FORTRESS FIGHT: MSTR @ $94.72

BE SS: $161.00  |  CC-SS: $169.48  |  4 contracts (400 sh)  |  2026-07-09 03:37 |  ⌂ PORTFOLIO

MSTR @ $94.72   UNDERWATER $66.28 (41.2% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $169.48  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $125 exp 2028-01-21 (entry $82.167/sh)
SP: $185 exp 2028-01-21 (entry $70.772/sh)
HP: $55 exp 2026-09-18 (entry $0.627/sh)

Economics

Max Loss$56,800(ND $12.00 + SW $130) x 400
Normal income ref$5,840/mo95% ann ROI on ML
Hedge rolling cost$419/mo
Unrealized P&L$-32,656fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,920/mo
HEDGE COVER
$419/mo
NORMAL INCOME
$5,840/mo (ATM CC, chain)
IC VELOCITY
0.8 mo to earn back $4,800
ML VELOCITY
9.7 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $169.48 (probe: $170C 15d) brings only $24/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$-1,252
Hole (after banked)
$33,908
was $32,656 · -4% earned back
Cycles closed
2
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 13 (live) · RSI 34 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 35 · %B 33 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.32 (+45%) · daily UBB $131.60 · 1-wk expected move ±$12 (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: 4 contracts at $105 / 8d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($2,920/mo); it brings $3,000/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 4 × $98/8d for $6,150/mo, but breach risk rises to 38% (+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 4 × $124/8d (98% survival, $420/mo).
Downside anchor: the primary mortgages $24,991 (521% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 4.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-32,694 and cuts bleed by $419/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 4 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 · 17 Jul 2026 (8d) · sell 4 × $105, 79% survival, $3,000/mo (E[net] $691/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 8d4 × $10579%$3,000$691

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $691/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $105 (primary), 79% survival, breach 21%, $3,000/mo.
⚖️ Worth a safer step: the $108 rung (33% normal) lifts survival to 85% (breach 21% → 15%) for $930/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 $108 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $94.72 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12417 Jul8d30.9%98%4%$112$420-$2,580$18,079
Sell 4 × $124 30.9% OTM over spot $94.72 17 Jul 2026 (8d, $0.34 mid)
= $112 credit for the 8d cycle → $420/mo projected
Survival (stays ≤ $124)
98%
Breach risk
2%
POP (stays ≤ $124.34)
98%
EV / mo
+$354
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.3-5.5] median  ·  28% of paths whole by 9 mo (vs 27% without)  ·  ~0.8 challenges expected  ·  median CC cash $-914
🛡 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)
3%
Flat exit net (mid-life)
-$2,417
Free roll-up
+$6/wk
Safest escape (by 24 Jul 2026)
$130 @ 73% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 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: $8.93/sh now → $6.32 mid-life (likely $3.89–$8.58)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$6.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 87 simulated challenges: the $124 strike is typically first touched on day 7 of 8, at $128 (overshoots $3.79). 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 (4 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$12424 Jul 202611d left+$3.31/sh+$1,323
cycle +$1,435
[+$1,462…+$2,021] · 100% credit
69%
surv 54%
Up-and-out for even (raise the cap, free)~$13024 Jul 202611d left+$0.15/sh+$61
cycle +$173
[-$65…+$748] · 69% credit
73%
surv 64%
Max even-money escape in the band~$13024 Jul 202611d left+$0.15/sh+$61
cycle +$173
[-$65…+$748] · 69% credit
73%
surv 64%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
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$420/mo
vs 50% target ($2,920/mo)-86%
vs normal income ($5,840/mo)7% covered
Net income (after hedge)$1/mo
Downside budget
⚠ $124 is $45 below CC-SS $169.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,079
… as % of IC ($4,800)376.6%
… as % of ML ($56,800)31.8%
Recovery months (at normal income)3.1 mo
Surgical close (4 ct)$-32,680
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.28 collected) or spot ≥ $124.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $124)); NOT the premium you collected. Momentum override: two daily closes above $131.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $122.76Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$123-124.34
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
≥ $124.34
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$124.00 (2.3σ)$112$-19,752+$12,904+$92
+2.5%$127.10 (2.5σ)$-1,128$-19,638+$13,018-$1,148
+5%$130.20 (2.7σ)$-2,368$-19,524+$13,132-$2,388
SS (= V-bounce)$161.00 (5.1σ)$-14,688$-18,391+$14,265-$14,308
V-BOUNCE STRESS (stock → CC-SS $169.48, where you are whole again, by expiry)
Starting unrealized P&L: $-32,656
+ Fortress recovery (un-capped): +$32,656
− CC assignment net of premium (4 × $124): -$18,079
Total Position P&L @ SS: $-18,079 (+$14,577 vs today)
Do-nothing baseline at SS: $-3,771 (this trade vs do-nothing: $-14,308, the opportunity cost of earning $420/mo FIGHT income now)
BB-reversion stress (→ $137.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,216, position total $-19,262 (+$13,394 vs today)
🛡 safe yield4 × $11217 Jul8d18.2%90%20%$392$1,470-$1,530$22,599
Sell 4 × $112 18.2% OTM over spot $94.72 17 Jul 2026 (8d, $1.02 mid)
= $392 credit for the 8d cycle → $1,470/mo projected
Survival (stays ≤ $112)
90%
Breach risk
10%
POP (stays ≤ $113.02)
91%
EV / mo
+$869
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.4-5.3] median, 0.1 mo SLOWER than no FIGHT (3.9 mo): roll costs eat the credits at this rung  ·  32% of paths whole by 9 mo (vs 28% without)  ·  ~4.2 challenges expected  ·  median CC cash $3,212
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$1,758
Free roll-up
+$5/wk
Safest escape (by 24 Jul 2026)
$120 @ 76% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 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: $7.60/sh now → $5.38 mid-life (likely $4.65–$7.77)≈ $0 at expiry  |  you banked $0.98/sh, so a flat mid-life exit nets -$4.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 432 simulated challenges: the $112 strike is typically first touched on day 5 of 8, at $115 (overshoots $3.17). 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 (4 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$11224 Jul 202611d left+$2.81/sh+$1,125
cycle +$1,517
[+$1,016…+$1,539] · 100% credit
69%
surv 54%
Up-and-out for even (raise the cap, free)~$11724 Jul 202611d left+$0.51/sh+$205
cycle +$597
[-$16…+$488] · 72% credit
74%
surv 64%
Max even-money escape in the band~$11724 Jul 202611d left+$0.51/sh+$205
cycle +$597
[-$16…+$488] · 72% credit
74%
surv 64%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12024 Jul 202611d left-$0.89/sh-$357
cycle +$35
[-$719…-$105] · 18% credit
76%
surv 69%
budget: banked $392 debit $357 (91% used ≈ 1.1 wk of income) → whole cycle still +$35 cash · rolled 4 ct earn ≈ $4,891/mo while parked; 0 ct free to re-sell
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$1,470/mo
vs 50% target ($2,920/mo)-50%
vs normal income ($5,840/mo)25% covered
Net income (after hedge)$1,051/mo
Downside budget
⚠ $112 is $57 below CC-SS $169.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,599
… as % of IC ($4,800)470.8%
… as % of ML ($56,800)39.8%
Recovery months (at normal income)3.9 mo
Surgical close (4 ct)$-32,672
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 $0.98 collected) or spot ≥ $113.02 (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 $131.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $110.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$111-113.02
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
≥ $113.02
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$112.00 (1.3σ)$392$-24,714+$7,942+$372
+2.5%$114.80 (1.5σ)$-728$-24,611+$8,045-$748
+5%$117.60 (1.8σ)$-1,848$-24,508+$8,148-$1,868
SS (= V-bounce)$161.00 (5.1σ)$-19,208$-22,911+$9,745-$18,828
V-BOUNCE STRESS (stock → CC-SS $169.48, where you are whole again, by expiry)
Starting unrealized P&L: $-32,656
+ Fortress recovery (un-capped): +$32,656
− CC assignment net of premium (4 × $112): -$22,599
Total Position P&L @ SS: $-22,599 (+$10,057 vs today)
Do-nothing baseline at SS: $-3,771 (this trade vs do-nothing: $-18,828, the opportunity cost of earning $1,470/mo FIGHT income now)
BB-reversion stress (→ $137.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,736, position total $-23,782 (+$8,874 vs today)
33% normal ← lean4 × $10817 Jul8d14.0%85%32%$552$2,070-$930$24,039
Sell 4 × $108 14.0% OTM over spot $94.72 17 Jul 2026 (8d, $1.52 mid)
= $552 credit for the 8d cycle → $2,070/mo projected
Survival (stays ≤ $108)
85%
Breach risk
15%
POP (stays ≤ $109.52)
87%
EV / mo
+$889
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.3-5.1] median, 0.1 mo faster than no FIGHT (3.5 mo)  ·  37% of paths whole by 9 mo (vs 31% without)  ·  ~6.5 challenges expected  ·  median CC cash $4,499
🛡 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)
-$1,478
Free roll-up
+$5/wk
Safest escape (by 24 Jul 2026)
$117 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 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: $7.18/sh now → $5.08 mid-life (likely $4.63–$7.55)≈ $0 at expiry  |  you banked $1.38/sh, so a flat mid-life exit nets -$3.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 716 simulated challenges: the $108 strike is typically first touched on day 5 of 8, at $111 (overshoots $2.92). 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 (4 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$10824 Jul 202611d left+$2.65/sh+$1,062
cycle +$1,614
[+$918…+$1,349] · 100% credit
69%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$11224 Jul 202611d left+$0.61/sh+$243
cycle +$795
[-$34…+$462] · 71% credit
72%
surv 61%
Up-and-out for even (raise the cap, free)~$11324 Jul 202611d left+$0.37/sh+$148
cycle +$700
[-$121…+$345] · 59% credit
74%
surv 64%
Max even-money escape in the band~$11324 Jul 202611d left+$0.37/sh+$148
cycle +$700
[-$121…+$345] · 59% credit
74%
surv 64%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11724 Jul 202611d left-$1.24/sh-$496
cycle +$56
[-$904…-$352] · 10% credit
77%
surv 71%
budget: banked $552 debit $496 (90% used ≈ 1.0 wk of income) → whole cycle still +$56 cash · rolled 4 ct earn ≈ $4,184/mo while parked; 0 ct free to re-sell
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$2,070/mo
vs 50% target ($2,920/mo)-29%
vs normal income ($5,840/mo)35% covered
Net income (after hedge)$1,651/mo
Downside budget
⚠ $108 is $61 below CC-SS $169.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,039
… as % of IC ($4,800)500.8%
… as % of ML ($56,800)42.3%
Recovery months (at normal income)4.1 mo
Surgical close (4 ct)$-32,712
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.38 collected) or spot ≥ $109.52 (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 $131.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $106.92Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$107-109.52
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
≥ $109.52
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$108.00 (1.0σ)$552$-26,301+$6,355+$532
+2.5%$110.70 (1.2σ)$-528$-26,202+$6,454-$548
+5%$113.40 (1.4σ)$-1,608$-26,102+$6,554-$1,628
SS (= V-bounce)$161.00 (5.1σ)$-20,648$-24,351+$8,305-$20,268
V-BOUNCE STRESS (stock → CC-SS $169.48, where you are whole again, by expiry)
Starting unrealized P&L: $-32,656
+ Fortress recovery (un-capped): +$32,656
− CC assignment net of premium (4 × $108): -$24,039
Total Position P&L @ SS: $-24,039 (+$8,617 vs today)
Do-nothing baseline at SS: $-3,771 (this trade vs do-nothing: $-20,268, the opportunity cost of earning $2,070/mo FIGHT income now)
BB-reversion stress (→ $137.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,176, position total $-25,222 (+$7,434 vs today)
🎯 50% normal4 × $10517 Jul8d10.9%79%32%$800$3,000$24,991
Sell 4 × $105 10.9% OTM over spot $94.72 17 Jul 2026 (8d, $2.09 mid)
= $800 credit for the 8d cycle → $3,000/mo projected
Survival (stays ≤ $105)
79%
Breach risk
21%
POP (stays ≤ $107.09)
83%
EV / mo
+$1,205
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.2-5.5] median, 0.5 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  34% of paths whole by 9 mo (vs 25% without)  ·  ~9.4 challenges expected  ·  median CC cash $7,043
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$1,143
Free roll-up
+$5/wk
Safest escape (by 24 Jul 2026)
$117 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 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: $6.87/sh now → $4.86 mid-life (likely $4.94–$7.95)≈ $0 at expiry  |  you banked $2.00/sh, so a flat mid-life exit nets -$2.86/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 951 simulated challenges: the $105 strike is typically first touched on day 5 of 8, at $108 (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 (4 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$10524 Jul 202611d left+$2.54/sh+$1,016
cycle +$1,816
[+$827…+$1,253] · 100% credit
69%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$10824 Jul 202611d left+$0.77/sh+$308
cycle +$1,108
[-$1…+$431] · 75% credit
71%
surv 60%
Up-and-out for even (raise the cap, free)~$11024 Jul 202611d left+$0.26/sh+$106
cycle +$906
[-$225…+$211] · 41% credit
74%
surv 65%
Max even-money escape in the band~$11024 Jul 202611d left+$0.26/sh+$106
cycle +$906
[-$225…+$211] · 41% credit
74%
surv 65%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11724 Jul 202611d left-$1.98/sh-$792
cycle +$8
[-$1,385…-$779]
81%
surv 77%
budget: banked $800 debit $792 (99% used ≈ 1.1 wk of income) → whole cycle still +$8 cash · rolled 4 ct earn ≈ $3,139/mo while parked; 0 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,000/mo
vs 50% target ($2,920/mo)+3%
vs normal income ($5,840/mo)51% covered
Net income (after hedge)$2,581/mo
Downside budget
⚠ $105 is $64 below CC-SS $169.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,991
… as % of IC ($4,800)520.6%
… as % of ML ($56,800)44.0%
Recovery months (at normal income)4.3 mo
Surgical close (4 ct)$-32,694
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.50/sh (~25% of the $2.00 collected) or spot ≥ $107.09 (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 $131.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $103.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$104-107.09
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
≥ $107.09
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (≤1σ, normal week)$800$-27,364+$5,292+$780
+2.5%$107.62 (≤1σ, normal week)$-250$-27,267+$5,389-$270
+5%$110.25 (1.2σ)$-1,300$-27,170+$5,486-$1,320
SS (= V-bounce)$161.00 (5.1σ)$-21,600$-25,303+$7,353-$21,220
V-BOUNCE STRESS (stock → CC-SS $169.48, where you are whole again, by expiry)
Starting unrealized P&L: $-32,656
+ Fortress recovery (un-capped): +$32,656
− CC assignment net of premium (4 × $105): -$24,991
Total Position P&L @ SS: $-24,991 (+$7,665 vs today)
Do-nothing baseline at SS: $-3,771 (this trade vs do-nothing: $-21,220, the opportunity cost of earning $3,000/mo FIGHT income now)
BB-reversion stress (→ $137.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,128, position total $-26,174 (+$6,482 vs today)
100% normal4 × $9817 Jul8d3.5%62%79%$1,640$6,150+$3,150$26,951
Sell 4 × $98 3.5% OTM over spot $94.72 17 Jul 2026 (8d, $4.25 mid)
= $1,640 credit for the 8d cycle → $6,150/mo projected
Survival (stays ≤ $98)
62%
Breach risk
38%
POP (stays ≤ $102.25)
74%
EV / mo
+$1,650
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.1-6.0] median, 0.1 mo SLOWER than no FIGHT (3.7 mo): roll costs eat the credits at this rung  ·  40% of paths whole by 9 mo (vs 27% without)  ·  ~22.8 challenges expected  ·  median CC cash $10,276
🛡 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)
61%
Flat exit net (mid-life)
-$105
Free roll-up
+$5/wk
Safest escape (by 24 Jul 2026)
$118 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 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: $6.17/sh now → $4.36 mid-life (likely $5.81–$8.08)≈ $0 at expiry  |  you banked $4.10/sh, so a flat mid-life exit nets -$0.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,842 simulated challenges: the $98 strike is typically first touched on day 3 of 8, at $101 (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 (4 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$9824 Jul 202611d left+$2.28/sh+$912
cycle +$2,552
[+$652…+$816] · 100% credit
69%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$10124 Jul 202611d left+$0.80/sh+$320
cycle +$1,960
[-$73…+$139] · 61% credit
71%
surv 60%
Up-and-out for even (raise the cap, free)~$10324 Jul 202611d left+$0.04/sh+$14
cycle +$1,654
[-$424…-$182] · 12% credit
75%
surv 66%
Max even-money escape in the band~$10324 Jul 202611d left+$0.04/sh+$14
cycle +$1,654
[-$424…-$182] · 12% credit
75%
surv 66%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11824 Jul 202611d left-$3.24/sh-$1,297
cycle +$343
[-$2,283…-$1,680]
90%
surv 89%
budget: banked $1,640 debit $1,297 (79% used ≈ 0.9 wk of income) → whole cycle still +$343 cash · rolled 4 ct earn ≈ $1,221/mo while parked; 0 ct free to re-sell
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$6,150/mo
vs 50% target ($2,920/mo)+111%
vs normal income ($5,840/mo)105% covered
Net income (after hedge)$5,731/mo
Downside budget
⚠ $98 is $71 below CC-SS $169.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,951
… as % of IC ($4,800)561.5%
… as % of ML ($56,800)47.4%
Recovery months (at normal income)4.6 mo
Surgical close (4 ct)$-32,716
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.02/sh (~25% of the $4.10 collected) or spot ≥ $102.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $98)); NOT the premium you collected. Momentum override: two daily closes above $131.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $97.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$97-102.25
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $102.25
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$98.00 (≤1σ, normal week)$1,640$-29,581+$3,075+$1,620
+2.5%$100.45 (≤1σ, normal week)$660$-29,491+$3,165+$640
+5%$102.90 (≤1σ, normal week)$-320$-29,401+$3,255-$340
SS (= V-bounce)$161.00 (5.1σ)$-23,560$-27,263+$5,393-$23,180
V-BOUNCE STRESS (stock → CC-SS $169.48, where you are whole again, by expiry)
Starting unrealized P&L: $-32,656
+ Fortress recovery (un-capped): +$32,656
− CC assignment net of premium (4 × $98): -$26,951
Total Position P&L @ SS: $-26,951 (+$5,705 vs today)
Do-nothing baseline at SS: $-3,771 (this trade vs do-nothing: $-23,180, the opportunity cost of earning $6,150/mo FIGHT income now)
BB-reversion stress (→ $137.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,088, position total $-28,134 (+$4,522 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 (31 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 31 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: 1.092 (IBKR)  |  Recovery@SS: +$32,656 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,771

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1058d17 Jul 2026$2.004/4$3,000$2,58179%83%+$1,205-$24,991520.6%$-24,991 (vs do-nothing $-21,220)
$1048d17 Jul 2026$2.194/4$3,285$2,86677%82%+$1,226-$25,315527.4%$-25,315 (vs do-nothing $-21,544)
$1038d17 Jul 2026$2.474/4$3,705$3,28675%81%+$1,346-$25,603533.4%$-25,603 (vs do-nothing $-21,832)
$1028d17 Jul 2026$2.723/4$3,060$2,65173%79%+$1,037-$19,427404.7%$-20,370 (vs do-nothing $-16,599)
$10315d24 Jul 2026$3.804/4$3,040$2,62171%77%+$656-$25,071522.3%$-25,071 (vs do-nothing $-21,300)
$1018d17 Jul 2026$3.103/4$3,488$3,07871%78%+$1,180-$19,613408.6%$-20,556 (vs do-nothing $-16,785)
$10215d24 Jul 2026$4.154/4$3,320$2,90169%76%+$710-$25,331527.7%$-25,331 (vs do-nothing $-21,560)
$1008d17 Jul 2026$3.453/4$3,881$3,47268%76%+$1,255-$19,808412.7%$-20,751 (vs do-nothing $-16,980)
$10115d24 Jul 2026$4.454/4$3,560$3,14167%75%+$707-$25,611533.6%$-25,611 (vs do-nothing $-21,840)
$998d17 Jul 2026$3.703/4$4,162$3,75365%75%+$1,181-$20,033417.4%$-20,976 (vs do-nothing $-17,205)
$10015d24 Jul 2026$5.103/4$3,060$2,65165%75%+$741-$19,313402.4%$-20,256 (vs do-nothing $-16,485)
$98.508d17 Jul 2026$3.703/4$4,162$3,75364%74%+$990-$20,183420.5%$-21,126 (vs do-nothing $-17,355)
$9915d24 Jul 2026$5.153/4$3,090$2,68163%73%+$546-$19,598408.3%$-20,541 (vs do-nothing $-16,770)
Show 18 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$988d17 Jul 2026$4.102/4$3,075$2,67662%74%+$825-$13,475280.7%$-15,361 (vs do-nothing $-11,590)
$98.5015d24 Jul 2026$5.353/4$3,210$2,80162%73%+$556-$19,688410.2%$-20,631 (vs do-nothing $-16,860)
$97.508d17 Jul 2026$4.352/4$3,262$2,86361%73%+$872-$13,525281.8%$-15,411 (vs do-nothing $-11,640)
$9815d24 Jul 2026$5.603/4$3,360$2,95161%72%+$592-$19,763411.7%$-20,706 (vs do-nothing $-16,935)
$97.5015d24 Jul 2026$5.853/4$3,510$3,10160%72%+$625-$19,838413.3%$-20,781 (vs do-nothing $-17,010)
$978d17 Jul 2026$4.402/4$3,300$2,90160%72%+$761-$13,615283.7%$-15,501 (vs do-nothing $-11,730)
$9715d24 Jul 2026$6.053/4$3,630$3,22159%71%+$624-$19,928415.2%$-20,871 (vs do-nothing $-17,100)
$96.508d17 Jul 2026$4.502/4$3,375$2,97658%71%+$681-$13,695285.3%$-15,581 (vs do-nothing $-11,810)
$96.5015d24 Jul 2026$6.253/4$3,750$3,34158%71%+$603-$20,018417.0%$-20,961 (vs do-nothing $-17,190)
$968d17 Jul 2026$5.002/4$3,750$3,35157%71%+$894-$13,695285.3%$-15,581 (vs do-nothing $-11,810)
$9615d24 Jul 2026$6.453/4$3,870$3,46157%70%+$588-$20,108418.9%$-21,051 (vs do-nothing $-17,280)
$9515d24 Jul 2026$7.302/4$2,920$2,52154%70%+$568-$13,435279.9%$-15,321 (vs do-nothing $-11,550)
$958d17 Jul 2026$5.402/4$4,050$3,65154%69%+$848-$13,815287.8%$-15,701 (vs do-nothing $-11,930)
$9415d24 Jul 2026$7.502/4$3,000$2,60152%68%+$459-$13,595283.2%$-15,481 (vs do-nothing $-11,710)
$948d17 Jul 2026$5.752/4$4,312$3,91351%68%+$735-$13,945290.5%$-15,831 (vs do-nothing $-12,060)
$9315d24 Jul 2026$7.952/4$3,180$2,78150%67%+$439-$13,705285.5%$-15,591 (vs do-nothing $-11,820)
$93.508d17 Jul 2026$6.002/4$4,500$4,10149%67%+$724-$13,995291.6%$-15,881 (vs do-nothing $-12,110)
$938d17 Jul 2026$6.302/4$4,725$4,32647%67%+$743-$14,035292.4%$-15,921 (vs do-nothing $-12,150)

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 4 contracts at the conservative CC.

fortress_fight.py v6.0  |  2026-07-09 03:37