FORTRESS FIGHT: MSTR @ $93.76

BE SS: $161.00  |  CC-SS: $167.92  |  4 contracts (400 sh)  |  2026-07-09 21:37 |  ⌂ PORTFOLIO

MSTR @ $93.76   UNDERWATER $67.24 (41.8% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $167.92  |  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$5,280/mo95% ann ROI on ML
Hedge rolling cost$414/mo
Unrealized P&L$-32,332fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,640/mo
HEDGE COVER
$414/mo
NORMAL INCOME
$5,280/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $4,800
ML VELOCITY
10.8 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $167.92 (probe: $170C 15d) brings only $8/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)
$33,584
was $32,332 · -4% earned back
Cycles closed
2
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 12 (live) · RSI 34 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 35 · %B 34 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.25 (+46%) · daily UBB $130.37 · 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 $104 / 8d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($2,640/mo); it brings $2,655/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 × $97/8d for $5,325/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 × $120/8d (96% survival, $495/mo).
Downside anchor: the primary mortgages $24,858 (518% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 4.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-32,394 and cuts bleed by $414/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 × $104, 79% survival, $2,655/mo (E[net] $43/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 × $10479%$2,655$43

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $43/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $104 (primary), 79% survival, breach 21%, $2,655/mo.
⚖️ Worth a safer step: the $107 rung (33% normal) lifts survival to 84% (breach 21% → 16%) for $840/mo less (32% 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 $107 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $93.76 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12017 Jul8d28.0%96%9%$132$495-$2,160$19,034
Sell 4 × $120 28.0% OTM over spot $93.76 17 Jul 2026 (8d, $0.39 mid)
= $132 credit for the 8d cycle → $495/mo projected
Survival (stays ≤ $120)
96%
Breach risk
4%
POP (stays ≤ $120.39)
96%
EV / mo
+$275
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.4-5.6] median  ·  30% of paths whole by 9 mo (vs 28% without)  ·  ~1.3 challenges expected  ·  median CC cash $-298
🛡 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)
4%
Flat exit net (mid-life)
-$2,332
Free roll-up
+$5/wk
Safest escape (by 24 Jul 2026)
$125 @ 72% POP
63% 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: $8.71/sh now → $6.16 mid-life (likely $4.54–$8.19)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$5.83/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 130 simulated challenges: the $120 strike is typically first touched on day 6 of 8, at $123 (overshoots $3.24). 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)~$12024 Jul 202611d left+$2.30/sh+$921
cycle +$1,053
[+$943…+$1,566] · 100% credit
68%
surv 54%
Up-and-out for even (raise the cap, free)~$12524 Jul 202611d left+$0.14/sh+$56
cycle +$188
[-$80…+$629] · 68% credit
72%
surv 62%
Max even-money escape in the band~$12524 Jul 202611d left+$0.14/sh+$56
cycle +$188
[-$80…+$629] · 68% credit
72%
surv 62%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Reliable up-and-out (highest cap still free ≥60%)~$12524 Jul 202611d left-$0.01/sh-$5
cycle +$127
[-$162…+$561] · 62% credit
72%
surv 63%
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$495/mo
vs 50% target ($2,640/mo)-81%
vs normal income ($5,280/mo)9% covered
Net income (after hedge)$81/mo
Downside budget
⚠ $120 is $48 below CC-SS $167.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,034
… as % of IC ($4,800)396.5%
… as % of ML ($56,800)33.5%
Recovery months (at normal income)3.6 mo
Surgical close (4 ct)$-32,354
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.33 collected) or spot ≥ $120.39 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $120)); NOT the premium you collected. Momentum override: two daily closes above $130.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $118.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$119-120.39
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $120.39
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$120.00 (2.0σ)$132$-20,759+$11,573+$112
+2.5%$123.00 (2.2σ)$-1,068$-20,651+$11,681-$1,088
+5%$126.00 (2.5σ)$-2,268$-20,543+$11,789-$2,288
SS (= V-bounce)$161.00 (5.1σ)$-16,268$-19,283+$13,049-$15,888
V-BOUNCE STRESS (stock → CC-SS $167.92, where you are whole again, by expiry)
Starting unrealized P&L: $-32,332
+ Fortress recovery (un-capped): +$32,332
− CC assignment net of premium (4 × $120): -$19,034
Total Position P&L @ SS: $-19,034 (+$13,298 vs today)
Do-nothing baseline at SS: $-3,146 (this trade vs do-nothing: $-15,888, the opportunity cost of earning $495/mo FIGHT income now)
BB-reversion stress (→ $137.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,768, position total $-20,138 (+$12,194 vs today)
🛡 safe yield4 × $11217 Jul8d19.5%90%20%$276$1,035-$1,620$22,090
Sell 4 × $112 19.5% OTM over spot $93.76 17 Jul 2026 (8d, $0.78 mid)
= $276 credit for the 8d cycle → $1,035/mo projected
Survival (stays ≤ $112)
90%
Breach risk
10%
POP (stays ≤ $112.78)
91%
EV / mo
+$413
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.3-5.4] median, 0.4 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  31% of paths whole by 9 mo (vs 26% without)  ·  ~3.9 challenges expected  ·  median CC cash $1,476
🛡 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)
-$1,933
Free roll-up
+$4/wk
Safest escape (by 24 Jul 2026)
$118 @ 74% POP
65% 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: $7.81/sh now → $5.52 mid-life (likely $4.86–$7.92)≈ $0 at expiry  |  you banked $0.69/sh, so a flat mid-life exit nets -$4.83/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 408 simulated challenges: the $112 strike is typically first touched on day 5 of 8, at $115 (overshoots $3.40). 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+$2.06/sh+$825
cycle +$1,101
[+$665…+$1,182] · 99% credit
67%
surv 54%
Reliable up-and-out (highest cap still free ≥60%)~$11624 Jul 202611d left+$0.36/sh+$144
cycle +$420
[-$113…+$467] · 65% credit
71%
surv 61%
Up-and-out for even (raise the cap, free)~$11624 Jul 202611d left+$0.15/sh+$61
cycle +$337
[-$210…+$381] · 54% credit
72%
surv 62%
Max even-money escape in the band~$11624 Jul 202611d left+$0.15/sh+$61
cycle +$337
[-$210…+$381] · 54% credit
72%
surv 62%
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-$0.58/sh-$232
cycle +$44
[-$558…+$56] · 29% credit
74%
surv 65%
budget: banked $276 debit $232 (84% used ≈ 1.0 wk of income) → whole cycle still +$44 cash · rolled 4 ct earn ≈ $5,393/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$1,035/mo
vs 50% target ($2,640/mo)-61%
vs normal income ($5,280/mo)20% covered
Net income (after hedge)$621/mo
Downside budget
⚠ $112 is $56 below CC-SS $167.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,090
… as % of IC ($4,800)460.2%
… as % of ML ($56,800)38.9%
Recovery months (at normal income)4.2 mo
Surgical close (4 ct)$-32,368
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 $0.69 collected) or spot ≥ $112.78 (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 $130.37 (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
$111-112.78
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $112.78
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 (1.4σ)$276$-24,103+$8,229+$256
+2.5%$114.80 (1.6σ)$-844$-24,003+$8,329-$864
+5%$117.60 (1.8σ)$-1,964$-23,902+$8,430-$1,984
SS (= V-bounce)$161.00 (5.1σ)$-19,324$-22,339+$9,993-$18,944
V-BOUNCE STRESS (stock → CC-SS $167.92, where you are whole again, by expiry)
Starting unrealized P&L: $-32,332
+ Fortress recovery (un-capped): +$32,332
− CC assignment net of premium (4 × $112): -$22,090
Total Position P&L @ SS: $-22,090 (+$10,242 vs today)
Do-nothing baseline at SS: $-3,146 (this trade vs do-nothing: $-18,944, the opportunity cost of earning $1,035/mo FIGHT income now)
BB-reversion stress (→ $137.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,824, position total $-23,194 (+$9,138 vs today)
33% normal ← lean4 × $10717 Jul8d14.1%84%33%$484$1,815-$840$23,882
Sell 4 × $107 14.1% OTM over spot $93.76 17 Jul 2026 (8d, $1.36 mid)
= $484 credit for the 8d cycle → $1,815/mo projected
Survival (stays ≤ $107)
84%
Breach risk
16%
POP (stays ≤ $108.36)
86%
EV / mo
+$578
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.3 mo [2.0-5.2] median, 0.1 mo SLOWER than no FIGHT (3.1 mo): roll costs eat the credits at this rung  ·  35% of paths whole by 9 mo (vs 30% without)  ·  ~6.8 challenges expected  ·  median CC cash $3,586
🛡 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)
-$1,573
Free roll-up
+$4/wk
Safest escape (by 24 Jul 2026)
$114 @ 75% POP
68% 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: $7.27/sh now → $5.14 mid-life (likely $4.79–$7.75)≈ $0 at expiry  |  you banked $1.21/sh, so a flat mid-life exit nets -$3.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 728 simulated challenges: the $107 strike is typically first touched on day 5 of 8, at $110 (overshoots $3.04). 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)~$10724 Jul 202611d left+$1.92/sh+$768
cycle +$1,252
[+$538…+$1,050] · 99% credit
67%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$11024 Jul 202611d left+$0.64/sh+$256
cycle +$740
[-$27…+$489] · 73% credit
70%
surv 59%
Up-and-out for even (raise the cap, free)~$11124 Jul 202611d left+$0.03/sh+$12
cycle +$496
[-$314…+$223] · 40% credit
72%
surv 62%
Max even-money escape in the band~$11124 Jul 202611d left+$0.03/sh+$12
cycle +$496
[-$314…+$223] · 40% credit
72%
surv 62%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11424 Jul 202611d left-$1.05/sh-$419
cycle +$65
[-$839…-$267] · 13% credit
75%
surv 68%
budget: banked $484 debit $419 (87% used ≈ 1.0 wk of income) → whole cycle still +$65 cash · rolled 4 ct earn ≈ $4,466/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$1,815/mo
vs 50% target ($2,640/mo)-31%
vs normal income ($5,280/mo)34% covered
Net income (after hedge)$1,401/mo
Downside budget
⚠ $107 is $61 below CC-SS $167.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,882
… as % of IC ($4,800)497.5%
… as % of ML ($56,800)42.0%
Recovery months (at normal income)4.5 mo
Surgical close (4 ct)$-32,392
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.30/sh (~25% of the $1.21 collected) or spot ≥ $108.36 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $107)); NOT the premium you collected. Momentum override: two daily closes above $130.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $105.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$106-108.36
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
≥ $108.36
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$107.00 (1.0σ)$484$-26,075+$6,257+$464
+2.5%$109.67 (1.2σ)$-586$-25,979+$6,353-$606
+5%$112.35 (1.4σ)$-1,656$-25,883+$6,449-$1,676
SS (= V-bounce)$161.00 (5.1σ)$-21,116$-24,131+$8,201-$20,736
V-BOUNCE STRESS (stock → CC-SS $167.92, where you are whole again, by expiry)
Starting unrealized P&L: $-32,332
+ Fortress recovery (un-capped): +$32,332
− CC assignment net of premium (4 × $107): -$23,882
Total Position P&L @ SS: $-23,882 (+$8,450 vs today)
Do-nothing baseline at SS: $-3,146 (this trade vs do-nothing: $-20,736, the opportunity cost of earning $1,815/mo FIGHT income now)
BB-reversion stress (→ $137.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,616, position total $-24,986 (+$7,346 vs today)
🎯 50% normal4 × $10417 Jul8d10.9%79%35%$708$2,655$24,858
Sell 4 × $104 10.9% OTM over spot $93.76 17 Jul 2026 (8d, $1.93 mid)
= $708 credit for the 8d cycle → $2,655/mo projected
Survival (stays ≤ $104)
79%
Breach risk
21%
POP (stays ≤ $105.92)
83%
EV / mo
+$790
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.4-5.7] median, 0.4 mo faster than no FIGHT (4.2 mo)  ·  33% of paths whole by 9 mo (vs 28% without)  ·  ~9.7 challenges expected  ·  median CC cash $5,375
🛡 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)
35%
Flat exit net (mid-life)
-$1,260
Free roll-up
+$4/wk
Safest escape (by 24 Jul 2026)
$113 @ 78% POP
72% 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: $6.95/sh now → $4.92 mid-life (likely $5.21–$7.85)≈ $0 at expiry  |  you banked $1.77/sh, so a flat mid-life exit nets -$3.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,062 simulated challenges: the $104 strike is typically first touched on day 4 of 8, at $107 (overshoots $3.06). 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)~$10424 Jul 202611d left+$1.84/sh+$735
cycle +$1,443
[+$469…+$862] · 98% credit
67%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$10624 Jul 202611d left+$0.76/sh+$306
cycle +$1,014
[-$17…+$397] · 73% credit
70%
surv 58%
Up-and-out for even (raise the cap, free)~$10824 Jul 202611d left+$0.16/sh+$64
cycle +$772
[-$303…+$126] · 36% credit
71%
surv 62%
Max even-money escape in the band~$10824 Jul 202611d left+$0.16/sh+$64
cycle +$772
[-$303…+$126] · 36% credit
71%
surv 62%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11324 Jul 202611d left-$1.71/sh-$682
cycle +$26
[-$1,229…-$705] · 2% credit
78%
surv 72%
budget: banked $708 debit $682 (96% used ≈ 1.1 wk of income) → whole cycle still +$26 cash · rolled 4 ct earn ≈ $3,506/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$2,655/mo
vs 50% target ($2,640/mo)+1%
vs normal income ($5,280/mo)50% covered
Net income (after hedge)$2,241/mo
Downside budget
⚠ $104 is $64 below CC-SS $167.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,858
… as % of IC ($4,800)517.9%
… as % of ML ($56,800)43.8%
Recovery months (at normal income)4.7 mo
Surgical close (4 ct)$-32,394
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.44/sh (~25% of the $1.77 collected) or spot ≥ $105.92 (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 $130.37 (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
$103-105.92
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
≥ $105.92
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$104.00 (≤1σ, normal week)$708$-27,159+$5,173+$688
+2.5%$106.60 (≤1σ, normal week)$-332$-27,066+$5,266-$352
+5%$109.20 (1.2σ)$-1,372$-26,972+$5,360-$1,392
SS (= V-bounce)$161.00 (5.1σ)$-22,092$-25,107+$7,225-$21,712
V-BOUNCE STRESS (stock → CC-SS $167.92, where you are whole again, by expiry)
Starting unrealized P&L: $-32,332
+ Fortress recovery (un-capped): +$32,332
− CC assignment net of premium (4 × $104): -$24,858
Total Position P&L @ SS: $-24,858 (+$7,474 vs today)
Do-nothing baseline at SS: $-3,146 (this trade vs do-nothing: $-21,712, the opportunity cost of earning $2,655/mo FIGHT income now)
BB-reversion stress (→ $137.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,592, position total $-25,962 (+$6,370 vs today)
100% normal4 × $9717 Jul8d3.5%62%79%$1,420$5,325+$2,670$26,946
Sell 4 × $97 3.5% OTM over spot $93.76 17 Jul 2026 (8d, $3.90 mid)
= $1,420 credit for the 8d cycle → $5,325/mo projected
Survival (stays ≤ $97)
62%
Breach risk
38%
POP (stays ≤ $100.90)
72%
EV / mo
+$725
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.1-5.7] median, 0.2 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  40% of paths whole by 9 mo (vs 31% without)  ·  ~23.1 challenges expected  ·  median CC cash $8,547
🛡 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)
63%
Flat exit net (mid-life)
-$347
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$117 @ 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: $6.24/sh now → $4.42 mid-life (likely $5.75–$8.18)≈ $0 at expiry  |  you banked $3.55/sh, so a flat mid-life exit nets -$0.87/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,889 simulated challenges: the $97 strike is typically first touched on day 3 of 8, at $100 (overshoots $2.96). 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)~$9724 Jul 202611d left+$1.65/sh+$659
cycle +$2,079
[+$285…+$528] · 96% credit
67%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$9824 Jul 202611d left+$1.08/sh+$432
cycle +$1,852
[+$28…+$283] · 78% credit
69%
surv 56%
Up-and-out for even (raise the cap, free)~$10024 Jul 202611d left+$0.19/sh+$78
cycle +$1,498
[-$405…-$118] · 17% credit
71%
surv 61%
Max even-money escape in the band~$10024 Jul 202611d left+$0.19/sh+$78
cycle +$1,498
[-$405…-$118] · 17% credit
71%
surv 61%
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-$3.39/sh-$1,354
cycle +$66
[-$2,401…-$1,733]
90%
surv 89%
budget: banked $1,420 debit $1,354 (95% used ≈ 1.1 wk of income) → whole cycle still +$66 cash · rolled 4 ct earn ≈ $1,125/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$5,325/mo
vs 50% target ($2,640/mo)+102%
vs normal income ($5,280/mo)101% covered
Net income (after hedge)$4,911/mo
Downside budget
⚠ $97 is $71 below CC-SS $167.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,946
… as % of IC ($4,800)561.4%
… as % of ML ($56,800)47.4%
Recovery months (at normal income)5.1 mo
Surgical close (4 ct)$-32,472
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.89/sh (~25% of the $3.55 collected) or spot ≥ $100.90 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $97)); NOT the premium you collected. Momentum override: two daily closes above $130.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $96.03Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$96-100.90
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
≥ $100.90
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$97.00 (≤1σ, normal week)$1,420$-29,499+$2,833+$1,400
+2.5%$99.42 (≤1σ, normal week)$450$-29,412+$2,920+$430
+5%$101.85 (≤1σ, normal week)$-520$-29,325+$3,007-$540
SS (= V-bounce)$161.00 (5.1σ)$-24,180$-27,195+$5,137-$23,800
V-BOUNCE STRESS (stock → CC-SS $167.92, where you are whole again, by expiry)
Starting unrealized P&L: $-32,332
+ Fortress recovery (un-capped): +$32,332
− CC assignment net of premium (4 × $97): -$26,946
Total Position P&L @ SS: $-26,946 (+$5,386 vs today)
Do-nothing baseline at SS: $-3,146 (this trade vs do-nothing: $-23,800, the opportunity cost of earning $5,325/mo FIGHT income now)
BB-reversion stress (→ $137.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,680, position total $-28,050 (+$4,282 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 (32 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 32 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: 1.090 (IBKR)  |  Recovery@SS: +$32,332 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,146

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1048d17 Jul 2026$1.774/4$2,655$2,24179%83%+$790-$24,858517.9%$-24,858 (vs do-nothing $-21,712)
$1038d17 Jul 2026$2.014/4$3,015$2,60177%81%+$881-$25,162524.2%$-25,162 (vs do-nothing $-22,016)
$1028d17 Jul 2026$2.254/4$3,375$2,96175%80%+$936-$25,466530.5%$-25,466 (vs do-nothing $-22,320)
$1018d17 Jul 2026$2.523/4$2,835$2,43173%79%+$749-$19,319402.5%$-20,105 (vs do-nothing $-16,959)
$10215d24 Jul 2026$3.504/4$2,800$2,38671%77%+$496-$24,966520.1%$-24,966 (vs do-nothing $-21,820)
$1008d17 Jul 2026$2.813/4$3,161$2,75770%77%+$787-$19,532406.9%$-20,318 (vs do-nothing $-17,172)
$10115d24 Jul 2026$3.804/4$3,040$2,62669%76%+$508-$25,246526.0%$-25,246 (vs do-nothing $-22,100)
$998d17 Jul 2026$3.003/4$3,375$2,97168%76%+$678-$19,775412.0%$-20,561 (vs do-nothing $-17,415)
$10015d24 Jul 2026$4.154/4$3,320$2,90667%75%+$541-$25,506531.4%$-25,506 (vs do-nothing $-22,360)
$98.508d17 Jul 2026$3.253/4$3,656$3,25266%75%+$785-$19,850413.5%$-20,636 (vs do-nothing $-17,490)
$988d17 Jul 2026$3.403/4$3,825$3,42165%74%+$770-$19,955415.7%$-20,741 (vs do-nothing $-17,595)
$9915d24 Jul 2026$4.503/4$2,700$2,29665%74%+$416-$19,325402.6%$-20,111 (vs do-nothing $-16,965)
$98.5015d24 Jul 2026$4.653/4$2,790$2,38664%74%+$400-$19,430404.8%$-20,216 (vs do-nothing $-17,070)
Show 19 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$97.508d17 Jul 2026$3.353/4$3,769$3,36564%73%+$521-$20,120419.2%$-20,906 (vs do-nothing $-17,760)
$9815d24 Jul 2026$4.853/4$2,910$2,50663%73%+$410-$19,520406.7%$-20,306 (vs do-nothing $-17,160)
$978d17 Jul 2026$3.552/4$2,662$2,26862%72%+$362-$13,473280.7%$-15,046 (vs do-nothing $-11,900)
$97.5015d24 Jul 2026$5.053/4$3,030$2,62662%72%+$416-$19,610408.5%$-20,396 (vs do-nothing $-17,250)
$96.508d17 Jul 2026$3.752/4$2,812$2,41861%72%+$371-$13,533281.9%$-15,106 (vs do-nothing $-11,960)
$9715d24 Jul 2026$5.253/4$3,150$2,74661%72%+$418-$19,700410.4%$-20,486 (vs do-nothing $-17,340)
$96.5015d24 Jul 2026$5.453/4$3,270$2,86660%71%+$416-$19,790412.3%$-20,576 (vs do-nothing $-17,430)
$968d17 Jul 2026$4.252/4$3,188$2,79359%71%+$597-$13,533281.9%$-15,106 (vs do-nothing $-11,960)
$9615d24 Jul 2026$5.653/4$3,390$2,98659%71%+$410-$19,880414.2%$-20,666 (vs do-nothing $-17,520)
$958d17 Jul 2026$4.452/4$3,338$2,94357%70%+$430-$13,693285.3%$-15,266 (vs do-nothing $-12,120)
$9515d24 Jul 2026$6.153/4$3,690$3,28657%70%+$445-$20,030417.3%$-20,816 (vs do-nothing $-17,670)
$9415d24 Jul 2026$6.602/4$2,640$2,24654%69%+$261-$13,463280.5%$-15,036 (vs do-nothing $-11,890)
$948d17 Jul 2026$4.852/4$3,638$3,24354%68%+$384-$13,813287.8%$-15,386 (vs do-nothing $-12,240)
$9315d24 Jul 2026$7.102/4$2,840$2,44652%68%+$271-$13,563282.6%$-15,136 (vs do-nothing $-11,990)
$93.508d17 Jul 2026$5.152/4$3,862$3,46852%68%+$425-$13,853288.6%$-15,426 (vs do-nothing $-12,280)
$938d17 Jul 2026$5.402/4$4,050$3,65650%67%+$422-$13,903289.6%$-15,476 (vs do-nothing $-12,330)
$9215d24 Jul 2026$7.652/4$3,060$2,66650%67%+$291-$13,653284.4%$-15,226 (vs do-nothing $-12,080)
$92.508d17 Jul 2026$5.652/4$4,238$3,84349%66%+$412-$13,953290.7%$-15,526 (vs do-nothing $-12,380)
$928d17 Jul 2026$5.952/4$4,462$4,06847%66%+$431-$13,993291.5%$-15,566 (vs do-nothing $-12,420)

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 21:37