FORTRESS FIGHT: MSTR @ $96.03

BE SS: $161.00  |  CC-SS: $168.58  |  4 contracts (400 sh)  |  2026-07-10 02:23 |  ⌂ PORTFOLIO

MSTR @ $96.03   UNDERWATER $64.97 (40.4% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $168.58  |  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$5,587/mo95% ann ROI on ML
Hedge rolling cost$365/mo
Unrealized P&L$-32,094fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,793/mo
HEDGE COVER
$365/mo
NORMAL INCOME
$5,587/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 $168.58 (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)
$33,346
was $32,094 · -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 37 · %B 37 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.33 (+43%) · daily UBB $130.33 · 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 79%, breach 21%) that still earns 50% of normal income ($2,793/mo); it brings $3,000/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 4 × $99/7d for $5,914/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 × $122/7d (97% survival, $394/mo).
Downside anchor: the primary mortgages $24,731 (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 $-32,126 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, 79% survival, $3,000/mo (E[net] $861/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 × $10579%$3,000$861

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $861/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $105 (primary), 79% survival, breach 21%, $3,000/mo.
⚖️ Worth a safer step: the $109 rung (33% normal) lifts survival to 87% (breach 21% → 13%) for $1,114/mo less (37% 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 $109 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $96.03 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12217 Jul7d27.0%97%6%$92$394-$2,606$18,539
Sell 4 × $122 27.0% OTM over spot $96.03 17 Jul 2026 (7d, $0.27 mid)
= $92 credit for the 7d cycle → $394/mo projected
Survival (stays ≤ $122)
97%
Breach risk
3%
POP (stays ≤ $122.27)
97%
EV / mo
+$276
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.0-6.4] median  ·  34% of paths whole by 9 mo (vs 32% without)  ·  ~0.8 challenges expected  ·  median CC cash $-565
🛡 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)
-$2,003
Free roll-up
+$6/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: $7.41/sh now → $5.24 mid-life (likely $4.00–$6.48)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$5.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 60 simulated challenges: the $122 strike is typically first touched on day 6 of 7, at $125 (overshoots $3.35). 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)~$12224 Jul 202610d left+$3.08/sh+$1,234
cycle +$1,326
[+$1,297…+$1,762] · 100% credit
69%
surv 53%
-$19,280 NOT
cap gain +$12,814
Up-and-out for even (raise the cap, free)~$12824 Jul 202610d left+$0.49/sh+$195
cycle +$287
[+$116…+$630] · 83% credit
74%
surv 65%
-$17,679 NOT
cap gain +$14,415
Max even-money escape in the band~$13831 Jul 202618d left+$0.15/sh+$59
cycle +$151
[-$64…+$577] · 67% credit
80%
surv 75%
-$13,391 NOT
cap gain +$18,703
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$394/mo
vs 50% target ($2,793/mo)-86%
vs normal income ($5,587/mo)7% covered
Net income (after hedge)$29/mo
Downside budget
⚠ $122 is $47 below CC-SS $168.58: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,539
… as % of IC ($4,800)386.2%
… as % of ML ($56,800)32.6%
Recovery months (at normal income)3.3 mo
Surgical close (4 ct)$-32,108
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 $0.23 collected) or spot ≥ $122.27 (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 $130.33 (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
$121-122.27
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
≥ $122.27
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$122.00 (2.3σ)$92$-20,514+$11,580+$72
+2.5%$125.05 (2.6σ)$-1,128$-20,384+$11,710-$1,148
+5%$128.10 (2.8σ)$-2,348$-20,255+$11,839-$2,368
SS (= V-bounce)$161.00 (5.7σ)$-15,508$-18,860+$13,234-$15,128
V-BOUNCE STRESS (stock → CC-SS $168.58, where you are whole again, by expiry)
Starting unrealized P&L: $-32,094
+ Fortress recovery (un-capped): +$32,094
− CC assignment net of premium (4 × $122): -$18,539
Total Position P&L @ SS: $-18,539 (+$13,555 vs today)
Do-nothing baseline at SS: $-3,411 (this trade vs do-nothing: $-15,128, the opportunity cost of earning $394/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,040, position total $-19,864 (+$12,230 vs today)
🛡 safe yield4 × $11217 Jul7d16.6%91%20%$292$1,251-$1,749$22,339
Sell 4 × $112 16.6% OTM over spot $96.03 17 Jul 2026 (7d, $0.79 mid)
= $292 credit for the 7d cycle → $1,251/mo projected
Survival (stays ≤ $112)
91%
Breach risk
9%
POP (stays ≤ $112.80)
91%
EV / mo
+$670
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.5-5.8] median, 0.1 mo faster than no FIGHT (4.2 mo)  ·  30% of paths whole by 9 mo (vs 27% without)  ·  ~4.4 challenges expected  ·  median CC cash $3,273
🛡 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)
-$1,530
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$129 @ 82% 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: $6.44/sh now → $4.56 mid-life (likely $4.21–$7.04)≈ $0 at expiry  |  you banked $0.73/sh, so a flat mid-life exit nets -$3.83/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 370 simulated challenges: the $112 strike is typically first touched on day 5 of 7, at $115 (overshoots $3.20). 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)~$11224 Jul 202610d left+$2.68/sh+$1,074
cycle +$1,366
[+$1,004…+$1,381] · 100% credit
68%
surv 53%
-$23,664 NOT
cap gain +$8,430
Max even-money escape in the band~$12431 Jul 202618d left+$0.76/sh+$305
cycle +$597
[+$4…+$538] · 75% credit
79%
surv 72%
-$19,138 NOT
cap gain +$12,956
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)~$11824 Jul 202610d left+$0.14/sh+$57
cycle +$349
[-$222…+$245] · 53% credit
75%
surv 66%
-$22,041 NOT
cap gain +$10,053
Safety roll (pay small debit, max POP)~$12931 Jul 202618d left-$0.71/sh-$283
cycle +$9
[-$747…-$100] · 19% credit
82%
surv 78%
-$17,514 NOT
cap gain +$14,580
budget: banked $292 debit $283 (97% used ≈ 1.0 wk of income) → whole cycle still +$9 cash · rolled 4 ct earn ≈ $2,565/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$1,251/mo
vs 50% target ($2,793/mo)-55%
vs normal income ($5,587/mo)22% covered
Net income (after hedge)$886/mo
Downside budget
⚠ $112 is $57 below CC-SS $168.58: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,339
… as % of IC ($4,800)465.4%
… as % of ML ($56,800)39.3%
Recovery months (at normal income)4.0 mo
Surgical close (4 ct)$-32,120
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.73 collected) or spot ≥ $112.80 (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 $130.33 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $110.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$111-112.80
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
≥ $112.80
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$112.00 (1.4σ)$292$-24,738+$7,356+$272
+2.5%$114.80 (1.7σ)$-828$-24,619+$7,475-$848
+5%$117.60 (1.9σ)$-1,948$-24,500+$7,594-$1,968
SS (= V-bounce)$161.00 (5.7σ)$-19,308$-22,660+$9,434-$18,928
V-BOUNCE STRESS (stock → CC-SS $168.58, where you are whole again, by expiry)
Starting unrealized P&L: $-32,094
+ Fortress recovery (un-capped): +$32,094
− CC assignment net of premium (4 × $112): -$22,339
Total Position P&L @ SS: $-22,339 (+$9,755 vs today)
Do-nothing baseline at SS: $-3,411 (this trade vs do-nothing: $-18,928, the opportunity cost of earning $1,251/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,840, position total $-23,664 (+$8,430 vs today)
33% normal ← lean4 × $10917 Jul7d13.5%87%28%$440$1,886-$1,114$23,391
Sell 4 × $109 13.5% OTM over spot $96.03 17 Jul 2026 (7d, $1.15 mid)
= $440 credit for the 7d cycle → $1,886/mo projected
Survival (stays ≤ $109)
87%
Breach risk
13%
POP (stays ≤ $110.14)
88%
EV / mo
+$934
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.3-5.6] median, 0.1 mo SLOWER than no FIGHT (3.5 mo): roll costs eat the credits at this rung  ·  34% of paths whole by 9 mo (vs 30% without)  ·  ~6.3 challenges expected  ·  median CC cash $5,143
🛡 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)
18%
Flat exit net (mid-life)
-$1,304
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$128 @ 84% POP
81% 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: $6.16/sh now → $4.36 mid-life (likely $3.80–$6.61)≈ $0 at expiry  |  you banked $1.10/sh, so a flat mid-life exit nets -$3.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 533 simulated challenges: the $109 strike is typically first touched on day 5 of 7, at $112 (overshoots $2.71). 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)~$10924 Jul 202610d left+$2.57/sh+$1,028
cycle +$1,468
[+$939…+$1,387] · 100% credit
68%
surv 53%
-$24,889 NOT
cap gain +$7,205
Max even-money escape in the band~$12131 Jul 202618d left+$0.57/sh+$227
cycle +$667
[-$54…+$480] · 70% credit
79%
surv 73%
-$20,396 NOT
cap gain +$11,698
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)~$11524 Jul 202610d left+$0.05/sh+$18
cycle +$458
[-$251…+$220] · 47% credit
75%
surv 66%
-$23,258 NOT
cap gain +$8,836
Safety roll (pay small debit, max POP)~$12831 Jul 202618d left-$1.03/sh-$412
cycle +$28
[-$847…-$190] · 16% credit
84%
surv 81%
-$17,937 NOT
cap gain +$14,157
budget: banked $440 debit $412 (94% used ≈ 0.9 wk of income) → whole cycle still +$28 cash · rolled 4 ct earn ≈ $2,220/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$1,886/mo
vs 50% target ($2,793/mo)-32%
vs normal income ($5,587/mo)34% covered
Net income (after hedge)$1,521/mo
Downside budget
⚠ $109 is $60 below CC-SS $168.58: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,391
… as % of IC ($4,800)487.3%
… as % of ML ($56,800)41.2%
Recovery months (at normal income)4.2 mo
Surgical close (4 ct)$-32,112
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 $1.10 collected) or spot ≥ $110.14 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $109)); NOT the premium you collected. Momentum override: two daily closes above $130.33 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $107.91Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$108-110.14
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
≥ $110.14
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$109.00 (1.1σ)$440$-25,917+$6,177+$420
+2.5%$111.72 (1.4σ)$-650$-25,801+$6,293-$670
+5%$114.45 (1.6σ)$-1,740$-25,686+$6,408-$1,760
SS (= V-bounce)$161.00 (5.7σ)$-20,360$-23,712+$8,382-$19,980
V-BOUNCE STRESS (stock → CC-SS $168.58, where you are whole again, by expiry)
Starting unrealized P&L: $-32,094
+ Fortress recovery (un-capped): +$32,094
− CC assignment net of premium (4 × $109): -$23,391
Total Position P&L @ SS: $-23,391 (+$8,703 vs today)
Do-nothing baseline at SS: $-3,411 (this trade vs do-nothing: $-19,980, the opportunity cost of earning $1,886/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,892, position total $-24,716 (+$7,378 vs today)
🎯 50% normal4 × $10517 Jul7d9.3%79%30%$700$3,000$24,731
Sell 4 × $105 9.3% OTM over spot $96.03 17 Jul 2026 (7d, $1.83 mid)
= $700 credit for the 7d cycle → $3,000/mo projected
Survival (stays ≤ $105)
79%
Breach risk
21%
POP (stays ≤ $106.83)
83%
EV / mo
+$1,187
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.2-5.5] median  ·  40% of paths whole by 9 mo (vs 30% without)  ·  ~10.5 challenges expected  ·  median CC cash $7,422
🛡 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)
30%
Flat exit net (mid-life)
-$942
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$126 @ 86% POP
84% 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: $5.80/sh now → $4.11 mid-life (likely $4.25–$6.73)≈ $0 at expiry  |  you banked $1.75/sh, so a flat mid-life exit nets -$2.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 912 simulated challenges: the $105 strike is typically first touched on day 4 of 7, at $108 (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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10524 Jul 202610d left+$2.42/sh+$968
cycle +$1,668
[+$802…+$1,130] · 100% credit
68%
surv 53%
-$26,458 NOT
cap gain +$5,636
Reliable up-and-out (highest cap still free ≥60%)~$11431 Jul 202618d left+$1.18/sh+$471
cycle +$1,171
[+$128…+$538] · 85% credit
76%
surv 69%
-$22,988 NOT
cap gain +$9,106
Up-and-out for even (raise the cap, free)~$11024 Jul 202610d left+$0.37/sh+$150
cycle +$850
[-$141…+$197] · 49% credit
74%
surv 65%
-$25,079 NOT
cap gain +$7,015
Max even-money escape in the band~$11731 Jul 202618d left+$0.32/sh+$128
cycle +$828
[-$248…+$182] · 43% credit
80%
surv 74%
-$22,004 NOT
cap gain +$10,090
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12631 Jul 202618d left-$1.74/sh-$695
cycle +$5
[-$1,319…-$699] · 2% credit
86%
surv 84%
-$18,845 NOT
cap gain +$13,249
budget: banked $700 debit $695 (99% used ≈ 1.0 wk of income) → whole cycle still +$5 cash · rolled 4 ct earn ≈ $1,578/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$3,000/mo
vs 50% target ($2,793/mo)+7%
vs normal income ($5,587/mo)54% covered
Net income (after hedge)$2,635/mo
Downside budget
⚠ $105 is $64 below CC-SS $168.58: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,731
… as % of IC ($4,800)515.2%
… as % of ML ($56,800)43.5%
Recovery months (at normal income)4.4 mo
Surgical close (4 ct)$-32,126
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 $1.75 collected) or spot ≥ $106.83 (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 $130.33 (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
$104-106.83
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
≥ $106.83
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (≤1σ, normal week)$700$-27,427+$4,667+$680
+2.5%$107.62 (1.0σ)$-350$-27,315+$4,779-$370
+5%$110.25 (1.3σ)$-1,400$-27,204+$4,890-$1,420
SS (= V-bounce)$161.00 (5.7σ)$-21,700$-25,052+$7,042-$21,320
V-BOUNCE STRESS (stock → CC-SS $168.58, where you are whole again, by expiry)
Starting unrealized P&L: $-32,094
+ Fortress recovery (un-capped): +$32,094
− CC assignment net of premium (4 × $105): -$24,731
Total Position P&L @ SS: $-24,731 (+$7,363 vs today)
Do-nothing baseline at SS: $-3,411 (this trade vs do-nothing: $-21,320, the opportunity cost of earning $3,000/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,232, position total $-26,056 (+$6,038 vs today)
100% normal4 × $9917 Jul7d3.1%62%78%$1,380$5,914+$2,914$26,451
Sell 4 × $99 3.1% OTM over spot $96.03 17 Jul 2026 (7d, $3.60 mid)
= $1,380 credit for the 7d cycle → $5,914/mo projected
Survival (stays ≤ $99)
62%
Breach risk
38%
POP (stays ≤ $102.60)
73%
EV / mo
+$1,472
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.4-6.0] median, 0.1 mo faster than no FIGHT (3.9 mo)  ·  41% of paths whole by 9 mo (vs 30% without)  ·  ~25.0 challenges expected  ·  median CC cash $10,628
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
62%
Flat exit net (mid-life)
-$115
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: $5.28/sh now → $3.74 mid-life (likely $4.86–$6.95)≈ $0 at expiry  |  you banked $3.45/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,848 simulated challenges: the $99 strike is typically first touched on day 3 of 7, at $102 (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)~$9924 Jul 202610d left+$2.20/sh+$882
cycle +$2,262
[+$652…+$816] · 100% credit
68%
surv 53%
-$28,519 NOT
cap gain +$3,575
Reliable up-and-out (highest cap still free ≥60%)~$10731 Jul 202618d left+$1.11/sh+$445
cycle +$1,825
[-$0…+$278] · 75% credit
76%
surv 69%
-$25,430 NOT
cap gain +$6,664
Up-and-out for even (raise the cap, free)~$10424 Jul 202610d left+$0.18/sh+$71
cycle +$1,451
[-$321…-$76] · 17% credit
75%
surv 66%
-$27,133 NOT
cap gain +$4,961
Max even-money escape in the band~$10931 Jul 202618d left+$0.15/sh+$60
cycle +$1,440
[-$508…-$144] · 14% credit
78%
surv 72%
-$24,931 NOT
cap gain +$7,163
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-$2.46/sh-$983
cycle +$397
[-$1,897…-$1,312]
90%
surv 89%
-$18,896 NOT
cap gain +$13,198
budget: banked $1,380 debit $983 (71% used ≈ 0.7 wk of income) → whole cycle still +$397 cash · rolled 4 ct earn ≈ $852/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 ($2,793/mo)+112%
vs normal income ($5,587/mo)106% covered
Net income (after hedge)$5,549/mo
Downside budget
⚠ $99 is $70 below CC-SS $168.58: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,451
… as % of IC ($4,800)551.1%
… as % of ML ($56,800)46.6%
Recovery months (at normal income)4.7 mo
Surgical close (4 ct)$-32,154
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 $130.33 (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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$99.00 (≤1σ, normal week)$1,380$-29,401+$2,693+$1,360
+2.5%$101.47 (≤1σ, normal week)$390$-29,296+$2,798+$370
+5%$103.95 (≤1σ, normal week)$-600$-29,191+$2,903-$620
SS (= V-bounce)$161.00 (5.7σ)$-23,420$-26,772+$5,322-$23,040
V-BOUNCE STRESS (stock → CC-SS $168.58, where you are whole again, by expiry)
Starting unrealized P&L: $-32,094
+ Fortress recovery (un-capped): +$32,094
− CC assignment net of premium (4 × $99): -$26,451
Total Position P&L @ SS: $-26,451 (+$5,643 vs today)
Do-nothing baseline at SS: $-3,411 (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 $-27,776 (+$4,318 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 (38 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 38 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: 1.106 (IBKR)  |  Recovery@SS: +$32,094 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,411

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1057d17 Jul 2026$1.754/4$3,000$2,63579%83%+$1,187-$24,731515.2%$-24,731 (vs do-nothing $-21,320)
$1047d17 Jul 2026$2.024/4$3,463$3,09877%82%+$1,343-$25,023521.3%$-25,023 (vs do-nothing $-21,612)
$1037d17 Jul 2026$2.243/4$2,880$2,52674%80%+$1,025-$19,001395.9%$-19,854 (vs do-nothing $-16,443)
$1027d17 Jul 2026$2.533/4$3,253$2,89872%78%+$1,095-$19,214400.3%$-20,067 (vs do-nothing $-16,656)
$10414d24 Jul 2026$3.504/4$3,000$2,63571%78%+$817-$24,431509.0%$-24,431 (vs do-nothing $-21,020)
$10521d31 Jul 2026$4.904/4$2,800$2,43570%77%+$765-$23,471489.0%$-23,471 (vs do-nothing $-20,060)
$10314d24 Jul 2026$3.604/4$3,086$2,72169%77%+$667-$24,791516.5%$-24,791 (vs do-nothing $-21,380)
$1017d17 Jul 2026$2.813/4$3,613$3,25869%77%+$1,110-$19,430404.8%$-20,283 (vs do-nothing $-16,872)
$10421d31 Jul 2026$5.204/4$2,971$2,60669%76%+$771-$23,751494.8%$-23,751 (vs do-nothing $-20,340)
$10214d24 Jul 2026$4.054/4$3,471$3,10667%75%+$798-$25,011521.1%$-25,011 (vs do-nothing $-21,600)
$10321d31 Jul 2026$5.454/4$3,114$2,74967%76%+$738-$24,051501.1%$-24,051 (vs do-nothing $-20,640)
$1007d17 Jul 2026$3.153/4$4,050$3,69666%75%+$1,157-$19,628408.9%$-20,481 (vs do-nothing $-17,070)
$10221d31 Jul 2026$5.954/4$3,400$3,03565%75%+$835-$24,251505.2%$-24,251 (vs do-nothing $-20,840)
Show 25 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10114d24 Jul 2026$4.503/4$2,893$2,53865%74%+$680-$18,923394.2%$-19,776 (vs do-nothing $-16,365)
$10121d31 Jul 2026$6.204/4$3,543$3,17863%74%+$777-$24,551511.5%$-24,551 (vs do-nothing $-21,140)
$10014d24 Jul 2026$4.903/4$3,150$2,79663%73%+$728-$19,103398.0%$-19,956 (vs do-nothing $-16,545)
$997d17 Jul 2026$3.452/4$2,957$2,61362%73%+$736-$13,225275.5%$-14,931 (vs do-nothing $-11,520)
$10021d31 Jul 2026$6.603/4$2,829$2,47462%73%+$594-$18,593387.4%$-19,446 (vs do-nothing $-16,035)
$98.507d17 Jul 2026$3.652/4$3,129$2,78561%72%+$749-$13,285276.8%$-14,991 (vs do-nothing $-11,580)
$9914d24 Jul 2026$5.153/4$3,311$2,95660%72%+$644-$19,328402.7%$-20,181 (vs do-nothing $-16,770)
$9921d31 Jul 2026$7.103/4$3,043$2,68860%72%+$638-$18,743390.5%$-19,596 (vs do-nothing $-16,185)
$98.5014d24 Jul 2026$5.403/4$3,471$3,11759%72%+$675-$19,403404.2%$-20,256 (vs do-nothing $-16,845)
$987d17 Jul 2026$3.802/4$3,257$2,91359%72%+$709-$13,355278.2%$-15,061 (vs do-nothing $-11,650)
$9814d24 Jul 2026$5.603/4$3,600$3,24658%71%+$669-$19,493406.1%$-20,346 (vs do-nothing $-16,935)
$9821d31 Jul 2026$7.403/4$3,171$2,81758%71%+$586-$18,953394.9%$-19,806 (vs do-nothing $-16,395)
$97.507d17 Jul 2026$3.952/4$3,386$3,04257%71%+$661-$13,425279.7%$-15,131 (vs do-nothing $-11,720)
$97.5014d24 Jul 2026$5.853/4$3,761$3,40657%71%+$690-$19,568407.7%$-20,421 (vs do-nothing $-17,010)
$9721d31 Jul 2026$7.853/4$3,364$3,01056%70%+$588-$19,118398.3%$-19,971 (vs do-nothing $-16,560)
$977d17 Jul 2026$4.402/4$3,771$3,42856%70%+$861-$13,435279.9%$-15,141 (vs do-nothing $-11,730)
$9714d24 Jul 2026$6.103/4$3,921$3,56756%70%+$707-$19,643409.2%$-20,496 (vs do-nothing $-17,085)
$96.5014d24 Jul 2026$6.303/4$4,050$3,69654%69%+$686-$19,733411.1%$-20,586 (vs do-nothing $-17,175)
$9621d31 Jul 2026$8.453/4$3,621$3,26754%69%+$644-$19,238400.8%$-20,091 (vs do-nothing $-16,680)
$96.507d17 Jul 2026$4.552/4$3,900$3,55654%69%+$794-$13,505281.4%$-15,211 (vs do-nothing $-11,800)
$9614d24 Jul 2026$6.552/4$2,807$2,46353%69%+$462-$13,205275.1%$-14,911 (vs do-nothing $-11,500)
$9521d31 Jul 2026$8.853/4$3,793$3,43852%69%+$604-$19,418404.5%$-20,271 (vs do-nothing $-16,860)
$967d17 Jul 2026$4.802/4$4,114$3,77152%68%+$803-$13,555282.4%$-15,261 (vs do-nothing $-11,850)
$9514d24 Jul 2026$7.052/4$3,021$2,67851%68%+$460-$13,305277.2%$-15,011 (vs do-nothing $-11,600)
$957d17 Jul 2026$5.302/4$4,543$4,19949%67%+$794-$13,655284.5%$-15,361 (vs do-nothing $-11,950)

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 02:23