FORTRESS FIGHT: RKLB @ $70.49

BE SS: $141.55  |  CC-SS: $147.28  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-22 21:46

RKLB @ $70.49   UNDERWATER $71.06 (50.2% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $147.28 (banked floor $143.19)  |  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$4,087/mo95% ann ROI on ML
Hedge rolling cost$252/mo
Unrealized P&L$-48,474fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,044/mo
HEDGE COVER
$252/mo
NORMAL INCOME
$4,087/mo (ATM CC, chain)
IC VELOCITY
3.9 mo to earn back $15,930
ML VELOCITY
17.1 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $147.28 in the fetched chain; the deepest available is $100C (17d, $138/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)
$45,872
was $48,474 · 5% earned back
Cycles closed
11
Credit in flight
$410
CC-SS · banked floor (info)
$147.28 → $143.19
? 3 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
6x $75C 25 Sep 2026U18827291$0.68$4102026-09-18
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 33 (live) · RSI 47 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 59 · %B 100 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $137.30 (+95%) · daily UBB $70.53 · 1-wk expected move ±$8 (chain IV)
SETUPNo tilt: engine default. (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 $77 / 3d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($2,044/mo); it brings $2,160/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 5 × $74/3d for $4,300/mo, but breach risk rises to 24% (+13pp 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 × $150/24d (99+% survival, $30/mo).
Downside anchor: the primary mortgages $41,955 (263% 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 $-48,492 and cuts bleed by $252/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 · 25 Sep 2026 (3d) · sell 6 × $77, 88% survival, $2,160/mo (E[net] $1,802/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 🏆25 Sep 2026 · 3d6 × $7788%$2,160$1,802
NEXT FRIDAY2 Oct 2026 · 10d6 × $7777%$2,178$155
E[net] arithmetic on the grand pick: keep $216 with probability 89%; on the 11% touch you roll, paying $986 to close and taking $889 back from the best priced door (net cash $97) 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 · 25 Sep 2026 · 3d · E[net] $1,802/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $77 (50% normal), 88% survival, breach 12%, $2,160/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $78 rung (🛡 safe yield) lifts survival to 91% (breach 12% → 9%) for $480/mo less (22% income) buys safety you do not really need here.
RKLB  spot $70.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $8525 Sep3d20.6%99+%hist 96%1%hist 3%+0pp$30$300-$1,860$37,341
Sell 6 × $85 20.6% OTM over spot $70.49 25 Sep 2026 (3d, $0.08 mid)
= $30 credit for the 3d cycle → $300/mo projected
Survival (stays ≤ $85)
99+%
Breach risk
0%
POP (stays ≤ $85.08)
99+%
EV / mo
+$292
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
17% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~0.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-171/mo
median; plan ~$-116/mo after 68% keep · $-1,533 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.7 mo [2.8-6.5], measured ONLY among the 17% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
0%
Flat exit net (mid-life)
-$1,058
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$95 @ 82% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.56/sh now → $1.81 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.76/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)~$852 Oct 20268d left+$1.43/sh+$856
cycle +$886
66%
surv 52%
-$38,438 NOT
cap gain +$10,036
Up-and-out for even (raise the cap, free)~$892 Oct 20268d left+$0.13/sh+$78
cycle +$108
74%
surv 67%
-$37,003 NOT
cap gain +$11,471
Max even-money escape in the band~$9516 Oct 202622d left+$0.34/sh+$205
cycle +$235
82%
surv 77%
-$33,092 NOT
cap gain +$15,382
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$300/mo
vs 50% target ($2,044/mo)-85%
vs normal income ($4,087/mo)7% covered
Net income (after hedge)$48/mo
Downside budget
⚠ $85 is $62 below CC-SS $147.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,341
… as % of IC ($15,930)234.4%
… as % of ML ($69,930)53.4%
Recovery months (at normal income)9.1 mo
Surgical close (6 ct)$-48,489
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 ≥ $85.08 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $85)); NOT the premium you collected. Momentum override: two daily closes above $70.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $84.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$84-85.08
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
≥ $85.08
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$85.00 (2.9σ)$30$-39,294+$9,180+$24
+2.5%$87.12 (3.3σ)$-1,245$-39,229+$9,245-$1,251
+5%$89.25 (3.7σ)$-2,520$-39,164+$9,310-$2,526
SS (= V-bounce)$141.55 (14.2σ)$-33,900$-37,564+$10,910-$8,976
V-BOUNCE STRESS (stock → CC-SS $147.28, where you are whole again, by expiry)
Starting unrealized P&L: $-48,474
+ Fortress recovery (un-capped): +$48,426
− CC assignment net of premium (6 × $85): -$37,341
Total Position P&L @ SS: $-37,388 (+$11,086 vs today)
Do-nothing baseline at SS: $-28,412 (this trade vs do-nothing: $-8,976, the opportunity cost of earning $300/mo FIGHT income now)
BB-reversion stress (→ $137.30 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,350, position total $-37,694 (+$10,780 vs today)
33% normal5 × $7825 Sep3d10.7%91%hist 96%18%hist 13%+4pp$140$1,400-$760$34,502
Sell 5 × $78 10.7% OTM over spot $70.49 25 Sep 2026 (3d, $0.30 mid)
= $140 credit for the 3d cycle → $1,400/mo projected
Survival (stays ≤ $78)
91%
Breach risk
9%
POP (stays ≤ $78.30)
92%
EV / mo
+$758
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
25% whole by 9mo vs 22% doing nothing
FIRE DRILLS
~3.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$722/mo
median; plan ~$491/mo after 68% keep · $5,602 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.6 mo [3.1-6.1], 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)
9%
Flat exit net (mid-life)
-$692
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$88 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.35/sh now → $1.66 mid-life (likely $1.60–$3.15)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$1.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 258 simulated challenges: the $78 strike is typically first touched on day 2 of 3, at $80 (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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$782 Oct 20268d left+$1.48/sh+$738
cycle +$878
[+$568…+$831] · 98% credit
66%
surv 52%
-$42,859 NOT
cap gain +$5,615
Reliable up-and-out (highest cap still free ≥60%)~$8416 Oct 202622d left+$1.35/sh+$677
cycle +$817
[+$369…+$770] · 92% credit
76%
surv 69%
-$39,446 NOT
cap gain +$9,028
Max even-money escape in the band~$8816 Oct 202622d left+$0.40/sh+$198
cycle +$338
[-$240…+$268] · 59% credit
82%
surv 78%
-$37,402 NOT
cap gain +$11,072
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)~$822 Oct 20268d left+$0.19/sh+$96
cycle +$236
[-$267…+$149] · 46% credit
75%
surv 68%
-$41,288 NOT
cap gain +$7,186
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$1,400/mo
vs 50% target ($2,044/mo)-31%
vs normal income ($4,087/mo)34% covered
Net income (after hedge)$1,151/mo
Downside budget
⚠ $78 is $69 below CC-SS $147.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,502
… as % of IC ($15,930)216.6%
… as % of ML ($69,930)49.3%
Recovery months (at normal income)8.4 mo
Surgical close (5 ct)$-40,405
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 $0.28 collected) or spot ≥ $78.30 (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 $70.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $77.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$77-78.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $78.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (1.5σ)$140$-43,597+$4,877+$135
+2.5%$79.95 (1.9σ)$-835$-43,343+$5,131-$840
+5%$81.90 (2.3σ)$-1,810$-43,088+$5,386-$1,815
SS (= V-bounce)$141.55 (14.2σ)$-31,635$-39,453+$9,021-$10,865
V-BOUNCE STRESS (stock → CC-SS $147.28, where you are whole again, by expiry)
Starting unrealized P&L: $-48,474
+ Fortress recovery (un-capped): +$48,426
− CC assignment net of premium (5 × $78): -$34,502
− Conservative CC assignment net of premium (1 × $100): -$4,727
Total Position P&L @ SS: $-39,277 (+$9,197 vs today)
Do-nothing baseline at SS: $-28,412 (this trade vs do-nothing: $-10,865, the opportunity cost of earning $1,400/mo FIGHT income now)
BB-reversion stress (→ $137.30 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,510, position total $-39,583 (+$8,891 vs today)
🛡 safe yield6 × $7825 Sep3d10.7%91%hist 96%18%hist 13%+6pp$168$1,680-$480$41,403
Sell 6 × $78 10.7% OTM over spot $70.49 25 Sep 2026 (3d, $0.30 mid)
= $168 credit for the 3d cycle → $1,680/mo projected
Survival (stays ≤ $78)
91%
Breach risk
9%
POP (stays ≤ $78.30)
92%
EV / mo
+$910
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
32% whole by 9mo vs 26% doing nothing
FIRE DRILLS
~3.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$934/mo
median; plan ~$635/mo after 68% keep · $6,793 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.9 mo [3.0-6.3], measured ONLY among the 32% 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)
-$831
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$88 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.35/sh now → $1.66 mid-life (likely $1.48–$3.07)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$1.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 251 simulated challenges: the $78 strike is typically first touched on day 2 of 3, at $80 (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)~$782 Oct 20268d left+$1.48/sh+$886
cycle +$1,054
[+$690…+$1,027] · 98% credit
66%
surv 52%
-$42,684 NOT
cap gain +$5,790
Max even-money escape in the band~$8816 Oct 202622d left+$0.40/sh+$238
cycle +$406
[-$245…+$365] · 60% credit
82%
surv 78%
-$37,335 NOT
cap gain +$11,139
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)~$822 Oct 20268d left+$0.19/sh+$115
cycle +$283
[-$309…+$217] · 51% credit
75%
surv 68%
-$41,242 NOT
cap gain +$7,232
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$1,680/mo
vs 50% target ($2,044/mo)-18%
vs normal income ($4,087/mo)41% covered
Net income (after hedge)$1,428/mo
Downside budget
⚠ $78 is $69 below CC-SS $147.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,403
… as % of IC ($15,930)259.9%
… as % of ML ($69,930)59.2%
Recovery months (at normal income)10.1 mo
Surgical close (6 ct)$-48,486
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 $0.28 collected) or spot ≥ $78.30 (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 $70.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $77.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$77-78.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $78.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (1.5σ)$168$-43,570+$4,904+$162
+2.5%$79.95 (1.9σ)$-1,002$-43,511+$4,963-$1,008
+5%$81.90 (2.3σ)$-2,172$-43,451+$5,023-$2,178
SS (= V-bounce)$141.55 (14.2σ)$-37,962$-41,626+$6,848-$13,038
V-BOUNCE STRESS (stock → CC-SS $147.28, where you are whole again, by expiry)
Starting unrealized P&L: $-48,474
+ Fortress recovery (un-capped): +$48,426
− CC assignment net of premium (6 × $78): -$41,403
Total Position P&L @ SS: $-41,450 (+$7,024 vs today)
Do-nothing baseline at SS: $-28,412 (this trade vs do-nothing: $-13,038, the opportunity cost of earning $1,680/mo FIGHT income now)
BB-reversion stress (→ $137.30 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,412, position total $-41,756 (+$6,718 vs today)
🎯 50% normal6 × $7725 Sep3d9.2%88%hist 86%23%hist 25%+8pp$216$2,160$41,955
Sell 6 × $77 9.2% OTM over spot $70.49 25 Sep 2026 (3d, $0.39 mid)
= $216 credit for the 3d cycle → $2,160/mo projected
Survival (stays ≤ $77)
88%
Breach risk
12%
POP (stays ≤ $77.39)
90%
EV / mo
+$1,036
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
25% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~4.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,153/mo
median; plan ~$784/mo after 68% keep · $9,120 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.7 mo [3.1-6.9], 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)
11%
Flat exit net (mid-life)
-$770
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$87 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.32/sh now → $1.64 mid-life (likely $1.61–$3.05)≈ $0 at expiry  |  you banked $0.36/sh, so a flat mid-life exit nets -$1.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 343 simulated challenges: the $77 strike is typically first touched on day 2 of 3, at $79 (overshoots $1.73). 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 20268d left+$1.48/sh+$889
cycle +$1,105
[+$679…+$990] · 98% credit
66%
surv 52%
-$43,264 NOT
cap gain +$5,210
Reliable up-and-out (highest cap still free ≥60%)~$8316 Oct 202622d left+$1.36/sh+$813
cycle +$1,029
[+$440…+$901] · 92% credit
76%
surv 69%
-$39,865 NOT
cap gain +$8,609
Max even-money escape in the band~$8716 Oct 202622d left+$0.40/sh+$240
cycle +$456
[-$277…+$306] · 58% credit
82%
surv 78%
-$37,915 NOT
cap gain +$10,559
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)~$812 Oct 20268d left+$0.20/sh+$119
cycle +$335
[-$298…+$174] · 48% credit
75%
surv 68%
-$41,820 NOT
cap gain +$6,654
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,160/mo
vs 50% target ($2,044/mo)+6%
vs normal income ($4,087/mo)53% covered
Net income (after hedge)$1,908/mo
Downside budget
⚠ $77 is $70 below CC-SS $147.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,955
… as % of IC ($15,930)263.4%
… as % of ML ($69,930)60.0%
Recovery months (at normal income)10.3 mo
Surgical close (6 ct)$-48,492
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 $0.36 collected) or spot ≥ $77.39 (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 $70.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-77.39
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $77.39
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (1.3σ)$216$-44,153+$4,321+$210
+2.5%$78.92 (1.7σ)$-939$-44,094+$4,380-$945
+5%$80.85 (2.1σ)$-2,094$-44,035+$4,439-$2,100
SS (= V-bounce)$141.55 (14.2σ)$-38,514$-42,178+$6,296-$13,590
V-BOUNCE STRESS (stock → CC-SS $147.28, where you are whole again, by expiry)
Starting unrealized P&L: $-48,474
+ Fortress recovery (un-capped): +$48,426
− CC assignment net of premium (6 × $77): -$41,955
Total Position P&L @ SS: $-42,002 (+$6,472 vs today)
Do-nothing baseline at SS: $-28,412 (this trade vs do-nothing: $-13,590, the opportunity cost of earning $2,160/mo FIGHT income now)
BB-reversion stress (→ $137.30 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,964, position total $-42,308 (+$6,166 vs today)
100% normal5 × $7425 Sep3d5.0%76%hist 84%50%hist 39%+8pp$430$4,300+$2,140$36,212
Sell 5 × $74 5.0% OTM over spot $70.49 25 Sep 2026 (3d, $0.89 mid)
= $430 credit for the 3d cycle → $4,300/mo projected
Survival (stays ≤ $74)
76%
Breach risk
24%
POP (stays ≤ $74.89)
81%
EV / mo
+$1,498
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
26% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~9.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,749/mo
median; plan ~$1,190/mo after 68% keep · $14,072 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.5 mo [3.4-6.8], measured ONLY among the 26% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
31%
Flat exit net (mid-life)
-$359
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$89 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.23/sh now → $1.58 mid-life (likely $1.85–$3.18)≈ $0 at expiry  |  you banked $0.86/sh, so a flat mid-life exit nets -$0.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 929 simulated challenges: the $74 strike is typically first touched on day 2 of 3, at $76 (overshoots $1.78). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$742 Oct 20268d left+$1.49/sh+$746
cycle +$1,176
[+$522…+$784] · 98% credit
66%
surv 52%
-$45,084 NOT
cap gain +$3,390
Reliable up-and-out (highest cap still free ≥60%)~$8016 Oct 202622d left+$1.35/sh+$677
cycle +$1,107
[+$301…+$677] · 90% credit
76%
surv 69%
-$41,678 NOT
cap gain +$6,796
Max even-money escape in the band~$8416 Oct 202622d left+$0.41/sh+$204
cycle +$634
[-$282…+$155] · 46% credit
82%
surv 78%
-$39,629 NOT
cap gain +$8,845
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)~$782 Oct 20268d left+$0.22/sh+$108
cycle +$538
[-$290…+$63] · 33% credit
75%
surv 68%
-$43,508 NOT
cap gain +$4,966
Safety roll (pay small debit, max POP)~$8916 Oct 202622d left-$0.36/sh-$182
cycle +$248
[-$775…-$271] · 5% credit
88%
surv 87%
-$36,861 NOT
cap gain +$11,613
budget: banked $430 debit $182 (42% used ≈ 0.2 wk of income) → whole cycle still +$248 cash · rolled 5 ct earn ≈ $829/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,300/mo
vs 50% target ($2,044/mo)+110%
vs normal income ($4,087/mo)105% covered
Net income (after hedge)$4,051/mo
Downside budget
⚠ $74 is $73 below CC-SS $147.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,212
… as % of IC ($15,930)227.3%
… as % of ML ($69,930)51.8%
Recovery months (at normal income)8.9 mo
Surgical close (5 ct)$-40,410
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.86 collected) or spot ≥ $74.89 (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 $70.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $73.26Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$73-74.89
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
≥ $74.89
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$74.00 (≤1σ, normal week)$430$-45,830+$2,644+$425
+2.5%$75.85 (1.1σ)$-495$-45,588+$2,886-$500
+5%$77.70 (1.4σ)$-1,420$-45,346+$3,128-$1,425
SS (= V-bounce)$141.55 (14.2σ)$-33,345$-41,163+$7,311-$12,575
V-BOUNCE STRESS (stock → CC-SS $147.28, where you are whole again, by expiry)
Starting unrealized P&L: $-48,474
+ Fortress recovery (un-capped): +$48,426
− CC assignment net of premium (5 × $74): -$36,212
− Conservative CC assignment net of premium (1 × $100): -$4,727
Total Position P&L @ SS: $-40,987 (+$7,487 vs today)
Do-nothing baseline at SS: $-28,412 (this trade vs do-nothing: $-12,575, the opportunity cost of earning $4,300/mo FIGHT income now)
BB-reversion stress (→ $137.30 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,220, position total $-41,293 (+$7,181 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 · 2 Oct 2026 · 10d · E[net] $155/mo

🎯 Engine pick: sell 6 × $77 (50% normal), 77% survival, breach 23%, $2,178/mo.
⚖️ Worth a safer step: the $80 rung (33% normal) lifts survival to 85% (breach 23% → 15%) for $792/mo less (36% 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 $80 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $70.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $902 Oct10d27.7%96%hist 96%8%hist 3%+1pp$90$270-$1,908$34,281
Sell 6 × $90 27.7% OTM over spot $70.49 2 Oct 2026 (10d, $0.21 mid)
= $90 credit for the 10d cycle → $270/mo projected
Survival (stays ≤ $90)
96%
Breach risk
4%
POP (stays ≤ $90.21)
96%
EV / mo
+$133
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
20% whole by 9mo vs 19% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-41/mo
median; plan ~$-28/mo after 68% keep · $-312 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.3 mo [2.6-6.4], measured ONLY among the 20% 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)
-$1,793
Free roll-up
+$1/wk
Safest escape (by 16 Oct 2026)
$95 @ 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.44/sh now → $3.14 mid-life (likely $2.21–$3.94)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$2.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 124 simulated challenges: the $90 strike is typically first touched on day 8 of 10, at $92 (overshoots $2.14). 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)~$909 Oct 202612d left+$0.69/sh+$415
cycle +$505
[+$434…+$921] · 99% credit
66%
surv 52%
-$35,666 NOT
cap gain +$12,808
Up-and-out for even (raise the cap, free)~$919 Oct 202612d left+$0.48/sh+$291
cycle +$381
[+$274…+$769] · 97% credit
67%
surv 54%
-$35,469 NOT
cap gain +$13,005
Max even-money escape in the band~$9416 Oct 202619d left+$0.23/sh+$139
cycle +$229
[+$96…+$667] · 81% credit
73%
surv 64%
-$33,729 NOT
cap gain +$14,745
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9516 Oct 202619d left-$0.12/sh-$71
cycle +$19
[-$151…+$425] · 61% credit
74%
surv 67%
-$33,308 NOT
cap gain +$15,166
budget: banked $90 debit $71 (79% used ≈ 1.1 wk of income) → whole cycle still +$19 cash · rolled 6 ct earn ≈ $2,861/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$270/mo
vs 50% target ($2,044/mo)-87%
vs normal income ($4,087/mo)7% covered
Net income (after hedge)$18/mo
Downside budget
⚠ $90 is $57 below CC-SS $147.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,281
… as % of IC ($15,930)215.2%
… as % of ML ($69,930)49.0%
Recovery months (at normal income)8.4 mo
Surgical close (6 ct)$-48,510
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 $0.15 collected) or spot ≥ $90.21 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $90)); NOT the premium you collected. Momentum override: two daily closes above $70.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $89.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$89-90.21
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $90.21
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (2.1σ)$90$-36,081+$12,393+$84
+2.5%$92.25 (2.4σ)$-1,260$-36,012+$12,462-$1,266
+5%$94.50 (2.6σ)$-2,610$-35,943+$12,531-$2,616
SS (= V-bounce)$141.55 (7.8σ)$-30,840$-34,504+$13,970-$5,916
V-BOUNCE STRESS (stock → CC-SS $147.28, where you are whole again, by expiry)
Starting unrealized P&L: $-48,474
+ Fortress recovery (un-capped): +$48,426
− CC assignment net of premium (6 × $90): -$34,281
Total Position P&L @ SS: $-34,328 (+$14,146 vs today)
Do-nothing baseline at SS: $-28,412 (this trade vs do-nothing: $-5,916, the opportunity cost of earning $270/mo FIGHT income now)
BB-reversion stress (→ $137.30 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,290, position total $-34,634 (+$13,840 vs today)
🛡 safe yield6 × $832 Oct10d17.7%91%hist 96%19%hist 13%+1pp$264$792-$1,386$38,307
Sell 6 × $83 17.7% OTM over spot $70.49 2 Oct 2026 (10d, $0.47 mid)
= $264 credit for the 10d cycle → $792/mo projected
Survival (stays ≤ $83)
91%
Breach risk
9%
POP (stays ≤ $83.47)
91%
EV / mo
+$325
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
20% whole by 9mo vs 19% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$266/mo
median; plan ~$181/mo after 68% keep · $2,160 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.8 mo [3.4-7.1], measured ONLY among the 20% 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)
14%
Flat exit net (mid-life)
-$1,472
Free roll-up
+$2/wk
Safest escape (by 16 Oct 2026)
$89 @ 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.09/sh now → $2.89 mid-life (likely $2.48–$4.10)≈ $0 at expiry  |  you banked $0.44/sh, so a flat mid-life exit nets -$2.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 432 simulated challenges: the $83 strike is typically first touched on day 7 of 10, at $85 (overshoots $1.94). 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)~$839 Oct 202612d left+$0.85/sh+$508
cycle +$772
[+$372…+$784] · 99% credit
66%
surv 53%
-$39,813 NOT
cap gain +$8,661
Reliable up-and-out (highest cap still free ≥60%)~$8716 Oct 202619d left+$0.41/sh+$244
cycle +$508
[+$33…+$534] · 79% credit
73%
surv 64%
-$37,864 NOT
cap gain +$10,610
Up-and-out for even (raise the cap, free)~$859 Oct 202612d left+$0.15/sh+$90
cycle +$354
[-$109…+$314] · 56% credit
68%
surv 58%
-$39,279 NOT
cap gain +$9,195
Max even-money escape in the band~$8816 Oct 202619d left+$0.06/sh+$36
cycle +$300
[-$208…+$301] · 51% credit
75%
surv 67%
-$37,442 NOT
cap gain +$11,032
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8916 Oct 202619d left-$0.19/sh-$116
cycle +$148
[-$386…+$126] · 34% credit
76%
surv 70%
-$36,962 NOT
cap gain +$11,512
budget: banked $264 debit $116 (44% used ≈ 0.6 wk of income) → whole cycle still +$148 cash · rolled 6 ct earn ≈ $2,559/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$792/mo
vs 50% target ($2,044/mo)-61%
vs normal income ($4,087/mo)19% covered
Net income (after hedge)$540/mo
Downside budget
⚠ $83 is $64 below CC-SS $147.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,307
… as % of IC ($15,930)240.5%
… as % of ML ($69,930)54.8%
Recovery months (at normal income)9.4 mo
Surgical close (6 ct)$-48,492
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 $0.44 collected) or spot ≥ $83.47 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $83)); NOT the premium you collected. Momentum override: two daily closes above $70.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $82.17Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$82-83.47
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $83.47
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$83.00 (1.4σ)$264$-40,321+$8,153+$258
+2.5%$85.07 (1.6σ)$-981$-40,258+$8,216-$987
+5%$87.15 (1.8σ)$-2,226$-40,194+$8,280-$2,232
SS (= V-bounce)$141.55 (7.8σ)$-34,866$-38,530+$9,944-$9,942
V-BOUNCE STRESS (stock → CC-SS $147.28, where you are whole again, by expiry)
Starting unrealized P&L: $-48,474
+ Fortress recovery (un-capped): +$48,426
− CC assignment net of premium (6 × $83): -$38,307
Total Position P&L @ SS: $-38,354 (+$10,120 vs today)
Do-nothing baseline at SS: $-28,412 (this trade vs do-nothing: $-9,942, the opportunity cost of earning $792/mo FIGHT income now)
BB-reversion stress (→ $137.30 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$32,316, position total $-38,660 (+$9,814 vs today)
33% normal ← lean6 × $802 Oct10d13.5%85%hist 86%31%hist 30%+2pp$462$1,386-$792$39,909
Sell 6 × $80 13.5% OTM over spot $70.49 2 Oct 2026 (10d, $0.79 mid)
= $462 credit for the 10d cycle → $1,386/mo projected
Survival (stays ≤ $80)
85%
Breach risk
15%
POP (stays ≤ $80.78)
87%
EV / mo
+$452
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
22% whole by 9mo vs 20% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$521/mo
median; plan ~$355/mo after 68% keep · $4,196 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.6 mo [3.3-6.0], measured ONLY among the 22% 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)
24%
Flat exit net (mid-life)
-$1,211
Free roll-up
+$2/wk
Safest escape (by 16 Oct 2026)
$86 @ 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.94/sh now → $2.79 mid-life (likely $2.74–$4.20)≈ $0 at expiry  |  you banked $0.77/sh, so a flat mid-life exit nets -$2.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 708 simulated challenges: the $80 strike is typically first touched on day 6 of 10, at $82 (overshoots $1.90). 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)~$809 Oct 202612d left+$0.90/sh+$541
cycle +$1,003
[+$376…+$691] · 100% credit
66%
surv 53%
-$41,474 NOT
cap gain +$7,000
Reliable up-and-out (highest cap still free ≥60%)~$8416 Oct 202619d left+$0.47/sh+$280
cycle +$742
[+$24…+$417] · 78% credit
73%
surv 64%
-$39,522 NOT
cap gain +$8,952
Up-and-out for even (raise the cap, free)~$829 Oct 202612d left+$0.21/sh+$125
cycle +$587
[-$118…+$209] · 54% credit
68%
surv 58%
-$40,938 NOT
cap gain +$7,536
Max even-money escape in the band~$8516 Oct 202619d left+$0.12/sh+$73
cycle +$535
[-$223…+$172] · 44% credit
75%
surv 67%
-$39,098 NOT
cap gain +$9,376
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8616 Oct 202619d left-$0.13/sh-$78
cycle +$384
[-$400…+$7] · 26% credit
77%
surv 70%
-$38,619 NOT
cap gain +$9,855
budget: banked $462 debit $78 (17% used ≈ 0.2 wk of income) → whole cycle still +$384 cash · rolled 6 ct earn ≈ $2,519/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$1,386/mo
vs 50% target ($2,044/mo)-32%
vs normal income ($4,087/mo)34% covered
Net income (after hedge)$1,134/mo
Downside budget
⚠ $80 is $67 below CC-SS $147.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,909
… as % of IC ($15,930)250.5%
… as % of ML ($69,930)57.1%
Recovery months (at normal income)9.8 mo
Surgical close (6 ct)$-48,483
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.77 collected) or spot ≥ $80.78 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $80)); NOT the premium you collected. Momentum override: two daily closes above $70.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $79.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-80.78
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $80.78
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (1.0σ)$462$-42,015+$6,459+$456
+2.5%$82.00 (1.3σ)$-738$-41,954+$6,520-$744
+5%$84.00 (1.5σ)$-1,938$-41,893+$6,581-$1,944
SS (= V-bounce)$141.55 (7.8σ)$-36,468$-40,132+$8,342-$11,544
V-BOUNCE STRESS (stock → CC-SS $147.28, where you are whole again, by expiry)
Starting unrealized P&L: $-48,474
+ Fortress recovery (un-capped): +$48,426
− CC assignment net of premium (6 × $80): -$39,909
Total Position P&L @ SS: $-39,956 (+$8,518 vs today)
Do-nothing baseline at SS: $-28,412 (this trade vs do-nothing: $-11,544, the opportunity cost of earning $1,386/mo FIGHT income now)
BB-reversion stress (→ $137.30 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$33,918, position total $-40,262 (+$8,212 vs today)
🎯 50% normal6 × $772 Oct10d9.2%77%hist 84%47%hist 39%+3pp$726$2,178$41,445
Sell 6 × $77 9.2% OTM over spot $70.49 2 Oct 2026 (10d, $1.27 mid)
= $726 credit for the 10d cycle → $2,178/mo projected
Survival (stays ≤ $77)
77%
Breach risk
23%
POP (stays ≤ $78.27)
81%
EV / mo
+$418
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
23% whole by 9mo vs 20% doing nothing
FIRE DRILLS
~3.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$740/mo
median; plan ~$503/mo after 68% keep · $6,035 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.8 mo [3.2-5.9], 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)
38%
Flat exit net (mid-life)
-$885
Free roll-up
+$2/wk
Safest escape (by 16 Oct 2026)
$87 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.79/sh now → $2.68 mid-life (likely $2.82–$4.32)≈ $0 at expiry  |  you banked $1.21/sh, so a flat mid-life exit nets -$1.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,145 simulated challenges: the $77 strike is typically first touched on day 5 of 10, at $79 (overshoots $1.91). 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)~$779 Oct 202612d left+$0.95/sh+$570
cycle +$1,296
[+$358…+$647] · 99% credit
66%
surv 53%
-$43,073 NOT
cap gain +$5,401
Reliable up-and-out (highest cap still free ≥60%)~$8116 Oct 202619d left+$0.52/sh+$310
cycle +$1,036
[+$1…+$382] · 75% credit
73%
surv 64%
-$41,119 NOT
cap gain +$7,355
Up-and-out for even (raise the cap, free)~$799 Oct 202612d left+$0.26/sh+$156
cycle +$882
[-$137…+$198] · 50% credit
69%
surv 58%
-$42,535 NOT
cap gain +$5,939
Max even-money escape in the band~$8216 Oct 202619d left+$0.17/sh+$104
cycle +$830
[-$253…+$155] · 37% credit
75%
surv 67%
-$40,694 NOT
cap gain +$7,780
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8716 Oct 202619d left-$0.99/sh-$594
cycle +$132
[-$1,132…-$617] · 3% credit
83%
surv 80%
-$38,240 NOT
cap gain +$10,234
budget: banked $726 debit $594 (82% used ≈ 1.2 wk of income) → whole cycle still +$132 cash · rolled 6 ct earn ≈ $1,605/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$2,178/mo
vs 50% target ($2,044/mo)+7%
vs normal income ($4,087/mo)53% covered
Net income (after hedge)$1,926/mo
Downside budget
⚠ $77 is $70 below CC-SS $147.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,445
… as % of IC ($15,930)260.2%
… as % of ML ($69,930)59.3%
Recovery months (at normal income)10.1 mo
Surgical close (6 ct)$-48,507
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 $1.21 collected) or spot ≥ $78.27 (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 $70.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-78.27
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
≥ $78.27
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (≤1σ, normal week)$726$-43,643+$4,831+$720
+2.5%$78.92 (≤1σ, normal week)$-429$-43,584+$4,890-$435
+5%$80.85 (1.1σ)$-1,584$-43,525+$4,949-$1,590
SS (= V-bounce)$141.55 (7.8σ)$-38,004$-41,668+$6,806-$13,080
V-BOUNCE STRESS (stock → CC-SS $147.28, where you are whole again, by expiry)
Starting unrealized P&L: $-48,474
+ Fortress recovery (un-capped): +$48,426
− CC assignment net of premium (6 × $77): -$41,445
Total Position P&L @ SS: $-41,492 (+$6,982 vs today)
Do-nothing baseline at SS: $-28,412 (this trade vs do-nothing: $-13,080, the opportunity cost of earning $2,178/mo FIGHT income now)
BB-reversion stress (→ $137.30 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,454, position total $-41,798 (+$6,676 vs today)
100% normal6 × $732 Oct10d3.6%63%hist 65%77%hist 68%+6pp$1,374$4,122+$1,944$43,197
Sell 6 × $73 3.6% OTM over spot $70.49 2 Oct 2026 (10d, $2.35 mid)
= $1,374 credit for the 10d cycle → $4,122/mo projected
Survival (stays ≤ $73)
63%
Breach risk
37%
POP (stays ≤ $75.36)
72%
EV / mo
+$410
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
22% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~7.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,118/mo
median; plan ~$760/mo after 68% keep · $9,366 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.9 mo [3.8-6.9], measured ONLY among the 22% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
63%
Flat exit net (mid-life)
-$153
Free roll-up
+$3/wk
Safest escape (by 16 Oct 2026)
$93 @ 93% POP
93% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.60/sh now → $2.54 mid-life (likely $3.29–$4.51)≈ $0 at expiry  |  you banked $2.29/sh, so a flat mid-life exit nets -$0.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,882 simulated challenges: the $73 strike is typically first touched on day 3 of 10, at $75 (overshoots $1.79). 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)~$739 Oct 202612d left+$1.01/sh+$603
cycle +$1,977
[+$336…+$499] · 99% credit
66%
surv 53%
-$44,914 NOT
cap gain +$3,560
Reliable up-and-out (highest cap still free ≥60%)~$7716 Oct 202619d left+$0.57/sh+$343
cycle +$1,717
[-$50…+$187] · 66% credit
74%
surv 65%
-$42,960 NOT
cap gain +$5,514
Max even-money escape in the band~$7816 Oct 202619d left+$0.23/sh+$139
cycle +$1,513
[-$302…-$36] · 21% credit
75%
surv 68%
-$42,534 NOT
cap gain +$5,940
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)~$769 Oct 202612d left+$0.02/sh+$10
cycle +$1,384
[-$383…-$152] · 12% credit
71%
surv 62%
-$43,924 NOT
cap gain +$4,550
Safety roll (pay small debit, max POP)~$9316 Oct 202619d left-$2.05/sh-$1,229
cycle +$145
[-$2,167…-$1,585]
93%
surv 93%
-$34,444 NOT
cap gain +$14,030
budget: banked $1,374 debit $1,229 (89% used ≈ 1.3 wk of income) → whole cycle still +$145 cash · rolled 6 ct earn ≈ $470/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$4,122/mo
vs 50% target ($2,044/mo)+102%
vs normal income ($4,087/mo)101% covered
Net income (after hedge)$3,870/mo
Downside budget
⚠ $73 is $74 below CC-SS $147.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,197
… as % of IC ($15,930)271.2%
… as % of ML ($69,930)61.8%
Recovery months (at normal income)10.6 mo
Surgical close (6 ct)$-48,513
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 $2.29 collected) or spot ≥ $75.36 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $73)); NOT the premium you collected. Momentum override: two daily closes above $70.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $72.27Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$72-75.36
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
≥ $75.36
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$73.00 (≤1σ, normal week)$1,374$-45,517+$2,957+$1,368
+2.5%$74.82 (≤1σ, normal week)$279$-45,461+$3,013+$273
+5%$76.65 (≤1σ, normal week)$-816$-45,406+$3,068-$822
SS (= V-bounce)$141.55 (7.8σ)$-39,756$-43,420+$5,054-$14,832
V-BOUNCE STRESS (stock → CC-SS $147.28, where you are whole again, by expiry)
Starting unrealized P&L: $-48,474
+ Fortress recovery (un-capped): +$48,426
− CC assignment net of premium (6 × $73): -$43,197
Total Position P&L @ SS: $-43,244 (+$5,230 vs today)
Do-nothing baseline at SS: $-28,412 (this trade vs do-nothing: $-14,832, the opportunity cost of earning $4,122/mo FIGHT income now)
BB-reversion stress (→ $137.30 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$37,206, position total $-43,550 (+$4,924 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 (31 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 31 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: 1.051 (IBKR)  |  Recovery@SS: +$48,426 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-28,412

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$773d25 Sep 2026$0.366/6$2,160$1,90888%90%+$1,036-$41,955263.4%$-42,002 (vs do-nothing $-13,590)
$763d25 Sep 2026$0.495/6$2,450$2,20185%87%+$1,088-$35,397222.2%$-40,172 (vs do-nothing $-11,760)
$753d25 Sep 2026$0.654/6$2,600$2,35481%84%+$1,028-$28,654179.9%$-38,156 (vs do-nothing $-9,744)
$7710d2 Oct 2026$1.216/6$2,178$1,92677%81%+$418-$41,445260.2%$-41,492 (vs do-nothing $-13,080)
$743d25 Sep 2026$0.863/6$2,580$2,33776%81%+$899-$21,727136.4%$-35,957 (vs do-nothing $-7,545)
$7610d2 Oct 2026$1.435/6$2,145$1,89674%79%+$358-$34,927219.3%$-39,702 (vs do-nothing $-11,290)
$7717d9 Oct 2026$1.966/6$2,075$1,82373%78%+$224-$40,995257.3%$-41,042 (vs do-nothing $-12,630)
$7510d2 Oct 2026$1.685/6$2,520$2,27171%76%+$359-$35,302221.6%$-40,077 (vs do-nothing $-11,665)
$7617d9 Oct 2026$2.256/6$2,382$2,13070%76%+$254-$41,421260.0%$-41,468 (vs do-nothing $-13,056)
$733d25 Sep 2026$1.122/6$2,240$2,00070%77%+$665-$14,63391.9%$-33,590 (vs do-nothing $-5,178)
$7624d16 Oct 2026$3.006/6$2,250$1,99869%77%+$536-$40,971257.2%$-41,018 (vs do-nothing $-12,606)
$7517d9 Oct 2026$2.535/6$2,232$1,98367%74%+$202-$34,877218.9%$-39,652 (vs do-nothing $-11,240)
$7410d2 Oct 2026$1.974/6$2,364$2,11867%74%+$288-$28,526179.1%$-38,028 (vs do-nothing $-9,616)
Show 18 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7524d16 Oct 2026$3.256/6$2,438$2,18567%75%+$507-$41,421260.0%$-41,468 (vs do-nothing $-13,056)
$7417d9 Oct 2026$2.815/6$2,479$2,23064%72%+$163-$35,237221.2%$-40,012 (vs do-nothing $-11,600)
$7424d16 Oct 2026$3.605/6$2,250$2,00164%74%+$441-$34,842218.7%$-39,617 (vs do-nothing $-11,205)
$7310d2 Oct 2026$2.293/6$2,061$1,81863%72%+$205-$21,598135.6%$-35,828 (vs do-nothing $-7,416)
$723d25 Sep 2026$1.422/6$2,840$2,60063%73%+$664-$14,77392.7%$-33,730 (vs do-nothing $-5,318)
$7317d9 Oct 2026$3.154/6$2,224$1,97761%71%+$117-$28,454178.6%$-37,956 (vs do-nothing $-9,544)
$7324d16 Oct 2026$3.905/6$2,438$2,18861%72%+$408-$35,192220.9%$-39,967 (vs do-nothing $-11,555)
$7210d2 Oct 2026$2.673/6$2,403$2,16059%70%+$207-$21,784136.8%$-36,014 (vs do-nothing $-7,602)
$7217d9 Oct 2026$3.454/6$2,435$2,18958%69%+$50-$28,734180.4%$-38,236 (vs do-nothing $-9,824)
$7224d16 Oct 2026$4.354/6$2,175$1,92958%71%+$357-$28,374178.1%$-37,876 (vs do-nothing $-9,464)
$713d25 Sep 2026$1.832/6$3,660$3,42055%69%+$714-$14,89193.5%$-33,848 (vs do-nothing $-5,436)
$7124d16 Oct 2026$4.754/6$2,375$2,12955%69%+$344-$28,614179.6%$-38,116 (vs do-nothing $-9,704)
$7117d9 Oct 2026$3.953/6$2,091$1,84855%68%+$73-$21,700136.2%$-35,930 (vs do-nothing $-7,518)
$7110d2 Oct 2026$3.003/6$2,700$2,45755%67%+$119-$21,985138.0%$-36,215 (vs do-nothing $-7,803)
$7024d16 Oct 2026$5.304/6$2,650$2,40453%67%+$131-$28,794180.8%$-38,296 (vs do-nothing $-9,884)
$7017d9 Oct 2026$4.353/6$2,303$2,06052%66%+$36-$21,880137.4%$-36,110 (vs do-nothing $-7,698)
$7010d2 Oct 2026$3.502/6$2,100$1,86050%65%+$93-$14,75792.6%$-33,714 (vs do-nothing $-5,302)
$703d25 Sep 2026$2.311/6$2,310$2,07348%66%+$359-$7,49747.1%$-31,182 (vs do-nothing $-2,770)

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  |  2026-09-22 21:46