PMCC desk

PMCC Trade Analyzer

Walk weekly short-call premium against a LEAP debit, then mark the LEAP with six months left on your assumed stock path. How to use the Analyzer? Scroll to the bottom for the FAQ.

Underlying

Ticker fills the spot from Yahoo. You can still type over the price.

AAPL, IBIT, BRK-B

LEAP

Long call that stands in for the shares.

$34.50 intrinsic · 18.70% ITM

Weekly short

Most recent 20-delta call sold against the LEAP. 20% of weeks are modeled as defensive rolls at half a normal credit.

0.95% of spot · 3.42% of LEAP debit

Stock path

Linear walk from spot to your target at LEAP expiration.

%

Expiration target $212.17 · $201.76 at the 6-month mark

pts

Today 32.4% → 32.4% at the 6-month mark

43 weekly credits through Jul 23, 2027 · 6 months remaining on the LEAP · IV 32.4% → 32.4% · Δ 0.81 · short 2.98% OTM · 20Δ rolls: 20% of weeks at ½ credit

Combined result with 6 months left (Jul 23, 2027)

+$7,600+148.44% of LEAP

3.22%avg weekly vs LEAP debit

Avg monthly · short weeklies

+13.88%

Credits only after 20Δ rolls, vs the LEAP debit · 10.0 months

Avg monthly · weeklies net of LEAP

+14.90%

Short credits ± LEAP mark with 6 months left (Jul 23, 2027)

Total weekly premiums +$7,080 per contract after the 20-delta roll book (−$787 vs $7,867 if every week filled at full credit), plus LEAP mark-to-market +$520. Simple monthly averages divide that return by 10.0 months (same basis as the +178.81% annualized figure).

Avg weekly vs LEAP

3.22%

$1.65/sh · 43 weeks

Premiums collected

$7,080

138.29% of the $5,120 debit · 20Δ roll haircut $787

LEAP value at exit

$56.40

+$5.20 / +10.15% vs debit

Stock at exit

$201.76

Path to $212.17 at LEAP expiration

Share basis

$201.20

Strike $150 + debit $51.20

Basis after premiums

$130.40

Credits walked the synthetic cost down

Upside to this short

+$5,960

Called at $190 · +$59.60/sh

If LEAP is worthless

+$1,960

Premiums minus debit, per contract

This path’s combined mark is above the cap at today’s short. That extra only stays if you roll the strike up with the stock (the 20-delta assumption).

Move grid

Same book, seven linear paths to expiration. IV change at exit is 0% vol points on every row. Click a row to load that path.

MoveCombinedMonthly net
−30%+$2,552+5.00%
−15%+$4,020+7.88%
0%+$5,733+11.24%
+10%+$6,965+13.66%
+15%+$7,600+14.90%
+25%+$8,895+17.44%
+40%+$10,881+21.33%

Combined is per contract. Monthly net is weeklies ± LEAP mark, divided by months held.

Stock path to exit

$201$193$185143

P/L vs original LEAP debit

Premiums LEAP P/L Combined
+$76+$38$0143

Monthly roll-up

MonthWeeksPremiumCombined
Sep 20262$3.15+$3.26
Oct 20264$6.35+$10.06
Nov 20264$6.40+$16.90
Dec 20265$8.08+$25.54
Jan 20274$6.53+$32.52
Feb 20274$6.58+$39.56
Mar 20275$8.30+$48.45
Apr 20274$6.70+$55.63
May 20274$6.76+$62.90
Jun 20275$8.52+$72.10
Jul 20272$3.43+$75.82

Figures are per share. Multiply by 100 for one contract.

Week-by-week book
WkSpotCredit% LEAPCombined
1$184.50$1.583.08%+$1.58
2$184.90$1.583.08%+$3.26
3$185.30$1.583.09%+$4.96
4$185.70$1.593.10%+$6.65
5$186.10$1.593.10%+$8.35
6$186.50$1.593.11%+$10.06
7$186.90$1.603.12%+$11.76
8$187.30$1.603.12%+$13.47
9$187.70$1.603.13%+$15.19
10$188.09$1.613.14%+$16.90
11$188.49$1.613.14%+$18.62
12$188.89$1.613.15%+$20.35
13$189.29$1.623.16%+$22.08
14$189.69$1.623.16%+$23.81
15$190.09$1.623.17%+$25.54
16$190.49$1.633.18%+$27.28
17$190.89$1.633.18%+$29.02
18$191.29$1.633.19%+$30.77
19$191.69$1.643.20%+$32.52
20$192.09$1.643.20%+$34.27
21$192.49$1.643.21%+$36.03
22$192.89$1.653.22%+$37.79
23$193.29$1.653.22%+$39.56
24$193.69$1.653.23%+$41.33
25$194.09$1.663.24%+$43.10
26$194.49$1.663.24%+$44.88
27$194.89$1.663.25%+$46.66
28$195.28$1.673.26%+$48.45
29$195.68$1.673.26%+$50.24
30$196.08$1.673.27%+$52.03
31$196.48$1.683.28%+$53.83
32$196.88$1.683.28%+$55.63
33$197.28$1.683.29%+$57.44
34$197.68$1.693.30%+$59.26
35$198.08$1.693.30%+$61.08
36$198.48$1.693.31%+$62.90
37$198.88$1.703.32%+$64.73
38$199.28$1.703.32%+$66.56
39$199.68$1.703.33%+$68.40
40$200.08$1.713.34%+$70.25
41$200.48$1.713.34%+$72.10
42$200.88$1.713.35%+$73.96
43$201.28$1.723.36%+$75.82

Each week’s credit is the expected value after a 20-delta roll book: 20% of trades rolled for half a normal credit.

The projected path trades through your current short strike. The model still assumes you keep selling the same percentage of spot each week (rolling the strike with the stock).

How the numbers are built

Week 1 full credit is 0.95% of today’s stock. Every later week keeps that same yield on the then-current spot, with price walking linearly from now to your expiration target of $212.17.

Because the shorts are 20-delta, the book assumes 20% of weeks are defensive rolls that only net 50% of a normal credit. Expected credit each week is therefore 90% of the full quote (a 10% haircut, $787 per contract over this path).

Average weekly return is that roll-adjusted credit divided by the original LEAP debit (3.22% per week across 43 collections). Average monthly short-call return (+13.88%) is total premiums over the debit, divided by 10.0 months held. Net of the LEAP mark at exit, that monthly figure is +14.90%.

The LEAP is marked with 6 months left (Jul 23, 2027) with Black-Scholes. Today’s implied vol is 32.4%; at exit it is 32.4% (0% vol points, walked in linearly). Delta now 0.81. Intrinsic $34.50 + extrinsic $16.70. Rate assumed 4.25%, no dividend.

Share basis is LEAP strike plus debit. Credits reduce that basis. Leftover upside is today’s short strike minus basis-after-premiums — also the P/L if you get called away there. “If LEAP is worthless” is premiums minus debit (stock crushed, call → 0).

Combined = roll-adjusted premiums collected through the exit date, plus or minus the LEAP’s gain or loss versus the debit you paid. The move grid reruns the same book on seven linear paths; it does not model early assignment beyond the 20-delta roll haircut.

Reference

FAQ

How the desk works, what each input means, and how to read the combined result.

How to use this

Fill the book from top to bottom. The dashboard on the right updates as you type. On a computer, the form and the results scroll separately, so you can change an input at the bottom and still see the combined result.

Each browser keeps its own numbers. Nothing you type is saved on a server or shared with the next person.

Why the results stop with six months left on the LEAP

The model does not hold the LEAP to expiration. It marks the long call on the date when six months of life are still left, then stops collecting weekly credits.

That is on purpose. A LEAP’s time decay is slow while it still has a year or more. Inside the last few months, decay speeds up and the bid gets worse. The usual PMCC plan is to roll into a new LEAP before that stretch, not to ride the old one into expiration.

So the combined result is “premiums collected until that roll date, plus or minus what the LEAP is worth with six months left.” It is not “hold until the LEAP dies.”

If the LEAP you entered already has six months or less, there is no earlier roll date. The model marks it at expiration instead, at intrinsic value.

Underlying

Ticker. The stock or ETF you are running the PMCC on. After you pause typing, the last price is filled from Yahoo. Use a dash for class shares, like BRK-B.

Current price. Spot today. The weekly yield and the stock path both start here. The ticker fills it, but you can type over it if you want a different mark than the last trade.

LEAP

Strike. The long call you bought. This is the synthetic stock. Share basis starts as this strike plus the debit.

Debit. What you paid per share for that call. One contract is that number times 100. Every return on the page is measured against this debit, not against the price of 100 shares.

Expiration. The LEAP’s real expiration date. The app counts weeks from today until six months before this date. A later expiration means more weekly credits before the roll.

Weekly short

Strike. The call you sold this week, aimed at about 20 delta. This strike is the cap if you get called away and do not roll it up. The “upside to this short” number is that cap after the credits you are modeled to collect.

Credit. The premium you were paid for that short, per share. Week 1 uses this quote. Later weeks keep the same percent of the stock price as the price walks up or down. A $1.75 credit on a $184 stock is about 0.95% of spot, so a higher stock is modeled as a larger dollar credit, and a lower stock as a smaller one.

The book also assumes you are selling 20-delta calls. About 20% of those weeks get tested and have to be rolled, and a defensive roll is modeled at half a normal credit. You do not type that. It is already taken out of every weekly number. “Premiums collected” is after that haircut.

Stock path

Expected move to expiration. How far you think the stock will be from today’s price when the LEAP expires, in percent. The price is walked in a straight line from today to that target. Weekly credits scale with that path. The LEAP is marked on the same path at the six-month-left date, which is before expiration, so the stock has only traveled part of the way.

The percent chips are shortcuts. The move grid on the right reruns the whole book at −30%, −15%, flat, +10%, +15%, +25%, and +40%. Read the flat row and the down rows before you trust the path you hope for. A PMCC that only works if the stock rips is just a bullish call with extra work.

IV change at exit. How many volatility points the LEAP’s implied vol gains or loses by the six-month mark. Zero means “vol stays where it is today.” A negative number is the usual crush if the stock rallies. A positive number is vol expanding if the stock drops. The change is walked in gradually. It only moves the LEAP mark, not the weekly credits. Deep in-the-money LEAPs have less vega, so a few points often do not change the combined result by much.

What the headline numbers are

Combined result. Roll-adjusted premiums through the exit date, plus or minus the LEAP’s gain or loss versus the debit. Per contract.

Avg weekly vs LEAP debit. A typical week’s credit divided by what you paid for the LEAP.

Avg monthly, short weeklies. Credits only, after the 20-delta roll haircut, divided by the months until the six-month mark.

Avg monthly, weeklies net of LEAP. That same monthly figure after adding the LEAP’s mark-to-market.

Share basis. Strike plus debit. That is your synthetic stock price.

Basis after premiums. Share basis minus the credits collected on this path.

Upside to this short. Profit if you are called away at today’s short strike after those credits. If the combined result is higher than this, the extra only exists because the model assumes you roll the short up with the stock. Holding this strike and taking assignment does not pay that extra.

If the LEAP is worthless. Premiums minus the debit. The floor if the call goes to zero.

Export Excel writes the summary, the move grid, the monthly roll-up, and the week-by-week book.