FORTRESS FIGHT: MSTR @ $96.14

BE SS: $161.00  |  CC-SS: $167.11  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:35

MSTR @ $96.14   UNDERWATER $64.86 (40.3% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $167.11  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $125 exp 2028-01-21 (entry $82.167/sh)
SP: $185 exp 2028-01-21 (entry $70.772/sh)
HP: $55 exp 2026-09-18 (entry $0.627/sh)

Economics

Max Loss$56,800(ND $12.00 + SW $130) x 400
Normal income ref$5,319/mo95% ann ROI on ML
Hedge rolling cost$336/mo
Unrealized P&L$-31,262fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,659/mo
HEDGE COVER
$336/mo
NORMAL INCOME
$5,319/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $4,800
ML VELOCITY
10.7 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $167.11 (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)
$32,514
was $31,262 · -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 39 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.48 (+43%) · daily UBB $128.13 · 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 79%, breach 21%) that still earns 50% of normal income ($2,659/mo); it brings $2,829/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 38% (+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 $24,183 (504% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 4.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-31,290 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, 79% survival, $2,829/mo (E[net] $727/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 × $10579%$2,829$727

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $727/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $105 (primary), 79% survival, breach 21%, $2,829/mo.
⚖️ Worth a safer step: the $108 rung (33% normal) lifts survival to 85% (breach 21% → 15%) 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 $96.14 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12317 Jul7d27.9%97%6%$80$343-$2,486$17,563
Sell 4 × $123 27.9% OTM over spot $96.14 17 Jul 2026 (7d, $0.22 mid)
= $80 credit for the 7d cycle → $343/mo projected
Survival (stays ≤ $123)
97%
Breach risk
3%
POP (stays ≤ $123.22)
97%
EV / mo
+$226
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.5-5.5] median  ·  33% of paths whole by 9 mo (vs 31% without)  ·  ~1.1 challenges expected  ·  median CC cash $-541
🛡 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)
-$1,997
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$141 @ 80% 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: $7.34/sh now → $5.19 mid-life (likely $3.34–$6.28)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$4.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 64 simulated challenges: the $123 strike is typically first touched on day 6 of 7, at $126 (overshoots $2.94). 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+$2.93/sh+$1,172
cycle +$1,252
[+$1,388…+$1,776] · 100% credit
68%
surv 53%
-$18,108 NOT
cap gain +$13,154
Up-and-out for even (raise the cap, free)~$13024 Jul 202610d left+$0.18/sh+$72
cycle +$152
[+$82…+$577] · 81% credit
75%
surv 66%
-$16,170 NOT
cap gain +$15,092
Max even-money escape in the band~$14031 Jul 202618d left+$0.04/sh+$14
cycle +$94
[+$0…+$616] · 75% credit
80%
surv 75%
-$11,795 NOT
cap gain +$19,467
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%)~$14131 Jul 202618d left-$0.36/sh-$145
cycle -$65
[-$186…+$455] · 61% credit
80%
surv 76%
-$11,511 NOT
cap gain +$19,751
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 ($2,659/mo)-87%
vs normal income ($5,319/mo)6% covered
Net income (after hedge)$7/mo
Downside budget
⚠ $123 is $44 below CC-SS $167.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,563
… as % of IC ($4,800)365.9%
… as % of ML ($56,800)30.9%
Recovery months (at normal income)3.3 mo
Surgical close (4 ct)$-31,270
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 $128.13 (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 (2.4σ)$80$-19,280+$11,982+$60
+2.5%$126.07 (2.7σ)$-1,150$-19,147+$12,115-$1,170
+5%$129.15 (2.9σ)$-2,380$-19,014+$12,248-$2,400
SS (= V-bounce)$161.00 (5.8σ)$-15,120$-17,638+$13,624-$14,740
V-BOUNCE STRESS (stock → CC-SS $167.11, where you are whole again, by expiry)
Starting unrealized P&L: $-31,262
+ Fortress recovery (un-capped): +$31,451
− CC assignment net of premium (4 × $123): -$17,563
Total Position P&L @ SS: $-17,374 (+$13,888 vs today)
Do-nothing baseline at SS: $-2,634 (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 $-18,654 (+$12,608 vs today)
🛡 safe yield4 × $11217 Jul7d16.5%90%20%$264$1,131-$1,697$21,779
Sell 4 × $112 16.5% OTM over spot $96.14 17 Jul 2026 (7d, $0.73 mid)
= $264 credit for the 7d cycle → $1,131/mo projected
Survival (stays ≤ $112)
90%
Breach risk
10%
POP (stays ≤ $112.73)
91%
EV / mo
+$529
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.3-5.9] median  ·  33% of paths whole by 9 mo (vs 28% without)  ·  ~4.8 challenges expected  ·  median CC cash $2,599
🛡 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)
-$1,517
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$129 @ 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: $6.29/sh now → $4.45 mid-life (likely $4.02–$6.92)≈ $0 at expiry  |  you banked $0.66/sh, so a flat mid-life exit nets -$3.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 371 simulated challenges: the $112 strike is typically first touched on day 5 of 7, at $115 (overshoots $3.17). 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+$2.51/sh+$1,006
cycle +$1,270
[+$928…+$1,314] · 100% credit
68%
surv 53%
-$22,965 NOT
cap gain +$8,297
Reliable up-and-out (highest cap still free ≥60%)~$12531 Jul 202618d left+$0.38/sh+$151
cycle +$415
[-$223…+$369] · 61% credit
78%
surv 73%
-$18,123 NOT
cap gain +$13,139
Up-and-out for even (raise the cap, free)~$11824 Jul 202610d left+$0.07/sh+$28
cycle +$292
[-$264…+$219] · 50% credit
74%
surv 66%
-$21,348 NOT
cap gain +$9,914
Max even-money escape in the band~$12631 Jul 202618d left+$0.09/sh+$38
cycle +$302
[-$364…+$241] · 47% credit
79%
surv 74%
-$17,793 NOT
cap gain +$13,469
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-$0.54/sh-$216
cycle +$48
[-$678…-$26] · 24% credit
81%
surv 78%
-$16,717 NOT
cap gain +$14,545
budget: banked $264 debit $216 (82% used ≈ 0.8 wk of income) → whole cycle still +$48 cash · rolled 4 ct earn ≈ $2,608/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$1,131/mo
vs 50% target ($2,659/mo)-57%
vs normal income ($5,319/mo)21% covered
Net income (after hedge)$795/mo
Downside budget
⚠ $112 is $55 below CC-SS $167.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,779
… as % of IC ($4,800)453.7%
… as % of ML ($56,800)38.3%
Recovery months (at normal income)4.1 mo
Surgical close (4 ct)$-31,290
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.66 collected) or spot ≥ $112.73 (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 $128.13 (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
$111-112.73
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
≥ $112.73
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$112.00 (1.4σ)$264$-23,971+$7,291+$244
+2.5%$114.80 (1.7σ)$-856$-23,850+$7,412-$876
+5%$117.60 (1.9σ)$-1,976$-23,729+$7,533-$1,996
SS (= V-bounce)$161.00 (5.8σ)$-19,336$-21,854+$9,408-$18,956
V-BOUNCE STRESS (stock → CC-SS $167.11, where you are whole again, by expiry)
Starting unrealized P&L: $-31,262
+ Fortress recovery (un-capped): +$31,451
− CC assignment net of premium (4 × $112): -$21,779
Total Position P&L @ SS: $-21,590 (+$9,672 vs today)
Do-nothing baseline at SS: $-2,634 (this trade vs do-nothing: $-18,956, the opportunity cost of earning $1,131/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,928, position total $-22,870 (+$8,392 vs today)
33% normal ← lean4 × $10817 Jul7d12.3%85%31%$452$1,937-$891$23,191
Sell 4 × $108 12.3% OTM over spot $96.14 17 Jul 2026 (7d, $1.19 mid)
= $452 credit for the 7d cycle → $1,937/mo projected
Survival (stays ≤ $108)
85%
Breach risk
15%
POP (stays ≤ $109.19)
87%
EV / mo
+$801
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.4-6.0] median  ·  36% of paths whole by 9 mo (vs 29% without)  ·  ~7.6 challenges expected  ·  median CC cash $5,267
🛡 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)
-$1,227
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$126 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.93/sh now → $4.20 mid-life (likely $4.07–$6.62)≈ $0 at expiry  |  you banked $1.13/sh, so a flat mid-life exit nets -$3.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 693 simulated challenges: the $108 strike is typically first touched on day 4 of 7, at $111 (overshoots $2.91). 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+$2.37/sh+$948
cycle +$1,400
[+$801…+$1,159] · 100% credit
68%
surv 53%
-$24,608 NOT
cap gain +$6,654
Reliable up-and-out (highest cap still free ≥60%)~$11931 Jul 202618d left+$0.69/sh+$276
cycle +$728
[-$67…+$439] · 69% credit
77%
surv 71%
-$20,469 NOT
cap gain +$10,793
Up-and-out for even (raise the cap, free)~$11324 Jul 202610d left+$0.31/sh+$123
cycle +$575
[-$147…+$268] · 55% credit
74%
surv 64%
-$23,281 NOT
cap gain +$7,981
Max even-money escape in the band~$12131 Jul 202618d left+$0.16/sh+$64
cycle +$516
[-$318…+$199] · 41% credit
79%
surv 74%
-$19,794 NOT
cap gain +$11,468
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-$1.03/sh-$412
cycle +$40
[-$918…-$316] · 12% credit
83%
surv 80%
-$18,054 NOT
cap gain +$13,208
budget: banked $452 debit $412 (91% used ≈ 0.9 wk of income) → whole cycle still +$40 cash · rolled 4 ct earn ≈ $2,112/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$1,937/mo
vs 50% target ($2,659/mo)-27%
vs normal income ($5,319/mo)36% covered
Net income (after hedge)$1,601/mo
Downside budget
⚠ $108 is $59 below CC-SS $167.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,191
… as % of IC ($4,800)483.2%
… as % of ML ($56,800)40.8%
Recovery months (at normal income)4.4 mo
Surgical close (4 ct)$-31,284
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 $1.13 collected) or spot ≥ $109.19 (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 $128.13 (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
$107-109.19
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
≥ $109.19
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 (1.1σ)$452$-25,556+$5,706+$432
+2.5%$110.70 (1.3σ)$-628$-25,439+$5,823-$648
+5%$113.40 (1.5σ)$-1,708$-25,323+$5,939-$1,728
SS (= V-bounce)$161.00 (5.8σ)$-20,748$-23,266+$7,996-$20,368
V-BOUNCE STRESS (stock → CC-SS $167.11, where you are whole again, by expiry)
Starting unrealized P&L: $-31,262
+ Fortress recovery (un-capped): +$31,451
− CC assignment net of premium (4 × $108): -$23,191
Total Position P&L @ SS: $-23,002 (+$8,260 vs today)
Do-nothing baseline at SS: $-2,634 (this trade vs do-nothing: $-20,368, the opportunity cost of earning $1,937/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,340, position total $-24,282 (+$6,980 vs today)
🎯 50% normal4 × $10517 Jul7d9.2%79%31%$660$2,829$24,183
Sell 4 × $105 9.2% OTM over spot $96.14 17 Jul 2026 (7d, $1.72 mid)
= $660 credit for the 7d cycle → $2,829/mo projected
Survival (stays ≤ $105)
79%
Breach risk
21%
POP (stays ≤ $106.72)
83%
EV / mo
+$1,011
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.1-5.4] median, 0.2 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  41% of paths whole by 9 mo (vs 31% without)  ·  ~10.5 challenges expected  ·  median CC cash $6,979
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
31%
Flat exit net (mid-life)
-$944
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$126 @ 86% POP
83% 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: $5.67/sh now → $4.01 mid-life (likely $4.21–$6.51)≈ $0 at expiry  |  you banked $1.65/sh, so a flat mid-life exit nets -$2.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 917 simulated challenges: the $105 strike is typically first touched on day 4 of 7, at $108 (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)~$10524 Jul 202610d left+$2.27/sh+$906
cycle +$1,566
[+$730…+$1,049] · 100% credit
68%
surv 53%
-$25,771 NOT
cap gain +$5,491
Reliable up-and-out (highest cap still free ≥60%)~$11531 Jul 202618d left+$0.83/sh+$334
cycle +$994
[-$28…+$388] · 72% credit
77%
surv 70%
-$21,976 NOT
cap gain +$9,286
Up-and-out for even (raise the cap, free)~$11024 Jul 202610d left+$0.21/sh+$86
cycle +$746
[-$216…+$127] · 39% credit
74%
surv 65%
-$24,440 NOT
cap gain +$6,822
Max even-money escape in the band~$11831 Jul 202618d left+$0.01/sh+$3
cycle +$663
[-$420…+$27] · 27% credit
79%
surv 75%
-$20,977 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-$1.58/sh-$632
cycle +$28
[-$1,227…-$657] · 2% credit
86%
surv 83%
-$18,067 NOT
cap gain +$13,195
budget: banked $660 debit $632 (96% used ≈ 1.0 wk of income) → whole cycle still +$28 cash · rolled 4 ct earn ≈ $1,620/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$2,829/mo
vs 50% target ($2,659/mo)+6%
vs normal income ($5,319/mo)53% covered
Net income (after hedge)$2,493/mo
Downside budget
⚠ $105 is $62 below CC-SS $167.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,183
… as % of IC ($4,800)503.8%
… as % of ML ($56,800)42.6%
Recovery months (at normal income)4.5 mo
Surgical close (4 ct)$-31,290
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 $1.65 collected) or spot ≥ $106.72 (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 $128.13 (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
$104-106.72
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
≥ $106.72
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$105.00 (≤1σ, normal week)$660$-26,677+$4,585+$640
+2.5%$107.62 (1.0σ)$-390$-26,564+$4,698-$410
+5%$110.25 (1.3σ)$-1,440$-26,451+$4,811-$1,460
SS (= V-bounce)$161.00 (5.8σ)$-21,740$-24,258+$7,004-$21,360
V-BOUNCE STRESS (stock → CC-SS $167.11, where you are whole again, by expiry)
Starting unrealized P&L: $-31,262
+ Fortress recovery (un-capped): +$31,451
− CC assignment net of premium (4 × $105): -$24,183
Total Position P&L @ SS: $-23,994 (+$7,268 vs today)
Do-nothing baseline at SS: $-2,634 (this trade vs do-nothing: $-21,360, the opportunity cost of earning $2,829/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,332, position total $-25,274 (+$5,988 vs today)
100% normal4 × $9917 Jul7d3.0%62%79%$1,280$5,486+$2,657$25,963
Sell 4 × $99 3.0% OTM over spot $96.14 17 Jul 2026 (7d, $3.42 mid)
= $1,280 credit for the 7d cycle → $5,486/mo projected
Survival (stays ≤ $99)
62%
Breach risk
38%
POP (stays ≤ $102.42)
73%
EV / mo
+$1,017
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.3-5.8] median, 0.2 mo faster than no FIGHT (3.9 mo)  ·  41% of paths whole by 9 mo (vs 31% without)  ·  ~25.2 challenges expected  ·  median CC cash $9,939
🛡 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)
62%
Flat exit net (mid-life)
-$180
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$125 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.16/sh now → $3.65 mid-life (likely $4.73–$6.80)≈ $0 at expiry  |  you banked $3.20/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,859 simulated challenges: the $99 strike is typically first touched on day 2 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+$2.06/sh+$825
cycle +$2,105
[+$585…+$753] · 100% credit
68%
surv 53%
-$27,892 NOT
cap gain +$3,370
Reliable up-and-out (highest cap still free ≥60%)~$10731 Jul 202618d left+$1.05/sh+$420
cycle +$1,700
[-$42…+$249] · 71% credit
76%
surv 68%
-$24,815 NOT
cap gain +$6,447
Max even-money escape in the band~$11031 Jul 202618d left+$0.21/sh+$85
cycle +$1,365
[-$449…-$108] · 16% credit
79%
surv 73%
-$23,821 NOT
cap gain +$7,441
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)~$10424 Jul 202610d left+$0.04/sh+$16
cycle +$1,296
[-$392…-$133] · 13% credit
74%
surv 66%
-$26,549 NOT
cap gain +$4,713
Safety roll (pay small debit, max POP)~$12531 Jul 202618d left-$2.33/sh-$934
cycle +$346
[-$1,823…-$1,247]
90%
surv 89%
-$18,191 NOT
cap gain +$13,071
budget: banked $1,280 debit $934 (73% used ≈ 0.7 wk of income) → whole cycle still +$346 cash · rolled 4 ct earn ≈ $877/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 ($2,659/mo)+106%
vs normal income ($5,319/mo)103% covered
Net income (after hedge)$5,150/mo
Downside budget
⚠ $99 is $68 below CC-SS $167.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,963
… as % of IC ($4,800)540.9%
… as % of ML ($56,800)45.7%
Recovery months (at normal income)4.9 mo
Surgical close (4 ct)$-31,352
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 ≥ $102.42 (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 $128.13 (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
$98-102.42
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
≥ $102.42
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)$1,280$-28,717+$2,545+$1,260
+2.5%$101.47 (≤1σ, normal week)$290$-28,610+$2,652+$270
+5%$103.95 (≤1σ, normal week)$-700$-28,503+$2,759-$720
SS (= V-bounce)$161.00 (5.8σ)$-23,520$-26,038+$5,224-$23,140
V-BOUNCE STRESS (stock → CC-SS $167.11, where you are whole again, by expiry)
Starting unrealized P&L: $-31,262
+ Fortress recovery (un-capped): +$31,451
− CC assignment net of premium (4 × $99): -$25,963
Total Position P&L @ SS: $-25,774 (+$5,488 vs today)
Do-nothing baseline at SS: $-2,634 (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 $-27,054 (+$4,208 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 (38 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 38 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: 1.108 (IBKR)  |  Recovery@SS: +$31,451 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,634

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1057d17 Jul 2026$1.654/4$2,829$2,49379%83%+$1,011-$24,183503.8%$-23,994 (vs do-nothing $-21,360)
$1047d17 Jul 2026$1.874/4$3,206$2,87077%81%+$1,085-$24,495510.3%$-24,306 (vs do-nothing $-21,672)
$1037d17 Jul 2026$2.113/4$2,713$2,38874%80%+$861-$18,600387.5%$-19,116 (vs do-nothing $-16,482)
$1027d17 Jul 2026$2.403/4$3,086$2,76071%78%+$935-$18,813391.9%$-19,329 (vs do-nothing $-16,695)
$10414d24 Jul 2026$3.354/4$2,871$2,53571%78%+$733-$23,903498.0%$-23,714 (vs do-nothing $-21,080)
$10521d31 Jul 2026$4.754/4$2,714$2,37870%77%+$627-$22,943478.0%$-22,754 (vs do-nothing $-20,120)
$10314d24 Jul 2026$3.654/4$3,129$2,79369%77%+$756-$24,183503.8%$-23,994 (vs do-nothing $-21,360)
$1017d17 Jul 2026$2.713/4$3,484$3,15968%76%+$992-$19,020396.2%$-19,536 (vs do-nothing $-16,902)
$10421d31 Jul 2026$5.054/4$2,886$2,55068%76%+$632-$23,223483.8%$-23,034 (vs do-nothing $-20,400)
$10214d24 Jul 2026$3.904/4$3,343$3,00767%76%+$713-$24,483510.1%$-24,294 (vs do-nothing $-21,660)
$10321d31 Jul 2026$5.204/4$2,971$2,63567%75%+$540-$23,563490.9%$-23,374 (vs do-nothing $-20,740)
$1007d17 Jul 2026$3.053/4$3,921$3,59665%75%+$1,015-$19,218400.4%$-19,734 (vs do-nothing $-17,100)
$10221d31 Jul 2026$5.654/4$3,229$2,89365%74%+$607-$23,783495.5%$-23,594 (vs do-nothing $-20,960)
Show 25 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10114d24 Jul 2026$4.253/4$2,732$2,40765%74%+$550-$18,558386.6%$-19,074 (vs do-nothing $-16,440)
$10121d31 Jul 2026$6.054/4$3,457$3,12163%73%+$633-$24,023500.5%$-23,834 (vs do-nothing $-21,200)
$10014d24 Jul 2026$4.753/4$3,054$2,72863%73%+$644-$18,708389.7%$-19,224 (vs do-nothing $-16,590)
$997d17 Jul 2026$3.202/4$2,743$2,42862%73%+$508-$12,982270.5%$-14,204 (vs do-nothing $-11,570)
$10021d31 Jul 2026$6.603/4$2,829$2,50361%73%+$550-$18,153378.2%$-18,669 (vs do-nothing $-16,035)
$98.507d17 Jul 2026$3.352/4$2,871$2,55760%72%+$476-$13,052271.9%$-14,274 (vs do-nothing $-11,640)
$9914d24 Jul 2026$4.953/4$3,182$2,85760%72%+$526-$18,948394.7%$-19,464 (vs do-nothing $-16,830)
$9921d31 Jul 2026$6.803/4$2,914$2,58960%72%+$464-$18,393383.2%$-18,909 (vs do-nothing $-16,275)
$98.5014d24 Jul 2026$5.153/4$3,311$2,98559%71%+$524-$19,038396.6%$-19,554 (vs do-nothing $-16,920)
$987d17 Jul 2026$3.902/4$3,343$3,02859%71%+$805-$13,042271.7%$-14,264 (vs do-nothing $-11,630)
$9814d24 Jul 2026$5.403/4$3,471$3,14658%71%+$549-$19,113398.2%$-19,629 (vs do-nothing $-16,995)
$9821d31 Jul 2026$7.253/4$3,107$2,78258%71%+$476-$18,558386.6%$-19,074 (vs do-nothing $-16,440)
$97.507d17 Jul 2026$3.752/4$3,214$2,90057%70%+$500-$13,172274.4%$-14,394 (vs do-nothing $-11,760)
$97.5014d24 Jul 2026$5.653/4$3,632$3,30757%70%+$569-$19,188399.7%$-19,704 (vs do-nothing $-17,070)
$9721d31 Jul 2026$7.703/4$3,300$2,97556%70%+$478-$18,723390.1%$-19,239 (vs do-nothing $-16,605)
$9714d24 Jul 2026$5.853/4$3,761$3,43555%70%+$552-$19,278401.6%$-19,794 (vs do-nothing $-17,160)
$977d17 Jul 2026$4.252/4$3,643$3,32855%70%+$742-$13,172274.4%$-14,394 (vs do-nothing $-11,760)
$96.5014d24 Jul 2026$6.153/4$3,954$3,62854%69%+$594-$19,338402.9%$-19,854 (vs do-nothing $-17,220)
$9621d31 Jul 2026$8.203/4$3,514$3,18954%69%+$491-$18,873393.2%$-19,389 (vs do-nothing $-16,755)
$96.507d17 Jul 2026$4.302/4$3,686$3,37154%69%+$563-$13,262276.3%$-14,484 (vs do-nothing $-11,850)
$9614d24 Jul 2026$6.352/4$2,721$2,40753%68%+$378-$12,952269.8%$-14,174 (vs do-nothing $-11,540)
$9521d31 Jul 2026$8.703/4$3,729$3,40352%68%+$493-$19,023396.3%$-19,539 (vs do-nothing $-16,905)
$967d17 Jul 2026$4.752/4$4,071$3,75752%68%+$744-$13,272276.5%$-14,494 (vs do-nothing $-11,860)
$9514d24 Jul 2026$6.852/4$2,936$2,62150%67%+$374-$13,052271.9%$-14,274 (vs do-nothing $-11,640)
$957d17 Jul 2026$5.202/4$4,457$4,14348%67%+$695-$13,382278.8%$-14,604 (vs do-nothing $-11,970)

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 22:35