FORTRESS FIGHT: RKLB @ $67.08

BE SS: $141.55  |  CC-SS: $149.16  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-09 21:47

RKLB @ $67.08   UNDERWATER $74.47 (52.6% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $149.16 (banked floor $145.67)  |  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$4,241/mo95% ann ROI on ML
Hedge rolling cost$199/mo
Unrealized P&L$-52,197fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,121/mo
HEDGE COVER
$199/mo
NORMAL INCOME
$4,241/mo (ATM CC, chain)
IC VELOCITY
3.8 mo to earn back $15,930
ML VELOCITY
16.5 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $149.16 in the fetched chain; the deepest available is $105C (16d, $68/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$2,212
Hole (after banked)
$49,985
was $52,197 · 4% earned back
Cycles closed
10
Credit in flight
$390
CC-SS · banked floor (info)
$149.16 → $145.67
? 3 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
6x $69C 11 Sep 2026U18827291$0.65$3902026-09-02
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 26 (live) · RSI 44 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 44 · %B 40 · hist rising (nightly)
LEVELS20W MA (bounce target) $90.07 (+34%) · daily UBB $82.30 · 1-wk expected move ±$7 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-11-09: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 6 contracts at $73 / 2d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($2,121/mo); it brings $2,160/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 × $71/2d for $4,410/mo, but breach risk rises to 18% (+9pp 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 × $145/9d (99+% survival, $20/mo).
Downside anchor: the primary mortgages $45,552 (286% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 10.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-52,230 and cuts bleed by $199/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 · 11 Sep 2026 (2d) · sell 6 × $73, 90% survival, $2,160/mo (E[net] $1,969/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 🏆11 Sep 2026 · 2d6 × $7390%$2,160$1,969
NEXT FRIDAY18 Sep 2026 · 9d6 × $7378%$2,220$557
E[net] arithmetic on the grand pick: keep $144 with probability 91%; on the 9% touch you roll, paying $772 to close and taking $936 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 · 11 Sep 2026 · 2d · E[net] $1,969/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $73 (50% normal), 90% survival, breach 10%, $2,160/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $74 rung (33% normal) lifts survival to 93% (breach 10% → 7%) for $735/mo less (34% income) buys safety you do not really need here.
RKLB  spot $67.08 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $8011 Sep2d19.3%99%hist 96%3%hist 3%+1pp$15$225-$1,935$20,733
Sell 3 × $80 19.3% OTM over spot $67.08 11 Sep 2026 (2d, $0.06 mid)
= $15 credit for the 2d cycle → $225/mo projected
Survival (stays ≤ $80)
99%
Breach risk
1%
POP (stays ≤ $80.06)
99%
EV / mo
+$188
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
24% whole by 9mo vs 24% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10/mo
median; plan ~$7/mo after 68% keep · $88 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.0 mo [2.3-6.5], measured ONLY among the 24% 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)
0%
Flat exit net (mid-life)
-$408
Free roll-up
+$4/wk
Safest escape (by 2 Oct 2026)
$92 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 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: $1.99/sh now → $1.41 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.36/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8018 Sep 20268d left+$1.52/sh+$457
cycle +$472
66%
surv 52%
-$43,296 NOT
cap gain +$8,901
Up-and-out for even (raise the cap, free)~$8418 Sep 20268d left+$0.15/sh+$46
cycle +$61
76%
surv 70%
-$41,155 NOT
cap gain +$11,042
Max even-money escape in the band~$922 Oct 202622d left+$0.02/sh+$5
cycle +$20
85%
surv 83%
-$35,988 NOT
cap gain +$16,209
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$225/mo
vs 50% target ($2,121/mo)-89%
vs normal income ($4,241/mo)5% covered
Net income (after hedge)$59/mo
Downside budget
⚠ $80 is $69 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,733
… as % of IC ($15,930)130.2%
… as % of ML ($69,930)29.6%
Recovery months (at normal income)4.9 mo
Surgical close (3 ct)$-26,102
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 $0.05 collected) or spot ≥ $80.06 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $80)); NOT the premium you collected. Momentum override: two daily closes above $82.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $79.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-80.06
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
≥ $80.06
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (3.6σ)$15$-43,753+$8,444-$3
+2.5%$82.00 (4.1σ)$-585$-43,051+$9,146-$603
+5%$84.00 (4.7σ)$-1,185$-42,349+$9,848-$1,203
SS (= V-bounce)$141.55 (20.7σ)$-18,450$-33,114+$19,083-$7,503
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-52,197
+ Fortress recovery (un-capped): +$53,434
− CC assignment net of premium (3 × $80): -$20,733
− Conservative CC assignment net of premium (3 × $105): -$13,230
Total Position P&L @ SS: $-32,726 (+$19,471 vs today)
Do-nothing baseline at SS: $-25,223 (this trade vs do-nothing: $-7,503, the opportunity cost of earning $225/mo FIGHT income now)
BB-reversion stress (→ $90.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,006, position total $-40,219 (+$11,978 vs today)
🛡 safe yield6 × $7918 Sep9d17.8%91%hist 96%19%hist 13%+1pp$240$800-$1,360$41,856
Sell 6 × $79 17.8% OTM over spot $67.08 18 Sep 2026 (9d, $0.47 mid)
= $240 credit for the 9d cycle → $800/mo projected
Survival (stays ≤ $79)
91%
Breach risk
9%
POP (stays ≤ $79.47)
91%
EV / mo
+$311
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
18% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$323/mo
median; plan ~$220/mo after 68% keep · $2,599 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.6 mo [3.5-6.4], measured ONLY among the 18% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$1,290
Free roll-up
+$2/wk
Safest escape (by 2 Oct 2026)
$85 @ 78% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.61/sh now → $2.55 mid-life (likely $2.09–$3.54)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$2.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 302 simulated challenges: the $79 strike is typically first touched on day 6 of 9, at $81 (overshoots $1.81). 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)~$7925 Sep 202612d left+$0.89/sh+$531
cycle +$771
[+$480…+$842] · 99% credit
66%
surv 52%
-$43,666 NOT
cap gain +$8,531
Max even-money escape in the band~$832 Oct 202618d left+$0.32/sh+$192
cycle +$432
[-$1…+$484] · 75% credit
74%
surv 66%
-$41,453 NOT
cap gain +$10,744
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)~$8125 Sep 202612d left+$0.11/sh+$68
cycle +$308
[-$81…+$313] · 64% credit
70%
surv 60%
-$42,879 NOT
cap gain +$9,318
Safety roll (pay small debit, max POP)~$852 Oct 202618d left-$0.18/sh-$109
cycle +$131
[-$357…+$160] · 35% credit
78%
surv 71%
-$40,452 NOT
cap gain +$11,745
budget: banked $240 debit $109 (45% used ≈ 0.6 wk of income) → whole cycle still +$131 cash · rolled 6 ct earn ≈ $2,369/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$800/mo
vs 50% target ($2,121/mo)-62%
vs normal income ($4,241/mo)19% covered
Net income (after hedge)$601/mo
Downside budget
⚠ $79 is $70 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,856
… as % of IC ($15,930)262.8%
… as % of ML ($69,930)59.9%
Recovery months (at normal income)9.9 mo
Surgical close (6 ct)$-52,236
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.40 collected) or spot ≥ $79.47 (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 $82.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-79.47
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $79.47
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (1.6σ)$240$-44,197+$8,000+$204
+2.5%$80.97 (1.8σ)$-945$-44,096+$8,101-$981
+5%$82.95 (2.1σ)$-2,130$-43,996+$8,201-$2,166
SS (= V-bounce)$141.55 (9.7σ)$-37,290$-41,007+$11,190-$15,396
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-52,197
+ Fortress recovery (un-capped): +$53,434
− CC assignment net of premium (6 × $79): -$41,856
Total Position P&L @ SS: $-40,619 (+$11,578 vs today)
Do-nothing baseline at SS: $-25,223 (this trade vs do-nothing: $-15,396, the opportunity cost of earning $800/mo FIGHT income now)
BB-reversion stress (→ $90.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,402, position total $-43,633 (+$8,564 vs today)
33% normal5 × $7411 Sep2d10.3%93%hist 96%14%hist 13%+4pp$95$1,425-$735$37,485
Sell 5 × $74 10.3% OTM over spot $67.08 11 Sep 2026 (2d, $0.23 mid)
= $95 credit for the 2d cycle → $1,425/mo projected
Survival (stays ≤ $74)
93%
Breach risk
7%
POP (stays ≤ $74.23)
94%
EV / mo
+$854
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
23% whole by 9mo vs 19% doing nothing
FIRE DRILLS
~3.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$878/mo
median; plan ~$597/mo after 68% keep · $6,719 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo [3.1-6.5], measured ONLY among the 23% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
6%
Flat exit net (mid-life)
-$557
Free roll-up
+$4/wk
Safest escape (by 2 Oct 2026)
$87 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.84/sh now → $1.30 mid-life (likely $1.43–$2.63)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$1.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 174 simulated challenges: the $74 strike is typically first touched on day 2 of 2, at $76 (overshoots $1.87). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7418 Sep 20268d left+$1.56/sh+$779
cycle +$874
[+$681…+$823] · 99% credit
66%
surv 52%
-$46,812 NOT
cap gain +$5,385
Reliable up-and-out (highest cap still free ≥60%)~$822 Oct 202622d left+$0.85/sh+$425
cycle +$520
[+$66…+$413] · 78% credit
80%
surv 75%
-$42,010 NOT
cap gain +$10,187
Up-and-out for even (raise the cap, free)~$7818 Sep 20268d left+$0.19/sh+$97
cycle +$192
[-$242…+$74] · 42% credit
77%
surv 71%
-$44,942 NOT
cap gain +$7,255
Max even-money escape in the band~$862 Oct 202622d left+$0.05/sh+$26
cycle +$121
[-$435…-$5] · 24% credit
86%
surv 83%
-$39,805 NOT
cap gain +$12,392
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$872 Oct 202622d left-$0.07/sh-$35
cycle +$60
[-$512…-$71] · 11% credit
87%
surv 85%
-$39,215 NOT
cap gain +$12,982
budget: banked $95 debit $35 (37% used ≈ 0.1 wk of income) → whole cycle still +$60 cash · rolled 5 ct earn ≈ $841/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,425/mo
vs 50% target ($2,121/mo)-33%
vs normal income ($4,241/mo)34% covered
Net income (after hedge)$1,237/mo
Downside budget
⚠ $74 is $75 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,485
… as % of IC ($15,930)235.3%
… as % of ML ($69,930)53.6%
Recovery months (at normal income)8.8 mo
Surgical close (5 ct)$-43,518
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 $0.19 collected) or spot ≥ $74.23 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $74)); NOT the premium you collected. Momentum override: two daily closes above $82.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $73.26Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$73-74.23
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $74.23
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$74.00 (1.9σ)$95$-47,591+$4,606+$65
+2.5%$75.85 (2.4σ)$-830$-47,312+$4,885-$860
+5%$77.70 (2.9σ)$-1,755$-47,032+$5,165-$1,785
SS (= V-bounce)$141.55 (20.7σ)$-33,680$-41,046+$11,151-$15,435
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-52,197
+ Fortress recovery (un-capped): +$53,434
− CC assignment net of premium (5 × $74): -$37,485
− Conservative CC assignment net of premium (1 × $105): -$4,410
Total Position P&L @ SS: $-40,658 (+$11,539 vs today)
Do-nothing baseline at SS: $-25,223 (this trade vs do-nothing: $-15,435, the opportunity cost of earning $1,425/mo FIGHT income now)
BB-reversion stress (→ $90.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,940, position total $-45,165 (+$7,032 vs today)
🎯 50% normal6 × $7311 Sep2d8.8%90%hist 96%20%hist 13%+6pp$144$2,160$45,552
Sell 6 × $73 8.8% OTM over spot $67.08 11 Sep 2026 (2d, $0.29 mid)
= $144 credit for the 2d cycle → $2,160/mo projected
Survival (stays ≤ $73)
90%
Breach risk
10%
POP (stays ≤ $73.30)
91%
EV / mo
+$1,080
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
26% whole by 9mo vs 20% doing nothing
FIRE DRILLS
~4.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,238/mo
median; plan ~$842/mo after 68% keep · $9,399 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.2 mo [3.2-6.5], 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)
9%
Flat exit net (mid-life)
-$628
Free roll-up
+$4/wk
Safest escape (by 2 Oct 2026)
$87 @ 88% POP
87% 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: $1.82/sh now → $1.29 mid-life (likely $1.35–$2.89)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$1.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 265 simulated challenges: the $73 strike is typically first touched on day 2 of 2, at $75 (overshoots $1.82). 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)~$7318 Sep 20268d left+$1.56/sh+$936
cycle +$1,080
[+$774…+$1,007] · 100% credit
66%
surv 52%
-$47,263 NOT
cap gain +$4,934
Reliable up-and-out (highest cap still free ≥60%)~$812 Oct 202622d left+$0.85/sh+$510
cycle +$654
[-$28…+$509] · 74% credit
80%
surv 76%
-$42,534 NOT
cap gain +$9,663
Up-and-out for even (raise the cap, free)~$7718 Sep 20268d left+$0.20/sh+$119
cycle +$263
[-$377…+$110] · 46% credit
77%
surv 71%
-$45,528 NOT
cap gain +$6,669
Max even-money escape in the band~$852 Oct 202622d left+$0.06/sh+$34
cycle +$178
[-$645…+$20] · 28% credit
86%
surv 84%
-$40,405 NOT
cap gain +$11,792
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$872 Oct 202622d left-$0.19/sh-$113
cycle +$31
[-$838…-$132] · 10% credit
88%
surv 87%
-$39,250 NOT
cap gain +$12,947
budget: banked $144 debit $113 (78% used ≈ 0.2 wk of income) → whole cycle still +$31 cash · rolled 6 ct earn ≈ $898/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$2,160/mo
vs 50% target ($2,121/mo)+2%
vs normal income ($4,241/mo)51% covered
Net income (after hedge)$1,961/mo
Downside budget
⚠ $73 is $76 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,552
… as % of IC ($15,930)286.0%
… as % of ML ($69,930)65.1%
Recovery months (at normal income)10.7 mo
Surgical close (6 ct)$-52,230
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 $0.24 collected) or spot ≥ $73.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $73)); NOT the premium you collected. Momentum override: two daily closes above $82.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $72.27Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$72-73.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $73.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$73.00 (1.6σ)$144$-48,199+$3,998+$108
+2.5%$74.82 (2.1σ)$-951$-48,106+$4,091-$987
+5%$76.65 (2.7σ)$-2,046$-48,013+$4,184-$2,082
SS (= V-bounce)$141.55 (20.7σ)$-40,986$-44,703+$7,494-$19,092
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-52,197
+ Fortress recovery (un-capped): +$53,434
− CC assignment net of premium (6 × $73): -$45,552
Total Position P&L @ SS: $-44,315 (+$7,882 vs today)
Do-nothing baseline at SS: $-25,223 (this trade vs do-nothing: $-19,092, the opportunity cost of earning $2,160/mo FIGHT income now)
BB-reversion stress (→ $90.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,098, position total $-47,329 (+$4,868 vs today)
100% normal6 × $7111 Sep2d5.8%82%hist 86%37%hist 31%+12pp$294$4,410+$2,250$46,602
Sell 6 × $71 5.8% OTM over spot $67.08 11 Sep 2026 (2d, $0.53 mid)
= $294 credit for the 2d cycle → $4,410/mo projected
Survival (stays ≤ $71)
82%
Breach risk
18%
POP (stays ≤ $71.53)
85%
EV / mo
+$1,675
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
34% whole by 9mo vs 22% doing nothing
FIRE DRILLS
~8.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,321/mo
median; plan ~$1,578/mo after 68% keep · $16,246 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.3 mo [2.9-6.0], 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)
21%
Flat exit net (mid-life)
-$456
Free roll-up
+$4/wk
Safest escape (by 2 Oct 2026)
$87 @ 91% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.77/sh now → $1.25 mid-life (likely $1.38–$2.56)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$0.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 633 simulated challenges: the $71 strike is typically first touched on day 2 of 2, at $73 (overshoots $1.56). 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)~$7118 Sep 20268d left+$1.57/sh+$939
cycle +$1,233
[+$818…+$966] · 100% credit
66%
surv 52%
-$48,412 NOT
cap gain +$3,785
Reliable up-and-out (highest cap still free ≥60%)~$792 Oct 202622d left+$0.85/sh+$507
cycle +$801
[+$74…+$480] · 81% credit
80%
surv 76%
-$43,688 NOT
cap gain +$8,509
Up-and-out for even (raise the cap, free)~$7518 Sep 20268d left+$0.21/sh+$124
cycle +$418
[-$273…+$92] · 46% credit
77%
surv 71%
-$46,675 NOT
cap gain +$5,522
Max even-money escape in the band~$832 Oct 202622d left+$0.06/sh+$37
cycle +$331
[-$507…-$9] · 23% credit
86%
surv 84%
-$41,554 NOT
cap gain +$10,643
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$872 Oct 202622d left-$0.35/sh-$211
cycle +$83
[-$821…-$266]
91%
surv 90%
-$39,198 NOT
cap gain +$12,999
budget: banked $294 debit $211 (72% used ≈ 0.2 wk of income) → whole cycle still +$83 cash · rolled 6 ct earn ≈ $736/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$4,410/mo
vs 50% target ($2,121/mo)+108%
vs normal income ($4,241/mo)104% covered
Net income (after hedge)$4,211/mo
Downside budget
⚠ $71 is $78 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,602
… as % of IC ($15,930)292.5%
… as % of ML ($69,930)66.6%
Recovery months (at normal income)11.0 mo
Surgical close (6 ct)$-52,221
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.49 collected) or spot ≥ $71.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $71)); NOT the premium you collected. Momentum override: two daily closes above $82.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $70.29Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$70-71.53
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $71.53
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$71.00 (1.1σ)$294$-49,351+$2,846+$258
+2.5%$72.77 (1.6σ)$-771$-49,261+$2,936-$807
+5%$74.55 (2.1σ)$-1,836$-49,170+$3,027-$1,872
SS (= V-bounce)$141.55 (20.7σ)$-42,036$-45,753+$6,444-$20,142
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-52,197
+ Fortress recovery (un-capped): +$53,434
− CC assignment net of premium (6 × $71): -$46,602
Total Position P&L @ SS: $-45,365 (+$6,832 vs today)
Do-nothing baseline at SS: $-25,223 (this trade vs do-nothing: $-20,142, the opportunity cost of earning $4,410/mo FIGHT income now)
BB-reversion stress (→ $90.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,148, position total $-48,379 (+$3,818 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 · 18 Sep 2026 · 9d · E[net] $557/mo

🎯 Engine pick: sell 6 × $73 (50% normal), 78% survival, breach 22%, $2,220/mo.
⚖️ Worth a safer step: the $75 rung (33% normal) lifts survival to 83% (breach 22% → 17%) for $620/mo less (28% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $75 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $67.08 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $9018 Sep9d34.2%98%hist 96%5%hist 3%+1pp$60$200-$2,020$35,436
Sell 6 × $90 34.2% OTM over spot $67.08 18 Sep 2026 (9d, $0.12 mid)
= $60 credit for the 9d cycle → $200/mo projected
Survival (stays ≤ $90)
98%
Breach risk
2%
POP (stays ≤ $90.12)
98%
EV / mo
+$113
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
19% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-51/mo
median; plan ~$-35/mo after 68% keep · $-448 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.4 mo [2.5-6.4], measured ONLY among the 19% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$1,683
Free roll-up
+$1/wk
Safest escape (by 2 Oct 2026)
$94 @ 74% POP
65% 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: $4.11/sh now → $2.91 mid-life → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$2.81/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)~$9025 Sep 202612d left+$0.61/sh+$367
cycle +$427
66%
surv 52%
-$36,849 NOT
cap gain +$15,348
Up-and-out for even (raise the cap, free)~$9125 Sep 202612d left+$0.24/sh+$143
cycle +$203
68%
surv 56%
-$36,474 NOT
cap gain +$15,723
Max even-money escape in the band~$942 Oct 202618d left+$0.06/sh+$35
cycle +$95
74%
surv 65%
-$34,629 NOT
cap gain +$17,568
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$200/mo
vs 50% target ($2,121/mo)-91%
vs normal income ($4,241/mo)5% covered
Net income (after hedge)$1/mo
Downside budget
⚠ $90 is $59 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,436
… as % of IC ($15,930)222.5%
… as % of ML ($69,930)50.7%
Recovery months (at normal income)8.4 mo
Surgical close (6 ct)$-52,212
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $90.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $90)); NOT the premium you collected. Momentum override: two daily closes above $82.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $89.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$89-90.12
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
≥ $90.12
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (3.0σ)$60$-37,216+$14,981+$24
+2.5%$92.25 (3.3σ)$-1,290$-37,101+$15,096-$1,326
+5%$94.50 (3.6σ)$-2,640$-36,987+$15,210-$2,676
SS (= V-bounce)$141.55 (9.7σ)$-30,870$-34,587+$17,610-$8,976
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-52,197
+ Fortress recovery (un-capped): +$53,434
− CC assignment net of premium (6 × $90): -$35,436
Total Position P&L @ SS: $-34,199 (+$17,998 vs today)
Do-nothing baseline at SS: $-25,223 (this trade vs do-nothing: $-8,976, the opportunity cost of earning $200/mo FIGHT income now)
BB-reversion stress (→ $90.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-37,231 (+$14,966 vs today)
🛡 safe yield6 × $7918 Sep9d17.8%91%hist 96%19%hist 13%+1pp$240$800-$1,420$41,856
Sell 6 × $79 17.8% OTM over spot $67.08 18 Sep 2026 (9d, $0.47 mid)
= $240 credit for the 9d cycle → $800/mo projected
Survival (stays ≤ $79)
91%
Breach risk
9%
POP (stays ≤ $79.47)
91%
EV / mo
+$311
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
18% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$323/mo
median; plan ~$220/mo after 68% keep · $2,599 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.6 mo [3.5-6.4], measured ONLY among the 18% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$1,290
Free roll-up
+$2/wk
Safest escape (by 2 Oct 2026)
$85 @ 78% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.61/sh now → $2.55 mid-life (likely $2.09–$3.54)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$2.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 302 simulated challenges: the $79 strike is typically first touched on day 6 of 9, at $81 (overshoots $1.81). 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)~$7925 Sep 202612d left+$0.89/sh+$531
cycle +$771
[+$480…+$842] · 99% credit
66%
surv 52%
-$43,666 NOT
cap gain +$8,531
Max even-money escape in the band~$832 Oct 202618d left+$0.32/sh+$192
cycle +$432
[-$1…+$484] · 75% credit
74%
surv 66%
-$41,453 NOT
cap gain +$10,744
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)~$8125 Sep 202612d left+$0.11/sh+$68
cycle +$308
[-$81…+$313] · 64% credit
70%
surv 60%
-$42,879 NOT
cap gain +$9,318
Safety roll (pay small debit, max POP)~$852 Oct 202618d left-$0.18/sh-$109
cycle +$131
[-$357…+$160] · 35% credit
78%
surv 71%
-$40,452 NOT
cap gain +$11,745
budget: banked $240 debit $109 (45% used ≈ 0.6 wk of income) → whole cycle still +$131 cash · rolled 6 ct earn ≈ $2,369/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$800/mo
vs 50% target ($2,121/mo)-62%
vs normal income ($4,241/mo)19% covered
Net income (after hedge)$601/mo
Downside budget
⚠ $79 is $70 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,856
… as % of IC ($15,930)262.8%
… as % of ML ($69,930)59.9%
Recovery months (at normal income)9.9 mo
Surgical close (6 ct)$-52,236
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.40 collected) or spot ≥ $79.47 (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 $82.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-79.47
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $79.47
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (1.6σ)$240$-44,197+$8,000+$204
+2.5%$80.97 (1.8σ)$-945$-44,096+$8,101-$981
+5%$82.95 (2.1σ)$-2,130$-43,996+$8,201-$2,166
SS (= V-bounce)$141.55 (9.7σ)$-37,290$-41,007+$11,190-$15,396
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-52,197
+ Fortress recovery (un-capped): +$53,434
− CC assignment net of premium (6 × $79): -$41,856
Total Position P&L @ SS: $-40,619 (+$11,578 vs today)
Do-nothing baseline at SS: $-25,223 (this trade vs do-nothing: $-15,396, the opportunity cost of earning $800/mo FIGHT income now)
BB-reversion stress (→ $90.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,402, position total $-43,633 (+$8,564 vs today)
33% normal ← lean6 × $7518 Sep9d11.8%83%hist 86%35%hist 31%+3pp$480$1,600-$620$44,016
Sell 6 × $75 11.8% OTM over spot $67.08 18 Sep 2026 (9d, $0.85 mid)
= $480 credit for the 9d cycle → $1,600/mo projected
Survival (stays ≤ $75)
83%
Breach risk
17%
POP (stays ≤ $75.85)
85%
EV / mo
+$506
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
17% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$657/mo
median; plan ~$447/mo after 68% keep · $5,510 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.6 mo [3.2-6.7], measured ONLY among the 17% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
23%
Flat exit net (mid-life)
-$973
Free roll-up
+$2/wk
Safest escape (by 2 Oct 2026)
$83 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.42/sh now → $2.42 mid-life (likely $2.29–$3.66)≈ $0 at expiry  |  you banked $0.80/sh, so a flat mid-life exit nets -$1.62/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 678 simulated challenges: the $75 strike is typically first touched on day 6 of 9, at $77 (overshoots $1.67). 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)~$7525 Sep 202612d left+$0.96/sh+$577
cycle +$1,057
[+$444…+$778] · 100% credit
66%
surv 52%
-$45,985 NOT
cap gain +$6,212
Max even-money escape in the band~$792 Oct 202618d left+$0.39/sh+$232
cycle +$712
[-$49…+$374] · 70% credit
74%
surv 66%
-$43,777 NOT
cap gain +$8,420
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)~$7725 Sep 202612d left+$0.19/sh+$114
cycle +$594
[-$93…+$229] · 59% credit
71%
surv 61%
-$45,197 NOT
cap gain +$7,000
Safety roll (pay small debit, max POP)~$832 Oct 202618d left-$0.60/sh-$361
cycle +$119
[-$760…-$266] · 11% credit
81%
surv 77%
-$41,766 NOT
cap gain +$10,431
budget: banked $480 debit $361 (75% used ≈ 1.0 wk of income) → whole cycle still +$119 cash · rolled 6 ct earn ≈ $1,820/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$1,600/mo
vs 50% target ($2,121/mo)-25%
vs normal income ($4,241/mo)38% covered
Net income (after hedge)$1,401/mo
Downside budget
⚠ $75 is $74 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,016
… as % of IC ($15,930)276.3%
… as % of ML ($69,930)62.9%
Recovery months (at normal income)10.4 mo
Surgical close (6 ct)$-52,227
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 $0.80 collected) or spot ≥ $75.85 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $75)); NOT the premium you collected. Momentum override: two daily closes above $82.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $74.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$74-75.85
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $75.85
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (1.0σ)$480$-46,561+$5,636+$444
+2.5%$76.88 (1.3σ)$-645$-46,465+$5,732-$681
+5%$78.75 (1.5σ)$-1,770$-46,370+$5,827-$1,806
SS (= V-bounce)$141.55 (9.7σ)$-39,450$-43,167+$9,030-$17,556
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-52,197
+ Fortress recovery (un-capped): +$53,434
− CC assignment net of premium (6 × $75): -$44,016
Total Position P&L @ SS: $-42,779 (+$9,418 vs today)
Do-nothing baseline at SS: $-25,223 (this trade vs do-nothing: $-17,556, the opportunity cost of earning $1,600/mo FIGHT income now)
BB-reversion stress (→ $90.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,562, position total $-45,793 (+$6,404 vs today)
🎯 50% normal6 × $7318 Sep9d8.8%78%hist 83%46%hist 39%+4pp$666$2,220$45,030
Sell 6 × $73 8.8% OTM over spot $67.08 18 Sep 2026 (9d, $1.18 mid)
= $666 credit for the 9d cycle → $2,220/mo projected
Survival (stays ≤ $73)
78%
Breach risk
22%
POP (stays ≤ $74.18)
81%
EV / mo
+$568
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
18% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$840/mo
median; plan ~$571/mo after 68% keep · $7,084 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.2 mo [3.6-6.4], measured ONLY among the 18% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
34%
Flat exit net (mid-life)
-$748
Free roll-up
+$2/wk
Safest escape (by 2 Oct 2026)
$83 @ 85% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.33/sh now → $2.36 mid-life (likely $2.45–$3.66)≈ $0 at expiry  |  you banked $1.11/sh, so a flat mid-life exit nets -$1.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,009 simulated challenges: the $73 strike is typically first touched on day 5 of 9, at $75 (overshoots $1.53). 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)~$7325 Sep 202612d left+$0.99/sh+$596
cycle +$1,262
[+$437…+$706] · 100% credit
66%
surv 52%
-$47,081 NOT
cap gain +$5,116
Max even-money escape in the band~$772 Oct 202618d left+$0.41/sh+$249
cycle +$915
[-$64…+$288] · 66% credit
74%
surv 66%
-$44,876 NOT
cap gain +$7,321
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)~$7525 Sep 202612d left+$0.22/sh+$134
cycle +$800
[-$98…+$172] · 54% credit
71%
surv 61%
-$46,293 NOT
cap gain +$5,904
Safety roll (pay small debit, max POP)~$832 Oct 202618d left-$0.95/sh-$569
cycle +$97
[-$1,046…-$596] · 2% credit
85%
surv 82%
-$41,788 NOT
cap gain +$10,409
budget: banked $666 debit $569 (85% used ≈ 1.1 wk of income) → whole cycle still +$97 cash · rolled 6 ct earn ≈ $1,408/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$2,220/mo
vs 50% target ($2,121/mo)+5%
vs normal income ($4,241/mo)52% covered
Net income (after hedge)$2,021/mo
Downside budget
⚠ $73 is $76 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,030
… as % of IC ($15,930)282.7%
… as % of ML ($69,930)64.4%
Recovery months (at normal income)10.6 mo
Surgical close (6 ct)$-52,239
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.11 collected) or spot ≥ $74.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $73)); NOT the premium you collected. Momentum override: two daily closes above $82.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $72.27Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$72-74.18
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $74.18
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$73.00 (≤1σ, normal week)$666$-47,677+$4,520+$630
+2.5%$74.82 (1.0σ)$-429$-47,584+$4,613-$465
+5%$76.65 (1.3σ)$-1,524$-47,491+$4,706-$1,560
SS (= V-bounce)$141.55 (9.7σ)$-40,464$-44,181+$8,016-$18,570
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-52,197
+ Fortress recovery (un-capped): +$53,434
− CC assignment net of premium (6 × $73): -$45,030
Total Position P&L @ SS: $-43,793 (+$8,404 vs today)
Do-nothing baseline at SS: $-25,223 (this trade vs do-nothing: $-18,570, the opportunity cost of earning $2,220/mo FIGHT income now)
BB-reversion stress (→ $90.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,576, position total $-46,807 (+$5,390 vs today)
100% normal6 × $6918 Sep9d2.9%62%hist 65%80%hist 64%+6pp$1,320$4,400+$2,180$46,776
Sell 6 × $69 2.9% OTM over spot $67.08 18 Sep 2026 (9d, $2.26 mid)
= $1,320 credit for the 9d cycle → $4,400/mo projected
Survival (stays ≤ $69)
62%
Breach risk
38%
POP (stays ≤ $71.26)
72%
EV / mo
+$745
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
18% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~8.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,213/mo
median; plan ~$825/mo after 68% keep · $10,382 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.4 mo [3.6-7.2], measured ONLY among the 18% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
63%
Flat exit net (mid-life)
-$16
Free roll-up
+$2/wk
Safest escape (by 2 Oct 2026)
$83 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.15/sh now → $2.23 mid-life (likely $2.93–$3.94)≈ $0 at expiry  |  you banked $2.20/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,888 simulated challenges: the $69 strike is typically first touched on day 3 of 9, at $71 (overshoots $1.57). 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)~$6925 Sep 202612d left+$1.05/sh+$630
cycle +$1,950
[+$414…+$546] · 100% credit
67%
surv 53%
-$48,997 NOT
cap gain +$3,200
Reliable up-and-out (highest cap still free ≥60%)~$722 Oct 202618d left+$0.93/sh+$559
cycle +$1,879
[+$215…+$414] · 94% credit
73%
surv 63%
-$47,167 NOT
cap gain +$5,030
Max even-money escape in the band~$732 Oct 202618d left+$0.46/sh+$275
cycle +$1,595
[-$142…+$98] · 47% credit
74%
surv 67%
-$46,800 NOT
cap gain +$5,397
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)~$7125 Sep 202612d left+$0.28/sh+$169
cycle +$1,489
[-$134…+$38] · 34% credit
71%
surv 61%
-$48,208 NOT
cap gain +$3,989
Safety roll (pay small debit, max POP)~$832 Oct 202618d left-$1.44/sh-$861
cycle +$459
[-$1,589…-$1,160]
90%
surv 89%
-$41,427 NOT
cap gain +$10,770
budget: banked $1,320 debit $861 (65% used ≈ 0.9 wk of income) → whole cycle still +$459 cash · rolled 6 ct earn ≈ $792/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$4,400/mo
vs 50% target ($2,121/mo)+107%
vs normal income ($4,241/mo)104% covered
Net income (after hedge)$4,201/mo
Downside budget
⚠ $69 is $80 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,776
… as % of IC ($15,930)293.6%
… as % of ML ($69,930)66.9%
Recovery months (at normal income)11.0 mo
Surgical close (6 ct)$-52,233
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.55/sh (~25% of the $2.20 collected) or spot ≥ $71.26 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $69)); NOT the premium you collected. Momentum override: two daily closes above $82.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $68.31Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$68-71.26
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $71.26
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$69.00 (≤1σ, normal week)$1,320$-49,627+$2,570+$1,284
+2.5%$70.72 (≤1σ, normal week)$285$-49,539+$2,658+$249
+5%$72.45 (≤1σ, normal week)$-750$-49,451+$2,746-$786
SS (= V-bounce)$141.55 (9.7σ)$-42,210$-45,927+$6,270-$20,316
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-52,197
+ Fortress recovery (un-capped): +$53,434
− CC assignment net of premium (6 × $69): -$46,776
Total Position P&L @ SS: $-45,539 (+$6,658 vs today)
Do-nothing baseline at SS: $-25,223 (this trade vs do-nothing: $-20,316, the opportunity cost of earning $4,400/mo FIGHT income now)
BB-reversion stress (→ $90.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,322, position total $-48,553 (+$3,644 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 (30 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 30 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: 1.085 (IBKR)  |  Recovery@SS: +$53,434 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-25,223

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$732d11 Sep 2026$0.246/6$2,160$1,96190%91%+$1,080-$45,552286.0%$-44,315 (vs do-nothing $-19,092)
$722d11 Sep 2026$0.355/6$2,625$2,43787%88%+$1,220-$38,405241.1%$-41,578 (vs do-nothing $-16,355)
$712d11 Sep 2026$0.493/6$2,205$2,03982%85%+$838-$23,301146.3%$-35,294 (vs do-nothing $-10,071)
$739d18 Sep 2026$1.116/6$2,220$2,02178%81%+$568-$45,030282.7%$-43,793 (vs do-nothing $-18,570)
$702d11 Sep 2026$0.663/6$2,970$2,80475%80%+$835-$23,550147.8%$-35,543 (vs do-nothing $-10,320)
$729d18 Sep 2026$1.315/6$2,183$1,99574%79%+$495-$37,925238.1%$-41,098 (vs do-nothing $-15,875)
$7316d25 Sep 2026$1.896/6$2,126$1,92773%79%+$489-$44,562279.7%$-43,325 (vs do-nothing $-18,102)
$719d18 Sep 2026$1.555/6$2,583$2,39571%77%+$519-$38,305240.5%$-41,478 (vs do-nothing $-16,255)
$7216d25 Sep 2026$2.156/6$2,419$2,21970%77%+$516-$45,006282.5%$-43,769 (vs do-nothing $-18,546)
$692d11 Sep 2026$0.922/6$2,760$2,60668%75%+$600-$15,84899.5%$-32,251 (vs do-nothing $-7,028)
$7116d25 Sep 2026$2.445/6$2,288$2,09967%75%+$448-$37,860237.7%$-41,033 (vs do-nothing $-15,810)
$709d18 Sep 2026$1.844/6$2,453$2,27666%74%+$442-$30,928194.2%$-38,511 (vs do-nothing $-13,288)
$7123d2 Oct 2026$3.106/6$2,426$2,22766%74%+$412-$45,036282.7%$-43,799 (vs do-nothing $-18,576)
Show 17 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7016d25 Sep 2026$2.755/6$2,578$2,39064%73%+$450-$38,205239.8%$-41,378 (vs do-nothing $-16,155)
$7023d2 Oct 2026$3.605/6$2,348$2,16063%73%+$452-$37,780237.2%$-40,953 (vs do-nothing $-15,730)
$699d18 Sep 2026$2.203/6$2,200$2,03462%72%+$372-$23,388146.8%$-35,381 (vs do-nothing $-10,158)
$6916d25 Sep 2026$3.054/6$2,288$2,11160%71%+$323-$30,844193.6%$-38,427 (vs do-nothing $-13,204)
$682d11 Sep 2026$1.232/6$3,690$3,53660%71%+$597-$15,986100.4%$-32,389 (vs do-nothing $-7,166)
$6923d2 Oct 2026$3.805/6$2,478$2,29060%71%+$341-$38,180239.7%$-41,353 (vs do-nothing $-16,130)
$689d18 Sep 2026$2.523/6$2,520$2,35457%69%+$318-$23,592148.1%$-35,585 (vs do-nothing $-10,362)
$6816d25 Sep 2026$3.454/6$2,588$2,41157%69%+$327-$31,084195.1%$-38,667 (vs do-nothing $-13,444)
$6823d2 Oct 2026$4.354/6$2,270$2,09357%70%+$348-$30,724192.9%$-38,307 (vs do-nothing $-13,084)
$6723d2 Oct 2026$4.654/6$2,426$2,24953%68%+$272-$31,004194.6%$-38,587 (vs do-nothing $-13,364)
$6716d25 Sep 2026$3.853/6$2,166$2,00053%68%+$223-$23,493147.5%$-35,486 (vs do-nothing $-10,263)
$679d18 Sep 2026$2.953/6$2,950$2,78452%67%+$313-$23,763149.2%$-35,756 (vs do-nothing $-10,533)
$672d11 Sep 2026$1.611/6$2,415$2,27250%66%+$212-$8,05550.6%$-28,868 (vs do-nothing $-3,645)
$6623d2 Oct 2026$5.104/6$2,661$2,48450%67%+$253-$31,224196.0%$-38,807 (vs do-nothing $-13,584)
$6616d25 Sep 2026$4.353/6$2,447$2,28149%66%+$229-$23,643148.4%$-35,636 (vs do-nothing $-10,413)
$669d18 Sep 2026$3.402/6$2,267$2,11247%64%+$177-$15,952100.1%$-32,355 (vs do-nothing $-7,132)
$662d11 Sep 2026$2.061/6$3,090$2,94741%61%+$79-$8,11050.9%$-28,923 (vs do-nothing $-3,700)

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  |  2026-09-09 21:47