FORTRESS FIGHT: MSTR-LC180 @ $99.38

BE SS: $233.00  |  CC-SS: $153.74  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-21 11:59

MSTR-LC180BBC @ $99.38   UNDERWATER $133.62 (57.3% 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: $153.74 (banked floor $153.16)  |  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$11,382/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
$5,691/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$11,382/mo (ATM CC, chain)
IC VELOCITY
4.7 mo to earn back $53,000
ML VELOCITY
4.7 mo to earn back $53,000
Deep drawdown confirmed: a CC at CC-SS $153.74 (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)
$153.74 → $153.16
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 23 (live) · RSI 35 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 43 · %B 73 · hist rising (nightly)
LEVELS20W MA (bounce target) $133.79 (+35%) · daily UBB $104.94 · 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: 10 contracts at $109 / 3d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($5,691/mo); it brings $5,900/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 24% (+12pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 10 × $112/3d (94% survival, $3,800/mo).
Downside anchor: the primary mortgages $44,146 (83% of IC) ONLY on a full V-bounce all the way to SS $233, recoverable in 3.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-30,835 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 10 × $109, 88% survival, $5,900/mo (E[net] $2,313/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 · 3d10 × $10988%$5,900$2,313
NEXT FRIDAY31 Jul 2026 · 10d10 × $11078%$6,210$1,387

📅 THIS FRIDAY · 24 Jul 2026 · 3d · E[net] $2,313/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $109 (primary), 88% survival, breach 12%, $5,900/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 12% → 10%) for $700/mo less (12% income) buys safety you do not really need here.
MSTR  spot $99.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal10 × $11224 Jul3d12.7%94%13%+8pp$380$3,800-$2,100$41,356
Sell 10 × $112 12.7% OTM over spot $99.38 24 Jul 2026 (3d, $0.42 mid)
= $380 credit for the 3d cycle → $3,800/mo projected
Survival (stays ≤ $112)
94%
Breach risk
6%
POP (stays ≤ $112.42)
94%
EV / mo
+$2,668
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
65% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,699/mo
median; plan ~$1,835/mo after 68% keep · $9,945 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.8-3.2], measured ONLY among the 65% 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)
-$2,282
Free roll-up
+$10/wk
Safest escape (by 14 Aug 2026)
$138 @ 86% POP
84% 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: $3.76/sh now → $2.66 mid-life (likely $2.56–$4.84)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$2.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 250 simulated challenges: the $112 strike is typically first touched on day 2 of 3, at $115 (overshoots $2.94). 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)~$11231 Jul 20268d left+$3.07/sh+$3,069
cycle +$3,449
[+$2,887…+$3,468] · 100% credit
66%
surv 53%
-$15,963 NOT
cap gain +$14,807
Max even-money escape in the band~$13314 Aug 202622d left+$0.50/sh+$503
cycle +$883
[-$606…+$762] · 61% credit
83%
surv 80%
+$29 SAFE
cap gain +$30,799
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)~$12231 Jul 20268d left+$0.05/sh+$52
cycle +$432
[-$876…+$223] · 40% credit
79%
surv 74%
-$10,322 NOT
cap gain +$20,448
Safety roll (pay small debit, max POP)~$13814 Aug 202622d left-$0.16/sh-$156
cycle +$224
[-$1,426…+$87] · 29% credit
86%
surv 84%
+$3,870 SAFE
cap gain +$34,640
budget: banked $380 debit $156 (41% used ≈ 0.2 wk of income) → whole cycle still +$224 cash · rolled 10 ct earn ≈ $3,418/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$3,800/mo
vs 50% target ($5,691/mo)-33%
vs normal income ($11,382/mo)33% covered
Net income (after hedge)$3,800/mo
Downside budget
⚠ $112 is $42 below CC-SS $153.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,356
… as % of IC ($53,000)78.0%
… as % of ML ($53,000)78.0%
Recovery months (at normal income)3.6 mo
Surgical close (10 ct)$-30,805
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.38 collected) or spot ≥ $112.42 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $112)); NOT the premium you collected. Momentum override: two daily closes above $104.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $110.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$111-112.42
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
≥ $112.42
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$112.00 (1.6σ)$380$-19,032+$11,738+$370
+2.5%$114.80 (1.9σ)$-2,420$-19,312+$11,458-$2,430
+5%$117.60 (2.3σ)$-5,220$-19,592+$11,178-$5,230
SS (= V-bounce)$233.00 (16.8σ)$-120,620$-31,132-$362-$87,630
V-BOUNCE STRESS (stock → CC-SS $153.74, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,920
− CC assignment net of premium (10 × $112): -$41,356
Total Position P&L @ SS: $-23,206 (+$7,564 vs today)
Do-nothing baseline at SS: $18,160 (this trade vs do-nothing: $-41,366, the opportunity cost of earning $3,800/mo FIGHT income now)
BB-reversion stress (→ $133.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$21,410, position total $-21,211 (+$9,559 vs today)
🛡 safe yield10 × $11024 Jul3d10.7%90%19%+12pp$520$5,200-$700$43,216
Sell 10 × $110 10.7% OTM over spot $99.38 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)
92%
EV / mo
+$3,092
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
67% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~1.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,372/mo
median; plan ~$2,293/mo after 68% keep · $13,464 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [0.8-3.6], 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)
11%
Flat exit net (mid-life)
-$2,067
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$136 @ 86% 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: $3.66/sh now → $2.59 mid-life (likely $2.27–$4.64)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$2.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 343 simulated challenges: the $110 strike is typically first touched on day 2 of 3, at $113 (overshoots $2.77). 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+$2.98/sh+$2,981
cycle +$3,501
[+$2,711…+$3,407] · 100% credit
66%
surv 53%
-$17,711 NOT
cap gain +$13,059
Reliable up-and-out (highest cap still free ≥60%)~$12614 Aug 202622d left+$1.30/sh+$1,298
cycle +$1,818
[+$389…+$1,666] · 82% credit
80%
surv 76%
-$5,336 NOT
cap gain +$25,434
Max even-money escape in the band~$13114 Aug 202622d left+$0.39/sh+$390
cycle +$910
[-$691…+$751] · 54% credit
83%
surv 81%
-$1,744 NOT
cap gain +$29,026
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+$0.17/sh+$173
cycle +$693
[-$696…+$440] · 49% credit
78%
surv 73%
-$12,761 NOT
cap gain +$18,009
Safety roll (pay small debit, max POP)~$13614 Aug 202622d left-$0.25/sh-$252
cycle +$268
[-$1,500…+$109] · 29% credit
86%
surv 85%
+$2,114 SAFE
cap gain +$32,884
budget: banked $520 debit $252 (48% used ≈ 0.2 wk of income) → whole cycle still +$268 cash · rolled 10 ct earn ≈ $3,184/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 ($5,691/mo)-9%
vs normal income ($11,382/mo)46% covered
Net income (after hedge)$5,200/mo
Downside budget
⚠ $110 is $44 below CC-SS $153.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,216
… as % of IC ($53,000)81.5%
… as % of ML ($53,000)81.5%
Recovery months (at normal income)3.8 mo
Surgical close (10 ct)$-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 $104.94 (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 (1.3σ)$520$-20,692+$10,078+$510
+2.5%$112.75 (1.7σ)$-2,230$-20,967+$9,803-$2,240
+5%$115.50 (2.0σ)$-4,980$-21,242+$9,528-$4,990
SS (= V-bounce)$233.00 (16.8σ)$-122,480$-32,992-$2,222-$89,490
V-BOUNCE STRESS (stock → CC-SS $153.74, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,920
− CC assignment net of premium (10 × $110): -$43,216
Total Position P&L @ SS: $-25,066 (+$5,704 vs today)
Do-nothing baseline at SS: $18,160 (this trade vs do-nothing: $-43,226, 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 $-23,071 (+$7,699 vs today)
🎯 50% normal10 × $10924 Jul3d9.7%88%14%+8pp$590$5,900$44,146
Sell 10 × $109 9.7% OTM over spot $99.38 24 Jul 2026 (3d, $0.66 mid)
= $590 credit for the 3d cycle → $5,900/mo projected
Survival (stays ≤ $109)
88%
Breach risk
12%
POP (stays ≤ $109.66)
90%
EV / mo
+$3,070
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
69% whole by 9mo vs 61% doing nothing
FIRE DRILLS
~2.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,621/mo
median; plan ~$2,462/mo after 68% keep · $12,843 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.9-3.4], measured ONLY among the 69% 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)
-$1,960
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$135 @ 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: $3.61/sh now → $2.55 mid-life (likely $2.45–$4.52)≈ $0 at expiry  |  you banked $0.59/sh, so a flat mid-life exit nets -$1.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 422 simulated challenges: the $109 strike is typically first touched on day 2 of 3, at $112 (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)~$10931 Jul 20268d left+$2.94/sh+$2,938
cycle +$3,528
[+$2,701…+$3,250] · 100% credit
66%
surv 53%
-$18,584 NOT
cap gain +$12,186
Reliable up-and-out (highest cap still free ≥60%)~$12514 Aug 202622d left+$1.23/sh+$1,232
cycle +$1,822
[+$387…+$1,510] · 83% credit
80%
surv 76%
-$6,232 NOT
cap gain +$24,538
Max even-money escape in the band~$13014 Aug 202622d left+$0.33/sh+$335
cycle +$925
[-$701…+$551] · 49% credit
83%
surv 81%
-$2,629 NOT
cap gain +$28,141
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)~$11831 Jul 20268d left+$0.14/sh+$139
cycle +$729
[-$683…+$307] · 41% credit
78%
surv 73%
-$13,625 NOT
cap gain +$17,145
Safety roll (pay small debit, max POP)~$13514 Aug 202622d left-$0.30/sh-$298
cycle +$292
[-$1,473…-$101] · 18% credit
87%
surv 85%
+$1,238 SAFE
cap gain +$32,008
budget: banked $590 debit $298 (51% used ≈ 0.2 wk of income) → whole cycle still +$292 cash · rolled 10 ct earn ≈ $3,070/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$5,900/mo
vs 50% target ($5,691/mo)+4%
vs normal income ($11,382/mo)52% covered
Net income (after hedge)$5,900/mo
Downside budget
⚠ $109 is $45 below CC-SS $153.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,146
… as % of IC ($53,000)83.3%
… as % of ML ($53,000)83.3%
Recovery months (at normal income)3.9 mo
Surgical close (10 ct)$-30,835
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.59 collected) or spot ≥ $109.66 (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 $104.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $107.91Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$108-109.66
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
≥ $109.66
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$109.00 (1.2σ)$590$-21,522+$9,248+$580
+2.5%$111.72 (1.6σ)$-2,135$-21,794+$8,976-$2,145
+5%$114.45 (1.9σ)$-4,860$-22,067+$8,703-$4,870
SS (= V-bounce)$233.00 (16.8σ)$-123,410$-33,922-$3,152-$90,420
V-BOUNCE STRESS (stock → CC-SS $153.74, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,920
− CC assignment net of premium (10 × $109): -$44,146
Total Position P&L @ SS: $-25,996 (+$4,774 vs today)
Do-nothing baseline at SS: $18,160 (this trade vs do-nothing: $-44,156, the opportunity cost of earning $5,900/mo FIGHT income now)
BB-reversion stress (→ $133.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$24,200, position total $-24,001 (+$6,769 vs today)
100% normal10 × $10524 Jul3d5.7%76%49%+17pp$1,210$12,100+$6,200$47,526
Sell 10 × $105 5.7% OTM over spot $99.38 24 Jul 2026 (3d, $1.25 mid)
= $1,210 credit for the 3d cycle → $12,100/mo projected
Survival (stays ≤ $105)
76%
Breach risk
24%
POP (stays ≤ $106.25)
80%
EV / mo
+$3,259
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+17pp
78% whole by 9mo vs 61% doing nothing
FIRE DRILLS
~4.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,439/mo
median; plan ~$3,698/mo after 68% keep · $14,301 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.8-3.0], measured ONLY among the 78% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$1,194
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$136 @ 90% 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: $3.40/sh now → $2.40 mid-life (likely $2.72–$4.78)≈ $0 at expiry  |  you banked $1.21/sh, so a flat mid-life exit nets -$1.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 950 simulated challenges: the $105 strike is typically first touched on day 2 of 3, at $108 (overshoots $2.78). 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+$2.77/sh+$2,769
cycle +$3,979
[+$2,428…+$3,014] · 100% credit
66%
surv 53%
-$21,733 NOT
cap gain +$9,037
Reliable up-and-out (highest cap still free ≥60%)~$12114 Aug 202622d left+$0.98/sh+$977
cycle +$2,187
[-$173…+$1,002] · 70% credit
80%
surv 77%
-$9,467 NOT
cap gain +$21,303
Max even-money escape in the band~$12614 Aug 202622d left+$0.12/sh+$125
cycle +$1,335
[-$1,241…+$71] · 27% credit
84%
surv 82%
-$5,819 NOT
cap gain +$24,951
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)~$11431 Jul 20268d left+$0.01/sh+$10
cycle +$1,220
[-$1,048…-$23] · 23% credit
79%
surv 74%
-$16,734 NOT
cap gain +$14,036
Safety roll (pay small debit, max POP)~$13614 Aug 202622d left-$0.93/sh-$925
cycle +$285
[-$2,591…-$1,075]
90%
surv 90%
+$2,131 SAFE
cap gain +$32,901
budget: banked $1,210 debit $925 (76% used ≈ 0.3 wk of income) → whole cycle still +$285 cash · rolled 10 ct earn ≈ $2,016/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 ($5,691/mo)+113%
vs normal income ($11,382/mo)106% covered
Net income (after hedge)$12,100/mo
Downside budget
⚠ $105 is $49 below CC-SS $153.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,526
… as % of IC ($53,000)89.7%
… as % of ML ($53,000)89.7%
Recovery months (at normal income)4.2 mo
Surgical close (10 ct)$-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 $104.94 (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)$1,210$-24,502+$6,268+$1,200
+2.5%$107.62 (1.0σ)$-1,415$-24,764+$6,006-$1,425
+5%$110.25 (1.4σ)$-4,040$-25,027+$5,743-$4,050
SS (= V-bounce)$233.00 (16.8σ)$-126,790$-37,302-$6,532-$93,800
V-BOUNCE STRESS (stock → CC-SS $153.74, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,920
− CC assignment net of premium (10 × $105): -$47,526
Total Position P&L @ SS: $-29,376 (+$1,394 vs today)
Do-nothing baseline at SS: $18,160 (this trade vs do-nothing: $-47,536, 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 $-27,381 (+$3,389 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] $1,387/mo

🎯 Engine pick: sell 10 × $110 (primary), 78% survival, breach 22%, $6,210/mo.
⚖️ Worth a safer step: the $115 rung (33% normal) lifts survival to 85% (breach 22% → 15%) for $2,310/mo less (37% 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 $115 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $99.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $12031 Jul10d20.7%90%20%+4pp$800$2,400-$3,810$32,936
Sell 10 × $120 20.7% OTM over spot $99.38 31 Jul 2026 (10d, $0.90 mid)
= $800 credit for the 10d cycle → $2,400/mo projected
Survival (stays ≤ $120)
90%
Breach risk
10%
POP (stays ≤ $120.89)
91%
EV / mo
+$945
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
63% whole by 9mo vs 59% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,571/mo
median; plan ~$1,068/mo after 68% keep · $6,342 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.7-3.2], measured ONLY among the 63% 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)
13%
Flat exit net (mid-life)
-$4,357
Free roll-up
+$6/wk
Safest escape (by 14 Aug 2026)
$131 @ 75% POP
69% 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: $7.29/sh now → $5.16 mid-life (likely $4.18–$6.90)≈ $0 at expiry  |  you banked $0.80/sh, so a flat mid-life exit nets -$4.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 378 simulated challenges: the $120 strike is typically first touched on day 7 of 10, at $123 (overshoots $3.08). 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)~$1207 Aug 202612d left+$2.47/sh+$2,468
cycle +$3,268
[+$2,474…+$3,352] · 100% credit
67%
surv 53%
-$8,944 NOT
cap gain +$21,826
Max even-money escape in the band~$13114 Aug 202619d left+$0.42/sh+$416
cycle +$1,216
[-$38…+$1,398] · 74% credit
75%
surv 69%
-$1,438 NOT
cap gain +$29,332
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)~$1267 Aug 202612d left+$0.25/sh+$247
cycle +$1,047
[-$47…+$1,038] · 72% credit
72%
surv 64%
-$6,107 NOT
cap gain +$24,663
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$2,400/mo
vs 50% target ($5,691/mo)-58%
vs normal income ($11,382/mo)21% covered
Net income (after hedge)$2,400/mo
Downside budget
⚠ $120 is $34 below CC-SS $153.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,936
… as % of IC ($53,000)62.1%
… as % of ML ($53,000)62.1%
Recovery months (at normal income)2.9 mo
Surgical close (10 ct)$-30,865
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.80 collected) or spot ≥ $120.89 (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 $104.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $118.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$119-120.89
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
≥ $120.89
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$120.00 (1.4σ)$800$-11,412+$19,358+$790
+2.5%$123.00 (1.6σ)$-2,200$-11,712+$19,058-$2,210
+5%$126.00 (1.8σ)$-5,200$-12,012+$18,758-$5,210
SS (= V-bounce)$233.00 (9.2σ)$-112,200$-22,712+$8,058-$79,210
V-BOUNCE STRESS (stock → CC-SS $153.74, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,920
− CC assignment net of premium (10 × $120): -$32,936
Total Position P&L @ SS: $-14,786 (+$15,984 vs today)
Do-nothing baseline at SS: $18,160 (this trade vs do-nothing: $-32,946, the opportunity cost of earning $2,400/mo FIGHT income now)
BB-reversion stress (→ $133.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,990, position total $-12,791 (+$17,979 vs today)
33% normal ← lean10 × $11531 Jul10d15.7%85%31%+7pp$1,300$3,900-$2,310$37,436
Sell 10 × $115 15.7% OTM over spot $99.38 31 Jul 2026 (10d, $1.37 mid)
= $1,300 credit for the 10d cycle → $3,900/mo projected
Survival (stays ≤ $115)
85%
Breach risk
15%
POP (stays ≤ $116.37)
87%
EV / mo
+$1,296
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
64% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,253/mo
median; plan ~$1,532/mo after 68% keep · $9,371 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.8-3.4], 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)
-$3,516
Free roll-up
+$6/wk
Safest escape (by 14 Aug 2026)
$131 @ 79% POP
76% 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: $6.81/sh now → $4.82 mid-life (likely $4.34–$6.89)≈ $0 at expiry  |  you banked $1.30/sh, so a flat mid-life exit nets -$3.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 668 simulated challenges: the $115 strike is typically first touched on day 6 of 10, at $118 (overshoots $3.09). 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)~$1157 Aug 202612d left+$2.30/sh+$2,302
cycle +$3,602
[+$2,133…+$3,121] · 100% credit
67%
surv 53%
-$13,110 NOT
cap gain +$17,660
Reliable up-and-out (highest cap still free ≥60%)~$12514 Aug 202619d left+$0.52/sh+$524
cycle +$1,824
[-$151…+$1,163] · 68% credit
75%
surv 68%
-$6,230 NOT
cap gain +$24,540
Max even-money escape in the band~$12614 Aug 202619d left+$0.20/sh+$200
cycle +$1,500
[-$526…+$827] · 50% credit
76%
surv 70%
-$5,654 NOT
cap gain +$25,116
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)~$1217 Aug 202612d left+$0.10/sh+$104
cycle +$1,404
[-$391…+$590] · 48% credit
73%
surv 64%
-$10,250 NOT
cap gain +$20,520
Safety roll (pay small debit, max POP)~$13114 Aug 202619d left-$1.05/sh-$1,051
cycle +$249
[-$1,968…-$526] · 16% credit
79%
surv 76%
-$2,405 NOT
cap gain +$28,365
budget: banked $1,300 debit $1,051 (81% used ≈ 1.2 wk of income) → whole cycle still +$249 cash · rolled 10 ct earn ≈ $5,946/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$3,900/mo
vs 50% target ($5,691/mo)-31%
vs normal income ($11,382/mo)34% covered
Net income (after hedge)$3,900/mo
Downside budget
⚠ $115 is $39 below CC-SS $153.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,436
… as % of IC ($53,000)70.6%
… as % of ML ($53,000)70.6%
Recovery months (at normal income)3.3 mo
Surgical close (10 ct)$-30,840
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.33/sh (~25% of the $1.30 collected) or spot ≥ $116.37 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $115)); NOT the premium you collected. Momentum override: two daily closes above $104.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $113.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$114-116.37
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
≥ $116.37
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$115.00 (1.1σ)$1,300$-15,412+$15,358+$1,290
+2.5%$117.87 (1.3σ)$-1,575$-15,699+$15,071-$1,585
+5%$120.75 (1.5σ)$-4,450$-15,987+$14,783-$4,460
SS (= V-bounce)$233.00 (9.2σ)$-116,700$-27,212+$3,558-$83,710
V-BOUNCE STRESS (stock → CC-SS $153.74, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,920
− CC assignment net of premium (10 × $115): -$37,436
Total Position P&L @ SS: $-19,286 (+$11,484 vs today)
Do-nothing baseline at SS: $18,160 (this trade vs do-nothing: $-37,446, the opportunity cost of earning $3,900/mo FIGHT income now)
BB-reversion stress (→ $133.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$17,490, position total $-17,291 (+$13,479 vs today)
🎯 50% normal10 × $11031 Jul10d10.7%78%36%+10pp$2,070$6,210$41,666
Sell 10 × $110 10.7% OTM over spot $99.38 31 Jul 2026 (10d, $2.12 mid)
= $2,070 credit for the 10d cycle → $6,210/mo projected
Survival (stays ≤ $110)
78%
Breach risk
22%
POP (stays ≤ $112.12)
81%
EV / mo
+$1,535
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
67% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~1.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,171/mo
median; plan ~$2,156/mo after 68% keep · $11,334 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [1.0-3.4], 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)
36%
Flat exit net (mid-life)
-$2,417
Free roll-up
+$5/wk
Safest escape (by 14 Aug 2026)
$131 @ 84% POP
82% 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: $6.34/sh now → $4.49 mid-life (likely $4.69–$7.01)≈ $0 at expiry  |  you banked $2.07/sh, so a flat mid-life exit nets -$2.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,075 simulated challenges: the $110 strike is typically first touched on day 5 of 10, at $113 (overshoots $2.95). 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+$2.14/sh+$2,141
cycle +$4,211
[+$1,829…+$2,562] · 100% credit
67%
surv 53%
-$17,001 NOT
cap gain +$13,769
Reliable up-and-out (highest cap still free ≥60%)~$11814 Aug 202619d left+$0.92/sh+$923
cycle +$2,993
[+$108…+$1,133] · 81% credit
74%
surv 66%
-$11,361 NOT
cap gain +$19,409
Up-and-out for even (raise the cap, free)~$1157 Aug 202612d left+$0.22/sh+$221
cycle +$2,291
[-$400…+$369] · 42% credit
72%
surv 63%
-$14,763 NOT
cap gain +$16,007
Max even-money escape in the band~$12014 Aug 202619d left+$0.31/sh+$307
cycle +$2,377
[-$599…+$472] · 41% credit
75%
surv 69%
-$10,177 NOT
cap gain +$20,593
SS $233 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$13114 Aug 202619d left-$2.04/sh-$2,044
cycle +$26
[-$3,460…-$2,100] · 1% credit
84%
surv 82%
-$2,628 NOT
cap gain +$28,142
budget: banked $2,070 debit $2,044 (99% used ≈ 1.4 wk of income) → whole cycle still +$26 cash · rolled 10 ct earn ≈ $3,856/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 ($5,691/mo)+9%
vs normal income ($11,382/mo)55% covered
Net income (after hedge)$6,210/mo
Downside budget
⚠ $110 is $44 below CC-SS $153.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,666
… as % of IC ($53,000)78.6%
… as % of ML ($53,000)78.6%
Recovery months (at normal income)3.7 mo
Surgical close (10 ct)$-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 $104.94 (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)$2,070$-19,142+$11,628+$2,060
+2.5%$112.75 (≤1σ, normal week)$-680$-19,417+$11,353-$690
+5%$115.50 (1.1σ)$-3,430$-19,692+$11,078-$3,440
SS (= V-bounce)$233.00 (9.2σ)$-120,930$-31,442-$672-$87,940
V-BOUNCE STRESS (stock → CC-SS $153.74, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,920
− CC assignment net of premium (10 × $110): -$41,666
Total Position P&L @ SS: $-23,516 (+$7,254 vs today)
Do-nothing baseline at SS: $18,160 (this trade vs do-nothing: $-41,676, 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 $-21,521 (+$9,249 vs today)
100% normal10 × $10231 Jul10d2.6%60%85%+13pp$4,050$12,150+$5,940$47,686
Sell 10 × $102 2.6% OTM over spot $99.38 31 Jul 2026 (10d, $4.20 mid)
= $4,050 credit for the 10d cycle → $12,150/mo projected
Survival (stays ≤ $102)
60%
Breach risk
40%
POP (stays ≤ $106.20)
70%
EV / mo
+$814
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
68% whole by 9mo vs 55% doing nothing
FIRE DRILLS
~4.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,278/mo
median; plan ~$2,909/mo after 68% keep · $12,619 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 68% 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)
69%
Flat exit net (mid-life)
+$68
Free roll-up
+$5/wk
Safest escape (by 14 Aug 2026)
$133 @ 92% POP
92% 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: $5.63/sh now → $3.98 mid-life (likely $5.40–$7.35)≈ $0 at expiry  |  you banked $4.05/sh, so a flat mid-life exit nets +$0.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,075 simulated challenges: the $102 strike is typically first touched on day 3 of 10, at $105 (overshoots $2.98). 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+$1.90/sh+$1,895
cycle +$5,945
[+$1,437…+$1,675] · 100% credit
67%
surv 53%
-$22,467 NOT
cap gain +$8,303
Reliable up-and-out (highest cap still free ≥60%)~$10814 Aug 202619d left+$0.93/sh+$933
cycle +$4,983
[-$165…+$377] · 64% credit
72%
surv 64%
-$18,371 NOT
cap gain +$12,399
Max even-money escape in the band~$11114 Aug 202619d left+$0.23/sh+$230
cycle +$4,280
[-$982…-$358] · 12% credit
75%
surv 69%
-$16,374 NOT
cap gain +$14,396
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)~$1077 Aug 202612d left+$0.02/sh+$19
cycle +$4,069
[-$834…-$406] · 9% credit
72%
surv 64%
-$20,185 NOT
cap gain +$10,585
Safety roll (pay small debit, max POP)~$13314 Aug 202619d left-$3.03/sh-$3,031
cycle +$1,019
[-$5,433…-$4,063]
92%
surv 92%
+$165 SAFE
cap gain +$30,935
budget: banked $4,050 debit $3,031 (75% used ≈ 1.1 wk of income) → whole cycle still +$1,019 cash · rolled 10 ct earn ≈ $1,501/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 ($5,691/mo)+113%
vs normal income ($11,382/mo)107% covered
Net income (after hedge)$12,150/mo
Downside budget
⚠ $102 is $52 below CC-SS $153.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,686
… as % of IC ($53,000)90.0%
… as % of ML ($53,000)90.0%
Recovery months (at normal income)4.2 mo
Surgical close (10 ct)$-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 $104.94 (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)$4,050$-24,362+$6,408+$4,040
+2.5%$104.55 (≤1σ, normal week)$1,500$-24,617+$6,153+$1,490
+5%$107.10 (≤1σ, normal week)$-1,050$-24,872+$5,898-$1,060
SS (= V-bounce)$233.00 (9.2σ)$-126,950$-37,462-$6,692-$93,960
V-BOUNCE STRESS (stock → CC-SS $153.74, where you are whole again, by expiry)
Starting unrealized P&L: $-30,770
+ Fortress recovery (un-capped): +$48,920
− CC assignment net of premium (10 × $102): -$47,686
Total Position P&L @ SS: $-29,536 (+$1,234 vs today)
Do-nothing baseline at SS: $18,160 (this trade vs do-nothing: $-47,696, 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 $-27,541 (+$3,229 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 (40 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 40 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: +$48,920 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $18,160

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1093d24 Jul 2026$0.5910/10$5,900$5,90088%90%+$3,070-$44,14683.3%$-25,996 (vs do-nothing $-44,156)
$11010d31 Jul 2026$2.0710/10$6,210$6,21078%81%+$1,535-$41,66678.6%$-23,516 (vs do-nothing $-41,676)
$1053d24 Jul 2026$1.215/10$6,050$6,06576%80%+$1,630-$23,76344.8%$-5,608 (vs do-nothing $-23,768)
$10910d31 Jul 2026$2.229/10$5,994$5,99776%80%+$1,272-$38,26472.2%$-20,113 (vs do-nothing $-38,273)
$10810d31 Jul 2026$2.408/10$5,760$5,76674%79%+$1,054-$34,66965.4%$-16,516 (vs do-nothing $-34,677)
$10917d7 Aug 2026$3.3510/10$5,912$5,91272%78%+$840-$41,38678.1%$-23,236 (vs do-nothing $-41,396)
$10710d31 Jul 2026$2.648/10$6,336$6,34272%77%+$1,065-$35,27766.6%$-17,124 (vs do-nothing $-35,285)
$10817d7 Aug 2026$3.5510/10$6,265$6,26570%77%+$742-$42,18679.6%$-24,036 (vs do-nothing $-42,196)
$10610d31 Jul 2026$2.957/10$6,195$6,20470%76%+$1,037-$31,35059.2%$-13,197 (vs do-nothing $-31,357)
$10717d7 Aug 2026$3.709/10$5,876$5,87969%76%+$467-$38,73273.1%$-20,581 (vs do-nothing $-38,741)
$10824d14 Aug 2026$4.7510/10$5,938$5,93868%75%+$492-$40,98677.3%$-22,836 (vs do-nothing $-40,996)
$10510d31 Jul 2026$3.107/10$6,510$6,51967%74%+$749-$31,94560.3%$-13,792 (vs do-nothing $-31,952)
$10724d14 Aug 2026$5.109/10$5,738$5,74067%74%+$491-$37,47270.7%$-19,321 (vs do-nothing $-37,481)
Show 27 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10617d7 Aug 2026$4.108/10$5,788$5,79467%74%+$560-$34,90965.9%$-16,756 (vs do-nothing $-34,917)
$10624d14 Aug 2026$5.209/10$5,850$5,85365%73%+$239-$38,28272.2%$-20,131 (vs do-nothing $-38,291)
$10517d7 Aug 2026$4.558/10$6,424$6,43065%73%+$743-$35,34966.7%$-17,196 (vs do-nothing $-35,357)
$10410d31 Jul 2026$3.356/10$6,030$6,04265%73%+$525-$27,83152.5%$-9,677 (vs do-nothing $-27,837)
$10524d14 Aug 2026$5.459/10$6,131$6,13464%72%+$135-$38,95773.5%$-20,806 (vs do-nothing $-38,966)
$10417d7 Aug 2026$4.807/10$5,929$5,93863%73%+$534-$31,45559.3%$-13,302 (vs do-nothing $-31,462)
$10310d31 Jul 2026$3.756/10$6,750$6,76262%72%+$625-$28,19153.2%$-10,037 (vs do-nothing $-28,197)
$10424d14 Aug 2026$5.858/10$5,850$5,85662%72%+$160-$35,10966.2%$-16,956 (vs do-nothing $-35,117)
$10317d7 Aug 2026$5.257/10$6,485$6,49461%71%+$634-$31,84060.1%$-13,687 (vs do-nothing $-31,847)
$10324d14 Aug 2026$6.258/10$6,250$6,25661%71%+$181-$35,58967.1%$-17,436 (vs do-nothing $-35,597)
$10210d31 Jul 2026$4.055/10$6,075$6,09060%70%+$407-$23,84345.0%$-5,688 (vs do-nothing $-23,848)
$10217d7 Aug 2026$5.656/10$5,982$5,99459%70%+$550-$27,65152.2%$-9,497 (vs do-nothing $-27,657)
$10224d14 Aug 2026$6.607/10$5,775$5,78459%70%+$115-$31,59559.6%$-13,442 (vs do-nothing $-31,602)
$10110d31 Jul 2026$4.405/10$6,600$6,61557%69%+$319-$24,16845.6%$-6,013 (vs do-nothing $-24,173)
$10124d14 Aug 2026$6.957/10$6,081$6,09057%69%+$279-$32,05060.5%$-13,897 (vs do-nothing $-32,057)
$10117d7 Aug 2026$5.756/10$6,088$6,10057%69%+$211-$28,19153.2%$-10,037 (vs do-nothing $-28,197)
$10024d14 Aug 2026$7.457/10$6,519$6,52855%69%+$323-$32,40061.1%$-14,247 (vs do-nothing $-32,407)
$10017d7 Aug 2026$6.455/10$5,691$5,70655%68%+$399-$23,64344.6%$-5,488 (vs do-nothing $-23,648)
$9924d14 Aug 2026$7.856/10$5,888$5,90054%68%+$222-$28,13153.1%$-9,977 (vs do-nothing $-28,137)
$9824d14 Aug 2026$8.456/10$6,338$6,35052%67%+$300-$28,37153.5%$-10,217 (vs do-nothing $-28,377)
$98.5010d31 Jul 2026$5.554/10$6,660$6,67850%65%+$234-$19,87437.5%$-1,718 (vs do-nothing $-19,878)
$97.5017d7 Aug 2026$7.505/10$6,618$6,63350%66%+$151-$24,36846.0%$-6,213 (vs do-nothing $-24,373)
$9810d31 Jul 2026$5.804/10$6,960$6,97849%65%+$222-$19,97437.7%$-1,818 (vs do-nothing $-19,978)
$97.5010d31 Jul 2026$5.954/10$7,140$7,15848%64%+$80-$20,11438.0%$-1,958 (vs do-nothing $-20,118)
$98.503d24 Jul 2026$3.202/10$6,400$6,42447%64%+$29-$10,40719.6%$7,751 (vs do-nothing $-10,409)
$983d24 Jul 2026$3.502/10$7,000$7,02445%62%+$77-$10,44719.7%$7,711 (vs do-nothing $-10,449)
$97.503d24 Jul 2026$3.752/10$7,500$7,52442%61%$-6-$10,49719.8%$7,661 (vs do-nothing $-10,499)

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 11:59