FORTRESS FIGHT: MSTR @ $96.74

BE SS: $161.00  |  CC-SS: $167.14  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:25

MSTR @ $96.74   UNDERWATER $64.26 (39.9% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $167.14  |  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$4,980/mo95% ann ROI on ML
Hedge rolling cost$336/mo
Unrealized P&L$-31,032fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,490/mo
HEDGE COVER
$336/mo
NORMAL INCOME
$4,980/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 $167.14 (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)
$32,284
was $31,032 · -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 38 · %B 40 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.48 (+42%) · daily UBB $128.14 · 1-wk expected move ±$11 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 4 contracts at $105 / 7d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($2,490/mo); it brings $2,743/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 $5,486/mo, but breach risk rises to 40% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 4 × $123/7d (97% survival, $343/mo).
Downside anchor: the primary mortgages $24,217 (505% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 4.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-31,054 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 × $105, 77% survival, $2,743/mo (E[net] $707/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 × $10577%$2,743$707

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $707/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $105 (primary), 77% survival, breach 23%, $2,743/mo.
⚖️ Worth a safer step: the $108 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $891/mo less (32% 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 $96.74 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12317 Jul7d27.1%97%7%$80$343-$2,400$17,577
Sell 4 × $123 27.1% OTM over spot $96.74 17 Jul 2026 (7d, $0.23 mid)
= $80 credit for the 7d cycle → $343/mo projected
Survival (stays ≤ $123)
97%
Breach risk
3%
POP (stays ≤ $123.22)
97%
EV / mo
+$202
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.2-5.6] median, 0.1 mo faster than no FIGHT (3.6 mo)  ·  34% of paths whole by 9 mo (vs 32% without)  ·  ~1.3 challenges expected  ·  median CC cash $-570
🛡 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)
-$1,794
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$140 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.62/sh now → $4.68 mid-life (likely $3.51–$5.97)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$4.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 71 simulated challenges: the $123 strike is typically first touched on day 6 of 7, at $126 (overshoots $3.10). 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)~$12324 Jul 202610d left+$2.91/sh+$1,166
cycle +$1,246
[+$1,232…+$1,648] · 100% credit
67%
surv 53%
-$18,116 NOT
cap gain +$12,916
Max even-money escape in the band~$13931 Jul 202618d left+$0.31/sh+$123
cycle +$203
[+$8…+$578] · 76% credit
79%
surv 74%
-$11,933 NOT
cap gain +$19,099
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)~$13024 Jul 202610d left+$0.11/sh+$44
cycle +$124
[-$53…+$423] · 73% credit
74%
surv 67%
-$16,012 NOT
cap gain +$15,020
Reliable up-and-out (highest cap still free ≥60%)~$14031 Jul 202618d left-$0.03/sh-$12
cycle +$68
[-$140…+$436] · 68% credit
80%
surv 75%
-$11,623 NOT
cap gain +$19,409
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 ($2,490/mo)-86%
vs normal income ($4,980/mo)7% covered
Net income (after hedge)$7/mo
Downside budget
⚠ $123 is $44 below CC-SS $167.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,577
… as % of IC ($4,800)366.2%
… as % of ML ($56,800)30.9%
Recovery months (at normal income)3.5 mo
Surgical close (4 ct)$-31,042
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 ≥ $123.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $123)); NOT the premium you collected. Momentum override: two daily closes above $128.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $121.77Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$122-123.22
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
≥ $123.22
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$123.00 (2.3σ)$80$-19,282+$11,750+$60
+2.5%$126.07 (2.6σ)$-1,150$-19,146+$11,886-$1,170
+5%$129.15 (2.8σ)$-2,380$-19,009+$12,023-$2,400
SS (= V-bounce)$161.00 (5.6σ)$-15,120$-17,595+$13,437-$14,740
V-BOUNCE STRESS (stock → CC-SS $167.14, where you are whole again, by expiry)
Starting unrealized P&L: $-31,032
+ Fortress recovery (un-capped): +$31,287
− CC assignment net of premium (4 × $123): -$17,577
Total Position P&L @ SS: $-17,322 (+$13,710 vs today)
Do-nothing baseline at SS: $-2,582 (this trade vs do-nothing: $-14,740, 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 -$5,712, position total $-18,639 (+$12,393 vs today)
🛡 safe yield4 × $11317 Jul7d16.8%90%20%$236$1,011-$1,731$21,421
Sell 4 × $113 16.8% OTM over spot $96.74 17 Jul 2026 (7d, $0.66 mid)
= $236 credit for the 7d cycle → $1,011/mo projected
Survival (stays ≤ $113)
90%
Breach risk
10%
POP (stays ≤ $113.66)
91%
EV / mo
+$402
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.4-6.1] median  ·  38% of paths whole by 9 mo (vs 33% without)  ·  ~4.6 challenges expected  ·  median CC cash $1,983
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$1,394
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$130 @ 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: $5.76/sh now → $4.08 mid-life (likely $3.12–$5.60)≈ $0 at expiry  |  you banked $0.59/sh, so a flat mid-life exit nets -$3.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 356 simulated challenges: the $113 strike is typically first touched on day 5 of 7, at $116 (overshoots $2.52). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11324 Jul 202610d left+$2.54/sh+$1,016
cycle +$1,252
[+$979…+$1,416] · 100% credit
67%
surv 53%
-$22,554 NOT
cap gain +$8,478
Up-and-out for even (raise the cap, free)~$11924 Jul 202610d left+$0.19/sh+$74
cycle +$310
[-$90…+$381] · 64% credit
74%
surv 66%
-$20,714 NOT
cap gain +$10,318
Reliable up-and-out (highest cap still free ≥60%)~$12731 Jul 202618d left+$0.25/sh+$102
cycle +$338
[-$124…+$460] · 63% credit
79%
surv 74%
-$17,131 NOT
cap gain +$13,901
Max even-money escape in the band~$12831 Jul 202618d left+$0.03/sh+$12
cycle +$248
[-$226…+$365] · 55% credit
80%
surv 76%
-$16,777 NOT
cap gain +$14,255
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-$0.50/sh-$201
cycle +$35
[-$474…+$141] · 34% credit
81%
surv 78%
-$16,101 NOT
cap gain +$14,931
budget: banked $236 debit $201 (85% used ≈ 0.9 wk of income) → whole cycle still +$35 cash · rolled 4 ct earn ≈ $2,382/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$1,011/mo
vs 50% target ($2,490/mo)-59%
vs normal income ($4,980/mo)20% covered
Net income (after hedge)$675/mo
Downside budget
⚠ $113 is $54 below CC-SS $167.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,421
… as % of IC ($4,800)446.3%
… as % of ML ($56,800)37.7%
Recovery months (at normal income)4.3 mo
Surgical close (4 ct)$-31,060
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.59 collected) or spot ≥ $113.66 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $113)); NOT the premium you collected. Momentum override: two daily closes above $128.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $111.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$112-113.66
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
≥ $113.66
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$113.00 (1.4σ)$236$-23,570+$7,462+$216
+2.5%$115.82 (1.7σ)$-894$-23,445+$7,587-$914
+5%$118.65 (1.9σ)$-2,024$-23,319+$7,713-$2,044
SS (= V-bounce)$161.00 (5.6σ)$-18,964$-21,439+$9,593-$18,584
V-BOUNCE STRESS (stock → CC-SS $167.14, where you are whole again, by expiry)
Starting unrealized P&L: $-31,032
+ Fortress recovery (un-capped): +$31,287
− CC assignment net of premium (4 × $113): -$21,421
Total Position P&L @ SS: $-21,166 (+$9,866 vs today)
Do-nothing baseline at SS: $-2,582 (this trade vs do-nothing: $-18,584, the opportunity cost of earning $1,011/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,556, position total $-22,483 (+$8,549 vs today)
33% normal ← lean4 × $10817 Jul7d11.6%83%34%$432$1,851-$891$23,225
Sell 4 × $108 11.6% OTM over spot $96.74 17 Jul 2026 (7d, $1.15 mid)
= $432 credit for the 7d cycle → $1,851/mo projected
Survival (stays ≤ $108)
83%
Breach risk
17%
POP (stays ≤ $109.15)
85%
EV / mo
+$541
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.2-5.5] 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 29% without)  ·  ~8.3 challenges expected  ·  median CC cash $4,566
🛡 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)
25%
Flat exit net (mid-life)
-$1,083
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$127 @ 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: $5.35/sh now → $3.79 mid-life (likely $3.66–$6.05)≈ $0 at expiry  |  you banked $1.08/sh, so a flat mid-life exit nets -$2.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 741 simulated challenges: the $108 strike is typically first touched on day 4 of 7, at $111 (overshoots $2.92). 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+$2.36/sh+$945
cycle +$1,377
[+$819…+$1,130] · 100% credit
67%
surv 53%
-$24,651 NOT
cap gain +$6,381
Reliable up-and-out (highest cap still free ≥60%)~$11931 Jul 202618d left+$0.69/sh+$274
cycle +$706
[-$32…+$403] · 71% credit
77%
surv 72%
-$20,318 NOT
cap gain +$10,714
Up-and-out for even (raise the cap, free)~$11424 Jul 202610d left+$0.03/sh+$13
cycle +$445
[-$250…+$108] · 36% credit
75%
surv 67%
-$22,801 NOT
cap gain +$8,231
Max even-money escape in the band~$12231 Jul 202618d left+$0.00/sh+$0
cycle +$432
[-$357…+$93] · 34% credit
80%
surv 76%
-$19,259 NOT
cap gain +$11,773
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-$1.00/sh-$400
cycle +$32
[-$862…-$334] · 11% credit
84%
surv 81%
-$17,437 NOT
cap gain +$13,595
budget: banked $432 debit $400 (93% used ≈ 0.9 wk of income) → whole cycle still +$32 cash · rolled 4 ct earn ≈ $1,858/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$1,851/mo
vs 50% target ($2,490/mo)-26%
vs normal income ($4,980/mo)37% covered
Net income (after hedge)$1,515/mo
Downside budget
⚠ $108 is $59 below CC-SS $167.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,225
… as % of IC ($4,800)483.9%
… as % of ML ($56,800)40.9%
Recovery months (at normal income)4.7 mo
Surgical close (4 ct)$-31,060
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.27/sh (~25% of the $1.08 collected) or spot ≥ $109.15 (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 $128.14 (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
$107-109.15
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
≥ $109.15
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$108.00 (≤1σ, normal week)$432$-25,596+$5,436+$412
+2.5%$110.70 (1.2σ)$-648$-25,476+$5,556-$668
+5%$113.40 (1.5σ)$-1,728$-25,356+$5,676-$1,748
SS (= V-bounce)$161.00 (5.6σ)$-20,768$-23,243+$7,789-$20,388
V-BOUNCE STRESS (stock → CC-SS $167.14, where you are whole again, by expiry)
Starting unrealized P&L: $-31,032
+ Fortress recovery (un-capped): +$31,287
− CC assignment net of premium (4 × $108): -$23,225
Total Position P&L @ SS: $-22,970 (+$8,062 vs today)
Do-nothing baseline at SS: $-2,582 (this trade vs do-nothing: $-20,388, the opportunity cost of earning $1,851/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,360, position total $-24,287 (+$6,745 vs today)
🎯 50% normal4 × $10517 Jul7d8.5%77%33%$640$2,743$24,217
Sell 4 × $105 8.5% OTM over spot $96.74 17 Jul 2026 (7d, $1.66 mid)
= $640 credit for the 7d cycle → $2,743/mo projected
Survival (stays ≤ $105)
77%
Breach risk
23%
POP (stays ≤ $106.66)
81%
EV / mo
+$681
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.1-5.6] median, 0.4 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  42% of paths whole by 9 mo (vs 34% without)  ·  ~11.6 challenges expected  ·  median CC cash $6,112
🛡 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)
-$807
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$127 @ 86% 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: $5.11/sh now → $3.62 mid-life (likely $3.96–$6.08)≈ $0 at expiry  |  you banked $1.60/sh, so a flat mid-life exit nets -$2.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 985 simulated challenges: the $105 strike is typically first touched on day 4 of 7, at $108 (overshoots $2.79). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10524 Jul 202610d left+$2.26/sh+$904
cycle +$1,544
[+$755…+$1,020] · 100% credit
67%
surv 53%
-$25,817 NOT
cap gain +$5,215
Reliable up-and-out (highest cap still free ≥60%)~$11531 Jul 202618d left+$0.84/sh+$334
cycle +$974
[-$5…+$355] · 74% credit
77%
surv 71%
-$21,827 NOT
cap gain +$9,205
Up-and-out for even (raise the cap, free)~$11024 Jul 202610d left+$0.20/sh+$80
cycle +$720
[-$218…+$89] · 35% credit
74%
surv 66%
-$24,304 NOT
cap gain +$6,728
Max even-money escape in the band~$11831 Jul 202618d left+$0.06/sh+$25
cycle +$665
[-$386…+$21] · 26% credit
80%
surv 75%
-$20,803 NOT
cap gain +$10,229
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-$1.59/sh-$635
cycle +$5
[-$1,234…-$713] · 1% credit
86%
surv 85%
-$17,464 NOT
cap gain +$13,568
budget: banked $640 debit $635 (99% used ≈ 1.0 wk of income) → whole cycle still +$5 cash · rolled 4 ct earn ≈ $1,354/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$2,743/mo
vs 50% target ($2,490/mo)+10%
vs normal income ($4,980/mo)55% covered
Net income (after hedge)$2,407/mo
Downside budget
⚠ $105 is $62 below CC-SS $167.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,217
… as % of IC ($4,800)504.5%
… as % of ML ($56,800)42.6%
Recovery months (at normal income)4.9 mo
Surgical close (4 ct)$-31,054
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.40/sh (~25% of the $1.60 collected) or spot ≥ $106.66 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $105)); NOT the premium you collected. Momentum override: two daily closes above $128.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $103.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$104-106.66
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $106.66
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$105.00 (≤1σ, normal week)$640$-26,721+$4,311+$620
+2.5%$107.62 (≤1σ, normal week)$-410$-26,605+$4,427-$430
+5%$110.25 (1.2σ)$-1,460$-26,488+$4,544-$1,480
SS (= V-bounce)$161.00 (5.6σ)$-21,760$-24,235+$6,797-$21,380
V-BOUNCE STRESS (stock → CC-SS $167.14, where you are whole again, by expiry)
Starting unrealized P&L: $-31,032
+ Fortress recovery (un-capped): +$31,287
− CC assignment net of premium (4 × $105): -$24,217
Total Position P&L @ SS: $-23,962 (+$7,070 vs today)
Do-nothing baseline at SS: $-2,582 (this trade vs do-nothing: $-21,380, the opportunity cost of earning $2,743/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,352, position total $-25,279 (+$5,753 vs today)
100% normal4 × $9917 Jul7d2.3%60%83%$1,280$5,486+$2,743$25,977
Sell 4 × $99 2.3% OTM over spot $96.74 17 Jul 2026 (7d, $3.38 mid)
= $1,280 credit for the 7d cycle → $5,486/mo projected
Survival (stays ≤ $99)
60%
Breach risk
40%
POP (stays ≤ $102.38)
71%
EV / mo
+$622
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.5-5.8] median, 0.1 mo faster than no FIGHT (4.2 mo)  ·  41% of paths whole by 9 mo (vs 32% without)  ·  ~28.2 challenges expected  ·  median CC cash $9,608
🛡 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)
65%
Flat exit net (mid-life)
-$36
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$126 @ 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: $4.65/sh now → $3.29 mid-life (likely $4.37–$6.31)≈ $0 at expiry  |  you banked $3.20/sh, so a flat mid-life exit nets -$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,964 simulated challenges: the $99 strike is typically first touched on day 2 of 7, at $102 (overshoots $2.70). 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+$2.06/sh+$824
cycle +$2,104
[+$619…+$747] · 100% credit
67%
surv 53%
-$27,924 NOT
cap gain +$3,108
Reliable up-and-out (highest cap still free ≥60%)~$10731 Jul 202618d left+$1.06/sh+$422
cycle +$1,702
[+$13…+$251] · 77% credit
76%
surv 69%
-$24,654 NOT
cap gain +$6,378
Up-and-out for even (raise the cap, free)~$10424 Jul 202610d left+$0.03/sh+$13
cycle +$1,293
[-$375…-$146] · 11% credit
74%
surv 67%
-$26,397 NOT
cap gain +$4,635
Max even-money escape in the band~$11131 Jul 202618d left+$0.03/sh+$12
cycle +$1,292
[-$502…-$196] · 11% credit
80%
surv 75%
-$23,288 NOT
cap gain +$7,744
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-$2.15/sh-$859
cycle +$421
[-$1,708…-$1,169]
91%
surv 90%
-$17,492 NOT
cap gain +$13,540
budget: banked $1,280 debit $859 (67% used ≈ 0.7 wk of income) → whole cycle still +$421 cash · rolled 4 ct earn ≈ $762/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$5,486/mo
vs 50% target ($2,490/mo)+120%
vs normal income ($4,980/mo)110% covered
Net income (after hedge)$5,150/mo
Downside budget
⚠ $99 is $68 below CC-SS $167.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,977
… as % of IC ($4,800)541.2%
… as % of ML ($56,800)45.7%
Recovery months (at normal income)5.2 mo
Surgical close (4 ct)$-31,102
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.80/sh (~25% of the $3.20 collected) or spot ≥ $102.38 (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 $128.14 (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
$98-102.38
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $102.38
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$99.00 (≤1σ, normal week)$1,280$-28,748+$2,284+$1,260
+2.5%$101.47 (≤1σ, normal week)$290$-28,638+$2,394+$270
+5%$103.95 (≤1σ, normal week)$-700$-28,528+$2,504-$720
SS (= V-bounce)$161.00 (5.6σ)$-23,520$-25,995+$5,037-$23,140
V-BOUNCE STRESS (stock → CC-SS $167.14, where you are whole again, by expiry)
Starting unrealized P&L: $-31,032
+ Fortress recovery (un-capped): +$31,287
− CC assignment net of premium (4 × $99): -$25,977
Total Position P&L @ SS: $-25,722 (+$5,310 vs today)
Do-nothing baseline at SS: $-2,582 (this trade vs do-nothing: $-23,140, the opportunity cost of earning $5,486/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,112, position total $-27,039 (+$3,993 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: 1.111 (IBKR)  |  Recovery@SS: +$31,287 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,582

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1057d17 Jul 2026$1.604/4$2,743$2,40777%81%+$681-$24,217504.5%$-23,962 (vs do-nothing $-21,380)
$1047d17 Jul 2026$1.764/4$3,017$2,68175%79%+$625-$24,553511.5%$-24,298 (vs do-nothing $-21,716)
$1037d17 Jul 2026$2.003/4$2,571$2,24672%78%+$493-$18,643388.4%$-19,097 (vs do-nothing $-16,515)
$10514d24 Jul 2026$3.104/4$2,657$2,32172%78%+$532-$23,617492.0%$-23,362 (vs do-nothing $-20,780)
$10621d31 Jul 2026$4.454/4$2,543$2,20770%77%+$497-$22,677472.4%$-22,422 (vs do-nothing $-19,840)
$10414d24 Jul 2026$3.304/4$2,829$2,49370%77%+$467-$23,937498.7%$-23,682 (vs do-nothing $-21,100)
$1027d17 Jul 2026$2.273/4$2,919$2,59369%76%+$517-$18,862393.0%$-19,316 (vs do-nothing $-16,734)
$10521d31 Jul 2026$4.754/4$2,714$2,37869%76%+$506-$22,957478.3%$-22,702 (vs do-nothing $-20,120)
$10314d24 Jul 2026$3.654/4$3,129$2,79368%75%+$517-$24,197504.1%$-23,942 (vs do-nothing $-21,360)
$10421d31 Jul 2026$5.054/4$2,886$2,55067%75%+$504-$23,237484.1%$-22,982 (vs do-nothing $-20,400)
$1017d17 Jul 2026$2.583/4$3,317$2,99267%74%+$549-$19,069397.3%$-19,523 (vs do-nothing $-16,941)
$10214d24 Jul 2026$3.903/4$2,507$2,18266%74%+$345-$18,373382.8%$-18,827 (vs do-nothing $-16,245)
$10321d31 Jul 2026$5.204/4$2,971$2,63566%74%+$404-$23,577491.2%$-23,322 (vs do-nothing $-20,740)
Show 27 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10221d31 Jul 2026$5.654/4$3,229$2,89364%73%+$464-$23,797495.8%$-23,542 (vs do-nothing $-20,960)
$1007d17 Jul 2026$2.893/4$3,716$3,39063%72%+$533-$19,276401.6%$-19,730 (vs do-nothing $-17,148)
$10114d24 Jul 2026$4.253/4$2,732$2,40763%73%+$351-$18,568386.8%$-19,022 (vs do-nothing $-16,440)
$10121d31 Jul 2026$6.053/4$2,593$2,26862%72%+$362-$18,028375.6%$-18,482 (vs do-nothing $-15,900)
$10014d24 Jul 2026$4.553/4$2,925$2,60061%71%+$308-$18,778391.2%$-19,232 (vs do-nothing $-16,650)
$10021d31 Jul 2026$6.353/4$2,721$2,39660%71%+$324-$18,238380.0%$-18,692 (vs do-nothing $-16,110)
$997d17 Jul 2026$3.202/4$2,743$2,42860%71%+$311-$12,988270.6%$-14,152 (vs do-nothing $-11,570)
$9914d24 Jul 2026$4.953/4$3,182$2,85759%70%+$316-$18,958395.0%$-19,412 (vs do-nothing $-16,830)
$9921d31 Jul 2026$6.753/4$2,893$2,56859%71%+$319-$18,418383.7%$-18,872 (vs do-nothing $-16,290)
$98.507d17 Jul 2026$3.402/4$2,914$2,60058%70%+$314-$13,048271.8%$-14,212 (vs do-nothing $-11,630)
$98.5014d24 Jul 2026$5.153/4$3,311$2,98558%70%+$309-$19,048396.8%$-19,502 (vs do-nothing $-16,920)
$987d17 Jul 2026$3.602/4$3,086$2,77157%69%+$308-$13,108273.1%$-14,272 (vs do-nothing $-11,690)
$9821d31 Jul 2026$7.153/4$3,064$2,73957%70%+$303-$18,598387.5%$-19,052 (vs do-nothing $-16,470)
$9814d24 Jul 2026$5.403/4$3,471$3,14656%69%+$329-$19,123398.4%$-19,577 (vs do-nothing $-16,995)
$97.5014d24 Jul 2026$5.603/4$3,600$3,27555%69%+$312-$19,213400.3%$-19,667 (vs do-nothing $-17,085)
$97.507d17 Jul 2026$3.802/4$3,257$2,94355%68%+$293-$13,168274.3%$-14,332 (vs do-nothing $-11,750)
$9721d31 Jul 2026$7.603/4$3,257$2,93255%69%+$445-$18,763390.9%$-19,217 (vs do-nothing $-16,635)
$9714d24 Jul 2026$5.852/4$2,507$2,19354%68%+$214-$12,858267.9%$-14,022 (vs do-nothing $-11,440)
$977d17 Jul 2026$4.002/4$3,429$3,11453%67%+$268-$13,228275.6%$-14,392 (vs do-nothing $-11,810)
$9621d31 Jul 2026$7.953/4$3,407$3,08253%68%+$242-$18,958395.0%$-19,412 (vs do-nothing $-16,830)
$96.5014d24 Jul 2026$6.052/4$2,593$2,27853%68%+$196-$12,918269.1%$-14,082 (vs do-nothing $-11,500)
$9614d24 Jul 2026$6.252/4$2,679$2,36452%67%+$175-$12,978270.4%$-14,142 (vs do-nothing $-11,560)
$96.507d17 Jul 2026$4.102/4$3,514$3,20051%66%+$148-$13,308277.3%$-14,472 (vs do-nothing $-11,890)
$9521d31 Jul 2026$8.553/4$3,664$3,33951%67%+$281-$19,078397.5%$-19,532 (vs do-nothing $-16,950)
$967d17 Jul 2026$4.352/4$3,729$3,41450%65%+$146-$13,358278.3%$-14,522 (vs do-nothing $-11,940)
$9514d24 Jul 2026$6.752/4$2,893$2,57849%66%+$165-$13,078272.5%$-14,242 (vs do-nothing $-11,660)
$957d17 Jul 2026$5.002/4$4,286$3,97146%64%+$243-$13,428279.8%$-14,592 (vs do-nothing $-12,010)

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 22:25