FORTRESS FIGHT: RKLB @ $70.38

BE SS: $141.55  |  CC-SS: $148.54  |  6 contracts (600 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-24 21:44

RKLB @ $70.38   UNDERWATER $71.17 (50.3% below BE SS)

6 contracts (600 sh)  |  BE SS: $141.55  |  CC-SS: $148.54 (banked floor $144.44)  |  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$4,224/mo95% ann ROI on ML
Hedge rolling cost$288/mo
Unrealized P&L$-49,320fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,112/mo
HEDGE COVER
$288/mo
NORMAL INCOME
$4,224/mo (ATM CC, chain)
IC VELOCITY
3.8 mo to earn back $15,930
ML VELOCITY
16.6 mo to earn back $69,930
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $148.54 in the fetched chain; the deepest available is $100C (15d, $132/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)
$46,718
was $49,320 · 5% earned back
Cycles closed
11
Credit in flight
$410
CC-SS · banked floor (info)
$148.54 → $144.44
? 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 58 · %B 88 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $137.31 (+95%) · daily UBB $71.92 · 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: 6 contracts at $76 / 8d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($2,112/mo); it brings $2,385/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 × $72/8d for $4,972/mo, but breach risk rises to 39% (+18pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $85/8d (95% survival, $319/mo).
Downside anchor: the primary mortgages $42,889 (269% of IC) ONLY on a full V-bounce all the way to SS $142, recoverable in 10.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-49,350 and cuts bleed by $288/mo.

📅 Two weekly tracks, this Friday & next Friday

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

🏆 Grand pick: NEXT FRIDAY · 2 Oct 2026 (8d) · sell 6 × $76, 79% survival, $2,385/mo (E[net] $638/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆2 Oct 2026 · 8d6 × $7679%$2,385$638
E[net] arithmetic on the grand pick: keep $636 with probability 68%; on the 32% touch you roll, paying $1,397 to close and taking $585 back from the best priced door (net cash $813) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 2 Oct 2026 · 8d · E[net] $638/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $76 (50% normal), 79% survival, breach 21%, $2,385/mo.
⚖️ Worth a safer step: the $78 rung (33% normal) lifts survival to 85% (breach 21% → 15%) for $810/mo less (34% 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 $78 rung, unless you need the income to cover the hedge bleed, or you expect RKLB to stay flat-to-down near term.
RKLB  spot $70.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $852 Oct8d20.8%95%hist 96%9%hist 3%+1pp$85$319-$2,066$31,686
Sell 5 × $85 20.8% OTM over spot $70.38 2 Oct 2026 (8d, $0.23 mid)
= $85 credit for the 8d cycle → $319/mo projected
Survival (stays ≤ $85)
95%
Breach risk
5%
POP (stays ≤ $85.22)
96%
EV / mo
+$172
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
18% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-17/mo
median; plan ~$-12/mo after 68% keep · $-127 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.6 mo [3.0-6.2], measured ONLY among the 18% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
4%
Flat exit net (mid-life)
-$1,217
Free roll-up
+$2/wk
Safest escape (by 16 Oct 2026)
$91 @ 77% POP
70% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.68/sh now → $2.60 mid-life (likely $2.17–$3.68)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$2.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 105 simulated challenges: the $85 strike is typically first touched on day 6 of 8, at $87 (overshoots $1.89). 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)~$859 Oct 202611d left+$0.80/sh+$398
cycle +$483
[+$383…+$705] · 100% credit
67%
surv 52%
-$39,606 NOT
cap gain +$9,714
Up-and-out for even (raise the cap, free)~$879 Oct 202611d left+$0.14/sh+$72
cycle +$157
[-$14…+$295] · 72% credit
70%
surv 59%
-$38,912 NOT
cap gain +$10,408
Max even-money escape in the band~$9016 Oct 202618d left+$0.19/sh+$97
cycle +$182
[-$63…+$322] · 70% credit
75%
surv 68%
-$36,994 NOT
cap gain +$12,326
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9116 Oct 202618d left-$0.09/sh-$47
cycle +$38
[-$233…+$158] · 51% credit
77%
surv 70%
-$36,507 NOT
cap gain +$12,813
budget: banked $85 debit $47 (55% used ≈ 0.6 wk of income) → whole cycle still +$38 cash · rolled 5 ct earn ≈ $2,092/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$319/mo
vs 50% target ($2,112/mo)-85%
vs normal income ($4,224/mo)8% covered
Net income (after hedge)$53/mo
Downside budget
⚠ $85 is $64 below CC-SS $148.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,686
… as % of IC ($15,930)198.9%
… as % of ML ($69,930)45.3%
Recovery months (at normal income)7.5 mo
Surgical close (5 ct)$-41,128
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 ≥ $85.22 (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 $71.92 (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
$84-85.22
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
≥ $85.22
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$85.00 (2.1σ)$85$-40,005+$9,315+$30
+2.5%$87.12 (2.4σ)$-977$-39,727+$9,593-$1,032
+5%$89.25 (2.7σ)$-2,040$-39,450+$9,870-$2,095
SS (= V-bounce)$141.55 (10.0σ)$-28,190$-36,774+$12,546-$7,470
V-BOUNCE STRESS (stock → CC-SS $148.54, where you are whole again, by expiry)
Starting unrealized P&L: $-49,320
+ Fortress recovery (un-capped): +$49,289
− CC assignment net of premium (5 × $85): -$31,686
− Conservative CC assignment net of premium (1 × $100): -$4,843
Total Position P&L @ SS: $-36,560 (+$12,760 vs today)
Do-nothing baseline at SS: $-29,090 (this trade vs do-nothing: $-7,470, the opportunity cost of earning $319/mo FIGHT income now)
BB-reversion stress (→ $137.31 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,070, position total $-36,904 (+$12,416 vs today)
🛡 safe yield6 × $822 Oct8d16.5%92%hist 96%16%hist 13%+1pp$198$742-$1,642$39,727
Sell 6 × $82 16.5% OTM over spot $70.38 2 Oct 2026 (8d, $0.38 mid)
= $198 credit for the 8d cycle → $742/mo projected
Survival (stays ≤ $82)
92%
Breach risk
8%
POP (stays ≤ $82.38)
93%
EV / mo
+$386
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
18% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$237/mo
median; plan ~$161/mo after 68% keep · $1,959 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.2 mo [3.7-6.8], measured ONLY among the 18% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
8%
Flat exit net (mid-life)
-$1,310
Free roll-up
+$2/wk
Safest escape (by 16 Oct 2026)
$88 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.55/sh now → $2.51 mid-life (likely $2.08–$3.55)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$2.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 250 simulated challenges: the $82 strike is typically first touched on day 6 of 8, at $84 (overshoots $1.70). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$829 Oct 202611d left+$0.86/sh+$518
cycle +$716
[+$483…+$818] · 100% credit
67%
surv 52%
-$41,277 NOT
cap gain +$8,043
Up-and-out for even (raise the cap, free)~$849 Oct 202611d left+$0.21/sh+$126
cycle +$324
[-$27…+$363] · 73% credit
70%
surv 59%
-$40,647 NOT
cap gain +$8,673
Max even-money escape in the band~$8716 Oct 202618d left+$0.25/sh+$152
cycle +$350
[-$75…+$413] · 69% credit
75%
surv 68%
-$38,729 NOT
cap gain +$10,591
SS $142 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8816 Oct 202618d left-$0.03/sh-$20
cycle +$178
[-$283…+$221] · 47% credit
77%
surv 71%
-$38,271 NOT
cap gain +$11,049
budget: banked $198 debit $20 (10% used ≈ 0.1 wk of income) → whole cycle still +$178 cash · rolled 6 ct earn ≈ $2,479/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$742/mo
vs 50% target ($2,112/mo)-65%
vs normal income ($4,224/mo)18% covered
Net income (after hedge)$454/mo
Downside budget
⚠ $82 is $67 below CC-SS $148.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,727
… as % of IC ($15,930)249.4%
… as % of ML ($69,930)56.8%
Recovery months (at normal income)9.4 mo
Surgical close (6 ct)$-49,347
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.33 collected) or spot ≥ $82.38 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $82)); NOT the premium you collected. Momentum override: two daily closes above $71.92 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $81.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$81-82.38
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $82.38
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$82.00 (1.6σ)$198$-41,794+$7,526+$132
+2.5%$84.05 (1.9σ)$-1,032$-41,732+$7,588-$1,098
+5%$86.10 (2.2σ)$-2,262$-41,669+$7,651-$2,328
SS (= V-bounce)$141.55 (10.0σ)$-35,532$-39,972+$9,348-$10,668
V-BOUNCE STRESS (stock → CC-SS $148.54, where you are whole again, by expiry)
Starting unrealized P&L: $-49,320
+ Fortress recovery (un-capped): +$49,289
− CC assignment net of premium (6 × $82): -$39,727
Total Position P&L @ SS: $-39,758 (+$9,562 vs today)
Do-nothing baseline at SS: $-29,090 (this trade vs do-nothing: $-10,668, the opportunity cost of earning $742/mo FIGHT income now)
BB-reversion stress (→ $137.31 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$32,988, position total $-40,102 (+$9,218 vs today)
33% normal ← lean6 × $782 Oct8d10.8%85%hist 86%32%hist 30%+2pp$420$1,575-$810$41,905
Sell 6 × $78 10.8% OTM over spot $70.38 2 Oct 2026 (8d, $0.76 mid)
= $420 credit for the 8d cycle → $1,575/mo projected
Survival (stays ≤ $78)
85%
Breach risk
15%
POP (stays ≤ $78.75)
87%
EV / mo
+$627
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
18% whole by 9mo vs 15% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$620/mo
median; plan ~$421/mo after 68% keep · $5,032 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.3 mo [3.6-6.5], measured ONLY among the 18% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
22%
Flat exit net (mid-life)
-$1,014
Free roll-up
+$2/wk
Safest escape (by 16 Oct 2026)
$84 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.38/sh now → $2.39 mid-life (likely $2.20–$3.77)≈ $0 at expiry  |  you banked $0.70/sh, so a flat mid-life exit nets -$1.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 646 simulated challenges: the $78 strike is typically first touched on day 5 of 8, at $80 (overshoots $1.66). 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)~$789 Oct 202611d left+$0.94/sh+$564
cycle +$984
[+$398…+$766] · 99% credit
67%
surv 52%
-$43,531 NOT
cap gain +$5,789
Reliable up-and-out (highest cap still free ≥60%)~$8216 Oct 202618d left+$0.53/sh+$316
cycle +$736
[-$14…+$463] · 74% credit
74%
surv 65%
-$41,496 NOT
cap gain +$7,824
Up-and-out for even (raise the cap, free)~$809 Oct 202611d left+$0.29/sh+$172
cycle +$592
[-$75…+$313] · 65% credit
70%
surv 60%
-$42,901 NOT
cap gain +$6,419
Max even-money escape in the band~$8416 Oct 202618d left+$0.03/sh+$20
cycle +$440
[-$357…+$131] · 38% credit
77%
surv 71%
-$40,531 NOT
cap gain +$8,789
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$1,575/mo
vs 50% target ($2,112/mo)-25%
vs normal income ($4,224/mo)37% covered
Net income (after hedge)$1,287/mo
Downside budget
⚠ $78 is $71 below CC-SS $148.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,905
… as % of IC ($15,930)263.1%
… as % of ML ($69,930)59.9%
Recovery months (at normal income)9.9 mo
Surgical close (6 ct)$-49,353
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.70 collected) or spot ≥ $78.75 (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 $71.92 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $77.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$77-78.75
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
≥ $78.75
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 (1.1σ)$420$-44,095+$5,225+$354
+2.5%$79.95 (1.3σ)$-750$-44,035+$5,285-$816
+5%$81.90 (1.6σ)$-1,920$-43,975+$5,345-$1,986
SS (= V-bounce)$141.55 (10.0σ)$-37,710$-42,150+$7,170-$12,846
V-BOUNCE STRESS (stock → CC-SS $148.54, where you are whole again, by expiry)
Starting unrealized P&L: $-49,320
+ Fortress recovery (un-capped): +$49,289
− CC assignment net of premium (6 × $78): -$41,905
Total Position P&L @ SS: $-41,936 (+$7,384 vs today)
Do-nothing baseline at SS: $-29,090 (this trade vs do-nothing: $-12,846, the opportunity cost of earning $1,575/mo FIGHT income now)
BB-reversion stress (→ $137.31 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,166, position total $-42,280 (+$7,040 vs today)
🎯 50% normal6 × $762 Oct8d8.0%79%hist 84%44%hist 39%+5pp$636$2,385$42,889
Sell 6 × $76 8.0% OTM over spot $70.38 2 Oct 2026 (8d, $1.11 mid)
= $636 credit for the 8d cycle → $2,385/mo projected
Survival (stays ≤ $76)
79%
Breach risk
21%
POP (stays ≤ $77.11)
82%
EV / mo
+$838
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
18% whole by 9mo vs 13% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$874/mo
median; plan ~$594/mo after 68% keep · $7,566 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.0 mo [3.8-7.7], measured ONLY among the 18% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$761
Free roll-up
+$3/wk
Safest escape (by 16 Oct 2026)
$86 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.29/sh now → $2.33 mid-life (likely $2.49–$3.85)≈ $0 at expiry  |  you banked $1.06/sh, so a flat mid-life exit nets -$1.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 965 simulated challenges: the $76 strike is typically first touched on day 4 of 8, at $78 (overshoots $1.61). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$769 Oct 202611d left+$0.97/sh+$585
cycle +$1,221
[+$383…+$655] · 99% credit
67%
surv 52%
-$44,555 NOT
cap gain +$4,765
Reliable up-and-out (highest cap still free ≥60%)~$8016 Oct 202618d left+$0.55/sh+$332
cycle +$968
[-$41…+$348] · 71% credit
74%
surv 65%
-$42,525 NOT
cap gain +$6,795
Max even-money escape in the band~$8216 Oct 202618d left+$0.06/sh+$37
cycle +$673
[-$398…+$24] · 27% credit
77%
surv 71%
-$41,559 NOT
cap gain +$7,761
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)~$799 Oct 202611d left+$0.01/sh+$9
cycle +$645
[-$309…+$6] · 26% credit
73%
surv 64%
-$43,479 NOT
cap gain +$5,841
Safety roll (pay small debit, max POP)~$8616 Oct 202618d left-$0.85/sh-$513
cycle +$123
[-$1,095…-$566] · 2% credit
84%
surv 81%
-$39,587 NOT
cap gain +$9,733
budget: banked $636 debit $513 (81% used ≈ 0.9 wk of income) → whole cycle still +$123 cash · rolled 6 ct earn ≈ $1,474/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$2,385/mo
vs 50% target ($2,112/mo)+13%
vs normal income ($4,224/mo)56% covered
Net income (after hedge)$2,097/mo
Downside budget
⚠ $76 is $73 below CC-SS $148.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,889
… as % of IC ($15,930)269.2%
… as % of ML ($69,930)61.3%
Recovery months (at normal income)10.2 mo
Surgical close (6 ct)$-49,350
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.27/sh (~25% of the $1.06 collected) or spot ≥ $77.11 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $76)); NOT the premium you collected. Momentum override: two daily closes above $71.92 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $75.24Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$75-77.11
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $77.11
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$76.00 (≤1σ, normal week)$636$-45,140+$4,180+$570
+2.5%$77.90 (1.1σ)$-504$-45,082+$4,238-$570
+5%$79.80 (1.3σ)$-1,644$-45,024+$4,296-$1,710
SS (= V-bounce)$141.55 (10.0σ)$-38,694$-43,134+$6,186-$13,830
V-BOUNCE STRESS (stock → CC-SS $148.54, where you are whole again, by expiry)
Starting unrealized P&L: $-49,320
+ Fortress recovery (un-capped): +$49,289
− CC assignment net of premium (6 × $76): -$42,889
Total Position P&L @ SS: $-42,920 (+$6,400 vs today)
Do-nothing baseline at SS: $-29,090 (this trade vs do-nothing: $-13,830, the opportunity cost of earning $2,385/mo FIGHT income now)
BB-reversion stress (→ $137.31 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$36,150, position total $-43,264 (+$6,056 vs today)
100% normal6 × $722 Oct8d2.3%61%hist 65%81%hist 78%+6pp$1,326$4,972+$2,588$44,599
Sell 6 × $72 2.3% OTM over spot $70.38 2 Oct 2026 (8d, $2.26 mid)
= $1,326 credit for the 8d cycle → $4,972/mo projected
Survival (stays ≤ $72)
61%
Breach risk
39%
POP (stays ≤ $74.27)
72%
EV / mo
+$1,092
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
19% whole by 9mo vs 13% doing nothing
FIRE DRILLS
~9.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,306/mo
median; plan ~$888/mo after 68% keep · $11,217 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.6 mo [4.1-6.9], measured ONLY among the 19% 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)
66%
Flat exit net (mid-life)
+$2
Free roll-up
+$3/wk
Safest escape (by 16 Oct 2026)
$87 @ 91% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.12/sh now → $2.21 mid-life (likely $2.93–$4.09)≈ $0 at expiry  |  you banked $2.21/sh, so a flat mid-life exit nets +$0.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,965 simulated challenges: the $72 strike is typically first touched on day 3 of 8, at $74 (overshoots $1.60). 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)~$729 Oct 202611d left+$1.03/sh+$620
cycle +$1,946
[+$349…+$513] · 99% credit
67%
surv 52%
-$46,352 NOT
cap gain +$2,968
Reliable up-and-out (highest cap still free ≥60%)~$7516 Oct 202618d left+$1.03/sh+$619
cycle +$1,945
[+$211…+$450] · 92% credit
72%
surv 62%
-$44,701 NOT
cap gain +$4,619
Max even-money escape in the band~$7816 Oct 202618d left+$0.11/sh+$65
cycle +$1,391
[-$468…-$143] · 13% credit
78%
surv 72%
-$43,364 NOT
cap gain +$5,956
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)~$759 Oct 202611d left+$0.07/sh+$45
cycle +$1,371
[-$346…-$110] · 13% credit
73%
surv 64%
-$45,275 NOT
cap gain +$4,045
Safety roll (pay small debit, max POP)~$8716 Oct 202618d left-$1.48/sh-$887
cycle +$439
[-$1,714…-$1,196]
91%
surv 91%
-$38,640 NOT
cap gain +$10,680
budget: banked $1,326 debit $887 (67% used ≈ 0.8 wk of income) → whole cycle still +$439 cash · rolled 6 ct earn ≈ $729/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$4,972/mo
vs 50% target ($2,112/mo)+135%
vs normal income ($4,224/mo)118% covered
Net income (after hedge)$4,684/mo
Downside budget
⚠ $72 is $77 below CC-SS $148.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,599
… as % of IC ($15,930)280.0%
… as % of ML ($69,930)63.8%
Recovery months (at normal income)10.6 mo
Surgical close (6 ct)$-49,353
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.55/sh (~25% of the $2.21 collected) or spot ≥ $74.27 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $72)); NOT the premium you collected. Momentum override: two daily closes above $71.92 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $71.28Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$71-74.27
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
≥ $74.27
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$72.00 (≤1σ, normal week)$1,326$-46,972+$2,348+$1,260
+2.5%$73.80 (≤1σ, normal week)$246$-46,917+$2,403+$180
+5%$75.60 (≤1σ, normal week)$-834$-46,862+$2,458-$900
SS (= V-bounce)$141.55 (10.0σ)$-40,404$-44,844+$4,476-$15,540
V-BOUNCE STRESS (stock → CC-SS $148.54, where you are whole again, by expiry)
Starting unrealized P&L: $-49,320
+ Fortress recovery (un-capped): +$49,289
− CC assignment net of premium (6 × $72): -$44,599
Total Position P&L @ SS: $-44,630 (+$4,690 vs today)
Do-nothing baseline at SS: $-29,090 (this trade vs do-nothing: $-15,540, the opportunity cost of earning $4,972/mo FIGHT income now)
BB-reversion stress (→ $137.31 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$37,860, position total $-44,974 (+$4,346 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 (24 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 24 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: +$49,289 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-29,090

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$768d2 Oct 2026$1.066/6$2,385$2,09779%82%+$838-$42,889269.2%$-42,920 (vs do-nothing $-13,830)
$758d2 Oct 2026$1.295/6$2,419$2,15375%80%+$781-$36,126226.8%$-41,000 (vs do-nothing $-11,910)
$7615d9 Oct 2026$1.886/6$2,256$1,96873%79%+$663-$42,397266.1%$-42,428 (vs do-nothing $-13,338)
$748d2 Oct 2026$1.534/6$2,295$2,05171%77%+$639-$29,205183.3%$-38,922 (vs do-nothing $-9,832)
$7622d16 Oct 2026$2.716/6$2,217$1,92970%77%+$576-$41,899263.0%$-41,930 (vs do-nothing $-12,840)
$7515d9 Oct 2026$2.145/6$2,140$1,87470%77%+$524-$35,701224.1%$-40,575 (vs do-nothing $-11,485)
$7522d16 Oct 2026$3.006/6$2,455$2,16768%76%+$590-$42,325265.7%$-42,356 (vs do-nothing $-13,266)
$7415d9 Oct 2026$2.445/6$2,440$2,17467%75%+$542-$36,051226.3%$-40,925 (vs do-nothing $-11,835)
$738d2 Oct 2026$1.854/6$2,775$2,53166%75%+$696-$29,477185.0%$-39,194 (vs do-nothing $-10,104)
$7422d16 Oct 2026$3.205/6$2,182$1,91665%74%+$420-$35,671223.9%$-40,545 (vs do-nothing $-11,455)
$7315d9 Oct 2026$2.804/6$2,240$1,99663%73%+$464-$29,097182.7%$-38,814 (vs do-nothing $-9,724)
$7322d16 Oct 2026$3.655/6$2,489$2,22362%72%+$495-$35,946225.7%$-40,820 (vs do-nothing $-11,730)
$728d2 Oct 2026$2.213/6$2,486$2,26461%72%+$546-$22,300140.0%$-36,860 (vs do-nothing $-7,770)
Show 11 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7215d9 Oct 2026$3.104/6$2,480$2,23659%71%+$408-$29,377184.4%$-39,094 (vs do-nothing $-10,004)
$7222d16 Oct 2026$4.054/6$2,209$1,96559%71%+$408-$28,997182.0%$-38,714 (vs do-nothing $-9,624)
$718d2 Oct 2026$2.603/6$2,925$2,70355%69%+$533-$22,483141.1%$-37,043 (vs do-nothing $-7,953)
$7122d16 Oct 2026$4.454/6$2,427$2,18355%69%+$400-$29,237183.5%$-38,954 (vs do-nothing $-9,864)
$7115d9 Oct 2026$3.504/6$2,800$2,55655%69%+$403-$29,617185.9%$-39,334 (vs do-nothing $-10,244)
$7022d16 Oct 2026$4.904/6$2,673$2,42952%68%+$396-$29,457184.9%$-39,174 (vs do-nothing $-10,084)
$7015d9 Oct 2026$3.903/6$2,340$2,11851%67%+$267-$22,393140.6%$-36,953 (vs do-nothing $-7,863)
$708d2 Oct 2026$3.052/6$2,288$2,08850%67%+$341-$15,09894.8%$-34,502 (vs do-nothing $-5,412)
$6922d16 Oct 2026$5.353/6$2,189$1,96749%66%+$277-$22,258139.7%$-36,818 (vs do-nothing $-7,728)
$6915d9 Oct 2026$4.403/6$2,640$2,41847%66%+$262-$22,543141.5%$-37,103 (vs do-nothing $-8,013)
$698d2 Oct 2026$3.502/6$2,625$2,42544%64%+$275-$15,20895.5%$-34,612 (vs do-nothing $-5,522)

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  |  2026-09-24 21:44