FORTRESS FIGHT: MSTR-LC180 @ $101.19

BE SS: $233.00  |  CC-SS: $150.06  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-21 21:43

MSTR-LC180BBC @ $101.19   UNDERWATER $131.81 (56.6% 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: $150.06 (banked floor $149.48)  |  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$12,900/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-28,225fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,450/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$12,900/mo (ATM CC, chain)
IC VELOCITY
4.1 mo to earn back $53,000
ML VELOCITY
4.1 mo to earn back $53,000
Deep drawdown confirmed: a CC at CC-SS $150.06 (probe: $150C 17d) brings only $335/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)
$27,852
was $28,225 · 1% earned back
Cycles closed
3
Credit in flight
$0
CC-SS · banked floor (info)
$150.06 → $149.48
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 24 (live) · RSI 36 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 45 · %B 83 · hist rising (nightly)
LEVELS20W MA (bounce target) $133.97 (+32%) · daily UBB $104.71 · 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 $112 / 3d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($6,450/mo); it brings $6,800/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 × $108/3d for $13,900/mo, but breach risk rises to 22% (+10pp 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 × $114/3d (91% survival, $4,700/mo).
Downside anchor: the primary mortgages $37,377 (71% of IC) ONLY on a full V-bounce all the way to SS $233, recoverable in 2.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-28,290 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 × $112, 88% survival, $6,800/mo (E[net] $2,036/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 × $11288%$6,800$2,036
NEXT FRIDAY31 Jul 2026 · 10d10 × $11379%$6,720$1,253

📅 THIS FRIDAY · 24 Jul 2026 · 3d · E[net] $2,036/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $112 (primary), 88% survival, breach 12%, $6,800/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $114 rung (33% normal) lifts survival to 91% (breach 12% → 9%) for $2,100/mo less (31% income) buys safety you do not really need here.
MSTR  spot $101.19 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $12231 Jul10d20.6%91%18%+10pp$960$2,880-$3,920$27,097
Sell 10 × $122 20.6% OTM over spot $101.19 31 Jul 2026 (10d, $1.05 mid)
= $960 credit for the 10d cycle → $2,880/mo projected
Survival (stays ≤ $122)
91%
Breach risk
9%
POP (stays ≤ $123.05)
92%
EV / mo
+$1,666
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
56% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,880/mo
median; plan ~$1,279/mo after 68% keep · $10,604 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.4-4.5], measured ONLY among the 56% 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)
-$5,173
Free roll-up
+$5/wk
Safest escape (by 14 Aug 2026)
$131 @ 74% POP
67% 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: $8.67/sh now → $6.13 mid-life (likely $5.05–$8.42)≈ $0 at expiry  |  you banked $0.96/sh, so a flat mid-life exit nets -$5.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 396 simulated challenges: the $122 strike is typically first touched on day 7 of 10, at $125 (overshoots $3.43). 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)~$1227 Aug 202612d left+$2.25/sh+$2,254
cycle +$3,214
[+$2,055…+$3,373] · 100% credit
68%
surv 54%
-$14,439 NOT
cap gain +$13,786
Max even-money escape in the band~$13114 Aug 202619d left+$0.46/sh+$456
cycle +$1,416
[-$200…+$1,614] · 68% credit
74%
surv 67%
-$11,762 NOT
cap gain +$16,463
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)~$1277 Aug 202612d left+$0.15/sh+$148
cycle +$1,108
[-$358…+$1,061] · 59% credit
72%
surv 62%
-$14,102 NOT
cap gain +$14,123
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$2,880/mo
vs 50% target ($6,450/mo)-55%
vs normal income ($12,900/mo)22% covered
Net income (after hedge)$2,880/mo
Downside budget
⚠ $122 is $28 below CC-SS $150.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,097
… as % of IC ($53,000)51.1%
… as % of ML ($53,000)51.1%
Recovery months (at normal income)2.1 mo
Surgical close (10 ct)$-28,315
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.96 collected) or spot ≥ $123.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $122)); NOT the premium you collected. Momentum override: two daily closes above $104.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $120.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$121-123.05
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
≥ $123.05
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 0.51 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$122.00 (1.4σ)$960$-16,694+$11,531+$950
+2.5%$125.05 (1.6σ)$-2,090$-18,194+$10,031-$2,100
+5%$128.10 (1.8σ)$-5,140$-19,695+$8,530-$5,150
SS (= V-bounce)$233.00 (8.9σ)$-110,040$-71,306-$43,081-$77,050
V-BOUNCE STRESS (stock → CC-SS $150.06, where you are whole again, by expiry)
Starting unrealized P&L: $-28,225
+ Fortress recovery (un-capped): +$24,824
− CC assignment net of premium (10 × $122): -$27,097
Total Position P&L @ SS: $-30,498 ($-2,273 vs today)
Do-nothing baseline at SS: $-3,391 (this trade vs do-nothing: $-27,107, the opportunity cost of earning $2,880/mo FIGHT income now)
BB-reversion stress (→ $133.97 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,010, position total $-22,583 (+$5,642 vs today)
33% normal10 × $11424 Jul3d12.7%91%18%+18pp$470$4,700-$2,100$35,587
Sell 10 × $114 12.7% OTM over spot $101.19 24 Jul 2026 (3d, $0.52 mid)
= $470 credit for the 3d cycle → $4,700/mo projected
Survival (stays ≤ $114)
91%
Breach risk
9%
POP (stays ≤ $114.53)
92%
EV / mo
+$2,580
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+18pp
65% whole by 9mo vs 47% doing nothing
FIRE DRILLS
~1.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,148/mo
median; plan ~$2,141/mo after 68% keep · $14,009 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.2-4.2], 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)
10%
Flat exit net (mid-life)
-$2,838
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$138 @ 85% POP
83% 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: $4.68/sh now → $3.31 mid-life (likely $3.13–$6.28)≈ $0 at expiry  |  you banked $0.47/sh, so a flat mid-life exit nets -$2.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 305 simulated challenges: the $114 strike is typically first touched on day 2 of 3, at $117 (overshoots $3.50). 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)~$11431 Jul 20268d left+$3.27/sh+$3,268
cycle +$3,738
[+$2,918…+$3,678] · 100% credit
68%
surv 53%
-$17,979 NOT
cap gain +$10,246
Max even-money escape in the band~$13314 Aug 202622d left+$0.86/sh+$859
cycle +$1,329
[-$455…+$1,240] · 63% credit
82%
surv 78%
-$10,833 NOT
cap gain +$17,392
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)~$12331 Jul 20268d left+$0.24/sh+$244
cycle +$714
[-$883…+$517] · 46% credit
79%
surv 72%
-$16,529 NOT
cap gain +$11,696
Safety roll (pay small debit, max POP)~$13814 Aug 202622d left-$0.30/sh-$300
cycle +$170
[-$1,984…+$14] · 26% credit
85%
surv 83%
-$9,452 NOT
cap gain +$18,773
budget: banked $470 debit $300 (64% used ≈ 0.3 wk of income) → whole cycle still +$170 cash · rolled 10 ct earn ≈ $4,102/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$4,700/mo
vs 50% target ($6,450/mo)-27%
vs normal income ($12,900/mo)36% covered
Net income (after hedge)$4,700/mo
Downside budget
⚠ $114 is $36 below CC-SS $150.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,587
… as % of IC ($53,000)67.1%
… as % of ML ($53,000)67.1%
Recovery months (at normal income)2.8 mo
Surgical close (10 ct)$-28,280
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.47 collected) or spot ≥ $114.53 (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 $104.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $112.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$113-114.53
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
≥ $114.53
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 0.51 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$114.00 (1.6σ)$470$-21,248+$6,977+$460
+2.5%$116.85 (1.9σ)$-2,380$-22,650+$5,575-$2,390
+5%$119.70 (2.3σ)$-5,230$-24,052+$4,173-$5,240
SS (= V-bounce)$233.00 (16.2σ)$-118,530$-79,796-$51,571-$85,540
V-BOUNCE STRESS (stock → CC-SS $150.06, where you are whole again, by expiry)
Starting unrealized P&L: $-28,225
+ Fortress recovery (un-capped): +$24,824
− CC assignment net of premium (10 × $114): -$35,587
Total Position P&L @ SS: $-38,988 ($-10,763 vs today)
Do-nothing baseline at SS: $-3,391 (this trade vs do-nothing: $-35,597, the opportunity cost of earning $4,700/mo FIGHT income now)
BB-reversion stress (→ $133.97 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$19,500, position total $-31,073 ($-2,848 vs today)
🎯 50% normal10 × $11224 Jul3d10.7%88%15%+21pp$680$6,800$37,377
Sell 10 × $112 10.7% OTM over spot $101.19 24 Jul 2026 (3d, $0.75 mid)
= $680 credit for the 3d cycle → $6,800/mo projected
Survival (stays ≤ $112)
88%
Breach risk
12%
POP (stays ≤ $112.75)
89%
EV / mo
+$3,370
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+21pp
64% whole by 9mo vs 43% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,959/mo
median; plan ~$2,692/mo after 68% keep · $19,751 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.1-4.8], 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)
15%
Flat exit net (mid-life)
-$2,539
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$136 @ 85% POP
83% 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: $4.55/sh now → $3.22 mid-life (likely $3.12–$5.88)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets -$2.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 444 simulated challenges: the $112 strike is typically first touched on day 2 of 3, at $115 (overshoots $3.19). 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+$3.18/sh+$3,175
cycle +$3,855
[+$2,814…+$3,574] · 100% credit
68%
surv 53%
-$18,878 NOT
cap gain +$9,347
Max even-money escape in the band~$13114 Aug 202622d left+$0.72/sh+$715
cycle +$1,395
[-$541…+$1,030] · 61% credit
82%
surv 79%
-$11,783 NOT
cap gain +$16,442
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)~$12131 Jul 20268d left+$0.16/sh+$162
cycle +$842
[-$879…+$389] · 45% credit
79%
surv 73%
-$17,416 NOT
cap gain +$10,809
Safety roll (pay small debit, max POP)~$13614 Aug 202622d left-$0.40/sh-$403
cycle +$277
[-$1,981…-$157] · 18% credit
85%
surv 83%
-$10,361 NOT
cap gain +$17,864
budget: banked $680 debit $403 (59% used ≈ 0.3 wk of income) → whole cycle still +$277 cash · rolled 10 ct earn ≈ $3,840/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$6,800/mo
vs 50% target ($6,450/mo)+5%
vs normal income ($12,900/mo)53% covered
Net income (after hedge)$6,800/mo
Downside budget
⚠ $112 is $38 below CC-SS $150.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,377
… as % of IC ($53,000)70.5%
… as % of ML ($53,000)70.5%
Recovery months (at normal income)2.9 mo
Surgical close (10 ct)$-28,290
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 ≥ $112.75 (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 $104.71 (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
$111-112.75
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
≥ $112.75
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 0.51 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$112.00 (1.3σ)$680$-22,054+$6,171+$670
+2.5%$114.80 (1.7σ)$-2,120$-23,431+$4,794-$2,130
+5%$117.60 (2.0σ)$-4,920$-24,809+$3,416-$4,930
SS (= V-bounce)$233.00 (16.2σ)$-120,320$-81,586-$53,361-$87,330
V-BOUNCE STRESS (stock → CC-SS $150.06, where you are whole again, by expiry)
Starting unrealized P&L: $-28,225
+ Fortress recovery (un-capped): +$24,824
− CC assignment net of premium (10 × $112): -$37,377
Total Position P&L @ SS: $-40,778 ($-12,553 vs today)
Do-nothing baseline at SS: $-3,391 (this trade vs do-nothing: $-37,387, the opportunity cost of earning $6,800/mo FIGHT income now)
BB-reversion stress (→ $133.97 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$21,290, position total $-32,863 ($-4,638 vs today)
100% normal10 × $10824 Jul3d6.7%78%45%+30pp$1,390$13,900+$7,100$40,667
Sell 10 × $108 6.7% OTM over spot $101.19 24 Jul 2026 (3d, $1.46 mid)
= $1,390 credit for the 3d cycle → $13,900/mo projected
Survival (stays ≤ $108)
78%
Breach risk
22%
POP (stays ≤ $109.45)
82%
EV / mo
+$5,396
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+30pp
78% whole by 9mo vs 47% doing nothing
FIRE DRILLS
~4.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,686/mo
median; plan ~$4,546/mo after 68% keep · $21,071 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [1.2-3.7], 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)
29%
Flat exit net (mid-life)
-$1,654
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$137 @ 89% POP
88% 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: $4.30/sh now → $3.04 mid-life (likely $3.52–$5.88)≈ $0 at expiry  |  you banked $1.39/sh, so a flat mid-life exit nets -$1.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 868 simulated challenges: the $108 strike is typically first touched on day 2 of 3, at $111 (overshoots $3.16). 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)~$10831 Jul 20268d left+$2.99/sh+$2,994
cycle +$4,384
[+$2,532…+$3,304] · 100% credit
68%
surv 53%
-$20,382 NOT
cap gain +$7,843
Reliable up-and-out (highest cap still free ≥60%)~$12214 Aug 202622d left+$1.16/sh+$1,159
cycle +$2,549
[-$186…+$1,204] · 70% credit
79%
surv 74%
-$15,201 NOT
cap gain +$13,024
Max even-money escape in the band~$12714 Aug 202622d left+$0.44/sh+$442
cycle +$1,832
[-$1,043…+$425] · 39% credit
83%
surv 80%
-$13,378 NOT
cap gain +$14,847
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+$0.01/sh+$6
cycle +$1,396
[-$1,205…-$37] · 24% credit
79%
surv 74%
-$18,894 NOT
cap gain +$9,331
Safety roll (pay small debit, max POP)~$13714 Aug 202622d left-$1.23/sh-$1,232
cycle +$158
[-$3,260…-$1,448]
89%
surv 88%
-$9,972 NOT
cap gain +$18,253
budget: banked $1,390 debit $1,232 (89% used ≈ 0.4 wk of income) → whole cycle still +$158 cash · rolled 10 ct earn ≈ $2,471/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$13,900/mo
vs 50% target ($6,450/mo)+116%
vs normal income ($12,900/mo)108% covered
Net income (after hedge)$13,900/mo
Downside budget
⚠ $108 is $42 below CC-SS $150.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,667
… as % of IC ($53,000)76.7%
… as % of ML ($53,000)76.7%
Recovery months (at normal income)3.2 mo
Surgical close (10 ct)$-28,290
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 ≥ $109.45 (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 $104.71 (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
$107-109.45
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
≥ $109.45
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 0.51 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$108.00 (≤1σ, normal week)$1,390$-23,376+$4,849+$1,380
+2.5%$110.70 (1.2σ)$-1,310$-24,704+$3,521-$1,320
+5%$113.40 (1.5σ)$-4,010$-26,032+$2,193-$4,020
SS (= V-bounce)$233.00 (16.2σ)$-123,610$-84,876-$56,651-$90,620
V-BOUNCE STRESS (stock → CC-SS $150.06, where you are whole again, by expiry)
Starting unrealized P&L: $-28,225
+ Fortress recovery (un-capped): +$24,824
− CC assignment net of premium (10 × $108): -$40,667
Total Position P&L @ SS: $-44,068 ($-15,843 vs today)
Do-nothing baseline at SS: $-3,391 (this trade vs do-nothing: $-40,677, the opportunity cost of earning $13,900/mo FIGHT income now)
BB-reversion stress (→ $133.97 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$24,580, position total $-36,153 ($-7,928 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] $1,253/mo

🎯 Engine pick: sell 10 × $113 (primary), 79% survival, breach 21%, $6,720/mo.
⚖️ Worth a safer step: the $117 rung (33% normal) lifts survival to 85% (breach 21% → 15%) for $2,040/mo less (30% 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 $117 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $101.19 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $12231 Jul10d20.6%91%18%+10pp$960$2,880-$3,840$27,097
Sell 10 × $122 20.6% OTM over spot $101.19 31 Jul 2026 (10d, $1.05 mid)
= $960 credit for the 10d cycle → $2,880/mo projected
Survival (stays ≤ $122)
91%
Breach risk
9%
POP (stays ≤ $123.05)
92%
EV / mo
+$1,666
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
56% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,880/mo
median; plan ~$1,279/mo after 68% keep · $10,604 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.4-4.5], measured ONLY among the 56% 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)
-$5,173
Free roll-up
+$5/wk
Safest escape (by 14 Aug 2026)
$131 @ 74% POP
67% 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: $8.67/sh now → $6.13 mid-life (likely $5.05–$8.42)≈ $0 at expiry  |  you banked $0.96/sh, so a flat mid-life exit nets -$5.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 396 simulated challenges: the $122 strike is typically first touched on day 7 of 10, at $125 (overshoots $3.43). 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)~$1227 Aug 202612d left+$2.25/sh+$2,254
cycle +$3,214
[+$2,055…+$3,373] · 100% credit
68%
surv 54%
-$14,439 NOT
cap gain +$13,786
Max even-money escape in the band~$13114 Aug 202619d left+$0.46/sh+$456
cycle +$1,416
[-$200…+$1,614] · 68% credit
74%
surv 67%
-$11,762 NOT
cap gain +$16,463
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)~$1277 Aug 202612d left+$0.15/sh+$148
cycle +$1,108
[-$358…+$1,061] · 59% credit
72%
surv 62%
-$14,102 NOT
cap gain +$14,123
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$2,880/mo
vs 50% target ($6,450/mo)-55%
vs normal income ($12,900/mo)22% covered
Net income (after hedge)$2,880/mo
Downside budget
⚠ $122 is $28 below CC-SS $150.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,097
… as % of IC ($53,000)51.1%
… as % of ML ($53,000)51.1%
Recovery months (at normal income)2.1 mo
Surgical close (10 ct)$-28,315
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.96 collected) or spot ≥ $123.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $122)); NOT the premium you collected. Momentum override: two daily closes above $104.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $120.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$121-123.05
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
≥ $123.05
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 0.51 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$122.00 (1.4σ)$960$-16,694+$11,531+$950
+2.5%$125.05 (1.6σ)$-2,090$-18,194+$10,031-$2,100
+5%$128.10 (1.8σ)$-5,140$-19,695+$8,530-$5,150
SS (= V-bounce)$233.00 (8.9σ)$-110,040$-71,306-$43,081-$77,050
V-BOUNCE STRESS (stock → CC-SS $150.06, where you are whole again, by expiry)
Starting unrealized P&L: $-28,225
+ Fortress recovery (un-capped): +$24,824
− CC assignment net of premium (10 × $122): -$27,097
Total Position P&L @ SS: $-30,498 ($-2,273 vs today)
Do-nothing baseline at SS: $-3,391 (this trade vs do-nothing: $-27,107, the opportunity cost of earning $2,880/mo FIGHT income now)
BB-reversion stress (→ $133.97 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,010, position total $-22,583 (+$5,642 vs today)
33% normal ← lean10 × $11731 Jul10d15.6%85%32%+15pp$1,560$4,680-$2,040$31,497
Sell 10 × $117 15.6% OTM over spot $101.19 31 Jul 2026 (10d, $1.64 mid)
= $1,560 credit for the 10d cycle → $4,680/mo projected
Survival (stays ≤ $117)
85%
Breach risk
15%
POP (stays ≤ $118.64)
87%
EV / mo
+$1,853
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
55% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,428/mo
median; plan ~$1,651/mo after 68% keep · $14,166 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.5-4.2], measured ONLY among the 55% 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)
24%
Flat exit net (mid-life)
-$4,177
Free roll-up
+$5/wk
Safest escape (by 14 Aug 2026)
$131 @ 78% POP
73% 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: $8.11/sh now → $5.74 mid-life (likely $5.34–$8.35)≈ $0 at expiry  |  you banked $1.56/sh, so a flat mid-life exit nets -$4.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 710 simulated challenges: the $117 strike is typically first touched on day 6 of 10, at $120 (overshoots $3.15). 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)~$1177 Aug 202612d left+$2.10/sh+$2,103
cycle +$3,663
[+$1,694…+$2,882] · 100% credit
68%
surv 53%
-$16,530 NOT
cap gain +$11,695
Reliable up-and-out (highest cap still free ≥60%)~$12414 Aug 202619d left+$0.63/sh+$630
cycle +$2,190
[-$262…+$1,354] · 62% credit
73%
surv 64%
-$14,544 NOT
cap gain +$13,681
Max even-money escape in the band~$12614 Aug 202619d left+$0.24/sh+$237
cycle +$1,797
[-$680…+$923] · 47% credit
75%
surv 67%
-$13,921 NOT
cap gain +$14,304
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)~$1227 Aug 202612d left+$0.02/sh+$16
cycle +$1,576
[-$665…+$550] · 41% credit
72%
surv 63%
-$16,174 NOT
cap gain +$12,051
Safety roll (pay small debit, max POP)~$13114 Aug 202619d left-$1.21/sh-$1,215
cycle +$345
[-$2,384…-$690] · 15% credit
78%
surv 73%
-$12,833 NOT
cap gain +$15,392
budget: banked $1,560 debit $1,215 (78% used ≈ 1.1 wk of income) → whole cycle still +$345 cash · rolled 10 ct earn ≈ $7,140/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$4,680/mo
vs 50% target ($6,450/mo)-27%
vs normal income ($12,900/mo)36% covered
Net income (after hedge)$4,680/mo
Downside budget
⚠ $117 is $33 below CC-SS $150.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,497
… as % of IC ($53,000)59.4%
… as % of ML ($53,000)59.4%
Recovery months (at normal income)2.4 mo
Surgical close (10 ct)$-28,305
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.39/sh (~25% of the $1.56 collected) or spot ≥ $118.64 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $117)); NOT the premium you collected. Momentum override: two daily closes above $104.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $115.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$116-118.64
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
≥ $118.64
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 0.51 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$117.00 (1.1σ)$1,560$-18,634+$9,591+$1,550
+2.5%$119.92 (1.3σ)$-1,365$-20,073+$8,152-$1,375
+5%$122.85 (1.5σ)$-4,290$-21,512+$6,713-$4,300
SS (= V-bounce)$233.00 (8.9σ)$-114,440$-75,706-$47,481-$81,450
V-BOUNCE STRESS (stock → CC-SS $150.06, where you are whole again, by expiry)
Starting unrealized P&L: $-28,225
+ Fortress recovery (un-capped): +$24,824
− CC assignment net of premium (10 × $117): -$31,497
Total Position P&L @ SS: $-34,898 ($-6,673 vs today)
Do-nothing baseline at SS: $-3,391 (this trade vs do-nothing: $-31,507, the opportunity cost of earning $4,680/mo FIGHT income now)
BB-reversion stress (→ $133.97 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$15,410, position total $-26,983 (+$1,242 vs today)
🎯 50% normal10 × $11331 Jul10d11.7%79%34%+18pp$2,240$6,720$34,817
Sell 10 × $113 11.7% OTM over spot $101.19 31 Jul 2026 (10d, $2.35 mid)
= $2,240 credit for the 10d cycle → $6,720/mo projected
Survival (stays ≤ $113)
79%
Breach risk
21%
POP (stays ≤ $115.35)
83%
EV / mo
+$2,271
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+18pp
63% whole by 9mo vs 45% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,153/mo
median; plan ~$2,144/mo after 68% keep · $16,706 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.4-4.4], 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)
34%
Flat exit net (mid-life)
-$3,189
Free roll-up
+$4/wk
Safest escape (by 14 Aug 2026)
$132 @ 83% POP
80% 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: $7.67/sh now → $5.43 mid-life (likely $5.58–$8.53)≈ $0 at expiry  |  you banked $2.24/sh, so a flat mid-life exit nets -$3.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,007 simulated challenges: the $113 strike is typically first touched on day 5 of 10, at $116 (overshoots $3.03). 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)~$1137 Aug 202612d left+$1.99/sh+$1,986
cycle +$4,226
[+$1,429…+$2,432] · 100% credit
68%
surv 53%
-$17,999 NOT
cap gain +$10,226
Reliable up-and-out (highest cap still free ≥60%)~$11814 Aug 202619d left+$1.08/sh+$1,080
cycle +$3,320
[+$15…+$1,408] · 75% credit
71%
surv 62%
-$16,462 NOT
cap gain +$11,763
Up-and-out for even (raise the cap, free)~$1177 Aug 202612d left+$0.37/sh+$369
cycle +$2,609
[-$402…+$598] · 49% credit
72%
surv 61%
-$17,681 NOT
cap gain +$10,544
Max even-money escape in the band~$12214 Aug 202619d left+$0.07/sh+$71
cycle +$2,311
[-$1,088…+$313] · 32% credit
75%
surv 68%
-$15,439 NOT
cap gain +$12,786
SS $233 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$13214 Aug 202619d left-$2.06/sh-$2,060
cycle +$180
[-$3,624…-$1,984] · 4% credit
83%
surv 80%
-$12,490 NOT
cap gain +$15,735
budget: banked $2,240 debit $2,060 (92% used ≈ 1.3 wk of income) → whole cycle still +$180 cash · rolled 10 ct earn ≈ $5,318/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$6,720/mo
vs 50% target ($6,450/mo)+4%
vs normal income ($12,900/mo)52% covered
Net income (after hedge)$6,720/mo
Downside budget
⚠ $113 is $37 below CC-SS $150.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,817
… as % of IC ($53,000)65.7%
… as % of ML ($53,000)65.7%
Recovery months (at normal income)2.7 mo
Surgical close (10 ct)$-28,335
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.56/sh (~25% of the $2.24 collected) or spot ≥ $115.35 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $113)); NOT the premium you collected. Momentum override: two daily closes above $104.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $111.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$112-115.35
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
≥ $115.35
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 0.51 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$113.00 (≤1σ, normal week)$2,240$-19,986+$8,239+$2,230
+2.5%$115.82 (≤1σ, normal week)$-585$-21,375+$6,850-$595
+5%$118.65 (1.2σ)$-3,410$-22,765+$5,460-$3,420
SS (= V-bounce)$233.00 (8.9σ)$-117,760$-79,026-$50,801-$84,770
V-BOUNCE STRESS (stock → CC-SS $150.06, where you are whole again, by expiry)
Starting unrealized P&L: $-28,225
+ Fortress recovery (un-capped): +$24,824
− CC assignment net of premium (10 × $113): -$34,817
Total Position P&L @ SS: $-38,218 ($-9,993 vs today)
Do-nothing baseline at SS: $-3,391 (this trade vs do-nothing: $-34,827, the opportunity cost of earning $6,720/mo FIGHT income now)
BB-reversion stress (→ $133.97 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$18,730, position total $-30,303 ($-2,078 vs today)
100% normal10 × $10531 Jul10d3.8%63%79%+26pp$4,350$13,050+$6,330$40,707
Sell 10 × $105 3.8% OTM over spot $101.19 31 Jul 2026 (10d, $4.55 mid)
= $4,350 credit for the 10d cycle → $13,050/mo projected
Survival (stays ≤ $105)
63%
Breach risk
37%
POP (stays ≤ $109.55)
73%
EV / mo
+$2,508
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+26pp
68% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~4.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,404/mo
median; plan ~$2,994/mo after 68% keep · $21,253 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.3-4.6], 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)
64%
Flat exit net (mid-life)
-$486
Free roll-up
+$4/wk
Safest escape (by 14 Aug 2026)
$134 @ 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.84/sh now → $4.84 mid-life (likely $6.32–$8.59)≈ $0 at expiry  |  you banked $4.35/sh, so a flat mid-life exit nets -$0.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,924 simulated challenges: the $105 strike is typically first touched on day 3 of 10, at $108 (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)~$1057 Aug 202612d left+$1.76/sh+$1,761
cycle +$6,111
[+$1,030…+$1,507] · 100% credit
68%
surv 53%
-$20,178 NOT
cap gain +$8,047
Reliable up-and-out (highest cap still free ≥60%)~$10914 Aug 202619d left+$1.21/sh+$1,211
cycle +$5,561
[-$76…+$677] · 70% credit
71%
surv 61%
-$18,793 NOT
cap gain +$9,432
Up-and-out for even (raise the cap, free)~$1097 Aug 202612d left+$0.16/sh+$158
cycle +$4,508
[-$834…-$269] · 16% credit
72%
surv 62%
-$19,846 NOT
cap gain +$8,379
Max even-money escape in the band~$11214 Aug 202619d left+$0.17/sh+$170
cycle +$4,520
[-$1,318…-$460] · 15% credit
74%
surv 66%
-$18,310 NOT
cap gain +$9,915
SS $233 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$13414 Aug 202619d left-$3.62/sh-$3,625
cycle +$725
[-$6,350…-$4,727]
91%
surv 90%
-$10,929 NOT
cap gain +$17,296
budget: banked $4,350 debit $3,625 (83% used ≈ 1.2 wk of income) → whole cycle still +$725 cash · rolled 10 ct earn ≈ $1,913/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$13,050/mo
vs 50% target ($6,450/mo)+102%
vs normal income ($12,900/mo)101% covered
Net income (after hedge)$13,050/mo
Downside budget
⚠ $105 is $45 below CC-SS $150.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,707
… as % of IC ($53,000)76.8%
… as % of ML ($53,000)76.8%
Recovery months (at normal income)3.2 mo
Surgical close (10 ct)$-28,425
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.09/sh (~25% of the $4.35 collected) or spot ≥ $109.55 (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 $104.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $103.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$104-109.55
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
≥ $109.55
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 0.51 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (≤1σ, normal week)$4,350$-21,940+$6,285+$4,340
+2.5%$107.62 (≤1σ, normal week)$1,725$-23,231+$4,994+$1,715
+5%$110.25 (≤1σ, normal week)$-900$-24,523+$3,702-$910
SS (= V-bounce)$233.00 (8.9σ)$-123,650$-84,916-$56,691-$90,660
V-BOUNCE STRESS (stock → CC-SS $150.06, where you are whole again, by expiry)
Starting unrealized P&L: $-28,225
+ Fortress recovery (un-capped): +$24,824
− CC assignment net of premium (10 × $105): -$40,707
Total Position P&L @ SS: $-44,108 ($-15,883 vs today)
Do-nothing baseline at SS: $-3,391 (this trade vs do-nothing: $-40,717, the opportunity cost of earning $13,050/mo FIGHT income now)
BB-reversion stress (→ $133.97 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$24,620, position total $-36,193 ($-7,968 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 (47 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 47 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: 0.508 (IBKR)  |  Recovery@SS: +$24,824 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,391

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1123d24 Jul 2026$0.6810/10$6,800$6,80088%89%+$3,370-$37,37770.5%$-40,778 (vs do-nothing $-37,387)
$1113d24 Jul 2026$0.828/10$6,560$6,56686%88%+$3,088-$30,59057.7%$-33,988 (vs do-nothing $-30,598)
$1103d24 Jul 2026$0.997/10$6,930$6,93984%86%+$3,105-$27,34751.6%$-30,744 (vs do-nothing $-27,354)
$1093d24 Jul 2026$1.176/10$7,020$7,03281%84%+$2,916-$23,93245.2%$-27,329 (vs do-nothing $-23,938)
$11310d31 Jul 2026$2.2410/10$6,720$6,72079%83%+$2,271-$34,81765.7%$-38,218 (vs do-nothing $-34,827)
$1083d24 Jul 2026$1.395/10$6,950$6,96578%82%+$2,698-$20,33438.4%$-23,729 (vs do-nothing $-20,339)
$11210d31 Jul 2026$2.479/10$6,669$6,67277%82%+$2,190-$32,02860.4%$-35,428 (vs do-nothing $-32,037)
$11110d31 Jul 2026$2.708/10$6,480$6,48676%80%+$2,032-$29,08654.9%$-32,484 (vs do-nothing $-29,094)
$1073d24 Jul 2026$1.624/10$6,480$6,49875%80%+$2,281-$16,57531.3%$-19,969 (vs do-nothing $-16,579)
$11010d31 Jul 2026$2.958/10$7,080$7,08674%79%+$2,114-$29,68656.0%$-33,084 (vs do-nothing $-29,694)
$10910d31 Jul 2026$3.008/10$7,200$7,20672%78%+$1,663-$30,44657.4%$-33,844 (vs do-nothing $-30,454)
$1063d24 Jul 2026$1.904/10$7,600$7,61871%78%+$2,457-$16,86331.8%$-20,257 (vs do-nothing $-16,867)
$11017d7 Aug 2026$4.0010/10$7,059$7,05970%77%+$1,401-$36,05768.0%$-39,458 (vs do-nothing $-36,067)
Show 34 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10810d31 Jul 2026$3.257/10$6,825$6,83470%77%+$1,430-$27,16551.3%$-30,562 (vs do-nothing $-27,172)
$10917d7 Aug 2026$4.259/10$6,750$6,75369%76%+$1,216-$33,12662.5%$-36,526 (vs do-nothing $-33,135)
$1053d24 Jul 2026$2.213/10$6,630$6,65168%76%+$1,943-$12,85424.3%$-16,248 (vs do-nothing $-12,857)
$10710d31 Jul 2026$3.557/10$7,455$7,46467%75%+$1,457-$27,65552.2%$-31,052 (vs do-nothing $-27,662)
$10817d7 Aug 2026$4.608/10$6,494$6,50067%75%+$1,152-$29,96656.5%$-33,364 (vs do-nothing $-29,974)
$10824d14 Aug 2026$5.4510/10$6,812$6,81266%74%+$731-$36,60769.1%$-40,008 (vs do-nothing $-36,617)
$10717d7 Aug 2026$4.958/10$6,988$6,99465%74%+$1,192-$30,48657.5%$-33,884 (vs do-nothing $-30,494)
$10610d31 Jul 2026$3.906/10$7,020$7,03265%74%+$1,313-$24,09445.5%$-27,491 (vs do-nothing $-24,100)
$10724d14 Aug 2026$5.759/10$6,469$6,47264%74%+$614-$33,57663.4%$-36,976 (vs do-nothing $-33,585)
$1043d24 Jul 2026$2.563/10$7,680$7,70164%74%+$2,032-$13,04924.6%$-16,443 (vs do-nothing $-13,052)
$10617d7 Aug 2026$5.357/10$6,609$6,61863%73%+$1,112-$27,09551.1%$-30,492 (vs do-nothing $-27,102)
$10510d31 Jul 2026$4.355/10$6,525$6,54063%73%+$1,254-$20,35438.4%$-23,749 (vs do-nothing $-20,359)
$10624d14 Aug 2026$6.059/10$6,806$6,80963%73%+$548-$34,20664.5%$-37,606 (vs do-nothing $-34,215)
$10517d7 Aug 2026$5.807/10$7,165$7,17461%72%+$1,214-$27,48051.8%$-30,877 (vs do-nothing $-27,487)
$10524d14 Aug 2026$6.508/10$6,500$6,50661%72%+$558-$30,84658.2%$-34,244 (vs do-nothing $-30,854)
$10410d31 Jul 2026$4.705/10$7,050$7,06560%72%+$1,220-$20,67939.0%$-24,074 (vs do-nothing $-20,684)
$1033d24 Jul 2026$2.943/10$8,820$8,84160%72%+$2,070-$13,23525.0%$-16,629 (vs do-nothing $-13,238)
$10417d7 Aug 2026$6.106/10$6,459$6,47159%71%+$943-$23,97445.2%$-27,371 (vs do-nothing $-23,980)
$10424d14 Aug 2026$7.607/10$6,650$6,65959%71%+$1,101-$26,92050.8%$-30,317 (vs do-nothing $-26,927)
$10310d31 Jul 2026$5.105/10$7,650$7,66558%70%+$1,214-$20,97939.6%$-24,374 (vs do-nothing $-20,984)
$10324d14 Aug 2026$7.358/10$7,350$7,35658%70%+$588-$31,76659.9%$-35,164 (vs do-nothing $-31,774)
$10317d7 Aug 2026$6.606/10$6,988$7,00057%70%+$1,031-$24,27445.8%$-27,671 (vs do-nothing $-24,280)
$10224d14 Aug 2026$7.757/10$6,781$6,79056%69%+$478-$28,21553.2%$-31,612 (vs do-nothing $-28,222)
$10217d7 Aug 2026$7.006/10$7,412$7,42455%69%+$985-$24,63446.5%$-28,031 (vs do-nothing $-24,640)
$1023d24 Jul 2026$3.203/10$9,600$9,62155%69%+$1,598-$13,45725.4%$-16,851 (vs do-nothing $-13,460)
$10210d31 Jul 2026$5.554/10$6,660$6,67855%69%+$988-$17,00332.1%$-20,397 (vs do-nothing $-17,007)
$10124d14 Aug 2026$8.207/10$7,175$7,18454%69%+$465-$28,60054.0%$-31,997 (vs do-nothing $-28,607)
$10117d7 Aug 2026$7.505/10$6,618$6,63353%69%+$849-$20,77939.2%$-24,174 (vs do-nothing $-20,784)
$10110d31 Jul 2026$6.004/10$7,200$7,21852%68%+$965-$17,22332.5%$-20,617 (vs do-nothing $-17,227)
$10024d14 Aug 2026$9.106/10$6,825$6,83752%68%+$709-$24,57446.4%$-27,971 (vs do-nothing $-24,580)
$10017d7 Aug 2026$7.955/10$7,015$7,03051%67%+$809-$21,05439.7%$-24,449 (vs do-nothing $-21,059)
$1013d24 Jul 2026$3.702/10$7,400$7,42451%67%+$1,126-$9,07117.1%$-12,464 (vs do-nothing $-9,073)
$10010d31 Jul 2026$6.754/10$8,100$8,11850%67%+$1,263-$17,32332.7%$-20,717 (vs do-nothing $-17,327)
$1003d24 Jul 2026$4.202/10$8,400$8,42446%65%+$1,080-$9,17117.3%$-12,564 (vs do-nothing $-9,173)

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 21:43