FORTRESS FIGHT: MSTR @ $93.13

BE SS: $161.00  |  CC-SS: $167.86  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 19:06

MSTR @ $93.13   UNDERWATER $67.87 (42.2% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MSTR reports 2026-07-31 (Fri), in 18 days. The recommended CC (4d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-07-31.

4 contracts (400 sh)  |  BE SS: $161.00  |  CC-SS: $167.86  |  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$6,949/mo95% ann ROI on ML
Hedge rolling cost$346/mo
Unrealized P&L$-32,584fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,475/mo
HEDGE COVER
$346/mo
NORMAL INCOME
$6,949/mo (ATM CC, chain)
IC VELOCITY
0.7 mo to earn back $4,800
ML VELOCITY
8.2 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $167.86 (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 (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; 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
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 12 (live) · RSI 34 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 35 · %B 34 · hist rising (nightly)
LEVELS20W MA (bounce target) $137.31 (+47%) · daily UBB $128.11 · 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 $104 / 4d. This is the safest strike (survival 91%, breach 9%) that still earns 50% of normal income ($3,475/mo); it brings $3,510/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 23% (+15pp 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 $25,078 (522% 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 $-32,600 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 × $104, 91% survival, $3,510/mo (E[net] $2,153/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 × $10491%$3,510$2,153
NEXT FRIDAY24 Jul 2026 · 11d4 × $10072%$3,927$1,030

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $2,153/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $104 (primary), 91% survival, breach 9%, $3,510/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 94% (breach 9% → 6%) for $900/mo less (26% income) buys safety you do not really need here.
MSTR  spot $93.13 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12017 Jul4d28.9%99+%1%$60$450-$3,060$19,086
Sell 4 × $120 28.9% OTM over spot $93.13 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 4.5 mo [2.3-6.0] median  ·  23% of paths whole by 9 mo (vs 23% without)  ·  ~0.2 challenges expected  ·  median CC cash $-2,470
🛡 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)
-$2,118
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$137 @ 82% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.70/sh now → $5.44 mid-life → ≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$5.29/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+$3.43/sh+$1,374
cycle +$1,434
71%
surv 53%
-$21,477 NOT
cap gain +$11,107
Up-and-out for even (raise the cap, free)~$12824 Jul 20269d left+$0.08/sh+$33
cycle +$93
79%
surv 69%
-$19,984 NOT
cap gain +$12,600
Max even-money escape in the band~$13731 Jul 202616d left+$0.15/sh+$62
cycle +$122
82%
surv 77%
-$16,716 NOT
cap gain +$15,868
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 ($3,475/mo)-87%
vs normal income ($6,949/mo)6% covered
Net income (after hedge)$104/mo
Downside budget
⚠ $120 is $48 below CC-SS $167.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,086
… as % of IC ($4,800)397.6%
… as % of ML ($56,800)33.6%
Recovery months (at normal income)2.7 mo
Surgical close (4 ct)$-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. Momentum override: two daily closes above $128.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $118.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$119-120.16
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)$60$-22,851+$9,733+$40
+2.5%$123.00 (3.9σ)$-1,140$-22,971+$9,613-$1,160
+5%$126.00 (4.3σ)$-2,340$-23,091+$9,493-$2,360
SS (= V-bounce)$161.00 (8.8σ)$-16,340$-24,491+$8,093-$15,960
V-BOUNCE STRESS (stock → CC-SS $167.86, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,904
− CC assignment net of premium (4 × $120): -$19,086
Total Position P&L @ SS: $-24,765 (+$7,819 vs today)
Do-nothing baseline at SS: $-8,805 (this trade vs do-nothing: $-15,960, the opportunity cost of earning $450/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,864, position total $-23,543 (+$9,041 vs today)
33% normal4 × $10617 Jul4d13.8%94%12%$348$2,610-$900$24,398
Sell 4 × $106 13.8% OTM over spot $93.13 17 Jul 2026 (4d, $0.90 mid)
= $348 credit for the 4d cycle → $2,610/mo projected
Survival (stays ≤ $106)
94%
Breach risk
6%
POP (stays ≤ $106.90)
95%
EV / mo
+$2,309
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.9 mo [2.8-6.5] median, 0.3 mo faster than no FIGHT (5.2 mo)  ·  22% of paths whole by 9 mo (vs 16% without)  ·  ~4.5 challenges expected  ·  median CC cash $5,465
🛡 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)
-$1,420
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$123 @ 84% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.25/sh now → $4.42 mid-life (likely $3.85–$7.17)≈ $0 at expiry  |  you banked $0.87/sh, so a flat mid-life exit nets -$3.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 190 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+$2.79/sh+$1,117
cycle +$1,465
[+$931…+$1,429] · 97% credit
71%
surv 53%
-$26,486 NOT
cap gain +$6,098
Reliable up-and-out (highest cap still free ≥60%)~$11731 Jul 202616d left+$0.86/sh+$343
cycle +$691
[-$126…+$609] · 68% credit
80%
surv 73%
-$23,347 NOT
cap gain +$9,237
Up-and-out for even (raise the cap, free)~$11224 Jul 20269d left+$0.19/sh+$75
cycle +$423
[-$321…+$309] · 51% credit
78%
surv 68%
-$25,414 NOT
cap gain +$7,170
Max even-money escape in the band~$12031 Jul 202616d left+$0.04/sh+$16
cycle +$364
[-$520…+$270] · 43% credit
82%
surv 77%
-$22,593 NOT
cap gain +$9,991
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 202616d left-$0.74/sh-$297
cycle +$51
[-$913…-$57] · 21% credit
84%
surv 80%
-$21,826 NOT
cap gain +$10,758
budget: banked $348 debit $297 (85% used ≈ 0.5 wk of income) → whole cycle still +$51 cash · rolled 4 ct earn ≈ $2,758/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 ($3,475/mo)-25%
vs normal income ($6,949/mo)38% covered
Net income (after hedge)$2,264/mo
Downside budget
⚠ $106 is $62 below CC-SS $167.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,398
… as % of IC ($4,800)508.3%
… as % of ML ($56,800)43.0%
Recovery months (at normal income)3.5 mo
Surgical close (4 ct)$-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. Momentum override: two daily closes above $128.11 (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 (1.7σ)$348$-27,603+$4,981+$328
+2.5%$108.65 (2.0σ)$-712$-27,709+$4,875-$732
+5%$111.30 (2.4σ)$-1,772$-27,815+$4,769-$1,792
SS (= V-bounce)$161.00 (8.8σ)$-21,652$-29,803+$2,781-$21,272
V-BOUNCE STRESS (stock → CC-SS $167.86, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,904
− CC assignment net of premium (4 × $106): -$24,398
Total Position P&L @ SS: $-30,077 (+$2,507 vs today)
Do-nothing baseline at SS: $-8,805 (this trade vs do-nothing: $-21,272, the opportunity cost of earning $2,610/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 $-28,855 (+$3,729 vs today)
🎯 50% normal4 × $10417 Jul4d11.7%91%11%$468$3,510$25,078
Sell 4 × $104 11.7% OTM over spot $93.13 17 Jul 2026 (4d, $1.21 mid)
= $468 credit for the 4d cycle → $3,510/mo projected
Survival (stays ≤ $104)
91%
Breach risk
9%
POP (stays ≤ $105.21)
93%
EV / mo
+$2,971
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.6 mo [3.0-6.0] median  ·  30% of paths whole by 9 mo (vs 20% without)  ·  ~6.8 challenges expected  ·  median CC cash $8,659
🛡 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)
11%
Flat exit net (mid-life)
-$1,244
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$121 @ 85% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.05/sh now → $4.28 mid-life (likely $4.06–$7.24)≈ $0 at expiry  |  you banked $1.17/sh, so a flat mid-life exit nets -$3.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 317 simulated challenges: the $104 strike is typically first touched on day 3 of 4, at $107 (overshoots $2.61). 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)~$10424 Jul 20269d left+$2.71/sh+$1,083
cycle +$1,551
[+$801…+$1,348] · 96% credit
71%
surv 53%
-$27,120 NOT
cap gain +$5,464
Reliable up-and-out (highest cap still free ≥60%)~$11331 Jul 202616d left+$1.11/sh+$443
cycle +$911
[-$101…+$647] · 69% credit
78%
surv 70%
-$24,566 NOT
cap gain +$8,018
Max even-money escape in the band~$11631 Jul 202616d left+$0.21/sh+$82
cycle +$550
[-$531…+$267] · 41% credit
81%
surv 75%
-$23,847 NOT
cap gain +$8,737
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)~$11024 Jul 20269d left+$0.10/sh+$40
cycle +$508
[-$423…+$206] · 38% credit
78%
surv 68%
-$26,049 NOT
cap gain +$6,535
Safety roll (pay small debit, max POP)~$12131 Jul 202616d left-$0.85/sh-$339
cycle +$129
[-$1,050…-$189] · 13% credit
85%
surv 81%
-$22,469 NOT
cap gain +$10,115
budget: banked $468 debit $339 (72% used ≈ 0.4 wk of income) → whole cycle still +$129 cash · rolled 4 ct earn ≈ $2,575/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$3,510/mo
vs 50% target ($3,475/mo)+1%
vs normal income ($6,949/mo)51% covered
Net income (after hedge)$3,164/mo
Downside budget
⚠ $104 is $64 below CC-SS $167.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,078
… as % of IC ($4,800)522.5%
… as % of ML ($56,800)44.2%
Recovery months (at normal income)3.6 mo
Surgical close (4 ct)$-32,600
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.17 collected) or spot ≥ $105.21 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $104)); NOT the premium you collected. Momentum override: two daily closes above $128.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $102.96Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$103-105.21
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $105.21
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$104.00 (1.4σ)$468$-28,203+$4,381+$448
+2.5%$106.60 (1.7σ)$-572$-28,307+$4,277-$592
+5%$109.20 (2.1σ)$-1,612$-28,411+$4,173-$1,632
SS (= V-bounce)$161.00 (8.8σ)$-22,332$-30,483+$2,101-$21,952
V-BOUNCE STRESS (stock → CC-SS $167.86, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,904
− CC assignment net of premium (4 × $104): -$25,078
Total Position P&L @ SS: $-30,757 (+$1,827 vs today)
Do-nothing baseline at SS: $-8,805 (this trade vs do-nothing: $-21,952, the opportunity cost of earning $3,510/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,856, position total $-29,535 (+$3,049 vs today)
100% normal4 × $98.5017 Jul4d5.8%77%48%$992$7,440+$3,930$26,754
Sell 4 × $98.50 5.8% OTM over spot $93.13 17 Jul 2026 (4d, $2.62 mid)
= $992 credit for the 4d cycle → $7,440/mo projected
Survival (stays ≤ $98.50)
77%
Breach risk
23%
POP (stays ≤ $101.12)
85%
EV / mo
+$5,051
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.6 mo [3.2-6.5] 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 20% without)  ·  ~19.0 challenges expected  ·  median CC cash $20,694
🛡 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)
33%
Flat exit net (mid-life)
-$573
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$121 @ 92% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.53/sh now → $3.91 mid-life (likely $4.22–$7.06)≈ $0 at expiry  |  you banked $2.48/sh, so a flat mid-life exit nets -$1.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 988 simulated challenges: the $98 strike is typically first touched on day 2 of 4, at $101 (overshoots $2.22). 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+$2.48/sh+$990
cycle +$1,982
[+$624…+$1,115] · 96% credit
71%
surv 53%
-$28,669 NOT
cap gain +$3,915
Reliable up-and-out (highest cap still free ≥60%)~$10631 Jul 202616d left+$1.06/sh+$425
cycle +$1,417
[-$204…+$421] · 61% credit
78%
surv 69%
-$26,401 NOT
cap gain +$6,183
Max even-money escape in the band~$10931 Jul 202616d left+$0.36/sh+$143
cycle +$1,135
[-$525…+$124] · 34% credit
81%
surv 75%
-$25,602 NOT
cap gain +$6,982
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+$0.02/sh+$10
cycle +$1,002
[-$537…-$4] · 25% credit
78%
surv 68%
-$27,716 NOT
cap gain +$4,868
Safety roll (pay small debit, max POP)~$12131 Jul 202616d left-$2.17/sh-$868
cycle +$124
[-$1,761…-$939]
92%
surv 90%
-$22,293 NOT
cap gain +$10,291
budget: banked $992 debit $868 (87% used ≈ 0.5 wk of income) → whole cycle still +$124 cash · rolled 4 ct earn ≈ $1,307/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 ($3,475/mo)+114%
vs normal income ($6,949/mo)107% covered
Net income (after hedge)$7,094/mo
Downside budget
⚠ $98.50 is $69 below CC-SS $167.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,754
… as % of IC ($4,800)557.4%
… as % of ML ($56,800)47.1%
Recovery months (at normal income)3.8 mo
Surgical close (4 ct)$-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. Momentum override: two daily closes above $128.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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)$992$-29,659+$2,925+$972
+2.5%$100.96 (1.0σ)$7$-29,757+$2,827-$13
+5%$103.43 (1.3σ)$-978$-29,856+$2,728-$998
SS (= V-bounce)$161.00 (8.8σ)$-24,008$-32,159+$425-$23,628
V-BOUNCE STRESS (stock → CC-SS $167.86, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,904
− CC assignment net of premium (4 × $98.50): -$26,754
Total Position P&L @ SS: $-32,433 (+$151 vs today)
Do-nothing baseline at SS: $-8,805 (this trade vs do-nothing: $-23,628, the opportunity cost of earning $7,440/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,532, position total $-31,211 (+$1,373 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.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $1,030/mo

🎯 Engine pick: sell 4 × $100 (primary), 72% survival, breach 28%, $3,927/mo.
⚖️ Worth a safer step: the $105 rung (33% normal) lifts survival to 83% (breach 28% → 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 $93.13 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12424 Jul11d33.1%98%5%$148$404-$3,524$17,398
Sell 4 × $124 33.1% OTM over spot $93.13 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
+$341
📈 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 26% without)  ·  ~0.7 challenges expected  ·  median CC cash $-295
🛡 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)
-$3,094
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: $11.45/sh now → $8.10 mid-life (likely $4.79–$9.06)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$7.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 58 simulated challenges: the $124 strike is typically first touched on day 9 of 11, at $127 (overshoots $2.84). 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+$2.73/sh+$1,091
cycle +$1,239
[+$1,252…+$1,999] · 100% credit
71%
surv 54%
-$20,232 NOT
cap gain +$12,352
Up-and-out for even (raise the cap, free)~$12931 Jul 202612d left+$0.48/sh+$192
cycle +$340
[+$251…+$1,018] · 91% credit
76%
surv 63%
-$19,198 NOT
cap gain +$13,386
Max even-money escape in the band~$12931 Jul 202612d left+$0.48/sh+$192
cycle +$340
[+$251…+$1,018] · 91% credit
76%
surv 63%
-$19,198 NOT
cap gain +$13,386
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%)~$13131 Jul 202612d left-$0.03/sh-$11
cycle +$137
[-$6…+$781] · 74% credit
76%
surv 65%
-$18,861 NOT
cap gain +$13,723
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 ($3,475/mo)-88%
vs normal income ($6,949/mo)6% covered
Net income (after hedge)$58/mo
Downside budget
⚠ $124 is $44 below CC-SS $167.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,398
… as % of IC ($4,800)362.5%
… as % of ML ($56,800)30.6%
Recovery months (at normal income)2.5 mo
Surgical close (4 ct)$-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. Momentum override: two daily closes above $128.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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)$148$-21,323+$11,261+$128
+2.5%$127.10 (2.7σ)$-1,092$-21,447+$11,137-$1,112
+5%$130.20 (2.9σ)$-2,332$-21,571+$11,013-$2,352
SS (= V-bounce)$161.00 (5.3σ)$-14,652$-22,803+$9,781-$14,272
V-BOUNCE STRESS (stock → CC-SS $167.86, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,904
− CC assignment net of premium (4 × $124): -$17,398
Total Position P&L @ SS: $-23,077 (+$9,507 vs today)
Do-nothing baseline at SS: $-8,805 (this trade vs do-nothing: $-14,272, the opportunity cost of earning $404/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,176, position total $-21,855 (+$10,729 vs today)
🛡 safe yield4 × $11124 Jul11d19.2%91%19%$504$1,375-$2,553$22,242
Sell 4 × $111 19.2% OTM over spot $93.13 24 Jul 2026 (11d, $1.34 mid)
= $504 credit for the 11d cycle → $1,375/mo projected
Survival (stays ≤ $111)
91%
Breach risk
9%
POP (stays ≤ $112.34)
92%
EV / mo
+$969
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.8 mo [3.1-6.9] median, 0.4 mo SLOWER than no FIGHT (4.5 mo): roll costs eat the credits at this rung  ·  23% of paths whole by 9 mo (vs 18% without)  ·  ~3.2 challenges expected  ·  median CC cash $4,240
🛡 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)
-$2,186
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$119 @ 77% 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: $9.51/sh now → $6.73 mid-life (likely $5.56–$9.14)≈ $0 at expiry  |  you banked $1.26/sh, so a flat mid-life exit nets -$5.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 404 simulated challenges: the $111 strike is typically first touched on day 7 of 11, at $114 (overshoots $2.65). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11131 Jul 202612d left+$2.32/sh+$926
cycle +$1,430
[+$773…+$1,321] · 100% credit
70%
surv 53%
-$24,721 NOT
cap gain +$7,863
Up-and-out for even (raise the cap, free)~$11631 Jul 202612d left+$0.33/sh+$134
cycle +$638
[-$107…+$423] · 63% credit
75%
surv 63%
-$23,760 NOT
cap gain +$8,824
Max even-money escape in the band~$11631 Jul 202612d left+$0.33/sh+$134
cycle +$638
[-$107…+$423] · 63% credit
75%
surv 63%
-$23,760 NOT
cap gain +$8,824
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11931 Jul 202612d left-$1.20/sh-$481
cycle +$23
[-$836…-$200] · 17% credit
77%
surv 69%
-$23,294 NOT
cap gain +$9,290
budget: banked $504 debit $481 (95% used ≈ 1.5 wk of income) → whole cycle still +$23 cash · rolled 4 ct earn ≈ $5,524/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$1,375/mo
vs 50% target ($3,475/mo)-60%
vs normal income ($6,949/mo)20% covered
Net income (after hedge)$1,029/mo
Downside budget
⚠ $111 is $57 below CC-SS $167.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,242
… as % of IC ($4,800)463.4%
… as % of ML ($56,800)39.2%
Recovery months (at normal income)3.2 mo
Surgical close (4 ct)$-32,618
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.32/sh (~25% of the $1.26 collected) or spot ≥ $112.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $111)); NOT the premium you collected. Momentum override: two daily closes above $128.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $109.89Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$110-112.34
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $112.34
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$111.00 (1.4σ)$504$-25,647+$6,937+$484
+2.5%$113.77 (1.6σ)$-606$-25,758+$6,826-$626
+5%$116.55 (1.8σ)$-1,716$-25,869+$6,715-$1,736
SS (= V-bounce)$161.00 (5.3σ)$-19,496$-27,647+$4,937-$19,116
V-BOUNCE STRESS (stock → CC-SS $167.86, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,904
− CC assignment net of premium (4 × $111): -$22,242
Total Position P&L @ SS: $-27,921 (+$4,663 vs today)
Do-nothing baseline at SS: $-8,805 (this trade vs do-nothing: $-19,116, the opportunity cost of earning $1,375/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,020, position total $-26,699 (+$5,885 vs today)
33% normal ← lean4 × $10524 Jul11d12.7%83%36%$904$2,465-$1,462$24,242
Sell 4 × $105 12.7% OTM over spot $93.13 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
+$1,471
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.8 mo [3.2-6.5] median, 0.1 mo SLOWER than no FIGHT (4.7 mo): roll costs eat the credits at this rung  ·  23% of paths whole by 9 mo (vs 16% without)  ·  ~6.5 challenges expected  ·  median CC cash $7,495
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
28%
Flat exit net (mid-life)
-$1,548
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$116 @ 81% POP
75% 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: $8.67/sh now → $6.13 mid-life (likely $5.93–$9.19)≈ $0 at expiry  |  you banked $2.26/sh, so a flat mid-life exit nets -$3.87/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 826 simulated challenges: the $105 strike is typically first touched on day 6 of 11, at $108 (overshoots $2.60). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10531 Jul 202612d left+$2.14/sh+$854
cycle +$1,758
[+$596…+$1,050] · 99% credit
70%
surv 53%
-$26,553 NOT
cap gain +$6,031
Reliable up-and-out (highest cap still free ≥60%)~$10831 Jul 202612d left+$0.56/sh+$223
cycle +$1,127
[-$39…+$372] · 67% credit
75%
surv 61%
-$25,971 NOT
cap gain +$6,613
Up-and-out for even (raise the cap, free)~$11031 Jul 202612d left+$0.13/sh+$51
cycle +$955
[-$290…+$146] · 38% credit
75%
surv 64%
-$25,602 NOT
cap gain +$6,982
Max even-money escape in the band~$11031 Jul 202612d left+$0.13/sh+$51
cycle +$955
[-$290…+$146] · 38% credit
75%
surv 64%
-$25,602 NOT
cap gain +$6,982
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-$2.05/sh-$820
cycle +$84
[-$1,340…-$779] · 2% credit
81%
surv 75%
-$24,314 NOT
cap gain +$8,270
budget: banked $904 debit $820 (91% used ≈ 1.4 wk of income) → whole cycle still +$84 cash · rolled 4 ct earn ≈ $4,081/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 ($3,475/mo)-29%
vs normal income ($6,949/mo)35% covered
Net income (after hedge)$2,120/mo
Downside budget
⚠ $105 is $63 below CC-SS $167.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,242
… as % of IC ($4,800)505.0%
… as % of ML ($56,800)42.7%
Recovery months (at normal income)3.5 mo
Surgical close (4 ct)$-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. Momentum override: two daily closes above $128.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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)$904$-27,407+$5,177+$884
+2.5%$107.62 (1.1σ)$-146$-27,512+$5,072-$166
+5%$110.25 (1.3σ)$-1,196$-27,617+$4,967-$1,216
SS (= V-bounce)$161.00 (5.3σ)$-21,496$-29,647+$2,937-$21,116
V-BOUNCE STRESS (stock → CC-SS $167.86, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,904
− CC assignment net of premium (4 × $105): -$24,242
Total Position P&L @ SS: $-29,921 (+$2,663 vs today)
Do-nothing baseline at SS: $-8,805 (this trade vs do-nothing: $-21,116, the opportunity cost of earning $2,465/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,020, position total $-28,699 (+$3,885 vs today)
🎯 50% normal4 × $10024 Jul11d7.4%72%47%$1,440$3,927$25,706
Sell 4 × $100 7.4% OTM over spot $93.13 24 Jul 2026 (11d, $3.80 mid)
= $1,440 credit for the 11d cycle → $3,927/mo projected
Survival (stays ≤ $100)
72%
Breach risk
28%
POP (stays ≤ $103.80)
81%
EV / mo
+$1,906
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.6 mo [3.1-6.5] median, 0.2 mo SLOWER than no FIGHT (4.3 mo): roll costs eat the credits at this rung  ·  26% of paths whole by 9 mo (vs 18% without)  ·  ~11.7 challenges expected  ·  median CC cash $10,062
🛡 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)
47%
Flat exit net (mid-life)
-$822
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$117 @ 88% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.99/sh now → $5.66 mid-life (likely $6.42–$9.18)≈ $0 at expiry  |  you banked $3.60/sh, so a flat mid-life exit nets -$2.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,409 simulated challenges: the $100 strike is typically first touched on day 5 of 11, at $102 (overshoots $2.34). 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+$1.99/sh+$796
cycle +$2,236
[+$468…+$778] · 99% credit
70%
surv 53%
-$27,875 NOT
cap gain +$4,709
Reliable up-and-out (highest cap still free ≥60%)~$10231 Jul 202612d left+$1.32/sh+$527
cycle +$1,967
[+$201…+$487] · 94% credit
73%
surv 58%
-$27,470 NOT
cap gain +$5,114
Up-and-out for even (raise the cap, free)~$10431 Jul 202612d left+$0.14/sh+$56
cycle +$1,496
[-$369…-$18] · 23% credit
74%
surv 62%
-$27,222 NOT
cap gain +$5,362
Max even-money escape in the band~$10431 Jul 202612d left+$0.14/sh+$56
cycle +$1,496
[-$369…-$18] · 23% credit
74%
surv 62%
-$27,222 NOT
cap gain +$5,362
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11731 Jul 202612d left-$3.51/sh-$1,402
cycle +$38
[-$2,198…-$1,592]
88%
surv 85%
-$24,000 NOT
cap gain +$8,584
budget: banked $1,440 debit $1,402 (97% used ≈ 1.6 wk of income) → whole cycle still +$38 cash · rolled 4 ct earn ≈ $2,149/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 ($3,475/mo)+13%
vs normal income ($6,949/mo)57% covered
Net income (after hedge)$3,582/mo
Downside budget
⚠ $100 is $68 below CC-SS $167.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,706
… as % of IC ($4,800)535.5%
… as % of ML ($56,800)45.3%
Recovery months (at normal income)3.7 mo
Surgical close (4 ct)$-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. Momentum override: two daily closes above $128.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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)$1,440$-28,671+$3,913+$1,420
+2.5%$102.50 (≤1σ, normal week)$440$-28,771+$3,813+$420
+5%$105.00 (≤1σ, normal week)$-560$-28,871+$3,713-$580
SS (= V-bounce)$161.00 (5.3σ)$-22,960$-31,111+$1,473-$22,580
V-BOUNCE STRESS (stock → CC-SS $167.86, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,904
− CC assignment net of premium (4 × $100): -$25,706
Total Position P&L @ SS: $-31,385 (+$1,199 vs today)
Do-nothing baseline at SS: $-8,805 (this trade vs do-nothing: $-22,580, the opportunity cost of earning $3,927/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,484, position total $-30,163 (+$2,421 vs today)
100% normal4 × $9324 Jul11d-0.1%52%99+%$2,600$7,091+$3,164$27,346
Sell 4 × $93 0.1% ITM over spot $93.13 24 Jul 2026 (11d, $6.85 mid)
= $2,600 credit for the 11d cycle → $7,091/mo projected
Survival (stays ≤ $93)
52%
Breach risk
48%
POP (stays ≤ $99.85)
72%
EV / mo
+$2,301
🛡 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)
100%
Flat exit net (mid-life)
+$592
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$111 @ 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.10/sh now → $5.02 mid-life → ≈ $0 at expiry  |  you banked $6.50/sh, so a flat mid-life exit nets +$1.48/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)~$9331 Jul 202612d left+$1.79/sh+$717
cycle +$3,317
70%
surv 53%
-$29,267 NOT
cap gain +$3,317
Up-and-out for even (raise the cap, free)~$9631 Jul 202612d left+$0.08/sh+$33
cycle +$2,633
75%
surv 63%
-$28,738 NOT
cap gain +$3,846
Max even-money escape in the band~$9631 Jul 202612d left+$0.08/sh+$33
cycle +$2,633
75%
surv 63%
-$28,738 NOT
cap gain +$3,846
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11131 Jul 202612d left-$3.74/sh-$1,496
cycle +$1,104
90%
surv 89%
-$25,047 NOT
cap gain +$7,537
budget: banked $2,600 debit $1,496 (58% used ≈ 0.9 wk of income) → whole cycle still +$1,104 cash · rolled 4 ct earn ≈ $1,281/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 ($3,475/mo)+104%
vs normal income ($6,949/mo)102% covered
Net income (after hedge)$6,745/mo
Downside budget
⚠ $93 is $75 below CC-SS $167.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,346
… as % of IC ($4,800)569.7%
… as % of ML ($56,800)48.1%
Recovery months (at normal income)3.9 mo
Surgical close (4 ct)$-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. Momentum override: two daily closes above $128.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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)$2,600$-29,984+$2,600+$2,580
+2.5%$95.32 (≤1σ, normal week)$1,670$-30,124+$2,460+$1,650
+5%$97.65 (≤1σ, normal week)$740$-30,217+$2,367+$720
SS (= V-bounce)$161.00 (5.3σ)$-24,600$-32,751-$167-$24,220
V-BOUNCE STRESS (stock → CC-SS $167.86, where you are whole again, by expiry)
Starting unrealized P&L: $-32,584
+ Fortress recovery (un-capped): +$26,904
− CC assignment net of premium (4 × $93): -$27,346
Total Position P&L @ SS: $-33,025 ($-441 vs today)
Do-nothing baseline at SS: $-8,805 (this trade vs do-nothing: $-24,220, the opportunity cost of earning $7,091/mo FIGHT income now)
BB-reversion stress (→ $137.31 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$15,124, position total $-31,803 (+$781 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 (43 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 43 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: +$26,904 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-8,805

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1044d17 Jul 2026$1.174/4$3,510$3,16491%93%+$2,971-$25,078522.5%$-30,757 (vs do-nothing $-21,952)
$1034d17 Jul 2026$1.324/4$3,960$3,61490%92%+$3,244-$25,418529.5%$-31,097 (vs do-nothing $-22,292)
$1024d17 Jul 2026$1.514/4$4,530$4,18487%91%+$3,583-$25,742536.3%$-31,421 (vs do-nothing $-22,616)
$1014d17 Jul 2026$1.753/4$3,938$3,60585%89%+$3,004-$19,534407.0%$-25,995 (vs do-nothing $-17,190)
$1004d17 Jul 2026$2.013/4$4,522$4,19082%88%+$3,303-$19,756411.6%$-26,217 (vs do-nothing $-17,412)
$994d17 Jul 2026$2.243/4$5,040$4,70878%86%+$3,460-$19,987416.4%$-26,448 (vs do-nothing $-17,643)
$98.504d17 Jul 2026$2.482/4$3,720$3,40277%85%+$2,526-$13,377278.7%$-20,619 (vs do-nothing $-11,814)
$984d17 Jul 2026$2.632/4$3,945$3,62775%84%+$2,594-$13,447280.1%$-20,689 (vs do-nothing $-11,884)
$97.504d17 Jul 2026$2.712/4$4,065$3,74773%83%+$2,540-$13,531281.9%$-20,773 (vs do-nothing $-11,968)
$10011d24 Jul 2026$3.604/4$3,927$3,58272%81%+$1,906-$25,706535.5%$-31,385 (vs do-nothing $-22,580)
$974d17 Jul 2026$3.002/4$4,500$4,18270%82%+$2,784-$13,573282.8%$-20,815 (vs do-nothing $-12,010)
$9911d24 Jul 2026$3.854/4$4,200$3,85470%79%+$1,887-$26,006541.8%$-31,685 (vs do-nothing $-22,880)
$98.5011d24 Jul 2026$4.004/4$4,364$4,01868%79%+$1,892-$26,146544.7%$-31,825 (vs do-nothing $-23,020)
Show 30 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$96.504d17 Jul 2026$3.202/4$4,800$4,48268%81%+$2,875-$13,633284.0%$-20,875 (vs do-nothing $-12,070)
$10018d31 Jul 2026$5.404/4$3,600$3,25468%78%+$1,356-$24,986520.5%$-30,665 (vs do-nothing $-21,860)
$9811d24 Jul 2026$4.303/4$3,518$3,18667%78%+$1,539-$19,669409.8%$-26,130 (vs do-nothing $-17,325)
$9918d31 Jul 2026$5.504/4$3,667$3,32166%76%+$1,211-$25,346528.0%$-31,025 (vs do-nothing $-22,220)
$964d17 Jul 2026$3.352/4$5,025$4,70766%80%+$2,870-$13,703285.5%$-20,945 (vs do-nothing $-12,140)
$98.5018d31 Jul 2026$5.754/4$3,832$3,48666%77%+$1,561-$25,447530.1%$-31,126 (vs do-nothing $-22,321)
$97.5011d24 Jul 2026$4.403/4$3,600$3,26866%77%+$1,488-$19,789412.3%$-26,250 (vs do-nothing $-17,445)
$9711d24 Jul 2026$4.603/4$3,764$3,43264%77%+$1,512-$19,879414.2%$-26,340 (vs do-nothing $-17,535)
$9818d31 Jul 2026$6.204/4$4,133$3,78864%76%+$1,451-$25,466530.5%$-31,145 (vs do-nothing $-22,340)
$97.5018d31 Jul 2026$6.164/4$4,104$3,75864%76%+$1,607-$25,683535.1%$-31,363 (vs do-nothing $-22,558)
$96.5011d24 Jul 2026$4.853/4$3,968$3,63663%76%+$1,570-$19,954415.7%$-26,415 (vs do-nothing $-17,610)
$9718d31 Jul 2026$6.354/4$4,233$3,88862%74%+$1,307-$25,806537.6%$-31,485 (vs do-nothing $-22,680)
$96.5018d31 Jul 2026$6.574/4$4,383$4,03761%75%+$1,643-$25,916539.9%$-31,596 (vs do-nothing $-22,790)
$9611d24 Jul 2026$5.053/4$4,132$3,80061%75%+$1,580-$20,044417.6%$-26,505 (vs do-nothing $-17,700)
$954d17 Jul 2026$3.852/4$5,775$5,45761%78%+$3,101-$13,803287.6%$-21,045 (vs do-nothing $-12,240)
$9618d31 Jul 2026$6.854/4$4,567$4,22160%74%+$1,379-$26,006541.8%$-31,685 (vs do-nothing $-22,880)
$9511d24 Jul 2026$5.703/4$4,664$4,33258%74%+$1,781-$20,149419.8%$-26,610 (vs do-nothing $-17,805)
$9518d31 Jul 2026$7.553/4$3,775$3,44358%73%+$1,175-$19,594408.2%$-26,055 (vs do-nothing $-17,250)
$944d17 Jul 2026$4.402/4$6,600$6,28256%76%+$3,319-$13,893289.4%$-21,135 (vs do-nothing $-12,330)
$9418d31 Jul 2026$7.803/4$3,900$3,56856%72%+$1,077-$19,819412.9%$-26,280 (vs do-nothing $-17,475)
$9411d24 Jul 2026$6.053/4$4,950$4,61855%73%+$1,706-$20,344423.8%$-26,805 (vs do-nothing $-18,000)
$93.504d17 Jul 2026$4.502/4$6,750$6,43254%75%+$3,132-$13,973291.1%$-21,215 (vs do-nothing $-12,410)
$9318d31 Jul 2026$8.253/4$4,125$3,79354%71%+$1,065-$19,984416.3%$-26,445 (vs do-nothing $-17,640)
$9311d24 Jul 2026$6.502/4$3,545$3,22752%72%+$1,151-$13,673284.9%$-20,915 (vs do-nothing $-12,110)
$9218d31 Jul 2026$9.053/4$4,525$4,19351%70%+$1,214-$20,044417.6%$-26,505 (vs do-nothing $-17,700)
$934d17 Jul 2026$4.851/4$3,638$3,33351%75%+$1,648-$7,001145.9%$-15,025 (vs do-nothing $-6,220)
$9211d24 Jul 2026$7.052/4$3,845$3,52749%70%+$1,137-$13,763286.7%$-21,005 (vs do-nothing $-12,200)
$92.504d17 Jul 2026$5.051/4$3,788$3,48348%74%+$1,606-$7,031146.5%$-15,055 (vs do-nothing $-6,250)
$924d17 Jul 2026$5.351/4$4,012$3,70846%73%+$1,628-$7,051146.9%$-15,075 (vs do-nothing $-6,270)
$91.504d17 Jul 2026$5.601/4$4,200$3,89543%72%+$1,600-$7,076147.4%$-15,100 (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 19:06