FORTRESS FIGHT: MSTR @ $94.18

BE SS: $161.00  |  CC-SS: $168.47  |  4 contracts (400 sh)  |  2026-07-10 09:43 |  ⌂ PORTFOLIO

MSTR @ $94.18   UNDERWATER $66.82 (41.5% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $168.47  |  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$5,374/mo95% ann ROI on ML
Hedge rolling cost$341/mo
Unrealized P&L$-32,660fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,687/mo
HEDGE COVER
$341/mo
NORMAL INCOME
$5,374/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $4,800
ML VELOCITY
10.6 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $168.47 (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)
$33,912
was $32,660 · -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 35 · %B 34 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.27 (+46%) · daily UBB $130.36 · 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 $103 / 7d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($2,687/mo); it brings $2,880/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 4 × $97.50/7d for $5,400/mo, but breach risk rises to 36% (+15pp 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 (98% survival, $343/mo).
Downside anchor: the primary mortgages $25,518 (532% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 4.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-32,706 and cuts bleed by $341/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 × $103, 79% survival, $2,880/mo (E[net] $769/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 × $10379%$2,880$769

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $769/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $103 (primary), 79% survival, breach 21%, $2,880/mo.
⚖️ Worth a safer step: the $106 rung (33% normal) lifts survival to 85% (breach 21% → 15%) for $823/mo less (29% 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 $106 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $94.18 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12217 Jul7d29.5%98%5%$80$343-$2,537$18,510
Sell 4 × $122 29.5% OTM over spot $94.18 17 Jul 2026 (7d, $0.22 mid)
= $80 credit for the 7d cycle → $343/mo projected
Survival (stays ≤ $122)
98%
Breach risk
2%
POP (stays ≤ $122.22)
98%
EV / mo
+$250
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.1-6.1] median  ·  34% of paths whole by 9 mo (vs 33% without)  ·  ~0.5 challenges expected  ·  median CC cash $-1,158
🛡 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)
1%
Flat exit net (mid-life)
-$2,029
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$139 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.46/sh now → $5.27 mid-life → ≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$5.07/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+$3.10/sh+$1,239
cycle +$1,319
68%
surv 53%
-$19,111 NOT
cap gain +$13,549
Up-and-out for even (raise the cap, free)~$12924 Jul 202610d left+$0.38/sh+$151
cycle +$231
75%
surv 66%
-$17,201 NOT
cap gain +$15,459
Max even-money escape in the band~$13931 Jul 202618d left+$0.03/sh+$12
cycle +$92
80%
surv 75%
-$12,944 NOT
cap gain +$19,716
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$343/mo
vs 50% target ($2,687/mo)-87%
vs normal income ($5,374/mo)6% covered
Net income (after hedge)$2/mo
Downside budget
⚠ $122 is $46 below CC-SS $168.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,510
… as % of IC ($4,800)385.6%
… as % of ML ($56,800)32.6%
Recovery months (at normal income)3.4 mo
Surgical close (4 ct)$-32,666
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $122.22 (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 $130.36 (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
$121-122.22
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
≥ $122.22
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$122.00 (2.5σ)$80$-20,350+$12,310+$60
+2.5%$125.05 (2.8σ)$-1,140$-20,230+$12,430-$1,160
+5%$128.10 (3.0σ)$-2,360$-20,109+$12,551-$2,380
SS (= V-bounce)$161.00 (6.0σ)$-15,520$-18,806+$13,854-$15,140
V-BOUNCE STRESS (stock → CC-SS $168.47, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,660
− CC assignment net of premium (4 × $122): -$18,510
Total Position P&L @ SS: $-18,510 (+$14,150 vs today)
Do-nothing baseline at SS: $-3,370 (this trade vs do-nothing: $-15,140, the opportunity cost of earning $343/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,028, position total $-19,746 (+$12,914 vs today)
🛡 safe yield4 × $11017 Jul7d16.8%91%19%$288$1,234-$1,646$23,102
Sell 4 × $110 16.8% OTM over spot $94.18 17 Jul 2026 (7d, $0.75 mid)
= $288 credit for the 7d cycle → $1,234/mo projected
Survival (stays ≤ $110)
91%
Breach risk
9%
POP (stays ≤ $110.75)
92%
EV / mo
+$669
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.5-5.3] median, 0.2 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  31% of paths whole by 9 mo (vs 26% without)  ·  ~4.2 challenges expected  ·  median CC cash $3,357
🛡 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)
-$1,493
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$127 @ 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: $6.29/sh now → $4.45 mid-life (likely $3.71–$6.49)≈ $0 at expiry  |  you banked $0.72/sh, so a flat mid-life exit nets -$3.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 357 simulated challenges: the $110 strike is typically first touched on day 5 of 7, at $113 (overshoots $2.77). 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)~$11024 Jul 202610d left+$2.62/sh+$1,048
cycle +$1,336
[+$983…+$1,457] · 100% credit
68%
surv 53%
-$24,369 NOT
cap gain +$8,291
Up-and-out for even (raise the cap, free)~$11624 Jul 202610d left+$0.38/sh+$150
cycle +$438
[-$44…+$405] · 69% credit
75%
surv 66%
-$22,709 NOT
cap gain +$9,951
Reliable up-and-out (highest cap still free ≥60%)~$12331 Jul 202618d left+$0.30/sh+$120
cycle +$408
[-$158…+$427] · 62% credit
79%
surv 73%
-$19,662 NOT
cap gain +$12,998
Max even-money escape in the band~$12431 Jul 202618d left+$0.15/sh+$60
cycle +$348
[-$226…+$358] · 52% credit
80%
surv 74%
-$19,282 NOT
cap gain +$13,378
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12731 Jul 202618d left-$0.61/sh-$244
cycle +$44
[-$597…+$27] · 27% credit
82%
surv 78%
-$18,268 NOT
cap gain +$14,392
budget: banked $288 debit $244 (85% used ≈ 0.9 wk of income) → whole cycle still +$44 cash · rolled 4 ct earn ≈ $2,561/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$1,234/mo
vs 50% target ($2,687/mo)-54%
vs normal income ($5,374/mo)23% covered
Net income (after hedge)$893/mo
Downside budget
⚠ $110 is $58 below CC-SS $168.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,102
… as % of IC ($4,800)481.3%
… as % of ML ($56,800)40.7%
Recovery months (at normal income)4.3 mo
Surgical close (4 ct)$-32,672
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 $0.72 collected) or spot ≥ $110.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $110)); NOT the premium you collected. Momentum override: two daily closes above $130.36 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $108.90Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$109-110.75
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $110.75
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$110.00 (1.4σ)$288$-25,418+$7,242+$268
+2.5%$112.75 (1.7σ)$-812$-25,309+$7,351-$832
+5%$115.50 (1.9σ)$-1,912$-25,200+$7,460-$1,932
SS (= V-bounce)$161.00 (6.0σ)$-20,112$-23,398+$9,262-$19,732
V-BOUNCE STRESS (stock → CC-SS $168.47, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,660
− CC assignment net of premium (4 × $110): -$23,102
Total Position P&L @ SS: $-23,102 (+$9,558 vs today)
Do-nothing baseline at SS: $-3,370 (this trade vs do-nothing: $-19,732, the opportunity cost of earning $1,234/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,620, position total $-24,338 (+$8,322 vs today)
33% normal ← lean4 × $10617 Jul7d12.6%85%31%$480$2,057-$823$24,510
Sell 4 × $106 12.6% OTM over spot $94.18 17 Jul 2026 (7d, $1.25 mid)
= $480 credit for the 7d cycle → $2,057/mo projected
Survival (stays ≤ $106)
85%
Breach risk
15%
POP (stays ≤ $107.25)
87%
EV / mo
+$969
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.4-5.6] median  ·  34% of paths whole by 9 mo (vs 26% without)  ·  ~7.2 challenges expected  ·  median CC cash $5,836
🛡 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)
-$1,197
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$124 @ 83% 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: $5.93/sh now → $4.19 mid-life (likely $3.96–$6.45)≈ $0 at expiry  |  you banked $1.20/sh, so a flat mid-life exit nets -$2.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 639 simulated challenges: the $106 strike is typically first touched on day 4 of 7, at $109 (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)~$10624 Jul 202610d left+$2.47/sh+$988
cycle +$1,468
[+$859…+$1,198] · 100% credit
68%
surv 53%
-$25,996 NOT
cap gain +$6,664
Reliable up-and-out (highest cap still free ≥60%)~$11731 Jul 202618d left+$0.67/sh+$269
cycle +$749
[-$51…+$445] · 69% credit
78%
surv 72%
-$21,958 NOT
cap gain +$10,702
Up-and-out for even (raise the cap, free)~$11224 Jul 202610d left+$0.23/sh+$92
cycle +$572
[-$161…+$232] · 51% credit
75%
surv 67%
-$24,333 NOT
cap gain +$8,327
Max even-money escape in the band~$11931 Jul 202618d left+$0.08/sh+$33
cycle +$513
[-$331…+$185] · 39% credit
79%
surv 74%
-$21,315 NOT
cap gain +$11,345
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12431 Jul 202618d left-$1.10/sh-$441
cycle +$39
[-$923…-$316] · 12% credit
83%
surv 80%
-$19,591 NOT
cap gain +$13,069
budget: banked $480 debit $441 (92% used ≈ 0.9 wk of income) → whole cycle still +$39 cash · rolled 4 ct earn ≈ $2,060/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$2,057/mo
vs 50% target ($2,687/mo)-23%
vs normal income ($5,374/mo)38% covered
Net income (after hedge)$1,716/mo
Downside budget
⚠ $106 is $62 below CC-SS $168.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,510
… as % of IC ($4,800)510.6%
… as % of ML ($56,800)43.2%
Recovery months (at normal income)4.6 mo
Surgical close (4 ct)$-32,678
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.30/sh (~25% of the $1.20 collected) or spot ≥ $107.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $106)); NOT the premium you collected. Momentum override: two daily closes above $130.36 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $104.94Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$105-107.25
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
≥ $107.25
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$106.00 (1.1σ)$480$-26,984+$5,676+$460
+2.5%$108.65 (1.3σ)$-580$-26,879+$5,781-$600
+5%$111.30 (1.5σ)$-1,640$-26,774+$5,886-$1,660
SS (= V-bounce)$161.00 (6.0σ)$-21,520$-24,806+$7,854-$21,140
V-BOUNCE STRESS (stock → CC-SS $168.47, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,660
− CC assignment net of premium (4 × $106): -$24,510
Total Position P&L @ SS: $-24,510 (+$8,150 vs today)
Do-nothing baseline at SS: $-3,370 (this trade vs do-nothing: $-21,140, the opportunity cost of earning $2,057/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,028, position total $-25,746 (+$6,914 vs today)
🎯 50% normal4 × $10317 Jul7d9.4%79%31%$672$2,880$25,518
Sell 4 × $103 9.4% OTM over spot $94.18 17 Jul 2026 (7d, $1.79 mid)
= $672 credit for the 7d cycle → $2,880/mo projected
Survival (stays ≤ $103)
79%
Breach risk
21%
POP (stays ≤ $104.80)
83%
EV / mo
+$1,108
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.4-6.5] median, 0.2 mo SLOWER than no FIGHT (3.8 mo): roll costs eat the credits at this rung  ·  36% of paths whole by 9 mo (vs 26% without)  ·  ~11.0 challenges expected  ·  median CC cash $7,493
🛡 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)
31%
Flat exit net (mid-life)
-$929
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$124 @ 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: $5.66/sh now → $4.00 mid-life (likely $3.97–$6.40)≈ $0 at expiry  |  you banked $1.68/sh, so a flat mid-life exit nets -$2.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 923 simulated challenges: the $103 strike is typically first touched on day 4 of 7, at $106 (overshoots $2.52). 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)~$10324 Jul 202610d left+$2.36/sh+$944
cycle +$1,616
[+$783…+$1,125] · 100% credit
68%
surv 53%
-$27,167 NOT
cap gain +$5,493
Reliable up-and-out (highest cap still free ≥60%)~$11331 Jul 202618d left+$0.76/sh+$303
cycle +$975
[-$48…+$415] · 69% credit
77%
surv 71%
-$23,491 NOT
cap gain +$9,169
Max even-money escape in the band~$11531 Jul 202618d left+$0.19/sh+$75
cycle +$747
[-$317…+$164] · 39% credit
79%
surv 74%
-$22,839 NOT
cap gain +$9,821
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)~$10924 Jul 202610d left+$0.13/sh+$50
cycle +$722
[-$236…+$130] · 38% credit
76%
surv 67%
-$25,502 NOT
cap gain +$7,158
Safety roll (pay small debit, max POP)~$12431 Jul 202618d left-$1.54/sh-$617
cycle +$55
[-$1,166…-$580] · 2% credit
86%
surv 84%
-$19,575 NOT
cap gain +$13,085
budget: banked $672 debit $617 (92% used ≈ 0.9 wk of income) → whole cycle still +$55 cash · rolled 4 ct earn ≈ $1,640/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$2,880/mo
vs 50% target ($2,687/mo)+7%
vs normal income ($5,374/mo)54% covered
Net income (after hedge)$2,539/mo
Downside budget
⚠ $103 is $65 below CC-SS $168.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,518
… as % of IC ($4,800)531.6%
… as % of ML ($56,800)44.9%
Recovery months (at normal income)4.7 mo
Surgical close (4 ct)$-32,706
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 $1.68 collected) or spot ≥ $104.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $103)); NOT the premium you collected. Momentum override: two daily closes above $130.36 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $101.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$102-104.80
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
≥ $104.80
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$103.00 (≤1σ, normal week)$672$-28,111+$4,549+$652
+2.5%$105.57 (1.0σ)$-358$-28,009+$4,651-$378
+5%$108.15 (1.3σ)$-1,388$-27,907+$4,753-$1,408
SS (= V-bounce)$161.00 (6.0σ)$-22,528$-25,814+$6,846-$22,148
V-BOUNCE STRESS (stock → CC-SS $168.47, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,660
− CC assignment net of premium (4 × $103): -$25,518
Total Position P&L @ SS: $-25,518 (+$7,142 vs today)
Do-nothing baseline at SS: $-3,370 (this trade vs do-nothing: $-22,148, the opportunity cost of earning $2,880/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,036, position total $-26,754 (+$5,906 vs today)
100% normal4 × $97.5017 Jul7d3.5%64%76%$1,260$5,400+$2,520$27,130
Sell 4 × $97.50 3.5% OTM over spot $94.18 17 Jul 2026 (7d, $3.35 mid)
= $1,260 credit for the 7d cycle → $5,400/mo projected
Survival (stays ≤ $97.50)
64%
Breach risk
36%
POP (stays ≤ $100.85)
74%
EV / mo
+$1,254
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [2.6-6.2] median, 0.1 mo SLOWER than no FIGHT (4.2 mo): roll costs eat the credits at this rung  ·  36% of paths whole by 9 mo (vs 25% without)  ·  ~24.2 challenges expected  ·  median CC cash $10,356
🛡 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)
60%
Flat exit net (mid-life)
-$206
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$123 @ 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: $5.18/sh now → $3.67 mid-life (likely $4.70–$6.74)≈ $0 at expiry  |  you banked $3.15/sh, so a flat mid-life exit nets -$0.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,789 simulated challenges: the $98 strike is typically first touched on day 3 of 7, at $100 (overshoots $2.64). 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+$2.16/sh+$865
cycle +$2,125
[+$633…+$810] · 100% credit
68%
surv 53%
-$29,075 NOT
cap gain +$3,585
Reliable up-and-out (highest cap still free ≥60%)~$10531 Jul 202618d left+$1.05/sh+$418
cycle +$1,678
[-$22…+$258] · 71% credit
76%
surv 69%
-$26,084 NOT
cap gain +$6,576
Up-and-out for even (raise the cap, free)~$10224 Jul 202610d left+$0.16/sh+$62
cycle +$1,322
[-$328…-$79] · 17% credit
75%
surv 66%
-$27,759 NOT
cap gain +$4,901
Max even-money escape in the band~$10831 Jul 202618d left+$0.20/sh+$82
cycle +$1,342
[-$436…-$101] · 17% credit
79%
surv 73%
-$25,102 NOT
cap gain +$7,558
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12331 Jul 202618d left-$2.28/sh-$914
cycle +$346
[-$1,757…-$1,204]
90%
surv 89%
-$19,504 NOT
cap gain +$13,156
budget: banked $1,260 debit $914 (73% used ≈ 0.7 wk of income) → whole cycle still +$346 cash · rolled 4 ct earn ≈ $921/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$5,400/mo
vs 50% target ($2,687/mo)+101%
vs normal income ($5,374/mo)100% covered
Net income (after hedge)$5,059/mo
Downside budget
⚠ $97.50 is $71 below CC-SS $168.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,130
… as % of IC ($4,800)565.2%
… as % of ML ($56,800)47.8%
Recovery months (at normal income)5.0 mo
Surgical close (4 ct)$-32,740
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.79/sh (~25% of the $3.15 collected) or spot ≥ $100.85 (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 $130.36 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $96.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$97-100.85
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $100.85
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$97.50 (≤1σ, normal week)$1,260$-29,941+$2,719+$1,240
+2.5%$99.94 (≤1σ, normal week)$285$-29,844+$2,816+$265
+5%$102.38 (≤1σ, normal week)$-690$-29,747+$2,913-$710
SS (= V-bounce)$161.00 (6.0σ)$-24,140$-27,426+$5,234-$23,760
V-BOUNCE STRESS (stock → CC-SS $168.47, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,660
− CC assignment net of premium (4 × $97.50): -$27,130
Total Position P&L @ SS: $-27,130 (+$5,530 vs today)
Do-nothing baseline at SS: $-3,370 (this trade vs do-nothing: $-23,760, the opportunity cost of earning $5,400/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,648, position total $-28,366 (+$4,294 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on MSTR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (41 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 41 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.099 (IBKR)  |  Recovery@SS: +$32,660 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,370

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1037d17 Jul 2026$1.684/4$2,880$2,53979%83%+$1,108-$25,518531.6%$-25,518 (vs do-nothing $-22,148)
$1027d17 Jul 2026$1.834/4$3,137$2,79677%81%+$1,059-$25,858538.7%$-25,858 (vs do-nothing $-22,488)
$1017d17 Jul 2026$2.133/4$2,739$2,40874%80%+$915-$19,603408.4%$-20,446 (vs do-nothing $-17,076)
$10314d24 Jul 2026$3.254/4$2,786$2,44573%79%+$845-$24,890518.5%$-24,890 (vs do-nothing $-21,520)
$1007d17 Jul 2026$2.413/4$3,099$2,76871%78%+$971-$19,819412.9%$-20,662 (vs do-nothing $-17,292)
$10214d24 Jul 2026$3.404/4$2,914$2,57371%78%+$760-$25,230525.6%$-25,230 (vs do-nothing $-21,860)
$10321d31 Jul 2026$4.754/4$2,714$2,37370%78%+$714-$24,290506.0%$-24,290 (vs do-nothing $-20,920)
$10114d24 Jul 2026$3.754/4$3,214$2,87369%77%+$826-$25,490531.0%$-25,490 (vs do-nothing $-22,120)
$10221d31 Jul 2026$5.004/4$2,857$2,51669%77%+$692-$24,590512.3%$-24,590 (vs do-nothing $-21,220)
$997d17 Jul 2026$2.753/4$3,536$3,20568%76%+$1,061-$20,017417.0%$-20,860 (vs do-nothing $-17,490)
$10014d24 Jul 2026$4.154/4$3,557$3,21667%76%+$914-$25,730536.0%$-25,730 (vs do-nothing $-22,360)
$98.507d17 Jul 2026$2.833/4$3,639$3,30867%76%+$974-$20,143419.7%$-20,986 (vs do-nothing $-17,616)
$10121d31 Jul 2026$5.404/4$3,086$2,74567%76%+$745-$24,830517.3%$-24,830 (vs do-nothing $-21,460)
Show 28 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$987d17 Jul 2026$3.003/4$3,857$3,52765%75%+$991-$20,242421.7%$-21,085 (vs do-nothing $-17,715)
$10021d31 Jul 2026$5.754/4$3,286$2,94565%75%+$757-$25,090522.7%$-25,090 (vs do-nothing $-21,720)
$9914d24 Jul 2026$4.353/4$2,796$2,46665%74%+$606-$19,537407.0%$-20,380 (vs do-nothing $-17,010)
$97.507d17 Jul 2026$3.152/4$2,700$2,38064%74%+$627-$13,565282.6%$-15,250 (vs do-nothing $-11,880)
$98.5014d24 Jul 2026$4.603/4$2,957$2,62764%74%+$656-$19,612408.6%$-20,455 (vs do-nothing $-17,085)
$9921d31 Jul 2026$6.104/4$3,486$3,14563%74%+$756-$25,350528.1%$-25,350 (vs do-nothing $-21,980)
$9814d24 Jul 2026$4.703/4$3,021$2,69163%73%+$605-$19,732411.1%$-20,575 (vs do-nothing $-17,205)
$977d17 Jul 2026$3.402/4$2,914$2,59562%73%+$689-$13,615283.6%$-15,300 (vs do-nothing $-11,930)
$9821d31 Jul 2026$6.403/4$2,743$2,41262%73%+$535-$19,222400.5%$-20,065 (vs do-nothing $-16,695)
$97.5014d24 Jul 2026$4.853/4$3,118$2,78761%72%+$581-$19,837413.3%$-20,680 (vs do-nothing $-17,310)
$96.507d17 Jul 2026$3.602/4$3,086$2,76660%72%+$722-$13,675284.9%$-15,360 (vs do-nothing $-11,990)
$9714d24 Jul 2026$5.103/4$3,279$2,94860%72%+$617-$19,912414.8%$-20,755 (vs do-nothing $-17,385)
$9721d31 Jul 2026$6.853/4$2,936$2,60560%72%+$558-$19,387403.9%$-20,230 (vs do-nothing $-16,860)
$96.5014d24 Jul 2026$5.353/4$3,439$3,10959%71%+$649-$19,987416.4%$-20,830 (vs do-nothing $-17,460)
$967d17 Jul 2026$3.802/4$3,257$2,93759%71%+$725-$13,735286.1%$-15,420 (vs do-nothing $-12,050)
$9614d24 Jul 2026$5.503/4$3,536$3,20558%71%+$611-$20,092418.6%$-20,935 (vs do-nothing $-17,565)
$9621d31 Jul 2026$7.203/4$3,086$2,75558%71%+$527-$19,582408.0%$-20,425 (vs do-nothing $-17,055)
$9521d31 Jul 2026$7.753/4$3,321$2,99156%70%+$571-$19,717410.8%$-20,560 (vs do-nothing $-17,190)
$9514d24 Jul 2026$6.003/4$3,857$3,52755%70%+$649-$20,242421.7%$-21,085 (vs do-nothing $-17,715)
$957d17 Jul 2026$4.202/4$3,600$3,28055%69%+$705-$13,855288.6%$-15,540 (vs do-nothing $-12,170)
$9421d31 Jul 2026$8.103/4$3,471$3,14154%69%+$519-$19,912414.8%$-20,755 (vs do-nothing $-17,385)
$9414d24 Jul 2026$6.452/4$2,764$2,44553%68%+$423-$13,605283.4%$-15,290 (vs do-nothing $-11,920)
$9321d31 Jul 2026$8.603/4$3,686$3,35552%68%+$521-$20,062418.0%$-20,905 (vs do-nothing $-17,535)
$947d17 Jul 2026$4.652/4$3,986$3,66652%68%+$690-$13,965290.9%$-15,650 (vs do-nothing $-12,280)
$9314d24 Jul 2026$6.802/4$2,914$2,59550%67%+$357-$13,735286.1%$-15,420 (vs do-nothing $-12,050)
$93.507d17 Jul 2026$4.902/4$4,200$3,88050%67%+$691-$14,015292.0%$-15,700 (vs do-nothing $-12,330)
$937d17 Jul 2026$5.152/4$4,414$4,09548%66%+$682-$14,065293.0%$-15,750 (vs do-nothing $-12,380)
$92.507d17 Jul 2026$5.402/4$4,629$4,30946%66%+$663-$14,115294.1%$-15,800 (vs do-nothing $-12,430)

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 09:43