FORTRESS FIGHT: RKLB @ $63.29

BE SS: $141.55  |  CC-SS: $149.05  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-16 21:50

RKLB @ $63.29   UNDERWATER $78.26 (55.3% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $149.05 (banked floor $144.94)  |  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$4,174/mo95% ann ROI on ML
Hedge rolling cost$414/mo
Unrealized P&L$-53,508fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,087/mo
HEDGE COVER
$414/mo
NORMAL INCOME
$4,174/mo (ATM CC, chain)
IC VELOCITY
3.8 mo to earn back $15,930
ML VELOCITY
16.8 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $149.05 in the fetched chain; the deepest available is $110C (16d, $34/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)
$50,906
was $53,508 · 5% earned back
Cycles closed
11
Credit in flight
$0
CC-SS · banked floor (info)
$149.05 → $144.94
? 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 24 (live) · RSI 43 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 42 · %B 35 · hist rising (nightly)
LEVELS20W MA (bounce target) $89.09 (+41%) · daily UBB $71.28 · 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 / 2d. This is the safest strike (survival 93%, breach 7%) that still earns 50% of normal income ($2,087/mo); it brings $2,340/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 × $68/2d for $4,320/mo, but breach risk rises to 13% (+7pp 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 × $75/2d (99% survival, $450/mo).
Downside anchor: the primary mortgages $47,272 (297% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 11.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-53,514 and cuts bleed by $414/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 (2d) · sell 6 × $70, 93% survival, $2,340/mo (E[net] $2,258/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 · 2d6 × $7093%$2,340$2,258
NEXT FRIDAY25 Sep 2026 · 9d6 × $6979%$2,380$497
E[net] arithmetic on the grand pick: keep $156 with probability 98%; on the 2% touch you roll, paying $971 to close and taking $897 back from the best priced door (net cash $74) 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 · 2d · E[net] $2,258/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $70 (50% normal), 93% survival, breach 7%, $2,340/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $75 rung (cover hedge) lifts survival to 99% (breach 7% → 1%) for $1,890/mo less (81% income) buys safety you do not really need here.
RKLB  spot $63.29 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $7518 Sep2d18.5%99%hist 96%3%hist 3%+2pp$30$450-$1,890$44,398
Sell 6 × $75 18.5% OTM over spot $63.29 18 Sep 2026 (2d, $0.06 mid)
= $30 credit for the 2d cycle → $450/mo projected
Survival (stays ≤ $75)
99%
Breach risk
1%
POP (stays ≤ $75.06)
99%
EV / mo
+$377
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
24% whole by 9mo vs 23% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-28/mo
median; plan ~$-19/mo after 68% keep · $-245 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.5 mo [3.1-6.7], measured ONLY among the 24% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
0%
Flat exit net (mid-life)
-$1,010
Free roll-up
+$3/wk
Safest escape (by 9 Oct 2026)
$85 @ 84% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.45/sh now → $1.73 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.68/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 20268d left+$1.45/sh+$868
cycle +$898
68%
surv 52%
-$45,633 NOT
cap gain +$7,875
Up-and-out for even (raise the cap, free)~$7825 Sep 20268d left+$0.30/sh+$179
cycle +$209
75%
surv 66%
-$44,708 NOT
cap gain +$8,800
Max even-money escape in the band~$849 Oct 202622d left+$0.15/sh+$88
cycle +$118
82%
surv 78%
-$41,224 NOT
cap gain +$12,284
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$859 Oct 202622d left-$0.05/sh-$29
cycle +$1
84%
surv 80%
-$40,745 NOT
cap gain +$12,763
budget: banked $30 debit $29 (98% used ≈ 0.3 wk of income) → whole cycle still +$1 cash · rolled 6 ct earn ≈ $1,379/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 ($2,087/mo)-78%
vs normal income ($4,174/mo)11% covered
Net income (after hedge)$36/mo
Downside budget
⚠ $75 is $74 below CC-SS $149.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,398
… as % of IC ($15,930)278.7%
… as % of ML ($69,930)63.5%
Recovery months (at normal income)10.6 mo
Surgical close (6 ct)$-53,511
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $75.06 (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 $71.28 (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
$74-75.06
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
≥ $75.06
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$75.00 (3.5σ)$30$-46,501+$7,007+$12
+2.5%$76.88 (4.1σ)$-1,095$-46,509+$6,999-$1,113
+5%$78.75 (4.7σ)$-2,220$-46,517+$6,991-$2,238
SS (= V-bounce)$141.55 (23.7σ)$-39,900$-46,781+$6,727-$20,988
V-BOUNCE STRESS (stock → CC-SS $149.05, where you are whole again, by expiry)
Starting unrealized P&L: $-53,508
+ Fortress recovery (un-capped): +$51,094
− CC assignment net of premium (6 × $75): -$44,398
Total Position P&L @ SS: $-46,812 (+$6,696 vs today)
Do-nothing baseline at SS: $-25,824 (this trade vs do-nothing: $-20,988, the opportunity cost of earning $450/mo FIGHT income now)
BB-reversion stress (→ $89.09 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,424, position total $-46,560 (+$6,948 vs today)
33% normal4 × $7018 Sep2d10.6%93%hist 96%14%hist 14%+6pp$104$1,560-$780$31,515
Sell 4 × $70 10.6% OTM over spot $63.29 18 Sep 2026 (2d, $0.27 mid)
= $104 credit for the 2d cycle → $1,560/mo projected
Survival (stays ≤ $70)
93%
Breach risk
7%
POP (stays ≤ $70.27)
94%
EV / mo
+$1,142
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
24% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~3.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$784/mo
median; plan ~$533/mo after 68% keep · $5,988 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.8 mo [3.1-6.9], measured ONLY among the 24% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$543
Free roll-up
+$4/wk
Safest escape (by 9 Oct 2026)
$81 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.29/sh now → $1.62 mid-life (likely $1.60–$2.81)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$1.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 77 simulated challenges: the $70 strike is typically first touched on day 2 of 2, at $71 (overshoots $1.12). 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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7025 Sep 20268d left+$1.50/sh+$598
cycle +$702
[+$425…+$642] · 94% credit
69%
surv 52%
-$48,802 NOT
cap gain +$4,706
Reliable up-and-out (highest cap still free ≥60%)~$789 Oct 202622d left+$0.43/sh+$171
cycle +$275
[-$157…+$197] · 65% credit
81%
surv 77%
-$44,635 NOT
cap gain +$8,873
Max even-money escape in the band~$809 Oct 202622d left+$0.00/sh+$1
cycle +$105
[-$358…+$19] · 30% credit
84%
surv 81%
-$43,614 NOT
cap gain +$9,894
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$7425 Sep 20268d left+$0.02/sh+$8
cycle +$112
[-$298…+$12] · 29% credit
78%
surv 71%
-$47,181 NOT
cap gain +$6,327
Safety roll (pay small debit, max POP)~$819 Oct 202622d left-$0.19/sh-$76
cycle +$28
[-$450…-$61] · 16% credit
85%
surv 83%
-$43,096 NOT
cap gain +$10,412
budget: banked $104 debit $76 (74% used ≈ 0.2 wk of income) → whole cycle still +$28 cash · rolled 4 ct earn ≈ $778/mo while parked; 2 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$1,560/mo
vs 50% target ($2,087/mo)-25%
vs normal income ($4,174/mo)37% covered
Net income (after hedge)$1,157/mo
Downside budget
⚠ $70 is $79 below CC-SS $149.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,515
… as % of IC ($15,930)197.8%
… as % of ML ($69,930)45.1%
Recovery months (at normal income)7.6 mo
Surgical close (4 ct)$-35,676
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $70.27 (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 $71.28 (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
$69-70.27
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
≥ $70.27
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 (2.0σ)$104$-49,400+$4,108+$92
+2.5%$71.75 (2.6σ)$-596$-49,058+$4,450-$608
+5%$73.50 (3.1σ)$-1,296$-48,715+$4,793-$1,308
SS (= V-bounce)$141.55 (23.7σ)$-28,516$-41,701+$11,807-$15,908
V-BOUNCE STRESS (stock → CC-SS $149.05, where you are whole again, by expiry)
Starting unrealized P&L: $-53,508
+ Fortress recovery (un-capped): +$51,094
− CC assignment net of premium (4 × $70): -$31,515
− Conservative CC assignment net of premium (2 × $110): -$7,803
Total Position P&L @ SS: $-41,732 (+$11,776 vs today)
Do-nothing baseline at SS: $-25,824 (this trade vs do-nothing: $-15,908, the opportunity cost of earning $1,560/mo FIGHT income now)
BB-reversion stress (→ $89.09 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,532, position total $-45,662 (+$7,846 vs today)
🎯 50% normal6 × $7018 Sep2d10.6%93%hist 96%14%hist 14%+6pp$156$2,340$47,272
Sell 6 × $70 10.6% OTM over spot $63.29 18 Sep 2026 (2d, $0.27 mid)
= $156 credit for the 2d cycle → $2,340/mo projected
Survival (stays ≤ $70)
93%
Breach risk
7%
POP (stays ≤ $70.27)
94%
EV / mo
+$1,713
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
23% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~3.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,301/mo
median; plan ~$885/mo after 68% keep · $9,825 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.2 mo [2.7-6.2], measured ONLY among the 23% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
2%
Flat exit net (mid-life)
-$815
Free roll-up
+$4/wk
Safest escape (by 9 Oct 2026)
$81 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.29/sh now → $1.62 mid-life (likely $1.62–$3.21)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$1.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 71 simulated challenges: the $70 strike is typically first touched on day 2 of 2, at $71 (overshoots $1.35). 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 20268d left+$1.50/sh+$897
cycle +$1,053
[+$519…+$958] · 93% credit
69%
surv 52%
-$48,457 NOT
cap gain +$5,051
Reliable up-and-out (highest cap still free ≥60%)~$779 Oct 202622d left+$0.68/sh+$409
cycle +$565
[-$235…+$445] · 65% credit
80%
surv 74%
-$44,947 NOT
cap gain +$8,561
Up-and-out for even (raise the cap, free)~$7425 Sep 20268d left+$0.02/sh+$13
cycle +$169
[-$616…+$10] · 27% credit
78%
surv 71%
-$47,131 NOT
cap gain +$6,377
Max even-money escape in the band~$809 Oct 202622d left+$0.00/sh+$1
cycle +$157
[-$731…+$19] · 27% credit
84%
surv 81%
-$43,568 NOT
cap gain +$9,940
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$819 Oct 202622d left-$0.19/sh-$115
cycle +$41
[-$873…-$102] · 15% credit
85%
surv 83%
-$43,088 NOT
cap gain +$10,420
budget: banked $156 debit $115 (74% used ≈ 0.2 wk of income) → whole cycle still +$41 cash · rolled 6 ct earn ≈ $1,168/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$2,340/mo
vs 50% target ($2,087/mo)+12%
vs normal income ($4,174/mo)56% covered
Net income (after hedge)$1,926/mo
Downside budget
⚠ $70 is $79 below CC-SS $149.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,272
… as % of IC ($15,930)296.7%
… as % of ML ($69,930)67.6%
Recovery months (at normal income)11.3 mo
Surgical close (6 ct)$-53,514
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $70.27 (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 $71.28 (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
$69-70.27
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
≥ $70.27
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 (2.0σ)$156$-49,354+$4,154+$138
+2.5%$71.75 (2.6σ)$-894$-49,362+$4,146-$912
+5%$73.50 (3.1σ)$-1,944$-49,369+$4,139-$1,962
SS (= V-bounce)$141.55 (23.7σ)$-42,774$-49,655+$3,853-$23,862
V-BOUNCE STRESS (stock → CC-SS $149.05, where you are whole again, by expiry)
Starting unrealized P&L: $-53,508
+ Fortress recovery (un-capped): +$51,094
− CC assignment net of premium (6 × $70): -$47,272
Total Position P&L @ SS: $-49,686 (+$3,822 vs today)
Do-nothing baseline at SS: $-25,824 (this trade vs do-nothing: $-23,862, the opportunity cost of earning $2,340/mo FIGHT income now)
BB-reversion stress (→ $89.09 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,298, position total $-49,434 (+$4,074 vs today)
🛡 safe yield6 × $6918 Sep2d9.0%90%hist 96%20%hist 14%+12pp$210$3,150+$810$47,818
Sell 6 × $69 9.0% OTM over spot $63.29 18 Sep 2026 (2d, $0.38 mid)
= $210 credit for the 2d cycle → $3,150/mo projected
Survival (stays ≤ $69)
90%
Breach risk
10%
POP (stays ≤ $69.38)
92%
EV / mo
+$2,129
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
30% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~4.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,878/mo
median; plan ~$1,277/mo after 68% keep · $13,837 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo [3.1-7.1], measured ONLY among the 30% 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)
-$747
Free roll-up
+$4/wk
Safest escape (by 9 Oct 2026)
$81 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.26/sh now → $1.60 mid-life (likely $1.66–$3.19)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$1.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 145 simulated challenges: the $69 strike is typically first touched on day 2 of 2, at $70 (overshoots $1.35). 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 20268d left+$1.50/sh+$902
cycle +$1,112
[+$525…+$936] · 88% credit
69%
surv 52%
-$48,994 NOT
cap gain +$4,514
Reliable up-and-out (highest cap still free ≥60%)~$769 Oct 202622d left+$0.69/sh+$412
cycle +$622
[-$230…+$406] · 60% credit
80%
surv 74%
-$45,486 NOT
cap gain +$8,022
Up-and-out for even (raise the cap, free)~$7325 Sep 20268d left+$0.03/sh+$18
cycle +$228
[-$602…-$9] · 23% credit
78%
surv 71%
-$47,668 NOT
cap gain +$5,840
Max even-money escape in the band~$799 Oct 202622d left+$0.01/sh+$6
cycle +$216
[-$716…-$15] · 23% credit
84%
surv 81%
-$44,105 NOT
cap gain +$9,403
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$819 Oct 202622d left-$0.34/sh-$207
cycle +$3
[-$976…-$230] · 3% credit
87%
surv 85%
-$43,126 NOT
cap gain +$10,382
budget: banked $210 debit $207 (98% used ≈ 0.3 wk of income) → whole cycle still +$3 cash · rolled 6 ct earn ≈ $1,023/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,150/mo
vs 50% target ($2,087/mo)+51%
vs normal income ($4,174/mo)75% covered
Net income (after hedge)$2,736/mo
Downside budget
⚠ $69 is $80 below CC-SS $149.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,818
… as % of IC ($15,930)300.2%
… as % of ML ($69,930)68.4%
Recovery months (at normal income)11.5 mo
Surgical close (6 ct)$-53,526
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 ≥ $69.38 (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 $71.28 (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
$68-69.38
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
≥ $69.38
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 (1.7σ)$210$-49,896+$3,612+$192
+2.5%$70.72 (2.3σ)$-825$-49,903+$3,605-$843
+5%$72.45 (2.8σ)$-1,860$-49,910+$3,598-$1,878
SS (= V-bounce)$141.55 (23.7σ)$-43,320$-50,201+$3,307-$24,408
V-BOUNCE STRESS (stock → CC-SS $149.05, where you are whole again, by expiry)
Starting unrealized P&L: $-53,508
+ Fortress recovery (un-capped): +$51,094
− CC assignment net of premium (6 × $69): -$47,818
Total Position P&L @ SS: $-50,232 (+$3,276 vs today)
Do-nothing baseline at SS: $-25,824 (this trade vs do-nothing: $-24,408, the opportunity cost of earning $3,150/mo FIGHT income now)
BB-reversion stress (→ $89.09 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,844, position total $-49,980 (+$3,528 vs today)
100% normal6 × $6818 Sep2d7.4%87%hist 86%27%hist 26%+12pp$288$4,320+$1,980$48,340
Sell 6 × $68 7.4% OTM over spot $63.29 18 Sep 2026 (2d, $0.52 mid)
= $288 credit for the 2d cycle → $4,320/mo projected
Survival (stays ≤ $68)
87%
Breach risk
13%
POP (stays ≤ $68.52)
89%
EV / mo
+$2,658
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
25% whole by 9mo vs 13% doing nothing
FIRE DRILLS
~6.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,187/mo
median; plan ~$1,487/mo after 68% keep · $16,734 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.6 mo [3.3-6.9], measured ONLY among the 25% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
8%
Flat exit net (mid-life)
-$655
Free roll-up
+$4/wk
Safest escape (by 9 Oct 2026)
$81 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.22/sh now → $1.57 mid-life (likely $1.63–$3.51)≈ $0 at expiry  |  you banked $0.48/sh, so a flat mid-life exit nets -$1.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 251 simulated challenges: the $68 strike is typically first touched on day 2 of 2, at $69 (overshoots $1.35). 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 20268d left+$1.51/sh+$905
cycle +$1,193
[+$420…+$945] · 89% credit
69%
surv 52%
-$49,508 NOT
cap gain +$4,000
Reliable up-and-out (highest cap still free ≥60%)~$759 Oct 202622d left+$0.69/sh+$414
cycle +$702
[-$386…+$419] · 62% credit
80%
surv 74%
-$46,002 NOT
cap gain +$7,506
Up-and-out for even (raise the cap, free)~$7225 Sep 20268d left+$0.04/sh+$23
cycle +$311
[-$731…+$5] · 25% credit
78%
surv 71%
-$48,181 NOT
cap gain +$5,327
Max even-money escape in the band~$789 Oct 202622d left+$0.02/sh+$10
cycle +$298
[-$893…-$6] · 24% credit
84%
surv 81%
-$44,619 NOT
cap gain +$8,889
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$819 Oct 202622d left-$0.42/sh-$250
cycle +$38
[-$1,222…-$275]
88%
surv 86%
-$43,091 NOT
cap gain +$10,417
budget: banked $288 debit $250 (87% used ≈ 0.3 wk of income) → whole cycle still +$38 cash · rolled 6 ct earn ≈ $945/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$4,320/mo
vs 50% target ($2,087/mo)+107%
vs normal income ($4,174/mo)104% covered
Net income (after hedge)$3,906/mo
Downside budget
⚠ $68 is $81 below CC-SS $149.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$48,340
… as % of IC ($15,930)303.5%
… as % of ML ($69,930)69.1%
Recovery months (at normal income)11.6 mo
Surgical close (6 ct)$-53,532
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.48 collected) or spot ≥ $68.52 (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 $71.28 (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
$67-68.52
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $68.52
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$68.00 (1.4σ)$288$-50,414+$3,094+$270
+2.5%$69.70 (1.9σ)$-732$-50,421+$3,087-$750
+5%$71.40 (2.5σ)$-1,752$-50,428+$3,080-$1,770
SS (= V-bounce)$141.55 (23.7σ)$-43,842$-50,723+$2,785-$24,930
V-BOUNCE STRESS (stock → CC-SS $149.05, where you are whole again, by expiry)
Starting unrealized P&L: $-53,508
+ Fortress recovery (un-capped): +$51,094
− CC assignment net of premium (6 × $68): -$48,340
Total Position P&L @ SS: $-50,754 (+$2,754 vs today)
Do-nothing baseline at SS: $-25,824 (this trade vs do-nothing: $-24,930, the opportunity cost of earning $4,320/mo FIGHT income now)
BB-reversion stress (→ $89.09 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,366, position total $-50,502 (+$3,006 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 · 9d · E[net] $497/mo

🎯 Engine pick: sell 6 × $69 (50% normal), 79% survival, breach 21%, $2,380/mo.
⚖️ Worth a safer step: the $71 rung (33% normal) lifts survival to 85% (breach 21% → 15%) for $760/mo less (32% 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 $71 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $63.29 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $7825 Sep9d23.2%95%hist 96%9%hist 3%+1pp$126$420-$1,960$42,502
Sell 6 × $78 23.2% OTM over spot $63.29 25 Sep 2026 (9d, $0.26 mid)
= $126 credit for the 9d cycle → $420/mo projected
Survival (stays ≤ $78)
95%
Breach risk
5%
POP (stays ≤ $78.25)
96%
EV / mo
+$259
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
12% whole by 9mo vs 11% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-75/mo
median; plan ~$-51/mo after 68% keep · $-656 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 12% 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)
4%
Flat exit net (mid-life)
-$1,668
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$82 @ 75% POP
66% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.23/sh now → $2.99 mid-life (likely $1.85–$3.59)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$2.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 119 simulated challenges: the $78 strike is typically first touched on day 7 of 9, at $79 (overshoots $1.42). 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)~$782 Oct 202612d left+$0.52/sh+$312
cycle +$438
[+$342…+$861] · 97% credit
67%
surv 52%
-$44,305 NOT
cap gain +$9,203
Up-and-out for even (raise the cap, free)~$792 Oct 202612d left+$0.20/sh+$117
cycle +$243
[+$118…+$646] · 86% credit
69%
surv 55%
-$44,078 NOT
cap gain +$9,430
Max even-money escape in the band~$819 Oct 202618d left+$0.15/sh+$89
cycle +$215
[+$24…+$681] · 76% credit
73%
surv 63%
-$42,914 NOT
cap gain +$10,594
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$829 Oct 202618d left-$0.20/sh-$121
cycle +$5
[-$205…+$459] · 61% credit
75%
surv 66%
-$42,529 NOT
cap gain +$10,979
budget: banked $126 debit $121 (96% used ≈ 1.3 wk of income) → whole cycle still +$5 cash · rolled 6 ct earn ≈ $2,788/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$420/mo
vs 50% target ($2,087/mo)-80%
vs normal income ($4,174/mo)10% covered
Net income (after hedge)$6/mo
Downside budget
⚠ $78 is $71 below CC-SS $149.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,502
… as % of IC ($15,930)266.8%
… as % of ML ($69,930)60.8%
Recovery months (at normal income)10.2 mo
Surgical close (6 ct)$-53,535
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $78.25 (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 $71.28 (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
$77-78.25
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
≥ $78.25
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 (2.1σ)$126$-44,618+$8,890+$108
+2.5%$79.95 (2.4σ)$-1,044$-44,626+$8,882-$1,062
+5%$81.90 (2.7σ)$-2,214$-44,634+$8,874-$2,232
SS (= V-bounce)$141.55 (11.2σ)$-38,004$-44,885+$8,623-$19,092
V-BOUNCE STRESS (stock → CC-SS $149.05, where you are whole again, by expiry)
Starting unrealized P&L: $-53,508
+ Fortress recovery (un-capped): +$51,094
− CC assignment net of premium (6 × $78): -$42,502
Total Position P&L @ SS: $-44,916 (+$8,592 vs today)
Do-nothing baseline at SS: $-25,824 (this trade vs do-nothing: $-19,092, the opportunity cost of earning $420/mo FIGHT income now)
BB-reversion stress (→ $89.09 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,528, position total $-44,664 (+$8,844 vs today)
🛡 safe yield6 × $7425 Sep9d16.9%91%hist 96%18%hist 14%+2pp$258$860-$1,520$44,770
Sell 6 × $74 16.9% OTM over spot $63.29 25 Sep 2026 (9d, $0.49 mid)
= $258 credit for the 9d cycle → $860/mo projected
Survival (stays ≤ $74)
91%
Breach risk
9%
POP (stays ≤ $74.49)
92%
EV / mo
+$454
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
16% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$174/mo
median; plan ~$118/mo after 68% keep · $1,494 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.4 mo [3.3-7.6], 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)
10%
Flat exit net (mid-life)
-$1,444
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$79 @ 77% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.01/sh now → $2.84 mid-life (likely $2.33–$4.11)≈ $0 at expiry  |  you banked $0.43/sh, so a flat mid-life exit nets -$2.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 313 simulated challenges: the $74 strike is typically first touched on day 7 of 9, at $76 (overshoots $1.65). 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+$0.63/sh+$379
cycle +$637
[+$289…+$680] · 95% credit
68%
surv 52%
-$46,490 NOT
cap gain +$7,018
Up-and-out for even (raise the cap, free)~$752 Oct 202612d left+$0.31/sh+$184
cycle +$442
[+$52…+$476] · 81% credit
69%
surv 56%
-$46,262 NOT
cap gain +$7,246
Max even-money escape in the band~$779 Oct 202618d left+$0.26/sh+$155
cycle +$413
[-$70…+$488] · 68% credit
73%
surv 63%
-$45,099 NOT
cap gain +$8,409
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 202618d left-$0.32/sh-$191
cycle +$67
[-$497…+$116] · 32% credit
77%
surv 70%
-$44,253 NOT
cap gain +$9,255
budget: banked $258 debit $191 (74% used ≈ 1.0 wk of income) → whole cycle still +$67 cash · rolled 6 ct earn ≈ $2,520/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$860/mo
vs 50% target ($2,087/mo)-59%
vs normal income ($4,174/mo)21% covered
Net income (after hedge)$446/mo
Downside budget
⚠ $74 is $75 below CC-SS $149.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,770
… as % of IC ($15,930)281.0%
… as % of ML ($69,930)64.0%
Recovery months (at normal income)10.7 mo
Surgical close (6 ct)$-53,544
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.43 collected) or spot ≥ $74.49 (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 $71.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $73.26Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$73-74.49
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
≥ $74.49
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$74.00 (1.5σ)$258$-46,869+$6,639+$240
+2.5%$75.85 (1.8σ)$-852$-46,877+$6,631-$870
+5%$77.70 (2.1σ)$-1,962$-46,885+$6,623-$1,980
SS (= V-bounce)$141.55 (11.2σ)$-40,272$-47,153+$6,355-$21,360
V-BOUNCE STRESS (stock → CC-SS $149.05, where you are whole again, by expiry)
Starting unrealized P&L: $-53,508
+ Fortress recovery (un-capped): +$51,094
− CC assignment net of premium (6 × $74): -$44,770
Total Position P&L @ SS: $-47,184 (+$6,324 vs today)
Do-nothing baseline at SS: $-25,824 (this trade vs do-nothing: $-21,360, the opportunity cost of earning $860/mo FIGHT income now)
BB-reversion stress (→ $89.09 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,796, position total $-46,932 (+$6,576 vs today)
33% normal ← lean6 × $7125 Sep9d12.2%85%hist 86%31%hist 30%+2pp$486$1,620-$760$46,342
Sell 6 × $71 12.2% OTM over spot $63.29 25 Sep 2026 (9d, $0.85 mid)
= $486 credit for the 9d cycle → $1,620/mo projected
Survival (stays ≤ $71)
85%
Breach risk
15%
POP (stays ≤ $71.85)
87%
EV / mo
+$774
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
12% whole by 9mo vs 11% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$499/mo
median; plan ~$339/mo after 68% keep · $4,302 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.4 mo, measured ONLY among the 12% 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)
-$1,147
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$78 @ 81% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.85/sh now → $2.72 mid-life (likely $2.67–$4.14)≈ $0 at expiry  |  you banked $0.81/sh, so a flat mid-life exit nets -$1.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 638 simulated challenges: the $71 strike is typically first touched on day 6 of 9, at $73 (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)~$712 Oct 202612d left+$0.70/sh+$423
cycle +$909
[+$225…+$582] · 93% credit
68%
surv 52%
-$48,006 NOT
cap gain +$5,502
Reliable up-and-out (highest cap still free ≥60%)~$739 Oct 202618d left+$0.73/sh+$437
cycle +$923
[+$154…+$597] · 86% credit
71%
surv 59%
-$46,973 NOT
cap gain +$6,535
Up-and-out for even (raise the cap, free)~$722 Oct 202612d left+$0.38/sh+$228
cycle +$714
[+$5…+$366] · 76% credit
69%
surv 56%
-$47,777 NOT
cap gain +$5,731
Max even-money escape in the band~$749 Oct 202618d left+$0.33/sh+$197
cycle +$683
[-$129…+$332] · 59% credit
73%
surv 63%
-$46,616 NOT
cap gain +$6,892
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 202618d left-$0.77/sh-$460
cycle +$26
[-$936…-$387] · 7% credit
81%
surv 76%
-$44,890 NOT
cap gain +$8,618
budget: banked $486 debit $460 (95% used ≈ 1.2 wk of income) → whole cycle still +$26 cash · rolled 6 ct earn ≈ $1,956/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$1,620/mo
vs 50% target ($2,087/mo)-22%
vs normal income ($4,174/mo)39% covered
Net income (after hedge)$1,206/mo
Downside budget
⚠ $71 is $78 below CC-SS $149.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,342
… as % of IC ($15,930)290.9%
… as % of ML ($69,930)66.3%
Recovery months (at normal income)11.1 mo
Surgical close (6 ct)$-53,532
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.81 collected) or spot ≥ $71.85 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $71)); NOT the premium you collected. Momentum override: two daily closes above $71.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $70.29Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$70-71.85
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $71.85
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$71.00 (1.1σ)$486$-48,428+$5,080+$468
+2.5%$72.77 (1.4σ)$-579$-48,436+$5,072-$597
+5%$74.55 (1.6σ)$-1,644$-48,443+$5,065-$1,662
SS (= V-bounce)$141.55 (11.2σ)$-41,844$-48,725+$4,783-$22,932
V-BOUNCE STRESS (stock → CC-SS $149.05, where you are whole again, by expiry)
Starting unrealized P&L: $-53,508
+ Fortress recovery (un-capped): +$51,094
− CC assignment net of premium (6 × $71): -$46,342
Total Position P&L @ SS: $-48,756 (+$4,752 vs today)
Do-nothing baseline at SS: $-25,824 (this trade vs do-nothing: $-22,932, the opportunity cost of earning $1,620/mo FIGHT income now)
BB-reversion stress (→ $89.09 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,368, position total $-48,504 (+$5,004 vs today)
🎯 50% normal6 × $6925 Sep9d9.0%79%hist 84%44%hist 39%+5pp$714$2,380$47,314
Sell 6 × $69 9.0% OTM over spot $63.29 25 Sep 2026 (9d, $1.25 mid)
= $714 credit for the 9d cycle → $2,380/mo projected
Survival (stays ≤ $69)
79%
Breach risk
21%
POP (stays ≤ $70.25)
83%
EV / mo
+$1,003
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
13% whole by 9mo vs 8% doing nothing
FIRE DRILLS
~3.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$736/mo
median; plan ~$501/mo after 68% keep · $6,405 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)
31%
Flat exit net (mid-life)
-$873
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$78 @ 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.74/sh now → $2.65 mid-life (likely $2.67–$4.17)≈ $0 at expiry  |  you banked $1.19/sh, so a flat mid-life exit nets -$1.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 921 simulated challenges: the $69 strike is typically first touched on day 5 of 9, at $71 (overshoots $1.51). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$692 Oct 202612d left+$0.75/sh+$449
cycle +$1,163
[+$203…+$572] · 94% credit
68%
surv 52%
-$48,943 NOT
cap gain +$4,565
Reliable up-and-out (highest cap still free ≥60%)~$719 Oct 202618d left+$0.77/sh+$461
cycle +$1,175
[+$117…+$571] · 86% credit
71%
surv 60%
-$47,912 NOT
cap gain +$5,596
Up-and-out for even (raise the cap, free)~$702 Oct 202612d left+$0.42/sh+$255
cycle +$969
[-$16…+$348] · 72% credit
69%
surv 56%
-$48,714 NOT
cap gain +$4,794
Max even-money escape in the band~$739 Oct 202618d left+$0.02/sh+$14
cycle +$728
[-$401…+$72] · 30% credit
75%
surv 67%
-$47,168 NOT
cap gain +$6,340
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 202618d left-$1.17/sh-$705
cycle +$9
[-$1,289…-$702] · 2% credit
84%
surv 81%
-$44,907 NOT
cap gain +$8,601
budget: banked $714 debit $705 (99% used ≈ 1.3 wk of income) → whole cycle still +$9 cash · rolled 6 ct earn ≈ $1,471/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$2,380/mo
vs 50% target ($2,087/mo)+14%
vs normal income ($4,174/mo)57% covered
Net income (after hedge)$1,966/mo
Downside budget
⚠ $69 is $80 below CC-SS $149.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,314
… as % of IC ($15,930)297.0%
… as % of ML ($69,930)67.7%
Recovery months (at normal income)11.3 mo
Surgical close (6 ct)$-53,544
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.30/sh (~25% of the $1.19 collected) or spot ≥ $70.25 (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 $71.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $68.31Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$68-70.25
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
≥ $70.25
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)$714$-49,392+$4,116+$696
+2.5%$70.72 (1.1σ)$-321$-49,399+$4,109-$339
+5%$72.45 (1.3σ)$-1,356$-49,406+$4,102-$1,374
SS (= V-bounce)$141.55 (11.2σ)$-42,816$-49,697+$3,811-$23,904
V-BOUNCE STRESS (stock → CC-SS $149.05, where you are whole again, by expiry)
Starting unrealized P&L: $-53,508
+ Fortress recovery (un-capped): +$51,094
− CC assignment net of premium (6 × $69): -$47,314
Total Position P&L @ SS: $-49,728 (+$3,780 vs today)
Do-nothing baseline at SS: $-25,824 (this trade vs do-nothing: $-23,904, the opportunity cost of earning $2,380/mo FIGHT income now)
BB-reversion stress (→ $89.09 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,340, position total $-49,476 (+$4,032 vs today)
100% normal6 × $6525 Sep9d2.7%61%hist 65%80%hist 79%+4pp$1,452$4,840+$2,460$48,976
Sell 6 × $65 2.7% OTM over spot $63.29 25 Sep 2026 (9d, $2.49 mid)
= $1,452 credit for the 9d cycle → $4,840/mo projected
Survival (stays ≤ $65)
61%
Breach risk
39%
POP (stays ≤ $67.49)
73%
EV / mo
+$1,410
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
12% whole by 9mo vs 8% doing nothing
FIRE DRILLS
~8.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,177/mo
median; plan ~$801/mo after 68% keep · $10,322 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.1 mo, measured ONLY among the 12% 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)
65%
Flat exit net (mid-life)
-$43
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$79 @ 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.52/sh now → $2.49 mid-life (likely $3.28–$4.51)≈ $0 at expiry  |  you banked $2.42/sh, so a flat mid-life exit nets -$0.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,941 simulated challenges: the $65 strike is typically first touched on day 3 of 9, at $67 (overshoots $1.52). 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)~$652 Oct 202612d left+$0.83/sh+$496
cycle +$1,948
[+$164…+$360] · 92% credit
68%
surv 53%
-$50,541 NOT
cap gain +$2,967
Reliable up-and-out (highest cap still free ≥60%)~$679 Oct 202618d left+$0.83/sh+$501
cycle +$1,953
[+$35…+$301] · 79% credit
72%
surv 60%
-$49,517 NOT
cap gain +$3,991
Max even-money escape in the band~$699 Oct 202618d left+$0.09/sh+$57
cycle +$1,509
[-$506…-$178] · 12% credit
75%
surv 67%
-$48,770 NOT
cap gain +$4,738
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$672 Oct 202612d left+$0.06/sh+$35
cycle +$1,487
[-$391…-$145] · 12% credit
71%
surv 61%
-$49,983 NOT
cap gain +$3,525
Safety roll (pay small debit, max POP)~$799 Oct 202618d left-$1.80/sh-$1,079
cycle +$373
[-$2,004…-$1,441]
91%
surv 90%
-$43,948 NOT
cap gain +$9,560
budget: banked $1,452 debit $1,079 (74% used ≈ 1.0 wk of income) → whole cycle still +$373 cash · rolled 6 ct earn ≈ $694/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$4,840/mo
vs 50% target ($2,087/mo)+132%
vs normal income ($4,174/mo)116% covered
Net income (after hedge)$4,426/mo
Downside budget
⚠ $65 is $84 below CC-SS $149.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$48,976
… as % of IC ($15,930)307.4%
… as % of ML ($69,930)70.0%
Recovery months (at normal income)11.7 mo
Surgical close (6 ct)$-53,550
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.60/sh (~25% of the $2.42 collected) or spot ≥ $67.49 (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 $71.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $64.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$64-67.49
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
≥ $67.49
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$65.00 (≤1σ, normal week)$1,452$-51,037+$2,471+$1,434
+2.5%$66.62 (≤1σ, normal week)$477$-51,044+$2,464+$459
+5%$68.25 (≤1σ, normal week)$-498$-51,051+$2,457-$516
SS (= V-bounce)$141.55 (11.2σ)$-44,478$-51,359+$2,149-$25,566
V-BOUNCE STRESS (stock → CC-SS $149.05, where you are whole again, by expiry)
Starting unrealized P&L: $-53,508
+ Fortress recovery (un-capped): +$51,094
− CC assignment net of premium (6 × $65): -$48,976
Total Position P&L @ SS: $-51,390 (+$2,118 vs today)
Do-nothing baseline at SS: $-25,824 (this trade vs do-nothing: $-25,566, the opportunity cost of earning $4,840/mo FIGHT income now)
BB-reversion stress (→ $89.09 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,002, position total $-51,138 (+$2,370 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 (28 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 28 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: 0.993 (IBKR)  |  Recovery@SS: +$51,094 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-25,824

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$702d18 Sep 2026$0.266/6$2,340$1,92693%94%+$1,713-$47,272296.7%$-49,686 (vs do-nothing $-23,862)
$692d18 Sep 2026$0.354/6$2,100$1,69790%92%+$1,419-$31,879200.1%$-42,096 (vs do-nothing $-16,272)
$682d18 Sep 2026$0.483/6$2,160$1,76387%89%+$1,329-$24,170151.7%$-38,289 (vs do-nothing $-12,465)
$672d18 Sep 2026$0.693/6$3,105$2,70881%85%+$1,767-$24,407153.2%$-38,526 (vs do-nothing $-12,702)
$662d18 Sep 2026$0.952/6$2,850$2,45880%87%+$2,055-$16,419103.1%$-34,440 (vs do-nothing $-8,616)
$699d25 Sep 2026$1.196/6$2,380$1,96679%83%+$1,003-$47,314297.0%$-49,728 (vs do-nothing $-23,904)
$689d25 Sep 2026$1.425/6$2,367$1,95875%81%+$910-$39,813249.9%$-46,129 (vs do-nothing $-20,305)
$6916d2 Oct 2026$1.896/6$2,126$1,71274%80%+$699-$46,894294.4%$-49,308 (vs do-nothing $-23,484)
$6816d2 Oct 2026$2.176/6$2,441$2,02771%78%+$756-$47,326297.1%$-49,740 (vs do-nothing $-23,916)
$679d25 Sep 2026$1.704/6$2,267$1,86471%78%+$797-$32,139201.7%$-42,356 (vs do-nothing $-16,532)
$652d18 Sep 2026$1.302/6$3,900$3,50870%82%+$2,462-$16,549103.9%$-34,570 (vs do-nothing $-8,746)
$6823d9 Oct 2026$2.786/6$2,176$1,76169%77%+$639-$46,960294.8%$-49,374 (vs do-nothing $-23,550)
$6716d2 Oct 2026$2.495/6$2,334$1,92668%76%+$708-$39,778249.7%$-46,094 (vs do-nothing $-20,270)
Show 15 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$669d25 Sep 2026$2.034/6$2,707$2,30466%76%+$866-$32,407203.4%$-42,624 (vs do-nothing $-16,800)
$6723d9 Oct 2026$3.006/6$2,348$1,93466%75%+$581-$47,428297.7%$-49,842 (vs do-nothing $-24,018)
$6616d2 Oct 2026$2.874/6$2,152$1,75064%75%+$609-$32,071201.3%$-42,288 (vs do-nothing $-16,464)
$6623d9 Oct 2026$3.355/6$2,185$1,77663%74%+$497-$39,848250.1%$-46,164 (vs do-nothing $-20,340)
$659d25 Sep 2026$2.423/6$2,420$2,02361%73%+$705-$24,488153.7%$-38,607 (vs do-nothing $-12,783)
$6516d2 Oct 2026$3.104/6$2,325$1,92260%72%+$505-$32,379203.3%$-42,596 (vs do-nothing $-16,772)
$6523d9 Oct 2026$3.755/6$2,446$2,03760%72%+$516-$40,148252.0%$-46,464 (vs do-nothing $-20,640)
$642d18 Sep 2026$1.691/6$2,535$2,14959%77%+$1,324-$8,33652.3%$-30,258 (vs do-nothing $-4,434)
$649d25 Sep 2026$2.863/6$2,860$2,46356%71%+$749-$24,656154.8%$-38,775 (vs do-nothing $-12,951)
$6423d9 Oct 2026$4.204/6$2,191$1,78856%71%+$433-$32,339203.0%$-42,556 (vs do-nothing $-16,732)
$6416d2 Oct 2026$3.554/6$2,662$2,26056%71%+$531-$32,599204.6%$-42,816 (vs do-nothing $-16,992)
$6323d9 Oct 2026$4.704/6$2,452$2,04952%69%+$456-$32,539204.3%$-42,756 (vs do-nothing $-16,932)
$6316d2 Oct 2026$4.003/6$2,250$1,85352%69%+$390-$24,614154.5%$-38,733 (vs do-nothing $-12,909)
$639d25 Sep 2026$3.302/6$2,200$1,80851%69%+$485-$16,549103.9%$-34,570 (vs do-nothing $-8,746)
$632d18 Sep 2026$2.171/6$3,255$2,86948%73%+$1,352-$8,38852.7%$-30,310 (vs do-nothing $-4,486)

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  |  2026-09-16 21:50