FORTRESS FIGHT: MSTR-LC180 @ $98.84

BE SS: $233.00  |  CC-SS: $153.17  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-21 10:56

MSTR-LC180BBC @ $98.84   UNDERWATER $134.16 (57.6% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MSTR reports 2026-07-31 (Fri), in 10 days. The recommended CC (3d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-07-31.

10 contracts (1,000 sh)  |  BE SS: $233.00  |  CC-SS: $153.17 (banked floor $152.59)  |  IV: HIGH  |  Accounts: Joint:1782

LC: $180 exp 2027-12-17 (entry $73.255/sh)

Economics

Max Loss$53,000(ND $53.00 + SW $0) x 1000
Normal income ref$11,912/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-30,770fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,956/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$11,912/mo (ATM CC, chain)
IC VELOCITY
4.4 mo to earn back $53,000
ML VELOCITY
4.4 mo to earn back $53,000
Deep drawdown confirmed: a CC at CC-SS $153.17 (probe: $155C 17d) brings only $141/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-17; 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 2026-07-17
$373
Hole (after banked)
$30,397
was $30,770 · 1% earned back
Cycles closed
3
Credit in flight
$0
CC-SS · banked floor (info)
$153.17 → $152.59
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 22 (live) · RSI 35 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 42 · %B 71 · hist rising (nightly)
LEVELS20W MA (bounce target) $133.79 (+35%) · daily UBB $104.86 · 1-wk expected move ±$12 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (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: 9 contracts at $108 / 3d. This is the safest strike (survival 86%, breach 14%) that still earns 50% of normal income ($5,956/mo); it brings $6,120/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 10 × $105/3d for $12,100/mo, but breach risk rises to 22% (+8pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 9 × $111/3d (92% survival, $4,050/mo).
Downside anchor: the primary mortgages $40,038 (76% of IC) ONLY on a full V-bounce all the way to SS $233, recoverable in 3.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 9 contracts realizes $-27,783 and cuts bleed by $0/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 10 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: THIS FRIDAY · 24 Jul 2026 (3d) · sell 9 × $108, 86% survival, $6,120/mo (E[net] $2,107/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆24 Jul 2026 · 3d9 × $10886%$6,120$2,107
NEXT FRIDAY31 Jul 2026 · 10d10 × $11079%$6,210$1,335

📅 THIS FRIDAY · 24 Jul 2026 · 3d · E[net] $2,107/mo 🏆 GRAND PICK

🎯 Engine pick: sell 9 × $108 (primary), 86% survival, breach 14%, $6,120/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $110 rung (🛡 safe yield) lifts survival to 90% (breach 14% → 10%) for $920/mo less (15% income) buys safety you do not really need here.
MSTR  spot $98.84 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal9 × $11124 Jul3d12.3%92%17%+8pp$405$4,050-$2,070$37,545
Sell 9 × $111 12.3% OTM over spot $98.84 24 Jul 2026 (3d, $0.49 mid)
= $405 credit for the 3d cycle → $4,050/mo projected
Survival (stays ≤ $111)
92%
Breach risk
8%
POP (stays ≤ $111.49)
93%
EV / mo
+$2,439
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
70% whole by 9mo vs 62% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,708/mo
median; plan ~$1,842/mo after 68% keep · $9,054 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.8-3.5], measured ONLY among the 70% 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)
-$2,099
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$137 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.93/sh now → $2.78 mid-life (likely $2.42–$4.68)≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets -$2.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 250 simulated challenges: the $111 strike is typically first touched on day 2 of 3, at $114 (overshoots $2.58). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11131 Jul 20268d left+$3.25/sh+$2,926
cycle +$3,331
[+$2,805…+$3,363] · 100% credit
67%
surv 53%
-$16,494 NOT
cap gain +$14,276
Max even-money escape in the band~$13214 Aug 202622d left+$0.40/sh+$362
cycle +$767
[-$517…+$692] · 61% credit
84%
surv 81%
-$14 NOT
cap gain +$30,756
SS $233 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$12031 Jul 20268d left+$0.11/sh+$99
cycle +$504
[-$636…+$359] · 50% credit
79%
surv 74%
-$11,077 NOT
cap gain +$19,693
Safety roll (pay small debit, max POP)~$13714 Aug 202622d left-$0.27/sh-$243
cycle +$162
[-$1,274…+$84] · 32% credit
87%
surv 85%
+$3,881 SAFE
cap gain +$34,651
budget: banked $405 debit $243 (60% used ≈ 0.3 wk of income) → whole cycle still +$162 cash · rolled 9 ct earn ≈ $3,084/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 +0.5 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$4,050/mo
vs 50% target ($5,956/mo)-32%
vs normal income ($11,912/mo)34% covered
Net income (after hedge)$4,053/mo
Downside budget
⚠ $111 is $42 below CC-SS $153.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,545
… as % of IC ($53,000)70.8%
… as % of ML ($53,000)70.8%
Recovery months (at normal income)3.2 mo
Surgical close (9 ct)$-27,729
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.45 collected) or spot ≥ $111.49 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $111)); NOT the premium you collected. Momentum override: two daily closes above $104.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $109.89Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$110-111.49
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
≥ $111.49
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$111.00 (1.6σ)$405$-19,420+$11,350+$396
+2.5%$113.77 (1.9σ)$-2,092$-19,420+$11,350-$2,101
+5%$116.55 (2.3σ)$-4,590$-19,420+$11,350-$4,599
SS (= V-bounce)$233.00 (17.2σ)$-109,395$-23,220+$7,550-$75,204
V-BOUNCE STRESS (stock → CC-SS $153.17, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,894
− CC assignment net of premium (9 × $111): -$37,545
+ Conservative CC premium (1 × $195): +$1
Total Position P&L @ SS: $-19,420 (+$11,350 vs today)
Do-nothing baseline at SS: $18,134 (this trade vs do-nothing: $-37,554, the opportunity cost of earning $4,050/mo FIGHT income now)
BB-reversion stress (→ $133.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$20,106, position total $-19,420 (+$11,350 vs today)
🛡 safe yield10 × $11024 Jul3d11.3%90%20%+11pp$520$5,200-$920$42,647
Sell 10 × $110 11.3% OTM over spot $98.84 24 Jul 2026 (3d, $0.55 mid)
= $520 credit for the 3d cycle → $5,200/mo projected
Survival (stays ≤ $110)
90%
Breach risk
10%
POP (stays ≤ $110.55)
91%
EV / mo
+$2,900
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
67% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~1.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,335/mo
median; plan ~$2,268/mo after 68% keep · $12,822 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [0.8-3.4], measured ONLY among the 67% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$2,223
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$136 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.88/sh now → $2.74 mid-life (likely $2.56–$4.83)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$2.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 294 simulated challenges: the $110 strike is typically first touched on day 2 of 3, at $113 (overshoots $2.72). 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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11031 Jul 20268d left+$3.20/sh+$3,205
cycle +$3,725
[+$2,941…+$3,602] · 100% credit
67%
surv 53%
-$17,001 NOT
cap gain +$13,769
Reliable up-and-out (highest cap still free ≥60%)~$12614 Aug 202622d left+$1.27/sh+$1,266
cycle +$1,786
[+$411…+$1,589] · 83% credit
81%
surv 77%
-$4,396 NOT
cap gain +$26,374
Max even-money escape in the band~$13114 Aug 202622d left+$0.34/sh+$341
cycle +$861
[-$695…+$641] · 50% credit
84%
surv 81%
-$821 NOT
cap gain +$29,949
SS $233 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$11931 Jul 20268d left+$0.07/sh+$74
cycle +$594
[-$862…+$288] · 40% credit
79%
surv 74%
-$11,888 NOT
cap gain +$18,882
Safety roll (pay small debit, max POP)~$13614 Aug 202622d left-$0.32/sh-$321
cycle +$199
[-$1,544…-$51] · 23% credit
87%
surv 85%
+$3,017 SAFE
cap gain +$33,787
budget: banked $520 debit $321 (62% used ≈ 0.3 wk of income) → whole cycle still +$199 cash · rolled 10 ct earn ≈ $3,303/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$5,200/mo
vs 50% target ($5,956/mo)-13%
vs normal income ($11,912/mo)44% covered
Net income (after hedge)$5,200/mo
Downside budget
⚠ $110 is $43 below CC-SS $153.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,647
… as % of IC ($53,000)80.5%
… as % of ML ($53,000)80.5%
Recovery months (at normal income)3.6 mo
Surgical close (10 ct)$-30,800
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.52 collected) or spot ≥ $110.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $110)); NOT the premium you collected. Momentum override: two daily closes above $104.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $108.90Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$109-110.55
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
≥ $110.55
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$110.00 (1.4σ)$520$-20,206+$10,564+$510
+2.5%$112.75 (1.8σ)$-2,230$-20,481+$10,289-$2,240
+5%$115.50 (2.1σ)$-4,980$-20,756+$10,014-$4,990
SS (= V-bounce)$233.00 (17.2σ)$-122,480$-32,506-$1,736-$84,490
V-BOUNCE STRESS (stock → CC-SS $153.17, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,894
− CC assignment net of premium (10 × $110): -$42,647
Total Position P&L @ SS: $-24,523 (+$6,247 vs today)
Do-nothing baseline at SS: $18,134 (this trade vs do-nothing: $-42,657, the opportunity cost of earning $5,200/mo FIGHT income now)
BB-reversion stress (→ $133.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$23,270, position total $-22,585 (+$8,185 vs today)
🎯 50% normal9 × $10824 Jul3d9.3%86%17%+11pp$612$6,120$40,038
Sell 9 × $108 9.3% OTM over spot $98.84 24 Jul 2026 (3d, $0.78 mid)
= $612 credit for the 3d cycle → $6,120/mo projected
Survival (stays ≤ $108)
86%
Breach risk
14%
POP (stays ≤ $108.78)
88%
EV / mo
+$2,727
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
66% whole by 9mo vs 55% doing nothing
FIRE DRILLS
~2.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,390/mo
median; plan ~$2,305/mo after 68% keep · $14,976 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.8-3.9], measured ONLY among the 66% 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)
17%
Flat exit net (mid-life)
-$1,786
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$134 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.77/sh now → $2.66 mid-life (likely $2.53–$4.65)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets -$1.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 502 simulated challenges: the $108 strike is typically first touched on day 2 of 3, at $111 (overshoots $2.65). 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 (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10831 Jul 20268d left+$3.11/sh+$2,801
cycle +$3,413
[+$2,557…+$3,086] · 100% credit
67%
surv 53%
-$19,112 NOT
cap gain +$11,658
Reliable up-and-out (highest cap still free ≥60%)~$12414 Aug 202622d left+$1.12/sh+$1,011
cycle +$1,623
[+$198…+$1,294] · 79% credit
81%
surv 77%
-$6,358 NOT
cap gain +$24,412
Max even-money escape in the band~$12914 Aug 202622d left+$0.22/sh+$199
cycle +$811
[-$781…+$437] · 43% credit
85%
surv 82%
-$2,670 NOT
cap gain +$28,100
SS $233 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$11731 Jul 20268d left+$0.00/sh+$4
cycle +$616
[-$793…+$163] · 36% credit
79%
surv 74%
-$13,665 NOT
cap gain +$17,105
Safety roll (pay small debit, max POP)~$13414 Aug 202622d left-$0.42/sh-$378
cycle +$234
[-$1,491…-$160] · 14% credit
88%
surv 86%
+$1,253 SAFE
cap gain +$32,023
budget: banked $612 debit $378 (62% used ≈ 0.3 wk of income) → whole cycle still +$234 cash · rolled 9 ct earn ≈ $2,755/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 +0.5 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$6,120/mo
vs 50% target ($5,956/mo)+3%
vs normal income ($11,912/mo)51% covered
Net income (after hedge)$6,123/mo
Downside budget
⚠ $108 is $45 below CC-SS $153.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,038
… as % of IC ($53,000)75.5%
… as % of ML ($53,000)75.5%
Recovery months (at normal income)3.4 mo
Surgical close (9 ct)$-27,783
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 $0.68 collected) or spot ≥ $108.78 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $108)); NOT the premium you collected. Momentum override: two daily closes above $104.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $106.92Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$107-108.78
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
≥ $108.78
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$108.00 (1.2σ)$612$-21,913+$8,857+$603
+2.5%$110.70 (1.5σ)$-1,818$-21,913+$8,857-$1,827
+5%$113.40 (1.9σ)$-4,248$-21,913+$8,857-$4,257
SS (= V-bounce)$233.00 (17.2σ)$-111,888$-25,713+$5,057-$77,697
V-BOUNCE STRESS (stock → CC-SS $153.17, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,894
− CC assignment net of premium (9 × $108): -$40,038
+ Conservative CC premium (1 × $195): +$1
Total Position P&L @ SS: $-21,913 (+$8,857 vs today)
Do-nothing baseline at SS: $18,134 (this trade vs do-nothing: $-40,047, the opportunity cost of earning $6,120/mo FIGHT income now)
BB-reversion stress (→ $133.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$22,599, position total $-21,913 (+$8,857 vs today)
100% normal10 × $10524 Jul3d6.2%78%45%+16pp$1,210$12,100+$5,980$46,957
Sell 10 × $105 6.2% OTM over spot $98.84 24 Jul 2026 (3d, $1.25 mid)
= $1,210 credit for the 3d cycle → $12,100/mo projected
Survival (stays ≤ $105)
78%
Breach risk
22%
POP (stays ≤ $106.25)
82%
EV / mo
+$4,422
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+16pp
77% whole by 9mo vs 61% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,721/mo
median; plan ~$3,890/mo after 68% keep · $14,200 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-2.8], measured ONLY among the 77% 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)
28%
Flat exit net (mid-life)
-$1,339
Free roll-up
+$8/wk
Safest escape (by 14 Aug 2026)
$136 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.60/sh now → $2.55 mid-life (likely $2.84–$5.06)≈ $0 at expiry  |  you banked $1.21/sh, so a flat mid-life exit nets -$1.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 853 simulated challenges: the $105 strike is typically first touched on day 2 of 3, at $108 (overshoots $2.76). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10531 Jul 20268d left+$2.98/sh+$2,976
cycle +$4,186
[+$2,649…+$3,250] · 100% credit
67%
surv 53%
-$21,040 NOT
cap gain +$9,730
Reliable up-and-out (highest cap still free ≥60%)~$12114 Aug 202622d left+$0.92/sh+$916
cycle +$2,126
[-$256…+$975] · 68% credit
82%
surv 78%
-$8,556 NOT
cap gain +$22,214
Up-and-out for even (raise the cap, free)~$11331 Jul 20268d left+$0.15/sh+$148
cycle +$1,358
[-$936…+$150] · 31% credit
79%
surv 73%
-$16,524 NOT
cap gain +$14,246
Max even-money escape in the band~$12614 Aug 202622d left+$0.05/sh+$51
cycle +$1,261
[-$1,383…+$29] · 27% credit
85%
surv 83%
-$4,921 NOT
cap gain +$25,849
SS $233 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$13614 Aug 202622d left-$1.02/sh-$1,024
cycle +$186
[-$2,821…-$1,150]
91%
surv 90%
+$3,004 SAFE
cap gain +$33,774
budget: banked $1,210 debit $1,024 (85% used ≈ 0.4 wk of income) → whole cycle still +$186 cash · rolled 10 ct earn ≈ $2,079/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$12,100/mo
vs 50% target ($5,956/mo)+103%
vs normal income ($11,912/mo)102% covered
Net income (after hedge)$12,100/mo
Downside budget
⚠ $105 is $48 below CC-SS $153.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,957
… as % of IC ($53,000)88.6%
… as % of ML ($53,000)88.6%
Recovery months (at normal income)3.9 mo
Surgical close (10 ct)$-30,815
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.30/sh (~25% of the $1.21 collected) or spot ≥ $106.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $105)); NOT the premium you collected. Momentum override: two daily closes above $104.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $103.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$104-106.25
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
≥ $106.25
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (≤1σ, normal week)$1,210$-24,016+$6,754+$1,200
+2.5%$107.62 (1.1σ)$-1,415$-24,278+$6,492-$1,425
+5%$110.25 (1.5σ)$-4,040$-24,541+$6,229-$4,050
SS (= V-bounce)$233.00 (17.2σ)$-126,790$-36,816-$6,046-$88,800
V-BOUNCE STRESS (stock → CC-SS $153.17, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,894
− CC assignment net of premium (10 × $105): -$46,957
Total Position P&L @ SS: $-28,833 (+$1,937 vs today)
Do-nothing baseline at SS: $18,134 (this trade vs do-nothing: $-46,967, the opportunity cost of earning $12,100/mo FIGHT income now)
BB-reversion stress (→ $133.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$27,580, position total $-26,895 (+$3,875 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.

📅 NEXT FRIDAY · 31 Jul 2026 · 10d · E[net] $1,335/mo

🎯 Engine pick: sell 10 × $110 (primary), 79% survival, breach 21%, $6,210/mo.
⚖️ Worth a safer step: the $114 rung (33% normal) lifts survival to 85% (breach 21% → 15%) for $2,040/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 $114 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $98.84 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $11931 Jul10d20.4%90%21%+6pp$830$2,490-$3,720$33,337
Sell 10 × $119 20.4% OTM over spot $98.84 31 Jul 2026 (10d, $0.94 mid)
= $830 credit for the 10d cycle → $2,490/mo projected
Survival (stays ≤ $119)
90%
Breach risk
10%
POP (stays ≤ $119.94)
91%
EV / mo
+$1,004
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
58% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,556/mo
median; plan ~$1,058/mo after 68% keep · $7,225 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.8-3.1], measured ONLY among the 58% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
15%
Flat exit net (mid-life)
-$4,512
Free roll-up
+$6/wk
Safest escape (by 14 Aug 2026)
$130 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.55/sh now → $5.34 mid-life (likely $4.35–$7.42)≈ $0 at expiry  |  you banked $0.83/sh, so a flat mid-life exit nets -$4.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 444 simulated challenges: the $119 strike is typically first touched on day 7 of 10, at $122 (overshoots $3.39). 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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1197 Aug 202612d left+$2.35/sh+$2,345
cycle +$3,175
[+$2,207…+$3,280] · 100% credit
67%
surv 53%
-$9,451 NOT
cap gain +$21,319
Max even-money escape in the band~$13014 Aug 202619d left+$0.25/sh+$249
cycle +$1,079
[-$325…+$1,218] · 61% credit
76%
surv 70%
-$1,503 NOT
cap gain +$29,267
SS $233 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1257 Aug 202612d left+$0.05/sh+$53
cycle +$883
[-$362…+$806] · 53% credit
73%
surv 65%
-$6,199 NOT
cap gain +$24,571
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$2,490/mo
vs 50% target ($5,956/mo)-58%
vs normal income ($11,912/mo)21% covered
Net income (after hedge)$2,490/mo
Downside budget
⚠ $119 is $34 below CC-SS $153.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,337
… as % of IC ($53,000)62.9%
… as % of ML ($53,000)62.9%
Recovery months (at normal income)2.8 mo
Surgical close (10 ct)$-30,875
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.83 collected) or spot ≥ $119.94 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $119)); NOT the premium you collected. Momentum override: two daily closes above $104.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $117.81Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$118-119.94
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
≥ $119.94
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$119.00 (1.4σ)$830$-11,796+$18,974+$820
+2.5%$121.97 (1.6σ)$-2,145$-12,094+$18,676-$2,155
+5%$124.95 (1.8σ)$-5,120$-12,391+$18,379-$5,130
SS (= V-bounce)$233.00 (9.4σ)$-113,170$-23,196+$7,574-$75,180
V-BOUNCE STRESS (stock → CC-SS $153.17, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,894
− CC assignment net of premium (10 × $119): -$33,337
Total Position P&L @ SS: $-15,213 (+$15,557 vs today)
Do-nothing baseline at SS: $18,134 (this trade vs do-nothing: $-33,347, the opportunity cost of earning $2,490/mo FIGHT income now)
BB-reversion stress (→ $133.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,960, position total $-13,275 (+$17,495 vs today)
33% normal ← lean10 × $11431 Jul10d15.3%85%32%+7pp$1,390$4,170-$2,040$37,777
Sell 10 × $114 15.3% OTM over spot $98.84 31 Jul 2026 (10d, $1.50 mid)
= $1,390 credit for the 10d cycle → $4,170/mo projected
Survival (stays ≤ $114)
85%
Breach risk
15%
POP (stays ≤ $115.50)
87%
EV / mo
+$1,485
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
64% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,326/mo
median; plan ~$1,582/mo after 68% keep · $9,743 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.8-3.7], measured ONLY among the 64% 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)
-$3,596
Free roll-up
+$5/wk
Safest escape (by 14 Aug 2026)
$130 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.05/sh now → $4.99 mid-life (likely $4.77–$7.37)≈ $0 at expiry  |  you banked $1.39/sh, so a flat mid-life exit nets -$3.60/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 666 simulated challenges: the $114 strike is typically first touched on day 6 of 10, at $117 (overshoots $3.00). 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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1147 Aug 202612d left+$2.19/sh+$2,186
cycle +$3,576
[+$1,905…+$2,833] · 100% credit
67%
surv 53%
-$13,550 NOT
cap gain +$17,220
Reliable up-and-out (highest cap still free ≥60%)~$12314 Aug 202619d left+$0.61/sh+$608
cycle +$1,998
[-$137…+$1,117] · 68% credit
75%
surv 68%
-$6,884 NOT
cap gain +$23,886
Up-and-out for even (raise the cap, free)~$1197 Aug 202612d left+$0.16/sh+$160
cycle +$1,550
[-$401…+$541] · 48% credit
72%
surv 63%
-$10,932 NOT
cap gain +$19,838
Max even-money escape in the band~$12514 Aug 202619d left+$0.02/sh+$23
cycle +$1,413
[-$821…+$491] · 38% credit
76%
surv 71%
-$5,669 NOT
cap gain +$25,101
SS $233 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$13014 Aug 202619d left-$1.20/sh-$1,203
cycle +$187
[-$2,251…-$842] · 11% credit
81%
surv 77%
-$2,395 NOT
cap gain +$28,375
budget: banked $1,390 debit $1,203 (87% used ≈ 1.3 wk of income) → whole cycle still +$187 cash · rolled 10 ct earn ≈ $5,973/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$4,170/mo
vs 50% target ($5,956/mo)-30%
vs normal income ($11,912/mo)35% covered
Net income (after hedge)$4,170/mo
Downside budget
⚠ $114 is $39 below CC-SS $153.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,777
… as % of IC ($53,000)71.3%
… as % of ML ($53,000)71.3%
Recovery months (at normal income)3.2 mo
Surgical close (10 ct)$-30,875
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.39 collected) or spot ≥ $115.50 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $114)); NOT the premium you collected. Momentum override: two daily closes above $104.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $112.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$113-115.50
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
≥ $115.50
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$114.00 (1.1σ)$1,390$-15,736+$15,034+$1,380
+2.5%$116.85 (1.3σ)$-1,460$-16,021+$14,749-$1,470
+5%$119.70 (1.5σ)$-4,310$-16,306+$14,464-$4,320
SS (= V-bounce)$233.00 (9.4σ)$-117,610$-27,636+$3,134-$79,620
V-BOUNCE STRESS (stock → CC-SS $153.17, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,894
− CC assignment net of premium (10 × $114): -$37,777
Total Position P&L @ SS: $-19,653 (+$11,117 vs today)
Do-nothing baseline at SS: $18,134 (this trade vs do-nothing: $-37,787, the opportunity cost of earning $4,170/mo FIGHT income now)
BB-reversion stress (→ $133.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$18,400, position total $-17,715 (+$13,055 vs today)
🎯 50% normal10 × $11031 Jul10d11.3%79%34%+9pp$2,070$6,210$41,097
Sell 10 × $110 11.3% OTM over spot $98.84 31 Jul 2026 (10d, $2.12 mid)
= $2,070 credit for the 10d cycle → $6,210/mo projected
Survival (stays ≤ $110)
79%
Breach risk
21%
POP (stays ≤ $112.12)
82%
EV / mo
+$1,895
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
66% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,126/mo
median; plan ~$2,125/mo after 68% keep · $13,018 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [1.0-3.6], measured ONLY among the 66% 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)
34%
Flat exit net (mid-life)
-$2,640
Free roll-up
+$5/wk
Safest escape (by 14 Aug 2026)
$126 @ 81% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.66/sh now → $4.71 mid-life (likely $4.78–$7.24)≈ $0 at expiry  |  you banked $2.07/sh, so a flat mid-life exit nets -$2.64/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,035 simulated challenges: the $110 strike is typically first touched on day 5 of 10, at $113 (overshoots $2.81). 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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1107 Aug 202612d left+$2.06/sh+$2,063
cycle +$4,133
[+$1,683…+$2,515] · 100% credit
67%
surv 53%
-$16,593 NOT
cap gain +$14,177
Reliable up-and-out (highest cap still free ≥60%)~$11814 Aug 202619d left+$0.78/sh+$784
cycle +$2,854
[-$38…+$1,053] · 72% credit
75%
surv 67%
-$10,528 NOT
cap gain +$20,242
Max even-money escape in the band~$12014 Aug 202619d left+$0.16/sh+$165
cycle +$2,235
[-$764…+$402] · 36% credit
76%
surv 70%
-$9,347 NOT
cap gain +$21,423
SS $233 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 202612d left+$0.05/sh+$50
cycle +$2,120
[-$614…+$243] · 32% credit
73%
surv 64%
-$13,962 NOT
cap gain +$16,808
Safety roll (pay small debit, max POP)~$12614 Aug 202619d left-$1.34/sh-$1,336
cycle +$734
[-$2,503…-$1,207] · 8% credit
81%
surv 78%
-$5,448 NOT
cap gain +$25,322
budget: banked $2,070 debit $1,336 (65% used ≈ 0.9 wk of income) → whole cycle still +$734 cash · rolled 10 ct earn ≈ $5,327/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$6,210/mo
vs 50% target ($5,956/mo)+4%
vs normal income ($11,912/mo)52% covered
Net income (after hedge)$6,210/mo
Downside budget
⚠ $110 is $43 below CC-SS $153.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,097
… as % of IC ($53,000)77.5%
… as % of ML ($53,000)77.5%
Recovery months (at normal income)3.5 mo
Surgical close (10 ct)$-30,820
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.52/sh (~25% of the $2.07 collected) or spot ≥ $112.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $110)); NOT the premium you collected. Momentum override: two daily closes above $104.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $108.90Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$109-112.12
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
≥ $112.12
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$110.00 (≤1σ, normal week)$2,070$-18,656+$12,114+$2,060
+2.5%$112.75 (≤1σ, normal week)$-680$-18,931+$11,839-$690
+5%$115.50 (1.2σ)$-3,430$-19,206+$11,564-$3,440
SS (= V-bounce)$233.00 (9.4σ)$-120,930$-30,956-$186-$82,940
V-BOUNCE STRESS (stock → CC-SS $153.17, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,894
− CC assignment net of premium (10 × $110): -$41,097
Total Position P&L @ SS: $-22,973 (+$7,797 vs today)
Do-nothing baseline at SS: $18,134 (this trade vs do-nothing: $-41,107, the opportunity cost of earning $6,210/mo FIGHT income now)
BB-reversion stress (→ $133.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$21,720, position total $-21,035 (+$9,735 vs today)
100% normal10 × $10231 Jul10d3.2%61%82%+13pp$4,050$12,150+$5,940$47,117
Sell 10 × $102 3.2% OTM over spot $98.84 31 Jul 2026 (10d, $4.20 mid)
= $4,050 credit for the 10d cycle → $12,150/mo projected
Survival (stays ≤ $102)
61%
Breach risk
39%
POP (stays ≤ $106.20)
71%
EV / mo
+$1,514
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
67% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~4.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,500/mo
median; plan ~$3,060/mo after 68% keep · $13,710 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-2.7], measured ONLY among the 67% 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)
-$129
Free roll-up
+$4/wk
Safest escape (by 14 Aug 2026)
$128 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.91/sh now → $4.18 mid-life (likely $5.61–$7.48)≈ $0 at expiry  |  you banked $4.05/sh, so a flat mid-life exit nets -$0.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,005 simulated challenges: the $102 strike is typically first touched on day 3 of 10, at $105 (overshoots $2.85). 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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1027 Aug 202612d left+$1.83/sh+$1,826
cycle +$5,876
[+$1,288…+$1,605] · 100% credit
67%
surv 53%
-$22,050 NOT
cap gain +$8,720
Reliable up-and-out (highest cap still free ≥60%)~$10714 Aug 202619d left+$1.17/sh+$1,168
cycle +$5,218
[+$147…+$670] · 83% credit
72%
surv 64%
-$18,064 NOT
cap gain +$12,706
Up-and-out for even (raise the cap, free)~$1067 Aug 202612d left+$0.27/sh+$270
cycle +$4,320
[-$495…-$111] · 18% credit
72%
surv 63%
-$19,862 NOT
cap gain +$10,908
Max even-money escape in the band~$11114 Aug 202619d left+$0.07/sh+$75
cycle +$4,125
[-$1,144…-$517] · 11% credit
76%
surv 70%
-$15,557 NOT
cap gain +$15,213
SS $233 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12814 Aug 202619d left-$2.83/sh-$2,834
cycle +$1,216
[-$5,008…-$3,800]
90%
surv 89%
-$3,166 NOT
cap gain +$27,604
budget: banked $4,050 debit $2,834 (70% used ≈ 1.0 wk of income) → whole cycle still +$1,216 cash · rolled 10 ct earn ≈ $2,125/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$12,150/mo
vs 50% target ($5,956/mo)+104%
vs normal income ($11,912/mo)102% covered
Net income (after hedge)$12,150/mo
Downside budget
⚠ $102 is $51 below CC-SS $153.17: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,117
… as % of IC ($53,000)88.9%
… as % of ML ($53,000)88.9%
Recovery months (at normal income)4.0 mo
Surgical close (10 ct)$-30,920
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.01/sh (~25% of the $4.05 collected) or spot ≥ $106.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $102)); NOT the premium you collected. Momentum override: two daily closes above $104.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $100.98Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$101-106.20
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
≥ $106.20
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$102.00 (≤1σ, normal week)$4,050$-23,876+$6,894+$4,040
+2.5%$104.55 (≤1σ, normal week)$1,500$-24,131+$6,639+$1,490
+5%$107.10 (≤1σ, normal week)$-1,050$-24,386+$6,384-$1,060
SS (= V-bounce)$233.00 (9.4σ)$-126,950$-36,976-$6,206-$88,960
V-BOUNCE STRESS (stock → CC-SS $153.17, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,894
− CC assignment net of premium (10 × $102): -$47,117
Total Position P&L @ SS: $-28,993 (+$1,777 vs today)
Do-nothing baseline at SS: $18,134 (this trade vs do-nothing: $-47,127, the opportunity cost of earning $12,150/mo FIGHT income now)
BB-reversion stress (→ $133.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$27,740, position total $-27,055 (+$3,715 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 (45 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 45 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: 0.900 (fallback)  |  Recovery@SS: +$48,894 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $18,134

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1083d24 Jul 2026$0.689/10$6,120$6,12386%88%+$2,727-$40,03875.5%$-21,913 (vs do-nothing $-40,047)
$1073d24 Jul 2026$0.848/10$6,720$6,72685%88%+$3,525-$36,26168.4%$-18,135 (vs do-nothing $-36,269)
$1063d24 Jul 2026$0.997/10$6,930$6,93982%85%+$3,254-$32,32461.0%$-14,197 (vs do-nothing $-32,331)
$11010d31 Jul 2026$2.0710/10$6,210$6,21079%82%+$1,895-$41,09777.5%$-22,973 (vs do-nothing $-41,107)
$1053d24 Jul 2026$1.215/10$6,050$6,06578%82%+$2,211-$23,47844.3%$-5,349 (vs do-nothing $-23,483)
$10910d31 Jul 2026$2.229/10$5,994$5,99777%81%+$1,627-$37,75271.2%$-19,627 (vs do-nothing $-37,761)
$1043d24 Jul 2026$1.425/10$7,100$7,11575%81%+$2,719-$23,87345.0%$-5,744 (vs do-nothing $-23,878)
$10810d31 Jul 2026$2.409/10$6,480$6,48375%80%+$1,573-$38,49072.6%$-20,365 (vs do-nothing $-38,499)
$10710d31 Jul 2026$2.648/10$6,336$6,34273%78%+$1,442-$34,82165.7%$-16,695 (vs do-nothing $-34,829)
$10817d7 Aug 2026$3.5510/10$6,265$6,26571%77%+$1,049-$41,61778.5%$-23,493 (vs do-nothing $-41,627)
$1033d24 Jul 2026$1.704/10$6,800$6,81871%78%+$2,353-$19,38736.6%$-1,257 (vs do-nothing $-19,391)
$10610d31 Jul 2026$2.957/10$6,195$6,20471%77%+$1,396-$30,95258.4%$-12,825 (vs do-nothing $-30,959)
$10717d7 Aug 2026$3.7010/10$6,529$6,52970%76%+$846-$42,46780.1%$-24,343 (vs do-nothing $-42,477)
Show 32 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10510d31 Jul 2026$3.107/10$6,510$6,51969%76%+$1,139-$31,54759.5%$-13,420 (vs do-nothing $-31,554)
$10617d7 Aug 2026$4.109/10$6,512$6,51568%75%+$943-$38,76073.1%$-20,635 (vs do-nothing $-38,769)
$10724d14 Aug 2026$5.1010/10$6,375$6,37568%75%+$928-$41,06777.5%$-22,943 (vs do-nothing $-41,077)
$1023d24 Jul 2026$2.003/10$6,000$6,02167%75%+$1,817-$14,75027.8%$3,381 (vs do-nothing $-14,753)
$10624d14 Aug 2026$5.2010/10$6,500$6,50066%74%+$662-$41,96779.2%$-23,843 (vs do-nothing $-41,977)
$10410d31 Jul 2026$3.356/10$6,030$6,04266%74%+$887-$27,49051.9%$-9,362 (vs do-nothing $-27,496)
$10517d7 Aug 2026$4.558/10$6,424$6,43066%74%+$1,038-$34,89365.8%$-16,767 (vs do-nothing $-34,901)
$10524d14 Aug 2026$5.459/10$6,131$6,13465%73%+$505-$38,44572.5%$-20,320 (vs do-nothing $-38,454)
$10417d7 Aug 2026$4.808/10$6,776$6,78264%73%+$923-$35,49367.0%$-17,367 (vs do-nothing $-35,501)
$10310d31 Jul 2026$3.756/10$6,750$6,76264%73%+$1,016-$27,85052.5%$-9,722 (vs do-nothing $-27,856)
$10424d14 Aug 2026$5.859/10$6,581$6,58463%73%+$563-$38,98573.6%$-20,860 (vs do-nothing $-38,994)
$10317d7 Aug 2026$5.257/10$6,485$6,49462%72%+$924-$31,44259.3%$-13,315 (vs do-nothing $-31,449)
$1013d24 Jul 2026$2.283/10$6,840$6,86162%72%+$1,400-$14,96628.2%$3,165 (vs do-nothing $-14,969)
$10324d14 Aug 2026$6.258/10$6,250$6,25662%72%+$533-$35,13366.3%$-17,007 (vs do-nothing $-35,141)
$10210d31 Jul 2026$4.055/10$6,075$6,09061%71%+$757-$23,55844.4%$-5,429 (vs do-nothing $-23,563)
$10217d7 Aug 2026$5.656/10$5,982$5,99460%71%+$812-$27,31051.5%$-9,182 (vs do-nothing $-27,316)
$10224d14 Aug 2026$6.608/10$6,600$6,60660%71%+$495-$35,65367.3%$-17,527 (vs do-nothing $-35,661)
$10110d31 Jul 2026$4.405/10$6,600$6,61559%70%+$695-$23,88345.1%$-5,754 (vs do-nothing $-23,888)
$10117d7 Aug 2026$5.756/10$6,088$6,10058%70%+$488-$27,85052.5%$-9,722 (vs do-nothing $-27,856)
$1003d24 Jul 2026$2.643/10$7,920$7,94157%70%+$1,569-$15,15828.6%$2,973 (vs do-nothing $-15,161)
$10017d7 Aug 2026$6.456/10$6,829$6,84156%69%+$770-$28,03052.9%$-9,902 (vs do-nothing $-28,036)
$10010d31 Jul 2026$4.855/10$7,275$7,29056%69%+$734-$24,15845.6%$-6,029 (vs do-nothing $-24,163)
$9917d7 Aug 2026$6.755/10$5,956$5,97154%68%+$500-$23,70844.7%$-5,579 (vs do-nothing $-23,713)
$9910d31 Jul 2026$5.404/10$6,480$6,49853%67%+$697-$19,50736.8%$-1,377 (vs do-nothing $-19,511)
$98.5017d7 Aug 2026$6.905/10$6,088$6,10353%68%+$420-$23,88345.1%$-5,754 (vs do-nothing $-23,888)
$993d24 Jul 2026$3.052/10$6,100$6,12452%67%+$808-$10,22319.3%$7,909 (vs do-nothing $-10,225)
$98.5010d31 Jul 2026$5.554/10$6,660$6,67852%67%+$587-$19,64737.1%$-1,517 (vs do-nothing $-19,651)
$9817d7 Aug 2026$7.205/10$6,353$6,36852%67%+$466-$23,98345.3%$-5,854 (vs do-nothing $-23,988)
$97.5017d7 Aug 2026$7.505/10$6,618$6,63351%67%+$507-$24,08345.4%$-5,954 (vs do-nothing $-24,088)
$9810d31 Jul 2026$5.804/10$6,960$6,97851%66%+$682-$19,74737.3%$-1,617 (vs do-nothing $-19,751)
$9717d7 Aug 2026$7.605/10$6,706$6,72150%66%+$364-$24,28345.8%$-6,154 (vs do-nothing $-24,288)
$97.5010d31 Jul 2026$5.954/10$7,140$7,15849%65%+$555-$19,88737.5%$-1,757 (vs do-nothing $-19,891)

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 10 contracts at the conservative CC.

fortress_fight.py v6.2  |  2026-07-21 10:56