FORTRESS FIGHT: MSTR @ $92.88

BE SS: $161.00  |  CC-SS: $167.51  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:35

MSTR @ $92.88   UNDERWATER $68.12 (42.3% below BE SS)

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $167.51  |  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$7,091/mo95% ann ROI on ML
Hedge rolling cost$346/mo
Unrealized P&L$-32,584fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,545/mo
HEDGE COVER
$346/mo
NORMAL INCOME
$7,091/mo (ATM CC, chain)
IC VELOCITY
0.7 mo to earn back $4,800
ML VELOCITY
8.0 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $167.51 (probe: $170C 11d) brings only $11/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)
$33,836
was $32,584 · -4% earned back
Cycles closed
2
Credit in flight
$0
CC-SS ratchet
$183.39 → $167.51
INTERPRETATION
Primary: 4 contracts at $103 / 4d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($3,545/mo); it brings $3,960/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 × $98.50/4d for $7,440/mo, but breach risk rises to 22% (+13pp 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 × $120/4d (99+% survival, $450/mo).
Downside anchor: the primary mortgages $25,275 (527% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 3.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-32,608 and cuts bleed by $346/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: THIS FRIDAY · 17 Jul 2026 (4d) · sell 4 × $103, 90% survival, $3,960/mo (E[net] $2,159/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆17 Jul 2026 · 4d4 × $10390%$3,960$2,159
NEXT FRIDAY24 Jul 2026 · 11d4 × $10073%$3,927$1,014

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $2,159/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $103 (primary), 90% survival, breach 10%, $3,960/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 95% (breach 10% → 5%) for $1,350/mo less (34% income) buys safety you do not really need here.
MSTR  spot $92.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12017 Jul4d29.2%99+%1%$60$450-$3,510$18,943
Sell 4 × $120 29.2% OTM over spot $92.88 17 Jul 2026 (4d, $0.15 mid)
= $60 credit for the 4d cycle → $450/mo projected
Survival (stays ≤ $120)
99+%
Breach risk
0%
POP (stays ≤ $120.16)
99+%
EV / mo
+$444
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.4 mo [2.8-6.9] median  ·  22% of paths whole by 9 mo (vs 22% without)  ·  ~0.2 challenges expected  ·  median CC cash $-2,524
🛡 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)
0%
Flat exit net (mid-life)
-$2,216
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$137 @ 84% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.05/sh now → $5.69 mid-life → ≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$5.54/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 20269d left+$3.38/sh+$1,353
cycle +$1,413
71%
surv 53%
-$21,408 NOT
cap gain +$11,176
Up-and-out for even (raise the cap, free)~$12724 Jul 20269d left+$0.51/sh+$204
cycle +$264
79%
surv 68%
-$19,993 NOT
cap gain +$12,591
Max even-money escape in the band~$13731 Jul 202616d left+$0.46/sh+$183
cycle +$243
84%
surv 78%
-$16,415 NOT
cap gain +$16,169
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$450/mo
vs 50% target ($3,545/mo)-87%
vs normal income ($7,091/mo)6% covered
Net income (after hedge)$104/mo
Downside budget
⚠ $120 is $48 below CC-SS $167.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,943
… as % of IC ($4,800)394.6%
… as % of ML ($56,800)33.3%
Recovery months (at normal income)2.7 mo
Surgical close (4 ct)$-32,586
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 $0.15 collected) or spot ≥ $120.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $120)); NOT the premium you collected.
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
$119-120.16
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
≥ $120.16
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$120.00 (3.5σ)$60$-22,761+$9,823+$40
+2.5%$123.00 (3.9σ)$-1,140$-22,881+$9,703-$1,160
+5%$126.00 (4.3σ)$-2,340$-23,001+$9,583-$2,360
SS (= V-bounce)$161.00 (8.9σ)$-16,340$-24,401+$8,183-$15,960
V-BOUNCE STRESS (stock → CC-SS $167.51, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,866
− CC assignment net of premium (4 × $120): -$18,943
Total Position P&L @ SS: $-24,661 (+$7,923 vs today)
Do-nothing baseline at SS: $-8,701 (this trade vs do-nothing: $-15,960, the opportunity cost of earning $450/mo FIGHT income now)
33% normal4 × $10617 Jul4d14.1%95%11%$348$2,610-$1,350$24,255
Sell 4 × $106 14.1% OTM over spot $92.88 17 Jul 2026 (4d, $0.90 mid)
= $348 credit for the 4d cycle → $2,610/mo projected
Survival (stays ≤ $106)
95%
Breach risk
5%
POP (stays ≤ $106.90)
96%
EV / mo
+$2,337
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.9 mo [3.1-6.5] median, 0.2 mo faster than no FIGHT (5.2 mo)  ·  22% of paths whole by 9 mo (vs 16% without)  ·  ~4.2 challenges expected  ·  median CC cash $4,958
🛡 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)
6%
Flat exit net (mid-life)
-$1,500
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$123 @ 86% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.53/sh now → $4.62 mid-life (likely $4.03–$7.27)≈ $0 at expiry  |  you banked $0.87/sh, so a flat mid-life exit nets -$3.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 179 simulated challenges: the $106 strike is typically first touched on day 3 of 4, at $108 (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)~$10624 Jul 20269d left+$2.76/sh+$1,103
cycle +$1,451
[+$905…+$1,434] · 97% credit
71%
surv 53%
-$26,410 NOT
cap gain +$6,174
Reliable up-and-out (highest cap still free ≥60%)~$11731 Jul 202616d left+$0.85/sh+$339
cycle +$687
[-$80…+$652] · 72% credit
82%
surv 74%
-$23,171 NOT
cap gain +$9,413
Max even-money escape in the band~$12031 Jul 202616d left+$0.04/sh+$17
cycle +$365
[-$456…+$308] · 49% credit
84%
surv 78%
-$22,413 NOT
cap gain +$10,171
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 20269d left+$0.03/sh+$14
cycle +$362
[-$396…+$255] · 47% credit
78%
surv 69%
-$25,296 NOT
cap gain +$7,288
Safety roll (pay small debit, max POP)~$12331 Jul 202616d left-$0.74/sh-$295
cycle +$53
[-$838…-$27] · 23% credit
86%
surv 82%
-$21,644 NOT
cap gain +$10,940
budget: banked $348 debit $295 (85% used ≈ 0.5 wk of income) → whole cycle still +$53 cash · rolled 4 ct earn ≈ $2,912/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$2,610/mo
vs 50% target ($3,545/mo)-26%
vs normal income ($7,091/mo)37% covered
Net income (after hedge)$2,264/mo
Downside budget
⚠ $106 is $62 below CC-SS $167.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,255
… as % of IC ($4,800)505.3%
… as % of ML ($56,800)42.7%
Recovery months (at normal income)3.4 mo
Surgical close (4 ct)$-32,596
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.
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 (1.7σ)$348$-27,513+$5,071+$328
+2.5%$108.65 (2.1σ)$-712$-27,619+$4,965-$732
+5%$111.30 (2.4σ)$-1,772$-27,725+$4,859-$1,792
SS (= V-bounce)$161.00 (8.9σ)$-21,652$-29,713+$2,871-$21,272
V-BOUNCE STRESS (stock → CC-SS $167.51, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,866
− CC assignment net of premium (4 × $106): -$24,255
Total Position P&L @ SS: $-29,973 (+$2,611 vs today)
Do-nothing baseline at SS: $-8,701 (this trade vs do-nothing: $-21,272, the opportunity cost of earning $2,610/mo FIGHT income now)
🎯 50% normal4 × $10317 Jul4d10.9%90%14%$528$3,960$25,275
Sell 4 × $103 10.9% OTM over spot $92.88 17 Jul 2026 (4d, $1.38 mid)
= $528 credit for the 4d cycle → $3,960/mo projected
Survival (stays ≤ $103)
90%
Breach risk
10%
POP (stays ≤ $104.38)
93%
EV / mo
+$3,303
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.5 mo [3.4-6.9] median, 0.3 mo SLOWER than no FIGHT (5.2 mo): roll costs eat the credits at this rung  ·  29% of paths whole by 9 mo (vs 18% without)  ·  ~8.1 challenges expected  ·  median CC cash $10,365
🛡 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)
14%
Flat exit net (mid-life)
-$1,233
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$120 @ 87% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.23/sh now → $4.40 mid-life (likely $3.91–$7.13)≈ $0 at expiry  |  you banked $1.32/sh, so a flat mid-life exit nets -$3.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 409 simulated challenges: the $103 strike is typically first touched on day 3 of 4, at $105 (overshoots $2.31). 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 20269d left+$2.63/sh+$1,053
cycle +$1,581
[+$777…+$1,356] · 98% credit
71%
surv 53%
-$27,360 NOT
cap gain +$5,224
Reliable up-and-out (highest cap still free ≥60%)~$11231 Jul 202616d left+$0.90/sh+$361
cycle +$889
[-$155…+$618] · 66% credit
78%
surv 71%
-$24,769 NOT
cap gain +$7,815
Max even-money escape in the band~$11531 Jul 202616d left+$0.09/sh+$37
cycle +$565
[-$478…+$286] · 45% credit
82%
surv 76%
-$24,013 NOT
cap gain +$8,571
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 20269d left+$0.06/sh+$22
cycle +$550
[-$430…+$244] · 44% credit
78%
surv 68%
-$26,367 NOT
cap gain +$6,217
Safety roll (pay small debit, max POP)~$12031 Jul 202616d left-$0.94/sh-$377
cycle +$151
[-$989…-$151] · 12% credit
87%
surv 83%
-$22,627 NOT
cap gain +$9,957
budget: banked $528 debit $377 (71% used ≈ 0.4 wk of income) → whole cycle still +$151 cash · rolled 4 ct earn ≈ $2,595/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$3,960/mo
vs 50% target ($3,545/mo)+12%
vs normal income ($7,091/mo)56% covered
Net income (after hedge)$3,614/mo
Downside budget
⚠ $103 is $65 below CC-SS $167.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,275
… as % of IC ($4,800)526.6%
… as % of ML ($56,800)44.5%
Recovery months (at normal income)3.6 mo
Surgical close (4 ct)$-32,608
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.
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 (1.3σ)$528$-28,413+$4,171+$508
+2.5%$105.57 (1.7σ)$-502$-28,516+$4,068-$522
+5%$108.15 (2.0σ)$-1,532$-28,619+$3,965-$1,552
SS (= V-bounce)$161.00 (8.9σ)$-22,672$-30,733+$1,851-$22,292
V-BOUNCE STRESS (stock → CC-SS $167.51, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,866
− CC assignment net of premium (4 × $103): -$25,275
Total Position P&L @ SS: $-30,993 (+$1,591 vs today)
Do-nothing baseline at SS: $-8,701 (this trade vs do-nothing: $-22,292, the opportunity cost of earning $3,960/mo FIGHT income now)
100% normal4 × $98.5017 Jul4d6.1%78%46%$992$7,440+$3,480$26,611
Sell 4 × $98.50 6.1% OTM over spot $92.88 17 Jul 2026 (4d, $2.62 mid)
= $992 credit for the 4d cycle → $7,440/mo projected
Survival (stays ≤ $98.50)
78%
Breach risk
22%
POP (stays ≤ $101.12)
86%
EV / mo
+$5,213
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.7 mo [3.1-6.2] median, 0.5 mo SLOWER than no FIGHT (4.2 mo): roll costs eat the credits at this rung  ·  48% of paths whole by 9 mo (vs 23% without)  ·  ~17.9 challenges expected  ·  median CC cash $19,820
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
31%
Flat exit net (mid-life)
-$644
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$122 @ 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.78/sh now → $4.09 mid-life (likely $4.39–$7.28)≈ $0 at expiry  |  you banked $2.48/sh, so a flat mid-life exit nets -$1.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 943 simulated challenges: the $98 strike is typically first touched on day 2 of 4, at $101 (overshoots $2.19). 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 20269d left+$2.45/sh+$979
cycle +$1,971
[+$584…+$1,094] · 95% credit
71%
surv 53%
-$28,590 NOT
cap gain +$3,994
Reliable up-and-out (highest cap still free ≥60%)~$10631 Jul 202616d left+$1.59/sh+$638
cycle +$1,630
[+$46…+$654] · 76% credit
77%
surv 68%
-$26,368 NOT
cap gain +$6,216
Max even-money escape in the band~$11031 Jul 202616d left+$0.26/sh+$102
cycle +$1,094
[-$525…+$97] · 33% credit
83%
surv 76%
-$25,463 NOT
cap gain +$7,121
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$10424 Jul 20269d left+$0.17/sh+$70
cycle +$1,062
[-$472…+$62] · 31% credit
78%
surv 68%
-$27,656 NOT
cap gain +$4,928
Safety roll (pay small debit, max POP)~$12231 Jul 202616d left-$2.36/sh-$942
cycle +$50
[-$1,908…-$1,023]
90%
surv 89%
-$22,188 NOT
cap gain +$10,396
budget: banked $992 debit $942 (95% used ≈ 0.6 wk of income) → whole cycle still +$50 cash · rolled 4 ct earn ≈ $1,301/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$7,440/mo
vs 50% target ($3,545/mo)+110%
vs normal income ($7,091/mo)105% covered
Net income (after hedge)$7,094/mo
Downside budget
⚠ $98.50 is $69 below CC-SS $167.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,611
… as % of IC ($4,800)554.4%
… as % of ML ($56,800)46.8%
Recovery months (at normal income)3.8 mo
Surgical close (4 ct)$-32,640
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.62/sh (~25% of the $2.48 collected) or spot ≥ $101.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $98)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $97.52Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$98-101.12
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
≥ $101.12
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$98.50 (≤1σ, normal week)$992$-29,569+$3,015+$972
+2.5%$100.96 (1.1σ)$7$-29,667+$2,917-$13
+5%$103.43 (1.4σ)$-978$-29,766+$2,818-$998
SS (= V-bounce)$161.00 (8.9σ)$-24,008$-32,069+$515-$23,628
V-BOUNCE STRESS (stock → CC-SS $167.51, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,866
− CC assignment net of premium (4 × $98.50): -$26,611
Total Position P&L @ SS: $-32,329 (+$255 vs today)
Do-nothing baseline at SS: $-8,701 (this trade vs do-nothing: $-23,628, the opportunity cost of earning $7,440/mo FIGHT income now)
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.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $1,014/mo

🎯 Engine pick: sell 4 × $100 (primary), 73% survival, breach 27%, $3,927/mo.
⚖️ Worth a safer step: the $105 rung (33% normal) lifts survival to 83% (breach 27% → 17%) for $1,462/mo less (37% 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 $105 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $92.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12424 Jul11d33.5%98%5%$148$404-$3,524$17,255
Sell 4 × $124 33.5% OTM over spot $92.88 24 Jul 2026 (11d, $0.45 mid)
= $148 credit for the 11d cycle → $404/mo projected
Survival (stays ≤ $124)
98%
Breach risk
2%
POP (stays ≤ $124.44)
98%
EV / mo
+$345
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [2.8-6.5] median  ·  27% of paths whole by 9 mo (vs 25% without)  ·  ~0.6 challenges expected  ·  median CC cash $-389
🛡 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)
-$3,177
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$131 @ 76% POP
65% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.75/sh now → $8.31 mid-life (likely $4.91–$9.01)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$7.94/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 60 simulated challenges: the $124 strike is typically first touched on day 9 of 11, at $127 (overshoots $2.78). 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)~$12431 Jul 202612d left+$2.77/sh+$1,108
cycle +$1,256
[+$1,289…+$2,046] · 100% credit
71%
surv 54%
-$20,125 NOT
cap gain +$12,459
Up-and-out for even (raise the cap, free)~$12931 Jul 202612d left+$0.71/sh+$283
cycle +$431
[+$341…+$1,119] · 92% credit
75%
surv 62%
-$19,107 NOT
cap gain +$13,477
Max even-money escape in the band~$12931 Jul 202612d left+$0.71/sh+$283
cycle +$431
[+$341…+$1,119] · 92% credit
75%
surv 62%
-$19,107 NOT
cap gain +$13,477
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$13131 Jul 202612d left-$0.14/sh-$58
cycle +$90
[-$56…+$758] · 73% credit
76%
surv 65%
-$18,727 NOT
cap gain +$13,857
budget: banked $148 debit $58 (39% used ≈ 0.6 wk of income) → whole cycle still +$90 cash · rolled 4 ct earn ≈ $8,169/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$404/mo
vs 50% target ($3,545/mo)-89%
vs normal income ($7,091/mo)6% covered
Net income (after hedge)$58/mo
Downside budget
⚠ $124 is $44 below CC-SS $167.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,255
… as % of IC ($4,800)359.5%
… as % of ML ($56,800)30.4%
Recovery months (at normal income)2.4 mo
Surgical close (4 ct)$-32,614
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.37 collected) or spot ≥ $124.44 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $124)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $122.76Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$123-124.44
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
≥ $124.44
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$124.00 (2.4σ)$148$-21,233+$11,351+$128
+2.5%$127.10 (2.7σ)$-1,092$-21,357+$11,227-$1,112
+5%$130.20 (2.9σ)$-2,332$-21,481+$11,103-$2,352
SS (= V-bounce)$161.00 (5.3σ)$-14,652$-22,713+$9,871-$14,272
V-BOUNCE STRESS (stock → CC-SS $167.51, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,866
− CC assignment net of premium (4 × $124): -$17,255
Total Position P&L @ SS: $-22,973 (+$9,611 vs today)
Do-nothing baseline at SS: $-8,701 (this trade vs do-nothing: $-14,272, the opportunity cost of earning $404/mo FIGHT income now)
🛡 safe yield4 × $11024 Jul11d18.4%90%21%$548$1,495-$2,433$22,455
Sell 4 × $110 18.4% OTM over spot $92.88 24 Jul 2026 (11d, $1.47 mid)
= $548 credit for the 11d cycle → $1,495/mo projected
Survival (stays ≤ $110)
90%
Breach risk
10%
POP (stays ≤ $111.47)
92%
EV / mo
+$1,047
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.4 mo [2.8-6.6] median, 0.1 mo SLOWER than no FIGHT (4.3 mo): roll costs eat the credits at this rung  ·  27% of paths whole by 9 mo (vs 20% without)  ·  ~3.5 challenges expected  ·  median CC cash $4,596
🛡 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)
16%
Flat exit net (mid-life)
-$2,172
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$118 @ 78% POP
69% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.61/sh now → $6.80 mid-life (likely $5.64–$9.46)≈ $0 at expiry  |  you banked $1.37/sh, so a flat mid-life exit nets -$5.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 467 simulated challenges: the $110 strike is typically first touched on day 7 of 11, at $113 (overshoots $2.70). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11031 Jul 202612d left+$2.32/sh+$926
cycle +$1,474
[+$760…+$1,357] · 99% credit
71%
surv 53%
-$24,946 NOT
cap gain +$7,638
Reliable up-and-out (highest cap still free ≥60%)~$11331 Jul 202612d left+$0.81/sh+$326
cycle +$874
[+$77…+$657] · 83% credit
73%
surv 60%
-$24,424 NOT
cap gain +$8,160
Up-and-out for even (raise the cap, free)~$11531 Jul 202612d left+$0.17/sh+$70
cycle +$618
[-$206…+$372] · 54% credit
76%
surv 64%
-$23,960 NOT
cap gain +$8,624
Max even-money escape in the band~$11531 Jul 202612d left+$0.17/sh+$70
cycle +$618
[-$206…+$372] · 54% credit
76%
surv 64%
-$23,960 NOT
cap gain +$8,624
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11831 Jul 202612d left-$1.36/sh-$542
cycle +$6
[-$925…-$255] · 14% credit
78%
surv 69%
-$23,492 NOT
cap gain +$9,092
budget: banked $548 debit $542 (99% used ≈ 1.6 wk of income) → whole cycle still +$6 cash · rolled 4 ct earn ≈ $5,445/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$1,495/mo
vs 50% target ($3,545/mo)-58%
vs normal income ($7,091/mo)21% covered
Net income (after hedge)$1,149/mo
Downside budget
⚠ $110 is $58 below CC-SS $167.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,455
… as % of IC ($4,800)467.8%
… as % of ML ($56,800)39.5%
Recovery months (at normal income)3.2 mo
Surgical close (4 ct)$-32,624
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.37 collected) or spot ≥ $111.47 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $110)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $108.90Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$109-111.47
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
≥ $111.47
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$110.00 (1.3σ)$548$-25,873+$6,711+$528
+2.5%$112.75 (1.6σ)$-552$-25,983+$6,601-$572
+5%$115.50 (1.8σ)$-1,652$-26,093+$6,491-$1,672
SS (= V-bounce)$161.00 (5.3σ)$-19,852$-27,913+$4,671-$19,472
V-BOUNCE STRESS (stock → CC-SS $167.51, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,866
− CC assignment net of premium (4 × $110): -$22,455
Total Position P&L @ SS: $-28,173 (+$4,411 vs today)
Do-nothing baseline at SS: $-8,701 (this trade vs do-nothing: $-19,472, the opportunity cost of earning $1,495/mo FIGHT income now)
33% normal ← lean4 × $10524 Jul11d13.0%83%35%$904$2,465-$1,462$24,099
Sell 4 × $105 13.0% OTM over spot $92.88 24 Jul 2026 (11d, $2.36 mid)
= $904 credit for the 11d cycle → $2,465/mo projected
Survival (stays ≤ $105)
83%
Breach risk
17%
POP (stays ≤ $107.36)
87%
EV / mo
+$1,516
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.9 mo [3.1-6.5] median, 0.1 mo faster than no FIGHT (4.9 mo)  ·  22% of paths whole by 9 mo (vs 16% without)  ·  ~6.3 challenges expected  ·  median CC cash $7,744
🛡 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)
27%
Flat exit net (mid-life)
-$1,614
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$116 @ 83% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.90/sh now → $6.30 mid-life (likely $6.09–$9.46)≈ $0 at expiry  |  you banked $2.26/sh, so a flat mid-life exit nets -$4.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 822 simulated challenges: the $105 strike is typically first touched on day 6 of 11, at $108 (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)~$10531 Jul 202612d left+$2.16/sh+$865
cycle +$1,769
[+$604…+$1,089] · 99% credit
71%
surv 53%
-$26,452 NOT
cap gain +$6,132
Reliable up-and-out (highest cap still free ≥60%)~$10831 Jul 202612d left+$0.66/sh+$262
cycle +$1,166
[-$70…+$399] · 66% credit
74%
surv 60%
-$25,931 NOT
cap gain +$6,653
Up-and-out for even (raise the cap, free)~$11031 Jul 202612d left+$0.00/sh+$0
cycle +$904
[-$351…+$102] · 34% credit
76%
surv 64%
-$25,474 NOT
cap gain +$7,110
Max even-money escape in the band~$11031 Jul 202612d left+$0.00/sh+$0
cycle +$904
[-$351…+$102] · 34% credit
76%
surv 64%
-$25,474 NOT
cap gain +$7,110
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11631 Jul 202612d left-$2.13/sh-$853
cycle +$51
[-$1,299…-$808] · 2% credit
83%
surv 77%
-$24,166 NOT
cap gain +$8,418
budget: banked $904 debit $853 (94% used ≈ 1.5 wk of income) → whole cycle still +$51 cash · rolled 4 ct earn ≈ $4,165/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$2,465/mo
vs 50% target ($3,545/mo)-30%
vs normal income ($7,091/mo)35% covered
Net income (after hedge)$2,120/mo
Downside budget
⚠ $105 is $63 below CC-SS $167.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,099
… as % of IC ($4,800)502.1%
… as % of ML ($56,800)42.4%
Recovery months (at normal income)3.4 mo
Surgical close (4 ct)$-32,624
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.56/sh (~25% of the $2.26 collected) or spot ≥ $107.36 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $105)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $103.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$104-107.36
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
≥ $107.36
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$105.00 (≤1σ, normal week)$904$-27,317+$5,267+$884
+2.5%$107.62 (1.2σ)$-146$-27,422+$5,162-$166
+5%$110.25 (1.4σ)$-1,196$-27,527+$5,057-$1,216
SS (= V-bounce)$161.00 (5.3σ)$-21,496$-29,557+$3,027-$21,116
V-BOUNCE STRESS (stock → CC-SS $167.51, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,866
− CC assignment net of premium (4 × $105): -$24,099
Total Position P&L @ SS: $-29,817 (+$2,767 vs today)
Do-nothing baseline at SS: $-8,701 (this trade vs do-nothing: $-21,116, the opportunity cost of earning $2,465/mo FIGHT income now)
🎯 50% normal4 × $10024 Jul11d7.7%73%46%$1,440$3,927$25,563
Sell 4 × $100 7.7% OTM over spot $92.88 24 Jul 2026 (11d, $3.80 mid)
= $1,440 credit for the 11d cycle → $3,927/mo projected
Survival (stays ≤ $100)
73%
Breach risk
27%
POP (stays ≤ $103.80)
81%
EV / mo
+$1,984
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.8 mo [3.1-6.8] median, 0.5 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)  ·  ~11.2 challenges expected  ·  median CC cash $10,408
🛡 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)
46%
Flat exit net (mid-life)
-$884
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$116 @ 89% POP
86% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.21/sh now → $5.81 mid-life (likely $6.50–$9.39)≈ $0 at expiry  |  you banked $3.60/sh, so a flat mid-life exit nets -$2.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,379 simulated challenges: the $100 strike is typically first touched on day 5 of 11, at $102 (overshoots $2.39). 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)~$10031 Jul 202612d left+$2.01/sh+$805
cycle +$2,245
[+$479…+$811] · 99% credit
71%
surv 53%
-$27,776 NOT
cap gain +$4,808
Reliable up-and-out (highest cap still free ≥60%)~$10231 Jul 202612d left+$1.19/sh+$475
cycle +$1,915
[+$140…+$450] · 91% credit
73%
surv 58%
-$27,342 NOT
cap gain +$5,242
Up-and-out for even (raise the cap, free)~$10431 Jul 202612d left+$0.01/sh+$3
cycle +$1,443
[-$431…-$58] · 22% credit
75%
surv 63%
-$27,094 NOT
cap gain +$5,490
Max even-money escape in the band~$10431 Jul 202612d left+$0.01/sh+$3
cycle +$1,443
[-$431…-$58] · 22% credit
75%
surv 63%
-$27,094 NOT
cap gain +$5,490
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11631 Jul 202612d left-$3.49/sh-$1,398
cycle +$42
[-$2,104…-$1,555]
89%
surv 86%
-$24,175 NOT
cap gain +$8,409
budget: banked $1,440 debit $1,398 (97% used ≈ 1.5 wk of income) → whole cycle still +$42 cash · rolled 4 ct earn ≈ $2,316/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$3,927/mo
vs 50% target ($3,545/mo)+11%
vs normal income ($7,091/mo)55% covered
Net income (after hedge)$3,582/mo
Downside budget
⚠ $100 is $68 below CC-SS $167.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,563
… as % of IC ($4,800)532.6%
… as % of ML ($56,800)45.0%
Recovery months (at normal income)3.6 mo
Surgical close (4 ct)$-32,664
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.90/sh (~25% of the $3.60 collected) or spot ≥ $103.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $100)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $99.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$99-103.80
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
≥ $103.80
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$100.00 (≤1σ, normal week)$1,440$-28,581+$4,003+$1,420
+2.5%$102.50 (≤1σ, normal week)$440$-28,681+$3,903+$420
+5%$105.00 (≤1σ, normal week)$-560$-28,781+$3,803-$580
SS (= V-bounce)$161.00 (5.3σ)$-22,960$-31,021+$1,563-$22,580
V-BOUNCE STRESS (stock → CC-SS $167.51, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,866
− CC assignment net of premium (4 × $100): -$25,563
Total Position P&L @ SS: $-31,281 (+$1,303 vs today)
Do-nothing baseline at SS: $-8,701 (this trade vs do-nothing: $-22,580, the opportunity cost of earning $3,927/mo FIGHT income now)
100% normal4 × $9324 Jul11d0.1%53%99%$2,600$7,091+$3,164$27,203
Sell 4 × $93 0.1% OTM over spot $92.88 24 Jul 2026 (11d, $6.85 mid)
= $2,600 credit for the 11d cycle → $7,091/mo projected
Survival (stays ≤ $93)
53%
Breach risk
47%
POP (stays ≤ $99.85)
72%
EV / mo
+$2,384
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.2 mo [3.5-7.0] median, 0.2 mo faster than no FIGHT (5.4 mo)  ·  30% of paths whole by 9 mo (vs 19% without)  ·  ~37.7 challenges expected  ·  median CC cash $12,181
🛡 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)
81%
Flat exit net (mid-life)
+$536
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$109 @ 90% POP
88% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.30/sh now → $5.16 mid-life (likely $7.36–$10.38)≈ $0 at expiry  |  you banked $6.50/sh, so a flat mid-life exit nets +$1.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,428 simulated challenges: the $93 strike is typically first touched on day 2 of 11, at $96 (overshoots $2.88). 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)~$9331 Jul 202612d left+$1.81/sh+$725
cycle +$3,325
[+$250…+$461] · 95% credit
71%
surv 53%
-$29,216 NOT
cap gain +$3,368
Reliable up-and-out (highest cap still free ≥60%)~$9431 Jul 202612d left+$1.25/sh+$501
cycle +$3,101
[-$8…+$233] · 74% credit
72%
surv 56%
-$29,037 NOT
cap gain +$3,547
Up-and-out for even (raise the cap, free)~$9631 Jul 202612d left+$0.30/sh+$120
cycle +$2,720
[-$463…-$160] · 8% credit
74%
surv 61%
-$28,697 NOT
cap gain +$3,887
Max even-money escape in the band~$9631 Jul 202612d left+$0.30/sh+$120
cycle +$2,720
[-$463…-$160] · 8% credit
74%
surv 61%
-$28,697 NOT
cap gain +$3,887
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10931 Jul 202612d left-$3.51/sh-$1,405
cycle +$1,195
[-$2,459…-$1,858]
90%
surv 88%
-$25,543 NOT
cap gain +$7,041
budget: banked $2,600 debit $1,405 (54% used ≈ 0.9 wk of income) → whole cycle still +$1,195 cash · rolled 4 ct earn ≈ $1,648/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$7,091/mo
vs 50% target ($3,545/mo)+100%
vs normal income ($7,091/mo)100% covered
Net income (after hedge)$6,745/mo
Downside budget
⚠ $93 is $75 below CC-SS $167.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,203
… as % of IC ($4,800)566.7%
… as % of ML ($56,800)47.9%
Recovery months (at normal income)3.8 mo
Surgical close (4 ct)$-32,724
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.62/sh (~25% of the $6.50 collected) or spot ≥ $99.85 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $93)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $92.07Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$92-99.85
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$93.00 (≤1σ, normal week)$2,600$-29,941+$2,643+$2,580
+2.5%$95.32 (≤1σ, normal week)$1,670$-30,034+$2,550+$1,650
+5%$97.65 (≤1σ, normal week)$740$-30,127+$2,457+$720
SS (= V-bounce)$161.00 (5.3σ)$-24,600$-32,661-$77-$24,220
V-BOUNCE STRESS (stock → CC-SS $167.51, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,866
− CC assignment net of premium (4 × $93): -$27,203
Total Position P&L @ SS: $-32,921 ($-337 vs today)
Do-nothing baseline at SS: $-8,701 (this trade vs do-nothing: $-24,220, the opportunity cost of earning $7,091/mo FIGHT income now)
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 (39 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 39 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: +$26,866 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-8,701

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1034d17 Jul 2026$1.324/4$3,960$3,61490%93%+$3,303-$25,275526.6%$-30,993 (vs do-nothing $-22,292)
$1024d17 Jul 2026$1.514/4$4,530$4,18488%91%+$3,659-$25,599533.3%$-31,317 (vs do-nothing $-22,616)
$1014d17 Jul 2026$1.753/4$3,938$3,60585%90%+$3,075-$19,427404.7%$-25,891 (vs do-nothing $-17,190)
$1004d17 Jul 2026$2.013/4$4,522$4,19083%88%+$3,392-$19,649409.4%$-26,113 (vs do-nothing $-17,412)
$994d17 Jul 2026$2.243/4$5,040$4,70879%87%+$3,570-$19,880414.2%$-26,344 (vs do-nothing $-17,643)
$98.504d17 Jul 2026$2.482/4$3,720$3,40278%86%+$2,606-$13,305277.2%$-20,515 (vs do-nothing $-11,814)
$984d17 Jul 2026$2.632/4$3,945$3,62776%85%+$2,683-$13,375278.7%$-20,585 (vs do-nothing $-11,884)
$97.504d17 Jul 2026$2.712/4$4,065$3,74774%84%+$2,638-$13,459280.4%$-20,669 (vs do-nothing $-11,968)
$10011d24 Jul 2026$3.604/4$3,927$3,58273%81%+$1,984-$25,563532.6%$-31,281 (vs do-nothing $-22,580)
$974d17 Jul 2026$3.002/4$4,500$4,18272%83%+$2,891-$13,501281.3%$-20,711 (vs do-nothing $-12,010)
$9911d24 Jul 2026$3.854/4$4,200$3,85470%80%+$1,962-$25,863538.8%$-31,581 (vs do-nothing $-22,880)
$96.504d17 Jul 2026$3.202/4$4,800$4,48269%82%+$2,991-$13,561282.5%$-20,771 (vs do-nothing $-12,070)
$98.5011d24 Jul 2026$4.004/4$4,364$4,01869%79%+$1,973-$26,003541.7%$-31,721 (vs do-nothing $-23,020)
Show 26 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10018d31 Jul 2026$5.404/4$3,600$3,25469%78%+$1,415-$24,843517.6%$-30,561 (vs do-nothing $-21,860)
$9811d24 Jul 2026$4.304/4$4,691$4,34568%78%+$2,140-$26,083543.4%$-31,801 (vs do-nothing $-23,100)
$964d17 Jul 2026$3.352/4$5,025$4,70767%81%+$2,997-$13,631284.0%$-20,841 (vs do-nothing $-12,140)
$9918d31 Jul 2026$5.504/4$3,667$3,32167%77%+$1,275-$25,203525.1%$-30,921 (vs do-nothing $-22,220)
$97.5011d24 Jul 2026$4.403/4$3,600$3,26866%78%+$1,563-$19,682410.0%$-26,146 (vs do-nothing $-17,445)
$9711d24 Jul 2026$4.603/4$3,764$3,43265%77%+$1,590-$19,772411.9%$-26,236 (vs do-nothing $-17,535)
$9818d31 Jul 2026$6.204/4$4,133$3,78865%76%+$1,518-$25,323527.6%$-31,041 (vs do-nothing $-22,340)
$96.5011d24 Jul 2026$4.853/4$3,968$3,63664%77%+$1,652-$19,847413.5%$-26,311 (vs do-nothing $-17,610)
$9718d31 Jul 2026$6.354/4$4,233$3,88863%75%+$1,378-$25,663534.6%$-31,381 (vs do-nothing $-22,680)
$954d17 Jul 2026$3.852/4$5,775$5,45762%79%+$3,248-$13,731286.1%$-20,941 (vs do-nothing $-12,240)
$9611d24 Jul 2026$5.053/4$4,132$3,80062%76%+$1,665-$19,937415.4%$-26,401 (vs do-nothing $-17,700)
$9618d31 Jul 2026$6.854/4$4,567$4,22161%74%+$1,454-$25,863538.8%$-31,581 (vs do-nothing $-22,880)
$9511d24 Jul 2026$5.703/4$4,664$4,33259%75%+$1,873-$20,042417.5%$-26,506 (vs do-nothing $-17,805)
$9518d31 Jul 2026$7.553/4$3,775$3,44358%73%+$1,235-$19,487406.0%$-25,951 (vs do-nothing $-17,250)
$944d17 Jul 2026$4.402/4$6,600$6,28257%77%+$3,489-$13,821287.9%$-21,031 (vs do-nothing $-12,330)
$9418d31 Jul 2026$7.803/4$3,900$3,56856%72%+$1,140-$19,712410.7%$-26,176 (vs do-nothing $-17,475)
$9411d24 Jul 2026$6.053/4$4,950$4,61856%74%+$1,806-$20,237421.6%$-26,701 (vs do-nothing $-18,000)
$93.504d17 Jul 2026$4.502/4$6,750$6,43255%76%+$3,313-$13,901289.6%$-21,111 (vs do-nothing $-12,410)
$9318d31 Jul 2026$8.253/4$4,125$3,79354%71%+$1,132-$19,877414.1%$-26,341 (vs do-nothing $-17,640)
$9311d24 Jul 2026$6.502/4$3,545$3,22753%72%+$1,192-$13,601283.4%$-20,811 (vs do-nothing $-12,110)
$934d17 Jul 2026$4.851/4$3,638$3,33352%76%+$1,745-$6,966145.1%$-14,921 (vs do-nothing $-6,220)
$9218d31 Jul 2026$9.053/4$4,525$4,19352%71%+$1,284-$19,937415.4%$-26,401 (vs do-nothing $-17,700)
$9211d24 Jul 2026$7.052/4$3,845$3,52750%71%+$1,214-$13,691285.2%$-20,901 (vs do-nothing $-12,200)
$92.504d17 Jul 2026$5.051/4$3,788$3,48350%75%+$1,709-$6,996145.7%$-14,951 (vs do-nothing $-6,250)
$924d17 Jul 2026$5.351/4$4,012$3,70847%74%+$1,736-$7,016146.2%$-14,971 (vs do-nothing $-6,270)
$91.504d17 Jul 2026$5.601/4$4,200$3,89544%73%+$1,713-$7,041146.7%$-14,996 (vs do-nothing $-6,295)

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  |  2026-07-13 13:35