FORTRESS FIGHT: MSTR-LC180 @ $93.17

BE SS: $233.00  |  CC-SS: $150.23  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-24 21:40

MSTR-LC180BBC @ $93.17   UNDERWATER $139.83 (60.0% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
MSTR reports 2026-07-31 (Fri), in 7 days. The recommended CC (7d) 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: $150.23 (banked floor $148.43)  |  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$12,279/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-32,125fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,139/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$12,279/mo (ATM CC, chain)
IC VELOCITY
4.3 mo to earn back $53,000
ML VELOCITY
4.3 mo to earn back $53,000
Deep drawdown confirmed: a CC at CC-SS $150.23 (probe: $150C 14d) brings only $193/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)
$30,959
was $32,125 · 4% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$150.23 → $148.43
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 18 (live) · RSI 34 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 39 · %B 34 · hist falling (nightly)
LEVELS20W MA (bounce target) $133.57 (+43%) · daily UBB $102.64 · 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: 10 contracts at $101 / 7d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($6,139/mo); it brings $6,429/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 × $96/7d for $12,643/mo, but breach risk rises to 37% (+15pp 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 × $108/7d (91% survival, $2,486/mo).
Downside anchor: the primary mortgages $47,727 (90% of IC) ONLY on a full V-bounce all the way to SS $233, recoverable in 3.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-32,235 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 (7d) · sell 10 × $101, 78% survival, $6,429/mo (E[net] $1,332/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 · 7d10 × $10178%$6,429$1,332

📅 NEXT FRIDAY · 31 Jul 2026 · 7d · E[net] $1,332/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $101 (primary), 78% survival, breach 22%, $6,429/mo.
⚖️ Worth a safer step: the $104 rung (33% normal) lifts survival to 85% (breach 22% → 15%) for $1,971/mo less (31% 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 $93.17 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $10831 Jul7d15.9%91%18%+9pp$580$2,486-$3,943$41,647
Sell 10 × $108 15.9% OTM over spot $93.17 31 Jul 2026 (7d, $0.65 mid)
= $580 credit for the 7d cycle → $2,486/mo projected
Survival (stays ≤ $108)
91%
Breach risk
9%
POP (stays ≤ $108.65)
92%
EV / mo
+$1,326
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
42% whole by 9mo vs 32% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,627/mo
median; plan ~$1,107/mo after 68% keep · $11,650 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.4 mo [2.0-5.4], measured ONLY among the 42% 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)
-$3,345
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$125 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.55/sh now → $3.93 mid-life (likely $3.33–$5.54)≈ $0 at expiry  |  you banked $0.58/sh, so a flat mid-life exit nets -$3.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 380 simulated challenges: the $108 strike is typically first touched on day 5 of 7, at $111 (overshoots $2.54). 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)~$1087 Aug 202610d left+$2.44/sh+$2,440
cycle +$3,020
[+$2,306…+$3,251] · 100% credit
68%
surv 53%
-$22,091 NOT
cap gain +$10,034
Reliable up-and-out (highest cap still free ≥60%)~$12021 Aug 202624d left+$1.50/sh+$1,500
cycle +$2,080
[+$1,022…+$2,200] · 95% credit
78%
surv 71%
-$17,435 NOT
cap gain +$14,690
Max even-money escape in the band~$12521 Aug 202624d left+$0.21/sh+$214
cycle +$794
[-$436…+$883] · 56% credit
81%
surv 77%
-$16,356 NOT
cap gain +$15,769
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)~$1137 Aug 202610d left+$0.14/sh+$144
cycle +$724
[-$315…+$637] · 56% credit
74%
surv 65%
-$21,865 NOT
cap gain +$10,260
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$2,486/mo
vs 50% target ($6,139/mo)-60%
vs normal income ($12,279/mo)20% covered
Net income (after hedge)$2,486/mo
Downside budget
⚠ $108 is $42 below CC-SS $150.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,647
… as % of IC ($53,000)78.6%
… as % of ML ($53,000)78.6%
Recovery months (at normal income)3.4 mo
Surgical close (10 ct)$-32,195
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.58 collected) or spot ≥ $108.65 (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 $102.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $106.92Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$107-108.65
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $108.65
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$108.00 (1.4σ)$580$-24,530+$7,595+$570
+2.5%$110.70 (1.6σ)$-2,120$-25,953+$6,172-$2,130
+5%$113.40 (1.9σ)$-4,820$-27,376+$4,749-$4,830
SS (= V-bounce)$233.00 (13.1σ)$-124,420$-90,405-$58,280-$76,430
V-BOUNCE STRESS (stock → CC-SS $150.23, where you are whole again, by expiry)
Starting unrealized P&L: $-32,125
+ Fortress recovery (un-capped): +$26,988
− CC assignment net of premium (10 × $108): -$41,647
Total Position P&L @ SS: $-46,784 ($-14,659 vs today)
Do-nothing baseline at SS: $-5,127 (this trade vs do-nothing: $-41,657, the opportunity cost of earning $2,486/mo FIGHT income now)
BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$24,990, position total $-38,006 ($-5,881 vs today)
33% normal ← lean10 × $10431 Jul7d11.6%85%32%+16pp$1,040$4,457-$1,971$45,187
Sell 10 × $104 11.6% OTM over spot $93.17 31 Jul 2026 (7d, $1.10 mid)
= $1,040 credit for the 7d cycle → $4,457/mo projected
Survival (stays ≤ $104)
85%
Breach risk
15%
POP (stays ≤ $105.10)
87%
EV / mo
+$1,832
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+16pp
50% whole by 9mo vs 34% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,463/mo
median; plan ~$1,675/mo after 68% keep · $17,048 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.6 mo [2.1-5.5], measured ONLY among the 50% 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)
23%
Flat exit net (mid-life)
-$2,650
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$126 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.22/sh now → $3.69 mid-life (likely $3.44–$5.59)≈ $0 at expiry  |  you banked $1.04/sh, so a flat mid-life exit nets -$2.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 689 simulated challenges: the $104 strike is typically first touched on day 4 of 7, at $107 (overshoots $2.50). 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)~$1047 Aug 202610d left+$2.29/sh+$2,294
cycle +$3,334
[+$2,091…+$2,749] · 100% credit
68%
surv 53%
-$23,669 NOT
cap gain +$8,456
Max even-money escape in the band~$11621 Aug 202624d left+$1.21/sh+$1,205
cycle +$2,245
[+$535…+$1,719] · 91% credit
78%
surv 72%
-$19,161 NOT
cap gain +$12,964
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 202610d left+$0.03/sh+$32
cycle +$1,072
[-$561…+$378] · 40% credit
74%
surv 66%
-$23,410 NOT
cap gain +$8,715
Safety roll (pay small debit, max POP)~$12621 Aug 202624d left-$0.86/sh-$865
cycle +$175
[-$1,876…-$487] · 16% credit
85%
surv 83%
-$16,501 NOT
cap gain +$15,624
budget: banked $1,040 debit $865 (83% used ≈ 0.8 wk of income) → whole cycle still +$175 cash · rolled 10 ct earn ≈ $3,531/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$4,457/mo
vs 50% target ($6,139/mo)-27%
vs normal income ($12,279/mo)36% covered
Net income (after hedge)$4,457/mo
Downside budget
⚠ $104 is $46 below CC-SS $150.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,187
… as % of IC ($53,000)85.3%
… as % of ML ($53,000)85.3%
Recovery months (at normal income)3.7 mo
Surgical close (10 ct)$-32,185
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.04 collected) or spot ≥ $105.10 (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 $102.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $102.96Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$103-105.10
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
≥ $105.10
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 (1.0σ)$1,040$-25,962+$6,163+$1,030
+2.5%$106.60 (1.3σ)$-1,560$-27,333+$4,792-$1,570
+5%$109.20 (1.5σ)$-4,160$-28,703+$3,422-$4,170
SS (= V-bounce)$233.00 (13.1σ)$-127,960$-93,945-$61,820-$79,970
V-BOUNCE STRESS (stock → CC-SS $150.23, where you are whole again, by expiry)
Starting unrealized P&L: $-32,125
+ Fortress recovery (un-capped): +$26,988
− CC assignment net of premium (10 × $104): -$45,187
Total Position P&L @ SS: $-50,324 ($-18,199 vs today)
Do-nothing baseline at SS: $-5,127 (this trade vs do-nothing: $-45,197, the opportunity cost of earning $4,457/mo FIGHT income now)
BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$28,530, position total $-41,546 ($-9,421 vs today)
🎯 50% normal10 × $10131 Jul7d8.4%78%34%+19pp$1,500$6,429$47,727
Sell 10 × $101 8.4% OTM over spot $93.17 31 Jul 2026 (7d, $1.61 mid)
= $1,500 credit for the 7d cycle → $6,429/mo projected
Survival (stays ≤ $101)
78%
Breach risk
22%
POP (stays ≤ $102.61)
82%
EV / mo
+$1,849
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+19pp
48% whole by 9mo vs 29% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,869/mo
median; plan ~$1,951/mo after 68% keep · $20,562 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.8 mo [2.2-5.8], 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)
34%
Flat exit net (mid-life)
-$2,018
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$123 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.97/sh now → $3.52 mid-life (likely $3.78–$5.92)≈ $0 at expiry  |  you banked $1.50/sh, so a flat mid-life exit nets -$2.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,014 simulated challenges: the $101 strike is typically first touched on day 4 of 7, at $104 (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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1017 Aug 202610d left+$2.19/sh+$2,187
cycle +$3,687
[+$1,846…+$2,538] · 100% credit
68%
surv 53%
-$24,734 NOT
cap gain +$7,391
Max even-money escape in the band~$11321 Aug 202624d left+$0.99/sh+$995
cycle +$2,495
[+$96…+$1,130] · 79% credit
79%
surv 73%
-$20,331 NOT
cap gain +$11,794
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 202610d left+$0.15/sh+$150
cycle +$1,650
[-$565…+$206] · 34% credit
74%
surv 65%
-$24,487 NOT
cap gain +$7,638
Safety roll (pay small debit, max POP)~$12321 Aug 202624d left-$1.00/sh-$999
cycle +$501
[-$2,326…-$1,021] · 7% credit
86%
surv 84%
-$17,595 NOT
cap gain +$14,530
budget: banked $1,500 debit $999 (67% used ≈ 0.7 wk of income) → whole cycle still +$501 cash · rolled 10 ct earn ≈ $3,149/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$6,429/mo
vs 50% target ($6,139/mo)+5%
vs normal income ($12,279/mo)52% covered
Net income (after hedge)$6,429/mo
Downside budget
⚠ $101 is $49 below CC-SS $150.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,727
… as % of IC ($53,000)90.1%
… as % of ML ($53,000)90.1%
Recovery months (at normal income)3.9 mo
Surgical close (10 ct)$-32,235
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.38/sh (~25% of the $1.50 collected) or spot ≥ $102.61 (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 $102.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $99.99Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$100-102.61
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
≥ $102.61
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)$1,500$-26,921+$5,204+$1,490
+2.5%$103.52 (≤1σ, normal week)$-1,025$-28,252+$3,873-$1,035
+5%$106.05 (1.2σ)$-3,550$-29,583+$2,542-$3,560
SS (= V-bounce)$233.00 (13.1σ)$-130,500$-96,485-$64,360-$82,510
V-BOUNCE STRESS (stock → CC-SS $150.23, where you are whole again, by expiry)
Starting unrealized P&L: $-32,125
+ Fortress recovery (un-capped): +$26,988
− CC assignment net of premium (10 × $101): -$47,727
Total Position P&L @ SS: $-52,864 ($-20,739 vs today)
Do-nothing baseline at SS: $-5,127 (this trade vs do-nothing: $-47,737, the opportunity cost of earning $6,429/mo FIGHT income now)
BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$31,070, position total $-44,086 ($-11,961 vs today)
100% normal10 × $9631 Jul7d3.0%63%78%+30pp$2,950$12,643+$6,214$51,277
Sell 10 × $96 3.0% OTM over spot $93.17 31 Jul 2026 (7d, $3.15 mid)
= $2,950 credit for the 7d cycle → $12,643/mo projected
Survival (stays ≤ $96)
63%
Breach risk
37%
POP (stays ≤ $99.15)
73%
EV / mo
+$2,285
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+30pp
66% whole by 9mo vs 36% doing nothing
FIRE DRILLS
~6.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,106/mo
median; plan ~$2,792/mo after 68% keep · $24,087 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.5 mo [2.2-5.2], measured ONLY among the 66% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
62%
Flat exit net (mid-life)
-$290
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$123 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.58/sh now → $3.24 mid-life (likely $4.24–$6.07)≈ $0 at expiry  |  you banked $2.95/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,868 simulated challenges: the $96 strike is typically first touched on day 3 of 7, at $99 (overshoots $2.52). 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)~$967 Aug 202610d left+$2.01/sh+$2,015
cycle +$4,965
[+$1,545…+$1,894] · 100% credit
67%
surv 53%
-$25,822 NOT
cap gain +$6,303
Reliable up-and-out (highest cap still free ≥60%)~$10621 Aug 202624d left+$1.16/sh+$1,161
cycle +$4,111
[+$62…+$743] · 78% credit
78%
surv 71%
-$22,025 NOT
cap gain +$10,100
Max even-money escape in the band~$10821 Aug 202624d left+$0.66/sh+$663
cycle +$3,613
[-$540…+$216] · 38% credit
79%
surv 74%
-$21,577 NOT
cap gain +$10,548
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)~$1017 Aug 202610d left+$0.01/sh+$13
cycle +$2,963
[-$915…-$338] · 12% credit
74%
surv 66%
-$25,539 NOT
cap gain +$6,586
Safety roll (pay small debit, max POP)~$12321 Aug 202624d left-$1.79/sh-$1,787
cycle +$1,163
[-$3,737…-$2,482]
90%
surv 89%
-$16,933 NOT
cap gain +$15,192
budget: banked $2,950 debit $1,787 (61% used ≈ 0.6 wk of income) → whole cycle still +$1,163 cash · rolled 10 ct earn ≈ $1,817/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$12,643/mo
vs 50% target ($6,139/mo)+106%
vs normal income ($12,279/mo)103% covered
Net income (after hedge)$12,643/mo
Downside budget
⚠ $96 is $54 below CC-SS $150.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$51,277
… as % of IC ($53,000)96.7%
… as % of ML ($53,000)96.7%
Recovery months (at normal income)4.2 mo
Surgical close (10 ct)$-32,325
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.74/sh (~25% of the $2.95 collected) or spot ≥ $99.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $96)); NOT the premium you collected. Momentum override: two daily closes above $102.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $95.04Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$95-99.15
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
≥ $99.15
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$96.00 (≤1σ, normal week)$2,950$-27,836+$4,289+$2,940
+2.5%$98.40 (≤1σ, normal week)$550$-29,101+$3,024+$540
+5%$100.80 (≤1σ, normal week)$-1,850$-30,366+$1,759-$1,860
SS (= V-bounce)$233.00 (13.1σ)$-134,050$-100,035-$67,910-$86,060
V-BOUNCE STRESS (stock → CC-SS $150.23, where you are whole again, by expiry)
Starting unrealized P&L: $-32,125
+ Fortress recovery (un-capped): +$26,988
− CC assignment net of premium (10 × $96): -$51,277
Total Position P&L @ SS: $-56,414 ($-24,289 vs today)
Do-nothing baseline at SS: $-5,127 (this trade vs do-nothing: $-51,287, the opportunity cost of earning $12,643/mo FIGHT income now)
BB-reversion stress (→ $133.57 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$34,620, position total $-47,636 ($-15,511 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 (46 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 46 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: 0.473 (IBKR)  |  Recovery@SS: +$26,988 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,127

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1017d31 Jul 2026$1.5010/10$6,429$6,42978%82%+$1,849-$47,72790.1%$-52,864 (vs do-nothing $-47,737)
$1007d31 Jul 2026$1.808/10$6,171$6,17675%80%+$1,810-$38,74273.1%$-43,877 (vs do-nothing $-38,750)
$997d31 Jul 2026$2.028/10$6,926$6,93072%78%+$1,762-$39,36674.3%$-44,501 (vs do-nothing $-39,374)
$10114d7 Aug 2026$2.9410/10$6,300$6,30072%78%+$1,402-$46,28787.3%$-51,424 (vs do-nothing $-46,297)
$98.507d31 Jul 2026$2.157/10$6,450$6,45671%77%+$1,544-$34,70465.5%$-39,838 (vs do-nothing $-34,711)
$10014d7 Aug 2026$3.259/10$6,268$6,27070%77%+$1,344-$42,28079.8%$-47,415 (vs do-nothing $-42,289)
$987d31 Jul 2026$2.307/10$6,900$6,90669%76%+$1,580-$34,94965.9%$-40,083 (vs do-nothing $-34,956)
$10021d14 Aug 2026$4.3510/10$6,214$6,21468%75%+$1,086-$45,87786.6%$-51,014 (vs do-nothing $-45,887)
$9914d7 Aug 2026$3.359/10$6,461$6,46368%75%+$974-$43,09081.3%$-48,225 (vs do-nothing $-43,099)
$97.507d31 Jul 2026$2.456/10$6,300$6,30968%75%+$1,363-$30,16656.9%$-35,299 (vs do-nothing $-30,172)
$98.5014d7 Aug 2026$3.559/10$6,846$6,84966%75%+$1,059-$43,36081.8%$-48,495 (vs do-nothing $-43,369)
$977d31 Jul 2026$2.596/10$6,660$6,66966%74%+$1,322-$30,38257.3%$-35,515 (vs do-nothing $-30,388)
$9921d14 Aug 2026$4.6010/10$6,571$6,57166%74%+$987-$46,62788.0%$-51,764 (vs do-nothing $-46,637)
Show 33 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$9814d7 Aug 2026$3.758/10$6,429$6,43365%74%+$1,006-$38,78273.2%$-43,917 (vs do-nothing $-38,790)
$9928d21 Aug 2026$5.8010/10$6,214$6,21465%74%+$1,059-$45,42785.7%$-50,564 (vs do-nothing $-45,437)
$96.507d31 Jul 2026$2.776/10$7,123$7,13164%74%+$1,359-$30,57457.7%$-35,707 (vs do-nothing $-30,580)
$97.5014d7 Aug 2026$3.908/10$6,686$6,69064%73%+$974-$39,06273.7%$-44,197 (vs do-nothing $-39,070)
$98.5028d21 Aug 2026$6.0010/10$6,429$6,42964%74%+$1,083-$45,72786.3%$-50,864 (vs do-nothing $-45,737)
$9821d14 Aug 2026$4.959/10$6,364$6,36664%73%+$898-$42,55080.3%$-47,685 (vs do-nothing $-42,559)
$9828d21 Aug 2026$6.2010/10$6,643$6,64363%73%+$1,103-$46,02786.8%$-51,164 (vs do-nothing $-46,037)
$9714d7 Aug 2026$4.107/10$6,150$6,15663%73%+$889-$34,38964.9%$-39,523 (vs do-nothing $-34,396)
$967d31 Jul 2026$2.955/10$6,321$6,33263%73%+$1,142-$25,63948.4%$-30,771 (vs do-nothing $-25,644)
$97.5028d21 Aug 2026$6.3510/10$6,804$6,80462%73%+$1,063-$46,37787.5%$-51,514 (vs do-nothing $-46,387)
$9721d14 Aug 2026$5.359/10$6,879$6,88162%72%+$941-$43,09081.3%$-48,225 (vs do-nothing $-43,099)
$96.5014d7 Aug 2026$4.207/10$6,300$6,30662%72%+$764-$34,66965.4%$-39,803 (vs do-nothing $-34,676)
$9728d21 Aug 2026$6.559/10$6,316$6,31861%72%+$963-$42,01079.3%$-47,145 (vs do-nothing $-42,019)
$96.5028d21 Aug 2026$6.759/10$6,509$6,51161%72%+$965-$42,28079.8%$-47,415 (vs do-nothing $-42,289)
$9614d7 Aug 2026$4.557/10$6,825$6,83160%72%+$1,004-$34,77465.6%$-39,908 (vs do-nothing $-34,781)
$9621d14 Aug 2026$5.758/10$6,571$6,57660%71%+$845-$38,78273.2%$-43,917 (vs do-nothing $-38,790)
$9628d21 Aug 2026$6.959/10$6,702$6,70460%71%+$961-$42,55080.3%$-47,685 (vs do-nothing $-42,559)
$957d31 Jul 2026$3.305/10$7,071$7,08259%71%+$1,076-$25,96449.0%$-31,096 (vs do-nothing $-25,969)
$9514d7 Aug 2026$4.856/10$6,236$6,24458%70%+$730-$30,22657.0%$-35,359 (vs do-nothing $-30,232)
$9528d21 Aug 2026$7.508/10$6,429$6,43358%71%+$962-$38,18272.0%$-43,317 (vs do-nothing $-38,190)
$9521d14 Aug 2026$6.207/10$6,200$6,20658%70%+$771-$34,31964.8%$-39,453 (vs do-nothing $-34,326)
$9428d21 Aug 2026$7.808/10$6,686$6,69056%70%+$835-$38,74273.1%$-43,877 (vs do-nothing $-38,750)
$9421d14 Aug 2026$6.607/10$6,600$6,60656%69%+$727-$34,73965.5%$-39,873 (vs do-nothing $-34,746)
$9414d7 Aug 2026$5.206/10$6,686$6,69455%69%+$625-$30,61657.8%$-35,749 (vs do-nothing $-30,622)
$947d31 Jul 2026$3.704/10$6,343$6,35655%69%+$822-$21,01139.6%$-26,142 (vs do-nothing $-21,015)
$9328d21 Aug 2026$8.207/10$6,150$6,15654%69%+$678-$34,31964.8%$-39,453 (vs do-nothing $-34,326)
$9321d14 Aug 2026$7.057/10$7,050$7,05654%68%+$705-$35,12466.3%$-40,258 (vs do-nothing $-35,131)
$9314d7 Aug 2026$5.905/10$6,321$6,33253%68%+$775-$25,66448.4%$-30,796 (vs do-nothing $-25,669)
$9228d21 Aug 2026$8.757/10$6,562$6,56952%68%+$719-$34,63465.3%$-39,768 (vs do-nothing $-34,641)
$937d31 Jul 2026$4.204/10$7,200$7,21352%67%+$880-$21,21140.0%$-26,342 (vs do-nothing $-21,215)
$9221d14 Aug 2026$7.556/10$6,471$6,48051%67%+$605-$30,40657.4%$-35,539 (vs do-nothing $-30,412)
$9214d7 Aug 2026$6.205/10$6,643$6,65450%66%+$449-$26,01449.1%$-31,146 (vs do-nothing $-26,019)
$927d31 Jul 2026$4.704/10$8,057$8,07048%66%+$862-$21,41140.4%$-26,542 (vs do-nothing $-21,415)

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  |  2026-07-24 21:40