FORTRESS FIGHT: MSTR @ $95.04

BE SS: $161.00  |  CC-SS: $168.03  |  4 contracts (400 sh)  |  2026-07-10 03:38 |  ⌂ PORTFOLIO

MSTR @ $95.04   UNDERWATER $65.96 (41.0% 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$5,623/mo95% ann ROI on ML
Hedge rolling cost$363/mo
Unrealized P&L$-32,234fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,811/mo
HEDGE COVER
$363/mo
NORMAL INCOME
$5,623/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $4,800
ML VELOCITY
10.1 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)
$33,486
was $32,234 · -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 82%, breach 18%) that still earns 50% of normal income ($2,811/mo); it brings $2,829/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 4 × $98.50/7d for $5,829/mo, but breach risk rises to 36% (+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 3 × $119/7d (98% survival, $399/mo).
Downside anchor: the primary mortgages $24,553 (512% 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 $-32,254 and cuts bleed by $363/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, 82% survival, $2,829/mo (E[net] $928/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 × $10582%$2,829$928

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $928/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $105 (primary), 82% survival, breach 18%, $2,829/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 18% → 13%) for $926/mo less (33% income) buys safety you do not really need here.
MSTR  spot $95.04 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $11917 Jul7d25.2%98%5%$93$399-$2,430$14,617
Sell 3 × $119 25.2% OTM over spot $95.04 17 Jul 2026 (7d, $0.34 mid)
= $93 credit for the 7d cycle → $399/mo projected
Survival (stays ≤ $119)
98%
Breach risk
2%
POP (stays ≤ $119.34)
98%
EV / mo
+$341
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.2-6.1] median  ·  30% of paths whole by 9 mo (vs 28% without)  ·  ~1.0 challenges expected  ·  median CC cash $-610
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$1,471
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$137 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 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: $7.37/sh now → $5.21 mid-life (likely $3.67–$7.08)≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets -$4.90/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 100 simulated challenges: the $119 strike is typically first touched on day 6 of 7, at $122 (overshoots $3.23). 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 (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11924 Jul 202610d left+$2.98/sh+$894
cycle +$987
[+$938…+$1,298] · 100% credit
69%
surv 53%
-$20,660 NOT
cap gain +$11,574
Up-and-out for even (raise the cap, free)~$12624 Jul 202610d left+$0.09/sh+$27
cycle +$120
[-$104…+$371] · 70% credit
75%
surv 67%
-$18,453 NOT
cap gain +$13,781
Max even-money escape in the band~$13531 Jul 202618d left+$0.10/sh+$30
cycle +$123
[-$143…+$427] · 66% credit
80%
surv 75%
-$14,476 NOT
cap gain +$17,758
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Reliable up-and-out (highest cap still free ≥60%)~$13631 Jul 202618d left-$0.03/sh-$8
cycle +$85
[-$166…+$387] · 63% credit
82%
surv 77%
-$14,073 NOT
cap gain +$18,161
Safety roll (pay small debit, max POP)~$13731 Jul 202618d left-$0.30/sh-$90
cycle +$3
[-$262…+$304] · 49% credit
82%
surv 78%
-$13,713 NOT
cap gain +$18,521
budget: banked $93 debit $90 (96% used ≈ 1.0 wk of income) → whole cycle still +$3 cash · rolled 3 ct earn ≈ $2,458/mo while parked; 1 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$399/mo
vs 50% target ($2,811/mo)-86%
vs normal income ($5,623/mo)7% covered
Net income (after hedge)$48/mo
Downside budget
⚠ $119 is $49 below CC-SS $168.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,617
… as % of IC ($4,800)304.5%
… as % of ML ($56,800)25.7%
Recovery months (at normal income)2.6 mo
Surgical close (3 ct)$-24,186
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.31 collected) or spot ≥ $119.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $119)); 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 $117.81Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$118-119.34
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $119.34
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$119.00 (2.1σ)$93$-21,554+$10,680+$75
+2.5%$121.97 (2.4σ)$-799$-21,133+$11,101-$818
+5%$124.95 (2.7σ)$-1,692$-20,712+$11,522-$1,710
SS (= V-bounce)$161.00 (5.9σ)$-12,507$-15,707+$16,527-$12,225
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry)
Starting unrealized P&L: $-32,234
+ Fortress recovery (un-capped): +$32,234
− CC assignment net of premium (3 × $119): -$14,617
− Conservative CC assignment net of premium (1 × $160): -$797
Total Position P&L @ SS: $-15,414 (+$16,820 vs today)
Do-nothing baseline at SS: $-3,189 (this trade vs do-nothing: $-12,225, the opportunity cost of earning $399/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,406, position total $-18,959 (+$13,275 vs today)
🛡 safe yield4 × $11117 Jul7d16.8%91%19%$308$1,320-$1,509$22,505
Sell 4 × $111 16.8% OTM over spot $95.04 17 Jul 2026 (7d, $0.82 mid)
= $308 credit for the 7d cycle → $1,320/mo projected
Survival (stays ≤ $111)
91%
Breach risk
9%
POP (stays ≤ $111.83)
92%
EV / mo
+$764
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.2-5.4] 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 $3,495
🛡 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)
-$1,554
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$128 @ 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: $6.58/sh now → $4.65 mid-life (likely $3.87–$6.27)≈ $0 at expiry  |  you banked $0.77/sh, so a flat mid-life exit nets -$3.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 365 simulated challenges: the $111 strike is typically first touched on day 5 of 7, at $114 (overshoots $2.78). 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+$2.66/sh+$1,064
cycle +$1,372
[+$1,000…+$1,494] · 100% credit
69%
surv 53%
-$23,814 NOT
cap gain +$8,420
Max even-money escape in the band~$12431 Jul 202618d left+$0.36/sh+$146
cycle +$454
[-$89…+$484] · 67% credit
79%
surv 73%
-$19,009 NOT
cap gain +$13,225
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+$0.18/sh+$74
cycle +$382
[-$109…+$351] · 61% credit
75%
surv 66%
-$22,173 NOT
cap gain +$10,061
Safety roll (pay small debit, max POP)~$12831 Jul 202618d left-$0.53/sh-$212
cycle +$96
[-$473…+$90] · 32% credit
83%
surv 79%
-$17,600 NOT
cap gain +$14,634
budget: banked $308 debit $212 (69% used ≈ 0.7 wk of income) → whole cycle still +$96 cash · rolled 4 ct earn ≈ $2,750/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 ($2,811/mo)-53%
vs normal income ($5,623/mo)23% covered
Net income (after hedge)$957/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)-$22,505
… as % of IC ($4,800)468.9%
… as % of ML ($56,800)39.6%
Recovery months (at normal income)4.0 mo
Surgical close (4 ct)$-32,256
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 ≥ $111.83 (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
$110-111.83
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
≥ $111.83
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$111.00 (1.4σ)$308$-24,878+$7,356+$284
+2.5%$113.77 (1.7σ)$-802$-24,763+$7,471-$826
+5%$116.55 (1.9σ)$-1,912$-24,647+$7,587-$1,936
SS (= V-bounce)$161.00 (5.9σ)$-19,692$-22,798+$9,436-$19,316
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry)
Starting unrealized P&L: $-32,234
+ Fortress recovery (un-capped): +$32,234
− CC assignment net of premium (4 × $111): -$22,505
Total Position P&L @ SS: $-22,505 (+$9,729 vs today)
Do-nothing baseline at SS: $-3,189 (this trade vs do-nothing: $-19,316, 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 $-23,783 (+$8,451 vs today)
33% normal4 × $10817 Jul7d13.6%87%27%$444$1,903-$926$23,569
Sell 4 × $108 13.6% OTM over spot $95.04 17 Jul 2026 (7d, $1.16 mid)
= $444 credit for the 7d cycle → $1,903/mo projected
Survival (stays ≤ $108)
87%
Breach risk
13%
POP (stays ≤ $109.16)
89%
EV / mo
+$994
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.6-5.8] median, 0.1 mo faster than no FIGHT (4.1 mo)  ·  34% of paths whole by 9 mo (vs 27% without)  ·  ~6.2 challenges expected  ·  median CC cash $5,629
🛡 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)
20%
Flat exit net (mid-life)
-$1,337
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$126 @ 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: $6.29/sh now → $4.45 mid-life (likely $4.03–$6.90)≈ $0 at expiry  |  you banked $1.11/sh, so a flat mid-life exit nets -$3.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 614 simulated challenges: the $108 strike is typically first touched on day 5 of 7, at $111 (overshoots $2.81). 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+$2.55/sh+$1,018
cycle +$1,462
[+$904…+$1,321] · 100% credit
69%
surv 53%
-$25,049 NOT
cap gain +$7,185
Reliable up-and-out (highest cap still free ≥60%)~$11931 Jul 202618d left+$0.60/sh+$241
cycle +$685
[-$101…+$478] · 66% credit
78%
surv 71%
-$20,986 NOT
cap gain +$11,248
Max even-money escape in the band~$12131 Jul 202618d left+$0.19/sh+$76
cycle +$520
[-$303…+$298] · 46% credit
79%
surv 74%
-$20,268 NOT
cap gain +$11,966
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)~$11424 Jul 202610d left+$0.08/sh+$32
cycle +$476
[-$254…+$224] · 45% credit
75%
surv 67%
-$23,403 NOT
cap gain +$8,831
Safety roll (pay small debit, max POP)~$12631 Jul 202618d left-$0.93/sh-$374
cycle +$70
[-$811…-$167] · 17% credit
84%
surv 80%
-$18,510 NOT
cap gain +$13,724
budget: banked $444 debit $374 (84% used ≈ 0.9 wk of income) → whole cycle still +$70 cash · rolled 4 ct earn ≈ $2,345/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$1,903/mo
vs 50% target ($2,811/mo)-32%
vs normal income ($5,623/mo)34% covered
Net income (after hedge)$1,539/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)-$23,569
… as % of IC ($4,800)491.0%
… as % of ML ($56,800)41.5%
Recovery months (at normal income)4.2 mo
Surgical close (4 ct)$-32,254
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 $1.11 collected) or spot ≥ $109.16 (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
$107-109.16
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
≥ $109.16
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)$444$-26,067+$6,167+$420
+2.5%$110.70 (1.4σ)$-636$-25,955+$6,279-$660
+5%$113.40 (1.6σ)$-1,716$-25,842+$6,392-$1,740
SS (= V-bounce)$161.00 (5.9σ)$-20,756$-23,862+$8,372-$20,380
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry)
Starting unrealized P&L: $-32,234
+ Fortress recovery (un-capped): +$32,234
− CC assignment net of premium (4 × $108): -$23,569
Total Position P&L @ SS: $-23,569 (+$8,665 vs today)
Do-nothing baseline at SS: $-3,189 (this trade vs do-nothing: $-20,380, the opportunity cost of earning $1,903/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,288, position total $-24,847 (+$7,387 vs today)
🎯 50% normal4 × $10517 Jul7d10.5%82%26%$660$2,829$24,553
Sell 4 × $105 10.5% OTM over spot $95.04 17 Jul 2026 (7d, $1.70 mid)
= $660 credit for the 7d cycle → $2,829/mo projected
Survival (stays ≤ $105)
82%
Breach risk
18%
POP (stays ≤ $106.70)
85%
EV / mo
+$1,344
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.2-5.7] median, 0.2 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  40% of paths whole by 9 mo (vs 30% without)  ·  ~9.0 challenges expected  ·  median CC cash $7,765
🛡 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)
26%
Flat exit net (mid-life)
-$1,042
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$126 @ 87% 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: $6.01/sh now → $4.25 mid-life (likely $4.31–$6.79)≈ $0 at expiry  |  you banked $1.65/sh, so a flat mid-life exit nets -$2.60/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 782 simulated challenges: the $105 strike is typically first touched on day 4 of 7, at $108 (overshoots $2.69). 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+$2.43/sh+$973
cycle +$1,633
[+$808…+$1,169] · 100% credit
69%
surv 53%
-$26,203 NOT
cap gain +$6,031
Reliable up-and-out (highest cap still free ≥60%)~$11531 Jul 202618d left+$0.86/sh+$343
cycle +$1,003
[-$24…+$440] · 73% credit
77%
surv 71%
-$22,435 NOT
cap gain +$9,799
Up-and-out for even (raise the cap, free)~$11024 Jul 202610d left+$0.28/sh+$113
cycle +$773
[-$189…+$187] · 49% credit
74%
surv 65%
-$24,872 NOT
cap gain +$7,362
Max even-money escape in the band~$11831 Jul 202618d left+$0.02/sh+$9
cycle +$669
[-$416…+$74] · 32% credit
80%
surv 75%
-$21,444 NOT
cap gain +$10,790
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-$1.57/sh-$630
cycle +$30
[-$1,169…-$600] · 3% credit
87%
surv 84%
-$18,549 NOT
cap gain +$13,685
budget: banked $660 debit $630 (95% used ≈ 1.0 wk of income) → whole cycle still +$30 cash · rolled 4 ct earn ≈ $1,786/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$2,829/mo
vs 50% target ($2,811/mo)+1%
vs normal income ($5,623/mo)50% covered
Net income (after hedge)$2,465/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)-$24,553
… as % of IC ($4,800)511.5%
… as % of ML ($56,800)43.2%
Recovery months (at normal income)4.4 mo
Surgical close (4 ct)$-32,254
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 $1.65 collected) or spot ≥ $106.70 (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
$104-106.70
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
≥ $106.70
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)$660$-27,176+$5,058+$636
+2.5%$107.62 (1.1σ)$-390$-27,066+$5,168-$414
+5%$110.25 (1.4σ)$-1,440$-26,957+$5,277-$1,464
SS (= V-bounce)$161.00 (5.9σ)$-21,740$-24,846+$7,388-$21,364
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry)
Starting unrealized P&L: $-32,234
+ Fortress recovery (un-capped): +$32,234
− CC assignment net of premium (4 × $105): -$24,553
Total Position P&L @ SS: $-24,553 (+$7,681 vs today)
Do-nothing baseline at SS: $-3,189 (this trade vs do-nothing: $-21,364, the opportunity cost of earning $2,829/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,272, position total $-25,831 (+$6,403 vs today)
100% normal4 × $98.5017 Jul7d3.6%64%75%$1,360$5,829+$3,000$26,453
Sell 4 × $98.50 3.6% OTM over spot $95.04 17 Jul 2026 (7d, $3.50 mid)
= $1,360 credit for the 7d cycle → $5,829/mo projected
Survival (stays ≤ $98.50)
64%
Breach risk
36%
POP (stays ≤ $102.00)
75%
EV / mo
+$1,776
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.6-5.9] median, 0.3 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  38% of paths whole by 9 mo (vs 27% without)  ·  ~23.2 challenges expected  ·  median CC cash $11,276
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
58%
Flat exit net (mid-life)
-$176
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$122 @ 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: $5.43/sh now → $3.84 mid-life (likely $4.98–$6.97)≈ $0 at expiry  |  you banked $3.40/sh, so a flat mid-life exit nets -$0.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,748 simulated challenges: the $98 strike is typically first touched on day 3 of 7, at $101 (overshoots $2.63). 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)~$9824 Jul 202610d left+$2.19/sh+$878
cycle +$2,238
[+$634…+$815] · 100% credit
69%
surv 53%
-$28,468 NOT
cap gain +$3,766
Reliable up-and-out (highest cap still free ≥60%)~$10631 Jul 202618d left+$1.07/sh+$429
cycle +$1,789
[-$27…+$253] · 71% credit
76%
surv 69%
-$25,402 NOT
cap gain +$6,832
Up-and-out for even (raise the cap, free)~$10324 Jul 202610d left+$0.08/sh+$30
cycle +$1,390
[-$372…-$128] · 13% credit
75%
surv 66%
-$27,125 NOT
cap gain +$5,109
Max even-money escape in the band~$10931 Jul 202618d left+$0.09/sh+$35
cycle +$1,395
[-$510…-$173] · 12% credit
79%
surv 74%
-$24,471 NOT
cap gain +$7,763
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12231 Jul 202618d left-$2.22/sh-$888
cycle +$472
[-$1,684…-$1,189]
90%
surv 89%
-$19,654 NOT
cap gain +$12,580
budget: banked $1,360 debit $888 (65% used ≈ 0.7 wk of income) → whole cycle still +$472 cash · rolled 4 ct earn ≈ $1,079/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$5,829/mo
vs 50% target ($2,811/mo)+107%
vs normal income ($5,623/mo)104% covered
Net income (after hedge)$5,465/mo
Downside budget
⚠ $98.50 is $70 below CC-SS $168.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,453
… as % of IC ($4,800)551.1%
… as % of ML ($56,800)46.6%
Recovery months (at normal income)4.7 mo
Surgical close (4 ct)$-32,274
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.85/sh (~25% of the $3.40 collected) or spot ≥ $102.00 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $98)); NOT the premium you collected. Momentum override: two daily closes above $130.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $97.52Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$98-102.00
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
≥ $102.00
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$98.50 (≤1σ, normal week)$1,360$-29,346+$2,888+$1,336
+2.5%$100.96 (≤1σ, normal week)$375$-29,244+$2,990+$351
+5%$103.43 (≤1σ, normal week)$-610$-29,141+$3,093-$634
SS (= V-bounce)$161.00 (5.9σ)$-23,640$-26,746+$5,488-$23,264
V-BOUNCE STRESS (stock → CC-SS $168.03, where you are whole again, by expiry)
Starting unrealized P&L: $-32,234
+ Fortress recovery (un-capped): +$32,234
− CC assignment net of premium (4 × $98.50): -$26,453
Total Position P&L @ SS: $-26,453 (+$5,781 vs today)
Do-nothing baseline at SS: $-3,189 (this trade vs do-nothing: $-23,264, the opportunity cost of earning $5,829/mo FIGHT income now)
BB-reversion stress (→ $137.33 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,172, position total $-27,731 (+$4,503 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: +$32,234 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,189

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1057d17 Jul 2026$1.654/4$2,829$2,46582%85%+$1,344-$24,553511.5%$-24,553 (vs do-nothing $-21,364)
$1047d17 Jul 2026$1.854/4$3,171$2,80879%83%+$1,427-$24,873518.2%$-24,873 (vs do-nothing $-21,684)
$1037d17 Jul 2026$2.024/4$3,463$3,09977%82%+$1,417-$25,205525.1%$-25,205 (vs do-nothing $-22,016)
$1027d17 Jul 2026$2.283/4$2,931$2,58174%80%+$1,136-$19,126398.5%$-19,923 (vs do-nothing $-16,734)
$1017d17 Jul 2026$2.583/4$3,317$2,96772%79%+$1,222-$19,336402.8%$-20,133 (vs do-nothing $-16,944)
$10314d24 Jul 2026$3.554/4$3,043$2,67971%78%+$924-$24,593512.4%$-24,593 (vs do-nothing $-21,404)
$10214d24 Jul 2026$3.804/4$3,257$2,89469%77%+$905-$24,893518.6%$-24,893 (vs do-nothing $-21,704)
$1007d17 Jul 2026$2.983/4$3,831$3,48169%77%+$1,394-$19,516406.6%$-20,313 (vs do-nothing $-17,124)
$10321d31 Jul 2026$5.204/4$2,971$2,60869%77%+$800-$23,933498.6%$-23,933 (vs do-nothing $-20,744)
$10114d24 Jul 2026$4.154/4$3,557$3,19467%76%+$952-$25,153524.0%$-25,153 (vs do-nothing $-21,964)
$10221d31 Jul 2026$5.554/4$3,171$2,80867%76%+$824-$24,193504.0%$-24,193 (vs do-nothing $-21,004)
$997d17 Jul 2026$3.153/4$4,050$3,69966%75%+$1,223-$19,765411.8%$-20,562 (vs do-nothing $-17,373)
$10121d31 Jul 2026$5.854/4$3,343$2,97965%75%+$808-$24,473509.9%$-24,473 (vs do-nothing $-21,284)
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$4.453/4$2,861$2,51065%75%+$700-$19,075397.4%$-19,872 (vs do-nothing $-16,683)
$98.507d17 Jul 2026$3.402/4$2,914$2,57764%75%+$888-$13,227275.6%$-14,821 (vs do-nothing $-11,632)
$10021d31 Jul 2026$6.204/4$3,543$3,17964%74%+$956-$24,733515.3%$-24,733 (vs do-nothing $-21,544)
$9914d24 Jul 2026$4.853/4$3,118$2,76763%74%+$735-$19,255401.1%$-20,052 (vs do-nothing $-16,863)
$987d17 Jul 2026$3.552/4$3,043$2,70563%74%+$866-$13,297277.0%$-14,891 (vs do-nothing $-11,702)
$9921d31 Jul 2026$6.653/4$2,850$2,49962%74%+$754-$18,715389.9%$-19,512 (vs do-nothing $-16,323)
$98.5014d24 Jul 2026$5.053/4$3,246$2,89662%73%+$746-$19,345403.0%$-20,142 (vs do-nothing $-16,953)
$97.507d17 Jul 2026$3.752/4$3,214$2,87761%73%+$878-$13,357278.3%$-14,951 (vs do-nothing $-11,762)
$9814d24 Jul 2026$5.253/4$3,375$3,02461%73%+$752-$19,435404.9%$-20,232 (vs do-nothing $-17,043)
$9821d31 Jul 2026$7.003/4$3,000$2,64960%73%+$740-$18,910394.0%$-19,707 (vs do-nothing $-16,518)
$97.5014d24 Jul 2026$5.453/4$3,504$3,15359%72%+$754-$19,525406.8%$-20,322 (vs do-nothing $-17,133)
$977d17 Jul 2026$4.052/4$3,471$3,13459%72%+$967-$13,397279.1%$-14,991 (vs do-nothing $-11,802)
$9714d24 Jul 2026$5.653/4$3,632$3,28258%71%+$752-$19,615408.6%$-20,412 (vs do-nothing $-17,223)
$9721d31 Jul 2026$7.453/4$3,193$2,84258%72%+$758-$19,075397.4%$-19,872 (vs do-nothing $-16,683)
$96.507d17 Jul 2026$4.152/4$3,557$3,21957%71%+$876-$13,477280.8%$-15,071 (vs do-nothing $-11,882)
$96.5014d24 Jul 2026$5.803/4$3,729$3,37857%71%+$713-$19,720410.8%$-20,517 (vs do-nothing $-17,328)
$9621d31 Jul 2026$7.953/4$3,407$3,05756%71%+$787-$19,225400.5%$-20,022 (vs do-nothing $-16,833)
$967d17 Jul 2026$4.552/4$3,900$3,56256%71%+$1,032-$13,497281.2%$-15,091 (vs do-nothing $-11,902)
$9614d24 Jul 2026$6.103/4$3,921$3,57156%70%+$765-$19,780412.1%$-20,577 (vs do-nothing $-17,388)
$9521d31 Jul 2026$8.453/4$3,621$3,27154%70%+$807-$19,375403.6%$-20,172 (vs do-nothing $-16,983)
$9514d24 Jul 2026$6.602/4$2,829$2,49153%69%+$528-$13,287276.8%$-14,881 (vs do-nothing $-11,692)
$957d17 Jul 2026$4.852/4$4,157$3,81952%69%+$888-$13,637284.1%$-15,231 (vs do-nothing $-12,042)
$9421d31 Jul 2026$8.753/4$3,750$3,39952%69%+$730-$19,585408.0%$-20,382 (vs do-nothing $-17,193)
$9414d24 Jul 2026$7.052/4$3,021$2,68451%68%+$512-$13,397279.1%$-14,991 (vs do-nothing $-11,802)
$947d17 Jul 2026$5.452/4$4,671$4,33449%67%+$962-$13,717285.8%$-15,311 (vs do-nothing $-12,122)
$93.507d17 Jul 2026$5.602/4$4,800$4,46247%67%+$856-$13,787287.2%$-15,381 (vs do-nothing $-12,192)

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 03:38