FORTRESS FIGHT: MSTR @ $95.40

BE SS: $161.00  |  CC-SS: $169.65  |  4 contracts (400 sh)  |  2026-07-10 10:23 |  ⌂ PORTFOLIO

MSTR @ $95.40   UNDERWATER $65.60 (40.7% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $169.65  |  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$4,800/mo95% ann ROI on ML
Hedge rolling cost$341/mo
Unrealized P&L$-32,660fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,400/mo
HEDGE COVER
$341/mo
NORMAL INCOME
$4,800/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $4,800
ML VELOCITY
11.8 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $169.65 (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
CC-SS ratchet
$169.69 → $169.65
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 14 (live) · RSI 34 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 36 · %B 36 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.27 (+44%) · daily UBB $130.35 · 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 $104 / 7d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($2,400/mo); it brings $2,537/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 $4,851/mo, but breach risk rises to 37% (+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 $25,666 (535% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 5.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-32,712 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 × $104, 78% survival, $2,537/mo (E[net] $668/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 × $10478%$2,537$668

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $668/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $104 (primary), 78% survival, breach 22%, $2,537/mo.
⚖️ Worth a safer step: the $107 rung (33% normal) lifts survival to 85% (breach 22% → 15%) for $771/mo less (30% 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 $107 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $95.40 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12217 Jul7d27.9%98%3%$80$343-$2,194$18,978
Sell 4 × $122 27.9% OTM over spot $95.40 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
+$300
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.3-5.9] median, 0.2 mo faster than no FIGHT (3.9 mo)  ·  33% of paths whole by 9 mo (vs 32% without)  ·  ~0.6 challenges expected  ·  median CC cash $-700
🛡 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)
-$1,676
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$142 @ 81% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.21/sh now → $4.39 mid-life → ≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$4.19/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+$3.08/sh+$1,234
cycle +$1,314
67%
surv 53%
-$19,653 NOT
cap gain +$13,007
Up-and-out for even (raise the cap, free)~$13124 Jul 202610d left+$0.04/sh+$16
cycle +$96
76%
surv 69%
-$17,090 NOT
cap gain +$15,570
Max even-money escape in the band~$14031 Jul 202618d left+$0.08/sh+$31
cycle +$111
80%
surv 76%
-$13,119 NOT
cap gain +$19,541
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$14231 Jul 202618d left-$0.17/sh-$68
cycle +$12
81%
surv 78%
-$12,339 NOT
cap gain +$20,321
budget: banked $80 debit $68 (85% used ≈ 0.9 wk of income) → whole cycle still +$12 cash · rolled 4 ct earn ≈ $2,813/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$343/mo
vs 50% target ($2,400/mo)-86%
vs normal income ($4,800/mo)7% covered
Net income (after hedge)$2/mo
Downside budget
⚠ $122 is $48 below CC-SS $169.65: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,978
… as % of IC ($4,800)395.4%
… as % of ML ($56,800)33.4%
Recovery months (at normal income)4.0 mo
Surgical close (4 ct)$-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 $130.35 (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 (2.4σ)$80$-20,887+$11,773+$60
+2.5%$125.05 (2.6σ)$-1,140$-20,766+$11,894-$1,160
+5%$128.10 (2.9σ)$-2,360$-20,645+$12,015-$2,380
SS (= V-bounce)$161.00 (5.8σ)$-15,520$-19,342+$13,318-$15,140
V-BOUNCE STRESS (stock → CC-SS $169.65, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,639
− CC assignment net of premium (4 × $122): -$18,978
Total Position P&L @ SS: $-19,000 (+$13,660 vs today)
Do-nothing baseline at SS: $-3,860 (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 $-20,282 (+$12,378 vs today)
🛡 safe yield4 × $11117 Jul7d16.4%91%18%$252$1,080-$1,457$23,206
Sell 4 × $111 16.4% OTM over spot $95.40 17 Jul 2026 (7d, $0.71 mid)
= $252 credit for the 7d cycle → $1,080/mo projected
Survival (stays ≤ $111)
91%
Breach risk
9%
POP (stays ≤ $111.70)
92%
EV / mo
+$573
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.4-5.1] median, 0.1 mo faster than no FIGHT (4.1 mo)  ·  29% of paths whole by 9 mo (vs 27% without)  ·  ~4.2 challenges expected  ·  median CC cash $2,433
🛡 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)
13%
Flat exit net (mid-life)
-$1,253
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$129 @ 82% 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: $5.32/sh now → $3.76 mid-life (likely $3.16–$5.20)≈ $0 at expiry  |  you banked $0.63/sh, so a flat mid-life exit nets -$3.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 399 simulated challenges: the $111 strike is typically first touched on day 5 of 7, at $114 (overshoots $2.67). 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+$2.64/sh+$1,058
cycle +$1,310
[+$1,055…+$1,411] · 100% credit
67%
surv 53%
-$24,493 NOT
cap gain +$8,167
Reliable up-and-out (highest cap still free ≥60%)~$12531 Jul 202618d left+$0.37/sh+$150
cycle +$402
[-$49…+$380] · 69% credit
79%
surv 74%
-$19,422 NOT
cap gain +$13,238
Max even-money escape in the band~$12631 Jul 202618d left+$0.22/sh+$87
cycle +$339
[-$119…+$313] · 58% credit
80%
surv 75%
-$19,045 NOT
cap gain +$13,615
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)~$11924 Jul 202610d left+$0.04/sh+$16
cycle +$268
[-$140…+$196] · 52% credit
76%
surv 69%
-$22,193 NOT
cap gain +$10,467
Safety roll (pay small debit, max POP)~$12931 Jul 202618d left-$0.46/sh-$182
cycle +$70
[-$426…+$37] · 29% credit
82%
surv 79%
-$17,996 NOT
cap gain +$14,664
budget: banked $252 debit $182 (72% used ≈ 0.7 wk of income) → whole cycle still +$70 cash · rolled 4 ct earn ≈ $2,204/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$1,080/mo
vs 50% target ($2,400/mo)-55%
vs normal income ($4,800/mo)23% covered
Net income (after hedge)$739/mo
Downside budget
⚠ $111 is $59 below CC-SS $169.65: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,206
… as % of IC ($4,800)483.5%
… as % of ML ($56,800)40.9%
Recovery months (at normal income)4.8 mo
Surgical close (4 ct)$-32,690
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.63 collected) or spot ≥ $111.70 (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 $130.35 (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
$110-111.70
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
≥ $111.70
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$111.00 (1.4σ)$252$-25,550+$7,110+$232
+2.5%$113.77 (1.6σ)$-858$-25,440+$7,220-$878
+5%$116.55 (1.9σ)$-1,968$-25,330+$7,330-$1,988
SS (= V-bounce)$161.00 (5.8σ)$-19,748$-23,570+$9,090-$19,368
V-BOUNCE STRESS (stock → CC-SS $169.65, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,639
− CC assignment net of premium (4 × $111): -$23,206
Total Position P&L @ SS: $-23,228 (+$9,432 vs today)
Do-nothing baseline at SS: $-3,860 (this trade vs do-nothing: $-19,368, the opportunity cost of earning $1,080/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,256, position total $-24,510 (+$8,150 vs today)
33% normal ← lean4 × $10717 Jul7d12.2%85%31%$412$1,766-$771$24,646
Sell 4 × $107 12.2% OTM over spot $95.40 17 Jul 2026 (7d, $1.08 mid)
= $412 credit for the 7d cycle → $1,766/mo projected
Survival (stays ≤ $107)
85%
Breach risk
15%
POP (stays ≤ $108.08)
87%
EV / mo
+$674
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.6-5.7] median, 0.1 mo faster than no FIGHT (3.9 mo)  ·  33% of paths whole by 9 mo (vs 30% without)  ·  ~7.4 challenges expected  ·  median CC cash $4,396
🛡 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)
23%
Flat exit net (mid-life)
-$1,006
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$127 @ 84% POP
82% 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: $5.01/sh now → $3.54 mid-life (likely $3.37–$5.51)≈ $0 at expiry  |  you banked $1.03/sh, so a flat mid-life exit nets -$2.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 689 simulated challenges: the $107 strike is typically first touched on day 4 of 7, at $110 (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)~$10724 Jul 202610d left+$2.49/sh+$997
cycle +$1,409
[+$951…+$1,174] · 100% credit
67%
surv 53%
-$26,152 NOT
cap gain +$6,508
Reliable up-and-out (highest cap still free ≥60%)~$12031 Jul 202618d left+$0.50/sh+$200
cycle +$612
[-$74…+$351] · 65% credit
79%
surv 74%
-$21,409 NOT
cap gain +$11,251
Up-and-out for even (raise the cap, free)~$11424 Jul 202610d left+$0.06/sh+$23
cycle +$435
[-$208…+$139] · 41% credit
75%
surv 68%
-$24,224 NOT
cap gain +$8,436
Max even-money escape in the band~$12231 Jul 202618d left+$0.01/sh+$6
cycle +$418
[-$311…+$135] · 37% credit
80%
surv 76%
-$20,725 NOT
cap gain +$11,935
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-$0.86/sh-$343
cycle +$69
[-$735…-$258] · 12% credit
84%
surv 82%
-$18,875 NOT
cap gain +$13,785
budget: banked $412 debit $343 (83% used ≈ 0.8 wk of income) → whole cycle still +$69 cash · rolled 4 ct earn ≈ $1,791/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$1,766/mo
vs 50% target ($2,400/mo)-26%
vs normal income ($4,800/mo)37% covered
Net income (after hedge)$1,425/mo
Downside budget
⚠ $107 is $63 below CC-SS $169.65: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,646
… as % of IC ($4,800)513.5%
… as % of ML ($56,800)43.4%
Recovery months (at normal income)5.1 mo
Surgical close (4 ct)$-32,682
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.03 collected) or spot ≥ $108.08 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $107)); NOT the premium you collected. Momentum override: two daily closes above $130.35 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $105.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$106-108.08
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
≥ $108.08
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$107.00 (1.0σ)$412$-27,149+$5,511+$392
+2.5%$109.67 (1.3σ)$-658$-27,043+$5,617-$678
+5%$112.35 (1.5σ)$-1,728$-26,937+$5,723-$1,748
SS (= V-bounce)$161.00 (5.8σ)$-21,188$-25,010+$7,650-$20,808
V-BOUNCE STRESS (stock → CC-SS $169.65, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,639
− CC assignment net of premium (4 × $107): -$24,646
Total Position P&L @ SS: $-24,668 (+$7,992 vs today)
Do-nothing baseline at SS: $-3,860 (this trade vs do-nothing: $-20,808, the opportunity cost of earning $1,766/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,696, position total $-25,950 (+$6,710 vs today)
🎯 50% normal4 × $10417 Jul7d9.0%78%32%$592$2,537$25,666
Sell 4 × $104 9.0% OTM over spot $95.40 17 Jul 2026 (7d, $1.61 mid)
= $592 credit for the 7d cycle → $2,537/mo projected
Survival (stays ≤ $104)
78%
Breach risk
22%
POP (stays ≤ $105.61)
82%
EV / mo
+$622
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.2-5.4] median  ·  34% of paths whole by 9 mo (vs 28% without)  ·  ~11.4 challenges expected  ·  median CC cash $5,798
🛡 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)
32%
Flat exit net (mid-life)
-$762
Free roll-up
+$6/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: $4.79/sh now → $3.39 mid-life (likely $3.50–$5.54)≈ $0 at expiry  |  you banked $1.48/sh, so a flat mid-life exit nets -$1.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 966 simulated challenges: the $104 strike is typically first touched on day 4 of 7, at $107 (overshoots $2.66). 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)~$10424 Jul 202610d left+$2.38/sh+$952
cycle +$1,544
[+$849…+$1,112] · 100% credit
67%
surv 53%
-$27,335 NOT
cap gain +$5,325
Reliable up-and-out (highest cap still free ≥60%)~$11531 Jul 202618d left+$0.75/sh+$301
cycle +$893
[+$17…+$373] · 77% credit
77%
surv 72%
-$23,327 NOT
cap gain +$9,333
Up-and-out for even (raise the cap, free)~$11024 Jul 202610d left+$0.32/sh+$128
cycle +$720
[-$94…+$182] · 54% credit
74%
surv 67%
-$25,698 NOT
cap gain +$6,962
Max even-money escape in the band~$11831 Jul 202618d left+$0.03/sh+$10
cycle +$602
[-$350…+$62] · 30% credit
80%
surv 76%
-$22,298 NOT
cap gain +$10,362
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-$1.31/sh-$524
cycle +$68
[-$1,020…-$515] · 2% credit
86%
surv 84%
-$19,316 NOT
cap gain +$13,344
budget: banked $592 debit $524 (88% used ≈ 0.9 wk of income) → whole cycle still +$68 cash · rolled 4 ct earn ≈ $1,384/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$2,537/mo
vs 50% target ($2,400/mo)+6%
vs normal income ($4,800/mo)53% covered
Net income (after hedge)$2,196/mo
Downside budget
⚠ $104 is $66 below CC-SS $169.65: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,666
… as % of IC ($4,800)534.7%
… as % of ML ($56,800)45.2%
Recovery months (at normal income)5.3 mo
Surgical close (4 ct)$-32,712
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.37/sh (~25% of the $1.48 collected) or spot ≥ $105.61 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $104)); NOT the premium you collected. Momentum override: two daily closes above $130.35 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $102.96Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$103-105.61
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
≥ $105.61
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$104.00 (≤1σ, normal week)$592$-28,287+$4,373+$572
+2.5%$106.60 (≤1σ, normal week)$-448$-28,184+$4,476-$468
+5%$109.20 (1.2σ)$-1,488$-28,082+$4,578-$1,508
SS (= V-bounce)$161.00 (5.8σ)$-22,208$-26,030+$6,630-$21,828
V-BOUNCE STRESS (stock → CC-SS $169.65, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,639
− CC assignment net of premium (4 × $104): -$25,666
Total Position P&L @ SS: $-25,688 (+$6,972 vs today)
Do-nothing baseline at SS: $-3,860 (this trade vs do-nothing: $-21,828, the opportunity cost of earning $2,537/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,716, position total $-26,970 (+$5,690 vs today)
100% normal4 × $98.5017 Jul7d3.2%63%77%$1,132$4,851+$2,314$27,326
Sell 4 × $98.50 3.2% OTM over spot $95.40 17 Jul 2026 (7d, $3.02 mid)
= $1,132 credit for the 7d cycle → $4,851/mo projected
Survival (stays ≤ $98.50)
63%
Breach risk
37%
POP (stays ≤ $101.52)
72%
EV / mo
+$525
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.7-6.3] median, 0.4 mo SLOWER than no FIGHT (3.7 mo): roll costs eat the credits at this rung  ·  37% of paths whole by 9 mo (vs 28% without)  ·  ~25.2 challenges expected  ·  median CC cash $8,977
🛡 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)
-$109
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$125 @ 91% POP
90% 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: $4.39/sh now → $3.10 mid-life (likely $4.07–$5.75)≈ $0 at expiry  |  you banked $2.83/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,811 simulated challenges: the $98 strike is typically first touched on day 3 of 7, at $101 (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)~$9824 Jul 202610d left+$2.18/sh+$873
cycle +$2,005
[+$728…+$840] · 100% credit
67%
surv 53%
-$29,292 NOT
cap gain +$3,368
Reliable up-and-out (highest cap still free ≥60%)~$10831 Jul 202618d left+$0.76/sh+$303
cycle +$1,435
[-$60…+$159] · 63% credit
77%
surv 71%
-$25,642 NOT
cap gain +$7,018
Up-and-out for even (raise the cap, free)~$10424 Jul 202610d left+$0.15/sh+$59
cycle +$1,191
[-$243…-$60] · 17% credit
75%
surv 68%
-$27,645 NOT
cap gain +$5,015
Max even-money escape in the band~$11131 Jul 202618d left+$0.07/sh+$27
cycle +$1,159
[-$406…-$139] · 12% credit
80%
surv 76%
-$24,599 NOT
cap gain +$8,061
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12531 Jul 202618d left-$1.91/sh-$766
cycle +$366
[-$1,488…-$1,037]
91%
surv 90%
-$19,238 NOT
cap gain +$13,422
budget: banked $1,132 debit $766 (68% used ≈ 0.7 wk of income) → whole cycle still +$366 cash · rolled 4 ct earn ≈ $792/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$4,851/mo
vs 50% target ($2,400/mo)+102%
vs normal income ($4,800/mo)101% covered
Net income (after hedge)$4,510/mo
Downside budget
⚠ $98.50 is $71 below CC-SS $169.65: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,326
… as % of IC ($4,800)569.3%
… as % of ML ($56,800)48.1%
Recovery months (at normal income)5.7 mo
Surgical close (4 ct)$-32,734
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.71/sh (~25% of the $2.83 collected) or spot ≥ $101.52 (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 $130.35 (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
$98-101.52
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
≥ $101.52
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)$1,132$-30,165+$2,495+$1,112
+2.5%$100.96 (≤1σ, normal week)$147$-30,068+$2,592+$127
+5%$103.43 (≤1σ, normal week)$-838$-29,970+$2,690-$858
SS (= V-bounce)$161.00 (5.8σ)$-23,868$-27,690+$4,970-$23,488
V-BOUNCE STRESS (stock → CC-SS $169.65, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,639
− CC assignment net of premium (4 × $98.50): -$27,326
Total Position P&L @ SS: $-27,348 (+$5,312 vs today)
Do-nothing baseline at SS: $-3,860 (this trade vs do-nothing: $-23,488, the opportunity cost of earning $4,851/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,376, position total $-28,630 (+$4,030 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 (40 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 40 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: +$32,639 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,860

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1047d17 Jul 2026$1.484/4$2,537$2,19678%82%+$622-$25,666534.7%$-25,688 (vs do-nothing $-21,828)
$1037d17 Jul 2026$1.684/4$2,880$2,53976%80%+$645-$25,986541.4%$-26,008 (vs do-nothing $-22,148)
$1027d17 Jul 2026$1.834/4$3,137$2,79673%78%+$536-$26,326548.5%$-26,348 (vs do-nothing $-22,488)
$10414d24 Jul 2026$2.924/4$2,503$2,16273%78%+$490-$25,090522.7%$-25,112 (vs do-nothing $-21,252)
$10314d24 Jul 2026$3.254/4$2,786$2,44571%77%+$551-$25,358528.3%$-25,380 (vs do-nothing $-21,520)
$1017d17 Jul 2026$2.133/4$2,739$2,40871%77%+$473-$19,955415.7%$-20,936 (vs do-nothing $-17,076)
$10421d31 Jul 2026$4.404/4$2,514$2,17370%77%+$434-$24,498510.4%$-24,520 (vs do-nothing $-20,660)
$10214d24 Jul 2026$3.404/4$2,914$2,57369%76%+$438-$25,698535.4%$-25,720 (vs do-nothing $-21,860)
$10321d31 Jul 2026$4.754/4$2,714$2,37368%76%+$467-$24,758515.8%$-24,780 (vs do-nothing $-20,920)
$1007d17 Jul 2026$2.413/4$3,099$2,76868%75%+$476-$20,171420.2%$-21,152 (vs do-nothing $-17,292)
$10114d24 Jul 2026$3.753/4$2,411$2,08066%74%+$357-$19,469405.6%$-20,450 (vs do-nothing $-16,590)
$10221d31 Jul 2026$5.004/4$2,857$2,51666%75%+$431-$25,058522.1%$-25,080 (vs do-nothing $-21,220)
$10121d31 Jul 2026$5.404/4$3,086$2,74565%74%+$469-$25,298527.1%$-25,320 (vs do-nothing $-21,460)
Show 27 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$997d17 Jul 2026$2.753/4$3,536$3,20565%73%+$511-$20,369424.4%$-21,350 (vs do-nothing $-17,490)
$10014d24 Jul 2026$4.153/4$2,668$2,33764%73%+$401-$19,649409.4%$-20,630 (vs do-nothing $-16,770)
$98.507d17 Jul 2026$2.832/4$2,426$2,10663%72%+$263-$13,663284.7%$-15,604 (vs do-nothing $-11,744)
$10021d31 Jul 2026$5.753/4$2,464$2,13463%73%+$349-$19,169399.4%$-20,150 (vs do-nothing $-16,290)
$9914d24 Jul 2026$4.353/4$2,796$2,46662%72%+$300-$19,889414.4%$-20,870 (vs do-nothing $-17,010)
$987d17 Jul 2026$3.002/4$2,571$2,25261%71%+$254-$13,729286.0%$-15,670 (vs do-nothing $-11,810)
$9921d31 Jul 2026$6.103/4$2,614$2,28461%72%+$337-$19,364403.4%$-20,345 (vs do-nothing $-16,485)
$98.5014d24 Jul 2026$4.603/4$2,957$2,62761%71%+$340-$19,964415.9%$-20,945 (vs do-nothing $-17,085)
$9814d24 Jul 2026$4.703/4$3,021$2,69160%71%+$279-$20,084418.4%$-21,065 (vs do-nothing $-17,205)
$97.507d17 Jul 2026$3.152/4$2,700$2,38060%70%+$219-$13,799287.5%$-15,740 (vs do-nothing $-11,880)
$9821d31 Jul 2026$6.403/4$2,743$2,41259%71%+$397-$19,574407.8%$-20,555 (vs do-nothing $-16,695)
$97.5014d24 Jul 2026$4.853/4$3,118$2,78758%70%+$245-$20,189420.6%$-21,170 (vs do-nothing $-17,310)
$977d17 Jul 2026$3.402/4$2,914$2,59558%69%+$261-$13,849288.5%$-15,790 (vs do-nothing $-11,930)
$9721d31 Jul 2026$6.853/4$2,936$2,60557%70%+$304-$19,739411.2%$-20,720 (vs do-nothing $-16,860)
$9714d24 Jul 2026$5.103/4$3,279$2,94857%69%+$272-$20,264422.2%$-21,245 (vs do-nothing $-17,385)
$96.507d17 Jul 2026$3.602/4$3,086$2,76656%68%+$252-$13,909289.8%$-15,850 (vs do-nothing $-11,990)
$96.5014d24 Jul 2026$5.353/4$3,439$3,10956%69%+$293-$20,339423.7%$-21,320 (vs do-nothing $-17,460)
$9621d31 Jul 2026$7.203/4$3,086$2,75555%69%+$261-$19,934415.3%$-20,915 (vs do-nothing $-17,055)
$9614d24 Jul 2026$5.503/4$3,536$3,20555%68%+$246-$20,444425.9%$-21,425 (vs do-nothing $-17,565)
$967d17 Jul 2026$3.802/4$3,257$2,93754%67%+$234-$13,969291.0%$-15,910 (vs do-nothing $-12,050)
$9521d31 Jul 2026$7.753/4$3,321$2,99153%68%+$294-$20,069418.1%$-21,050 (vs do-nothing $-17,190)
$9514d24 Jul 2026$6.002/4$2,571$2,25252%67%+$177-$13,729286.0%$-15,670 (vs do-nothing $-11,810)
$9421d31 Jul 2026$8.103/4$3,471$3,14151%67%+$229-$20,264422.2%$-21,245 (vs do-nothing $-17,385)
$957d17 Jul 2026$4.202/4$3,600$3,28051%65%+$170-$14,089293.5%$-16,030 (vs do-nothing $-12,170)
$9414d24 Jul 2026$6.452/4$2,764$2,44550%66%+$157-$13,839288.3%$-15,780 (vs do-nothing $-11,920)
$947d17 Jul 2026$4.652/4$3,986$3,66647%64%+$112-$14,199295.8%$-16,140 (vs do-nothing $-12,280)
$93.507d17 Jul 2026$4.902/4$4,200$3,88046%63%+$90-$14,249296.9%$-16,190 (vs do-nothing $-12,330)

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 v6.1  |  2026-07-10 10:23