FORTRESS FIGHT: RKLB @ $64.43

BE SS: $141.55  |  CC-SS: $149.30  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-10 21:51

RKLB @ $64.43   UNDERWATER $77.12 (54.5% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $149.30 (banked floor $145.81)  |  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 2026-12-18 (entry $2.187/sh)

Economics

Max Loss$69,930(ND $26.55 + SW $90) x 600
Normal income ref$3,804/mo95% ann ROI on ML
Hedge rolling cost$418/mo
Unrealized P&L$-52,893fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,902/mo
HEDGE COVER
$418/mo
NORMAL INCOME
$3,804/mo (ATM CC, chain)
IC VELOCITY
4.2 mo to earn back $15,930
ML VELOCITY
18.4 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $149.30 in the fetched chain; the deepest available is $100C (15d, $36/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)
$50,681
was $52,893 · 4% earned back
Cycles closed
10
Credit in flight
$390
CC-SS · banked floor (info)
$149.30 → $145.81
? 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 24 (live) · RSI 43 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 42 · %B 33 · hist rising (nightly)
LEVELS20W MA (bounce target) $89.96 (+40%) · daily UBB $80.80 · 1-wk expected move ±$6 (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 $70 / 8d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($1,902/mo); it brings $2,002/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 × $66/8d for $4,185/mo, but breach risk rises to 39% (+18pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 6 × $78/8d (94% survival, $495/mo).
Downside anchor: the primary mortgages $47,048 (295% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 12.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-52,923 and cuts bleed by $418/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 · 18 Sep 2026 (8d) · sell 6 × $70, 79% survival, $2,002/mo (E[net] $664/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆18 Sep 2026 · 8d6 × $7079%$2,002$664
E[net] arithmetic on the grand pick: keep $534 with probability 68%; on the 32% touch you roll, paying $1,203 to close and taking $605 back from the best priced door (net cash $598) 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 · 18 Sep 2026 · 8d · E[net] $664/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $70 (50% normal), 79% survival, breach 21%, $2,002/mo.
⚖️ Worth a safer step: the $72 rung (33% normal) lifts survival to 85% (breach 21% → 15%) for $630/mo less (31% 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 $72 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $64.43 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $7818 Sep8d21.1%94%hist 96%12%hist 13%+1pp$132$495-$1,508$42,650
Sell 6 × $78 21.1% OTM over spot $64.43 18 Sep 2026 (8d, $0.26 mid)
= $132 credit for the 8d cycle → $495/mo projected
Survival (stays ≤ $78)
94%
Breach risk
6%
POP (stays ≤ $78.26)
95%
EV / mo
+$241
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
16% whole by 9mo vs 15% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-52/mo
median; plan ~$-35/mo after 68% keep · $-451 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.6 mo [3.8-6.7], measured ONLY among the 16% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
5%
Flat exit net (mid-life)
-$1,209
Free roll-up
+$2/wk
Safest escape (by 2 Oct 2026)
$84 @ 77% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.16/sh now → $2.23 mid-life (likely $1.67–$3.44)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$2.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 161 simulated challenges: the $78 strike is typically first touched on day 6 of 8, at $80 (overshoots $1.96). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7825 Sep 202611d left+$0.88/sh+$526
cycle +$658
[+$517…+$887] · 100% credit
66%
surv 52%
-$44,158 NOT
cap gain +$8,735
Up-and-out for even (raise the cap, free)~$8025 Sep 202611d left+$0.23/sh+$140
cycle +$272
[+$7…+$442] · 78% credit
70%
surv 59%
-$43,610 NOT
cap gain +$9,283
Max even-money escape in the band~$832 Oct 202618d left+$0.17/sh+$105
cycle +$237
[-$153…+$425] · 64% credit
75%
surv 68%
-$41,859 NOT
cap gain +$11,034
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$842 Oct 202618d left-$0.09/sh-$56
cycle +$76
[-$364…+$243] · 47% credit
77%
surv 71%
-$41,425 NOT
cap gain +$11,468
budget: banked $132 debit $56 (42% used ≈ 0.5 wk of income) → whole cycle still +$76 cash · rolled 6 ct earn ≈ $2,142/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$495/mo
vs 50% target ($1,902/mo)-74%
vs normal income ($3,804/mo)13% covered
Net income (after hedge)$77/mo
Downside budget
⚠ $78 is $71 below CC-SS $149.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,650
… as % of IC ($15,930)267.7%
… as % of ML ($69,930)61.0%
Recovery months (at normal income)11.2 mo
Surgical close (6 ct)$-52,917
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 $0.22 collected) or spot ≥ $78.26 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $78)); NOT the premium you collected. Momentum override: two daily closes above $80.80 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $77.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$77-78.26
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
≥ $78.26
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 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (2.0σ)$132$-44,684+$8,209+$114
+2.5%$79.95 (2.3σ)$-1,038$-44,693+$8,200-$1,056
+5%$81.90 (2.5σ)$-2,208$-44,703+$8,190-$2,226
SS (= V-bounce)$141.55 (11.3σ)$-37,998$-44,989+$7,904-$13,086
V-BOUNCE STRESS (stock → CC-SS $149.30, where you are whole again, by expiry)
Starting unrealized P&L: $-52,893
+ Fortress recovery (un-capped): +$50,517
− CC assignment net of premium (6 × $78): -$42,650
Total Position P&L @ SS: $-45,026 (+$7,867 vs today)
Do-nothing baseline at SS: $-31,940 (this trade vs do-nothing: $-13,086, the opportunity cost of earning $495/mo FIGHT income now)
BB-reversion stress (→ $89.96 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,044, position total $-44,742 (+$8,151 vs today)
🛡 safe yield6 × $7518 Sep8d16.4%91%hist 96%19%hist 13%+2pp$222$832-$1,170$44,360
Sell 6 × $75 16.4% OTM over spot $64.43 18 Sep 2026 (8d, $0.40 mid)
= $222 credit for the 8d cycle → $832/mo projected
Survival (stays ≤ $75)
91%
Breach risk
9%
POP (stays ≤ $75.40)
91%
EV / mo
+$351
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
14% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$146/mo
median; plan ~$99/mo after 68% keep · $1,204 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo, measured ONLY among the 14% 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)
11%
Flat exit net (mid-life)
-$1,067
Free roll-up
+$2/wk
Safest escape (by 2 Oct 2026)
$82 @ 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: $3.04/sh now → $2.15 mid-life (likely $1.78–$3.01)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$1.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 333 simulated challenges: the $75 strike is typically first touched on day 6 of 8, at $77 (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)~$7525 Sep 202611d left+$0.93/sh+$559
cycle +$781
[+$533…+$802] · 100% credit
66%
surv 52%
-$45,821 NOT
cap gain +$7,072
Up-and-out for even (raise the cap, free)~$7725 Sep 202611d left+$0.29/sh+$174
cycle +$396
[+$63…+$358] · 83% credit
70%
surv 59%
-$45,272 NOT
cap gain +$7,621
Max even-money escape in the band~$802 Oct 202618d left+$0.22/sh+$135
cycle +$357
[-$61…+$344] · 70% credit
75%
surv 68%
-$43,525 NOT
cap gain +$9,368
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$822 Oct 202618d left-$0.32/sh-$189
cycle +$33
[-$453…+$4] · 26% credit
79%
surv 74%
-$42,658 NOT
cap gain +$10,235
budget: banked $222 debit $189 (85% used ≈ 1.0 wk of income) → whole cycle still +$33 cash · rolled 6 ct earn ≈ $1,834/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$832/mo
vs 50% target ($1,902/mo)-56%
vs normal income ($3,804/mo)22% covered
Net income (after hedge)$414/mo
Downside budget
⚠ $75 is $74 below CC-SS $149.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,360
… as % of IC ($15,930)278.5%
… as % of ML ($69,930)63.4%
Recovery months (at normal income)11.7 mo
Surgical close (6 ct)$-52,911
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.37 collected) or spot ≥ $75.40 (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 $80.80 (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
$74-75.40
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
≥ $75.40
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (1.5σ)$222$-46,380+$6,513+$204
+2.5%$76.88 (1.8σ)$-903$-46,389+$6,504-$921
+5%$78.75 (2.1σ)$-2,028$-46,398+$6,495-$2,046
SS (= V-bounce)$141.55 (11.3σ)$-39,708$-46,699+$6,194-$14,796
V-BOUNCE STRESS (stock → CC-SS $149.30, where you are whole again, by expiry)
Starting unrealized P&L: $-52,893
+ Fortress recovery (un-capped): +$50,517
− CC assignment net of premium (6 × $75): -$44,360
Total Position P&L @ SS: $-46,736 (+$6,157 vs today)
Do-nothing baseline at SS: $-31,940 (this trade vs do-nothing: $-14,796, the opportunity cost of earning $832/mo FIGHT income now)
BB-reversion stress (→ $89.96 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,754, position total $-46,452 (+$6,441 vs today)
33% normal ← lean6 × $7218 Sep8d11.7%85%hist 86%32%hist 31%+3pp$366$1,372-$630$46,016
Sell 6 × $72 11.7% OTM over spot $64.43 18 Sep 2026 (8d, $0.66 mid)
= $366 credit for the 8d cycle → $1,372/mo projected
Survival (stays ≤ $72)
85%
Breach risk
15%
POP (stays ≤ $72.66)
86%
EV / mo
+$417
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
13% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~2.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$357/mo
median; plan ~$242/mo after 68% keep · $3,089 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.6 mo, measured ONLY among the 13% 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)
-$872
Free roll-up
+$2/wk
Safest escape (by 2 Oct 2026)
$80 @ 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.92/sh now → $2.06 mid-life (likely $1.97–$3.15)≈ $0 at expiry  |  you banked $0.61/sh, so a flat mid-life exit nets -$1.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 625 simulated challenges: the $72 strike is typically first touched on day 5 of 8, at $74 (overshoots $1.61). 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)~$7225 Sep 202611d left+$0.98/sh+$588
cycle +$954
[+$490…+$764] · 100% credit
66%
surv 52%
-$47,433 NOT
cap gain +$5,460
Reliable up-and-out (highest cap still free ≥60%)~$762 Oct 202618d left+$0.54/sh+$326
cycle +$692
[+$92…+$433] · 85% credit
73%
surv 65%
-$45,570 NOT
cap gain +$7,323
Up-and-out for even (raise the cap, free)~$7425 Sep 202611d left+$0.34/sh+$203
cycle +$569
[+$38…+$315] · 81% credit
70%
surv 60%
-$46,884 NOT
cap gain +$6,009
Max even-money escape in the band~$782 Oct 202618d left+$0.00/sh+$0
cycle +$366
[-$301…+$87] · 33% credit
77%
surv 72%
-$44,706 NOT
cap gain +$8,187
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$802 Oct 202618d left-$0.45/sh-$268
cycle +$98
[-$630…-$196] · 12% credit
81%
surv 77%
-$43,784 NOT
cap gain +$9,109
budget: banked $366 debit $268 (73% used ≈ 0.8 wk of income) → whole cycle still +$98 cash · rolled 6 ct earn ≈ $1,616/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$1,372/mo
vs 50% target ($1,902/mo)-28%
vs normal income ($3,804/mo)36% covered
Net income (after hedge)$954/mo
Downside budget
⚠ $72 is $77 below CC-SS $149.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,016
… as % of IC ($15,930)288.9%
… as % of ML ($69,930)65.8%
Recovery months (at normal income)12.1 mo
Surgical close (6 ct)$-52,923
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.61 collected) or spot ≥ $72.66 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $72)); NOT the premium you collected. Momentum override: two daily closes above $80.80 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $71.28Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$71-72.66
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $72.66
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$72.00 (1.1σ)$366$-48,021+$4,872+$348
+2.5%$73.80 (1.4σ)$-714$-48,030+$4,863-$732
+5%$75.60 (1.6σ)$-1,794$-48,039+$4,854-$1,812
SS (= V-bounce)$141.55 (11.3σ)$-41,364$-48,355+$4,538-$16,452
V-BOUNCE STRESS (stock → CC-SS $149.30, where you are whole again, by expiry)
Starting unrealized P&L: $-52,893
+ Fortress recovery (un-capped): +$50,517
− CC assignment net of premium (6 × $72): -$46,016
Total Position P&L @ SS: $-48,392 (+$4,501 vs today)
Do-nothing baseline at SS: $-31,940 (this trade vs do-nothing: $-16,452, the opportunity cost of earning $1,372/mo FIGHT income now)
BB-reversion stress (→ $89.96 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,410, position total $-48,108 (+$4,785 vs today)
🎯 50% normal6 × $7018 Sep8d8.6%79%hist 83%44%hist 39%+3pp$534$2,002$47,048
Sell 6 × $70 8.6% OTM over spot $64.43 18 Sep 2026 (8d, $0.94 mid)
= $534 credit for the 8d cycle → $2,002/mo projected
Survival (stays ≤ $70)
79%
Breach risk
21%
POP (stays ≤ $70.94)
82%
EV / mo
+$474
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
14% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~3.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$547/mo
median; plan ~$372/mo after 68% keep · $4,725 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.2 mo, measured ONLY among the 14% 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)
32%
Flat exit net (mid-life)
-$669
Free roll-up
+$3/wk
Safest escape (by 2 Oct 2026)
$80 @ 84% POP
81% 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: $2.84/sh now → $2.01 mid-life (likely $2.05–$3.29)≈ $0 at expiry  |  you banked $0.89/sh, so a flat mid-life exit nets -$1.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 946 simulated challenges: the $70 strike is typically first touched on day 4 of 8, at $72 (overshoots $1.55). 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)~$7025 Sep 202611d left+$1.01/sh+$605
cycle +$1,139
[+$481…+$696] · 100% credit
66%
surv 52%
-$48,438 NOT
cap gain +$4,455
Reliable up-and-out (highest cap still free ≥60%)~$742 Oct 202618d left+$0.57/sh+$340
cycle +$874
[+$53…+$395] · 81% credit
73%
surv 66%
-$46,579 NOT
cap gain +$6,314
Up-and-out for even (raise the cap, free)~$7325 Sep 202611d left+$0.01/sh+$8
cycle +$542
[-$252…+$43] · 29% credit
72%
surv 64%
-$47,506 NOT
cap gain +$5,387
Max even-money escape in the band~$762 Oct 202618d left+$0.02/sh+$15
cycle +$549
[-$344…+$46] · 29% credit
77%
surv 72%
-$45,714 NOT
cap gain +$7,179
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$802 Oct 202618d left-$0.78/sh-$467
cycle +$67
[-$949…-$475] · 2% credit
84%
surv 81%
-$43,815 NOT
cap gain +$9,078
budget: banked $534 debit $467 (88% used ≈ 1.0 wk of income) → whole cycle still +$67 cash · rolled 6 ct earn ≈ $1,227/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$2,002/mo
vs 50% target ($1,902/mo)+5%
vs normal income ($3,804/mo)53% covered
Net income (after hedge)$1,584/mo
Downside budget
⚠ $70 is $79 below CC-SS $149.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,048
… as % of IC ($15,930)295.3%
… as % of ML ($69,930)67.3%
Recovery months (at normal income)12.4 mo
Surgical close (6 ct)$-52,923
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.22/sh (~25% of the $0.89 collected) or spot ≥ $70.94 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $70)); NOT the premium you collected. Momentum override: two daily closes above $80.80 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $69.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$69-70.94
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $70.94
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$70.00 (≤1σ, normal week)$534$-49,044+$3,849+$516
+2.5%$71.75 (1.1σ)$-516$-49,052+$3,841-$534
+5%$73.50 (1.3σ)$-1,566$-49,061+$3,832-$1,584
SS (= V-bounce)$141.55 (11.3σ)$-42,396$-49,387+$3,506-$17,484
V-BOUNCE STRESS (stock → CC-SS $149.30, where you are whole again, by expiry)
Starting unrealized P&L: $-52,893
+ Fortress recovery (un-capped): +$50,517
− CC assignment net of premium (6 × $70): -$47,048
Total Position P&L @ SS: $-49,424 (+$3,469 vs today)
Do-nothing baseline at SS: $-31,940 (this trade vs do-nothing: $-17,484, the opportunity cost of earning $2,002/mo FIGHT income now)
BB-reversion stress (→ $89.96 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,442, position total $-49,140 (+$3,753 vs today)
100% normal6 × $6618 Sep8d2.4%61%hist 65%81%hist 79%+4pp$1,116$4,185+$2,182$48,866
Sell 6 × $66 2.4% OTM over spot $64.43 18 Sep 2026 (8d, $1.93 mid)
= $1,116 credit for the 8d cycle → $4,185/mo projected
Survival (stays ≤ $66)
61%
Breach risk
39%
POP (stays ≤ $67.93)
71%
EV / mo
+$381
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
16% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~9.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$921/mo
median; plan ~$626/mo after 68% keep · $8,055 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.4 mo [4.0-7.0], measured ONLY among the 16% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
64%
Flat exit net (mid-life)
-$19
Free roll-up
+$3/wk
Safest escape (by 2 Oct 2026)
$81 @ 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.67/sh now → $1.89 mid-life (likely $2.50–$3.56)≈ $0 at expiry  |  you banked $1.86/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,929 simulated challenges: the $66 strike is typically first touched on day 3 of 8, at $68 (overshoots $1.60). 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)~$6625 Sep 202611d left+$1.06/sh+$634
cycle +$1,750
[+$454…+$568] · 100% credit
66%
surv 52%
-$50,209 NOT
cap gain +$2,684
Reliable up-and-out (highest cap still free ≥60%)~$702 Oct 202618d left+$0.60/sh+$359
cycle +$1,475
[-$26…+$209] · 71% credit
74%
surv 66%
-$48,359 NOT
cap gain +$4,534
Up-and-out for even (raise the cap, free)~$6925 Sep 202611d left+$0.06/sh+$39
cycle +$1,155
[-$295…-$91] · 14% credit
73%
surv 65%
-$49,274 NOT
cap gain +$3,619
Max even-money escape in the band~$722 Oct 202618d left+$0.06/sh+$38
cycle +$1,154
[-$428…-$138] · 12% credit
78%
surv 72%
-$47,489 NOT
cap gain +$5,404
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$812 Oct 202618d left-$1.27/sh-$761
cycle +$355
[-$1,513…-$1,030]
91%
surv 90%
-$42,931 NOT
cap gain +$9,962
budget: banked $1,116 debit $761 (68% used ≈ 0.8 wk of income) → whole cycle still +$355 cash · rolled 6 ct earn ≈ $623/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$4,185/mo
vs 50% target ($1,902/mo)+120%
vs normal income ($3,804/mo)110% covered
Net income (after hedge)$3,767/mo
Downside budget
⚠ $66 is $83 below CC-SS $149.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$48,866
… as % of IC ($15,930)306.8%
… as % of ML ($69,930)69.9%
Recovery months (at normal income)12.8 mo
Surgical close (6 ct)$-52,935
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.47/sh (~25% of the $1.86 collected) or spot ≥ $67.93 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $66)); NOT the premium you collected. Momentum override: two daily closes above $80.80 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $65.34Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$65-67.93
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $67.93
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$66.00 (≤1σ, normal week)$1,116$-50,843+$2,050+$1,098
+2.5%$67.65 (≤1σ, normal week)$126$-50,850+$2,043+$108
+5%$69.30 (≤1σ, normal week)$-864$-50,858+$2,035-$882
SS (= V-bounce)$141.55 (11.3σ)$-44,214$-51,205+$1,688-$19,302
V-BOUNCE STRESS (stock → CC-SS $149.30, where you are whole again, by expiry)
Starting unrealized P&L: $-52,893
+ Fortress recovery (un-capped): +$50,517
− CC assignment net of premium (6 × $66): -$48,866
Total Position P&L @ SS: $-51,242 (+$1,651 vs today)
Do-nothing baseline at SS: $-31,940 (this trade vs do-nothing: $-19,302, the opportunity cost of earning $4,185/mo FIGHT income now)
BB-reversion stress (→ $89.96 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,260, position total $-50,958 (+$1,935 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 (20 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 20 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.992 (IBKR)  |  Recovery@SS: +$50,517 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-31,940

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$708d18 Sep 2026$0.896/6$2,002$1,58479%82%+$474-$47,048295.3%$-49,424 (vs do-nothing $-17,484)
$698d18 Sep 2026$1.075/6$2,006$1,59475%79%+$396-$39,617248.7%$-46,920 (vs do-nothing $-14,980)
$7015d25 Sep 2026$1.626/6$1,944$1,52674%79%+$446-$46,610292.6%$-48,986 (vs do-nothing $-17,046)
$688d18 Sep 2026$1.274/6$1,905$1,49971%76%+$282-$32,014201.0%$-44,244 (vs do-nothing $-12,304)
$6915d25 Sep 2026$1.836/6$2,196$1,77871%77%+$398-$47,084295.6%$-49,460 (vs do-nothing $-17,520)
$6922d2 Oct 2026$2.566/6$2,095$1,67668%75%+$341-$46,646292.8%$-49,022 (vs do-nothing $-17,082)
$6815d25 Sep 2026$2.145/6$2,140$1,72867%75%+$352-$39,582248.5%$-46,885 (vs do-nothing $-14,945)
$678d18 Sep 2026$1.574/6$2,355$1,94966%74%+$320-$32,294202.7%$-44,524 (vs do-nothing $-12,584)
$6822d2 Oct 2026$2.845/6$1,936$1,52465%74%+$270-$39,232246.3%$-46,535 (vs do-nothing $-14,595)
$6715d25 Sep 2026$2.404/6$1,920$1,51463%72%+$225-$31,962200.6%$-44,192 (vs do-nothing $-12,252)
$6722d2 Oct 2026$3.155/6$2,148$1,73662%72%+$252-$39,577248.4%$-46,880 (vs do-nothing $-14,940)
$668d18 Sep 2026$1.863/6$2,092$1,69261%71%+$191-$24,433153.4%$-41,591 (vs do-nothing $-9,651)
$6615d25 Sep 2026$2.764/6$2,208$1,80259%70%+$213-$32,218202.2%$-44,448 (vs do-nothing $-12,508)
Show 7 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$6622d2 Oct 2026$3.504/6$1,909$1,50359%70%+$188-$31,922200.4%$-44,152 (vs do-nothing $-12,212)
$6522d2 Oct 2026$3.904/6$2,127$1,72155%69%+$180-$32,162201.9%$-44,392 (vs do-nothing $-12,452)
$658d18 Sep 2026$2.243/6$2,520$2,12055%68%+$169-$24,619154.5%$-41,777 (vs do-nothing $-9,837)
$6515d25 Sep 2026$3.154/6$2,520$2,11455%68%+$222-$32,462203.8%$-44,692 (vs do-nothing $-12,752)
$6422d2 Oct 2026$4.354/6$2,373$1,96752%67%+$176-$32,382203.3%$-44,612 (vs do-nothing $-12,672)
$6415d25 Sep 2026$3.603/6$2,160$1,76051%66%+$160-$24,511153.9%$-41,669 (vs do-nothing $-9,729)
$648d18 Sep 2026$2.682/6$2,010$1,61650%65%+$91-$16,525103.7%$-38,610 (vs do-nothing $-6,670)

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  |  2026-09-10 21:51