FORTRESS FIGHT: MSTR @ $98.20

BE SS: $161.00  |  CC-SS: $167.32  |  4 contracts (400 sh)  |  2026-07-10 22:04 |  ⌂ PORTFOLIO

MSTR @ $98.20   UNDERWATER $62.80 (39.0% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $167.32  |  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$4,967/mo95% ann ROI on ML
Hedge rolling cost$336/mo
Unrealized P&L$-30,448fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,484/mo
HEDGE COVER
$336/mo
NORMAL INCOME
$4,967/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $4,800
ML VELOCITY
11.4 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $167.32 (probe: $165C 14d) brings only $9/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)
$31,700
was $30,448 · -4% earned back
Cycles closed
2
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 16 (live) · RSI 34 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 39 · %B 43 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.48 (+40%) · daily UBB $128.16 · 1-wk expected move ±$12 (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 $107 / 7d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($2,484/mo); it brings $2,777/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 × $102/7d for $5,040/mo, but breach risk rises to 35% (+13pp 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 × $125/7d (97% survival, $343/mo).
Downside anchor: the primary mortgages $23,478 (489% 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 $-30,480 and cuts bleed by $336/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 × $107, 78% survival, $2,777/mo (E[net] $558/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 × $10778%$2,777$558

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $558/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $107 (primary), 78% survival, breach 22%, $2,777/mo.
⚖️ Worth a safer step: the $110 rung (33% normal) lifts survival to 84% (breach 22% → 16%) for $874/mo less (31% 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 $110 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $98.20 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12517 Jul7d27.3%97%7%$80$343-$2,434$16,846
Sell 4 × $125 27.3% OTM over spot $98.20 17 Jul 2026 (7d, $0.23 mid)
= $80 credit for the 7d cycle → $343/mo projected
Survival (stays ≤ $125)
97%
Breach risk
3%
POP (stays ≤ $125.22)
97%
EV / mo
+$198
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.5-5.0] median  ·  35% of paths whole by 9 mo (vs 34% without)  ·  ~1.4 challenges expected  ·  median CC cash $-559
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$1,881
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$143 @ 81% POP
76% 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: $6.93/sh now → $4.90 mid-life (likely $3.46–$6.32)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$4.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 78 simulated challenges: the $125 strike is typically first touched on day 6 of 7, at $128 (overshoots $3.01). 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)~$12524 Jul 202610d left+$2.68/sh+$1,073
cycle +$1,153
[+$1,141…+$1,592] · 100% credit
67%
surv 53%
-$17,376 NOT
cap gain +$13,072
Up-and-out for even (raise the cap, free)~$13224 Jul 202610d left+$0.19/sh+$75
cycle +$155
[+$6…+$514] · 77% credit
74%
surv 66%
-$15,352 NOT
cap gain +$15,096
Max even-money escape in the band~$14231 Jul 202618d left+$0.17/sh+$67
cycle +$147
[-$22…+$596] · 72% credit
80%
surv 75%
-$10,912 NOT
cap gain +$19,536
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Reliable up-and-out (highest cap still free ≥60%)~$14331 Jul 202618d left-$0.10/sh-$39
cycle +$41
[-$158…+$483] · 63% credit
81%
surv 76%
-$10,573 NOT
cap gain +$19,875
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 ($2,484/mo)-86%
vs normal income ($4,967/mo)7% covered
Net income (after hedge)$7/mo
Downside budget
⚠ $125 is $42 below CC-SS $167.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,846
… as % of IC ($4,800)351.0%
… as % of ML ($56,800)29.7%
Recovery months (at normal income)3.4 mo
Surgical close (4 ct)$-30,458
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 ≥ $125.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $125)); NOT the premium you collected. Momentum override: two daily closes above $128.16 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $123.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$124-125.22
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
≥ $125.22
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$125.00 (2.3σ)$80$-18,450+$11,998+$60
+2.5%$128.12 (2.6σ)$-1,170$-18,310+$12,138-$1,190
+5%$131.25 (2.8σ)$-2,420$-18,170+$12,278-$2,440
SS (= V-bounce)$161.00 (5.4σ)$-14,320$-16,837+$13,611-$13,940
V-BOUNCE STRESS (stock → CC-SS $167.32, where you are whole again, by expiry)
Starting unrealized P&L: $-30,448
+ Fortress recovery (un-capped): +$30,740
− CC assignment net of premium (4 × $125): -$16,846
Total Position P&L @ SS: $-16,554 (+$13,894 vs today)
Do-nothing baseline at SS: $-2,614 (this trade vs do-nothing: $-13,940, the opportunity cost of earning $343/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,912, position total $-17,890 (+$12,558 vs today)
🛡 safe yield4 × $11417 Jul7d16.1%90%20%$260$1,114-$1,663$21,066
Sell 4 × $114 16.1% OTM over spot $98.20 17 Jul 2026 (7d, $0.72 mid)
= $260 credit for the 7d cycle → $1,114/mo projected
Survival (stays ≤ $114)
90%
Breach risk
10%
POP (stays ≤ $114.72)
91%
EV / mo
+$537
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.1-5.5] median, 0.1 mo faster than no FIGHT (3.6 mo)  ·  36% of paths whole by 9 mo (vs 33% without)  ·  ~4.5 challenges expected  ·  median CC cash $2,371
🛡 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)
14%
Flat exit net (mid-life)
-$1,428
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$131 @ 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: $5.97/sh now → $4.22 mid-life (likely $3.55–$6.22)≈ $0 at expiry  |  you banked $0.65/sh, so a flat mid-life exit nets -$3.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 416 simulated challenges: the $114 strike is typically first touched on day 5 of 7, at $117 (overshoots $2.96). 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)~$11424 Jul 202610d left+$2.31/sh+$924
cycle +$1,184
[+$852…+$1,288] · 100% credit
67%
surv 53%
-$22,238 NOT
cap gain +$8,210
Reliable up-and-out (highest cap still free ≥60%)~$12731 Jul 202618d left+$0.46/sh+$183
cycle +$443
[-$66…+$454] · 69% credit
78%
surv 73%
-$17,288 NOT
cap gain +$13,160
Up-and-out for even (raise the cap, free)~$12024 Jul 202610d left+$0.18/sh+$72
cycle +$332
[-$152…+$292] · 56% credit
73%
surv 65%
-$20,513 NOT
cap gain +$9,935
Max even-money escape in the band~$12931 Jul 202618d left+$0.02/sh+$10
cycle +$270
[-$274…+$268] · 48% credit
80%
surv 75%
-$16,572 NOT
cap gain +$13,876
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$13131 Jul 202618d left-$0.43/sh-$171
cycle +$89
[-$488…+$85] · 33% credit
82%
surv 78%
-$15,863 NOT
cap gain +$14,585
budget: banked $260 debit $171 (66% used ≈ 0.7 wk of income) → whole cycle still +$89 cash · rolled 4 ct earn ≈ $2,528/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$1,114/mo
vs 50% target ($2,484/mo)-55%
vs normal income ($4,967/mo)22% covered
Net income (after hedge)$778/mo
Downside budget
⚠ $114 is $53 below CC-SS $167.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,066
… as % of IC ($4,800)438.9%
… as % of ML ($56,800)37.1%
Recovery months (at normal income)4.2 mo
Surgical close (4 ct)$-30,474
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 $0.65 collected) or spot ≥ $114.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $114)); NOT the premium you collected. Momentum override: two daily closes above $128.16 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $112.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$113-114.72
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
≥ $114.72
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$114.00 (1.3σ)$260$-23,162+$7,286+$240
+2.5%$116.85 (1.6σ)$-880$-23,035+$7,413-$900
+5%$119.70 (1.8σ)$-2,020$-22,907+$7,541-$2,040
SS (= V-bounce)$161.00 (5.4σ)$-18,540$-21,057+$9,391-$18,160
V-BOUNCE STRESS (stock → CC-SS $167.32, where you are whole again, by expiry)
Starting unrealized P&L: $-30,448
+ Fortress recovery (un-capped): +$30,740
− CC assignment net of premium (4 × $114): -$21,066
Total Position P&L @ SS: $-20,774 (+$9,674 vs today)
Do-nothing baseline at SS: $-2,614 (this trade vs do-nothing: $-18,160, the opportunity cost of earning $1,114/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,132, position total $-22,110 (+$8,338 vs today)
33% normal ← lean4 × $11017 Jul7d12.0%84%34%$444$1,903-$874$22,482
Sell 4 × $110 12.0% OTM over spot $98.20 17 Jul 2026 (7d, $1.18 mid)
= $444 credit for the 7d cycle → $1,903/mo projected
Survival (stays ≤ $110)
84%
Breach risk
16%
POP (stays ≤ $111.17)
86%
EV / mo
+$588
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.4-5.1] median, 0.2 mo faster than no FIGHT (3.7 mo)  ·  38% of paths whole by 9 mo (vs 33% without)  ·  ~7.9 challenges expected  ·  median CC cash $4,406
🛡 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)
-$1,150
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$129 @ 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: $5.63/sh now → $3.98 mid-life (likely $3.76–$6.38)≈ $0 at expiry  |  you banked $1.11/sh, so a flat mid-life exit nets -$2.87/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 698 simulated challenges: the $110 strike is typically first touched on day 4 of 7, at $113 (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)~$11024 Jul 202610d left+$2.18/sh+$872
cycle +$1,316
[+$721…+$1,077] · 100% credit
67%
surv 53%
-$23,885 NOT
cap gain +$6,563
Reliable up-and-out (highest cap still free ≥60%)~$12231 Jul 202618d left+$0.68/sh+$272
cycle +$716
[-$37…+$463] · 72% credit
78%
surv 73%
-$19,239 NOT
cap gain +$11,209
Up-and-out for even (raise the cap, free)~$11624 Jul 202610d left+$0.07/sh+$26
cycle +$470
[-$271…+$174] · 39% credit
74%
surv 66%
-$22,154 NOT
cap gain +$8,294
Max even-money escape in the band~$12431 Jul 202618d left+$0.03/sh+$12
cycle +$456
[-$354…+$179] · 38% credit
80%
surv 75%
-$18,610 NOT
cap gain +$11,838
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12931 Jul 202618d left-$1.06/sh-$424
cycle +$20
[-$886…-$299] · 11% credit
84%
surv 81%
-$16,822 NOT
cap gain +$13,626
budget: banked $444 debit $424 (95% used ≈ 1.0 wk of income) → whole cycle still +$20 cash · rolled 4 ct earn ≈ $1,949/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,903/mo
vs 50% target ($2,484/mo)-23%
vs normal income ($4,967/mo)38% covered
Net income (after hedge)$1,567/mo
Downside budget
⚠ $110 is $57 below CC-SS $167.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,482
… as % of IC ($4,800)468.4%
… as % of ML ($56,800)39.6%
Recovery months (at normal income)4.5 mo
Surgical close (4 ct)$-30,474
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.11 collected) or spot ≥ $111.17 (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 $128.16 (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
$109-111.17
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
≥ $111.17
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$110.00 (1.0σ)$444$-24,758+$5,690+$424
+2.5%$112.75 (1.2σ)$-656$-24,634+$5,814-$676
+5%$115.50 (1.5σ)$-1,756$-24,511+$5,937-$1,776
SS (= V-bounce)$161.00 (5.4σ)$-19,956$-22,473+$7,975-$19,576
V-BOUNCE STRESS (stock → CC-SS $167.32, where you are whole again, by expiry)
Starting unrealized P&L: $-30,448
+ Fortress recovery (un-capped): +$30,740
− CC assignment net of premium (4 × $110): -$22,482
Total Position P&L @ SS: $-22,190 (+$8,258 vs today)
Do-nothing baseline at SS: $-2,614 (this trade vs do-nothing: $-19,576, the opportunity cost of earning $1,903/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,548, position total $-23,526 (+$6,922 vs today)
🎯 50% normal4 × $10717 Jul7d9.0%78%34%$648$2,777$23,478
Sell 4 × $107 9.0% OTM over spot $98.20 17 Jul 2026 (7d, $1.70 mid)
= $648 credit for the 7d cycle → $2,777/mo projected
Survival (stays ≤ $107)
78%
Breach risk
22%
POP (stays ≤ $108.70)
82%
EV / mo
+$719
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.2-5.5] median, 0.2 mo SLOWER than no FIGHT (3.8 mo): roll costs eat the credits at this rung  ·  40% of paths whole by 9 mo (vs 33% without)  ·  ~11.0 challenges expected  ·  median CC cash $6,145
🛡 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)
34%
Flat exit net (mid-life)
-$876
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$129 @ 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: $5.39/sh now → $3.81 mid-life (likely $4.12–$6.30)≈ $0 at expiry  |  you banked $1.62/sh, so a flat mid-life exit nets -$2.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,019 simulated challenges: the $107 strike is typically first touched on day 4 of 7, at $110 (overshoots $2.80). 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+$2.09/sh+$834
cycle +$1,482
[+$651…+$970] · 100% credit
67%
surv 53%
-$25,054 NOT
cap gain +$5,394
Reliable up-and-out (highest cap still free ≥60%)~$11731 Jul 202618d left+$0.69/sh+$278
cycle +$926
[-$74…+$319] · 65% credit
77%
surv 70%
-$21,253 NOT
cap gain +$9,195
Up-and-out for even (raise the cap, free)~$11224 Jul 202610d left+$0.34/sh+$136
cycle +$784
[-$144…+$162] · 48% credit
73%
surv 64%
-$23,620 NOT
cap gain +$6,828
Max even-money escape in the band~$12031 Jul 202618d left+$0.08/sh+$33
cycle +$681
[-$352…+$45] · 29% credit
79%
surv 75%
-$20,163 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)~$12931 Jul 202618d left-$1.54/sh-$614
cycle +$34
[-$1,199…-$674] · 2% credit
86%
surv 84%
-$16,808 NOT
cap gain +$13,640
budget: banked $648 debit $614 (95% used ≈ 1.0 wk of income) → whole cycle still +$34 cash · rolled 4 ct earn ≈ $1,517/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$2,777/mo
vs 50% target ($2,484/mo)+12%
vs normal income ($4,967/mo)56% covered
Net income (after hedge)$2,441/mo
Downside budget
⚠ $107 is $60 below CC-SS $167.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,478
… as % of IC ($4,800)489.1%
… as % of ML ($56,800)41.3%
Recovery months (at normal income)4.7 mo
Surgical close (4 ct)$-30,480
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.62 collected) or spot ≥ $108.70 (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 $128.16 (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
$106-108.70
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
≥ $108.70
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$107.00 (≤1σ, normal week)$648$-25,888+$4,560+$628
+2.5%$109.67 (≤1σ, normal week)$-422$-25,768+$4,680-$442
+5%$112.35 (1.2σ)$-1,492$-25,648+$4,800-$1,512
SS (= V-bounce)$161.00 (5.4σ)$-20,952$-23,469+$6,979-$20,572
V-BOUNCE STRESS (stock → CC-SS $167.32, where you are whole again, by expiry)
Starting unrealized P&L: $-30,448
+ Fortress recovery (un-capped): +$30,740
− CC assignment net of premium (4 × $107): -$23,478
Total Position P&L @ SS: $-23,186 (+$7,262 vs today)
Do-nothing baseline at SS: $-2,614 (this trade vs do-nothing: $-20,572, the opportunity cost of earning $2,777/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,544, position total $-24,522 (+$5,926 vs today)
100% normal4 × $10217 Jul7d3.9%65%74%$1,176$5,040+$2,263$24,950
Sell 4 × $102 3.9% OTM over spot $98.20 17 Jul 2026 (7d, $3.02 mid)
= $1,176 credit for the 7d cycle → $5,040/mo projected
Survival (stays ≤ $102)
65%
Breach risk
35%
POP (stays ≤ $105.02)
73%
EV / mo
+$861
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.1-5.5] median, 0.1 mo faster than no FIGHT (3.8 mo)  ·  41% of paths whole by 9 mo (vs 32% without)  ·  ~21.7 challenges expected  ·  median CC cash $9,076
🛡 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)
-$236
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$128 @ 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: $4.99/sh now → $3.53 mid-life (likely $4.53–$6.43)≈ $0 at expiry  |  you banked $2.94/sh, so a flat mid-life exit nets -$0.59/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,768 simulated challenges: the $102 strike is typically first touched on day 3 of 7, at $105 (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)~$10224 Jul 202610d left+$1.93/sh+$773
cycle +$1,949
[+$540…+$718] · 100% credit
67%
surv 53%
-$26,811 NOT
cap gain +$3,637
Reliable up-and-out (highest cap still free ≥60%)~$11031 Jul 202618d left+$1.13/sh+$452
cycle +$1,628
[+$73…+$324] · 84% credit
75%
surv 68%
-$23,665 NOT
cap gain +$6,783
Up-and-out for even (raise the cap, free)~$10724 Jul 202610d left+$0.19/sh+$78
cycle +$1,254
[-$274…-$52] · 19% credit
74%
surv 65%
-$25,374 NOT
cap gain +$5,074
Max even-money escape in the band~$11431 Jul 202618d left+$0.23/sh+$91
cycle +$1,267
[-$352…-$72] · 19% credit
79%
surv 74%
-$22,247 NOT
cap gain +$8,201
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-$2.19/sh-$874
cycle +$302
[-$1,654…-$1,152]
90%
surv 89%
-$16,985 NOT
cap gain +$13,463
budget: banked $1,176 debit $874 (74% used ≈ 0.8 wk of income) → whole cycle still +$302 cash · rolled 4 ct earn ≈ $897/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$5,040/mo
vs 50% target ($2,484/mo)+103%
vs normal income ($4,967/mo)101% covered
Net income (after hedge)$4,704/mo
Downside budget
⚠ $102 is $65 below CC-SS $167.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,950
… as % of IC ($4,800)519.8%
… as % of ML ($56,800)43.9%
Recovery months (at normal income)5.0 mo
Surgical close (4 ct)$-30,480
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.73/sh (~25% of the $2.94 collected) or spot ≥ $105.02 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $102)); NOT the premium you collected. Momentum override: two daily closes above $128.16 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $100.98Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$101-105.02
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
≥ $105.02
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$102.00 (≤1σ, normal week)$1,176$-27,584+$2,864+$1,156
+2.5%$104.55 (≤1σ, normal week)$156$-27,470+$2,978+$136
+5%$107.10 (≤1σ, normal week)$-864$-27,356+$3,092-$884
SS (= V-bounce)$161.00 (5.4σ)$-22,424$-24,941+$5,507-$22,044
V-BOUNCE STRESS (stock → CC-SS $167.32, where you are whole again, by expiry)
Starting unrealized P&L: $-30,448
+ Fortress recovery (un-capped): +$30,740
− CC assignment net of premium (4 × $102): -$24,950
Total Position P&L @ SS: $-24,658 (+$5,790 vs today)
Do-nothing baseline at SS: $-2,614 (this trade vs do-nothing: $-22,044, the opportunity cost of earning $5,040/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,016, position total $-25,994 (+$4,454 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on MSTR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (39 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 39 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.112 (IBKR)  |  Recovery@SS: +$30,740 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,614

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1077d17 Jul 2026$1.624/4$2,777$2,44178%82%+$719-$23,478489.1%$-23,186 (vs do-nothing $-20,572)
$1067d17 Jul 2026$1.814/4$3,103$2,76776%80%+$721-$23,802495.9%$-23,510 (vs do-nothing $-20,896)
$1057d17 Jul 2026$2.073/4$2,661$2,33673%78%+$598-$18,074376.5%$-18,508 (vs do-nothing $-15,894)
$10714d24 Jul 2026$3.054/4$2,614$2,27872%78%+$483-$22,906477.2%$-22,614 (vs do-nothing $-20,000)
$1047d17 Jul 2026$2.333/4$2,996$2,67070%77%+$617-$18,296381.2%$-18,730 (vs do-nothing $-16,116)
$10614d24 Jul 2026$3.304/4$2,829$2,49370%77%+$472-$23,206483.5%$-22,914 (vs do-nothing $-20,300)
$10721d31 Jul 2026$4.554/4$2,600$2,26469%76%+$416-$22,306464.7%$-22,014 (vs do-nothing $-19,400)
$10514d24 Jul 2026$3.554/4$3,043$2,70768%76%+$443-$23,506489.7%$-23,214 (vs do-nothing $-20,600)
$10621d31 Jul 2026$4.904/4$2,800$2,46468%76%+$563-$22,566470.1%$-22,274 (vs do-nothing $-19,660)
$1037d17 Jul 2026$2.633/4$3,381$3,05668%75%+$647-$18,506385.5%$-18,940 (vs do-nothing $-16,326)
$10414d24 Jul 2026$3.854/4$3,300$2,96466%74%+$437-$23,786495.5%$-23,494 (vs do-nothing $-20,880)
$10521d31 Jul 2026$5.254/4$3,000$2,66466%75%+$467-$22,826475.5%$-22,534 (vs do-nothing $-19,920)
$1027d17 Jul 2026$2.942/4$2,520$2,20565%73%+$431-$12,475259.9%$-13,636 (vs do-nothing $-11,022)
Show 26 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10421d31 Jul 2026$5.454/4$3,114$2,77865%74%+$389-$23,146482.2%$-22,854 (vs do-nothing $-20,240)
$10314d24 Jul 2026$4.203/4$2,700$2,37564%74%+$386-$18,035375.7%$-18,469 (vs do-nothing $-15,855)
$10321d31 Jul 2026$5.853/4$2,507$2,18263%73%+$310-$17,540365.4%$-17,974 (vs do-nothing $-15,360)
$10214d24 Jul 2026$4.503/4$2,893$2,56862%72%+$347-$18,245380.1%$-18,679 (vs do-nothing $-16,065)
$1017d17 Jul 2026$3.102/4$2,657$2,34362%71%+$269-$12,643263.4%$-13,804 (vs do-nothing $-11,190)
$10221d31 Jul 2026$6.153/4$2,636$2,31061%72%+$276-$17,750369.8%$-18,184 (vs do-nothing $-15,570)
$10114d24 Jul 2026$4.753/4$3,054$2,72860%71%+$257-$18,470384.8%$-18,904 (vs do-nothing $-16,290)
$10121d31 Jul 2026$6.453/4$2,764$2,43959%71%+$233-$17,960374.2%$-18,394 (vs do-nothing $-15,780)
$1007d17 Jul 2026$3.552/4$3,043$2,72858%70%+$323-$12,753265.7%$-13,914 (vs do-nothing $-11,300)
$10014d24 Jul 2026$5.353/4$3,439$3,11458%70%+$374-$18,590387.3%$-19,024 (vs do-nothing $-16,410)
$10021d31 Jul 2026$7.053/4$3,021$2,69658%70%+$308-$18,080376.7%$-18,514 (vs do-nothing $-15,900)
$9921d31 Jul 2026$7.403/4$3,171$2,84656%69%+$266-$18,275380.7%$-18,709 (vs do-nothing $-16,095)
$9914d24 Jul 2026$5.703/4$3,664$3,33955%69%+$311-$18,785391.3%$-19,219 (vs do-nothing $-16,605)
$997d17 Jul 2026$3.952/4$3,386$3,07155%68%+$299-$12,873268.2%$-14,034 (vs do-nothing $-11,420)
$98.5014d24 Jul 2026$5.852/4$2,507$2,19354%68%+$171-$12,593262.4%$-13,754 (vs do-nothing $-11,140)
$9821d31 Jul 2026$7.853/4$3,364$3,03954%68%+$257-$18,440384.2%$-18,874 (vs do-nothing $-16,260)
$98.507d17 Jul 2026$4.052/4$3,471$3,15753%67%+$188-$12,953269.9%$-14,114 (vs do-nothing $-11,500)
$9814d24 Jul 2026$6.002/4$2,571$2,25753%67%+$131-$12,663263.8%$-13,824 (vs do-nothing $-11,210)
$9721d31 Jul 2026$8.353/4$3,579$3,25352%68%+$259-$18,590387.3%$-19,024 (vs do-nothing $-16,410)
$987d17 Jul 2026$4.252/4$3,643$3,32852%66%+$153-$13,013271.1%$-14,174 (vs do-nothing $-11,560)
$97.5014d24 Jul 2026$6.302/4$2,700$2,38552%67%+$152-$12,703264.6%$-13,864 (vs do-nothing $-11,250)
$9714d24 Jul 2026$6.502/4$2,786$2,47150%66%+$127-$12,763265.9%$-13,924 (vs do-nothing $-11,310)
$97.507d17 Jul 2026$4.502/4$3,857$3,54350%65%+$152-$13,063272.1%$-14,224 (vs do-nothing $-11,610)
$96.5014d24 Jul 2026$6.752/4$2,893$2,57849%66%+$120-$12,813266.9%$-13,974 (vs do-nothing $-11,360)
$977d17 Jul 2026$4.852/4$4,157$3,84348%65%+$228-$13,093272.8%$-14,254 (vs do-nothing $-11,640)
$96.507d17 Jul 2026$5.052/4$4,329$4,01447%64%+$165-$13,153274.0%$-14,314 (vs do-nothing $-11,700)

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 22:04