FORTRESS FIGHT: MSTR @ $95.50

BE SS: $161.00  |  CC-SS: $170.00  |  4 contracts (400 sh)  |  2026-07-10 10:41 |  ⌂ PORTFOLIO

MSTR @ $95.50   UNDERWATER $65.50 (40.7% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $170.00  |  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$4,714/mo95% ann ROI on ML
Hedge rolling cost$341/mo
Unrealized P&L$-32,660fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,357/mo
HEDGE COVER
$341/mo
NORMAL INCOME
$4,714/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $4,800
ML VELOCITY
12.0 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $170.00 (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 14 (live) · RSI 34 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 36 · %B 37 · 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 ($2,357/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 × $99/7d for $4,714/mo, but breach risk rises to 36% (+14pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 4 × $122/7d (97% survival, $343/mo).
Downside anchor: the primary mortgages $25,807 (538% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 5.5 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] $670/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$670

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $670/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $104 (primary), 78% survival, breach 22%, $2,537/mo.
⚖️ Worth a safer step: the $108 rung (33% normal) lifts survival to 86% (breach 22% → 14%) for $977/mo less (39% 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 $108 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $95.50 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12217 Jul7d27.7%97%6%$80$343-$2,194$19,119
Sell 4 × $122 27.7% OTM over spot $95.50 17 Jul 2026 (7d, $0.22 mid)
= $80 credit for the 7d cycle → $343/mo projected
Survival (stays ≤ $122)
97%
Breach risk
3%
POP (stays ≤ $122.22)
97%
EV / mo
+$211
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [1.8-6.5] median, 0.1 mo SLOWER than no FIGHT (3.5 mo): roll costs eat the credits at this rung  ·  36% of paths whole by 9 mo (vs 34% without)  ·  ~1.2 challenges expected  ·  median CC cash $-524
🛡 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)
-$1,655
Free roll-up
+$8/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: $6.13/sh now → $4.34 mid-life (likely $2.89–$4.75)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$4.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 54 simulated challenges: the $122 strike is typically first touched on day 6 of 7, at $125 (overshoots $2.74). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$12224 Jul 202610d left+$3.05/sh+$1,221
cycle +$1,301
[+$1,424…+$1,695] · 100% credit
67%
surv 53%
-$19,710 NOT
cap gain +$12,950
Up-and-out for even (raise the cap, free)~$13024 Jul 202610d left+$0.06/sh+$23
cycle +$103
[+$48…+$408] · 80% credit
76%
surv 69%
-$17,171 NOT
cap gain +$15,489
Max even-money escape in the band~$14031 Jul 202618d left+$0.11/sh+$42
cycle +$122
[+$55…+$516] · 80% credit
80%
surv 76%
-$13,196 NOT
cap gain +$19,464
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-$0.14/sh-$57
cycle +$23
[-$56…+$405] · 70% credit
81%
surv 78%
-$12,415 NOT
cap gain +$20,245
budget: banked $80 debit $57 (71% used ≈ 0.7 wk of income) → whole cycle still +$23 cash · rolled 4 ct earn ≈ $2,796/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 ($2,357/mo)-85%
vs normal income ($4,714/mo)7% covered
Net income (after hedge)$2/mo
Downside budget
⚠ $122 is $48 below CC-SS $170.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,119
… as % of IC ($4,800)398.3%
… as % of ML ($56,800)33.7%
Recovery months (at normal income)4.1 mo
Surgical close (4 ct)$-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 (2.3σ)$80$-20,931+$11,729+$60
+2.5%$125.05 (2.6σ)$-1,140$-20,810+$11,850-$1,160
+5%$128.10 (2.9σ)$-2,360$-20,689+$11,971-$2,380
SS (= V-bounce)$161.00 (5.8σ)$-15,520$-19,386+$13,274-$15,140
V-BOUNCE STRESS (stock → CC-SS $170.00, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,749
− CC assignment net of premium (4 × $122): -$19,119
Total Position P&L @ SS: $-19,030 (+$13,630 vs today)
Do-nothing baseline at SS: $-3,890 (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 $-20,326 (+$12,334 vs today)
🛡 safe yield4 × $11217 Jul7d17.3%91%19%$220$943-$1,594$22,979
Sell 4 × $112 17.3% OTM over spot $95.50 17 Jul 2026 (7d, $0.65 mid)
= $220 credit for the 7d cycle → $943/mo projected
Survival (stays ≤ $112)
91%
Breach risk
9%
POP (stays ≤ $112.64)
92%
EV / mo
+$385
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [2.4-6.2] median, 0.1 mo SLOWER than no FIGHT (4.2 mo): roll costs eat the credits at this rung  ·  32% of paths whole by 9 mo (vs 28% without)  ·  ~4.7 challenges expected  ·  median CC cash $1,767
🛡 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)
11%
Flat exit net (mid-life)
-$1,288
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$130 @ 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: $5.33/sh now → $3.77 mid-life (likely $3.37–$5.58)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets -$3.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 334 simulated challenges: the $112 strike is typically first touched on day 5 of 7, at $115 (overshoots $2.95). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11224 Jul 202610d left+$2.66/sh+$1,063
cycle +$1,283
[+$1,033…+$1,384] · 100% credit
67%
surv 53%
-$24,124 NOT
cap gain +$8,536
Reliable up-and-out (highest cap still free ≥60%)~$12631 Jul 202618d left+$0.30/sh+$119
cycle +$339
[-$134…+$312] · 61% credit
79%
surv 75%
-$18,693 NOT
cap gain +$13,967
Up-and-out for even (raise the cap, free)~$12024 Jul 202610d left+$0.10/sh+$40
cycle +$260
[-$151…+$199] · 54% credit
76%
surv 69%
-$21,849 NOT
cap gain +$10,811
Max even-money escape in the band~$12831 Jul 202618d left+$0.05/sh+$21
cycle +$241
[-$255…+$213] · 50% credit
80%
surv 76%
-$18,351 NOT
cap gain +$14,309
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$13031 Jul 202618d left-$0.38/sh-$153
cycle +$67
[-$470…+$21] · 28% credit
82%
surv 78%
-$17,646 NOT
cap gain +$15,014
budget: banked $220 debit $153 (69% used ≈ 0.7 wk of income) → whole cycle still +$67 cash · rolled 4 ct earn ≈ $2,259/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$943/mo
vs 50% target ($2,357/mo)-60%
vs normal income ($4,714/mo)20% covered
Net income (after hedge)$602/mo
Downside budget
⚠ $112 is $58 below CC-SS $170.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,979
… as % of IC ($4,800)478.7%
… as % of ML ($56,800)40.5%
Recovery months (at normal income)4.9 mo
Surgical close (4 ct)$-32,698
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.55 collected) or spot ≥ $112.64 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $112)); NOT the premium you collected. Momentum override: two daily closes above $130.35 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $110.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$111-112.64
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $112.64
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$112.00 (1.5σ)$220$-25,187+$7,473+$200
+2.5%$114.80 (1.7σ)$-900$-25,076+$7,584-$920
+5%$117.60 (2.0σ)$-2,020$-24,965+$7,695-$2,040
SS (= V-bounce)$161.00 (5.8σ)$-19,380$-23,246+$9,414-$19,000
V-BOUNCE STRESS (stock → CC-SS $170.00, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,749
− CC assignment net of premium (4 × $112): -$22,979
Total Position P&L @ SS: $-22,890 (+$9,770 vs today)
Do-nothing baseline at SS: $-3,890 (this trade vs do-nothing: $-19,000, the opportunity cost of earning $943/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,888, position total $-24,186 (+$8,474 vs today)
33% normal ← lean4 × $10817 Jul7d13.1%86%29%$364$1,560-$977$24,435
Sell 4 × $108 13.1% OTM over spot $95.50 17 Jul 2026 (7d, $1.00 mid)
= $364 credit for the 7d cycle → $1,560/mo projected
Survival (stays ≤ $108)
86%
Breach risk
14%
POP (stays ≤ $109.00)
87%
EV / mo
+$516
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.3-6.0] median  ·  33% of paths whole by 9 mo (vs 28% without)  ·  ~7.2 challenges expected  ·  median CC cash $3,836
🛡 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)
22%
Flat exit net (mid-life)
-$1,058
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$128 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.03/sh now → $3.55 mid-life (likely $3.31–$5.64)≈ $0 at expiry  |  you banked $0.91/sh, so a flat mid-life exit nets -$2.64/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 649 simulated challenges: the $108 strike is typically first touched on day 5 of 7, at $111 (overshoots $2.88). 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+$2.51/sh+$1,003
cycle +$1,367
[+$959…+$1,239] · 100% credit
67%
surv 53%
-$25,798 NOT
cap gain +$6,862
Reliable up-and-out (highest cap still free ≥60%)~$12031 Jul 202618d left+$0.58/sh+$233
cycle +$597
[-$27…+$392] · 72% credit
78%
surv 73%
-$21,073 NOT
cap gain +$11,587
Up-and-out for even (raise the cap, free)~$11424 Jul 202610d left+$0.12/sh+$47
cycle +$411
[-$181…+$173] · 44% credit
75%
surv 68%
-$23,896 NOT
cap gain +$8,764
Max even-money escape in the band~$12231 Jul 202618d left+$0.09/sh+$37
cycle +$401
[-$273…+$186] · 41% credit
80%
surv 76%
-$20,390 NOT
cap gain +$12,270
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12831 Jul 202618d left-$0.79/sh-$315
cycle +$49
[-$720…-$184] · 14% credit
84%
surv 81%
-$18,544 NOT
cap gain +$14,116
budget: banked $364 debit $315 (87% used ≈ 0.9 wk of income) → whole cycle still +$49 cash · rolled 4 ct earn ≈ $1,844/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$1,560/mo
vs 50% target ($2,357/mo)-34%
vs normal income ($4,714/mo)33% covered
Net income (after hedge)$1,219/mo
Downside budget
⚠ $108 is $62 below CC-SS $170.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,435
… as % of IC ($4,800)509.1%
… as % of ML ($56,800)43.0%
Recovery months (at normal income)5.2 mo
Surgical close (4 ct)$-32,694
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.91 collected) or spot ≥ $109.00 (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 $130.35 (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
$107-109.00
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
≥ $109.00
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$108.00 (1.1σ)$364$-26,801+$5,859+$344
+2.5%$110.70 (1.3σ)$-716$-26,694+$5,966-$736
+5%$113.40 (1.6σ)$-1,796$-26,587+$6,073-$1,816
SS (= V-bounce)$161.00 (5.8σ)$-20,836$-24,702+$7,958-$20,456
V-BOUNCE STRESS (stock → CC-SS $170.00, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,749
− CC assignment net of premium (4 × $108): -$24,435
Total Position P&L @ SS: $-24,346 (+$8,314 vs today)
Do-nothing baseline at SS: $-3,890 (this trade vs do-nothing: $-20,456, the opportunity cost of earning $1,560/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,344, position total $-25,642 (+$7,018 vs today)
🎯 50% normal4 × $10417 Jul7d8.9%78%33%$592$2,537$25,807
Sell 4 × $104 8.9% OTM over spot $95.50 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
+$585
📈 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)  ·  ~11.5 challenges expected  ·  median CC cash $5,867
🛡 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)
33%
Flat exit net (mid-life)
-$746
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$126 @ 87% POP
85% 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: $4.73/sh now → $3.34 mid-life (likely $3.51–$5.40)≈ $0 at expiry  |  you banked $1.48/sh, so a flat mid-life exit nets -$1.86/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 977 simulated challenges: the $104 strike is typically first touched on day 4 of 7, at $107 (overshoots $2.68). 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+$2.36/sh+$944
cycle +$1,536
[+$841…+$1,097] · 100% credit
67%
surv 53%
-$27,387 NOT
cap gain +$5,273
Reliable up-and-out (highest cap still free ≥60%)~$11631 Jul 202618d left+$0.52/sh+$209
cycle +$801
[-$94…+$262] · 61% credit
78%
surv 73%
-$23,067 NOT
cap gain +$9,593
Up-and-out for even (raise the cap, free)~$11024 Jul 202610d left+$0.35/sh+$140
cycle +$732
[-$80…+$184] · 58% credit
74%
surv 66%
-$25,774 NOT
cap gain +$6,886
Max even-money escape in the band~$11831 Jul 202618d left+$0.06/sh+$22
cycle +$614
[-$321…+$68] · 30% credit
80%
surv 76%
-$22,375 NOT
cap gain +$10,285
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-$1.46/sh-$584
cycle +$8
[-$1,086…-$591] · 1% credit
87%
surv 85%
-$19,025 NOT
cap gain +$13,635
budget: banked $592 debit $584 (99% used ≈ 1.0 wk of income) → whole cycle still +$8 cash · rolled 4 ct earn ≈ $1,256/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 ($2,357/mo)+8%
vs normal income ($4,714/mo)54% covered
Net income (after hedge)$2,196/mo
Downside budget
⚠ $104 is $66 below CC-SS $170.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,807
… as % of IC ($4,800)537.6%
… as % of ML ($56,800)45.4%
Recovery months (at normal income)5.5 mo
Surgical close (4 ct)$-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)$592$-28,331+$4,329+$572
+2.5%$106.60 (≤1σ, normal week)$-448$-28,228+$4,432-$468
+5%$109.20 (1.2σ)$-1,488$-28,125+$4,535-$1,508
SS (= V-bounce)$161.00 (5.8σ)$-22,208$-26,074+$6,586-$21,828
V-BOUNCE STRESS (stock → CC-SS $170.00, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,749
− CC assignment net of premium (4 × $104): -$25,807
Total Position P&L @ SS: $-25,718 (+$6,942 vs today)
Do-nothing baseline at SS: $-3,890 (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 $-27,014 (+$5,646 vs today)
100% normal4 × $9917 Jul7d3.7%64%75%$1,100$4,714+$2,177$27,299
Sell 4 × $99 3.7% OTM over spot $95.50 17 Jul 2026 (7d, $2.83 mid)
= $1,100 credit for the 7d cycle → $4,714/mo projected
Survival (stays ≤ $99)
64%
Breach risk
36%
POP (stays ≤ $101.83)
73%
EV / mo
+$616
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.5-5.9] median, 0.1 mo SLOWER than no FIGHT (3.9 mo): roll costs eat the credits at this rung  ·  41% of paths whole by 9 mo (vs 30% without)  ·  ~23.0 challenges expected  ·  median CC cash $8,490
🛡 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)
59%
Flat exit net (mid-life)
-$136
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$126 @ 90% 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: $4.37/sh now → $3.09 mid-life (likely $3.91–$5.69)≈ $0 at expiry  |  you banked $2.75/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,760 simulated challenges: the $99 strike is typically first touched on day 3 of 7, at $102 (overshoots $2.60). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9924 Jul 202610d left+$2.18/sh+$873
cycle +$1,973
[+$729…+$839] · 100% credit
67%
surv 53%
-$29,148 NOT
cap gain +$3,512
Reliable up-and-out (highest cap still free ≥60%)~$10831 Jul 202618d left+$0.81/sh+$325
cycle +$1,425
[-$21…+$212] · 71% credit
77%
surv 71%
-$25,520 NOT
cap gain +$7,140
Up-and-out for even (raise the cap, free)~$10424 Jul 202610d left+$0.20/sh+$78
cycle +$1,178
[-$211…-$24] · 22% credit
75%
surv 67%
-$27,526 NOT
cap gain +$5,134
Max even-money escape in the band~$11231 Jul 202618d left+$0.12/sh+$48
cycle +$1,148
[-$366…-$93] · 16% credit
80%
surv 76%
-$24,478 NOT
cap gain +$8,182
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-$1.88/sh-$751
cycle +$349
[-$1,454…-$978]
90%
surv 90%
-$19,123 NOT
cap gain +$13,537
budget: banked $1,100 debit $751 (68% used ≈ 0.7 wk of income) → whole cycle still +$349 cash · rolled 4 ct earn ≈ $809/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$4,714/mo
vs 50% target ($2,357/mo)+100%
vs normal income ($4,714/mo)100% covered
Net income (after hedge)$4,373/mo
Downside budget
⚠ $99 is $71 below CC-SS $170.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,299
… as % of IC ($4,800)568.7%
… as % of ML ($56,800)48.1%
Recovery months (at normal income)5.8 mo
Surgical close (4 ct)$-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 < $0.69/sh (~25% of the $2.75 collected) or spot ≥ $101.83 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $99)); NOT the premium you collected. Momentum override: two daily closes above $130.35 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $98.01Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$98-101.83
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
≥ $101.83
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$99.00 (≤1σ, normal week)$1,100$-30,021+$2,639+$1,080
+2.5%$101.47 (≤1σ, normal week)$110$-29,923+$2,737+$90
+5%$103.95 (≤1σ, normal week)$-880$-29,825+$2,835-$900
SS (= V-bounce)$161.00 (5.8σ)$-23,700$-27,566+$5,094-$23,320
V-BOUNCE STRESS (stock → CC-SS $170.00, where you are whole again, by expiry)
Starting unrealized P&L: $-32,660
+ Fortress recovery (un-capped): +$32,749
− CC assignment net of premium (4 × $99): -$27,299
Total Position P&L @ SS: $-27,210 (+$5,450 vs today)
Do-nothing baseline at SS: $-3,890 (this trade vs do-nothing: $-23,320, the opportunity cost of earning $4,714/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,208, position total $-28,506 (+$4,154 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: +$32,749 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,890

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%+$585-$25,807537.6%$-25,718 (vs do-nothing $-21,828)
$1037d17 Jul 2026$1.684/4$2,880$2,53976%80%+$604-$26,127544.3%$-26,038 (vs do-nothing $-22,148)
$1027d17 Jul 2026$1.834/4$3,137$2,79673%78%+$489-$26,467551.4%$-26,378 (vs do-nothing $-22,488)
$10414d24 Jul 2026$2.924/4$2,503$2,16272%78%+$437-$25,231525.6%$-25,142 (vs do-nothing $-21,252)
$10521d31 Jul 2026$4.154/4$2,371$2,03071%77%+$428-$24,339507.1%$-24,250 (vs do-nothing $-20,360)
$10314d24 Jul 2026$3.254/4$2,786$2,44570%77%+$499-$25,499531.2%$-25,410 (vs do-nothing $-21,520)
$1017d17 Jul 2026$2.133/4$2,739$2,40870%76%+$434-$20,060417.9%$-20,966 (vs do-nothing $-17,076)
$10421d31 Jul 2026$4.404/4$2,514$2,17369%76%+$414-$24,639513.3%$-24,550 (vs do-nothing $-20,660)
$10214d24 Jul 2026$3.404/4$2,914$2,57368%75%+$386-$25,839538.3%$-25,750 (vs do-nothing $-21,860)
$10321d31 Jul 2026$4.754/4$2,714$2,37368%76%+$446-$24,899518.7%$-24,810 (vs do-nothing $-20,920)
$1007d17 Jul 2026$2.413/4$3,099$2,76867%74%+$433-$20,276422.4%$-21,182 (vs do-nothing $-17,292)
$10114d24 Jul 2026$3.753/4$2,411$2,08066%74%+$318-$19,574407.8%$-20,480 (vs do-nothing $-16,590)
$10221d31 Jul 2026$5.004/4$2,857$2,51666%75%+$409-$25,199525.0%$-25,110 (vs do-nothing $-21,220)
Show 27 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10121d31 Jul 2026$5.404/4$3,086$2,74564%74%+$445-$25,439530.0%$-25,350 (vs do-nothing $-21,460)
$997d17 Jul 2026$2.752/4$2,357$2,03764%73%+$308-$13,649284.4%$-15,550 (vs do-nothing $-11,660)
$10014d24 Jul 2026$4.153/4$2,668$2,33764%73%+$361-$19,754411.5%$-20,660 (vs do-nothing $-16,770)
$10021d31 Jul 2026$5.753/4$2,464$2,13463%73%+$331-$19,274401.5%$-20,180 (vs do-nothing $-16,290)
$98.507d17 Jul 2026$2.832/4$2,426$2,10663%72%+$229-$13,733286.1%$-15,634 (vs do-nothing $-11,744)
$9914d24 Jul 2026$4.353/4$2,796$2,46662%72%+$258-$19,994416.5%$-20,900 (vs do-nothing $-17,010)
$987d17 Jul 2026$3.002/4$2,571$2,25261%71%+$218-$13,799287.5%$-15,700 (vs do-nothing $-11,810)
$9921d31 Jul 2026$6.103/4$2,614$2,28461%72%+$318-$19,469405.6%$-20,375 (vs do-nothing $-16,485)
$98.5014d24 Jul 2026$4.603/4$2,957$2,62761%71%+$297-$20,069418.1%$-20,975 (vs do-nothing $-17,085)
$9814d24 Jul 2026$4.703/4$3,021$2,69159%70%+$234-$20,189420.6%$-21,095 (vs do-nothing $-17,205)
$97.507d17 Jul 2026$3.152/4$2,700$2,38059%70%+$182-$13,869288.9%$-15,770 (vs do-nothing $-11,880)
$9821d31 Jul 2026$6.403/4$2,743$2,41259%71%+$273-$19,679410.0%$-20,585 (vs do-nothing $-16,695)
$97.5014d24 Jul 2026$4.853/4$3,118$2,78758%69%+$198-$20,294422.8%$-21,200 (vs do-nothing $-17,310)
$977d17 Jul 2026$3.402/4$2,914$2,59558%69%+$222-$13,919290.0%$-15,820 (vs do-nothing $-11,930)
$9721d31 Jul 2026$6.853/4$2,936$2,60557%70%+$283-$19,844413.4%$-20,750 (vs do-nothing $-16,860)
$9714d24 Jul 2026$5.103/4$3,279$2,94857%69%+$222-$20,369424.4%$-21,275 (vs do-nothing $-17,385)
$96.507d17 Jul 2026$3.602/4$3,086$2,76656%68%+$211-$13,979291.2%$-15,880 (vs do-nothing $-11,990)
$96.5014d24 Jul 2026$5.353/4$3,439$3,10956%69%+$241-$20,444425.9%$-21,350 (vs do-nothing $-17,460)
$9621d31 Jul 2026$7.203/4$3,086$2,75555%69%+$239-$20,039417.5%$-20,945 (vs do-nothing $-17,055)
$9614d24 Jul 2026$5.502/4$2,357$2,03755%68%+$127-$13,699285.4%$-15,600 (vs do-nothing $-11,710)
$967d17 Jul 2026$3.802/4$3,257$2,93754%67%+$191-$14,039292.5%$-15,940 (vs do-nothing $-12,050)
$9521d31 Jul 2026$7.753/4$3,321$2,99153%68%+$270-$20,174420.3%$-21,080 (vs do-nothing $-17,190)
$9514d24 Jul 2026$6.002/4$2,571$2,25252%67%+$136-$13,799287.5%$-15,700 (vs do-nothing $-11,810)
$9421d31 Jul 2026$8.103/4$3,471$3,14151%67%+$205-$20,369424.4%$-21,275 (vs do-nothing $-17,385)
$957d17 Jul 2026$4.202/4$3,600$3,28051%65%+$124-$14,159295.0%$-16,060 (vs do-nothing $-12,170)
$9414d24 Jul 2026$6.452/4$2,764$2,44550%66%+$110-$13,909289.8%$-15,810 (vs do-nothing $-11,920)
$947d17 Jul 2026$4.652/4$3,986$3,66647%64%+$62-$14,269297.3%$-16,170 (vs do-nothing $-12,280)

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 10:41