FORTRESS FIGHT: MSTR @ $95.37

BE SS: $161.00  |  CC-SS: $168.42  |  4 contracts (400 sh)  |  2026-07-10 01:46 |  ⌂ PORTFOLIO

MSTR @ $95.37   UNDERWATER $65.63 (40.8% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $168.42  |  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$5,554/mo95% ann ROI on ML
Hedge rolling cost$365/mo
Unrealized P&L$-32,290fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,777/mo
HEDGE COVER
$365/mo
NORMAL INCOME
$5,554/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $4,800
ML VELOCITY
10.2 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $168.42 (probe: $170C 14d) brings only $17/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)
$33,542
was $32,290 · -4% earned back
Cycles closed
2
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 14 (live) · RSI 34 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 36 · %B 36 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.33 (+44%) · daily UBB $130.34 · 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: 4 contracts at $105 / 7d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($2,777/mo); it brings $2,846/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 × $99/7d for $5,743/mo, but breach risk rises to 35% (+16pp 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 × $122/7d (97% survival, $377/mo).
Downside anchor: the primary mortgages $24,706 (515% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 4.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-32,326 and cuts bleed by $365/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 (7d) · sell 4 × $105, 81% survival, $2,846/mo (E[net] $811/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 · 7d4 × $10581%$2,846$811

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $811/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $105 (primary), 81% survival, breach 19%, $2,846/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $108 rung (33% normal) lifts survival to 87% (breach 19% → 13%) for $891/mo less (31% income) buys safety you do not really need here.
MSTR  spot $95.37 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12217 Jul7d27.9%97%5%$88$377-$2,469$18,482
Sell 4 × $122 27.9% OTM over spot $95.37 17 Jul 2026 (7d, $0.25 mid)
= $88 credit for the 7d cycle → $377/mo projected
Survival (stays ≤ $122)
97%
Breach risk
3%
POP (stays ≤ $122.25)
97%
EV / mo
+$275
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.1-6.6] median, 0.2 mo faster than no FIGHT (4.2 mo)  ·  34% of paths whole by 9 mo (vs 33% without)  ·  ~0.7 challenges expected  ·  median CC cash $-826
🛡 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)
2%
Flat exit net (mid-life)
-$2,057
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$139 @ 80% POP
75% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.58/sh now → $5.36 mid-life (likely $3.68–$6.00)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$5.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 54 simulated challenges: the $122 strike is typically first touched on day 6 of 7, at $125 (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)~$12224 Jul 202610d left+$3.21/sh+$1,283
cycle +$1,371
[+$1,503…+$1,849] · 100% credit
69%
surv 53%
Up-and-out for even (raise the cap, free)~$12924 Jul 202610d left+$0.32/sh+$128
cycle +$216
[+$180…+$616] · 89% credit
75%
surv 66%
Max even-money escape in the band~$13731 Jul 202618d left+$0.49/sh+$195
cycle +$283
[+$223…+$785] · 89% credit
79%
surv 73%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$13931 Jul 202618d left-$0.19/sh-$75
cycle +$13
[-$97…+$500] · 69% credit
80%
surv 75%
budget: banked $88 debit $75 (85% used ≈ 0.9 wk of income) → whole cycle still +$13 cash · rolled 4 ct earn ≈ $3,450/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$377/mo
vs 50% target ($2,777/mo)-86%
vs normal income ($5,554/mo)7% covered
Net income (after hedge)$12/mo
Downside budget
⚠ $122 is $46 below CC-SS $168.42: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,482
… as % of IC ($4,800)385.0%
… as % of ML ($56,800)32.5%
Recovery months (at normal income)3.3 mo
Surgical close (4 ct)$-32,302
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.22 collected) or spot ≥ $122.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $122)); NOT the premium you collected. Momentum override: two daily closes above $130.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $120.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$121-122.25
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
≥ $122.25
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$122.00 (2.3σ)$88$-20,432+$11,858+$68
+2.5%$125.05 (2.6σ)$-1,132$-20,303+$11,987-$1,152
+5%$128.10 (2.9σ)$-2,352$-20,175+$12,115-$2,372
SS (= V-bounce)$161.00 (5.8σ)$-15,512$-18,794+$13,496-$15,132
V-BOUNCE STRESS (stock → CC-SS $168.42, where you are whole again, by expiry)
Starting unrealized P&L: $-32,290
+ Fortress recovery (un-capped): +$32,290
− CC assignment net of premium (4 × $122): -$18,482
Total Position P&L @ SS: $-18,482 (+$13,808 vs today)
Do-nothing baseline at SS: $-3,350 (this trade vs do-nothing: $-15,132, the opportunity cost of earning $377/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,044, position total $-19,788 (+$12,502 vs today)
🛡 safe yield4 × $11117 Jul7d16.4%90%20%$300$1,286-$1,560$22,670
Sell 4 × $111 16.4% OTM over spot $95.37 17 Jul 2026 (7d, $0.81 mid)
= $300 credit for the 7d cycle → $1,286/mo projected
Survival (stays ≤ $111)
90%
Breach risk
10%
POP (stays ≤ $111.81)
91%
EV / mo
+$706
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.1-5.3] median, 0.2 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  31% of paths whole by 9 mo (vs 28% without)  ·  ~4.2 challenges expected  ·  median CC cash $3,091
🛡 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)
-$1,539
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$128 @ 81% POP
78% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.50/sh now → $4.60 mid-life (likely $3.84–$6.43)≈ $0 at expiry  |  you banked $0.75/sh, so a flat mid-life exit nets -$3.85/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 410 simulated challenges: the $111 strike is typically first touched on day 5 of 7, at $114 (overshoots $2.74). 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)~$11124 Jul 202610d left+$2.76/sh+$1,102
cycle +$1,402
[+$1,037…+$1,505] · 100% credit
69%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$12331 Jul 202618d left+$0.69/sh+$274
cycle +$574
[+$29…+$558] · 78% credit
78%
surv 72%
Up-and-out for even (raise the cap, free)~$11724 Jul 202610d left+$0.24/sh+$96
cycle +$396
[-$106…+$335] · 61% credit
75%
surv 65%
Max even-money escape in the band~$12431 Jul 202618d left+$0.15/sh+$61
cycle +$361
[-$221…+$347] · 54% credit
78%
surv 73%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12831 Jul 202618d left-$0.73/sh-$294
cycle +$6
[-$629…-$27] · 23% credit
81%
surv 78%
budget: banked $300 debit $294 (98% used ≈ 1.0 wk of income) → whole cycle still +$6 cash · rolled 4 ct earn ≈ $2,575/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$1,286/mo
vs 50% target ($2,777/mo)-54%
vs normal income ($5,554/mo)23% covered
Net income (after hedge)$921/mo
Downside budget
⚠ $111 is $57 below CC-SS $168.42: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,670
… as % of IC ($4,800)472.3%
… as % of ML ($56,800)39.9%
Recovery months (at normal income)4.1 mo
Surgical close (4 ct)$-32,316
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.75 collected) or spot ≥ $111.81 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $111)); NOT the premium you collected. Momentum override: two daily closes above $130.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $109.89Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$110-111.81
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
≥ $111.81
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$111.00 (1.4σ)$300$-25,082+$7,208+$280
+2.5%$113.77 (1.6σ)$-810$-24,965+$7,325-$830
+5%$116.55 (1.9σ)$-1,920$-24,848+$7,442-$1,940
SS (= V-bounce)$161.00 (5.8σ)$-19,700$-22,982+$9,308-$19,320
V-BOUNCE STRESS (stock → CC-SS $168.42, where you are whole again, by expiry)
Starting unrealized P&L: $-32,290
+ Fortress recovery (un-capped): +$32,290
− CC assignment net of premium (4 × $111): -$22,670
Total Position P&L @ SS: $-22,670 (+$9,620 vs today)
Do-nothing baseline at SS: $-3,350 (this trade vs do-nothing: $-19,320, the opportunity cost of earning $1,286/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,232, position total $-23,976 (+$8,314 vs today)
33% normal4 × $10817 Jul7d13.2%87%28%$456$1,954-$891$23,714
Sell 4 × $108 13.2% OTM over spot $95.37 17 Jul 2026 (7d, $1.19 mid)
= $456 credit for the 7d cycle → $1,954/mo projected
Survival (stays ≤ $108)
87%
Breach risk
13%
POP (stays ≤ $109.19)
88%
EV / mo
+$1,025
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.5-5.8] median, 0.1 mo SLOWER than no FIGHT (3.9 mo): roll costs eat the credits at this rung  ·  34% of paths whole by 9 mo (vs 27% without)  ·  ~6.8 challenges expected  ·  median CC cash $5,501
🛡 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)
22%
Flat exit net (mid-life)
-$1,303
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$127 @ 84% POP
80% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.22/sh now → $4.40 mid-life (likely $4.09–$6.99)≈ $0 at expiry  |  you banked $1.14/sh, so a flat mid-life exit nets -$3.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 651 simulated challenges: the $108 strike is typically first touched on day 5 of 7, at $111 (overshoots $2.91). 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 202610d left+$2.64/sh+$1,055
cycle +$1,511
[+$932…+$1,306] · 100% credit
69%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$12031 Jul 202618d left+$0.51/sh+$203
cycle +$659
[-$154…+$405] · 61% credit
78%
surv 72%
Up-and-out for even (raise the cap, free)~$11424 Jul 202610d left+$0.14/sh+$56
cycle +$512
[-$236…+$225] · 44% credit
75%
surv 66%
Max even-money escape in the band~$12131 Jul 202618d left+$0.00/sh+$0
cycle +$456
[-$416…+$194] · 37% credit
79%
surv 74%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12731 Jul 202618d left-$1.13/sh-$451
cycle +$5
[-$976…-$282] · 12% credit
84%
surv 80%
budget: banked $456 debit $451 (99% used ≈ 1.0 wk of income) → whole cycle still +$5 cash · rolled 4 ct earn ≈ $2,180/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$1,954/mo
vs 50% target ($2,777/mo)-30%
vs normal income ($5,554/mo)35% covered
Net income (after hedge)$1,589/mo
Downside budget
⚠ $108 is $60 below CC-SS $168.42: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,714
… as % of IC ($4,800)494.0%
… as % of ML ($56,800)41.7%
Recovery months (at normal income)4.3 mo
Surgical close (4 ct)$-32,312
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.14 collected) or spot ≥ $109.19 (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 $130.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $106.92Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$107-109.19
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
≥ $109.19
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$108.00 (1.1σ)$456$-26,252+$6,038+$436
+2.5%$110.70 (1.4σ)$-624$-26,138+$6,152-$644
+5%$113.40 (1.6σ)$-1,704$-26,025+$6,265-$1,724
SS (= V-bounce)$161.00 (5.8σ)$-20,744$-24,026+$8,264-$20,364
V-BOUNCE STRESS (stock → CC-SS $168.42, where you are whole again, by expiry)
Starting unrealized P&L: $-32,290
+ Fortress recovery (un-capped): +$32,290
− CC assignment net of premium (4 × $108): -$23,714
Total Position P&L @ SS: $-23,714 (+$8,576 vs today)
Do-nothing baseline at SS: $-3,350 (this trade vs do-nothing: $-20,364, the opportunity cost of earning $1,954/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,276, position total $-25,020 (+$7,270 vs today)
🎯 50% normal4 × $10517 Jul7d10.1%81%28%$664$2,846$24,706
Sell 4 × $105 10.1% OTM over spot $95.37 17 Jul 2026 (7d, $1.75 mid)
= $664 credit for the 7d cycle → $2,846/mo projected
Survival (stays ≤ $105)
81%
Breach risk
19%
POP (stays ≤ $106.75)
84%
EV / mo
+$1,297
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.2-5.6] median, 0.1 mo SLOWER than no FIGHT (3.5 mo): roll costs eat the credits at this rung  ·  40% of paths whole by 9 mo (vs 30% without)  ·  ~9.7 challenges expected  ·  median CC cash $7,336
🛡 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)
28%
Flat exit net (mid-life)
-$1,017
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$126 @ 86% POP
83% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.94/sh now → $4.20 mid-life (likely $4.31–$6.76)≈ $0 at expiry  |  you banked $1.66/sh, so a flat mid-life exit nets -$2.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 847 simulated challenges: the $105 strike is typically first touched on day 4 of 7, at $108 (overshoots $2.72). 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 202610d left+$2.52/sh+$1,009
cycle +$1,673
[+$848…+$1,188] · 100% credit
69%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$11531 Jul 202618d left+$0.96/sh+$385
cycle +$1,049
[+$33…+$478] · 77% credit
77%
surv 70%
Max even-money escape in the band~$11731 Jul 202618d left+$0.34/sh+$135
cycle +$799
[-$267…+$207] · 43% credit
79%
surv 73%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$11124 Jul 202610d left+$0.04/sh+$17
cycle +$681
[-$305…+$77] · 33% credit
75%
surv 66%
Safety roll (pay small debit, max POP)~$12631 Jul 202618d left-$1.58/sh-$632
cycle +$32
[-$1,221…-$613] · 3% credit
86%
surv 83%
budget: banked $664 debit $632 (95% used ≈ 1.0 wk of income) → whole cycle still +$32 cash · rolled 4 ct earn ≈ $1,749/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$2,846/mo
vs 50% target ($2,777/mo)+2%
vs normal income ($5,554/mo)51% covered
Net income (after hedge)$2,481/mo
Downside budget
⚠ $105 is $63 below CC-SS $168.42: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,706
… as % of IC ($4,800)514.7%
… as % of ML ($56,800)43.5%
Recovery months (at normal income)4.4 mo
Surgical close (4 ct)$-32,326
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.66 collected) or spot ≥ $106.75 (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 $130.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $103.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$104-106.75
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $106.75
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (≤1σ, normal week)$664$-27,370+$4,920+$644
+2.5%$107.62 (1.1σ)$-386$-27,259+$5,031-$406
+5%$110.25 (1.3σ)$-1,436$-27,149+$5,141-$1,456
SS (= V-bounce)$161.00 (5.8σ)$-21,736$-25,018+$7,272-$21,356
V-BOUNCE STRESS (stock → CC-SS $168.42, where you are whole again, by expiry)
Starting unrealized P&L: $-32,290
+ Fortress recovery (un-capped): +$32,290
− CC assignment net of premium (4 × $105): -$24,706
Total Position P&L @ SS: $-24,706 (+$7,584 vs today)
Do-nothing baseline at SS: $-3,350 (this trade vs do-nothing: $-21,356, the opportunity cost of earning $2,846/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,268, position total $-26,012 (+$6,278 vs today)
100% normal4 × $9917 Jul7d3.8%65%74%$1,340$5,743+$2,897$26,430
Sell 4 × $99 3.8% OTM over spot $95.37 17 Jul 2026 (7d, $3.45 mid)
= $1,340 credit for the 7d cycle → $5,743/mo projected
Survival (stays ≤ $99)
65%
Breach risk
35%
POP (stays ≤ $102.45)
75%
EV / mo
+$1,680
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.5-5.6] median, 0.4 mo faster than no FIGHT (4.2 mo)  ·  44% of paths whole by 9 mo (vs 32% without)  ·  ~22.0 challenges expected  ·  median CC cash $10,596
🛡 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)
58%
Flat exit net (mid-life)
-$191
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$125 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.41/sh now → $3.83 mid-life (likely $4.82–$6.99)≈ $0 at expiry  |  you banked $3.35/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,744 simulated challenges: the $99 strike is typically first touched on day 3 of 7, at $102 (overshoots $2.61). 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)~$9924 Jul 202610d left+$2.30/sh+$919
cycle +$2,259
[+$692…+$868] · 100% credit
69%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$10731 Jul 202618d left+$1.06/sh+$425
cycle +$1,765
[-$34…+$285] · 70% credit
76%
surv 68%
Up-and-out for even (raise the cap, free)~$10424 Jul 202610d left+$0.38/sh+$153
cycle +$1,493
[-$199…+$37] · 30% credit
75%
surv 65%
Max even-money escape in the band~$11131 Jul 202618d left+$0.02/sh+$7
cycle +$1,347
[-$538…-$175] · 14% credit
80%
surv 74%
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12531 Jul 202618d left-$2.42/sh-$970
cycle +$370
[-$1,855…-$1,252]
90%
surv 89%
budget: banked $1,340 debit $970 (72% used ≈ 0.7 wk of income) → whole cycle still +$370 cash · rolled 4 ct earn ≈ $935/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$5,743/mo
vs 50% target ($2,777/mo)+107%
vs normal income ($5,554/mo)103% covered
Net income (after hedge)$5,378/mo
Downside budget
⚠ $99 is $69 below CC-SS $168.42: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,430
… as % of IC ($4,800)550.6%
… as % of ML ($56,800)46.5%
Recovery months (at normal income)4.8 mo
Surgical close (4 ct)$-32,330
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.84/sh (~25% of the $3.35 collected) or spot ≥ $102.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $99)); NOT the premium you collected. Momentum override: two daily closes above $130.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $98.01Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$98-102.45
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $102.45
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$99.00 (≤1σ, normal week)$1,340$-29,346+$2,944+$1,320
+2.5%$101.47 (≤1σ, normal week)$350$-29,242+$3,048+$330
+5%$103.95 (≤1σ, normal week)$-640$-29,138+$3,152-$660
SS (= V-bounce)$161.00 (5.8σ)$-23,460$-26,742+$5,548-$23,080
V-BOUNCE STRESS (stock → CC-SS $168.42, where you are whole again, by expiry)
Starting unrealized P&L: $-32,290
+ Fortress recovery (un-capped): +$32,290
− CC assignment net of premium (4 × $99): -$26,430
Total Position P&L @ SS: $-26,430 (+$5,860 vs today)
Do-nothing baseline at SS: $-3,350 (this trade vs do-nothing: $-23,080, the opportunity cost of earning $5,743/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,992, position total $-27,736 (+$4,554 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 (41 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 41 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: 1.105 (IBKR)  |  Recovery@SS: +$32,290 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,350

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1057d17 Jul 2026$1.664/4$2,846$2,48181%84%+$1,297-$24,706514.7%$-24,706 (vs do-nothing $-21,356)
$1047d17 Jul 2026$1.884/4$3,223$2,85879%83%+$1,373-$25,018521.2%$-25,018 (vs do-nothing $-21,668)
$1037d17 Jul 2026$2.134/4$3,651$3,28676%81%+$1,482-$25,318527.5%$-25,318 (vs do-nothing $-21,968)
$1027d17 Jul 2026$2.393/4$3,073$2,71874%80%+$1,169-$19,210400.2%$-20,048 (vs do-nothing $-16,698)
$10414d24 Jul 2026$3.254/4$2,786$2,42173%79%+$783-$24,470509.8%$-24,470 (vs do-nothing $-21,120)
$10314d24 Jul 2026$3.504/4$3,000$2,63571%78%+$774-$24,770516.0%$-24,770 (vs do-nothing $-21,420)
$1017d17 Jul 2026$2.683/4$3,446$3,09171%78%+$1,176-$19,423404.7%$-20,261 (vs do-nothing $-16,911)
$10421d31 Jul 2026$4.954/4$2,829$2,46370%77%+$741-$23,790495.6%$-23,790 (vs do-nothing $-20,440)
$10214d24 Jul 2026$3.904/4$3,343$2,97869%77%+$871-$25,010521.0%$-25,010 (vs do-nothing $-21,660)
$10321d31 Jul 2026$5.154/4$2,943$2,57868%76%+$686-$24,110502.3%$-24,110 (vs do-nothing $-20,760)
$1007d17 Jul 2026$3.003/4$3,857$3,50368%76%+$1,221-$19,627408.9%$-20,465 (vs do-nothing $-17,115)
$10221d31 Jul 2026$5.404/4$3,086$2,72167%76%+$758-$24,410508.5%$-24,410 (vs do-nothing $-21,060)
$10114d24 Jul 2026$4.204/4$3,600$3,23567%75%+$861-$25,290526.9%$-25,290 (vs do-nothing $-21,940)
Show 28 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10121d31 Jul 2026$6.054/4$3,457$3,09265%75%+$941-$24,550511.5%$-24,550 (vs do-nothing $-21,200)
$997d17 Jul 2026$3.352/4$2,871$2,52865%75%+$840-$13,215275.3%$-14,890 (vs do-nothing $-11,540)
$10014d24 Jul 2026$4.753/4$3,054$2,69964%74%+$782-$19,102398.0%$-19,940 (vs do-nothing $-16,590)
$10021d31 Jul 2026$6.404/4$3,657$3,29263%74%+$941-$24,810516.9%$-24,810 (vs do-nothing $-21,460)
$98.507d17 Jul 2026$3.402/4$2,914$2,57163%74%+$734-$13,305277.2%$-14,980 (vs do-nothing $-11,630)
$9914d24 Jul 2026$5.003/4$3,214$2,86062%73%+$706-$19,327402.7%$-20,165 (vs do-nothing $-16,815)
$987d17 Jul 2026$3.602/4$3,086$2,74261%73%+$792-$13,365278.4%$-15,040 (vs do-nothing $-11,690)
$9921d31 Jul 2026$6.803/4$2,914$2,56061%73%+$718-$18,787391.4%$-19,625 (vs do-nothing $-16,275)
$98.5014d24 Jul 2026$4.953/4$3,182$2,82861%72%+$549-$19,492406.1%$-20,330 (vs do-nothing $-16,980)
$9814d24 Jul 2026$5.453/4$3,504$3,14960%72%+$740-$19,492406.1%$-20,330 (vs do-nothing $-16,980)
$97.507d17 Jul 2026$3.852/4$3,300$2,95660%72%+$799-$13,415279.5%$-15,090 (vs do-nothing $-11,740)
$9821d31 Jul 2026$7.253/4$3,107$2,75359%72%+$743-$18,952394.8%$-19,790 (vs do-nothing $-16,440)
$97.5014d24 Jul 2026$5.653/4$3,632$3,27859%71%+$734-$19,582408.0%$-20,420 (vs do-nothing $-17,070)
$977d17 Jul 2026$4.002/4$3,429$3,08558%71%+$796-$13,485280.9%$-15,160 (vs do-nothing $-11,810)
$9721d31 Jul 2026$7.703/4$3,300$2,94657%71%+$758-$19,117398.3%$-19,955 (vs do-nothing $-16,605)
$9714d24 Jul 2026$5.903/4$3,793$3,43857%71%+$755-$19,657409.5%$-20,495 (vs do-nothing $-17,145)
$96.507d17 Jul 2026$4.252/4$3,643$3,29956%70%+$787-$13,535282.0%$-15,210 (vs do-nothing $-11,860)
$96.5014d24 Jul 2026$6.153/4$3,954$3,59956%70%+$771-$19,732411.1%$-20,570 (vs do-nothing $-17,220)
$9621d31 Jul 2026$8.153/4$3,493$3,13855%71%+$763-$19,282401.7%$-20,120 (vs do-nothing $-16,770)
$9614d24 Jul 2026$6.353/4$4,082$3,72855%70%+$750-$19,822413.0%$-20,660 (vs do-nothing $-17,310)
$967d17 Jul 2026$4.452/4$3,814$3,47155%70%+$805-$13,595283.2%$-15,270 (vs do-nothing $-11,920)
$9521d31 Jul 2026$8.653/4$3,707$3,35353%70%+$779-$19,432404.8%$-20,270 (vs do-nothing $-16,920)
$9514d24 Jul 2026$6.852/4$2,936$2,59252%69%+$505-$13,315277.4%$-14,990 (vs do-nothing $-11,640)
$9421d31 Jul 2026$9.153/4$3,921$3,56751%69%+$785-$19,582408.0%$-20,420 (vs do-nothing $-17,070)
$957d17 Jul 2026$5.002/4$4,286$3,94251%68%+$833-$13,685285.1%$-15,360 (vs do-nothing $-12,010)
$9414d24 Jul 2026$7.202/4$3,086$2,74250%68%+$432-$13,445280.1%$-15,120 (vs do-nothing $-11,770)
$947d17 Jul 2026$5.552/4$4,757$4,41348%67%+$862-$13,775287.0%$-15,450 (vs do-nothing $-12,100)
$93.507d17 Jul 2026$5.802/4$4,971$4,62846%66%+$842-$13,825288.0%$-15,500 (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  |  2026-07-10 01:46