Survival (stays ≤ $77)
65%
Breach risk
35%
POP (stays ≤ $81.33)
76%
EV / mo
+$2,834
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
37% whole by 9mo vs 26% doing nothing
FIRE DRILLS
~6.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,189/mo
median; plan ~$1,489/mo after 68% keep · $15,433 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.4 mo [1.9-5.5], 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)
59%
Flat exit net (mid-life)
-$592
Free roll-up
+$2/wk
Safest escape (by 21 Aug 2026)
$94 @ 90% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.05/sh now → $4.99 mid-life (likely $6.36–$9.04)≈ $0 at expiry  |  you banked $4.00/sh, so a flat mid-life exit nets -$0.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,773 simulated challenges: the $77 strike is typically first touched on day 3 of 8, at $80 (overshoots $2.84). 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
Reliable up-and-out (highest cap still free ≥60%)~$7828 Aug 202618d left+$1.66/sh+$994
cycle +$3,394
[+$68…+$679] · 79% credit
71%
surv 57%
-$40,097 NOT
cap gain +$6,484
Roll out (same strike, buy time)~$7721 Aug 202611d left+$1.10/sh+$658
cycle +$3,058
[-$54…+$420] · 70% credit
70%
surv 54%
-$41,067 NOT
cap gain +$5,514
Max even-money escape in the band~$8128 Aug 202618d left+$0.26/sh+$158
cycle +$2,558
[-$949…-$250] · 17% credit
73%
surv 63%
-$39,111 NOT
cap gain +$7,470
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)~$7921 Aug 202611d left+$0.16/sh+$96
cycle +$2,496
[-$723…-$199] · 16% credit
72%
surv 59%
-$40,388 NOT
cap gain +$6,193
Safety roll (pay small debit, max POP)~$9421 Aug 202611d left-$3.67/sh-$2,202
cycle +$198
[-$3,886…-$2,792]
90%
surv 88%
-$33,577 NOT
cap gain +$13,004
budget: banked $2,400 debit $2,202 (92% used ≈ 1.1 wk of income) → whole cycle still +$198 cash · rolled 6 ct earn ≈ $2,154/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$9,000/mo
vs 50% target ($4,110/mo)+119%
vs normal income ($8,220/mo)109% covered
Net income (after hedge)$8,569/mo
Downside budget
⚠ $77 is $71 below CC-SS $148.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,323
… as % of IC ($15,930)253.1%
… as % of ML ($69,930)57.7%
Recovery months (at normal income)4.9 mo
Surgical close (6 ct)$-46,776
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.00/sh (~25% of the $4.00 collected) or spot ≥ $81.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $77)); NOT the premium you collected. Momentum override: two daily closes above $79.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-81.33
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
≥ $81.33
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$77.00 (≤1σ, normal week)$2,400$-41,725+$4,856+$2,376
+2.5%$78.92 (≤1σ, normal week)$1,245$-41,711+$4,870+$1,221
+5%$80.85 (≤1σ, normal week)$90$-41,697+$4,884+$66
SS (= V-bounce)$141.55 (6.0σ)$-36,330$-41,260+$5,321-$35,424
V-BOUNCE STRESS (stock → CC-SS $148.21, where you are whole again, by expiry)
Starting unrealized P&L: $-46,581
+ Fortress recovery (un-capped): +$45,692
− CC assignment net of premium (6 × $77): -$40,323
Total Position P&L @ SS: $-41,212 (+$5,369 vs today)
Do-nothing baseline at SS: $-5,788 (this trade vs do-nothing: $-35,424, the opportunity cost of earning $9,000/mo FIGHT income now)
BB-reversion stress (→ $138.49 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$34,494, position total $-41,282 (+$5,299 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 (31 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 31 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: +$45,692 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,788

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$858d14 Aug 2026$1.976/6$4,432$4,00286%89%+$2,993-$36,741230.6%$-37,630 (vs do-nothing $-31,842)
$848d14 Aug 2026$2.166/6$4,860$4,42984%88%+$3,151-$37,227233.7%$-38,116 (vs do-nothing $-32,328)
$838d14 Aug 2026$2.395/6$4,481$4,05882%86%+$2,797-$31,408197.2%$-33,113 (vs do-nothing $-27,325)
$828d14 Aug 2026$2.645/6$4,950$4,52780%85%+$2,966-$31,783199.5%$-33,488 (vs do-nothing $-27,700)
$818d14 Aug 2026$2.874/6$4,305$3,89077%84%+$2,443-$25,734161.5%$-28,256 (vs do-nothing $-22,468)
$808d14 Aug 2026$3.054/6$4,575$4,16075%82%+$2,399-$26,062163.6%$-28,584 (vs do-nothing $-22,796)
$798d14 Aug 2026$3.354/6$5,025$4,61072%81%+$2,493-$26,342165.4%$-28,864 (vs do-nothing $-23,076)
$8015d21 Aug 2026$4.106/6$4,920$4,48970%78%+$1,658-$38,463241.5%$-39,352 (vs do-nothing $-33,564)
$788d14 Aug 2026$3.504/6$5,250$4,83569%79%+$2,317-$26,682167.5%$-29,204 (vs do-nothing $-23,416)
$7915d21 Aug 2026$4.405/6$4,400$3,97768%77%+$1,400-$32,403203.4%$-34,108 (vs do-nothing $-28,320)
$7922d28 Aug 2026$5.106/6$4,173$3,74267%76%+$1,034-$38,463241.5%$-39,352 (vs do-nothing $-33,564)
$7815d21 Aug 2026$4.755/6$4,750$4,32766%76%+$1,445-$32,728205.4%$-34,433 (vs do-nothing $-28,645)
$778d14 Aug 2026$4.003/6$4,500$4,09365%76%+$1,417-$20,162126.6%$-23,500 (vs do-nothing $-17,712)
Show 18 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7822d28 Aug 2026$5.406/6$4,418$3,98765%75%+$1,018-$38,883244.1%$-39,772 (vs do-nothing $-33,984)
$7715d21 Aug 2026$5.154/6$4,120$3,70564%75%+$1,211-$26,422165.9%$-28,944 (vs do-nothing $-23,156)
$7722d28 Aug 2026$5.756/6$4,705$4,27463%74%+$1,024-$39,273246.5%$-40,162 (vs do-nothing $-34,374)
$768d14 Aug 2026$4.403/6$4,950$4,54363%75%+$1,486-$20,342127.7%$-23,680 (vs do-nothing $-17,892)
$7615d21 Aug 2026$5.554/6$4,440$4,02562%74%+$1,244-$26,662167.4%$-29,184 (vs do-nothing $-23,396)
$7622d28 Aug 2026$6.205/6$4,227$3,80461%74%+$911-$33,003207.2%$-34,708 (vs do-nothing $-28,920)
$758d14 Aug 2026$4.853/6$5,456$5,04960%73%+$1,574-$20,507128.7%$-23,845 (vs do-nothing $-18,057)
$7515d21 Aug 2026$5.954/6$4,760$4,34559%73%+$1,255-$26,902168.9%$-29,424 (vs do-nothing $-23,636)
$7522d28 Aug 2026$6.655/6$4,534$4,11159%73%+$953-$33,278208.9%$-34,983 (vs do-nothing $-29,195)
$7422d28 Aug 2026$7.155/6$4,875$4,45257%72%+$1,011-$33,528210.5%$-35,233 (vs do-nothing $-29,445)
$7415d21 Aug 2026$6.404/6$5,120$4,70557%72%+$1,282-$27,122170.3%$-29,644 (vs do-nothing $-23,856)
$748d14 Aug 2026$5.253/6$5,906$5,49957%72%+$1,566-$20,687129.9%$-24,025 (vs do-nothing $-18,237)
$7322d28 Aug 2026$7.554/6$4,118$3,70355%71%+$787-$27,062169.9%$-29,584 (vs do-nothing $-23,796)
$7315d21 Aug 2026$6.853/6$4,110$3,70354%71%+$964-$20,507128.7%$-23,845 (vs do-nothing $-18,057)
$738d14 Aug 2026$5.702/6$4,275$3,87654%71%+$1,049-$13,90187.3%$-18,056 (vs do-nothing $-12,268)
$7222d28 Aug 2026$8.054/6$4,391$3,97653%70%+$806-$27,262171.1%$-29,784 (vs do-nothing $-23,996)
$7215d21 Aug 2026$7.353/6$4,410$4,00352%70%+$978-$20,657129.7%$-23,995 (vs do-nothing $-18,207)
$728d14 Aug 2026$6.302/6$4,725$4,32650%70%+$1,137-$13,98187.8%$-18,136 (vs do-nothing $-12,348)

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  |  2026-08-06 21:36