FORTRESS FIGHT: RKLB @ $62.53

BE SS: $141.55  |  CC-SS: $149.11  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-14 21:51

RKLB @ $62.53   UNDERWATER $79.02 (55.8% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $149.11 (banked floor $145.00)  |  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$4,533/mo95% ann ROI on ML
Hedge rolling cost$447/mo
Unrealized P&L$-53,934fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,266/mo
HEDGE COVER
$447/mo
NORMAL INCOME
$4,533/mo (ATM CC, chain)
IC VELOCITY
3.5 mo to earn back $15,930
ML VELOCITY
15.4 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $149.11 in the fetched chain; the deepest available is $110C (11d, $16/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
$2,602
Hole (after banked)
$51,332
was $53,934 · 5% earned back
Cycles closed
11
Credit in flight
$0
CC-SS · banked floor (info)
$149.11 → $145.00
? 3 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 23 (live) · RSI 43 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 40 · %B 29 · hist rising (nightly)
LEVELS20W MA (bounce target) $89.07 (+42%) · daily UBB $76.09 · 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 $68 / 4d. This is the safest strike (survival 84%, breach 16%) that still earns 50% of normal income ($2,266/mo); it brings $2,295/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 × $65/4d for $5,130/mo, but breach risk rises to 31% (+15pp 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 × $75/4d (97% survival, $450/mo).
Downside anchor: the primary mortgages $48,361 (304% 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 $-53,943 and cuts bleed by $447/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 · 18 Sep 2026 (4d) · sell 6 × $68, 84% survival, $2,295/mo (E[net] $1,447/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 🏆18 Sep 2026 · 4d6 × $6884%$2,295$1,447
NEXT FRIDAY25 Sep 2026 · 11d6 × $6773%$2,356$83
E[net] arithmetic on the grand pick: keep $306 with probability 82%; on the 18% touch you roll, paying $982 to close and taking $672 back from the best priced door (net cash $311) 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 · 18 Sep 2026 · 4d · E[net] $1,447/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $68 (50% normal), 84% survival, breach 16%, $2,295/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $69 rung (33% normal) lifts survival to 88% (breach 16% → 12%) for $540/mo less (24% income) buys safety you do not really need here.
RKLB  spot $62.53 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $7518 Sep4d19.9%97%hist 96%6%hist 3%+1pp$60$450-$1,845$44,407
Sell 6 × $75 19.9% OTM over spot $62.53 18 Sep 2026 (4d, $0.11 mid)
= $60 credit for the 4d cycle → $450/mo projected
Survival (stays ≤ $75)
97%
Breach risk
3%
POP (stays ≤ $75.11)
97%
EV / mo
+$294
📈 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
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-93/mo
median; plan ~$-63/mo after 68% keep · $-807 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.8 mo [3.4-6.2], 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)
1%
Flat exit net (mid-life)
-$1,023
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$83 @ 81% POP
78% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.55/sh now → $1.81 mid-life → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$1.71/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)~$7525 Sep 20269d left+$1.03/sh+$619
cycle +$679
67%
surv 52%
-$45,863 NOT
cap gain +$8,071
Up-and-out for even (raise the cap, free)~$7725 Sep 20269d left+$0.09/sh+$53
cycle +$113
73%
surv 65%
-$44,965 NOT
cap gain +$8,969
Max even-money escape in the band~$829 Oct 202623d left+$0.19/sh+$112
cycle +$172
80%
surv 75%
-$41,941 NOT
cap gain +$11,993
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$839 Oct 202623d left-$0.04/sh-$22
cycle +$38
81%
surv 78%
-$41,483 NOT
cap gain +$12,451
budget: banked $60 debit $22 (37% used ≈ 0.2 wk of income) → whole cycle still +$38 cash · rolled 6 ct earn ≈ $1,384/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$450/mo
vs 50% target ($2,266/mo)-80%
vs normal income ($4,533/mo)10% covered
Net income (after hedge)$3/mo
Downside budget
⚠ $75 is $74 below CC-SS $149.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,407
… as % of IC ($15,930)278.8%
… as % of ML ($69,930)63.5%
Recovery months (at normal income)9.8 mo
Surgical close (6 ct)$-53,937
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 ≥ $75.11 (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 $76.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $74.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$74-75.11
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $75.11
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (2.7σ)$60$-46,482+$7,452+$54
+2.5%$76.88 (3.1σ)$-1,065$-46,495+$7,439-$1,071
+5%$78.75 (3.5σ)$-2,190$-46,509+$7,425-$2,196
SS (= V-bounce)$141.55 (17.2σ)$-39,870$-46,961+$6,973-$20,946
V-BOUNCE STRESS (stock → CC-SS $149.11, where you are whole again, by expiry)
Starting unrealized P&L: $-53,934
+ Fortress recovery (un-capped): +$51,325
− CC assignment net of premium (6 × $75): -$44,407
Total Position P&L @ SS: $-47,015 (+$6,919 vs today)
Do-nothing baseline at SS: $-26,069 (this trade vs do-nothing: $-20,946, the opportunity cost of earning $450/mo FIGHT income now)
BB-reversion stress (→ $89.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,382, position total $-46,583 (+$7,351 vs today)
🛡 safe yield6 × $7018 Sep4d11.9%90%hist 96%20%hist 14%+4pp$186$1,395-$900$47,281
Sell 6 × $70 11.9% OTM over spot $62.53 18 Sep 2026 (4d, $0.33 mid)
= $186 credit for the 4d cycle → $1,395/mo projected
Survival (stays ≤ $70)
90%
Breach risk
10%
POP (stays ≤ $70.33)
91%
EV / mo
+$704
📈 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
~2.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$488/mo
median; plan ~$332/mo after 68% keep · $4,115 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.0 mo [4.5-7.5], 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)
9%
Flat exit net (mid-life)
-$825
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$79 @ 83% POP
80% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.38/sh now → $1.69 mid-life (likely $1.52–$2.88)≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets -$1.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 265 simulated challenges: the $70 strike is typically first touched on day 3 of 4, at $72 (overshoots $1.70). 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 20269d left+$1.10/sh+$659
cycle +$845
[+$558…+$844] · 99% credit
67%
surv 52%
-$48,661 NOT
cap gain +$5,273
Reliable up-and-out (highest cap still free ≥60%)~$769 Oct 202623d left+$0.47/sh+$280
cycle +$466
[-$80…+$432] · 68% credit
79%
surv 73%
-$45,204 NOT
cap gain +$8,730
Up-and-out for even (raise the cap, free)~$7225 Sep 20269d left+$0.16/sh+$95
cycle +$281
[-$155…+$231] · 55% credit
73%
surv 65%
-$47,761 NOT
cap gain +$6,173
Max even-money escape in the band~$789 Oct 202623d left+$0.02/sh+$15
cycle +$201
[-$415…+$155] · 40% credit
82%
surv 78%
-$44,284 NOT
cap gain +$9,650
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$799 Oct 202623d left-$0.16/sh-$94
cycle +$92
[-$549…+$41] · 27% credit
83%
surv 80%
-$43,800 NOT
cap gain +$10,134
budget: banked $186 debit $94 (50% used ≈ 0.3 wk of income) → whole cycle still +$92 cash · rolled 6 ct earn ≈ $1,197/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$1,395/mo
vs 50% target ($2,266/mo)-38%
vs normal income ($4,533/mo)31% covered
Net income (after hedge)$948/mo
Downside budget
⚠ $70 is $79 below CC-SS $149.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,281
… as % of IC ($15,930)296.8%
… as % of ML ($69,930)67.6%
Recovery months (at normal income)10.4 mo
Surgical close (6 ct)$-53,946
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.31 collected) or spot ≥ $70.33 (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 $76.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $69.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$69-70.33
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $70.33
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$70.00 (1.6σ)$186$-49,320+$4,614+$180
+2.5%$71.75 (2.0σ)$-864$-49,332+$4,602-$870
+5%$73.50 (2.4σ)$-1,914$-49,345+$4,589-$1,920
SS (= V-bounce)$141.55 (17.2σ)$-42,744$-49,835+$4,099-$23,820
V-BOUNCE STRESS (stock → CC-SS $149.11, where you are whole again, by expiry)
Starting unrealized P&L: $-53,934
+ Fortress recovery (un-capped): +$51,325
− CC assignment net of premium (6 × $70): -$47,281
Total Position P&L @ SS: $-49,889 (+$4,045 vs today)
Do-nothing baseline at SS: $-26,069 (this trade vs do-nothing: $-23,820, the opportunity cost of earning $1,395/mo FIGHT income now)
BB-reversion stress (→ $89.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,256, position total $-49,457 (+$4,477 vs today)
33% normal6 × $6918 Sep4d10.3%88%hist 86%25%hist 26%+6pp$234$1,755-$540$47,833
Sell 6 × $69 10.3% OTM over spot $62.53 18 Sep 2026 (4d, $0.43 mid)
= $234 credit for the 4d cycle → $1,755/mo projected
Survival (stays ≤ $69)
88%
Breach risk
12%
POP (stays ≤ $69.42)
89%
EV / mo
+$787
📈 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
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$688/mo
median; plan ~$468/mo after 68% keep · $5,607 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo [3.5-7.0], 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)
15%
Flat exit net (mid-life)
-$763
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$78 @ 83% POP
80% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.35/sh now → $1.66 mid-life (likely $1.60–$2.93)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$1.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 444 simulated challenges: the $69 strike is typically first touched on day 3 of 4, at $71 (overshoots $1.70). 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 20269d left+$1.11/sh+$666
cycle +$900
[+$551…+$835] · 100% credit
67%
surv 52%
-$49,199 NOT
cap gain +$4,735
Reliable up-and-out (highest cap still free ≥60%)~$759 Oct 202623d left+$0.48/sh+$285
cycle +$519
[-$100…+$399] · 68% credit
79%
surv 73%
-$45,744 NOT
cap gain +$8,190
Up-and-out for even (raise the cap, free)~$7125 Sep 20269d left+$0.17/sh+$102
cycle +$336
[-$169…+$206] · 55% credit
74%
surv 65%
-$48,299 NOT
cap gain +$5,635
Max even-money escape in the band~$779 Oct 202623d left+$0.03/sh+$21
cycle +$255
[-$439…+$113] · 36% credit
82%
surv 78%
-$44,823 NOT
cap gain +$9,111
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$789 Oct 202623d left-$0.15/sh-$87
cycle +$147
[-$575…-$4] · 25% credit
83%
surv 80%
-$44,338 NOT
cap gain +$9,596
budget: banked $234 debit $87 (37% used ≈ 0.2 wk of income) → whole cycle still +$147 cash · rolled 6 ct earn ≈ $1,186/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$1,755/mo
vs 50% target ($2,266/mo)-23%
vs normal income ($4,533/mo)39% covered
Net income (after hedge)$1,308/mo
Downside budget
⚠ $69 is $80 below CC-SS $149.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,833
… as % of IC ($15,930)300.3%
… as % of ML ($69,930)68.4%
Recovery months (at normal income)10.6 mo
Surgical close (6 ct)$-53,955
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 $0.39 collected) or spot ≥ $69.42 (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 $76.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $68.31Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$68-69.42
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $69.42
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$69.00 (1.4σ)$234$-49,865+$4,069+$228
+2.5%$70.72 (1.8σ)$-801$-49,877+$4,057-$807
+5%$72.45 (2.2σ)$-1,836$-49,889+$4,045-$1,842
SS (= V-bounce)$141.55 (17.2σ)$-43,296$-50,387+$3,547-$24,372
V-BOUNCE STRESS (stock → CC-SS $149.11, where you are whole again, by expiry)
Starting unrealized P&L: $-53,934
+ Fortress recovery (un-capped): +$51,325
− CC assignment net of premium (6 × $69): -$47,833
Total Position P&L @ SS: $-50,441 (+$3,493 vs today)
Do-nothing baseline at SS: $-26,069 (this trade vs do-nothing: $-24,372, the opportunity cost of earning $1,755/mo FIGHT income now)
BB-reversion stress (→ $89.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,808, position total $-50,009 (+$3,925 vs today)
🎯 50% normal6 × $6818 Sep4d8.7%84%hist 86%32%hist 30%+5pp$306$2,295$48,361
Sell 6 × $68 8.7% OTM over spot $62.53 18 Sep 2026 (4d, $0.53 mid)
= $306 credit for the 4d cycle → $2,295/mo projected
Survival (stays ≤ $68)
84%
Breach risk
16%
POP (stays ≤ $68.53)
86%
EV / mo
+$935
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
15% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~4.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$862/mo
median; plan ~$586/mo after 68% keep · $7,223 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.4 mo [3.9-6.7], measured ONLY among the 15% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
18%
Flat exit net (mid-life)
-$676
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$79 @ 86% POP
84% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.32/sh now → $1.64 mid-life (likely $1.66–$2.81)≈ $0 at expiry  |  you banked $0.51/sh, so a flat mid-life exit nets -$1.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 550 simulated challenges: the $68 strike is typically first touched on day 3 of 4, at $70 (overshoots $1.58). 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)~$6825 Sep 20269d left+$1.12/sh+$672
cycle +$978
[+$536…+$826] · 100% credit
67%
surv 52%
-$49,714 NOT
cap gain +$4,220
Reliable up-and-out (highest cap still free ≥60%)~$749 Oct 202623d left+$0.48/sh+$289
cycle +$595
[-$79…+$361] · 68% credit
79%
surv 73%
-$46,261 NOT
cap gain +$7,673
Up-and-out for even (raise the cap, free)~$7025 Sep 20269d left+$0.18/sh+$108
cycle +$414
[-$149…+$181] · 51% credit
74%
surv 65%
-$48,813 NOT
cap gain +$5,121
Max even-money escape in the band~$769 Oct 202623d left+$0.04/sh+$26
cycle +$332
[-$399…+$76] · 33% credit
82%
surv 78%
-$45,339 NOT
cap gain +$8,595
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$799 Oct 202623d left-$0.46/sh-$278
cycle +$28
[-$774…-$262] · 6% credit
86%
surv 84%
-$43,864 NOT
cap gain +$10,070
budget: banked $306 debit $278 (91% used ≈ 0.5 wk of income) → whole cycle still +$28 cash · rolled 6 ct earn ≈ $919/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,295/mo
vs 50% target ($2,266/mo)+1%
vs normal income ($4,533/mo)51% covered
Net income (after hedge)$1,848/mo
Downside budget
⚠ $68 is $81 below CC-SS $149.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$48,361
… as % of IC ($15,930)303.6%
… as % of ML ($69,930)69.2%
Recovery months (at normal income)10.7 mo
Surgical close (6 ct)$-53,943
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.51 collected) or spot ≥ $68.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $68)); NOT the premium you collected. Momentum override: two daily closes above $76.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $67.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$67-68.53
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
≥ $68.53
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 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$68.00 (1.2σ)$306$-50,385+$3,549+$300
+2.5%$69.70 (1.6σ)$-714$-50,398+$3,536-$720
+5%$71.40 (1.9σ)$-1,734$-50,410+$3,524-$1,740
SS (= V-bounce)$141.55 (17.2σ)$-43,824$-50,915+$3,019-$24,900
V-BOUNCE STRESS (stock → CC-SS $149.11, where you are whole again, by expiry)
Starting unrealized P&L: $-53,934
+ Fortress recovery (un-capped): +$51,325
− CC assignment net of premium (6 × $68): -$48,361
Total Position P&L @ SS: $-50,969 (+$2,965 vs today)
Do-nothing baseline at SS: $-26,069 (this trade vs do-nothing: $-24,900, the opportunity cost of earning $2,295/mo FIGHT income now)
BB-reversion stress (→ $89.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,336, position total $-50,537 (+$3,397 vs today)
100% normal6 × $6518 Sep4d4.0%69%hist 65%63%hist 59%+9pp$684$5,130+$2,835$49,783
Sell 6 × $65 4.0% OTM over spot $62.53 18 Sep 2026 (4d, $1.16 mid)
= $684 credit for the 4d cycle → $5,130/mo projected
Survival (stays ≤ $65)
69%
Breach risk
31%
POP (stays ≤ $66.16)
76%
EV / mo
+$1,429
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
21% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~10.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,635/mo
median; plan ~$1,111/mo after 68% keep · $13,647 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo [3.6-6.8], measured ONLY among the 21% 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)
44%
Flat exit net (mid-life)
-$255
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$80 @ 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.21/sh now → $1.57 mid-life (likely $1.86–$3.03)≈ $0 at expiry  |  you banked $1.14/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,314 simulated challenges: the $65 strike is typically first touched on day 2 of 4, at $66 (overshoots $1.50). 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)~$6525 Sep 20269d left+$1.15/sh+$687
cycle +$1,371
[+$492…+$684] · 99% credit
67%
surv 52%
-$51,098 NOT
cap gain +$2,836
Reliable up-and-out (highest cap still free ≥60%)~$709 Oct 202623d left+$0.77/sh+$464
cycle +$1,148
[+$15…+$408] · 76% credit
77%
surv 71%
-$48,079 NOT
cap gain +$5,855
Up-and-out for even (raise the cap, free)~$6725 Sep 20269d left+$0.21/sh+$125
cycle +$809
[-$218…+$82] · 36% credit
74%
surv 65%
-$50,196 NOT
cap gain +$3,738
Max even-money escape in the band~$739 Oct 202623d left+$0.06/sh+$38
cycle +$722
[-$513…-$51] · 21% credit
82%
surv 79%
-$46,727 NOT
cap gain +$7,207
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$809 Oct 202623d left-$0.90/sh-$542
cycle +$142
[-$1,265…-$680]
91%
surv 90%
-$43,158 NOT
cap gain +$10,776
budget: banked $684 debit $542 (79% used ≈ 0.5 wk of income) → whole cycle still +$142 cash · rolled 6 ct earn ≈ $517/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$5,130/mo
vs 50% target ($2,266/mo)+126%
vs normal income ($4,533/mo)113% covered
Net income (after hedge)$4,683/mo
Downside budget
⚠ $65 is $84 below CC-SS $149.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$49,783
… as % of IC ($15,930)312.5%
… as % of ML ($69,930)71.2%
Recovery months (at normal income)11.0 mo
Surgical close (6 ct)$-53,946
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 $1.14 collected) or spot ≥ $66.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $65)); NOT the premium you collected. Momentum override: two daily closes above $76.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $64.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$64-66.16
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
≥ $66.16
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$65.00 (≤1σ, normal week)$684$-51,786+$2,148+$678
+2.5%$66.62 (≤1σ, normal week)$-291$-51,797+$2,137-$297
+5%$68.25 (1.2σ)$-1,266$-51,809+$2,125-$1,272
SS (= V-bounce)$141.55 (17.2σ)$-45,246$-52,337+$1,597-$26,322
V-BOUNCE STRESS (stock → CC-SS $149.11, where you are whole again, by expiry)
Starting unrealized P&L: $-53,934
+ Fortress recovery (un-capped): +$51,325
− CC assignment net of premium (6 × $65): -$49,783
Total Position P&L @ SS: $-52,391 (+$1,543 vs today)
Do-nothing baseline at SS: $-26,069 (this trade vs do-nothing: $-26,322, the opportunity cost of earning $5,130/mo FIGHT income now)
BB-reversion stress (→ $89.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,758, position total $-51,959 (+$1,975 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 · 25 Sep 2026 · 11d · E[net] $83/mo

🎯 Engine pick: sell 6 × $67 (50% normal), 73% survival, breach 27%, $2,356/mo.
⚖️ Worth a safer step: the $69 rung (33% normal) lifts survival to 80% (breach 27% → 20%) for $720/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 $69 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $62.53 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $7525 Sep11d19.9%92%hist 96%16%hist 14%+2pp$175$477-$1,879$36,880
Sell 5 × $75 19.9% OTM over spot $62.53 25 Sep 2026 (11d, $0.40 mid)
= $175 credit for the 11d cycle → $477/mo projected
Survival (stays ≤ $75)
92%
Breach risk
8%
POP (stays ≤ $75.39)
93%
EV / mo
+$222
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
10% whole by 9mo vs 9% doing nothing
FIRE DRILLS
~1.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-112/mo
median; plan ~$-76/mo after 68% keep · $-937 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.6 mo, measured ONLY among the 10% 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)
-$1,182
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$79 @ 75% POP
68% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.84/sh now → $2.71 mid-life (likely $2.15–$3.67)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$2.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 290 simulated challenges: the $75 strike is typically first touched on day 8 of 11, at $77 (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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$752 Oct 202612d left+$0.51/sh+$253
cycle +$428
[+$173…+$524] · 94% credit
67%
surv 52%
-$46,113 NOT
cap gain +$7,821
Reliable up-and-out (highest cap still free ≥60%)~$779 Oct 202620d left+$0.31/sh+$153
cycle +$328
[+$12…+$444] · 77% credit
71%
surv 62%
-$44,749 NOT
cap gain +$9,185
Up-and-out for even (raise the cap, free)~$762 Oct 202612d left+$0.04/sh+$21
cycle +$196
[-$82…+$258] · 59% credit
71%
surv 59%
-$45,473 NOT
cap gain +$8,461
Max even-money escape in the band~$789 Oct 202620d left+$0.00/sh+$1
cycle +$176
[-$158…+$277] · 50% credit
73%
surv 65%
-$44,307 NOT
cap gain +$9,627
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$799 Oct 202620d left-$0.28/sh-$139
cycle +$36
[-$326…+$123] · 35% credit
75%
surv 68%
-$43,855 NOT
cap gain +$10,079
budget: banked $175 debit $139 (79% used ≈ 1.3 wk of income) → whole cycle still +$36 cash · rolled 5 ct earn ≈ $1,827/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$477/mo
vs 50% target ($2,266/mo)-79%
vs normal income ($4,533/mo)11% covered
Net income (after hedge)$33/mo
Downside budget
⚠ $75 is $74 below CC-SS $149.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,880
… as % of IC ($15,930)231.5%
… as % of ML ($69,930)52.7%
Recovery months (at normal income)8.1 mo
Surgical close (5 ct)$-44,968
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 $0.35 collected) or spot ≥ $75.39 (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 $76.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $74.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$74-75.39
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
≥ $75.39
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 (1.6σ)$175$-46,366+$7,568+$170
+2.5%$76.88 (1.9σ)$-762$-46,192+$7,742-$768
+5%$78.75 (2.1σ)$-1,700$-46,018+$7,916-$1,705
SS (= V-bounce)$141.55 (10.4σ)$-33,100$-43,345+$10,589-$17,330
V-BOUNCE STRESS (stock → CC-SS $149.11, where you are whole again, by expiry)
Starting unrealized P&L: $-53,934
+ Fortress recovery (un-capped): +$51,325
− CC assignment net of premium (5 × $75): -$36,880
− Conservative CC assignment net of premium (1 × $110): -$3,910
Total Position P&L @ SS: $-43,399 (+$10,535 vs today)
Do-nothing baseline at SS: $-26,069 (this trade vs do-nothing: $-17,330, the opportunity cost of earning $477/mo FIGHT income now)
BB-reversion stress (→ $89.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,860, position total $-45,060 (+$8,874 vs today)
🛡 safe yield6 × $7425 Sep11d18.3%91%hist 96%19%hist 14%+0pp$246$671-$1,685$44,821
Sell 6 × $74 18.3% OTM over spot $62.53 25 Sep 2026 (11d, $0.48 mid)
= $246 credit for the 11d cycle → $671/mo projected
Survival (stays ≤ $74)
91%
Breach risk
9%
POP (stays ≤ $74.48)
92%
EV / mo
+$293
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
9% whole by 9mo vs 8% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-1/mo
median; plan ~$-0/mo after 68% keep · $-5 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo, measured ONLY among the 9% 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)
12%
Flat exit net (mid-life)
-$1,360
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$78 @ 75% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.78/sh now → $2.68 mid-life (likely $2.29–$3.64)≈ $0 at expiry  |  you banked $0.41/sh, so a flat mid-life exit nets -$2.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 348 simulated challenges: the $74 strike is typically first touched on day 8 of 11, at $76 (overshoots $1.50). 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)~$742 Oct 202612d left+$0.53/sh+$319
cycle +$565
[+$225…+$580] · 97% credit
67%
surv 52%
-$46,570 NOT
cap gain +$7,364
Reliable up-and-out (highest cap still free ≥60%)~$769 Oct 202620d left+$0.33/sh+$198
cycle +$444
[+$14…+$446] · 76% credit
71%
surv 62%
-$45,226 NOT
cap gain +$8,708
Up-and-out for even (raise the cap, free)~$752 Oct 202612d left+$0.07/sh+$41
cycle +$287
[-$95…+$243] · 59% credit
71%
surv 59%
-$45,976 NOT
cap gain +$7,958
Max even-money escape in the band~$779 Oct 202620d left+$0.03/sh+$17
cycle +$263
[-$204…+$242] · 52% credit
73%
surv 65%
-$44,815 NOT
cap gain +$9,119
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$789 Oct 202620d left-$0.25/sh-$151
cycle +$95
[-$397…+$52] · 30% credit
75%
surv 68%
-$44,390 NOT
cap gain +$9,544
budget: banked $246 debit $151 (61% used ≈ 1.0 wk of income) → whole cycle still +$95 cash · rolled 6 ct earn ≈ $2,183/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$671/mo
vs 50% target ($2,266/mo)-70%
vs normal income ($4,533/mo)15% covered
Net income (after hedge)$224/mo
Downside budget
⚠ $74 is $75 below CC-SS $149.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,821
… as % of IC ($15,930)281.4%
… as % of ML ($69,930)64.1%
Recovery months (at normal income)9.9 mo
Surgical close (6 ct)$-53,979
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 $0.41 collected) or spot ≥ $74.48 (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 $76.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $73.26Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$73-74.48
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
≥ $74.48
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$74.00 (1.5σ)$246$-46,889+$7,045+$240
+2.5%$75.85 (1.7σ)$-864$-46,902+$7,032-$870
+5%$77.70 (2.0σ)$-1,974$-46,915+$7,019-$1,980
SS (= V-bounce)$141.55 (10.4σ)$-40,284$-47,375+$6,559-$21,360
V-BOUNCE STRESS (stock → CC-SS $149.11, where you are whole again, by expiry)
Starting unrealized P&L: $-53,934
+ Fortress recovery (un-capped): +$51,325
− CC assignment net of premium (6 × $74): -$44,821
Total Position P&L @ SS: $-47,429 (+$6,505 vs today)
Do-nothing baseline at SS: $-26,069 (this trade vs do-nothing: $-21,360, the opportunity cost of earning $671/mo FIGHT income now)
BB-reversion stress (→ $89.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,796, position total $-46,997 (+$6,937 vs today)
33% normal ← lean6 × $6925 Sep11d10.3%80%hist 86%41%hist 39%+3pp$600$1,636-$720$47,467
Sell 6 × $69 10.3% OTM over spot $62.53 25 Sep 2026 (11d, $1.06 mid)
= $600 credit for the 11d cycle → $1,636/mo projected
Survival (stays ≤ $69)
80%
Breach risk
20%
POP (stays ≤ $70.06)
83%
EV / mo
+$510
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
10% whole by 9mo vs 6% doing nothing
FIRE DRILLS
~2.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$349/mo
median; plan ~$238/mo after 68% keep · $3,026 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo, measured ONLY among the 10% 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)
33%
Flat exit net (mid-life)
-$898
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$76 @ 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.53/sh now → $2.50 mid-life (likely $2.53–$3.82)≈ $0 at expiry  |  you banked $1.00/sh, so a flat mid-life exit nets -$1.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 998 simulated challenges: the $69 strike is typically first touched on day 6 of 11, at $71 (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)~$692 Oct 202612d left+$0.65/sh+$389
cycle +$989
[+$208…+$493] · 97% credit
67%
surv 52%
-$49,109 NOT
cap gain +$4,825
Reliable up-and-out (highest cap still free ≥60%)~$719 Oct 202620d left+$0.44/sh+$264
cycle +$864
[-$32…+$360] · 70% credit
72%
surv 62%
-$47,770 NOT
cap gain +$6,164
Up-and-out for even (raise the cap, free)~$702 Oct 202612d left+$0.18/sh+$110
cycle +$710
[-$105…+$184] · 51% credit
71%
surv 59%
-$48,517 NOT
cap gain +$5,417
Max even-money escape in the band~$729 Oct 202620d left+$0.14/sh+$83
cycle +$683
[-$239…+$156] · 39% credit
74%
surv 65%
-$47,358 NOT
cap gain +$6,576
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$769 Oct 202620d left-$0.88/sh-$529
cycle +$71
[-$977…-$518] · 3% credit
81%
surv 77%
-$45,599 NOT
cap gain +$8,335
budget: banked $600 debit $529 (88% used ≈ 1.4 wk of income) → whole cycle still +$71 cash · rolled 6 ct earn ≈ $1,454/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$1,636/mo
vs 50% target ($2,266/mo)-28%
vs normal income ($4,533/mo)36% covered
Net income (after hedge)$1,189/mo
Downside budget
⚠ $69 is $80 below CC-SS $149.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,467
… as % of IC ($15,930)298.0%
… as % of ML ($69,930)67.9%
Recovery months (at normal income)10.5 mo
Surgical close (6 ct)$-53,967
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.25/sh (~25% of the $1.00 collected) or spot ≥ $70.06 (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 $76.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $68.31Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$68-70.06
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
≥ $70.06
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 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$69.00 (≤1σ, normal week)$600$-49,499+$4,435+$594
+2.5%$70.72 (1.1σ)$-435$-49,511+$4,423-$441
+5%$72.45 (1.3σ)$-1,470$-49,523+$4,411-$1,476
SS (= V-bounce)$141.55 (10.4σ)$-42,930$-50,021+$3,913-$24,006
V-BOUNCE STRESS (stock → CC-SS $149.11, where you are whole again, by expiry)
Starting unrealized P&L: $-53,934
+ Fortress recovery (un-capped): +$51,325
− CC assignment net of premium (6 × $69): -$47,467
Total Position P&L @ SS: $-50,075 (+$3,859 vs today)
Do-nothing baseline at SS: $-26,069 (this trade vs do-nothing: $-24,006, the opportunity cost of earning $1,636/mo FIGHT income now)
BB-reversion stress (→ $89.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,442, position total $-49,643 (+$4,291 vs today)
🎯 50% normal6 × $6725 Sep11d7.1%73%hist 84%56%hist 44%+4pp$864$2,356$48,403
Sell 6 × $67 7.1% OTM over spot $62.53 25 Sep 2026 (11d, $1.49 mid)
= $864 credit for the 11d cycle → $2,356/mo projected
Survival (stays ≤ $67)
73%
Breach risk
27%
POP (stays ≤ $68.49)
79%
EV / mo
+$618
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
13% whole by 9mo vs 8% doing nothing
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$563/mo
median; plan ~$383/mo after 68% keep · $4,924 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 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)
44%
Flat exit net (mid-life)
-$590
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$76 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.43/sh now → $2.42 mid-life (likely $2.72–$3.92)≈ $0 at expiry  |  you banked $1.44/sh, so a flat mid-life exit nets -$0.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,313 simulated challenges: the $67 strike is typically first touched on day 5 of 11, at $68 (overshoots $1.48). 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)~$672 Oct 202612d left+$0.69/sh+$414
cycle +$1,278
[+$199…+$432] · 97% credit
67%
surv 52%
-$50,006 NOT
cap gain +$3,928
Reliable up-and-out (highest cap still free ≥60%)~$699 Oct 202620d left+$0.48/sh+$285
cycle +$1,149
[-$46…+$259] · 66% credit
72%
surv 62%
-$48,670 NOT
cap gain +$5,264
Up-and-out for even (raise the cap, free)~$682 Oct 202612d left+$0.22/sh+$134
cycle +$998
[-$106…+$114] · 45% credit
71%
surv 59%
-$49,414 NOT
cap gain +$4,520
Max even-money escape in the band~$709 Oct 202620d left+$0.18/sh+$105
cycle +$969
[-$256…+$64] · 32% credit
74%
surv 66%
-$48,258 NOT
cap gain +$5,676
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$769 Oct 202620d left-$1.21/sh-$725
cycle +$139
[-$1,289…-$843] · 0% credit
84%
surv 82%
-$45,531 NOT
cap gain +$8,403
budget: banked $864 debit $725 (84% used ≈ 1.3 wk of income) → whole cycle still +$139 cash · rolled 6 ct earn ≈ $1,094/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$2,356/mo
vs 50% target ($2,266/mo)+4%
vs normal income ($4,533/mo)52% covered
Net income (after hedge)$1,909/mo
Downside budget
⚠ $67 is $82 below CC-SS $149.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$48,403
… as % of IC ($15,930)303.8%
… as % of ML ($69,930)69.2%
Recovery months (at normal income)10.7 mo
Surgical close (6 ct)$-53,964
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.36/sh (~25% of the $1.44 collected) or spot ≥ $68.49 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $67)); NOT the premium you collected. Momentum override: two daily closes above $76.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $66.33Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$66-68.49
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
≥ $68.49
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$67.00 (≤1σ, normal week)$864$-50,420+$3,514+$858
+2.5%$68.67 (≤1σ, normal week)$-141$-50,432+$3,502-$147
+5%$70.35 (1.0σ)$-1,146$-50,444+$3,490-$1,152
SS (= V-bounce)$141.55 (10.4σ)$-43,866$-50,957+$2,977-$24,942
V-BOUNCE STRESS (stock → CC-SS $149.11, where you are whole again, by expiry)
Starting unrealized P&L: $-53,934
+ Fortress recovery (un-capped): +$51,325
− CC assignment net of premium (6 × $67): -$48,403
Total Position P&L @ SS: $-51,011 (+$2,923 vs today)
Do-nothing baseline at SS: $-26,069 (this trade vs do-nothing: $-24,942, the opportunity cost of earning $2,356/mo FIGHT income now)
BB-reversion stress (→ $89.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,378, position total $-50,579 (+$3,355 vs today)
100% normal6 × $6325 Sep11d0.8%55%hist 70%95%hist 90%+4pp$1,662$4,533+$2,176$50,005
Sell 6 × $63 0.8% OTM over spot $62.53 25 Sep 2026 (11d, $2.87 mid)
= $1,662 credit for the 11d cycle → $4,533/mo projected
Survival (stays ≤ $63)
55%
Breach risk
45%
POP (stays ≤ $65.87)
69%
EV / mo
+$644
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
10% whole by 9mo vs 7% doing nothing
FIRE DRILLS
~12.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$826/mo
median; plan ~$561/mo after 68% keep · $7,281 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.9 mo, measured ONLY among the 10% 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)
78%
Flat exit net (mid-life)
+$294
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$76 @ 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.22/sh now → $2.28 mid-life (likely $3.20–$4.33)≈ $0 at expiry  |  you banked $2.77/sh, so a flat mid-life exit nets +$0.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,330 simulated challenges: the $63 strike is typically first touched on day 2 of 11, at $65 (overshoots $1.62). 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)~$632 Oct 202612d left+$0.76/sh+$456
cycle +$2,118
[+$169…+$283] · 95% credit
67%
surv 53%
-$51,537 NOT
cap gain +$2,397
Reliable up-and-out (highest cap still free ≥60%)~$649 Oct 202620d left+$0.93/sh+$556
cycle +$2,218
[+$160…+$329] · 91% credit
70%
surv 59%
-$50,565 NOT
cap gain +$3,369
Up-and-out for even (raise the cap, free)~$642 Oct 202612d left+$0.29/sh+$176
cycle +$1,838
[-$145…+$9] · 29% credit
71%
surv 60%
-$50,946 NOT
cap gain +$2,988
Max even-money escape in the band~$669 Oct 202620d left+$0.24/sh+$141
cycle +$1,803
[-$349…-$106] · 10% credit
74%
surv 66%
-$49,795 NOT
cap gain +$4,139
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$769 Oct 202620d left-$1.62/sh-$973
cycle +$689
[-$1,863…-$1,359]
90%
surv 89%
-$44,981 NOT
cap gain +$8,953
budget: banked $1,662 debit $973 (59% used ≈ 0.9 wk of income) → whole cycle still +$689 cash · rolled 6 ct earn ≈ $592/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$4,533/mo
vs 50% target ($2,266/mo)+100%
vs normal income ($4,533/mo)100% covered
Net income (after hedge)$4,086/mo
Downside budget
⚠ $63 is $86 below CC-SS $149.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$50,005
… as % of IC ($15,930)313.9%
… as % of ML ($69,930)71.5%
Recovery months (at normal income)11.0 mo
Surgical close (6 ct)$-53,994
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.69/sh (~25% of the $2.77 collected) or spot ≥ $65.87 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $63)); NOT the premium you collected. Momentum override: two daily closes above $76.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $62.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$62-65.87
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
≥ $65.87
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$63.00 (≤1σ, normal week)$1,662$-51,993+$1,941+$1,656
+2.5%$64.57 (≤1σ, normal week)$717$-52,005+$1,929+$711
+5%$66.15 (≤1σ, normal week)$-228$-52,016+$1,918-$234
SS (= V-bounce)$141.55 (10.4σ)$-45,468$-52,559+$1,375-$26,544
V-BOUNCE STRESS (stock → CC-SS $149.11, where you are whole again, by expiry)
Starting unrealized P&L: $-53,934
+ Fortress recovery (un-capped): +$51,325
− CC assignment net of premium (6 × $63): -$50,005
Total Position P&L @ SS: $-52,613 (+$1,321 vs today)
Do-nothing baseline at SS: $-26,069 (this trade vs do-nothing: $-26,544, the opportunity cost of earning $4,533/mo FIGHT income now)
BB-reversion stress (→ $89.07 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,980, position total $-52,181 (+$1,753 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 (22 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 22 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: 0.988 (IBKR)  |  Recovery@SS: +$51,325 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-26,069

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$684d18 Sep 2026$0.516/6$2,295$1,84884%86%+$935-$48,361303.6%$-50,969 (vs do-nothing $-24,900)
$674d18 Sep 2026$0.685/6$2,550$2,10680%84%+$957-$40,715255.6%$-47,234 (vs do-nothing $-21,165)
$664d18 Sep 2026$0.874/6$2,610$2,16875%80%+$829-$32,896206.5%$-43,325 (vs do-nothing $-17,256)
$6711d25 Sep 2026$1.446/6$2,356$1,90973%79%+$618-$48,403303.8%$-51,011 (vs do-nothing $-24,942)
$654d18 Sep 2026$1.143/6$2,565$2,12669%76%+$715-$24,891156.3%$-39,230 (vs do-nothing $-13,161)
$6611d25 Sep 2026$1.715/6$2,332$1,88769%76%+$543-$40,700255.5%$-47,219 (vs do-nothing $-21,150)
$6618d2 Oct 2026$2.436/6$2,430$1,98366%75%+$482-$48,409303.9%$-51,017 (vs do-nothing $-24,948)
$6511d25 Sep 2026$2.015/6$2,741$2,29665%74%+$545-$41,050257.7%$-47,569 (vs do-nothing $-21,500)
$6518d2 Oct 2026$2.755/6$2,292$1,84763%73%+$396-$40,680255.4%$-47,199 (vs do-nothing $-21,130)
$644d18 Sep 2026$1.423/6$3,195$2,75663%73%+$666-$25,107157.6%$-39,446 (vs do-nothing $-13,377)
$6525d9 Oct 2026$3.306/6$2,376$1,92962%73%+$371-$48,487304.4%$-51,095 (vs do-nothing $-25,026)
$6411d25 Sep 2026$2.364/6$2,575$2,13360%71%+$432-$33,100207.8%$-43,529 (vs do-nothing $-17,460)
$6418d2 Oct 2026$3.205/6$2,667$2,22259%71%+$462-$40,955257.1%$-47,474 (vs do-nothing $-21,405)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$6425d9 Oct 2026$3.706/6$2,664$2,21759%71%+$389-$48,847306.6%$-51,455 (vs do-nothing $-25,386)
$634d18 Sep 2026$1.812/6$2,715$2,27955%69%+$448-$16,860105.8%$-35,109 (vs do-nothing $-9,040)
$6325d9 Oct 2026$4.155/6$2,490$2,04655%69%+$344-$40,980257.3%$-47,499 (vs do-nothing $-21,430)
$6318d2 Oct 2026$3.404/6$2,267$1,82555%69%+$225-$33,084207.7%$-43,513 (vs do-nothing $-17,444)
$6311d25 Sep 2026$2.773/6$2,266$1,82755%69%+$322-$25,002157.0%$-39,341 (vs do-nothing $-13,272)
$6225d9 Oct 2026$4.555/6$2,730$2,28652%68%+$309-$41,280259.1%$-47,799 (vs do-nothing $-21,730)
$6218d2 Oct 2026$3.904/6$2,600$2,15851%67%+$248-$33,284208.9%$-43,713 (vs do-nothing $-17,644)
$6211d25 Sep 2026$3.153/6$2,577$2,13850%66%+$244-$25,188158.1%$-39,527 (vs do-nothing $-13,458)
$624d18 Sep 2026$2.272/6$3,405$2,96947%65%+$417-$16,968106.5%$-35,217 (vs do-nothing $-9,148)

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  |  2026-09-14 21:51