FORTRESS FIGHT: MSTR-LC180 @ $92.75

BE SS: $233.00  |  CC-SS: $148.34  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-23 23:50

MSTR-LC180BBC @ $92.75   UNDERWATER $140.25 (60.2% below BE SS)

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

10 contracts (1,000 sh)  |  BE SS: $233.00  |  CC-SS: $148.34 (banked floor $146.54)  |  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$12,500/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-31,300fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,250/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$12,500/mo (ATM CC, chain)
IC VELOCITY
4.2 mo to earn back $53,000
ML VELOCITY
4.2 mo to earn back $53,000
Deep drawdown confirmed: a CC at CC-SS $148.34 (probe: $150C 15d) brings only $200/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
$1,166
Hole (after banked)
$30,134
was $31,300 · 4% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$148.34 → $146.54
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 17 (live) · RSI 34 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 39 · %B 37 · hist falling (nightly)
LEVELS20W MA (bounce target) $133.71 (+44%) · daily UBB $104.22 · 1-wk expected move ±$11 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 9 contracts at $101 / 8d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($6,250/mo); it brings $6,412/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 9 × $95/8d for $12,656/mo, but breach risk rises to 40% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 10 × $109/8d (91% survival, $2,475/mo).
Downside anchor: the primary mortgages $40,896 (77% of IC) ONLY on a full V-bounce all the way to SS $233, recoverable in 3.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 9 contracts realizes $-28,220 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: NEXT FRIDAY · 31 Jul 2026 (8d) · sell 9 × $101, 77% survival, $6,412/mo (E[net] $1,388/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆31 Jul 2026 · 8d9 × $10177%$6,412$1,388

📅 NEXT FRIDAY · 31 Jul 2026 · 8d · E[net] $1,388/mo 🏆 GRAND PICK

🎯 Engine pick: sell 9 × $101 (primary), 77% survival, breach 23%, $6,412/mo.
⚖️ Worth a safer step: the $104 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $2,126/mo less (33% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $104 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $92.75 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $10931 Jul8d17.5%91%20%+12pp$660$2,475-$3,938$38,680
Sell 10 × $109 17.5% OTM over spot $92.75 31 Jul 2026 (8d, $0.74 mid)
= $660 credit for the 8d cycle → $2,475/mo projected
Survival (stays ≤ $109)
91%
Breach risk
9%
POP (stays ≤ $109.73)
91%
EV / mo
+$1,170
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
49% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,537/mo
median; plan ~$1,045/mo after 68% keep · $10,423 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [2.0-5.5], measured ONLY among the 49% 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)
-$3,948
Free roll-up
+$6/wk
Safest escape (by 14 Aug 2026)
$122 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.51/sh now → $4.61 mid-life (likely $3.59–$6.61)≈ $0 at expiry  |  you banked $0.66/sh, so a flat mid-life exit nets -$3.95/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 380 simulated challenges: the $109 strike is typically first touched on day 6 of 8, at $112 (overshoots $2.89). 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)~$1097 Aug 202611d left+$2.48/sh+$2,483
cycle +$3,143
[+$2,428…+$3,648] · 100% credit
68%
surv 53%
-$20,436 NOT
cap gain +$10,864
Reliable up-and-out (highest cap still free ≥60%)~$11814 Aug 202618d left+$0.70/sh+$701
cycle +$1,361
[+$222…+$1,777] · 81% credit
76%
surv 69%
-$17,821 NOT
cap gain +$13,479
Max even-money escape in the band~$11914 Aug 202618d left+$0.17/sh+$172
cycle +$832
[-$429…+$1,205] · 59% credit
77%
surv 71%
-$17,875 NOT
cap gain +$13,425
SS $233 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1157 Aug 202611d left+$0.05/sh+$51
cycle +$711
[-$411…+$868] · 56% credit
74%
surv 66%
-$20,134 NOT
cap gain +$11,166
Safety roll (pay small debit, max POP)~$12214 Aug 202618d left-$0.41/sh-$406
cycle +$254
[-$1,087…+$546] · 38% credit
80%
surv 75%
-$17,029 NOT
cap gain +$14,271
budget: banked $660 debit $406 (62% used ≈ 0.7 wk of income) → whole cycle still +$254 cash · rolled 10 ct earn ≈ $7,003/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,475/mo
vs 50% target ($6,250/mo)-60%
vs normal income ($12,500/mo)20% covered
Net income (after hedge)$2,475/mo
Downside budget
⚠ $109 is $39 below CC-SS $148.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,680
… as % of IC ($53,000)73.0%
… as % of ML ($53,000)73.0%
Recovery months (at normal income)3.1 mo
Surgical close (10 ct)$-31,375
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.66 collected) or spot ≥ $109.73 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $109)); NOT the premium you collected. Momentum override: two daily closes above $104.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $107.91Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$108-109.73
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $109.73
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.47 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$109.00 (1.4σ)$660$-22,919+$8,381+$650
+2.5%$111.72 (1.7σ)$-2,065$-24,350+$6,950-$2,075
+5%$114.45 (1.9σ)$-4,790$-25,780+$5,520-$4,800
SS (= V-bounce)$233.00 (12.2σ)$-123,340$-88,019-$56,719-$75,350
V-BOUNCE STRESS (stock → CC-SS $148.34, where you are whole again, by expiry)
Starting unrealized P&L: $-31,300
+ Fortress recovery (un-capped): +$26,408
− CC assignment net of premium (10 × $109): -$38,680
Total Position P&L @ SS: $-43,573 ($-12,273 vs today)
Do-nothing baseline at SS: $-4,882 (this trade vs do-nothing: $-38,690, the opportunity cost of earning $2,475/mo FIGHT income now)
BB-reversion stress (→ $133.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$24,050, position total $-35,892 ($-4,592 vs today)
33% normal ← lean9 × $10431 Jul8d12.1%83%35%+15pp$1,143$4,286-$2,126$38,763
Sell 9 × $104 12.1% OTM over spot $92.75 31 Jul 2026 (8d, $1.36 mid)
= $1,143 credit for the 8d cycle → $4,286/mo projected
Survival (stays ≤ $104)
83%
Breach risk
17%
POP (stays ≤ $105.36)
86%
EV / mo
+$1,657
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
48% whole by 9mo vs 33% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,215/mo
median; plan ~$1,506/mo after 68% keep · $15,175 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.6 mo [2.4-5.6], measured ONLY among the 48% 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)
-$2,701
Free roll-up
+$5/wk
Safest escape (by 14 Aug 2026)
$119 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.04/sh now → $4.27 mid-life (likely $4.24–$6.60)≈ $0 at expiry  |  you banked $1.27/sh, so a flat mid-life exit nets -$3.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 722 simulated challenges: the $104 strike is typically first touched on day 5 of 8, at $107 (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 (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1047 Aug 202611d left+$2.30/sh+$2,068
cycle +$3,211
[+$1,840…+$2,605] · 100% credit
68%
surv 53%
-$22,742 NOT
cap gain +$8,558
Reliable up-and-out (highest cap still free ≥60%)~$11114 Aug 202618d left+$1.05/sh+$947
cycle +$2,090
[+$345…+$1,365] · 90% credit
75%
surv 67%
-$20,417 NOT
cap gain +$10,883
Max even-money escape in the band~$11314 Aug 202618d left+$0.43/sh+$384
cycle +$1,527
[-$316…+$737] · 58% credit
77%
surv 70%
-$20,030 NOT
cap gain +$11,270
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)~$1097 Aug 202611d left+$0.25/sh+$225
cycle +$1,368
[-$309…+$508] · 52% credit
73%
surv 64%
-$22,326 NOT
cap gain +$8,974
Safety roll (pay small debit, max POP)~$11914 Aug 202618d left-$1.05/sh-$949
cycle +$194
[-$1,933…-$735] · 9% credit
82%
surv 79%
-$18,513 NOT
cap gain +$12,787
budget: banked $1,143 debit $949 (83% used ≈ 1.0 wk of income) → whole cycle still +$194 cash · rolled 9 ct earn ≈ $4,825/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,286/mo
vs 50% target ($6,250/mo)-31%
vs normal income ($12,500/mo)34% covered
Net income (after hedge)$4,288/mo
Downside budget
⚠ $104 is $44 below CC-SS $148.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,763
… as % of IC ($53,000)73.1%
… as % of ML ($53,000)73.1%
Recovery months (at normal income)3.1 mo
Surgical close (9 ct)$-28,256
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.32/sh (~25% of the $1.27 collected) or spot ≥ $105.36 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $104)); NOT the premium you collected. Momentum override: two daily closes above $104.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $102.96Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$103-105.36
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $105.36
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.47 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$104.00 (≤1σ, normal week)$1,143$-24,810+$6,490+$1,134
+2.5%$106.60 (1.2σ)$-1,197$-25,915+$5,385-$1,206
+5%$109.20 (1.4σ)$-3,537$-27,020+$4,280-$3,546
SS (= V-bounce)$233.00 (12.2σ)$-114,957$-84,435-$53,135-$71,766
V-BOUNCE STRESS (stock → CC-SS $148.34, where you are whole again, by expiry)
Starting unrealized P&L: $-31,300
+ Fortress recovery (un-capped): +$26,408
− CC assignment net of premium (9 × $104): -$38,763
+ Conservative CC premium (1 × $185): +$1
Total Position P&L @ SS: $-43,655 ($-12,355 vs today)
Do-nothing baseline at SS: $-4,882 (this trade vs do-nothing: $-38,772, the opportunity cost of earning $4,286/mo FIGHT income now)
BB-reversion stress (→ $133.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$25,596, position total $-37,437 ($-6,137 vs today)
🎯 50% normal9 × $10131 Jul8d8.9%77%37%+18pp$1,710$6,412$40,896
Sell 9 × $101 8.9% OTM over spot $92.75 31 Jul 2026 (8d, $1.95 mid)
= $1,710 credit for the 8d cycle → $6,412/mo projected
Survival (stays ≤ $101)
77%
Breach risk
23%
POP (stays ≤ $102.95)
82%
EV / mo
+$2,382
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+18pp
52% whole by 9mo vs 34% doing nothing
FIRE DRILLS
~3.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,770/mo
median; plan ~$1,884/mo after 68% keep · $18,937 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.5 mo [2.1-5.3], measured ONLY among the 52% 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)
37%
Flat exit net (mid-life)
-$1,957
Free roll-up
+$5/wk
Safest escape (by 14 Aug 2026)
$119 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.76/sh now → $4.07 mid-life (likely $4.47–$6.77)≈ $0 at expiry  |  you banked $1.90/sh, so a flat mid-life exit nets -$2.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,096 simulated challenges: the $101 strike is typically first touched on day 4 of 8, at $104 (overshoots $2.66). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1017 Aug 202611d left+$2.19/sh+$1,971
cycle +$3,681
[+$1,616…+$2,193] · 100% credit
68%
surv 53%
-$23,697 NOT
cap gain +$7,603
Reliable up-and-out (highest cap still free ≥60%)~$10814 Aug 202618d left+$0.88/sh+$796
cycle +$2,506
[+$32…+$870] · 78% credit
75%
surv 68%
-$21,426 NOT
cap gain +$9,874
Max even-money escape in the band~$11014 Aug 202618d left+$0.27/sh+$243
cycle +$1,953
[-$617…+$239] · 34% credit
77%
surv 71%
-$21,028 NOT
cap gain +$10,272
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)~$1067 Aug 202611d left+$0.16/sh+$140
cycle +$1,850
[-$508…+$136] · 31% credit
74%
surv 65%
-$23,270 NOT
cap gain +$8,030
Safety roll (pay small debit, max POP)~$11914 Aug 202618d left-$1.74/sh-$1,568
cycle +$142
[-$2,934…-$1,709] · 2% credit
85%
surv 83%
-$18,565 NOT
cap gain +$12,735
budget: banked $1,710 debit $1,568 (92% used ≈ 1.1 wk of income) → whole cycle still +$142 cash · rolled 9 ct earn ≈ $3,498/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,412/mo
vs 50% target ($6,250/mo)+3%
vs normal income ($12,500/mo)51% covered
Net income (after hedge)$6,414/mo
Downside budget
⚠ $101 is $47 below CC-SS $148.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,896
… as % of IC ($53,000)77.2%
… as % of ML ($53,000)77.2%
Recovery months (at normal income)3.3 mo
Surgical close (9 ct)$-28,220
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.47/sh (~25% of the $1.90 collected) or spot ≥ $102.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $101)); NOT the premium you collected. Momentum override: two daily closes above $104.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $99.99Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$100-102.95
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $102.95
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.47 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$101.00 (≤1σ, normal week)$1,710$-25,668+$5,632+$1,701
+2.5%$103.52 (≤1σ, normal week)$-562$-26,741+$4,559-$571
+5%$106.05 (1.2σ)$-2,835$-27,814+$3,486-$2,844
SS (= V-bounce)$233.00 (12.2σ)$-117,090$-86,568-$55,268-$73,899
V-BOUNCE STRESS (stock → CC-SS $148.34, where you are whole again, by expiry)
Starting unrealized P&L: $-31,300
+ Fortress recovery (un-capped): +$26,408
− CC assignment net of premium (9 × $101): -$40,896
+ Conservative CC premium (1 × $185): +$1
Total Position P&L @ SS: $-45,788 ($-14,488 vs today)
Do-nothing baseline at SS: $-4,882 (this trade vs do-nothing: $-40,905, the opportunity cost of earning $6,412/mo FIGHT income now)
BB-reversion stress (→ $133.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$27,729, position total $-39,570 ($-8,270 vs today)
100% normal9 × $9531 Jul8d2.4%60%84%+28pp$3,375$12,656+$6,244$44,631
Sell 9 × $95 2.4% OTM over spot $92.75 31 Jul 2026 (8d, $3.90 mid)
= $3,375 credit for the 8d cycle → $12,656/mo projected
Survival (stays ≤ $95)
60%
Breach risk
40%
POP (stays ≤ $98.90)
72%
EV / mo
+$2,853
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+28pp
62% whole by 9mo vs 34% doing nothing
FIRE DRILLS
~6.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,930/mo
median; plan ~$2,672/mo after 68% keep · $22,349 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.9-4.9], measured ONLY among the 62% 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)
68%
Flat exit net (mid-life)
+$49
Free roll-up
+$4/wk
Safest escape (by 7 Aug 2026)
$113 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.22/sh now → $3.70 mid-life (likely $4.90–$6.87)≈ $0 at expiry  |  you banked $3.75/sh, so a flat mid-life exit nets +$0.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,055 simulated challenges: the $95 strike is typically first touched on day 3 of 8, at $98 (overshoots $2.62). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$957 Aug 202611d left+$1.98/sh+$1,784
cycle +$5,159
[+$1,322…+$1,613] · 100% credit
68%
surv 53%
-$25,069 NOT
cap gain +$6,231
Reliable up-and-out (highest cap still free ≥60%)~$10114 Aug 202618d left+$0.91/sh+$819
cycle +$4,194
[-$104…+$419] · 66% credit
75%
surv 67%
-$23,063 NOT
cap gain +$8,237
Max even-money escape in the band~$10314 Aug 202618d left+$0.23/sh+$204
cycle +$3,579
[-$878…-$252] · 14% credit
77%
surv 71%
-$22,728 NOT
cap gain +$8,572
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)~$997 Aug 202611d left+$0.17/sh+$151
cycle +$3,526
[-$629…-$183] · 14% credit
74%
surv 64%
-$24,680 NOT
cap gain +$6,620
Safety roll (pay small debit, max POP)~$1137 Aug 202611d left-$2.78/sh-$2,506
cycle +$869
[-$4,424…-$3,228]
90%
surv 89%
-$20,688 NOT
cap gain +$10,612
budget: banked $3,375 debit $2,506 (74% used ≈ 0.9 wk of income) → whole cycle still +$869 cash · rolled 9 ct earn ≈ $2,236/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$12,656/mo
vs 50% target ($6,250/mo)+102%
vs normal income ($12,500/mo)101% covered
Net income (after hedge)$12,658/mo
Downside budget
⚠ $95 is $53 below CC-SS $148.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,631
… as % of IC ($53,000)84.2%
… as % of ML ($53,000)84.2%
Recovery months (at normal income)3.6 mo
Surgical close (9 ct)$-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 < $0.94/sh (~25% of the $3.75 collected) or spot ≥ $98.90 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $95)); NOT the premium you collected. Momentum override: two daily closes above $104.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $94.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$94-98.90
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $98.90
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.47 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$95.00 (≤1σ, normal week)$3,375$-26,853+$4,447+$3,366
+2.5%$97.37 (≤1σ, normal week)$1,238$-27,862+$3,438+$1,229
+5%$99.75 (≤1σ, normal week)$-900$-28,872+$2,428-$909
SS (= V-bounce)$233.00 (12.2σ)$-120,825$-90,303-$59,003-$77,634
V-BOUNCE STRESS (stock → CC-SS $148.34, where you are whole again, by expiry)
Starting unrealized P&L: $-31,300
+ Fortress recovery (un-capped): +$26,408
− CC assignment net of premium (9 × $95): -$44,631
+ Conservative CC premium (1 × $185): +$1
Total Position P&L @ SS: $-49,523 ($-18,223 vs today)
Do-nothing baseline at SS: $-4,882 (this trade vs do-nothing: $-44,640, the opportunity cost of earning $12,656/mo FIGHT income now)
BB-reversion stress (→ $133.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$31,464, position total $-43,305 ($-12,005 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on MSTR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (38 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 38 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.475 (IBKR)  |  Recovery@SS: +$26,408 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,882

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1018d31 Jul 2026$1.909/10$6,412$6,41477%82%+$2,382-$40,89677.2%$-45,788 (vs do-nothing $-40,905)
$1008d31 Jul 2026$2.108/10$6,300$6,30475%80%+$2,096-$36,99269.8%$-41,882 (vs do-nothing $-37,000)
$998d31 Jul 2026$2.388/10$7,140$7,14472%79%+$2,231-$37,56870.9%$-42,458 (vs do-nothing $-37,576)
$10115d7 Aug 2026$3.2010/10$6,400$6,40072%78%+$1,662-$44,14083.3%$-49,033 (vs do-nothing $-44,150)
$98.508d31 Jul 2026$2.537/10$6,641$6,64771%78%+$2,007-$33,11762.5%$-38,006 (vs do-nothing $-33,124)
$10015d7 Aug 2026$3.559/10$6,390$6,39270%77%+$1,654-$40,31176.1%$-45,203 (vs do-nothing $-40,320)
$988d31 Jul 2026$2.667/10$6,983$6,98969%77%+$1,989-$33,37663.0%$-38,265 (vs do-nothing $-33,383)
$10022d14 Aug 2026$4.7010/10$6,409$6,40968%76%+$1,521-$43,64082.3%$-48,533 (vs do-nothing $-43,650)
$9915d7 Aug 2026$3.859/10$6,930$6,93268%76%+$1,678-$40,94177.2%$-45,833 (vs do-nothing $-40,950)
$97.508d31 Jul 2026$2.816/10$6,322$6,33068%76%+$1,716-$28,81854.4%$-33,706 (vs do-nothing $-28,824)
$98.5015d7 Aug 2026$4.008/10$6,400$6,40467%75%+$1,487-$36,67269.2%$-41,562 (vs do-nothing $-36,680)
$978d31 Jul 2026$3.006/10$6,750$6,75866%75%+$1,798-$29,00454.7%$-33,892 (vs do-nothing $-29,010)
$9922d14 Aug 2026$5.0510/10$6,886$6,88666%75%+$1,577-$44,29083.6%$-49,183 (vs do-nothing $-44,300)
Show 25 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$9815d7 Aug 2026$4.008/10$6,400$6,40466%75%+$1,232-$37,07269.9%$-41,962 (vs do-nothing $-37,080)
$96.508d31 Jul 2026$3.156/10$7,088$7,09665%75%+$1,771-$29,21455.1%$-34,102 (vs do-nothing $-29,220)
$97.5015d7 Aug 2026$4.358/10$6,960$6,96465%74%+$1,526-$37,19270.2%$-42,082 (vs do-nothing $-37,200)
$9822d14 Aug 2026$5.409/10$6,627$6,62965%74%+$1,442-$40,44676.3%$-45,338 (vs do-nothing $-40,455)
$9715d7 Aug 2026$4.557/10$6,370$6,37664%74%+$1,373-$32,75361.8%$-37,642 (vs do-nothing $-32,760)
$968d31 Jul 2026$3.306/10$7,425$7,43363%73%+$1,723-$29,42455.5%$-34,312 (vs do-nothing $-29,430)
$9722d14 Aug 2026$5.808/10$6,327$6,33163%73%+$1,332-$36,43268.7%$-41,322 (vs do-nothing $-36,440)
$96.5015d7 Aug 2026$4.757/10$6,650$6,65663%73%+$1,401-$32,96362.2%$-37,852 (vs do-nothing $-32,970)
$9615d7 Aug 2026$4.957/10$6,930$6,93661%73%+$1,419-$33,17362.6%$-38,062 (vs do-nothing $-33,180)
$9622d14 Aug 2026$6.108/10$6,655$6,65961%72%+$1,246-$36,99269.8%$-41,882 (vs do-nothing $-37,000)
$958d31 Jul 2026$3.755/10$7,031$7,04160%72%+$1,585-$24,79546.8%$-29,682 (vs do-nothing $-24,800)
$9515d7 Aug 2026$5.356/10$6,420$6,42859%71%+$1,221-$28,79454.3%$-33,682 (vs do-nothing $-28,800)
$9522d14 Aug 2026$6.557/10$6,252$6,25859%71%+$1,134-$32,75361.8%$-37,642 (vs do-nothing $-32,760)
$948d31 Jul 2026$4.155/10$7,781$7,79157%70%+$1,397-$25,09547.3%$-29,982 (vs do-nothing $-25,100)
$9422d14 Aug 2026$6.957/10$6,634$6,64057%70%+$1,106-$33,17362.6%$-38,062 (vs do-nothing $-33,180)
$9415d7 Aug 2026$5.756/10$6,900$6,90857%70%+$1,189-$29,15455.0%$-34,042 (vs do-nothing $-29,160)
$9322d14 Aug 2026$7.457/10$7,111$7,11755%69%+$1,148-$33,52363.3%$-38,412 (vs do-nothing $-33,530)
$9315d7 Aug 2026$6.255/10$6,250$6,26054%69%+$1,034-$24,54546.3%$-29,432 (vs do-nothing $-24,550)
$938d31 Jul 2026$4.654/10$6,975$6,98753%68%+$1,179-$20,27638.3%$-25,162 (vs do-nothing $-20,280)
$9222d14 Aug 2026$7.956/10$6,505$6,51352%69%+$998-$29,03454.8%$-33,922 (vs do-nothing $-29,040)
$9215d7 Aug 2026$6.755/10$6,750$6,76051%68%+$1,076-$24,79546.8%$-29,682 (vs do-nothing $-24,800)
$9122d14 Aug 2026$8.406/10$6,873$6,88150%68%+$950-$29,36455.4%$-34,252 (vs do-nothing $-29,370)
$928d31 Jul 2026$5.104/10$7,650$7,66250%67%+$1,102-$20,49638.7%$-25,382 (vs do-nothing $-20,500)
$9115d7 Aug 2026$7.205/10$7,200$7,21049%67%+$1,018-$25,07047.3%$-29,957 (vs do-nothing $-25,075)
$918d31 Jul 2026$5.653/10$6,356$6,37047%66%+$833-$15,50729.3%$-20,392 (vs do-nothing $-15,510)

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  |  2026-07-23 23:50