FORTRESS FIGHT: RKLB @ $72.94

BE SS: $141.55  |  CC-SS: $148.35  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-23 21:45

RKLB @ $72.94   UNDERWATER $68.61 (48.5% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $148.35 (banked floor $144.25)  |  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$4,781/mo95% ann ROI on ML
Hedge rolling cost$245/mo
Unrealized P&L$-47,586fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,391/mo
HEDGE COVER
$245/mo
NORMAL INCOME
$4,781/mo (ATM CC, chain)
IC VELOCITY
3.3 mo to earn back $15,930
ML VELOCITY
14.6 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $148.35 in the fetched chain; the deepest available is $100C (16d, $169/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)
$44,984
was $47,586 · 5% earned back
Cycles closed
11
Credit in flight
$410
CC-SS · banked floor (info)
$148.35 → $144.25
? 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 35 (live) · RSI 48 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 62 · %B 109 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $137.28 (+88%) · daily UBB $71.80 · 1-wk expected move ±$7 (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: 4 contracts at $78 / 2d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($2,391/mo); it brings $2,520/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 × $77/2d for $5,130/mo, but breach risk rises to 14% (+5pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 4 × $85/2d (99+% survival, $300/mo).
Downside anchor: the primary mortgages $27,971 (176% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 5.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-31,734 and cuts bleed by $163/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 (2d) · sell 4 × $78, 90% survival, $2,520/mo (E[net] $2,146/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 · 2d4 × $7890%$2,520$2,146
NEXT FRIDAY2 Oct 2026 · 9d6 × $7977%$2,600$489
E[net] arithmetic on the grand pick: keep $168 with probability 85%; on the 15% touch you roll, paying $597 to close and taking $673 back from the best priced door (net cash $0) 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 · 2d · E[net] $2,146/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $78 (50% normal), 90% survival, breach 10%, $2,520/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $80 rung (33% normal) lifts survival to 96% (breach 10% → 4%) for $870/mo less (35% income) buys safety you do not really need here.
RKLB  spot $72.94 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $8525 Sep2d16.5%99+%hist 96%0%hist 3%-0pp$20$300-$2,220$25,319
Sell 4 × $85 16.5% OTM over spot $72.94 25 Sep 2026 (2d, $0.08 mid)
= $20 credit for the 2d cycle → $300/mo projected
Survival (stays ≤ $85)
99+%
Breach risk
0%
POP (stays ≤ $85.08)
99+%
EV / mo
+$298
📈 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
$-164/mo
median; plan ~$-112/mo after 68% keep · $-1,480 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.3 mo [3.0-6.8], 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)
-$630
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$97 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.30/sh now → $1.63 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.58/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$852 Oct 20268d left+$1.64/sh+$654
cycle +$674
67%
surv 52%
-$39,269 NOT
cap gain +$8,317
Up-and-out for even (raise the cap, free)~$892 Oct 20268d left+$0.11/sh+$42
cycle +$62
77%
surv 70%
-$37,319 NOT
cap gain +$10,267
Max even-money escape in the band~$9716 Oct 202622d left+$0.14/sh+$57
cycle +$77
84%
surv 82%
-$32,255 NOT
cap gain +$15,331
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 ($2,391/mo)-87%
vs normal income ($4,781/mo)6% covered
Net income (after hedge)$111/mo
Downside budget
⚠ $85 is $63 below CC-SS $148.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,319
… as % of IC ($15,930)158.9%
… as % of ML ($69,930)36.2%
Recovery months (at normal income)5.3 mo
Surgical close (4 ct)$-31,736
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 $71.80 (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 (3.2σ)$20$-39,924+$7,662-$40
+2.5%$87.12 (3.7σ)$-830$-39,432+$8,154-$890
+5%$89.25 (4.3σ)$-1,680$-38,941+$8,645-$1,740
SS (= V-bounce)$141.55 (18.0σ)$-22,600$-35,159+$12,427-$6,040
V-BOUNCE STRESS (stock → CC-SS $148.35, where you are whole again, by expiry)
Starting unrealized P&L: $-47,586
+ Fortress recovery (un-capped): +$47,598
− CC assignment net of premium (4 × $85): -$25,319
− Conservative CC assignment net of premium (2 × $100): -$9,640
Total Position P&L @ SS: $-34,947 (+$12,639 vs today)
Do-nothing baseline at SS: $-28,907 (this trade vs do-nothing: $-6,040, the opportunity cost of earning $300/mo FIGHT income now)
BB-reversion stress (→ $137.28 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$20,892, position total $-35,293 (+$12,293 vs today)
33% normal5 × $8025 Sep2d9.7%96%hist 96%7%hist 3%+3pp$110$1,650-$870$34,064
Sell 5 × $80 9.7% OTM over spot $72.94 25 Sep 2026 (2d, $0.23 mid)
= $110 credit for the 2d cycle → $1,650/mo projected
Survival (stays ≤ $80)
96%
Breach risk
4%
POP (stays ≤ $80.23)
97%
EV / mo
+$1,477
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
17% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$551/mo
median; plan ~$375/mo after 68% keep · $4,534 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.0 mo [3.2-7.2], 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)
7%
Flat exit net (mid-life)
-$655
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$92 @ 85% POP
82% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.16/sh now → $1.53 mid-life (likely $1.55–$3.21)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$1.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 197 simulated challenges: the $80 strike is typically first touched on day 2 of 2, at $82 (overshoots $1.75). 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)~$802 Oct 20268d left+$1.67/sh+$836
cycle +$946
[+$656…+$914] · 98% credit
67%
surv 52%
-$42,169 NOT
cap gain +$5,417
Reliable up-and-out (highest cap still free ≥60%)~$8716 Oct 202622d left+$1.24/sh+$621
cycle +$731
[+$169…+$667] · 82% credit
78%
surv 72%
-$37,927 NOT
cap gain +$9,659
Up-and-out for even (raise the cap, free)~$842 Oct 20268d left+$0.15/sh+$74
cycle +$184
[-$376…+$84] · 40% credit
77%
surv 71%
-$40,369 NOT
cap gain +$7,217
Max even-money escape in the band~$9216 Oct 202622d left+$0.17/sh+$84
cycle +$194
[-$510…+$101] · 37% credit
85%
surv 82%
-$35,308 NOT
cap gain +$12,278
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$1,650/mo
vs 50% target ($2,391/mo)-31%
vs normal income ($4,781/mo)35% covered
Net income (after hedge)$1,433/mo
Downside budget
⚠ $80 is $68 below CC-SS $148.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,064
… as % of IC ($15,930)213.8%
… as % of ML ($69,930)48.7%
Recovery months (at normal income)7.1 mo
Surgical close (5 ct)$-39,660
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.22 collected) or spot ≥ $80.23 (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 $71.80 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $79.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-80.23
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
≥ $80.23
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 (1.9σ)$110$-43,005+$4,581+$35
+2.5%$82.00 (2.4σ)$-890$-42,742+$4,844-$965
+5%$84.00 (2.9σ)$-1,890$-42,480+$5,106-$1,965
SS (= V-bounce)$141.55 (18.0σ)$-30,665$-39,084+$8,502-$9,965
V-BOUNCE STRESS (stock → CC-SS $148.35, where you are whole again, by expiry)
Starting unrealized P&L: $-47,586
+ Fortress recovery (un-capped): +$47,598
− CC assignment net of premium (5 × $80): -$34,064
− Conservative CC assignment net of premium (1 × $100): -$4,820
Total Position P&L @ SS: $-38,872 (+$8,714 vs today)
Do-nothing baseline at SS: $-28,907 (this trade vs do-nothing: $-9,965, the opportunity cost of earning $1,650/mo FIGHT income now)
BB-reversion stress (→ $137.28 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,530, position total $-39,218 (+$8,368 vs today)
🎯 50% normal4 × $7825 Sep2d6.9%90%hist 96%19%hist 13%+7pp$168$2,520$27,971
Sell 4 × $78 6.9% OTM over spot $72.94 25 Sep 2026 (2d, $0.44 mid)
= $168 credit for the 2d cycle → $2,520/mo projected
Survival (stays ≤ $78)
90%
Breach risk
10%
POP (stays ≤ $78.44)
92%
EV / mo
+$1,945
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
29% whole by 9mo vs 22% doing nothing
FIRE DRILLS
~4.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,477/mo
median; plan ~$1,004/mo after 68% keep · $11,559 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.9 mo [3.4-6.7], measured ONLY among the 29% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
15%
Flat exit net (mid-life)
-$429
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$90 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.11/sh now → $1.49 mid-life (likely $1.67–$3.13)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$1.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 445 simulated challenges: the $78 strike is typically first touched on day 2 of 2, at $80 (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 (4 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+$1.68/sh+$673
cycle +$841
[+$526…+$693] · 99% credit
67%
surv 52%
-$43,521 NOT
cap gain +$4,065
Reliable up-and-out (highest cap still free ≥60%)~$8516 Oct 202622d left+$1.24/sh+$496
cycle +$664
[+$142…+$477] · 81% credit
78%
surv 73%
-$39,242 NOT
cap gain +$8,344
Up-and-out for even (raise the cap, free)~$822 Oct 20268d left+$0.16/sh+$64
cycle +$232
[-$281…+$34] · 34% credit
77%
surv 71%
-$41,568 NOT
cap gain +$6,018
Max even-money escape in the band~$9016 Oct 202622d left+$0.17/sh+$70
cycle +$238
[-$389…+$31] · 32% credit
85%
surv 82%
-$36,512 NOT
cap gain +$11,074
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$2,520/mo
vs 50% target ($2,391/mo)+5%
vs normal income ($4,781/mo)53% covered
Net income (after hedge)$2,331/mo
Downside budget
⚠ $78 is $70 below CC-SS $148.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,971
… as % of IC ($15,930)175.6%
… as % of ML ($69,930)40.0%
Recovery months (at normal income)5.9 mo
Surgical close (4 ct)$-31,734
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.42 collected) or spot ≥ $78.44 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $78)); NOT the premium you collected. Momentum override: two daily closes above $71.80 (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
$77-78.44
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
≥ $78.44
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 (1.3σ)$168$-44,194+$3,392+$108
+2.5%$79.95 (1.8σ)$-612$-43,743+$3,843-$672
+5%$81.90 (2.4σ)$-1,392$-43,292+$4,294-$1,452
SS (= V-bounce)$141.55 (18.0σ)$-25,252$-37,811+$9,775-$8,692
V-BOUNCE STRESS (stock → CC-SS $148.35, where you are whole again, by expiry)
Starting unrealized P&L: $-47,586
+ Fortress recovery (un-capped): +$47,598
− CC assignment net of premium (4 × $78): -$27,971
− Conservative CC assignment net of premium (2 × $100): -$9,640
Total Position P&L @ SS: $-37,599 (+$9,987 vs today)
Do-nothing baseline at SS: $-28,907 (this trade vs do-nothing: $-8,692, the opportunity cost of earning $2,520/mo FIGHT income now)
BB-reversion stress (→ $137.28 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,544, position total $-37,945 (+$9,641 vs today)
🛡 safe yield6 × $7825 Sep2d6.9%90%hist 96%19%hist 13%+12pp$252$3,780+$1,260$41,957
Sell 6 × $78 6.9% OTM over spot $72.94 25 Sep 2026 (2d, $0.44 mid)
= $252 credit for the 2d cycle → $3,780/mo projected
Survival (stays ≤ $78)
90%
Breach risk
10%
POP (stays ≤ $78.44)
92%
EV / mo
+$2,918
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
30% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~4.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,195/mo
median; plan ~$1,493/mo after 68% keep · $16,669 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo [3.6-6.7], measured ONLY among the 30% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$643
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$90 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.11/sh now → $1.49 mid-life (likely $1.61–$2.94)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$1.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 433 simulated challenges: the $78 strike is typically first touched on day 2 of 2, at $80 (overshoots $1.58). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$782 Oct 20268d left+$1.68/sh+$1,009
cycle +$1,261
[+$833…+$1,057] · 99% credit
67%
surv 52%
-$43,131 NOT
cap gain +$4,455
Reliable up-and-out (highest cap still free ≥60%)~$8516 Oct 202622d left+$1.24/sh+$744
cycle +$996
[+$279…+$730] · 85% credit
78%
surv 73%
-$38,940 NOT
cap gain +$8,646
Up-and-out for even (raise the cap, free)~$822 Oct 20268d left+$0.16/sh+$96
cycle +$348
[-$355…+$69] · 39% credit
77%
surv 71%
-$41,482 NOT
cap gain +$6,104
Max even-money escape in the band~$9016 Oct 202622d left+$0.17/sh+$104
cycle +$356
[-$498…+$68] · 36% credit
85%
surv 82%
-$36,423 NOT
cap gain +$11,163
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$3,780/mo
vs 50% target ($2,391/mo)+58%
vs normal income ($4,781/mo)79% covered
Net income (after hedge)$3,535/mo
Downside budget
⚠ $78 is $70 below CC-SS $148.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,957
… as % of IC ($15,930)263.4%
… as % of ML ($69,930)60.0%
Recovery months (at normal income)8.8 mo
Surgical close (6 ct)$-47,601
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.42 collected) or spot ≥ $78.44 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $78)); NOT the premium you collected. Momentum override: two daily closes above $71.80 (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
$77-78.44
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
≥ $78.44
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 (1.3σ)$252$-44,140+$3,446+$162
+2.5%$79.95 (1.8σ)$-918$-44,079+$3,507-$1,008
+5%$81.90 (2.4σ)$-2,088$-44,018+$3,568-$2,178
SS (= V-bounce)$141.55 (18.0σ)$-37,878$-42,157+$5,429-$13,038
V-BOUNCE STRESS (stock → CC-SS $148.35, where you are whole again, by expiry)
Starting unrealized P&L: $-47,586
+ Fortress recovery (un-capped): +$47,598
− CC assignment net of premium (6 × $78): -$41,957
Total Position P&L @ SS: $-41,945 (+$5,641 vs today)
Do-nothing baseline at SS: $-28,907 (this trade vs do-nothing: $-13,038, the opportunity cost of earning $3,780/mo FIGHT income now)
BB-reversion stress (→ $137.28 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,316, position total $-42,291 (+$5,295 vs today)
100% normal6 × $7725 Sep2d5.6%86%hist 86%29%hist 25%+18pp$342$5,130+$2,610$42,467
Sell 6 × $77 5.6% OTM over spot $72.94 25 Sep 2026 (2d, $0.62 mid)
= $342 credit for the 2d cycle → $5,130/mo projected
Survival (stays ≤ $77)
86%
Breach risk
14%
POP (stays ≤ $77.62)
89%
EV / mo
+$3,518
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+18pp
36% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~6.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,998/mo
median; plan ~$2,039/mo after 68% keep · $22,092 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.9 mo [3.5-6.5], measured ONLY among the 36% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
21%
Flat exit net (mid-life)
-$542
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$94 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.08/sh now → $1.47 mid-life (likely $1.62–$3.38)≈ $0 at expiry  |  you banked $0.57/sh, so a flat mid-life exit nets -$0.90/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 619 simulated challenges: the $77 strike is typically first touched on day 2 of 2, at $79 (overshoots $1.87). 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+$1.69/sh+$1,011
cycle +$1,353
[+$745…+$1,039] · 98% credit
67%
surv 52%
-$43,670 NOT
cap gain +$3,916
Reliable up-and-out (highest cap still free ≥60%)~$8416 Oct 202622d left+$1.24/sh+$742
cycle +$1,084
[+$114…+$719] · 79% credit
78%
surv 73%
-$39,483 NOT
cap gain +$8,103
Up-and-out for even (raise the cap, free)~$812 Oct 20268d left+$0.17/sh+$99
cycle +$441
[-$517…+$61] · 34% credit
77%
surv 71%
-$42,020 NOT
cap gain +$5,566
Max even-money escape in the band~$8916 Oct 202622d left+$0.18/sh+$105
cycle +$447
[-$702…+$55] · 32% credit
85%
surv 82%
-$36,964 NOT
cap gain +$10,622
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9416 Oct 202622d left-$0.48/sh-$290
cycle +$52
[-$1,224…-$358]
90%
surv 89%
-$34,203 NOT
cap gain +$13,383
budget: banked $342 debit $290 (85% used ≈ 0.2 wk of income) → whole cycle still +$52 cash · rolled 6 ct earn ≈ $809/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,130/mo
vs 50% target ($2,391/mo)+115%
vs normal income ($4,781/mo)107% covered
Net income (after hedge)$4,885/mo
Downside budget
⚠ $77 is $71 below CC-SS $148.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,467
… as % of IC ($15,930)266.6%
… as % of ML ($69,930)60.7%
Recovery months (at normal income)8.9 mo
Surgical close (6 ct)$-47,616
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.57 collected) or spot ≥ $77.62 (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 $71.80 (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
$76-77.62
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
≥ $77.62
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 (1.1σ)$342$-44,681+$2,905+$252
+2.5%$78.92 (1.6σ)$-813$-44,621+$2,965-$903
+5%$80.85 (2.1σ)$-1,968$-44,561+$3,025-$2,058
SS (= V-bounce)$141.55 (18.0σ)$-38,388$-42,667+$4,919-$13,548
V-BOUNCE STRESS (stock → CC-SS $148.35, where you are whole again, by expiry)
Starting unrealized P&L: $-47,586
+ Fortress recovery (un-capped): +$47,598
− CC assignment net of premium (6 × $77): -$42,467
Total Position P&L @ SS: $-42,455 (+$5,131 vs today)
Do-nothing baseline at SS: $-28,907 (this trade vs do-nothing: $-13,548, the opportunity cost of earning $5,130/mo FIGHT income now)
BB-reversion stress (→ $137.28 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,826, position total $-42,801 (+$4,785 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 · 9d · E[net] $489/mo

🎯 Engine pick: sell 6 × $79 (50% normal), 77% survival, breach 23%, $2,600/mo.
⚖️ Worth a safer step: the $81 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $760/mo less (29% 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 $81 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $72.94 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $902 Oct9d23.4%96%hist 96%9%hist 3%+1pp$85$283-$2,317$29,089
Sell 5 × $90 23.4% OTM over spot $72.94 2 Oct 2026 (9d, $0.23 mid)
= $85 credit for the 9d cycle → $283/mo projected
Survival (stays ≤ $90)
96%
Breach risk
4%
POP (stays ≤ $90.22)
96%
EV / mo
+$129
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
16% whole by 9mo vs 16% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-0/mo
median; plan ~$-0/mo after 68% keep · $-2 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo [3.5-6.5], measured ONLY among the 16% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$1,456
Free roll-up
+$2/wk
Safest escape (by 16 Oct 2026)
$93 @ 73% POP
62% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.36/sh now → $3.08 mid-life (likely $2.38–$4.01)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$2.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 81 simulated challenges: the $90 strike is typically first touched on day 7 of 9, at $92 (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)~$909 Oct 202612d left+$0.80/sh+$400
cycle +$485
[+$420…+$769] · 100% credit
67%
surv 52%
-$36,318 NOT
cap gain +$11,268
Max even-money escape in the band~$9316 Oct 202618d left+$0.59/sh+$296
cycle +$381
[+$244…+$641] · 89% credit
73%
surv 62%
-$34,490 NOT
cap gain +$13,096
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)~$929 Oct 202612d left+$0.01/sh+$3
cycle +$88
[-$45…+$289] · 69% credit
71%
surv 60%
-$35,414 NOT
cap gain +$12,172
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$283/mo
vs 50% target ($2,391/mo)-88%
vs normal income ($4,781/mo)6% covered
Net income (after hedge)$67/mo
Downside budget
⚠ $90 is $58 below CC-SS $148.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,089
… as % of IC ($15,930)182.6%
… as % of ML ($69,930)41.6%
Recovery months (at normal income)6.1 mo
Surgical close (5 ct)$-39,682
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 $0.17 collected) or spot ≥ $90.22 (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 $71.80 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $89.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$89-90.22
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
≥ $90.22
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)$85$-36,718+$10,868+$10
+2.5%$92.25 (2.4σ)$-1,040$-36,423+$11,163-$1,115
+5%$94.50 (2.7σ)$-2,165$-36,127+$11,459-$2,240
SS (= V-bounce)$141.55 (8.5σ)$-25,690$-34,109+$13,477-$4,990
V-BOUNCE STRESS (stock → CC-SS $148.35, where you are whole again, by expiry)
Starting unrealized P&L: $-47,586
+ Fortress recovery (un-capped): +$47,598
− CC assignment net of premium (5 × $90): -$29,089
− Conservative CC assignment net of premium (1 × $100): -$4,820
Total Position P&L @ SS: $-33,897 (+$13,689 vs today)
Do-nothing baseline at SS: $-28,907 (this trade vs do-nothing: $-4,990, the opportunity cost of earning $283/mo FIGHT income now)
BB-reversion stress (→ $137.28 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,555, position total $-34,243 (+$13,343 vs today)
🛡 safe yield6 × $852 Oct9d16.5%91%hist 96%19%hist 13%+3pp$282$940-$1,660$37,727
Sell 6 × $85 16.5% OTM over spot $72.94 2 Oct 2026 (9d, $0.52 mid)
= $282 credit for the 9d cycle → $940/mo projected
Survival (stays ≤ $85)
91%
Breach risk
9%
POP (stays ≤ $85.52)
91%
EV / mo
+$440
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
24% whole by 9mo vs 20% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$375/mo
median; plan ~$255/mo after 68% keep · $3,027 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.3 mo [3.2-6.8], measured ONLY among the 24% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$1,464
Free roll-up
+$2/wk
Safest escape (by 16 Oct 2026)
$88 @ 73% POP
63% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.12/sh now → $2.91 mid-life (likely $2.39–$4.16)≈ $0 at expiry  |  you banked $0.47/sh, so a flat mid-life exit nets -$2.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 306 simulated challenges: the $85 strike is typically first touched on day 6 of 9, at $87 (overshoots $1.83). 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)~$859 Oct 202612d left+$0.92/sh+$552
cycle +$834
[+$453…+$861] · 100% credit
67%
surv 52%
-$39,140 NOT
cap gain +$8,446
Max even-money escape in the band~$8816 Oct 202618d left+$0.70/sh+$422
cycle +$704
[+$199…+$756] · 88% credit
73%
surv 63%
-$37,338 NOT
cap gain +$10,248
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)~$879 Oct 202612d left+$0.13/sh+$76
cycle +$358
[-$120…+$337] · 62% credit
71%
surv 60%
-$38,315 NOT
cap gain +$9,271
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$940/mo
vs 50% target ($2,391/mo)-61%
vs normal income ($4,781/mo)20% covered
Net income (after hedge)$695/mo
Downside budget
⚠ $85 is $63 below CC-SS $148.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,727
… as % of IC ($15,930)236.8%
… as % of ML ($69,930)53.9%
Recovery months (at normal income)7.9 mo
Surgical close (6 ct)$-47,616
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.47 collected) or spot ≥ $85.52 (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 $71.80 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $84.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$84-85.52
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $85.52
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$85.00 (1.5σ)$282$-39,692+$7,894+$192
+2.5%$87.12 (1.8σ)$-993$-39,625+$7,961-$1,083
+5%$89.25 (2.0σ)$-2,268$-39,559+$8,027-$2,358
SS (= V-bounce)$141.55 (8.5σ)$-33,648$-37,927+$9,659-$8,808
V-BOUNCE STRESS (stock → CC-SS $148.35, where you are whole again, by expiry)
Starting unrealized P&L: $-47,586
+ Fortress recovery (un-capped): +$47,598
− CC assignment net of premium (6 × $85): -$37,727
Total Position P&L @ SS: $-37,715 (+$9,871 vs today)
Do-nothing baseline at SS: $-28,907 (this trade vs do-nothing: $-8,808, the opportunity cost of earning $940/mo FIGHT income now)
BB-reversion stress (→ $137.28 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,086, position total $-38,061 (+$9,525 vs today)
33% normal ← lean6 × $812 Oct9d11.1%83%hist 86%35%hist 30%+3pp$552$1,840-$760$39,857
Sell 6 × $81 11.1% OTM over spot $72.94 2 Oct 2026 (9d, $1.01 mid)
= $552 credit for the 9d cycle → $1,840/mo projected
Survival (stays ≤ $81)
83%
Breach risk
17%
POP (stays ≤ $82.01)
86%
EV / mo
+$703
📈 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
~2.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$749/mo
median; plan ~$509/mo after 68% keep · $6,058 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo [3.7-6.5], 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)
25%
Flat exit net (mid-life)
-$1,112
Free roll-up
+$2/wk
Safest escape (by 16 Oct 2026)
$88 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.92/sh now → $2.77 mid-life (likely $2.76–$4.35)≈ $0 at expiry  |  you banked $0.92/sh, so a flat mid-life exit nets -$1.85/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 745 simulated challenges: the $81 strike is typically first touched on day 5 of 9, at $83 (overshoots $1.76). 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)~$819 Oct 202612d left+$1.00/sh+$601
cycle +$1,153
[+$418…+$740] · 99% credit
67%
surv 52%
-$41,345 NOT
cap gain +$6,241
Max even-money escape in the band~$8416 Oct 202618d left+$0.78/sh+$465
cycle +$1,017
[+$144…+$591] · 87% credit
73%
surv 63%
-$39,550 NOT
cap gain +$8,036
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)~$839 Oct 202612d left+$0.21/sh+$125
cycle +$677
[-$145…+$216] · 52% credit
71%
surv 61%
-$40,521 NOT
cap gain +$7,065
Safety roll (pay small debit, max POP)~$8816 Oct 202618d left-$0.39/sh-$236
cycle +$316
[-$712…-$183] · 15% credit
79%
surv 74%
-$37,726 NOT
cap gain +$9,860
budget: banked $552 debit $236 (43% used ≈ 0.6 wk of income) → whole cycle still +$316 cash · rolled 6 ct earn ≈ $2,381/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$1,840/mo
vs 50% target ($2,391/mo)-23%
vs normal income ($4,781/mo)38% covered
Net income (after hedge)$1,595/mo
Downside budget
⚠ $81 is $67 below CC-SS $148.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,857
… as % of IC ($15,930)250.2%
… as % of ML ($69,930)57.0%
Recovery months (at normal income)8.3 mo
Surgical close (6 ct)$-47,640
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.92 collected) or spot ≥ $82.01 (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 $71.80 (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
$80-82.01
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
≥ $82.01
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$81.00 (≤1σ, normal week)$552$-41,947+$5,639+$462
+2.5%$83.02 (1.2σ)$-663$-41,883+$5,703-$753
+5%$85.05 (1.5σ)$-1,878$-41,820+$5,766-$1,968
SS (= V-bounce)$141.55 (8.5σ)$-35,778$-40,057+$7,529-$10,938
V-BOUNCE STRESS (stock → CC-SS $148.35, where you are whole again, by expiry)
Starting unrealized P&L: $-47,586
+ Fortress recovery (un-capped): +$47,598
− CC assignment net of premium (6 × $81): -$39,857
Total Position P&L @ SS: $-39,845 (+$7,741 vs today)
Do-nothing baseline at SS: $-28,907 (this trade vs do-nothing: $-10,938, the opportunity cost of earning $1,840/mo FIGHT income now)
BB-reversion stress (→ $137.28 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$33,216, position total $-40,191 (+$7,395 vs today)
🎯 50% normal6 × $792 Oct9d8.3%77%hist 84%47%hist 39%+5pp$780$2,600$40,829
Sell 6 × $79 8.3% OTM over spot $72.94 2 Oct 2026 (9d, $1.36 mid)
= $780 credit for the 9d cycle → $2,600/mo projected
Survival (stays ≤ $79)
77%
Breach risk
23%
POP (stays ≤ $80.36)
82%
EV / mo
+$885
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
22% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$974/mo
median; plan ~$662/mo after 68% keep · $8,119 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.5 mo [3.5-6.9], 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)
36%
Flat exit net (mid-life)
-$843
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$86 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.82/sh now → $2.71 mid-life (likely $2.91–$4.28)≈ $0 at expiry  |  you banked $1.30/sh, so a flat mid-life exit nets -$1.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,067 simulated challenges: the $79 strike is typically first touched on day 5 of 9, at $81 (overshoots $1.64). 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)~$799 Oct 202612d left+$1.04/sh+$623
cycle +$1,403
[+$397…+$718] · 100% credit
67%
surv 52%
-$42,358 NOT
cap gain +$5,228
Max even-money escape in the band~$8216 Oct 202618d left+$0.81/sh+$483
cycle +$1,263
[+$134…+$526] · 86% credit
73%
surv 63%
-$40,566 NOT
cap gain +$7,020
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)~$819 Oct 202612d left+$0.24/sh+$147
cycle +$927
[-$140…+$169] · 49% credit
71%
surv 61%
-$41,534 NOT
cap gain +$6,052
Safety roll (pay small debit, max POP)~$869 Oct 202612d left-$1.27/sh-$760
cycle +$20
[-$1,289…-$835]
81%
surv 77%
-$39,284 NOT
cap gain +$8,302
budget: banked $780 debit $760 (97% used ≈ 1.3 wk of income) → whole cycle still +$20 cash · rolled 6 ct earn ≈ $2,159/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$2,600/mo
vs 50% target ($2,391/mo)+9%
vs normal income ($4,781/mo)54% covered
Net income (after hedge)$2,355/mo
Downside budget
⚠ $79 is $69 below CC-SS $148.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,829
… as % of IC ($15,930)256.3%
… as % of ML ($69,930)58.4%
Recovery months (at normal income)8.5 mo
Surgical close (6 ct)$-47,622
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.33/sh (~25% of the $1.30 collected) or spot ≥ $80.36 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $79)); NOT the premium you collected. Momentum override: two daily closes above $71.80 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-80.36
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
≥ $80.36
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$79.00 (≤1σ, normal week)$780$-42,981+$4,605+$690
+2.5%$80.97 (≤1σ, normal week)$-405$-42,919+$4,667-$495
+5%$82.95 (1.2σ)$-1,590$-42,858+$4,728-$1,680
SS (= V-bounce)$141.55 (8.5σ)$-36,750$-41,029+$6,557-$11,910
V-BOUNCE STRESS (stock → CC-SS $148.35, where you are whole again, by expiry)
Starting unrealized P&L: $-47,586
+ Fortress recovery (un-capped): +$47,598
− CC assignment net of premium (6 × $79): -$40,829
Total Position P&L @ SS: $-40,817 (+$6,769 vs today)
Do-nothing baseline at SS: $-28,907 (this trade vs do-nothing: $-11,910, the opportunity cost of earning $2,600/mo FIGHT income now)
BB-reversion stress (→ $137.28 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$34,188, position total $-41,163 (+$6,423 vs today)
100% normal6 × $752 Oct9d2.8%62%hist 65%79%hist 68%+6pp$1,500$5,000+$2,400$42,509
Sell 6 × $75 2.8% OTM over spot $72.94 2 Oct 2026 (9d, $2.52 mid)
= $1,500 credit for the 9d cycle → $5,000/mo projected
Survival (stays ≤ $75)
62%
Breach risk
38%
POP (stays ≤ $77.53)
73%
EV / mo
+$1,236
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
20% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~8.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,359/mo
median; plan ~$924/mo after 68% keep · $11,776 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.9 mo [3.5-7.0], 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)
63%
Flat exit net (mid-life)
-$41
Free roll-up
+$2/wk
Safest escape (by 16 Oct 2026)
$92 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.63/sh now → $2.57 mid-life (likely $3.33–$4.63)≈ $0 at expiry  |  you banked $2.50/sh, so a flat mid-life exit nets -$0.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,881 simulated challenges: the $75 strike is typically first touched on day 3 of 9, at $77 (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)~$759 Oct 202612d left+$1.10/sh+$661
cycle +$2,161
[+$366…+$553] · 99% credit
67%
surv 53%
-$44,125 NOT
cap gain +$3,461
Max even-money escape in the band~$7816 Oct 202618d left+$0.85/sh+$512
cycle +$2,012
[+$47…+$329] · 80% credit
73%
surv 63%
-$42,342 NOT
cap gain +$5,244
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)~$779 Oct 202612d left+$0.31/sh+$185
cycle +$1,685
[-$189…+$35] · 32% credit
71%
surv 61%
-$43,300 NOT
cap gain +$4,286
Safety roll (pay small debit, max POP)~$9216 Oct 202618d left-$1.85/sh-$1,112
cycle +$388
[-$2,066…-$1,460]
92%
surv 91%
-$35,129 NOT
cap gain +$12,457
budget: banked $1,500 debit $1,112 (74% used ≈ 1.0 wk of income) → whole cycle still +$388 cash · rolled 6 ct earn ≈ $715/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$5,000/mo
vs 50% target ($2,391/mo)+109%
vs normal income ($4,781/mo)105% covered
Net income (after hedge)$4,755/mo
Downside budget
⚠ $75 is $73 below CC-SS $148.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,509
… as % of IC ($15,930)266.8%
… as % of ML ($69,930)60.8%
Recovery months (at normal income)8.9 mo
Surgical close (6 ct)$-47,601
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.62/sh (~25% of the $2.50 collected) or spot ≥ $77.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $75)); NOT the premium you collected. Momentum override: two daily closes above $71.80 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $74.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$74-77.53
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $77.53
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (≤1σ, normal week)$1,500$-44,786+$2,800+$1,410
+2.5%$76.88 (≤1σ, normal week)$375$-44,727+$2,859+$285
+5%$78.75 (≤1σ, normal week)$-750$-44,669+$2,917-$840
SS (= V-bounce)$141.55 (8.5σ)$-38,430$-42,709+$4,877-$13,590
V-BOUNCE STRESS (stock → CC-SS $148.35, where you are whole again, by expiry)
Starting unrealized P&L: $-47,586
+ Fortress recovery (un-capped): +$47,598
− CC assignment net of premium (6 × $75): -$42,509
Total Position P&L @ SS: $-42,497 (+$5,089 vs today)
Do-nothing baseline at SS: $-28,907 (this trade vs do-nothing: $-13,590, the opportunity cost of earning $5,000/mo FIGHT income now)
BB-reversion stress (→ $137.28 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,868, position total $-42,843 (+$4,743 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 (27 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 27 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: 1.052 (IBKR)  |  Recovery@SS: +$47,598 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-28,907

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$782d25 Sep 2026$0.424/6$2,520$2,33190%92%+$1,945-$27,971175.6%$-37,599 (vs do-nothing $-8,692)
$772d25 Sep 2026$0.573/6$2,565$2,40486%89%+$1,759-$21,234133.3%$-35,681 (vs do-nothing $-6,774)
$762d25 Sep 2026$0.783/6$3,510$3,34979%85%+$2,085-$21,471134.8%$-35,918 (vs do-nothing $-7,011)
$799d2 Oct 2026$1.306/6$2,600$2,35577%82%+$885-$40,829256.3%$-40,817 (vs do-nothing $-11,910)
$789d2 Oct 2026$1.505/6$2,500$2,28374%80%+$750-$34,424216.1%$-39,232 (vs do-nothing $-10,325)
$779d2 Oct 2026$1.755/6$2,917$2,70070%77%+$782-$34,799218.5%$-39,607 (vs do-nothing $-10,700)
$7816d9 Oct 2026$2.426/6$2,722$2,47870%77%+$665-$40,757255.9%$-40,745 (vs do-nothing $-11,838)
$752d25 Sep 2026$1.062/6$3,180$3,04869%77%+$1,040-$14,45890.8%$-33,725 (vs do-nothing $-4,818)
$7716d9 Oct 2026$2.745/6$2,569$2,35267%75%+$589-$34,304215.3%$-39,112 (vs do-nothing $-10,205)
$769d2 Oct 2026$2.114/6$2,813$2,62566%75%+$738-$28,095176.4%$-37,723 (vs do-nothing $-8,816)
$7616d9 Oct 2026$3.005/6$2,812$2,59664%73%+$534-$34,674217.7%$-39,482 (vs do-nothing $-10,575)
$7623d16 Oct 2026$3.905/6$2,543$2,32763%73%+$526-$34,224214.8%$-39,032 (vs do-nothing $-10,125)
$759d2 Oct 2026$2.503/6$2,500$2,33962%73%+$618-$21,255133.4%$-35,702 (vs do-nothing $-6,795)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$742d25 Sep 2026$1.422/6$4,260$4,12861%72%+$1,165-$14,58691.6%$-33,853 (vs do-nothing $-4,946)
$7516d9 Oct 2026$3.504/6$2,625$2,43660%72%+$535-$27,939175.4%$-37,567 (vs do-nothing $-8,660)
$7523d16 Oct 2026$4.355/6$2,837$2,62060%72%+$579-$34,499216.6%$-39,307 (vs do-nothing $-10,400)
$749d2 Oct 2026$2.843/6$2,840$2,67957%70%+$578-$21,453134.7%$-35,900 (vs do-nothing $-6,993)
$7416d9 Oct 2026$3.854/6$2,888$2,69957%70%+$501-$28,199177.0%$-37,827 (vs do-nothing $-8,920)
$7423d16 Oct 2026$4.704/6$2,452$2,26457%70%+$435-$27,859174.9%$-37,487 (vs do-nothing $-8,580)
$7323d16 Oct 2026$5.154/6$2,687$2,49854%69%+$440-$28,079176.3%$-37,707 (vs do-nothing $-8,800)
$7316d9 Oct 2026$4.253/6$2,391$2,23053%68%+$354-$21,330133.9%$-35,777 (vs do-nothing $-6,870)
$739d2 Oct 2026$3.253/6$3,250$3,08952%68%+$550-$21,630135.8%$-36,077 (vs do-nothing $-7,170)
$732d25 Sep 2026$1.851/6$2,775$2,67152%68%+$603-$7,35046.1%$-31,437 (vs do-nothing $-2,530)
$7223d16 Oct 2026$5.604/6$2,922$2,73351%68%+$424-$28,299177.6%$-37,927 (vs do-nothing $-9,020)
$7216d9 Oct 2026$4.703/6$2,644$2,48349%67%+$335-$21,495134.9%$-35,942 (vs do-nothing $-7,035)
$729d2 Oct 2026$3.702/6$2,467$2,33447%66%+$333-$14,53091.2%$-33,797 (vs do-nothing $-4,890)
$722d25 Sep 2026$2.321/6$3,480$3,37642%64%+$520-$7,40346.5%$-31,490 (vs do-nothing $-2,583)

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  |  2026-09-23 21:45