FORTRESS FIGHT: MSTR @ $95.16

BE SS: $161.00  |  CC-SS: $168.03  |  4 contracts (400 sh)  |  2026-07-10 02:12 |  ⌂ PORTFOLIO

MSTR @ $95.16   UNDERWATER $65.84 (40.9% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $168.03  |  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$5,739/mo95% ann ROI on ML
Hedge rolling cost$365/mo
Unrealized P&L$-32,180fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,869/mo
HEDGE COVER
$365/mo
NORMAL INCOME
$5,739/mo (ATM CC, chain)
IC VELOCITY
0.8 mo to earn back $4,800
ML VELOCITY
9.9 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $168.03 (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)
$33,432
was $32,180 · -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 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 ($2,869/mo); it brings $2,914/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 $5,914/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 $24,531 (511% 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 $-32,212 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, $2,914/mo (E[net] $883/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%$2,914$883

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $883/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $105 (primary), 81% survival, breach 19%, $2,914/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 $943/mo less (32% income) buys safety you do not really need here.
MSTR  spot $95.16 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12217 Jul7d28.2%97%5%$88$377-$2,537$18,323
Sell 4 × $122 28.2% OTM over spot $95.16 17 Jul 2026 (7d, $0.26 mid)
= $88 credit for the 7d cycle → $377/mo projected
Survival (stays ≤ $122)
97%
Breach risk
3%
POP (stays ≤ $122.25)
98%
EV / mo
+$281
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.1-5.9] median, 0.3 mo faster than no FIGHT (3.8 mo)  ·  34% of paths whole by 9 mo (vs 33% without)  ·  ~0.6 challenges expected  ·  median CC cash $-1,124
🛡 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)
-$2,159
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$138 @ 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: $7.94/sh now → $5.62 mid-life → ≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$5.40/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$12224 Jul 202610d left+$3.15/sh+$1,258
cycle +$1,346
69%
surv 53%
-$18,979 NOT
cap gain +$13,201
Up-and-out for even (raise the cap, free)~$12924 Jul 202610d left+$0.15/sh+$59
cycle +$147
75%
surv 66%
-$17,155 NOT
cap gain +$15,025
Max even-money escape in the band~$13831 Jul 202618d left+$0.13/sh+$53
cycle +$141
80%
surv 75%
-$13,187 NOT
cap gain +$18,993
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$377/mo
vs 50% target ($2,869/mo)-87%
vs normal income ($5,739/mo)7% covered
Net income (after hedge)$12/mo
Downside budget
⚠ $122 is $46 below CC-SS $168.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,323
… as % of IC ($4,800)381.7%
… as % of ML ($56,800)32.3%
Recovery months (at normal income)3.2 mo
Surgical close (4 ct)$-32,194
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 (2.4σ)$88$-20,237+$11,943+$68
+2.5%$125.05 (2.7σ)$-1,132$-20,110+$12,070-$1,152
+5%$128.10 (3.0σ)$-2,352$-19,983+$12,197-$2,372
SS (= V-bounce)$161.00 (5.9σ)$-15,512$-18,615+$13,565-$15,132
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry)
Starting unrealized P&L: $-32,180
+ Fortress recovery (un-capped): +$32,180
− CC assignment net of premium (4 × $122): -$18,323
Total Position P&L @ SS: $-18,323 (+$13,857 vs today)
Do-nothing baseline at SS: $-3,191 (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 $-19,600 (+$12,580 vs today)
🛡 safe yield4 × $11117 Jul7d16.7%91%19%$308$1,320-$1,594$22,503
Sell 4 × $111 16.7% OTM over spot $95.16 17 Jul 2026 (7d, $0.84 mid)
= $308 credit for the 7d cycle → $1,320/mo projected
Survival (stays ≤ $111)
91%
Breach risk
9%
POP (stays ≤ $111.84)
92%
EV / mo
+$771
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.2-5.7] median, 0.1 mo faster than no FIGHT (4.1 mo)  ·  31% of paths whole by 9 mo (vs 27% without)  ·  ~4.0 challenges expected  ·  median CC cash $3,415
🛡 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)
12%
Flat exit net (mid-life)
-$1,617
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$128 @ 83% 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: $6.80/sh now → $4.81 mid-life (likely $4.04–$6.57)≈ $0 at expiry  |  you banked $0.77/sh, so a flat mid-life exit nets -$4.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 363 simulated challenges: the $111 strike is typically first touched on day 5 of 7, at $114 (overshoots $2.73). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11124 Jul 202610d left+$2.70/sh+$1,079
cycle +$1,387
[+$1,002…+$1,514] · 100% credit
69%
surv 53%
-$23,796 NOT
cap gain +$8,384
Reliable up-and-out (highest cap still free ≥60%)~$12331 Jul 202618d left+$0.45/sh+$181
cycle +$489
[-$78…+$542] · 70% credit
79%
surv 72%
-$19,463 NOT
cap gain +$12,717
Max even-money escape in the band~$12431 Jul 202618d left+$0.05/sh+$19
cycle +$327
[-$263…+$362] · 52% credit
79%
surv 74%
-$19,184 NOT
cap gain +$12,996
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)~$11724 Jul 202610d left+$0.01/sh+$5
cycle +$313
[-$217…+$282] · 51% credit
75%
surv 66%
-$22,289 NOT
cap gain +$9,891
Safety roll (pay small debit, max POP)~$12831 Jul 202618d left-$0.71/sh-$284
cycle +$24
[-$596…+$21] · 26% credit
83%
surv 78%
-$17,720 NOT
cap gain +$14,460
budget: banked $308 debit $284 (92% used ≈ 0.9 wk of income) → whole cycle still +$24 cash · rolled 4 ct earn ≈ $2,735/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,320/mo
vs 50% target ($2,869/mo)-54%
vs normal income ($5,739/mo)23% covered
Net income (after hedge)$955/mo
Downside budget
⚠ $111 is $57 below CC-SS $168.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,503
… as % of IC ($4,800)468.8%
… as % of ML ($56,800)39.6%
Recovery months (at normal income)3.9 mo
Surgical close (4 ct)$-32,210
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 $0.77 collected) or spot ≥ $111.84 (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
$110-111.84
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
≥ $111.84
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)$308$-24,875+$7,305+$288
+2.5%$113.77 (1.7σ)$-802$-24,759+$7,421-$822
+5%$116.55 (1.9σ)$-1,912$-24,644+$7,536-$1,932
SS (= V-bounce)$161.00 (5.9σ)$-19,692$-22,795+$9,385-$19,312
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry)
Starting unrealized P&L: $-32,180
+ Fortress recovery (un-capped): +$32,180
− CC assignment net of premium (4 × $111): -$22,503
Total Position P&L @ SS: $-22,503 (+$9,677 vs today)
Do-nothing baseline at SS: $-3,191 (this trade vs do-nothing: $-19,312, the opportunity cost of earning $1,320/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,224, position total $-23,780 (+$8,400 vs today)
33% normal4 × $10817 Jul7d13.5%87%27%$460$1,971-$943$23,551
Sell 4 × $108 13.5% OTM over spot $95.16 17 Jul 2026 (7d, $1.22 mid)
= $460 credit for the 7d cycle → $1,971/mo projected
Survival (stays ≤ $108)
87%
Breach risk
13%
POP (stays ≤ $109.22)
89%
EV / mo
+$1,064
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.8-5.8] median, 0.1 mo faster than no FIGHT (4.1 mo)  ·  34% of paths whole by 9 mo (vs 26% without)  ·  ~6.3 challenges expected  ·  median CC cash $5,882
🛡 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)
21%
Flat exit net (mid-life)
-$1,381
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$125 @ 83% POP
79% 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: $6.51/sh now → $4.60 mid-life (likely $4.11–$7.10)≈ $0 at expiry  |  you banked $1.15/sh, so a flat mid-life exit nets -$3.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 620 simulated challenges: the $108 strike is typically first touched on day 5 of 7, at $111 (overshoots $2.79). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10824 Jul 202610d left+$2.58/sh+$1,033
cycle +$1,493
[+$899…+$1,323] · 100% credit
69%
surv 53%
-$25,015 NOT
cap gain +$7,165
Reliable up-and-out (highest cap still free ≥60%)~$11831 Jul 202618d left+$1.03/sh+$413
cycle +$873
[+$119…+$668] · 83% credit
78%
surv 70%
-$21,287 NOT
cap gain +$10,893
Up-and-out for even (raise the cap, free)~$11324 Jul 202610d left+$0.44/sh+$175
cycle +$635
[-$83…+$385] · 65% credit
74%
surv 64%
-$23,733 NOT
cap gain +$8,447
Max even-money escape in the band~$12031 Jul 202618d left+$0.27/sh+$108
cycle +$568
[-$251…+$347] · 52% credit
79%
surv 73%
-$20,709 NOT
cap gain +$11,471
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-$0.87/sh-$347
cycle +$113
[-$805…-$130] · 18% credit
83%
surv 79%
-$18,956 NOT
cap gain +$13,224
budget: banked $460 debit $347 (76% used ≈ 0.8 wk of income) → whole cycle still +$113 cash · rolled 4 ct earn ≈ $2,490/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,971/mo
vs 50% target ($2,869/mo)-31%
vs normal income ($5,739/mo)34% covered
Net income (after hedge)$1,606/mo
Downside budget
⚠ $108 is $60 below CC-SS $168.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,551
… as % of IC ($4,800)490.6%
… as % of ML ($56,800)41.5%
Recovery months (at normal income)4.1 mo
Surgical close (4 ct)$-32,208
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.15 collected) or spot ≥ $109.22 (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
$107-109.22
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
≥ $109.22
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 (1.2σ)$460$-26,048+$6,132+$440
+2.5%$110.70 (1.4σ)$-620$-25,935+$6,245-$640
+5%$113.40 (1.6σ)$-1,700$-25,823+$6,357-$1,720
SS (= V-bounce)$161.00 (5.9σ)$-20,740$-23,843+$8,337-$20,360
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry)
Starting unrealized P&L: $-32,180
+ Fortress recovery (un-capped): +$32,180
− CC assignment net of premium (4 × $108): -$23,551
Total Position P&L @ SS: $-23,551 (+$8,629 vs today)
Do-nothing baseline at SS: $-3,191 (this trade vs do-nothing: $-20,360, the opportunity cost of earning $1,971/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,272, position total $-24,828 (+$7,352 vs today)
🎯 50% normal4 × $10517 Jul7d10.3%81%27%$680$2,914$24,531
Sell 4 × $105 10.3% OTM over spot $95.16 17 Jul 2026 (7d, $1.78 mid)
= $680 credit for the 7d cycle → $2,914/mo projected
Survival (stays ≤ $105)
81%
Breach risk
19%
POP (stays ≤ $106.78)
85%
EV / mo
+$1,423
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.2-5.8] median, 0.3 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)  ·  ~9.1 challenges expected  ·  median CC cash $8,045
🛡 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)
27%
Flat exit net (mid-life)
-$1,079
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$125 @ 85% 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: $6.22/sh now → $4.40 mid-life (likely $4.45–$6.98)≈ $0 at expiry  |  you banked $1.70/sh, so a flat mid-life exit nets -$2.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 808 simulated challenges: the $105 strike is typically first touched on day 4 of 7, at $108 (overshoots $2.62). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10524 Jul 202610d left+$2.47/sh+$987
cycle +$1,667
[+$811…+$1,180] · 100% credit
69%
surv 53%
-$26,165 NOT
cap gain +$6,015
Reliable up-and-out (highest cap still free ≥60%)~$11531 Jul 202618d left+$0.83/sh+$333
cycle +$1,013
[-$22…+$434] · 72% credit
78%
surv 71%
-$22,472 NOT
cap gain +$9,708
Up-and-out for even (raise the cap, free)~$11024 Jul 202610d left+$0.33/sh+$133
cycle +$813
[-$172…+$208] · 51% credit
75%
surv 65%
-$24,880 NOT
cap gain +$7,300
Max even-money escape in the band~$11731 Jul 202618d left+$0.10/sh+$38
cycle +$718
[-$385…+$114] · 35% credit
80%
surv 74%
-$21,884 NOT
cap gain +$10,296
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-$1.65/sh-$660
cycle +$20
[-$1,254…-$631] · 3% credit
85%
surv 83%
-$19,049 NOT
cap gain +$13,131
budget: banked $680 debit $660 (97% used ≈ 1.0 wk of income) → whole cycle still +$20 cash · rolled 4 ct earn ≈ $1,832/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,914/mo
vs 50% target ($2,869/mo)+2%
vs normal income ($5,739/mo)51% covered
Net income (after hedge)$2,549/mo
Downside budget
⚠ $105 is $63 below CC-SS $168.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,531
… as % of IC ($4,800)511.1%
… as % of ML ($56,800)43.2%
Recovery months (at normal income)4.3 mo
Surgical close (4 ct)$-32,212
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.42/sh (~25% of the $1.70 collected) or spot ≥ $106.78 (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
$104-106.78
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
≥ $106.78
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (≤1σ, normal week)$680$-27,152+$5,028+$660
+2.5%$107.62 (1.1σ)$-370$-27,043+$5,137-$390
+5%$110.25 (1.4σ)$-1,420$-26,934+$5,246-$1,440
SS (= V-bounce)$161.00 (5.9σ)$-21,720$-24,823+$7,357-$21,340
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry)
Starting unrealized P&L: $-32,180
+ Fortress recovery (un-capped): +$32,180
− CC assignment net of premium (4 × $105): -$24,531
Total Position P&L @ SS: $-24,531 (+$7,649 vs today)
Do-nothing baseline at SS: $-3,191 (this trade vs do-nothing: $-21,340, the opportunity cost of earning $2,914/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,252, position total $-25,808 (+$6,372 vs today)
100% normal4 × $9917 Jul7d4.0%65%72%$1,380$5,914+$3,000$26,231
Sell 4 × $99 4.0% OTM over spot $95.16 17 Jul 2026 (7d, $3.60 mid)
= $1,380 credit for the 7d cycle → $5,914/mo projected
Survival (stays ≤ $99)
65%
Breach risk
35%
POP (stays ≤ $102.60)
76%
EV / mo
+$2,107
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.4-5.8] median, 0.1 mo faster than no FIGHT (3.9 mo)  ·  43% of paths whole by 9 mo (vs 30% without)  ·  ~21.0 challenges expected  ·  median CC cash $11,484
🛡 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)
56%
Flat exit net (mid-life)
-$221
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: $5.66/sh now → $4.00 mid-life (likely $5.06–$7.20)≈ $0 at expiry  |  you banked $3.45/sh, so a flat mid-life exit nets -$0.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,685 simulated challenges: the $99 strike is typically first touched on day 3 of 7, at $102 (overshoots $2.58). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9924 Jul 202610d left+$2.25/sh+$899
cycle +$2,279
[+$644…+$843] · 100% credit
69%
surv 53%
-$28,203 NOT
cap gain +$3,977
Reliable up-and-out (highest cap still free ≥60%)~$10731 Jul 202618d left+$1.10/sh+$441
cycle +$1,821
[-$23…+$308] · 72% credit
76%
surv 69%
-$25,197 NOT
cap gain +$6,983
Max even-money escape in the band~$10931 Jul 202618d left+$0.46/sh+$184
cycle +$1,564
[-$303…+$34] · 27% credit
79%
surv 72%
-$24,571 NOT
cap gain +$7,609
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)~$10424 Jul 202610d left+$0.13/sh+$52
cycle +$1,432
[-$347…-$77] · 18% credit
75%
surv 66%
-$26,910 NOT
cap gain +$5,270
Safety roll (pay small debit, max POP)~$12531 Jul 202618d left-$2.57/sh-$1,027
cycle +$353
[-$1,933…-$1,333]
90%
surv 89%
-$18,716 NOT
cap gain +$13,464
budget: banked $1,380 debit $1,027 (74% used ≈ 0.8 wk of income) → whole cycle still +$353 cash · rolled 4 ct earn ≈ $956/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,914/mo
vs 50% target ($2,869/mo)+106%
vs normal income ($5,739/mo)103% covered
Net income (after hedge)$5,549/mo
Downside budget
⚠ $99 is $69 below CC-SS $168.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,231
… as % of IC ($4,800)546.5%
… as % of ML ($56,800)46.2%
Recovery months (at normal income)4.6 mo
Surgical close (4 ct)$-32,240
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.86/sh (~25% of the $3.45 collected) or spot ≥ $102.60 (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
$98-102.60
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
≥ $102.60
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)$1,380$-29,102+$3,078+$1,360
+2.5%$101.47 (≤1σ, normal week)$390$-28,999+$3,181+$370
+5%$103.95 (≤1σ, normal week)$-600$-28,896+$3,284-$620
SS (= V-bounce)$161.00 (5.9σ)$-23,420$-26,523+$5,657-$23,040
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry)
Starting unrealized P&L: $-32,180
+ Fortress recovery (un-capped): +$32,180
− CC assignment net of premium (4 × $99): -$26,231
Total Position P&L @ SS: $-26,231 (+$5,949 vs today)
Do-nothing baseline at SS: $-3,191 (this trade vs do-nothing: $-23,040, the opportunity cost of earning $5,914/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,952, position total $-27,508 (+$4,672 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 (39 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 39 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: 1.104 (IBKR)  |  Recovery@SS: +$32,180 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,191

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1057d17 Jul 2026$1.704/4$2,914$2,54981%85%+$1,423-$24,531511.1%$-24,531 (vs do-nothing $-21,340)
$1047d17 Jul 2026$1.924/4$3,291$2,92679%84%+$1,536-$24,843517.6%$-24,843 (vs do-nothing $-21,652)
$1037d17 Jul 2026$2.164/4$3,703$3,33877%82%+$1,642-$25,147523.9%$-25,147 (vs do-nothing $-21,956)
$1027d17 Jul 2026$2.433/4$3,124$2,77074%80%+$1,314-$19,079397.5%$-19,877 (vs do-nothing $-16,686)
$1017d17 Jul 2026$2.733/4$3,510$3,15672%79%+$1,396-$19,289401.9%$-20,087 (vs do-nothing $-16,896)
$10314d24 Jul 2026$3.604/4$3,086$2,72171%78%+$969-$24,571511.9%$-24,571 (vs do-nothing $-21,380)
$10214d24 Jul 2026$3.904/4$3,343$2,97869%77%+$990-$24,851517.7%$-24,851 (vs do-nothing $-21,660)
$1007d17 Jul 2026$3.053/4$3,921$3,56769%77%+$1,460-$19,493406.1%$-20,291 (vs do-nothing $-17,100)
$10321d31 Jul 2026$5.354/4$3,057$2,69268%77%+$872-$23,871497.3%$-23,871 (vs do-nothing $-20,680)
$10114d24 Jul 2026$4.154/4$3,557$3,19267%76%+$947-$25,151524.0%$-25,151 (vs do-nothing $-21,960)
$10221d31 Jul 2026$5.654/4$3,229$2,86367%76%+$865-$24,151503.1%$-24,151 (vs do-nothing $-20,960)
$997d17 Jul 2026$3.452/4$2,957$2,61365%76%+$1,054-$13,115273.2%$-14,711 (vs do-nothing $-11,520)
$10121d31 Jul 2026$6.054/4$3,457$3,09265%75%+$903-$24,391508.1%$-24,391 (vs do-nothing $-21,200)
Show 26 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10014d24 Jul 2026$4.653/4$2,989$2,63565%75%+$821-$19,013396.1%$-19,811 (vs do-nothing $-16,620)
$98.507d17 Jul 2026$3.452/4$2,957$2,61364%75%+$910-$13,215275.3%$-14,811 (vs do-nothing $-11,620)
$10021d31 Jul 2026$6.454/4$3,686$3,32163%74%+$929-$24,631513.1%$-24,631 (vs do-nothing $-21,440)
$9914d24 Jul 2026$5.003/4$3,214$2,86063%74%+$817-$19,208400.2%$-20,006 (vs do-nothing $-16,815)
$987d17 Jul 2026$3.652/4$3,129$2,78562%74%+$929-$13,275276.6%$-14,871 (vs do-nothing $-11,680)
$9921d31 Jul 2026$6.853/4$2,936$2,58162%73%+$706-$18,653388.6%$-19,451 (vs do-nothing $-16,260)
$98.5014d24 Jul 2026$5.153/4$3,311$2,95661%73%+$792-$19,313402.4%$-20,111 (vs do-nothing $-16,920)
$97.507d17 Jul 2026$3.802/4$3,257$2,91361%73%+$897-$13,345278.0%$-14,941 (vs do-nothing $-11,750)
$9814d24 Jul 2026$5.453/4$3,504$3,14960%73%+$859-$19,373403.6%$-20,171 (vs do-nothing $-16,980)
$9821d31 Jul 2026$7.303/4$3,129$2,77460%72%+$727-$18,818392.0%$-19,616 (vs do-nothing $-16,425)
$97.5014d24 Jul 2026$5.653/4$3,632$3,27859%72%+$856-$19,463405.5%$-20,261 (vs do-nothing $-17,070)
$977d17 Jul 2026$4.052/4$3,471$3,12859%72%+$941-$13,395279.1%$-14,991 (vs do-nothing $-11,800)
$9714d24 Jul 2026$5.903/4$3,793$3,43858%71%+$881-$19,538407.0%$-20,336 (vs do-nothing $-17,145)
$9721d31 Jul 2026$7.703/4$3,300$2,94658%71%+$716-$18,998395.8%$-19,796 (vs do-nothing $-16,605)
$96.507d17 Jul 2026$4.302/4$3,686$3,34257%72%+$975-$13,445280.1%$-15,041 (vs do-nothing $-11,850)
$96.5014d24 Jul 2026$6.103/4$3,921$3,56757%71%+$868-$19,628408.9%$-20,426 (vs do-nothing $-17,235)
$9621d31 Jul 2026$8.203/4$3,514$3,16056%71%+$738-$19,148398.9%$-19,946 (vs do-nothing $-16,755)
$9614d24 Jul 2026$6.353/4$4,082$3,72855%70%+$882-$19,703410.5%$-20,501 (vs do-nothing $-17,310)
$967d17 Jul 2026$4.602/4$3,943$3,59955%71%+$1,044-$13,485280.9%$-15,081 (vs do-nothing $-11,890)
$9521d31 Jul 2026$8.653/4$3,707$3,35354%70%+$727-$19,313402.4%$-20,111 (vs do-nothing $-16,920)
$9514d24 Jul 2026$6.852/4$2,936$2,59253%69%+$597-$13,235275.7%$-14,831 (vs do-nothing $-11,640)
$9421d31 Jul 2026$9.003/4$3,857$3,50352%69%+$663-$19,508406.4%$-20,306 (vs do-nothing $-17,115)
$957d17 Jul 2026$5.002/4$4,286$3,94252%69%+$980-$13,605283.4%$-15,201 (vs do-nothing $-12,010)
$9414d24 Jul 2026$7.252/4$3,107$2,76350%68%+$550-$13,355278.2%$-14,951 (vs do-nothing $-11,760)
$947d17 Jul 2026$5.652/4$4,843$4,49948%68%+$1,092-$13,675284.9%$-15,271 (vs do-nothing $-12,080)
$93.507d17 Jul 2026$5.852/4$5,014$4,67146%67%+$1,026-$13,735286.2%$-15,331 (vs do-nothing $-12,140)

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 02:12