If challenged near half-life, buying the call back costs about $0.37/share ($1,096 total). Monte-Carlo central case: challenged near day 5 at spot $10.73.
| Door | New strike | Tenor | Est credit/sh | P25-P75 | POP | Survival |
|---|
| Credit Out | $10.50 | 15d | +$0.14 | $0.11 to $0.20 | 68% | 52% |
| Up And Out | $10.71 | 15d | +$0.05 | $-0.01 to $0.09 | 71% | 59% |
| Ss Escape | $11.71 | 36d | +$0.01 | $-0.12 to $0.04 | 78% | 73% |
| Safety Up | $12.21 | 36d | -$0.09 | $-0.24 to $-0.06 | 81% | 79% |
| Reliable Up | $11.21 | 36d | +$0.15 | $0.05 to $0.20 | 74% | 66% |
Priced from today's chain via the shared anchor + Black-Scholes engine. POP = stays below breakeven; Survival = stays below the new strike.