FORTRESS FIGHT: MSTR-LC125 @ $92.75

BE SS: $161.00  |  CC-SS: $167.22  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-23 23:50

MSTR-LC125 @ $92.75   UNDERWATER $68.25 (42.4% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
MSTR reports 2026-07-31 (Fri), in 8 days. The recommended CC (8d) expires on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. Wait for the print, or sell only an expiry that closes BEFORE 2026-07-31.

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $167.22 (banked floor $166.32)  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $125 exp 2028-01-21 (entry $82.167/sh)
SP: $185 exp 2028-01-21 (entry $70.772/sh)
HP: $55 exp 2026-09-18 (entry $0.627/sh)

Economics

Max Loss$56,800(ND $12.00 + SW $130) x 400
Normal income ref$5,000/mo95% ann ROI on ML
Hedge rolling cost$274/mo
Unrealized P&L$-33,288fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,500/mo
HEDGE COVER
$274/mo
NORMAL INCOME
$5,000/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $4,800
ML VELOCITY
11.4 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $167.22 (probe: $165C 15d) brings only $8/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-16; 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 2026-07-16
$401
Hole (after banked)
$32,887
was $33,288 · 1% earned back
Cycles closed
2
Credit in flight
$0
CC-SS · banked floor (info)
$167.22 → $166.32
? 1 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 17 (live) · RSI 34 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 39 · %B 37 · hist falling (nightly)
LEVELS20W MA (bounce target) $133.71 (+44%) · daily UBB $104.22 · 1-wk expected move ±$11 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 4 contracts at $101 / 8d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($2,500/mo); it brings $2,850/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 4 × $95/8d for $5,625/mo, but breach risk rises to 40% (+17pp 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 × $120/8d (98% survival, $315/mo).
Downside anchor: the primary mortgages $25,727 (536% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 5.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-33,310 and cuts bleed by $274/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 4 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 · 31 Jul 2026 (8d) · sell 4 × $101, 77% survival, $2,850/mo (E[net] $458/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆31 Jul 2026 · 8d4 × $10177%$2,850$458

📅 NEXT FRIDAY · 31 Jul 2026 · 8d · E[net] $458/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $101 (primary), 77% survival, breach 23%, $2,850/mo.
⚖️ Worth a safer step: the $104 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $945/mo less (33% 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 $104 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $92.75 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12031 Jul8d29.4%98%3%+1pp$84$315-$2,535$18,803
Sell 4 × $120 29.4% OTM over spot $92.75 31 Jul 2026 (8d, $0.22 mid)
= $84 credit for the 8d cycle → $315/mo projected
Survival (stays ≤ $120)
98%
Breach risk
2%
POP (stays ≤ $120.22)
98%
EV / mo
+$277
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
28% whole by 9mo vs 26% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-58/mo
median; plan ~$-40/mo after 68% keep · $-488 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.5 mo [2.7-5.8], measured ONLY among the 28% 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)
2%
Flat exit net (mid-life)
-$2,073
Free roll-up
+$6/wk
Safest escape (by 14 Aug 2026)
$135 @ 80% POP
75% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.62/sh now → $5.39 mid-life (likely $3.54–$6.99)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$5.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 64 simulated challenges: the $120 strike is typically first touched on day 7 of 8, at $123 (overshoots $3.37). 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)~$1207 Aug 202611d left+$2.91/sh+$1,166
cycle +$1,250
[+$1,300…+$1,756] · 100% credit
68%
surv 53%
-$19,708 NOT
cap gain +$13,580
Up-and-out for even (raise the cap, free)~$1267 Aug 202611d left+$0.27/sh+$108
cycle +$192
[+$99…+$637] · 78% credit
74%
surv 65%
-$17,936 NOT
cap gain +$15,352
Max even-money escape in the band~$13314 Aug 202618d left+$0.17/sh+$69
cycle +$153
[+$26…+$707] · 75% credit
78%
surv 72%
-$14,809 NOT
cap gain +$18,479
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Reliable up-and-out (highest cap still free ≥60%)~$13514 Aug 202618d left-$0.31/sh-$125
cycle -$41
[-$212…+$508] · 62% credit
80%
surv 75%
-$14,098 NOT
cap gain +$19,190
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$315/mo
vs 50% target ($2,500/mo)-87%
vs normal income ($5,000/mo)6% covered
Net income (after hedge)$41/mo
Downside budget
⚠ $120 is $47 below CC-SS $167.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,803
… as % of IC ($4,800)391.7%
… as % of ML ($56,800)33.1%
Recovery months (at normal income)3.8 mo
Surgical close (4 ct)$-33,292
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $120.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $120)); NOT the premium you collected. Momentum override: two daily closes above $104.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $118.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$119-120.22
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
≥ $120.22
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$120.00 (2.4σ)$84$-20,874+$12,414+$80
+2.5%$123.00 (2.6σ)$-1,116$-20,717+$12,571-$1,120
+5%$126.00 (2.9σ)$-2,316$-20,559+$12,729-$2,320
SS (= V-bounce)$161.00 (6.0σ)$-16,316$-18,725+$14,563-$15,920
V-BOUNCE STRESS (stock → CC-SS $167.22, where you are whole again, by expiry)
Starting unrealized P&L: $-33,288
+ Fortress recovery (un-capped): +$33,692
− CC assignment net of premium (4 × $120): -$18,803
Total Position P&L @ SS: $-18,400 (+$14,888 vs today)
Do-nothing baseline at SS: $-2,480 (this trade vs do-nothing: $-15,920, the opportunity cost of earning $315/mo FIGHT income now)
BB-reversion stress (→ $133.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,400, position total $-20,155 (+$13,133 vs today)
🛡 safe yield4 × $10931 Jul8d17.5%91%20%+4pp$264$990-$1,860$23,023
Sell 4 × $109 17.5% OTM over spot $92.75 31 Jul 2026 (8d, $0.74 mid)
= $264 credit for the 8d cycle → $990/mo projected
Survival (stays ≤ $109)
91%
Breach risk
9%
POP (stays ≤ $109.73)
91%
EV / mo
+$468
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
34% whole by 9mo vs 30% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$354/mo
median; plan ~$241/mo after 68% keep · $2,492 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.8 mo [2.3-6.2], measured ONLY among the 34% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$1,579
Free roll-up
+$6/wk
Safest escape (by 14 Aug 2026)
$122 @ 80% POP
75% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.51/sh now → $4.61 mid-life (likely $3.67–$6.49)≈ $0 at expiry  |  you banked $0.66/sh, so a flat mid-life exit nets -$3.95/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 420 simulated challenges: the $109 strike is typically first touched on day 6 of 8, at $112 (overshoots $2.83). 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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1097 Aug 202611d left+$2.48/sh+$993
cycle +$1,257
[+$969…+$1,414] · 100% credit
68%
surv 53%
-$24,677 NOT
cap gain +$8,611
Reliable up-and-out (highest cap still free ≥60%)~$11814 Aug 202618d left+$0.70/sh+$281
cycle +$545
[+$97…+$612] · 82% credit
76%
surv 69%
-$21,203 NOT
cap gain +$12,085
Max even-money escape in the band~$11914 Aug 202618d left+$0.17/sh+$69
cycle +$333
[-$156…+$394] · 57% credit
77%
surv 71%
-$20,962 NOT
cap gain +$12,326
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1157 Aug 202611d left+$0.05/sh+$20
cycle +$284
[-$151…+$281] · 54% credit
74%
surv 66%
-$23,046 NOT
cap gain +$10,242
Safety roll (pay small debit, max POP)~$12214 Aug 202618d left-$0.41/sh-$162
cycle +$102
[-$425…+$157] · 36% credit
80%
surv 75%
-$19,836 NOT
cap gain +$13,452
budget: banked $264 debit $162 (62% used ≈ 0.7 wk of income) → whole cycle still +$102 cash · rolled 4 ct earn ≈ $2,801/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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$990/mo
vs 50% target ($2,500/mo)-60%
vs normal income ($5,000/mo)20% covered
Net income (after hedge)$716/mo
Downside budget
⚠ $109 is $58 below CC-SS $167.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,023
… as % of IC ($4,800)479.7%
… as % of ML ($56,800)40.5%
Recovery months (at normal income)4.6 mo
Surgical close (4 ct)$-33,318
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 $0.66 collected) or spot ≥ $109.73 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $109)); NOT the premium you collected. Momentum override: two daily closes above $104.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $107.91Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$108-109.73
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
≥ $109.73
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$109.00 (1.4σ)$264$-25,670+$7,618+$260
+2.5%$111.72 (1.7σ)$-826$-25,527+$7,761-$830
+5%$114.45 (1.9σ)$-1,916$-25,385+$7,903-$1,920
SS (= V-bounce)$161.00 (6.0σ)$-20,536$-22,945+$10,343-$20,140
V-BOUNCE STRESS (stock → CC-SS $167.22, where you are whole again, by expiry)
Starting unrealized P&L: $-33,288
+ Fortress recovery (un-capped): +$33,692
− CC assignment net of premium (4 × $109): -$23,023
Total Position P&L @ SS: $-22,620 (+$10,668 vs today)
Do-nothing baseline at SS: $-2,480 (this trade vs do-nothing: $-20,140, the opportunity cost of earning $990/mo FIGHT income now)
BB-reversion stress (→ $133.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,620, position total $-24,375 (+$8,913 vs today)
33% normal ← lean4 × $10431 Jul8d12.1%83%35%+5pp$508$1,905-$945$24,779
Sell 4 × $104 12.1% OTM over spot $92.75 31 Jul 2026 (8d, $1.36 mid)
= $508 credit for the 8d cycle → $1,905/mo projected
Survival (stays ≤ $104)
83%
Breach risk
17%
POP (stays ≤ $105.36)
86%
EV / mo
+$737
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
31% whole by 9mo vs 26% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$681/mo
median; plan ~$463/mo after 68% keep · $5,428 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.3 mo [2.9-6.7], measured ONLY among the 31% 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)
27%
Flat exit net (mid-life)
-$1,200
Free roll-up
+$5/wk
Safest escape (by 14 Aug 2026)
$119 @ 82% POP
79% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.04/sh now → $4.27 mid-life (likely $4.28–$6.65)≈ $0 at expiry  |  you banked $1.27/sh, so a flat mid-life exit nets -$3.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 812 simulated challenges: the $104 strike is typically first touched on day 5 of 8, at $107 (overshoots $2.73). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1047 Aug 202611d left+$2.30/sh+$919
cycle +$1,427
[+$810…+$1,137] · 100% credit
68%
surv 53%
-$26,769 NOT
cap gain +$6,519
Reliable up-and-out (highest cap still free ≥60%)~$11114 Aug 202618d left+$1.05/sh+$421
cycle +$929
[+$154…+$555] · 88% credit
75%
surv 67%
-$23,985 NOT
cap gain +$9,303
Max even-money escape in the band~$11314 Aug 202618d left+$0.43/sh+$171
cycle +$679
[-$135…+$290] · 55% credit
77%
surv 70%
-$23,331 NOT
cap gain +$9,957
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1097 Aug 202611d left+$0.25/sh+$100
cycle +$608
[-$135…+$194] · 49% credit
73%
surv 64%
-$25,437 NOT
cap gain +$7,851
Safety roll (pay small debit, max POP)~$11914 Aug 202618d left-$1.05/sh-$422
cycle +$86
[-$868…-$358] · 8% credit
82%
surv 79%
-$21,209 NOT
cap gain +$12,079
budget: banked $508 debit $422 (83% used ≈ 1.0 wk of income) → whole cycle still +$86 cash · rolled 4 ct earn ≈ $2,145/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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$1,905/mo
vs 50% target ($2,500/mo)-24%
vs normal income ($5,000/mo)38% covered
Net income (after hedge)$1,631/mo
Downside budget
⚠ $104 is $63 below CC-SS $167.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,779
… as % of IC ($4,800)516.2%
… as % of ML ($56,800)43.6%
Recovery months (at normal income)5.0 mo
Surgical close (4 ct)$-33,326
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.32/sh (~25% of the $1.27 collected) or spot ≥ $105.36 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $104)); NOT the premium you collected. Momentum override: two daily closes above $104.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $102.96Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$103-105.36
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
≥ $105.36
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$104.00 (≤1σ, normal week)$508$-27,688+$5,600+$504
+2.5%$106.60 (1.2σ)$-532$-27,552+$5,736-$536
+5%$109.20 (1.4σ)$-1,572$-27,416+$5,872-$1,576
SS (= V-bounce)$161.00 (6.0σ)$-22,292$-24,701+$8,587-$21,896
V-BOUNCE STRESS (stock → CC-SS $167.22, where you are whole again, by expiry)
Starting unrealized P&L: $-33,288
+ Fortress recovery (un-capped): +$33,692
− CC assignment net of premium (4 × $104): -$24,779
Total Position P&L @ SS: $-24,376 (+$8,912 vs today)
Do-nothing baseline at SS: $-2,480 (this trade vs do-nothing: $-21,896, the opportunity cost of earning $1,905/mo FIGHT income now)
BB-reversion stress (→ $133.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,376, position total $-26,131 (+$7,157 vs today)
🎯 50% normal4 × $10131 Jul8d8.9%77%39%+9pp$760$2,850$25,727
Sell 4 × $101 8.9% OTM over spot $92.75 31 Jul 2026 (8d, $1.95 mid)
= $760 credit for the 8d cycle → $2,850/mo projected
Survival (stays ≤ $101)
77%
Breach risk
23%
POP (stays ≤ $102.95)
82%
EV / mo
+$1,059
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
39% whole by 9mo vs 30% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$982/mo
median; plan ~$668/mo after 68% keep · $7,372 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.8 mo [2.2-5.9], measured ONLY among the 39% 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)
39%
Flat exit net (mid-life)
-$870
Free roll-up
+$5/wk
Safest escape (by 14 Aug 2026)
$119 @ 85% POP
83% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.76/sh now → $4.07 mid-life (likely $4.37–$6.62)≈ $0 at expiry  |  you banked $1.90/sh, so a flat mid-life exit nets -$2.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,174 simulated challenges: the $101 strike is typically first touched on day 4 of 8, at $104 (overshoots $2.79). 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)~$1017 Aug 202611d left+$2.19/sh+$876
cycle +$1,636
[+$722…+$983] · 100% credit
68%
surv 53%
-$27,917 NOT
cap gain +$5,371
Reliable up-and-out (highest cap still free ≥60%)~$10814 Aug 202618d left+$0.88/sh+$354
cycle +$1,114
[+$25…+$421] · 78% credit
75%
surv 68%
-$25,158 NOT
cap gain +$8,130
Max even-money escape in the band~$11014 Aug 202618d left+$0.27/sh+$108
cycle +$868
[-$257…+$145] · 38% credit
77%
surv 71%
-$24,498 NOT
cap gain +$8,790
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1067 Aug 202611d left+$0.16/sh+$62
cycle +$822
[-$210…+$92] · 36% credit
74%
surv 65%
-$26,580 NOT
cap gain +$6,708
Safety roll (pay small debit, max POP)~$11914 Aug 202618d left-$1.74/sh-$697
cycle +$63
[-$1,269…-$735] · 1% credit
85%
surv 83%
-$21,232 NOT
cap gain +$12,056
budget: banked $760 debit $697 (92% used ≈ 1.1 wk of income) → whole cycle still +$63 cash · rolled 4 ct earn ≈ $1,555/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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$2,850/mo
vs 50% target ($2,500/mo)+14%
vs normal income ($5,000/mo)57% covered
Net income (after hedge)$2,576/mo
Downside budget
⚠ $101 is $66 below CC-SS $167.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,727
… as % of IC ($4,800)536.0%
… as % of ML ($56,800)45.3%
Recovery months (at normal income)5.1 mo
Surgical close (4 ct)$-33,310
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.47/sh (~25% of the $1.90 collected) or spot ≥ $102.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $101)); NOT the premium you collected. Momentum override: two daily closes above $104.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $99.99Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$100-102.95
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
≥ $102.95
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$101.00 (≤1σ, normal week)$760$-28,793+$4,495+$756
+2.5%$103.52 (≤1σ, normal week)$-250$-28,661+$4,627-$254
+5%$106.05 (1.2σ)$-1,260$-28,529+$4,759-$1,264
SS (= V-bounce)$161.00 (6.0σ)$-23,240$-25,649+$7,639-$22,844
V-BOUNCE STRESS (stock → CC-SS $167.22, where you are whole again, by expiry)
Starting unrealized P&L: $-33,288
+ Fortress recovery (un-capped): +$33,692
− CC assignment net of premium (4 × $101): -$25,727
Total Position P&L @ SS: $-25,324 (+$7,964 vs today)
Do-nothing baseline at SS: $-2,480 (this trade vs do-nothing: $-22,844, the opportunity cost of earning $2,850/mo FIGHT income now)
BB-reversion stress (→ $133.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,324, position total $-27,079 (+$6,209 vs today)
100% normal4 × $9531 Jul8d2.4%60%84%+7pp$1,500$5,625+$2,775$27,387
Sell 4 × $95 2.4% OTM over spot $92.75 31 Jul 2026 (8d, $3.90 mid)
= $1,500 credit for the 8d cycle → $5,625/mo projected
Survival (stays ≤ $95)
60%
Breach risk
40%
POP (stays ≤ $98.90)
72%
EV / mo
+$1,268
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
38% whole by 9mo vs 31% doing nothing
FIRE DRILLS
~8.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,368/mo
median; plan ~$930/mo after 68% keep · $10,482 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.5 mo [2.3-5.3], measured ONLY among the 38% 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)
67%
Flat exit net (mid-life)
+$22
Free roll-up
+$4/wk
Safest escape (by 7 Aug 2026)
$113 @ 90% POP
89% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.22/sh now → $3.70 mid-life (likely $4.94–$6.92)≈ $0 at expiry  |  you banked $3.75/sh, so a flat mid-life exit nets +$0.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,001 simulated challenges: the $95 strike is typically first touched on day 3 of 8, at $98 (overshoots $2.63). 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)~$957 Aug 202611d left+$1.98/sh+$793
cycle +$2,293
[+$586…+$712] · 100% credit
68%
surv 53%
-$29,975 NOT
cap gain +$3,313
Reliable up-and-out (highest cap still free ≥60%)~$10114 Aug 202618d left+$0.91/sh+$364
cycle +$1,864
[-$54…+$176] · 65% credit
75%
surv 67%
-$27,574 NOT
cap gain +$5,714
Up-and-out for even (raise the cap, free)~$997 Aug 202611d left+$0.17/sh+$67
cycle +$1,567
[-$283…-$89] · 14% credit
74%
surv 64%
-$28,776 NOT
cap gain +$4,512
Max even-money escape in the band~$10314 Aug 202618d left+$0.23/sh+$91
cycle +$1,591
[-$394…-$122] · 14% credit
77%
surv 71%
-$26,943 NOT
cap gain +$6,345
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1137 Aug 202611d left-$2.78/sh-$1,114
cycle +$386
[-$1,973…-$1,451]
90%
surv 89%
-$23,623 NOT
cap gain +$9,665
budget: banked $1,500 debit $1,114 (74% used ≈ 0.9 wk of income) → whole cycle still +$386 cash · rolled 4 ct earn ≈ $994/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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$5,625/mo
vs 50% target ($2,500/mo)+125%
vs normal income ($5,000/mo)112% covered
Net income (after hedge)$5,351/mo
Downside budget
⚠ $95 is $72 below CC-SS $167.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,387
… as % of IC ($4,800)570.6%
… as % of ML ($56,800)48.2%
Recovery months (at normal income)5.5 mo
Surgical close (4 ct)$-33,348
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.94/sh (~25% of the $3.75 collected) or spot ≥ $98.90 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $95)); NOT the premium you collected. Momentum override: two daily closes above $104.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $94.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$94-98.90
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
≥ $98.90
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$95.00 (≤1σ, normal week)$1,500$-30,768+$2,520+$1,496
+2.5%$97.37 (≤1σ, normal week)$550$-30,643+$2,645+$546
+5%$99.75 (≤1σ, normal week)$-400$-30,519+$2,769-$404
SS (= V-bounce)$161.00 (6.0σ)$-24,900$-27,309+$5,979-$24,504
V-BOUNCE STRESS (stock → CC-SS $167.22, where you are whole again, by expiry)
Starting unrealized P&L: $-33,288
+ Fortress recovery (un-capped): +$33,692
− CC assignment net of premium (4 × $95): -$27,387
Total Position P&L @ SS: $-26,984 (+$6,304 vs today)
Do-nothing baseline at SS: $-2,480 (this trade vs do-nothing: $-24,504, the opportunity cost of earning $5,625/mo FIGHT income now)
BB-reversion stress (→ $133.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,984, position total $-28,739 (+$4,549 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 MSTR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (38 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 38 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: 1.131 (IBKR)  |  Recovery@SS: +$33,692 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,480

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1018d31 Jul 2026$1.904/4$2,850$2,57677%82%+$1,059-$25,727536.0%$-25,324 (vs do-nothing $-22,844)
$1008d31 Jul 2026$2.104/4$3,150$2,87675%80%+$1,048-$26,047542.7%$-25,644 (vs do-nothing $-23,164)
$998d31 Jul 2026$2.383/4$2,677$2,40672%79%+$837-$19,752411.5%$-20,069 (vs do-nothing $-17,589)
$10115d7 Aug 2026$3.204/4$2,560$2,28672%78%+$665-$25,207525.2%$-24,804 (vs do-nothing $-22,324)
$98.508d31 Jul 2026$2.533/4$2,846$2,57571%78%+$860-$19,857413.7%$-20,174 (vs do-nothing $-17,694)
$10015d7 Aug 2026$3.554/4$2,840$2,56670%77%+$735-$25,467530.6%$-25,064 (vs do-nothing $-22,584)
$988d31 Jul 2026$2.663/4$2,993$2,72169%77%+$853-$19,968416.0%$-20,285 (vs do-nothing $-17,805)
$10022d14 Aug 2026$4.704/4$2,564$2,29068%76%+$608-$25,007521.0%$-24,604 (vs do-nothing $-22,124)
$9915d7 Aug 2026$3.854/4$3,080$2,80668%76%+$746-$25,747536.4%$-25,344 (vs do-nothing $-22,864)
$97.508d31 Jul 2026$2.813/4$3,161$2,89068%76%+$858-$20,073418.2%$-20,390 (vs do-nothing $-17,910)
$98.5015d7 Aug 2026$4.004/4$3,200$2,92667%75%+$744-$25,887539.3%$-25,484 (vs do-nothing $-23,004)
$978d31 Jul 2026$3.003/4$3,375$3,10366%75%+$899-$20,166420.1%$-20,483 (vs do-nothing $-18,003)
$9922d14 Aug 2026$5.054/4$2,755$2,48166%75%+$631-$25,267526.4%$-24,864 (vs do-nothing $-22,384)
Show 25 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$9815d7 Aug 2026$4.004/4$3,200$2,92666%75%+$616-$26,087543.5%$-25,684 (vs do-nothing $-23,204)
$96.508d31 Jul 2026$3.153/4$3,544$3,27265%75%+$885-$20,271422.3%$-20,588 (vs do-nothing $-18,108)
$97.5015d7 Aug 2026$4.353/4$2,610$2,33865%74%+$572-$19,611408.6%$-19,928 (vs do-nothing $-17,448)
$9822d14 Aug 2026$5.404/4$2,945$2,67265%74%+$641-$25,527531.8%$-25,124 (vs do-nothing $-22,644)
$9715d7 Aug 2026$4.553/4$2,730$2,45864%74%+$589-$19,701410.4%$-20,018 (vs do-nothing $-17,538)
$968d31 Jul 2026$3.303/4$3,712$3,44163%73%+$861-$20,376424.5%$-20,693 (vs do-nothing $-18,213)
$9722d14 Aug 2026$5.804/4$3,164$2,89063%73%+$666-$25,767536.8%$-25,364 (vs do-nothing $-22,884)
$96.5015d7 Aug 2026$4.753/4$2,850$2,57863%73%+$600-$19,791412.3%$-20,108 (vs do-nothing $-17,628)
$9615d7 Aug 2026$4.953/4$2,970$2,69861%73%+$608-$19,881414.2%$-20,198 (vs do-nothing $-17,718)
$9622d14 Aug 2026$6.104/4$3,327$3,05461%72%+$623-$26,047542.7%$-25,644 (vs do-nothing $-23,164)
$958d31 Jul 2026$3.752/4$2,812$2,54360%72%+$634-$13,694285.3%$-14,732 (vs do-nothing $-12,252)
$9515d7 Aug 2026$5.353/4$3,210$2,93859%71%+$610-$20,061417.9%$-20,378 (vs do-nothing $-17,898)
$9522d14 Aug 2026$6.553/4$2,680$2,40859%71%+$486-$19,701410.4%$-20,018 (vs do-nothing $-17,538)
$948d31 Jul 2026$4.152/4$3,113$2,84357%70%+$559-$13,814287.8%$-14,852 (vs do-nothing $-12,372)
$9422d14 Aug 2026$6.953/4$2,843$2,57157%70%+$474-$19,881414.2%$-20,198 (vs do-nothing $-17,718)
$9415d7 Aug 2026$5.753/4$3,450$3,17857%70%+$595-$20,241421.7%$-20,558 (vs do-nothing $-18,078)
$9322d14 Aug 2026$7.453/4$3,048$2,77655%69%+$492-$20,031417.3%$-20,348 (vs do-nothing $-17,868)
$9315d7 Aug 2026$6.252/4$2,500$2,23054%69%+$414-$13,594283.2%$-14,632 (vs do-nothing $-12,152)
$938d31 Jul 2026$4.652/4$3,488$3,21853%68%+$590-$13,914289.9%$-14,952 (vs do-nothing $-12,472)
$9222d14 Aug 2026$7.953/4$3,252$2,98152%69%+$499-$20,181420.4%$-20,498 (vs do-nothing $-18,018)
$9215d7 Aug 2026$6.752/4$2,700$2,43051%68%+$431-$13,694285.3%$-14,732 (vs do-nothing $-12,252)
$9122d14 Aug 2026$8.403/4$3,436$3,16550%68%+$475-$20,346423.9%$-20,663 (vs do-nothing $-18,183)
$928d31 Jul 2026$5.102/4$3,825$3,55550%67%+$551-$14,024292.2%$-15,062 (vs do-nothing $-12,582)
$9115d7 Aug 2026$7.202/4$2,880$2,61049%67%+$407-$13,804287.6%$-14,842 (vs do-nothing $-12,362)
$918d31 Jul 2026$5.652/4$4,238$3,96847%66%+$555-$14,114294.0%$-15,152 (vs do-nothing $-12,672)

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%). 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 4 contracts at the conservative CC.

fortress_fight.py v6.2  |  2026-07-23 23:50