FORTRESS FIGHT: MSTR @ $94.94

BE SS: $161.00  |  CC-SS: $168.21  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 00:20

MSTR @ $94.94   UNDERWATER $66.06 (41.0% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $168.21  |  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$5,631/mo95% ann ROI on ML
Hedge rolling cost$339/mo
Unrealized P&L$-32,282fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,815/mo
HEDGE COVER
$339/mo
NORMAL INCOME
$5,631/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $4,800
ML VELOCITY
10.1 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $168.21 (probe: $170C 13d) 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)
$33,534
was $32,282 · -4% earned back
Cycles closed
2
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 13 (live) · RSI 34 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 37 · %B 37 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.48 (+45%) · 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 $103 / 6d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($2,815/mo); it brings $3,060/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 4 × $98/6d for $6,000/mo, but breach risk rises to 36% (+16pp 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 × $120/6d (98% survival, $360/mo).
Downside anchor: the primary mortgages $25,472 (531% 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 $-32,326 and cuts bleed by $339/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 (6d) · sell 4 × $103, 80% survival, $3,060/mo (E[net] $741/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 · 6d4 × $10380%$3,060$741

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $741/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $103 (primary), 80% survival, breach 20%, $3,060/mo.
⚖️ Worth a safer step: the $106 rung (33% normal) lifts survival to 86% (breach 20% → 14%) for $1,000/mo less (33% 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 $106 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $94.94 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12017 Jul6d26.4%98%4%$72$360-$2,700$19,212
Sell 4 × $120 26.4% OTM over spot $94.94 17 Jul 2026 (6d, $0.21 mid)
= $72 credit for the 6d cycle → $360/mo projected
Survival (stays ≤ $120)
98%
Breach risk
2%
POP (stays ≤ $120.20)
98%
EV / mo
+$282
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.0-5.9] median  ·  29% of paths whole by 9 mo (vs 28% without)  ·  ~1.0 challenges expected  ·  median CC cash $-390
🛡 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)
1%
Flat exit net (mid-life)
-$1,762
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$137 @ 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.48/sh now → $4.58 mid-life → ≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$4.40/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$12024 Jul 202610d left+$3.27/sh+$1,308
cycle +$1,380
68%
surv 53%
-$19,835 NOT
cap gain +$12,447
Up-and-out for even (raise the cap, free)~$12724 Jul 202610d left+$0.30/sh+$119
cycle +$191
75%
surv 67%
-$17,906 NOT
cap gain +$14,376
Max even-money escape in the band~$13731 Jul 202617d left+$0.04/sh+$15
cycle +$87
81%
surv 76%
-$13,595 NOT
cap gain +$18,687
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
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$360/mo
vs 50% target ($2,815/mo)-87%
vs normal income ($5,631/mo)6% covered
Net income (after hedge)$21/mo
Downside budget
⚠ $120 is $48 below CC-SS $168.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,212
… as % of IC ($4,800)400.3%
… as % of ML ($56,800)33.8%
Recovery months (at normal income)3.4 mo
Surgical close (4 ct)$-32,292
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.18 collected) or spot ≥ $120.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $120)); 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 $118.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$119-120.20
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
≥ $120.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$120.00 (2.5σ)$72$-21,144+$11,138+$52
+2.5%$123.00 (2.7σ)$-1,128$-21,019+$11,263-$1,148
+5%$126.00 (3.0σ)$-2,328$-20,894+$11,388-$2,348
SS (= V-bounce)$161.00 (6.5σ)$-16,328$-19,438+$12,844-$15,948
V-BOUNCE STRESS (stock → CC-SS $168.21, where you are whole again, by expiry)
Starting unrealized P&L: $-32,282
+ Fortress recovery (un-capped): +$32,356
− CC assignment net of premium (4 × $120): -$19,212
Total Position P&L @ SS: $-19,138 (+$13,144 vs today)
Do-nothing baseline at SS: $-3,190 (this trade vs do-nothing: $-15,948, the opportunity cost of earning $360/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,920, position total $-20,416 (+$11,866 vs today)
🛡 safe yield4 × $10917 Jul6d14.8%91%19%$272$1,360-$1,700$23,412
Sell 4 × $109 14.8% OTM over spot $94.94 17 Jul 2026 (6d, $0.74 mid)
= $272 credit for the 6d cycle → $1,360/mo projected
Survival (stays ≤ $109)
91%
Breach risk
9%
POP (stays ≤ $109.74)
92%
EV / mo
+$801
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.4-5.9] median, 0.2 mo faster than no FIGHT (4.1 mo)  ·  32% of paths whole by 9 mo (vs 27% without)  ·  ~5.0 challenges expected  ·  median CC cash $3,858
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$1,294
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$126 @ 83% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.54/sh now → $3.92 mid-life (likely $3.22–$5.84)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets -$3.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 400 simulated challenges: the $109 strike is typically first touched on day 4 of 6, at $112 (overshoots $2.67). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10924 Jul 202610d left+$2.79/sh+$1,118
cycle +$1,390
[+$1,075…+$1,479] · 100% credit
68%
surv 53%
-$24,683 NOT
cap gain +$7,599
Reliable up-and-out (highest cap still free ≥60%)~$12131 Jul 202617d left+$0.62/sh+$249
cycle +$521
[-$23…+$558] · 74% credit
79%
surv 73%
-$20,226 NOT
cap gain +$12,056
Up-and-out for even (raise the cap, free)~$11524 Jul 202610d left+$0.21/sh+$84
cycle +$356
[-$136…+$337] · 59% credit
75%
surv 67%
-$23,041 NOT
cap gain +$9,241
Max even-money escape in the band~$12331 Jul 202617d left+$0.06/sh+$24
cycle +$296
[-$301…+$310] · 48% credit
80%
surv 76%
-$19,568 NOT
cap gain +$12,714
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 202617d left-$0.53/sh-$213
cycle +$59
[-$576…+$49] · 28% credit
83%
surv 79%
-$18,480 NOT
cap gain +$13,802
budget: banked $272 debit $213 (78% used ≈ 0.7 wk of income) → whole cycle still +$59 cash · rolled 4 ct earn ≈ $2,388/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$1,360/mo
vs 50% target ($2,815/mo)-52%
vs normal income ($5,631/mo)24% covered
Net income (after hedge)$1,021/mo
Downside budget
⚠ $109 is $59 below CC-SS $168.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,412
… as % of IC ($4,800)487.8%
… as % of ML ($56,800)41.2%
Recovery months (at normal income)4.2 mo
Surgical close (4 ct)$-32,306
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 $0.68 collected) or spot ≥ $109.74 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $109)); 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 $107.91Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$108-109.74
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
≥ $109.74
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$109.00 (1.4σ)$272$-25,801+$6,481+$252
+2.5%$111.72 (1.6σ)$-818$-25,688+$6,594-$838
+5%$114.45 (1.9σ)$-1,908$-25,574+$6,708-$1,928
SS (= V-bounce)$161.00 (6.5σ)$-20,528$-23,638+$8,644-$20,148
V-BOUNCE STRESS (stock → CC-SS $168.21, where you are whole again, by expiry)
Starting unrealized P&L: $-32,282
+ Fortress recovery (un-capped): +$32,356
− CC assignment net of premium (4 × $109): -$23,412
Total Position P&L @ SS: $-23,338 (+$8,944 vs today)
Do-nothing baseline at SS: $-3,190 (this trade vs do-nothing: $-20,148, the opportunity cost of earning $1,360/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,120, position total $-24,616 (+$7,666 vs today)
33% normal ← lean4 × $10617 Jul6d11.6%86%28%$412$2,060-$1,000$24,472
Sell 4 × $106 11.6% OTM over spot $94.94 17 Jul 2026 (6d, $1.08 mid)
= $412 credit for the 6d cycle → $2,060/mo projected
Survival (stays ≤ $106)
86%
Breach risk
14%
POP (stays ≤ $107.08)
88%
EV / mo
+$1,079
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.2-5.7] median, 0.1 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  30% of paths whole by 9 mo (vs 24% without)  ·  ~7.7 challenges expected  ·  median CC cash $6,175
🛡 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)
21%
Flat exit net (mid-life)
-$1,085
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$125 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.29/sh now → $3.74 mid-life (likely $3.59–$5.92)≈ $0 at expiry  |  you banked $1.03/sh, so a flat mid-life exit nets -$2.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 625 simulated challenges: the $106 strike is typically first touched on day 4 of 6, at $109 (overshoots $2.72). 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)~$10624 Jul 202610d left+$2.67/sh+$1,069
cycle +$1,481
[+$962…+$1,326] · 100% credit
68%
surv 53%
-$25,917 NOT
cap gain +$6,365
Reliable up-and-out (highest cap still free ≥60%)~$11731 Jul 202617d left+$0.60/sh+$240
cycle +$652
[-$89…+$381] · 66% credit
78%
surv 72%
-$21,862 NOT
cap gain +$10,420
Up-and-out for even (raise the cap, free)~$11224 Jul 202610d left+$0.11/sh+$44
cycle +$456
[-$227…+$153] · 45% credit
75%
surv 67%
-$24,266 NOT
cap gain +$8,016
Max even-money escape in the band~$11931 Jul 202617d left+$0.06/sh+$25
cycle +$437
[-$350…+$151] · 40% credit
80%
surv 75%
-$21,194 NOT
cap gain +$11,088
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12531 Jul 202617d left-$0.92/sh-$369
cycle +$43
[-$831…-$272] · 11% credit
85%
surv 82%
-$18,938 NOT
cap gain +$13,344
budget: banked $412 debit $369 (90% used ≈ 0.8 wk of income) → whole cycle still +$43 cash · rolled 4 ct earn ≈ $1,990/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$2,060/mo
vs 50% target ($2,815/mo)-27%
vs normal income ($5,631/mo)37% covered
Net income (after hedge)$1,721/mo
Downside budget
⚠ $106 is $62 below CC-SS $168.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,472
… as % of IC ($4,800)509.8%
… as % of ML ($56,800)43.1%
Recovery months (at normal income)4.3 mo
Surgical close (4 ct)$-32,302
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.03 collected) or spot ≥ $107.08 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $106)); 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 $104.94Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$105-107.08
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $107.08
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$106.00 (1.1σ)$412$-26,986+$5,296+$392
+2.5%$108.65 (1.3σ)$-648$-26,876+$5,406-$668
+5%$111.30 (1.6σ)$-1,708$-26,765+$5,517-$1,728
SS (= V-bounce)$161.00 (6.5σ)$-21,588$-24,698+$7,584-$21,208
V-BOUNCE STRESS (stock → CC-SS $168.21, where you are whole again, by expiry)
Starting unrealized P&L: $-32,282
+ Fortress recovery (un-capped): +$32,356
− CC assignment net of premium (4 × $106): -$24,472
Total Position P&L @ SS: $-24,398 (+$7,884 vs today)
Do-nothing baseline at SS: $-3,190 (this trade vs do-nothing: $-21,208, the opportunity cost of earning $2,060/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,180, position total $-25,676 (+$6,606 vs today)
🎯 50% normal4 × $10317 Jul6d8.5%80%32%$612$3,060$25,472
Sell 4 × $103 8.5% OTM over spot $94.94 17 Jul 2026 (6d, $1.64 mid)
= $612 credit for the 6d cycle → $3,060/mo projected
Survival (stays ≤ $103)
80%
Breach risk
20%
POP (stays ≤ $104.64)
84%
EV / mo
+$1,346
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [2.6-6.5] median, 0.4 mo SLOWER than no FIGHT (3.9 mo): roll costs eat the credits at this rung  ·  36% of paths whole by 9 mo (vs 26% without)  ·  ~12.0 challenges expected  ·  median CC cash $8,693
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$817
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$124 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.05/sh now → $3.57 mid-life (likely $3.73–$5.95)≈ $0 at expiry  |  you banked $1.53/sh, so a flat mid-life exit nets -$2.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 974 simulated challenges: the $103 strike is typically first touched on day 4 of 6, at $106 (overshoots $2.65). 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)~$10324 Jul 202610d left+$2.55/sh+$1,020
cycle +$1,632
[+$891…+$1,175] · 100% credit
68%
surv 53%
-$27,091 NOT
cap gain +$5,191
Reliable up-and-out (highest cap still free ≥60%)~$11331 Jul 202617d left+$0.97/sh+$386
cycle +$998
[+$45…+$487] · 80% credit
78%
surv 72%
-$23,282 NOT
cap gain +$9,000
Max even-money escape in the band~$11531 Jul 202617d left+$0.29/sh+$115
cycle +$727
[-$290…+$175] · 39% credit
80%
surv 75%
-$22,670 NOT
cap gain +$9,612
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)~$10924 Jul 202610d left+$0.01/sh+$5
cycle +$617
[-$319…+$60] · 28% credit
75%
surv 68%
-$25,429 NOT
cap gain +$6,853
Safety roll (pay small debit, max POP)~$12431 Jul 202617d left-$1.43/sh-$572
cycle +$40
[-$1,152…-$598] · 1% credit
87%
surv 85%
-$19,382 NOT
cap gain +$12,900
budget: banked $612 debit $572 (93% used ≈ 0.8 wk of income) → whole cycle still +$40 cash · rolled 4 ct earn ≈ $1,513/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$3,060/mo
vs 50% target ($2,815/mo)+9%
vs normal income ($5,631/mo)54% covered
Net income (after hedge)$2,721/mo
Downside budget
⚠ $103 is $65 below CC-SS $168.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,472
… as % of IC ($4,800)530.7%
… as % of ML ($56,800)44.8%
Recovery months (at normal income)4.5 mo
Surgical close (4 ct)$-32,326
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.38/sh (~25% of the $1.53 collected) or spot ≥ $104.64 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $103)); 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 $101.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$102-104.64
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $104.64
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$103.00 (≤1σ, normal week)$612$-28,111+$4,171+$592
+2.5%$105.57 (1.0σ)$-418$-28,004+$4,278-$438
+5%$108.15 (1.3σ)$-1,448$-27,896+$4,386-$1,468
SS (= V-bounce)$161.00 (6.5σ)$-22,588$-25,698+$6,584-$22,208
V-BOUNCE STRESS (stock → CC-SS $168.21, where you are whole again, by expiry)
Starting unrealized P&L: $-32,282
+ Fortress recovery (un-capped): +$32,356
− CC assignment net of premium (4 × $103): -$25,472
Total Position P&L @ SS: $-25,398 (+$6,884 vs today)
Do-nothing baseline at SS: $-3,190 (this trade vs do-nothing: $-22,208, the opportunity cost of earning $3,060/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,180, position total $-26,676 (+$5,606 vs today)
100% normal4 × $9817 Jul6d3.2%64%76%$1,200$6,000+$2,940$26,884
Sell 4 × $98 3.2% OTM over spot $94.94 17 Jul 2026 (6d, $3.10 mid)
= $1,200 credit for the 6d cycle → $6,000/mo projected
Survival (stays ≤ $98)
64%
Breach risk
36%
POP (stays ≤ $101.10)
74%
EV / mo
+$1,605
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.2-6.2] median, 0.1 mo faster than no FIGHT (4.2 mo)  ·  39% of paths whole by 9 mo (vs 26% without)  ·  ~26.4 challenges expected  ·  median CC cash $12,050
🛡 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)
61%
Flat exit net (mid-life)
-$119
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$123 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.66/sh now → $3.30 mid-life (likely $4.26–$6.51)≈ $0 at expiry  |  you banked $3.00/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,816 simulated challenges: the $98 strike is typically first touched on day 2 of 6, at $101 (overshoots $2.74). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9824 Jul 202610d left+$2.35/sh+$942
cycle +$2,142
[+$742…+$918] · 100% credit
68%
surv 53%
-$28,789 NOT
cap gain +$3,493
Reliable up-and-out (highest cap still free ≥60%)~$10631 Jul 202617d left+$0.98/sh+$390
cycle +$1,590
[-$100…+$242] · 64% credit
76%
surv 69%
-$25,781 NOT
cap gain +$6,501
Up-and-out for even (raise the cap, free)~$10324 Jul 202610d left+$0.07/sh+$27
cycle +$1,227
[-$410…-$108] · 14% credit
74%
surv 67%
-$27,469 NOT
cap gain +$4,813
Max even-money escape in the band~$11031 Jul 202617d left+$0.03/sh+$12
cycle +$1,212
[-$570…-$169] · 12% credit
80%
surv 76%
-$24,393 NOT
cap gain +$7,889
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12331 Jul 202617d left-$2.00/sh-$798
cycle +$402
[-$1,701…-$1,073]
90%
surv 90%
-$19,462 NOT
cap gain +$12,820
budget: banked $1,200 debit $798 (67% used ≈ 0.6 wk of income) → whole cycle still +$402 cash · rolled 4 ct earn ≈ $919/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$6,000/mo
vs 50% target ($2,815/mo)+113%
vs normal income ($5,631/mo)107% covered
Net income (after hedge)$5,661/mo
Downside budget
⚠ $98 is $70 below CC-SS $168.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,884
… as % of IC ($4,800)560.1%
… as % of ML ($56,800)47.3%
Recovery months (at normal income)4.8 mo
Surgical close (4 ct)$-32,322
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.75/sh (~25% of the $3.00 collected) or spot ≥ $101.10 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $98)); NOT the premium you collected. Momentum override: two daily closes above $128.13 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $97.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$97-101.10
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $101.10
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$98.00 (≤1σ, normal week)$1,200$-29,731+$2,551+$1,180
+2.5%$100.45 (≤1σ, normal week)$220$-29,629+$2,653+$200
+5%$102.90 (≤1σ, normal week)$-760$-29,527+$2,755-$780
SS (= V-bounce)$161.00 (6.5σ)$-24,000$-27,110+$5,172-$23,620
V-BOUNCE STRESS (stock → CC-SS $168.21, where you are whole again, by expiry)
Starting unrealized P&L: $-32,282
+ Fortress recovery (un-capped): +$32,356
− CC assignment net of premium (4 × $98): -$26,884
Total Position P&L @ SS: $-26,810 (+$5,472 vs today)
Do-nothing baseline at SS: $-3,190 (this trade vs do-nothing: $-23,620, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $137.48 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,592, position total $-28,088 (+$4,194 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 (35 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 35 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: 1.104 (IBKR)  |  Recovery@SS: +$32,356 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,190

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1036d17 Jul 2026$1.534/4$3,060$2,72180%84%+$1,346-$25,472530.7%$-25,398 (vs do-nothing $-22,208)
$1026d17 Jul 2026$1.784/4$3,560$3,22177%82%+$1,503-$25,772536.9%$-25,698 (vs do-nothing $-22,508)
$1016d17 Jul 2026$1.983/4$2,970$2,64274%80%+$1,124-$19,569407.7%$-20,311 (vs do-nothing $-17,121)
$1006d17 Jul 2026$2.313/4$3,465$3,13771%78%+$1,263-$19,770411.9%$-20,512 (vs do-nothing $-17,322)
$10213d24 Jul 2026$3.304/4$3,046$2,70770%77%+$797-$25,164524.3%$-25,090 (vs do-nothing $-21,900)
$10113d24 Jul 2026$3.604/4$3,323$2,98468%76%+$765-$25,444530.1%$-25,370 (vs do-nothing $-22,180)
$996d17 Jul 2026$2.673/4$4,005$3,67768%76%+$1,388-$19,962415.9%$-20,704 (vs do-nothing $-17,514)
$10220d31 Jul 2026$5.104/4$3,060$2,72168%76%+$760-$24,444509.3%$-24,370 (vs do-nothing $-21,180)
$10013d24 Jul 2026$3.804/4$3,508$3,16966%75%+$703-$25,764536.8%$-25,690 (vs do-nothing $-22,500)
$10120d31 Jul 2026$5.104/4$3,060$2,72166%75%+$568-$24,844517.6%$-24,770 (vs do-nothing $-21,580)
$98.506d17 Jul 2026$2.773/4$4,155$3,82765%75%+$1,112-$20,082418.4%$-20,824 (vs do-nothing $-17,634)
$10020d31 Jul 2026$5.604/4$3,360$3,02164%74%+$662-$25,044521.8%$-24,970 (vs do-nothing $-21,780)
$986d17 Jul 2026$3.002/4$3,000$2,68464%74%+$803-$13,442280.0%$-15,000 (vs do-nothing $-11,810)
Show 22 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$9913d24 Jul 2026$4.103/4$2,838$2,51163%73%+$469-$19,533406.9%$-20,275 (vs do-nothing $-17,085)
$98.5013d24 Jul 2026$4.353/4$3,012$2,68462%73%+$543-$19,608408.5%$-20,350 (vs do-nothing $-17,160)
$9920d31 Jul 2026$6.204/4$3,720$3,38162%73%+$802-$25,204525.1%$-25,130 (vs do-nothing $-21,940)
$97.506d17 Jul 2026$3.102/4$3,100$2,78462%73%+$724-$13,522281.7%$-15,080 (vs do-nothing $-11,890)
$9813d24 Jul 2026$4.753/4$3,288$2,96161%72%+$687-$19,638409.1%$-20,380 (vs do-nothing $-17,190)
$9820d31 Jul 2026$6.303/4$2,835$2,50760%72%+$471-$19,173399.4%$-19,915 (vs do-nothing $-16,725)
$976d17 Jul 2026$3.252/4$3,250$2,93460%72%+$684-$13,592283.2%$-15,150 (vs do-nothing $-11,960)
$97.5013d24 Jul 2026$4.703/4$3,254$2,92660%72%+$515-$19,803412.6%$-20,545 (vs do-nothing $-17,355)
$9713d24 Jul 2026$5.203/4$3,600$3,27259%71%+$718-$19,803412.6%$-20,545 (vs do-nothing $-17,355)
$9720d31 Jul 2026$7.003/4$3,150$2,82258%71%+$599-$19,263401.3%$-20,005 (vs do-nothing $-16,815)
$96.506d17 Jul 2026$3.502/4$3,500$3,18458%71%+$734-$13,642284.2%$-15,200 (vs do-nothing $-12,010)
$96.5013d24 Jul 2026$5.153/4$3,565$3,23857%70%+$534-$19,968416.0%$-20,710 (vs do-nothing $-17,520)
$966d17 Jul 2026$3.802/4$3,800$3,48456%70%+$823-$13,682285.0%$-15,240 (vs do-nothing $-12,050)
$9620d31 Jul 2026$7.203/4$3,240$2,91256%70%+$490-$19,503406.3%$-20,245 (vs do-nothing $-17,055)
$9613d24 Jul 2026$5.503/4$3,808$3,48056%70%+$622-$20,013416.9%$-20,755 (vs do-nothing $-17,565)
$9520d31 Jul 2026$7.903/4$3,555$3,22754%69%+$595-$19,593408.2%$-20,335 (vs do-nothing $-17,145)
$9513d24 Jul 2026$6.102/4$2,815$2,49953%69%+$474-$13,422279.6%$-14,980 (vs do-nothing $-11,790)
$956d17 Jul 2026$4.202/4$4,200$3,88452%68%+$767-$13,802287.5%$-15,360 (vs do-nothing $-12,170)
$9420d31 Jul 2026$8.353/4$3,757$3,43052%69%+$576-$19,758411.6%$-20,500 (vs do-nothing $-17,310)
$9413d24 Jul 2026$6.502/4$3,000$2,68451%68%+$425-$13,542282.1%$-15,100 (vs do-nothing $-11,910)
$946d17 Jul 2026$4.752/4$4,750$4,43448%67%+$815-$13,892289.4%$-15,450 (vs do-nothing $-12,260)
$93.506d17 Jul 2026$4.952/4$4,950$4,63446%66%+$860-$13,952290.7%$-15,510 (vs do-nothing $-12,320)

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  |  2026-07-11 00:20