FORTRESS FIGHT: RKLB @ $66.97

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

GENERATED2026-09-17 21:49

RKLB @ $66.97   UNDERWATER $74.59 (52.7% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $149.16 (banked floor $145.06)  |  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$4,440/mo95% ann ROI on ML
Hedge rolling cost$356/mo
Unrealized P&L$-51,567fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,220/mo
HEDGE COVER
$356/mo
NORMAL INCOME
$4,440/mo (ATM CC, chain)
IC VELOCITY
3.6 mo to earn back $15,930
ML VELOCITY
15.8 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $149.16 in the fetched chain; the deepest available is $110C (15d, $12/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)
$48,965
was $51,567 · 5% earned back
Cycles closed
11
Credit in flight
$0
CC-SS · banked floor (info)
$149.16 → $145.06
? 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 27 (live) · RSI 45 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 51 · %B 69 · hist rising (nightly)
LEVELS20W MA (bounce target) $89.30 (+33%) · daily UBB $70.12 · 1-wk expected move ±$6 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (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 $72 / 8d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($2,220/mo); it brings $2,362/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 × $68/8d for $5,175/mo, but breach risk rises to 42% (+19pp 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 × $81/8d (95% survival, $360/mo).
Downside anchor: the primary mortgages $45,667 (287% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 10.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-51,606 and cuts bleed by $356/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 6 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 25 Sep 2026 (8d) · sell 6 × $72, 77% survival, $2,362/mo (E[net] $604/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆25 Sep 2026 · 8d6 × $7277%$2,362$604
E[net] arithmetic on the grand pick: keep $630 with probability 65%; on the 35% touch you roll, paying $1,331 to close and taking $628 back from the best priced door (net cash $703) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 25 Sep 2026 · 8d · E[net] $604/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $72 (50% normal), 77% survival, breach 23%, $2,362/mo.
⚖️ Worth a safer step: the $74 rung (33% normal) lifts survival to 84% (breach 23% → 16%) for $698/mo less (30% 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 $74 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $66.97 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $8125 Sep8d21.0%95%hist 96%10%hist 3%+1pp$96$360-$2,002$40,801
Sell 6 × $81 21.0% OTM over spot $66.97 25 Sep 2026 (8d, $0.20 mid)
= $96 credit for the 8d cycle → $360/mo projected
Survival (stays ≤ $81)
95%
Breach risk
5%
POP (stays ≤ $81.20)
96%
EV / mo
+$177
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
18% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-82/mo
median; plan ~$-56/mo after 68% keep · $-679 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.6 mo [3.3-6.2], measured ONLY among the 18% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$1,402
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$85 @ 74% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.53/sh now → $2.50 mid-life (likely $1.91–$3.39)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$2.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 103 simulated challenges: the $81 strike is typically first touched on day 7 of 8, at $83 (overshoots $1.82). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$812 Oct 202611d left+$0.88/sh+$526
cycle +$622
[+$528…+$915] · 99% credit
67%
surv 52%
-$42,330 NOT
cap gain +$9,237
Up-and-out for even (raise the cap, free)~$822 Oct 202611d left+$0.23/sh+$141
cycle +$237
[+$61…+$481] · 81% credit
69%
surv 57%
-$42,080 NOT
cap gain +$9,487
Reliable up-and-out (highest cap still free ≥60%)~$849 Oct 202618d left+$0.33/sh+$199
cycle +$295
[+$61…+$562] · 80% credit
72%
surv 63%
-$40,795 NOT
cap gain +$10,772
Max even-money escape in the band~$859 Oct 202618d left+$0.04/sh+$23
cycle +$119
[-$146…+$368] · 56% credit
74%
surv 67%
-$40,357 NOT
cap gain +$11,210
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$360/mo
vs 50% target ($2,220/mo)-84%
vs normal income ($4,440/mo)8% covered
Net income (after hedge)$4/mo
Downside budget
⚠ $81 is $68 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,801
… as % of IC ($15,930)256.1%
… as % of ML ($69,930)58.3%
Recovery months (at normal income)9.2 mo
Surgical close (6 ct)$-51,591
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.16 collected) or spot ≥ $81.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $81)); NOT the premium you collected. Momentum override: two daily closes above $70.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $80.19Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$80-81.20
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $81.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$81.00 (2.1σ)$96$-42,856+$8,711+$90
+2.5%$83.02 (2.3σ)$-1,119$-42,828+$8,739-$1,125
+5%$85.05 (2.6σ)$-2,334$-42,800+$8,767-$2,340
SS (= V-bounce)$141.55 (10.9σ)$-36,234$-42,021+$9,546-$17,310
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-51,567
+ Fortress recovery (un-capped): +$50,452
− CC assignment net of premium (6 × $81): -$40,801
Total Position P&L @ SS: $-41,916 (+$9,651 vs today)
Do-nothing baseline at SS: $-24,606 (this trade vs do-nothing: $-17,310, the opportunity cost of earning $360/mo FIGHT income now)
BB-reversion stress (→ $89.30 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,884, position total $-42,742 (+$8,825 vs today)
🛡 safe yield6 × $7725 Sep8d15.0%91%hist 96%19%hist 14%+1pp$210$788-$1,575$43,087
Sell 6 × $77 15.0% OTM over spot $66.97 25 Sep 2026 (8d, $0.42 mid)
= $210 credit for the 8d cycle → $788/mo projected
Survival (stays ≤ $77)
91%
Breach risk
9%
POP (stays ≤ $77.42)
91%
EV / mo
+$324
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
11% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$180/mo
median; plan ~$123/mo after 68% keep · $1,527 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.8 mo, measured ONLY among the 11% 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)
-$1,214
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$82 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.36/sh now → $2.37 mid-life (likely $1.89–$3.49)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$2.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 352 simulated challenges: the $77 strike is typically first touched on day 6 of 8, at $79 (overshoots $1.69). 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)~$772 Oct 202611d left+$0.96/sh+$576
cycle +$786
[+$495…+$858] · 99% credit
67%
surv 52%
-$44,621 NOT
cap gain +$6,946
Reliable up-and-out (highest cap still free ≥60%)~$809 Oct 202618d left+$0.41/sh+$247
cycle +$457
[+$4…+$513] · 75% credit
72%
surv 64%
-$43,088 NOT
cap gain +$8,479
Max even-money escape in the band~$819 Oct 202618d left+$0.12/sh+$72
cycle +$282
[-$203…+$325] · 56% credit
74%
surv 67%
-$42,649 NOT
cap gain +$8,918
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)~$792 Oct 202611d left+$0.04/sh+$23
cycle +$233
[-$174…+$239] · 53% credit
72%
surv 62%
-$43,925 NOT
cap gain +$7,642
Safety roll (pay small debit, max POP)~$829 Oct 202618d left-$0.18/sh-$107
cycle +$103
[-$415…+$141] · 34% credit
76%
surv 70%
-$42,214 NOT
cap gain +$9,353
budget: banked $210 debit $107 (51% used ≈ 0.6 wk of income) → whole cycle still +$103 cash · rolled 6 ct earn ≈ $2,195/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$788/mo
vs 50% target ($2,220/mo)-65%
vs normal income ($4,440/mo)18% covered
Net income (after hedge)$431/mo
Downside budget
⚠ $77 is $72 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,087
… as % of IC ($15,930)270.5%
… as % of ML ($69,930)61.6%
Recovery months (at normal income)9.7 mo
Surgical close (6 ct)$-51,612
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 ≥ $77.42 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $77)); NOT the premium you collected. Momentum override: two daily closes above $70.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-77.42
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
≥ $77.42
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (1.5σ)$210$-45,198+$6,369+$204
+2.5%$78.92 (1.7σ)$-945$-45,171+$6,396-$951
+5%$80.85 (2.0σ)$-2,100$-45,144+$6,423-$2,106
SS (= V-bounce)$141.55 (10.9σ)$-38,520$-44,307+$7,260-$19,596
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-51,567
+ Fortress recovery (un-capped): +$50,452
− CC assignment net of premium (6 × $77): -$43,087
Total Position P&L @ SS: $-44,202 (+$7,365 vs today)
Do-nothing baseline at SS: $-24,606 (this trade vs do-nothing: $-19,596, the opportunity cost of earning $788/mo FIGHT income now)
BB-reversion stress (→ $89.30 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,170, position total $-45,028 (+$6,539 vs today)
33% normal ← lean6 × $7425 Sep8d10.5%84%hist 86%33%hist 30%+5pp$444$1,665-$698$44,653
Sell 6 × $74 10.5% OTM over spot $66.97 25 Sep 2026 (8d, $0.77 mid)
= $444 credit for the 8d cycle → $1,665/mo projected
Survival (stays ≤ $74)
84%
Breach risk
16%
POP (stays ≤ $74.77)
86%
EV / mo
+$679
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
16% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$585/mo
median; plan ~$398/mo after 68% keep · $4,909 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.4 mo [3.7-7.0], measured ONLY among the 16% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
23%
Flat exit net (mid-life)
-$924
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$81 @ 80% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.22/sh now → $2.28 mid-life (likely $2.19–$3.52)≈ $0 at expiry  |  you banked $0.74/sh, so a flat mid-life exit nets -$1.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 681 simulated challenges: the $74 strike is typically first touched on day 5 of 8, at $76 (overshoots $1.57). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$742 Oct 202611d left+$1.01/sh+$609
cycle +$1,053
[+$472…+$781] · 100% credit
67%
surv 52%
-$46,196 NOT
cap gain +$5,371
Reliable up-and-out (highest cap still free ≥60%)~$779 Oct 202618d left+$0.46/sh+$277
cycle +$721
[-$42…+$388] · 72% credit
72%
surv 64%
-$44,665 NOT
cap gain +$6,902
Max even-money escape in the band~$789 Oct 202618d left+$0.17/sh+$103
cycle +$547
[-$243…+$198] · 46% credit
74%
surv 67%
-$44,225 NOT
cap gain +$7,342
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)~$762 Oct 202611d left+$0.10/sh+$57
cycle +$501
[-$192…+$146] · 44% credit
72%
surv 62%
-$45,498 NOT
cap gain +$6,069
Safety roll (pay small debit, max POP)~$819 Oct 202618d left-$0.62/sh-$369
cycle +$75
[-$813…-$296] · 9% credit
80%
surv 76%
-$42,856 NOT
cap gain +$8,711
budget: banked $444 debit $369 (83% used ≈ 1.0 wk of income) → whole cycle still +$75 cash · rolled 6 ct earn ≈ $1,665/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$1,665/mo
vs 50% target ($2,220/mo)-25%
vs normal income ($4,440/mo)38% covered
Net income (after hedge)$1,309/mo
Downside budget
⚠ $74 is $75 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,653
… as % of IC ($15,930)280.3%
… as % of ML ($69,930)63.9%
Recovery months (at normal income)10.1 mo
Surgical close (6 ct)$-51,585
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.74 collected) or spot ≥ $74.77 (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 $70.12 (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
$73-74.77
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
≥ $74.77
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$74.00 (1.0σ)$444$-46,805+$4,762+$438
+2.5%$75.85 (1.3σ)$-666$-46,779+$4,788-$672
+5%$77.70 (1.6σ)$-1,776$-46,754+$4,813-$1,782
SS (= V-bounce)$141.55 (10.9σ)$-40,086$-45,873+$5,694-$21,162
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-51,567
+ Fortress recovery (un-capped): +$50,452
− CC assignment net of premium (6 × $74): -$44,653
Total Position P&L @ SS: $-45,768 (+$5,799 vs today)
Do-nothing baseline at SS: $-24,606 (this trade vs do-nothing: $-21,162, the opportunity cost of earning $1,665/mo FIGHT income now)
BB-reversion stress (→ $89.30 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,736, position total $-46,594 (+$4,973 vs today)
🎯 50% normal6 × $7225 Sep8d7.5%77%hist 84%47%hist 39%+4pp$630$2,362$45,667
Sell 6 × $72 7.5% OTM over spot $66.97 25 Sep 2026 (8d, $1.11 mid)
= $630 credit for the 8d cycle → $2,362/mo projected
Survival (stays ≤ $72)
77%
Breach risk
23%
POP (stays ≤ $73.11)
81%
EV / mo
+$731
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
15% whole by 9mo vs 11% doing nothing
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$758/mo
median; plan ~$516/mo after 68% keep · $6,449 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo [3.9-7.4], 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)
35%
Flat exit net (mid-life)
-$701
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$81 @ 83% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.14/sh now → $2.22 mid-life (likely $2.35–$3.68)≈ $0 at expiry  |  you banked $1.05/sh, so a flat mid-life exit nets -$1.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,055 simulated challenges: the $72 strike is typically first touched on day 4 of 8, at $74 (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)~$722 Oct 202611d left+$1.05/sh+$628
cycle +$1,258
[+$446…+$704] · 100% credit
67%
surv 52%
-$47,218 NOT
cap gain +$4,349
Reliable up-and-out (highest cap still free ≥60%)~$759 Oct 202618d left+$0.49/sh+$294
cycle +$924
[-$66…+$332] · 66% credit
72%
surv 64%
-$45,689 NOT
cap gain +$5,878
Max even-money escape in the band~$769 Oct 202618d left+$0.20/sh+$121
cycle +$751
[-$273…+$139] · 36% credit
75%
surv 67%
-$45,249 NOT
cap gain +$6,318
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)~$742 Oct 202611d left+$0.13/sh+$78
cycle +$708
[-$208…+$100] · 35% credit
72%
surv 62%
-$46,520 NOT
cap gain +$5,047
Safety roll (pay small debit, max POP)~$819 Oct 202618d left-$0.96/sh-$576
cycle +$54
[-$1,157…-$623] · 2% credit
83%
surv 81%
-$42,876 NOT
cap gain +$8,691
budget: banked $630 debit $576 (91% used ≈ 1.1 wk of income) → whole cycle still +$54 cash · rolled 6 ct earn ≈ $1,260/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$2,362/mo
vs 50% target ($2,220/mo)+6%
vs normal income ($4,440/mo)53% covered
Net income (after hedge)$2,006/mo
Downside budget
⚠ $72 is $77 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,667
… as % of IC ($15,930)286.7%
… as % of ML ($69,930)65.3%
Recovery months (at normal income)10.3 mo
Surgical close (6 ct)$-51,606
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.05 collected) or spot ≥ $73.11 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $72)); NOT the premium you collected. Momentum override: two daily closes above $70.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $71.28Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$71-73.11
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
≥ $73.11
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$72.00 (≤1σ, normal week)$630$-47,847+$3,720+$624
+2.5%$73.80 (≤1σ, normal week)$-450$-47,822+$3,745-$456
+5%$75.60 (1.3σ)$-1,530$-47,797+$3,770-$1,536
SS (= V-bounce)$141.55 (10.9σ)$-41,100$-46,887+$4,680-$22,176
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-51,567
+ Fortress recovery (un-capped): +$50,452
− CC assignment net of premium (6 × $72): -$45,667
Total Position P&L @ SS: $-46,782 (+$4,785 vs today)
Do-nothing baseline at SS: $-24,606 (this trade vs do-nothing: $-22,176, the opportunity cost of earning $2,362/mo FIGHT income now)
BB-reversion stress (→ $89.30 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,750, position total $-47,608 (+$3,959 vs today)
100% normal6 × $6825 Sep8d1.5%58%hist 70%87%hist 79%+5pp$1,380$5,175+$2,812$47,317
Sell 6 × $68 1.5% OTM over spot $66.97 25 Sep 2026 (8d, $2.38 mid)
= $1,380 credit for the 8d cycle → $5,175/mo projected
Survival (stays ≤ $68)
58%
Breach risk
42%
POP (stays ≤ $70.38)
70%
EV / mo
+$986
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
16% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~11.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,229/mo
median; plan ~$836/mo after 68% keep · $10,555 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo [3.9-7.4], 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)
71%
Flat exit net (mid-life)
+$123
Free roll-up
+$2/wk
Safest escape (by 2 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.96/sh now → $2.10 mid-life (likely $2.83–$3.99)≈ $0 at expiry  |  you banked $2.30/sh, so a flat mid-life exit nets +$0.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,118 simulated challenges: the $68 strike is typically first touched on day 2 of 8, at $70 (overshoots $1.61). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$682 Oct 202611d left+$1.10/sh+$661
cycle +$2,041
[+$418…+$541] · 100% credit
67%
surv 52%
-$48,891 NOT
cap gain +$2,676
Reliable up-and-out (highest cap still free ≥60%)~$709 Oct 202618d left+$0.88/sh+$529
cycle +$1,909
[+$83…+$327] · 82% credit
71%
surv 61%
-$47,773 NOT
cap gain +$3,794
Up-and-out for even (raise the cap, free)~$702 Oct 202611d left+$0.19/sh+$113
cycle +$1,493
[-$266…-$56] · 16% credit
72%
surv 62%
-$48,190 NOT
cap gain +$3,377
Max even-money escape in the band~$729 Oct 202618d left+$0.25/sh+$150
cycle +$1,530
[-$378…-$80] · 15% credit
75%
surv 68%
-$46,925 NOT
cap gain +$4,642
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$792 Oct 202611d left-$1.63/sh-$980
cycle +$400
[-$1,829…-$1,296]
91%
surv 90%
-$43,758 NOT
cap gain +$7,809
budget: banked $1,380 debit $980 (71% used ≈ 0.8 wk of income) → whole cycle still +$400 cash · rolled 6 ct earn ≈ $757/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$5,175/mo
vs 50% target ($2,220/mo)+133%
vs normal income ($4,440/mo)117% covered
Net income (after hedge)$4,819/mo
Downside budget
⚠ $68 is $81 below CC-SS $149.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,317
… as % of IC ($15,930)297.0%
… as % of ML ($69,930)67.7%
Recovery months (at normal income)10.7 mo
Surgical close (6 ct)$-51,612
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.57/sh (~25% of the $2.30 collected) or spot ≥ $70.38 (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 $70.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $67.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$67-70.38
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
≥ $70.38
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$68.00 (≤1σ, normal week)$1,380$-49,552+$2,015+$1,374
+2.5%$69.70 (≤1σ, normal week)$360$-49,528+$2,039+$354
+5%$71.40 (≤1σ, normal week)$-660$-49,505+$2,062-$666
SS (= V-bounce)$141.55 (10.9σ)$-42,750$-48,537+$3,030-$23,826
V-BOUNCE STRESS (stock → CC-SS $149.16, where you are whole again, by expiry)
Starting unrealized P&L: $-51,567
+ Fortress recovery (un-capped): +$50,452
− CC assignment net of premium (6 × $68): -$47,317
Total Position P&L @ SS: $-48,432 (+$3,135 vs today)
Do-nothing baseline at SS: $-24,606 (this trade vs do-nothing: $-23,826, the opportunity cost of earning $5,175/mo FIGHT income now)
BB-reversion stress (→ $89.30 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,400, position total $-49,258 (+$2,309 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 (19 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 19 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.023 (IBKR)  |  Recovery@SS: +$50,452 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-24,606

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$728d25 Sep 2026$1.056/6$2,362$2,00677%81%+$731-$45,667286.7%$-46,782 (vs do-nothing $-22,176)
$718d25 Sep 2026$1.275/6$2,381$2,02773%79%+$641-$38,446241.3%$-43,476 (vs do-nothing $-18,870)
$7215d2 Oct 2026$1.856/6$2,220$1,86472%78%+$546-$45,187283.7%$-46,302 (vs do-nothing $-21,696)
$7115d2 Oct 2026$2.156/6$2,580$2,22469%76%+$594-$45,607286.3%$-46,722 (vs do-nothing $-22,116)
$708d25 Sep 2026$1.644/6$2,460$2,10868%76%+$690-$31,009194.7%$-39,954 (vs do-nothing $-15,348)
$7015d2 Oct 2026$2.475/6$2,470$2,11665%74%+$514-$38,346240.7%$-43,376 (vs do-nothing $-18,770)
$7022d9 Oct 2026$3.006/6$2,455$2,09864%73%+$329-$45,697286.9%$-46,812 (vs do-nothing $-22,206)
$698d25 Sep 2026$1.924/6$2,880$2,52863%73%+$646-$31,297196.5%$-40,242 (vs do-nothing $-15,636)
$6915d2 Oct 2026$2.784/6$2,224$1,87261%72%+$383-$30,953194.3%$-39,898 (vs do-nothing $-15,292)
$6922d9 Oct 2026$3.355/6$2,284$1,93060%71%+$260-$38,406241.1%$-43,436 (vs do-nothing $-18,830)
$688d25 Sep 2026$2.303/6$2,588$2,23758%70%+$493-$23,658148.5%$-36,519 (vs do-nothing $-11,913)
$6815d2 Oct 2026$3.054/6$2,440$2,08857%70%+$285-$31,245196.1%$-40,190 (vs do-nothing $-15,584)
$6822d9 Oct 2026$3.755/6$2,557$2,20357%70%+$254-$38,706243.0%$-43,736 (vs do-nothing $-19,130)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$6722d9 Oct 2026$4.254/6$2,318$1,96653%68%+$231-$31,165195.6%$-40,110 (vs do-nothing $-15,504)
$6715d2 Oct 2026$3.703/6$2,220$1,87053%68%+$337-$23,538147.8%$-36,399 (vs do-nothing $-11,793)
$678d25 Sep 2026$2.833/6$3,184$2,83452%68%+$593-$23,799149.4%$-36,660 (vs do-nothing $-12,054)
$6622d9 Oct 2026$4.754/6$2,591$2,23950%67%+$236-$31,365196.9%$-40,310 (vs do-nothing $-15,704)
$6615d2 Oct 2026$3.953/6$2,370$2,02049%66%+$190-$23,763149.2%$-36,624 (vs do-nothing $-12,018)
$668d25 Sep 2026$3.202/6$2,400$2,05246%65%+$288-$15,992100.4%$-32,768 (vs do-nothing $-8,162)

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  |  2026-09-17 21:49