FORTRESS FIGHT: MSTR @ $94.90

BE SS: $161.00  |  CC-SS: $170.41  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 13:38

MSTR @ $94.90   UNDERWATER $66.10 (41.1% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $170.41  |  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$5,262/mo95% ann ROI on ML
Hedge rolling cost$336/mo
Unrealized P&L$-32,524fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,631/mo
HEDGE COVER
$336/mo
NORMAL INCOME
$5,262/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $4,800
ML VELOCITY
10.8 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $170.41 (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)
$33,776
was $32,524 · -4% earned back
Cycles closed
2
Credit in flight
$0
CC-SS ratchet
$185.24 → $170.41
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 13 (live) · RSI 34 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 36 · %B 37 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.31 (+45%) · 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 $103 / 6d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($2,631/mo); it brings $2,640/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 × $97.50/6d for $5,420/mo, but breach risk rises to 37% (+18pp 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 × $118/6d (98% survival, $340/mo).
Downside anchor: the primary mortgages $26,436 (551% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 5.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-32,548 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 (6d) · sell 4 × $103, 80% survival, $2,640/mo (E[net] $755/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%$2,640$755

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $755/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $103 (primary), 80% survival, breach 20%, $2,640/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $106 rung (33% normal) lifts survival to 87% (breach 20% → 13%) for $900/mo less (34% income) buys safety you do not really need here.
MSTR  spot $94.90 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $11817 Jul6d24.3%98%5%$68$340-$2,300$20,896
Sell 4 × $118 24.3% OTM over spot $94.90 17 Jul 2026 (6d, $0.18 mid)
= $68 credit for the 6d cycle → $340/mo projected
Survival (stays ≤ $118)
98%
Breach risk
2%
POP (stays ≤ $118.19)
98%
EV / mo
+$251
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.0 mo [3.3-6.9] median  ·  25% of paths whole by 9 mo (vs 24% without)  ·  ~1.3 challenges expected  ·  median CC cash $-460
🛡 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)
-$1,558
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$134 @ 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.75/sh now → $4.06 mid-life (likely $2.72–$4.84)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$3.89/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 50 simulated challenges: the $118 strike is typically first touched on day 5 of 6, at $121 (overshoots $2.85). 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)~$11824 Jul 202610d left+$3.15/sh+$1,259
cycle +$1,327
[+$1,410…+$1,682] · 100% credit
68%
surv 53%
-$22,881 NOT
cap gain +$9,643
Up-and-out for even (raise the cap, free)~$12524 Jul 202610d left+$0.27/sh+$107
cycle +$175
[+$78…+$466] · 82% credit
75%
surv 68%
-$21,477 NOT
cap gain +$11,047
Max even-money escape in the band~$13331 Jul 202617d left+$0.39/sh+$156
cycle +$224
[+$114…+$586] · 82% credit
80%
surv 75%
-$18,548 NOT
cap gain +$13,976
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-$0.20/sh-$80
cycle -$12
[-$135…+$361] · 64% credit
80%
surv 76%
-$18,424 NOT
cap gain +$14,100
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 ($2,631/mo)-87%
vs normal income ($5,262/mo)6% covered
Net income (after hedge)$4/mo
Downside budget
⚠ $118 is $52 below CC-SS $170.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,896
… as % of IC ($4,800)435.3%
… as % of ML ($56,800)36.8%
Recovery months (at normal income)4.0 mo
Surgical close (4 ct)$-32,530
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 ≥ $118.19 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $118)); 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 $116.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$117-118.19
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
≥ $118.19
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$118.00 (2.4σ)$68$-24,140+$8,384+$48
+2.5%$120.95 (2.7σ)$-1,112$-24,258+$8,266-$1,132
+5%$123.90 (3.0σ)$-2,292$-24,376+$8,148-$2,312
SS (= V-bounce)$161.00 (6.9σ)$-17,132$-25,860+$6,664-$16,752
V-BOUNCE STRESS (stock → CC-SS $170.41, where you are whole again, by expiry)
Starting unrealized P&L: $-32,524
+ Fortress recovery (un-capped): +$27,183
− CC assignment net of premium (4 × $118): -$20,896
Total Position P&L @ SS: $-26,236 (+$6,288 vs today)
Do-nothing baseline at SS: $-9,484 (this trade vs do-nothing: $-16,752, the opportunity cost of earning $340/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,656, position total $-24,912 (+$7,612 vs today)
🛡 safe yield4 × $10817 Jul6d13.8%90%20%$252$1,260-$1,380$24,712
Sell 4 × $108 13.8% OTM over spot $94.90 17 Jul 2026 (6d, $0.67 mid)
= $252 credit for the 6d cycle → $1,260/mo projected
Survival (stays ≤ $108)
90%
Breach risk
10%
POP (stays ≤ $108.67)
91%
EV / mo
+$678
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.8-6.4] median  ·  20% of paths whole by 9 mo (vs 15% without)  ·  ~5.9 challenges expected  ·  median CC cash $3,728
🛡 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)
-$1,149
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$124 @ 82% 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: $4.95/sh now → $3.50 mid-life (likely $2.80–$5.08)≈ $0 at expiry  |  you banked $0.63/sh, so a flat mid-life exit nets -$2.87/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 380 simulated challenges: the $108 strike is typically first touched on day 4 of 6, at $110 (overshoots $2.40). 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+$2.72/sh+$1,087
cycle +$1,339
[+$1,079…+$1,414] · 100% credit
68%
surv 53%
-$26,469 NOT
cap gain +$6,055
Reliable up-and-out (highest cap still free ≥60%)~$12031 Jul 202617d left+$0.63/sh+$254
cycle +$506
[+$17…+$544] · 78% credit
79%
surv 74%
-$22,946 NOT
cap gain +$9,578
Up-and-out for even (raise the cap, free)~$11424 Jul 202610d left+$0.07/sh+$28
cycle +$280
[-$169…+$275] · 52% credit
75%
surv 68%
-$25,332 NOT
cap gain +$7,192
Max even-money escape in the band~$12231 Jul 202617d left+$0.05/sh+$19
cycle +$271
[-$259…+$300] · 48% credit
80%
surv 76%
-$22,461 NOT
cap gain +$10,063
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12431 Jul 202617d left-$0.60/sh-$240
cycle +$12
[-$567…+$28] · 28% credit
82%
surv 79%
-$22,000 NOT
cap gain +$10,524
budget: banked $252 debit $240 (95% used ≈ 0.8 wk of income) → whole cycle still +$12 cash · rolled 4 ct earn ≈ $2,049/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$1,260/mo
vs 50% target ($2,631/mo)-52%
vs normal income ($5,262/mo)24% covered
Net income (after hedge)$924/mo
Downside budget
⚠ $108 is $62 below CC-SS $170.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,712
… as % of IC ($4,800)514.8%
… as % of ML ($56,800)43.5%
Recovery months (at normal income)4.7 mo
Surgical close (4 ct)$-32,540
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.63 collected) or spot ≥ $108.67 (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 $128.10 (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
$107-108.67
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $108.67
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$108.00 (1.4σ)$252$-27,556+$4,968+$232
+2.5%$110.70 (1.6σ)$-828$-27,664+$4,860-$848
+5%$113.40 (1.9σ)$-1,908$-27,772+$4,752-$1,928
SS (= V-bounce)$161.00 (6.9σ)$-20,948$-29,676+$2,848-$20,568
V-BOUNCE STRESS (stock → CC-SS $170.41, where you are whole again, by expiry)
Starting unrealized P&L: $-32,524
+ Fortress recovery (un-capped): +$27,183
− CC assignment net of premium (4 × $108): -$24,712
Total Position P&L @ SS: $-30,052 (+$2,472 vs today)
Do-nothing baseline at SS: $-9,484 (this trade vs do-nothing: $-20,568, the opportunity cost of earning $1,260/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,472, position total $-28,728 (+$3,796 vs today)
33% normal4 × $10617 Jul6d11.7%87%27%$348$1,740-$900$25,416
Sell 4 × $106 11.7% OTM over spot $94.90 17 Jul 2026 (6d, $0.90 mid)
= $348 credit for the 6d cycle → $1,740/mo projected
Survival (stays ≤ $106)
87%
Breach risk
13%
POP (stays ≤ $106.90)
89%
EV / mo
+$867
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [3.0-6.6] median  ·  26% of paths whole by 9 mo (vs 17% without)  ·  ~7.7 challenges expected  ·  median CC cash $5,339
🛡 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)
19%
Flat exit net (mid-life)
-$1,011
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$123 @ 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: $4.80/sh now → $3.40 mid-life (likely $3.07–$5.28)≈ $0 at expiry  |  you banked $0.87/sh, so a flat mid-life exit nets -$2.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 557 simulated challenges: the $106 strike is typically first touched on day 4 of 6, at $109 (overshoots $2.58). 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+$2.64/sh+$1,055
cycle +$1,403
[+$984…+$1,309] · 100% credit
68%
surv 53%
-$27,125 NOT
cap gain +$5,399
Reliable up-and-out (highest cap still free ≥60%)~$11831 Jul 202617d left+$0.52/sh+$210
cycle +$558
[-$83…+$355] · 64% credit
79%
surv 74%
-$23,614 NOT
cap gain +$8,910
Max even-money escape in the band~$11931 Jul 202617d left+$0.05/sh+$20
cycle +$368
[-$320…+$165] · 38% credit
80%
surv 75%
-$23,444 NOT
cap gain +$9,080
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)~$11224 Jul 202610d left+$0.01/sh+$3
cycle +$351
[-$242…+$126] · 37% credit
75%
surv 68%
-$25,981 NOT
cap gain +$6,543
Safety roll (pay small debit, max POP)~$12331 Jul 202617d left-$0.81/sh-$325
cycle +$23
[-$744…-$184] · 11% credit
83%
surv 80%
-$22,349 NOT
cap gain +$10,175
budget: banked $348 debit $325 (93% used ≈ 0.8 wk of income) → whole cycle still +$23 cash · rolled 4 ct earn ≈ $1,824/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$1,740/mo
vs 50% target ($2,631/mo)-34%
vs normal income ($5,262/mo)33% covered
Net income (after hedge)$1,404/mo
Downside budget
⚠ $106 is $64 below CC-SS $170.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,416
… as % of IC ($4,800)529.5%
… as % of ML ($56,800)44.7%
Recovery months (at normal income)4.8 mo
Surgical close (4 ct)$-32,536
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.22/sh (~25% of the $0.87 collected) or spot ≥ $106.90 (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 $128.10 (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
$105-106.90
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
≥ $106.90
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$106.00 (1.2σ)$348$-28,180+$4,344+$328
+2.5%$108.65 (1.4σ)$-712$-28,286+$4,238-$732
+5%$111.30 (1.7σ)$-1,772$-28,392+$4,132-$1,792
SS (= V-bounce)$161.00 (6.9σ)$-21,652$-30,380+$2,144-$21,272
V-BOUNCE STRESS (stock → CC-SS $170.41, where you are whole again, by expiry)
Starting unrealized P&L: $-32,524
+ Fortress recovery (un-capped): +$27,183
− CC assignment net of premium (4 × $106): -$25,416
Total Position P&L @ SS: $-30,756 (+$1,768 vs today)
Do-nothing baseline at SS: $-9,484 (this trade vs do-nothing: $-21,272, the opportunity cost of earning $1,740/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,176, position total $-29,432 (+$3,092 vs today)
🎯 50% normal4 × $10317 Jul6d8.5%80%29%$528$2,640$26,436
Sell 4 × $103 8.5% OTM over spot $94.90 17 Jul 2026 (6d, $1.38 mid)
= $528 credit for the 6d cycle → $2,640/mo projected
Survival (stays ≤ $103)
80%
Breach risk
20%
POP (stays ≤ $104.38)
84%
EV / mo
+$1,068
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.1 mo [3.4-6.9] median  ·  27% of paths whole by 9 mo (vs 20% without)  ·  ~12.1 challenges expected  ·  median CC cash $8,005
🛡 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)
29%
Flat exit net (mid-life)
-$767
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$123 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.58/sh now → $3.24 mid-life (likely $3.32–$5.43)≈ $0 at expiry  |  you banked $1.32/sh, so a flat mid-life exit nets -$1.92/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 873 simulated challenges: the $103 strike is typically first touched on day 4 of 6, at $105 (overshoots $2.50). 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+$2.52/sh+$1,006
cycle +$1,534
[+$907…+$1,191] · 100% credit
68%
surv 53%
-$28,074 NOT
cap gain +$4,450
Reliable up-and-out (highest cap still free ≥60%)~$11331 Jul 202617d left+$0.67/sh+$266
cycle +$794
[-$96…+$347] · 64% credit
78%
surv 72%
-$25,178 NOT
cap gain +$7,346
Up-and-out for even (raise the cap, free)~$10824 Jul 202610d left+$0.37/sh+$148
cycle +$676
[-$109…+$225] · 55% credit
75%
surv 66%
-$27,096 NOT
cap gain +$5,428
Max even-money escape in the band~$11531 Jul 202617d left+$0.36/sh+$146
cycle +$674
[-$232…+$215] · 45% credit
80%
surv 75%
-$24,578 NOT
cap gain +$7,946
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-$1.06/sh-$426
cycle +$102
[-$936…-$421] · 3% credit
86%
surv 84%
-$22,270 NOT
cap gain +$10,254
budget: banked $528 debit $426 (81% used ≈ 0.7 wk of income) → whole cycle still +$102 cash · rolled 4 ct earn ≈ $1,535/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$2,640/mo
vs 50% target ($2,631/mo)+0%
vs normal income ($5,262/mo)50% covered
Net income (after hedge)$2,304/mo
Downside budget
⚠ $103 is $67 below CC-SS $170.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,436
… as % of IC ($4,800)550.7%
… as % of ML ($56,800)46.5%
Recovery months (at normal income)5.0 mo
Surgical close (4 ct)$-32,548
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.33/sh (~25% of the $1.32 collected) or spot ≥ $104.38 (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 $128.10 (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
$102-104.38
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $104.38
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$103.00 (≤1σ, normal week)$528$-29,080+$3,444+$508
+2.5%$105.57 (1.1σ)$-502$-29,183+$3,341-$522
+5%$108.15 (1.4σ)$-1,532$-29,286+$3,238-$1,552
SS (= V-bounce)$161.00 (6.9σ)$-22,672$-31,400+$1,124-$22,292
V-BOUNCE STRESS (stock → CC-SS $170.41, where you are whole again, by expiry)
Starting unrealized P&L: $-32,524
+ Fortress recovery (un-capped): +$27,183
− CC assignment net of premium (4 × $103): -$26,436
Total Position P&L @ SS: $-31,776 (+$748 vs today)
Do-nothing baseline at SS: $-9,484 (this trade vs do-nothing: $-22,292, the opportunity cost of earning $2,640/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,196, position total $-30,452 (+$2,072 vs today)
100% normal4 × $97.5017 Jul6d2.7%63%78%$1,084$5,420+$2,780$28,080
Sell 4 × $97.50 2.7% OTM over spot $94.90 17 Jul 2026 (6d, $2.88 mid)
= $1,084 credit for the 6d cycle → $5,420/mo projected
Survival (stays ≤ $97.50)
63%
Breach risk
37%
POP (stays ≤ $100.38)
73%
EV / mo
+$1,149
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.7 mo [3.3-7.0] median, 0.4 mo SLOWER than no FIGHT (4.3 mo): roll costs eat the credits at this rung  ·  26% of paths whole by 9 mo (vs 17% without)  ·  ~30.5 challenges expected  ·  median CC cash $11,422
🛡 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)
60%
Flat exit net (mid-life)
-$99
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$123 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.18/sh now → $2.96 mid-life (likely $3.73–$5.64)≈ $0 at expiry  |  you banked $2.71/sh, so a flat mid-life exit nets -$0.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,791 simulated challenges: the $98 strike is typically first touched on day 2 of 6, at $100 (overshoots $2.43). 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+$2.30/sh+$920
cycle +$2,004
[+$764…+$918] · 100% credit
68%
surv 53%
-$29,584 NOT
cap gain +$2,940
Reliable up-and-out (highest cap still free ≥60%)~$10731 Jul 202617d left+$0.83/sh+$331
cycle +$1,415
[-$92…+$210] · 63% credit
78%
surv 72%
-$26,897 NOT
cap gain +$5,627
Up-and-out for even (raise the cap, free)~$10324 Jul 202610d left+$0.19/sh+$75
cycle +$1,159
[-$262…-$24] · 22% credit
75%
surv 67%
-$28,593 NOT
cap gain +$3,931
Max even-money escape in the band~$11031 Jul 202617d left+$0.09/sh+$36
cycle +$1,120
[-$466…-$108] · 16% credit
81%
surv 76%
-$26,112 NOT
cap gain +$6,412
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-$1.75/sh-$700
cycle +$384
[-$1,448…-$918]
91%
surv 90%
-$22,168 NOT
cap gain +$10,356
budget: banked $1,084 debit $700 (65% used ≈ 0.6 wk of income) → whole cycle still +$384 cash · rolled 4 ct earn ≈ $853/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$5,420/mo
vs 50% target ($2,631/mo)+106%
vs normal income ($5,262/mo)103% covered
Net income (after hedge)$5,084/mo
Downside budget
⚠ $97.50 is $73 below CC-SS $170.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,080
… as % of IC ($4,800)585.0%
… as % of ML ($56,800)49.4%
Recovery months (at normal income)5.3 mo
Surgical close (4 ct)$-32,592
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.68/sh (~25% of the $2.71 collected) or spot ≥ $100.38 (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 $128.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $96.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$97-100.38
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $100.38
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$97.50 (≤1σ, normal week)$1,084$-30,504+$2,020+$1,064
+2.5%$99.94 (≤1σ, normal week)$109$-30,602+$1,922+$89
+5%$102.38 (≤1σ, normal week)$-866$-30,699+$1,825-$886
SS (= V-bounce)$161.00 (6.9σ)$-24,316$-33,044-$520-$23,936
V-BOUNCE STRESS (stock → CC-SS $170.41, where you are whole again, by expiry)
Starting unrealized P&L: $-32,524
+ Fortress recovery (un-capped): +$27,183
− CC assignment net of premium (4 × $97.50): -$28,080
Total Position P&L @ SS: $-33,420 ($-896 vs today)
Do-nothing baseline at SS: $-9,484 (this trade vs do-nothing: $-23,936, the opportunity cost of earning $5,420/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,840, position total $-32,096 (+$428 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: 0.900 (fallback)  |  Recovery@SS: +$27,183 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,484

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1036d17 Jul 2026$1.324/4$2,640$2,30480%84%+$1,068-$26,436550.7%$-31,776 (vs do-nothing $-22,292)
$1026d17 Jul 2026$1.514/4$3,020$2,68478%82%+$1,118-$26,760557.5%$-32,100 (vs do-nothing $-22,616)
$1016d17 Jul 2026$1.754/4$3,500$3,16475%80%+$1,205-$27,064563.8%$-32,404 (vs do-nothing $-22,920)
$1006d17 Jul 2026$2.013/4$3,015$2,69172%78%+$946-$20,520427.5%$-26,896 (vs do-nothing $-17,412)
$10213d24 Jul 2026$2.994/4$2,760$2,42471%78%+$732-$26,168545.2%$-31,508 (vs do-nothing $-22,024)
$10113d24 Jul 2026$3.154/4$2,908$2,57269%76%+$626-$26,504552.2%$-31,844 (vs do-nothing $-22,360)
$996d17 Jul 2026$2.243/4$3,360$3,03668%76%+$886-$20,751432.3%$-27,127 (vs do-nothing $-17,643)
$10220d31 Jul 2026$4.454/4$2,670$2,33468%76%+$447-$25,584533.0%$-30,924 (vs do-nothing $-21,440)
$10013d24 Jul 2026$3.604/4$3,323$2,98767%75%+$762-$26,724556.7%$-32,064 (vs do-nothing $-22,580)
$98.506d17 Jul 2026$2.483/4$3,720$3,39666%75%+$1,019-$20,829433.9%$-27,205 (vs do-nothing $-17,721)
$10120d31 Jul 2026$4.754/4$2,850$2,51466%75%+$436-$25,864538.8%$-31,204 (vs do-nothing $-21,720)
$986d17 Jul 2026$2.633/4$3,945$3,62164%74%+$1,002-$20,934436.1%$-27,310 (vs do-nothing $-17,826)
$10020d31 Jul 2026$5.404/4$3,240$2,90464%74%+$622-$26,004541.7%$-31,344 (vs do-nothing $-21,860)
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$3.853/4$2,665$2,34164%74%+$514-$20,268422.2%$-26,644 (vs do-nothing $-17,160)
$98.5013d24 Jul 2026$4.003/4$2,769$2,44563%73%+$494-$20,373424.4%$-26,749 (vs do-nothing $-17,265)
$97.506d17 Jul 2026$2.712/4$2,710$2,39763%73%+$575-$14,040292.5%$-21,452 (vs do-nothing $-11,968)
$9920d31 Jul 2026$5.504/4$3,300$2,96462%73%+$464-$26,364549.2%$-31,704 (vs do-nothing $-22,220)
$9813d24 Jul 2026$4.303/4$2,977$2,65361%72%+$573-$20,433425.7%$-26,809 (vs do-nothing $-17,325)
$976d17 Jul 2026$3.002/4$3,000$2,68761%72%+$680-$14,082293.4%$-21,494 (vs do-nothing $-12,010)
$9820d31 Jul 2026$6.203/4$2,790$2,46660%72%+$488-$19,863413.8%$-26,239 (vs do-nothing $-16,755)
$97.5013d24 Jul 2026$4.403/4$3,046$2,72260%72%+$507-$20,553428.2%$-26,929 (vs do-nothing $-17,445)
$9713d24 Jul 2026$4.603/4$3,185$2,86159%71%+$504-$20,643430.1%$-27,019 (vs do-nothing $-17,535)
$96.506d17 Jul 2026$3.202/4$3,200$2,88759%71%+$683-$14,142294.6%$-21,554 (vs do-nothing $-12,070)
$9720d31 Jul 2026$6.353/4$2,857$2,53358%71%+$370-$20,118419.1%$-26,494 (vs do-nothing $-17,010)
$96.5013d24 Jul 2026$4.853/4$3,358$3,03457%70%+$531-$20,718431.6%$-27,094 (vs do-nothing $-17,610)
$966d17 Jul 2026$3.352/4$3,350$3,03757%70%+$625-$14,212296.1%$-21,624 (vs do-nothing $-12,140)
$9620d31 Jul 2026$6.853/4$3,082$2,75856%70%+$398-$20,268422.2%$-26,644 (vs do-nothing $-17,160)
$9613d24 Jul 2026$5.053/4$3,496$3,17256%70%+$516-$20,808433.5%$-27,184 (vs do-nothing $-17,700)
$9520d31 Jul 2026$7.553/4$3,398$3,07354%69%+$504-$20,358424.1%$-26,734 (vs do-nothing $-17,250)
$9513d24 Jul 2026$5.702/4$2,631$2,31853%69%+$428-$13,942290.5%$-21,354 (vs do-nothing $-11,870)
$956d17 Jul 2026$3.852/4$3,850$3,53752%68%+$671-$14,312298.2%$-21,724 (vs do-nothing $-12,240)
$9420d31 Jul 2026$7.803/4$3,510$3,18652%68%+$396-$20,583428.8%$-26,959 (vs do-nothing $-17,475)
$9413d24 Jul 2026$6.052/4$2,792$2,48050%67%+$357-$14,072293.2%$-21,484 (vs do-nothing $-12,000)
$946d17 Jul 2026$4.402/4$4,400$4,08748%66%+$717-$14,402300.0%$-21,814 (vs do-nothing $-12,330)
$93.506d17 Jul 2026$4.502/4$4,500$4,18746%65%+$546-$14,482301.7%$-21,894 (vs do-nothing $-12,410)

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 13:38