FORTRESS FIGHT: MSTR @ $93.90

BE SS: $161.00  |  CC-SS: $167.16  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 03:39

MSTR @ $93.90   UNDERWATER $67.10 (41.7% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $167.16  |  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$5,446/mo95% ann ROI on ML
Hedge rolling cost$339/mo
Unrealized P&L$-32,326fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,723/mo
HEDGE COVER
$339/mo
NORMAL INCOME
$5,446/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $4,800
ML VELOCITY
10.4 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $167.16 (probe: $165C 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)
$33,578
was $32,326 · -4% earned back
Cycles closed
2
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 12 (live) · RSI 34 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 35 · %B 36 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.27 (+46%) · daily UBB $128.10 · 1-wk expected move ±$10 (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 $102 / 6d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($2,723/mo); it brings $2,860/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 × $97/6d for $5,580/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 × $117/6d (98% survival, $340/mo).
Downside anchor: the primary mortgages $25,493 (531% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 4.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-32,340 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 × $102, 81% survival, $2,860/mo (E[net] $906/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 × $10281%$2,860$906

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $906/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $102 (primary), 81% survival, breach 19%, $2,860/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $105 rung (33% normal) lifts survival to 87% (breach 19% → 13%) for $1,060/mo less (37% income) buys safety you do not really need here.
MSTR  spot $93.90 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $11717 Jul6d24.6%98%5%$68$340-$2,520$19,997
Sell 4 × $117 24.6% OTM over spot $93.90 17 Jul 2026 (6d, $0.19 mid)
= $68 credit for the 6d cycle → $340/mo projected
Survival (stays ≤ $117)
98%
Breach risk
2%
POP (stays ≤ $117.19)
98%
EV / mo
+$260
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.2-5.9] median, 0.1 mo faster than no FIGHT (3.8 mo)  ·  30% of paths whole by 9 mo (vs 28% without)  ·  ~1.1 challenges expected  ·  median CC cash $-505
🛡 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)
-$1,683
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$134 @ 82% POP
77% 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: $6.19/sh now → $4.38 mid-life (likely $2.87–$5.13)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$4.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 64 simulated challenges: the $117 strike is typically first touched on day 5 of 6, at $119 (overshoots $2.42). 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)~$11724 Jul 202610d left+$3.09/sh+$1,236
cycle +$1,304
[+$1,376…+$1,660] · 100% credit
68%
surv 53%
-$20,803 NOT
cap gain +$11,523
Up-and-out for even (raise the cap, free)~$12424 Jul 202610d left+$0.06/sh+$24
cycle +$92
[-$94…+$432] · 72% credit
76%
surv 68%
-$18,873 NOT
cap gain +$13,453
Max even-money escape in the band~$13331 Jul 202617d left+$0.02/sh+$9
cycle +$77
[-$159…+$485] · 70% credit
81%
surv 76%
-$14,907 NOT
cap gain +$17,419
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%)~$13431 Jul 202617d left-$0.07/sh-$27
cycle +$41
[-$196…+$446] · 67% credit
82%
surv 77%
-$14,501 NOT
cap gain +$17,825
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$340/mo
vs 50% target ($2,723/mo)-88%
vs normal income ($5,446/mo)6% covered
Net income (after hedge)$1/mo
Downside budget
⚠ $117 is $50 below CC-SS $167.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,997
… as % of IC ($4,800)416.6%
… as % of ML ($56,800)35.2%
Recovery months (at normal income)3.7 mo
Surgical close (4 ct)$-32,334
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 $0.17 collected) or spot ≥ $117.19 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $117)); NOT the premium you collected. Momentum override: two daily closes above $128.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $115.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$116-117.19
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
≥ $117.19
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$117.00 (2.4σ)$68$-22,039+$10,287+$48
+2.5%$119.92 (2.7σ)$-1,102$-21,915+$10,411-$1,122
+5%$122.85 (3.0σ)$-2,272$-21,791+$10,535-$2,292
SS (= V-bounce)$161.00 (7.0σ)$-17,532$-20,173+$12,153-$17,152
V-BOUNCE STRESS (stock → CC-SS $167.16, where you are whole again, by expiry)
Starting unrealized P&L: $-32,326
+ Fortress recovery (un-capped): +$32,411
− CC assignment net of premium (4 × $117): -$19,997
Total Position P&L @ SS: $-19,912 (+$12,414 vs today)
Do-nothing baseline at SS: $-2,760 (this trade vs do-nothing: $-17,152, the opportunity cost of earning $340/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,040, position total $-21,179 (+$11,147 vs today)
🛡 safe yield4 × $10717 Jul6d14.0%91%19%$280$1,400-$1,460$23,785
Sell 4 × $107 14.0% OTM over spot $93.90 17 Jul 2026 (6d, $0.72 mid)
= $280 credit for the 6d cycle → $1,400/mo projected
Survival (stays ≤ $107)
91%
Breach risk
9%
POP (stays ≤ $107.72)
92%
EV / mo
+$872
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.6-5.7] median, 0.2 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  32% of paths whole by 9 mo (vs 25% without)  ·  ~5.0 challenges expected  ·  median CC cash $4,396
🛡 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)
-$1,229
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$124 @ 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.33/sh now → $3.77 mid-life (likely $3.37–$5.94)≈ $0 at expiry  |  you banked $0.70/sh, so a flat mid-life exit nets -$3.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 375 simulated challenges: the $107 strike is typically first touched on day 4 of 6, at $110 (overshoots $2.73). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10724 Jul 202610d left+$2.66/sh+$1,066
cycle +$1,346
[+$1,017…+$1,374] · 100% credit
68%
surv 53%
-$25,185 NOT
cap gain +$7,141
Reliable up-and-out (highest cap still free ≥60%)~$11931 Jul 202617d left+$0.45/sh+$181
cycle +$461
[-$164…+$369] · 61% credit
79%
surv 74%
-$20,717 NOT
cap gain +$11,609
Max even-money escape in the band~$12031 Jul 202617d left+$0.17/sh+$70
cycle +$350
[-$300…+$254] · 47% credit
80%
surv 75%
-$20,385 NOT
cap gain +$11,941
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)~$11324 Jul 202610d left+$0.09/sh+$37
cycle +$317
[-$231…+$205] · 47% credit
76%
surv 68%
-$23,514 NOT
cap gain +$8,812
Safety roll (pay small debit, max POP)~$12431 Jul 202617d left-$0.58/sh-$233
cycle +$47
[-$668…-$61] · 22% credit
83%
surv 80%
-$18,919 NOT
cap gain +$13,407
budget: banked $280 debit $233 (83% used ≈ 0.7 wk of income) → whole cycle still +$47 cash · rolled 4 ct earn ≈ $2,251/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$1,400/mo
vs 50% target ($2,723/mo)-49%
vs normal income ($5,446/mo)26% covered
Net income (after hedge)$1,061/mo
Downside budget
⚠ $107 is $60 below CC-SS $167.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,785
… as % of IC ($4,800)495.5%
… as % of ML ($56,800)41.9%
Recovery months (at normal income)4.4 mo
Surgical close (4 ct)$-32,334
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 $0.70 collected) or spot ≥ $107.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $107)); NOT the premium you collected. Momentum override: two daily closes above $128.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $105.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$106-107.72
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
≥ $107.72
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$107.00 (1.4σ)$280$-26,251+$6,075+$260
+2.5%$109.67 (1.6σ)$-790$-26,137+$6,189-$810
+5%$112.35 (1.9σ)$-1,860$-26,024+$6,302-$1,880
SS (= V-bounce)$161.00 (7.0σ)$-21,320$-23,961+$8,365-$20,940
V-BOUNCE STRESS (stock → CC-SS $167.16, where you are whole again, by expiry)
Starting unrealized P&L: $-32,326
+ Fortress recovery (un-capped): +$32,411
− CC assignment net of premium (4 × $107): -$23,785
Total Position P&L @ SS: $-23,700 (+$8,626 vs today)
Do-nothing baseline at SS: $-2,760 (this trade vs do-nothing: $-20,940, the opportunity cost of earning $1,400/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,828, position total $-24,967 (+$7,359 vs today)
33% normal4 × $10517 Jul6d11.8%87%26%$360$1,800-$1,060$24,505
Sell 4 × $105 11.8% OTM over spot $93.90 17 Jul 2026 (6d, $0.94 mid)
= $360 credit for the 6d cycle → $1,800/mo projected
Survival (stays ≤ $105)
87%
Breach risk
13%
POP (stays ≤ $105.94)
89%
EV / mo
+$1,002
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.7-6.0] median, 0.1 mo SLOWER than no FIGHT (4.1 mo): roll costs eat the credits at this rung  ·  34% of paths whole by 9 mo (vs 27% without)  ·  ~7.0 challenges expected  ·  median CC cash $5,624
🛡 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)
17%
Flat exit net (mid-life)
-$1,102
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$122 @ 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.17/sh now → $3.66 mid-life (likely $3.32–$5.59)≈ $0 at expiry  |  you banked $0.90/sh, so a flat mid-life exit nets -$2.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 505 simulated challenges: the $105 strike is typically first touched on day 4 of 6, at $107 (overshoots $2.46). 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+$2.58/sh+$1,033
cycle +$1,393
[+$936…+$1,320] · 100% credit
68%
surv 53%
-$26,022 NOT
cap gain +$6,304
Reliable up-and-out (highest cap still free ≥60%)~$11631 Jul 202617d left+$0.61/sh+$244
cycle +$604
[-$52…+$411] · 70% credit
79%
surv 73%
-$21,901 NOT
cap gain +$10,425
Up-and-out for even (raise the cap, free)~$11124 Jul 202610d left+$0.03/sh+$10
cycle +$370
[-$236…+$147] · 44% credit
76%
surv 68%
-$24,347 NOT
cap gain +$7,979
Max even-money escape in the band~$11831 Jul 202617d left+$0.07/sh+$28
cycle +$388
[-$309…+$191] · 43% credit
80%
surv 76%
-$21,232 NOT
cap gain +$11,094
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12231 Jul 202617d left-$0.67/sh-$269
cycle +$91
[-$670…-$125] · 17% credit
84%
surv 81%
-$19,759 NOT
cap gain +$12,567
budget: banked $360 debit $269 (75% used ≈ 0.6 wk of income) → whole cycle still +$91 cash · rolled 4 ct earn ≈ $2,105/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$1,800/mo
vs 50% target ($2,723/mo)-34%
vs normal income ($5,446/mo)33% covered
Net income (after hedge)$1,461/mo
Downside budget
⚠ $105 is $62 below CC-SS $167.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,505
… as % of IC ($4,800)510.5%
… as % of ML ($56,800)43.1%
Recovery months (at normal income)4.5 mo
Surgical close (4 ct)$-32,340
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.90 collected) or spot ≥ $105.94 (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 $128.10 (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
$104-105.94
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $105.94
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 (1.2σ)$360$-27,055+$5,271+$340
+2.5%$107.62 (1.4σ)$-690$-26,944+$5,382-$710
+5%$110.25 (1.7σ)$-1,740$-26,833+$5,493-$1,760
SS (= V-bounce)$161.00 (7.0σ)$-22,040$-24,681+$7,645-$21,660
V-BOUNCE STRESS (stock → CC-SS $167.16, where you are whole again, by expiry)
Starting unrealized P&L: $-32,326
+ Fortress recovery (un-capped): +$32,411
− CC assignment net of premium (4 × $105): -$24,505
Total Position P&L @ SS: $-24,420 (+$7,906 vs today)
Do-nothing baseline at SS: $-2,760 (this trade vs do-nothing: $-21,660, the opportunity cost of earning $1,800/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,548, position total $-25,687 (+$6,639 vs today)
🎯 50% normal4 × $10217 Jul6d8.6%81%28%$572$2,860$25,493
Sell 4 × $102 8.6% OTM over spot $93.90 17 Jul 2026 (6d, $1.46 mid)
= $572 credit for the 6d cycle → $2,860/mo projected
Survival (stays ≤ $102)
81%
Breach risk
19%
POP (stays ≤ $103.47)
84%
EV / mo
+$1,381
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [2.8-5.9] median, 0.1 mo SLOWER than no FIGHT (4.1 mo): roll costs eat the credits at this rung  ·  34% of paths whole by 9 mo (vs 26% without)  ·  ~11.2 challenges expected  ·  median CC cash $8,457
🛡 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)
28%
Flat exit net (mid-life)
-$822
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$122 @ 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: $4.93/sh now → $3.48 mid-life (likely $3.68–$6.04)≈ $0 at expiry  |  you banked $1.43/sh, so a flat mid-life exit nets -$2.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 841 simulated challenges: the $102 strike is typically first touched on day 3 of 6, at $105 (overshoots $2.57). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10224 Jul 202610d left+$2.46/sh+$986
cycle +$1,558
[+$850…+$1,112] · 100% credit
68%
surv 53%
-$27,185 NOT
cap gain +$5,141
Reliable up-and-out (highest cap still free ≥60%)~$11131 Jul 202617d left+$0.94/sh+$376
cycle +$948
[+$50…+$437] · 80% credit
78%
surv 71%
-$23,769 NOT
cap gain +$8,557
Up-and-out for even (raise the cap, free)~$10724 Jul 202610d left+$0.23/sh+$92
cycle +$664
[-$220…+$124] · 39% credit
75%
surv 66%
-$25,823 NOT
cap gain +$6,503
Max even-money escape in the band~$11431 Jul 202617d left+$0.18/sh+$73
cycle +$645
[-$371…+$86] · 33% credit
80%
surv 75%
-$22,744 NOT
cap gain +$9,582
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12231 Jul 202617d left-$1.38/sh-$552
cycle +$20
[-$1,183…-$589] · 1% credit
87%
surv 85%
-$19,830 NOT
cap gain +$12,496
budget: banked $572 debit $552 (96% used ≈ 0.8 wk of income) → whole cycle still +$20 cash · rolled 4 ct earn ≈ $1,486/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$2,860/mo
vs 50% target ($2,723/mo)+5%
vs normal income ($5,446/mo)53% covered
Net income (after hedge)$2,521/mo
Downside budget
⚠ $102 is $65 below CC-SS $167.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,493
… as % of IC ($4,800)531.1%
… as % of ML ($56,800)44.9%
Recovery months (at normal income)4.7 mo
Surgical close (4 ct)$-32,340
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.36/sh (~25% of the $1.43 collected) or spot ≥ $103.47 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $102)); NOT the premium you collected. Momentum override: two daily closes above $128.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $100.98Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$101-103.47
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
≥ $103.47
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$102.00 (≤1σ, normal week)$572$-28,171+$4,155+$552
+2.5%$104.55 (1.1σ)$-448$-28,062+$4,264-$468
+5%$107.10 (1.4σ)$-1,468$-27,954+$4,372-$1,488
SS (= V-bounce)$161.00 (7.0σ)$-23,028$-25,669+$6,657-$22,648
V-BOUNCE STRESS (stock → CC-SS $167.16, where you are whole again, by expiry)
Starting unrealized P&L: $-32,326
+ Fortress recovery (un-capped): +$32,411
− CC assignment net of premium (4 × $102): -$25,493
Total Position P&L @ SS: $-25,408 (+$6,918 vs today)
Do-nothing baseline at SS: $-2,760 (this trade vs do-nothing: $-22,648, the opportunity cost of earning $2,860/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,536, position total $-26,675 (+$5,651 vs today)
100% normal4 × $9717 Jul6d3.3%64%74%$1,116$5,580+$2,720$26,949
Sell 4 × $97 3.3% OTM over spot $93.90 17 Jul 2026 (6d, $2.85 mid)
= $1,116 credit for the 6d cycle → $5,580/mo projected
Survival (stays ≤ $97)
64%
Breach risk
36%
POP (stays ≤ $99.85)
74%
EV / mo
+$1,599
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.4-5.6] median, 0.6 mo faster than no FIGHT (4.5 mo)  ·  33% of paths whole by 9 mo (vs 23% without)  ·  ~25.8 challenges expected  ·  median CC cash $10,999
🛡 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)
56%
Flat exit net (mid-life)
-$168
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$121 @ 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.54/sh now → $3.21 mid-life (likely $4.16–$5.97)≈ $0 at expiry  |  you banked $2.79/sh, so a flat mid-life exit nets -$0.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,694 simulated challenges: the $97 strike is typically first touched on day 2 of 6, at $99 (overshoots $2.41). 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)~$9724 Jul 202610d left+$2.27/sh+$908
cycle +$2,024
[+$716…+$886] · 100% credit
68%
surv 53%
-$28,930 NOT
cap gain +$3,396
Reliable up-and-out (highest cap still free ≥60%)~$10531 Jul 202617d left+$1.03/sh+$410
cycle +$1,526
[+$39…+$285] · 79% credit
78%
surv 71%
-$25,845 NOT
cap gain +$6,481
Max even-money escape in the band~$10831 Jul 202617d left+$0.18/sh+$73
cycle +$1,189
[-$436…-$96] · 17% credit
80%
surv 75%
-$24,855 NOT
cap gain +$7,471
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)~$10224 Jul 202610d left+$0.07/sh+$27
cycle +$1,143
[-$349…-$99] · 15% credit
75%
surv 67%
-$27,555 NOT
cap gain +$4,771
Safety roll (pay small debit, max POP)~$12131 Jul 202617d left-$1.98/sh-$792
cycle +$324
[-$1,586…-$1,072]
90%
surv 89%
-$19,969 NOT
cap gain +$12,357
budget: banked $1,116 debit $792 (71% used ≈ 0.6 wk of income) → whole cycle still +$324 cash · rolled 4 ct earn ≈ $867/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$5,580/mo
vs 50% target ($2,723/mo)+105%
vs normal income ($5,446/mo)102% covered
Net income (after hedge)$5,241/mo
Downside budget
⚠ $97 is $70 below CC-SS $167.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,949
… as % of IC ($4,800)561.4%
… as % of ML ($56,800)47.4%
Recovery months (at normal income)4.9 mo
Surgical close (4 ct)$-32,350
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.70/sh (~25% of the $2.79 collected) or spot ≥ $99.85 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $97)); NOT the premium you collected. Momentum override: two daily closes above $128.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $96.03Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$96-99.85
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
≥ $99.85
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$97.00 (≤1σ, normal week)$1,116$-29,839+$2,487+$1,096
+2.5%$99.42 (≤1σ, normal week)$146$-29,736+$2,590+$126
+5%$101.85 (≤1σ, normal week)$-824$-29,633+$2,693-$844
SS (= V-bounce)$161.00 (7.0σ)$-24,484$-27,125+$5,201-$24,104
V-BOUNCE STRESS (stock → CC-SS $167.16, where you are whole again, by expiry)
Starting unrealized P&L: $-32,326
+ Fortress recovery (un-capped): +$32,411
− CC assignment net of premium (4 × $97): -$26,949
Total Position P&L @ SS: $-26,864 (+$5,462 vs today)
Do-nothing baseline at SS: $-2,760 (this trade vs do-nothing: $-24,104, the opportunity cost of earning $5,580/mo FIGHT income now)
BB-reversion stress (→ $137.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,992, position total $-28,131 (+$4,195 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 (36 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 36 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: 1.106 (IBKR)  |  Recovery@SS: +$32,411 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,760

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1026d17 Jul 2026$1.434/4$2,860$2,52181%84%+$1,381-$25,493531.1%$-25,408 (vs do-nothing $-22,648)
$1016d17 Jul 2026$1.614/4$3,220$2,88178%83%+$1,411-$25,821537.9%$-25,736 (vs do-nothing $-22,976)
$1006d17 Jul 2026$1.903/4$2,850$2,52275%80%+$1,114-$19,579407.9%$-20,205 (vs do-nothing $-17,445)
$996d17 Jul 2026$2.113/4$3,165$2,83771%78%+$1,070-$19,816412.8%$-20,442 (vs do-nothing $-17,682)
$10113d24 Jul 2026$3.054/4$2,815$2,47671%78%+$795-$25,245525.9%$-25,160 (vs do-nothing $-22,400)
$98.506d17 Jul 2026$2.293/4$3,435$3,10770%77%+$1,140-$19,912414.8%$-20,538 (vs do-nothing $-17,778)
$10013d24 Jul 2026$3.404/4$3,138$2,79969%77%+$864-$25,505531.3%$-25,420 (vs do-nothing $-22,660)
$10120d31 Jul 2026$4.654/4$2,790$2,45169%77%+$836-$24,605512.6%$-24,520 (vs do-nothing $-21,760)
$986d17 Jul 2026$2.453/4$3,675$3,34768%76%+$1,165-$20,014416.9%$-20,640 (vs do-nothing $-17,880)
$10020d31 Jul 2026$5.204/4$3,120$2,78167%76%+$983-$24,785516.3%$-24,700 (vs do-nothing $-21,940)
$9913d24 Jul 2026$3.704/4$3,415$3,07667%75%+$859-$25,785537.2%$-25,700 (vs do-nothing $-22,940)
$97.506d17 Jul 2026$2.603/4$3,900$3,57266%75%+$1,160-$20,119419.1%$-20,745 (vs do-nothing $-17,985)
$98.5013d24 Jul 2026$3.754/4$3,462$3,12265%74%+$754-$25,965540.9%$-25,880 (vs do-nothing $-23,120)
Show 23 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$9920d31 Jul 2026$5.304/4$3,180$2,84165%75%+$846-$25,145523.8%$-25,060 (vs do-nothing $-22,300)
$976d17 Jul 2026$2.792/4$2,790$2,47464%74%+$800-$13,474280.7%$-14,812 (vs do-nothing $-12,052)
$9813d24 Jul 2026$4.053/4$2,804$2,47664%74%+$655-$19,534406.9%$-20,160 (vs do-nothing $-17,400)
$97.5013d24 Jul 2026$4.203/4$2,908$2,58063%73%+$634-$19,639409.1%$-20,265 (vs do-nothing $-17,505)
$96.506d17 Jul 2026$2.952/4$2,950$2,63462%73%+$785-$13,542282.1%$-14,880 (vs do-nothing $-12,120)
$9820d31 Jul 2026$5.804/4$3,480$3,14162%73%+$682-$25,345528.0%$-25,260 (vs do-nothing $-22,500)
$9713d24 Jul 2026$4.403/4$3,046$2,71961%73%+$642-$19,729411.0%$-20,355 (vs do-nothing $-17,595)
$966d17 Jul 2026$3.152/4$3,150$2,83461%72%+$799-$13,602283.4%$-14,940 (vs do-nothing $-12,180)
$9720d31 Jul 2026$6.103/4$2,745$2,41761%73%+$667-$19,219400.4%$-19,845 (vs do-nothing $-17,085)
$96.5013d24 Jul 2026$4.553/4$3,150$2,82260%72%+$610-$19,834413.2%$-20,460 (vs do-nothing $-17,700)
$9613d24 Jul 2026$4.803/4$3,323$2,99559%71%+$642-$19,909414.8%$-20,535 (vs do-nothing $-17,775)
$9620d31 Jul 2026$6.553/4$2,947$2,62058%71%+$488-$19,384403.8%$-20,010 (vs do-nothing $-17,250)
$956d17 Jul 2026$3.602/4$3,600$3,28457%71%+$908-$13,712285.7%$-15,050 (vs do-nothing $-12,290)
$9520d31 Jul 2026$7.053/4$3,172$2,84556%71%+$722-$19,534406.9%$-20,160 (vs do-nothing $-17,400)
$9513d24 Jul 2026$5.353/4$3,704$3,37656%70%+$721-$20,044417.6%$-20,670 (vs do-nothing $-17,910)
$9420d31 Jul 2026$7.503/4$3,375$3,04754%70%+$721-$19,699410.4%$-20,325 (vs do-nothing $-17,565)
$9413d24 Jul 2026$5.902/4$2,723$2,40753%69%+$518-$13,452280.3%$-14,790 (vs do-nothing $-12,030)
$946d17 Jul 2026$4.102/4$4,100$3,78452%69%+$889-$13,812287.8%$-15,150 (vs do-nothing $-12,390)
$9320d31 Jul 2026$8.003/4$3,600$3,27252%68%+$511-$19,849413.5%$-20,475 (vs do-nothing $-17,715)
$9313d24 Jul 2026$6.152/4$2,838$2,52251%68%+$399-$13,602283.4%$-14,940 (vs do-nothing $-12,180)
$93.506d17 Jul 2026$4.352/4$4,350$4,03450%68%+$954-$13,862288.8%$-15,200 (vs do-nothing $-12,440)
$936d17 Jul 2026$4.602/4$4,600$4,28448%67%+$887-$13,912289.8%$-15,250 (vs do-nothing $-12,490)
$92.506d17 Jul 2026$4.652/4$4,650$4,33446%66%+$668-$14,002291.7%$-15,340 (vs do-nothing $-12,580)

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 03:39