FORTRESS FIGHT: MSTR @ $91.23

BE SS: $161.00  |  CC-SS: $167.78  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 22:11

MSTR @ $91.23   UNDERWATER $69.77 (43.3% 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: $167.78  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $125 exp 2028-01-21 (entry $82.167/sh)
SP: $185 exp 2028-01-21 (entry $70.772/sh)
HP: $55 exp 2026-09-18 (entry $0.627/sh)

Economics

Max Loss$56,800(ND $12.00 + SW $130) x 400
Normal income ref$5,695/mo95% ann ROI on ML
Hedge rolling cost$374/mo
Unrealized P&L$-33,720fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,847/mo
HEDGE COVER
$374/mo
NORMAL INCOME
$5,695/mo (ATM CC, chain)
IC VELOCITY
0.8 mo to earn back $4,800
ML VELOCITY
10.0 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $167.78 (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)
$34,972
was $33,720 · -4% earned back
Cycles closed
2
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 14 (live) · RSI 33 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 32 · %B 33 · hist rising (nightly)
LEVELS20W MA (bounce target) $135.40 (+48%) · daily UBB $124.72 · 1-wk expected move ±$11 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 4 contracts at $99 / 4d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($2,847/mo); it brings $3,300/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 × $95/4d for $6,240/mo, but breach risk rises to 32% (+14pp 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 × $114/4d (98% survival, $390/mo).
Downside anchor: the primary mortgages $27,072 (564% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 4.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-33,736 and cuts bleed by $374/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 × $99, 82% survival, $3,300/mo (E[net] $930/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 × $9982%$3,300$930
NEXT FRIDAY24 Jul 2026 · 11d4 × $98.5072%$2,935$440

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $930/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $99 (primary), 82% survival, breach 18%, $3,300/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $102 rung (33% normal) lifts survival to 89% (breach 18% → 11%) for $1,290/mo less (39% income) buys safety you do not really need here.
MSTR  spot $91.23 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $11417 Jul4d25.0%98%5%$52$390-$2,910$21,460
Sell 4 × $114 25.0% OTM over spot $91.23 17 Jul 2026 (4d, $0.15 mid)
= $52 credit for the 4d cycle → $390/mo projected
Survival (stays ≤ $114)
98%
Breach risk
2%
POP (stays ≤ $114.14)
98%
EV / mo
+$263
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.8-5.8] median  ·  37% of paths whole by 9 mo (vs 37% without)  ·  ~1.5 challenges expected  ·  median CC cash $-420
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$1,462
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$131 @ 81% 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: $5.35/sh now → $3.79 mid-life → ≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$3.66/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)~$11424 Jul 20269d left+$3.12/sh+$1,247
cycle +$1,299
67%
surv 53%
-$22,411 NOT
cap gain +$11,309
Up-and-out for even (raise the cap, free)~$12224 Jul 20269d left+$0.14/sh+$56
cycle +$108
76%
surv 69%
-$20,186 NOT
cap gain +$13,534
Max even-money escape in the band~$13131 Jul 202616d left+$0.16/sh+$65
cycle +$117
81%
surv 77%
-$16,221 NOT
cap gain +$17,499
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$390/mo
vs 50% target ($2,847/mo)-86%
vs normal income ($5,695/mo)7% covered
Net income (after hedge)$16/mo
Downside budget
⚠ $114 is $54 below CC-SS $167.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,460
… as % of IC ($4,800)447.1%
… as % of ML ($56,800)37.8%
Recovery months (at normal income)3.8 mo
Surgical close (4 ct)$-33,726
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.13 collected) or spot ≥ $114.14 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $114)); NOT the premium you collected. Momentum override: two daily closes above $124.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $112.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$113-114.14
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
≥ $114.14
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$114.00 (2.6σ)$52$-23,658+$10,062+$48
+2.5%$116.85 (3.0σ)$-1,088$-23,545+$10,175-$1,092
+5%$119.70 (3.3σ)$-2,228$-23,433+$10,287-$2,232
SS (= V-bounce)$161.00 (8.1σ)$-18,748$-21,797+$11,923-$18,352
V-BOUNCE STRESS (stock → CC-SS $167.78, where you are whole again, by expiry)
Starting unrealized P&L: $-33,720
+ Fortress recovery (un-capped): +$33,652
− CC assignment net of premium (4 × $114): -$21,460
Total Position P&L @ SS: $-21,529 (+$12,191 vs today)
Do-nothing baseline at SS: $-3,177 (this trade vs do-nothing: $-18,352, the opportunity cost of earning $390/mo FIGHT income now)
BB-reversion stress (→ $135.40 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,508, position total $-22,811 (+$10,909 vs today)
🛡 safe yield4 × $10317 Jul4d12.9%91%19%$228$1,710-$1,590$25,684
Sell 4 × $103 12.9% OTM over spot $91.23 17 Jul 2026 (4d, $0.60 mid)
= $228 credit for the 4d cycle → $1,710/mo projected
Survival (stays ≤ $103)
91%
Breach risk
9%
POP (stays ≤ $103.61)
92%
EV / mo
+$1,033
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [2.5-6.0] median  ·  34% of paths whole by 9 mo (vs 28% without)  ·  ~7.0 challenges expected  ·  median CC cash $5,254
🛡 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)
-$1,063
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$121 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.56/sh now → $3.23 mid-life (likely $2.97–$5.35)≈ $0 at expiry  |  you banked $0.57/sh, so a flat mid-life exit nets -$2.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 427 simulated challenges: the $103 strike is typically first touched on day 3 of 4, at $106 (overshoots $2.89). 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+$2.64/sh+$1,054
cycle +$1,282
[+$1,007…+$1,295] · 100% credit
67%
surv 53%
-$27,264 NOT
cap gain +$6,456
Reliable up-and-out (highest cap still free ≥60%)~$11531 Jul 202616d left+$0.65/sh+$260
cycle +$488
[-$55…+$457] · 70% credit
79%
surv 74%
-$22,884 NOT
cap gain +$10,836
Max even-money escape in the band~$11731 Jul 202616d left+$0.25/sh+$100
cycle +$328
[-$246…+$278] · 54% credit
81%
surv 76%
-$22,164 NOT
cap gain +$11,556
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+$0.04/sh+$15
cycle +$243
[-$280…+$170] · 45% credit
76%
surv 69%
-$25,327 NOT
cap gain +$8,393
Safety roll (pay small debit, max POP)~$12131 Jul 202616d left-$0.56/sh-$224
cycle +$4
[-$662…-$69] · 18% credit
84%
surv 81%
-$20,731 NOT
cap gain +$12,989
budget: banked $228 debit $224 (98% used ≈ 0.6 wk of income) → whole cycle still +$4 cash · rolled 4 ct earn ≈ $2,000/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$1,710/mo
vs 50% target ($2,847/mo)-40%
vs normal income ($5,695/mo)30% covered
Net income (after hedge)$1,336/mo
Downside budget
⚠ $103 is $65 below CC-SS $167.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,684
… as % of IC ($4,800)535.1%
… as % of ML ($56,800)45.2%
Recovery months (at normal income)4.5 mo
Surgical close (4 ct)$-33,734
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.57 collected) or spot ≥ $103.61 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $103)); NOT the premium you collected. Momentum override: two daily closes above $124.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $101.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$102-103.61
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
≥ $103.61
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$103.00 (1.4σ)$228$-28,318+$5,402+$224
+2.5%$105.57 (1.7σ)$-802$-28,216+$5,504-$806
+5%$108.15 (2.0σ)$-1,832$-28,114+$5,606-$1,836
SS (= V-bounce)$161.00 (8.1σ)$-22,972$-26,021+$7,699-$22,576
V-BOUNCE STRESS (stock → CC-SS $167.78, where you are whole again, by expiry)
Starting unrealized P&L: $-33,720
+ Fortress recovery (un-capped): +$33,652
− CC assignment net of premium (4 × $103): -$25,684
Total Position P&L @ SS: $-25,753 (+$7,967 vs today)
Do-nothing baseline at SS: $-3,177 (this trade vs do-nothing: $-22,576, the opportunity cost of earning $1,710/mo FIGHT income now)
BB-reversion stress (→ $135.40 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,732, position total $-27,035 (+$6,685 vs today)
33% normal4 × $10217 Jul4d11.8%89%23%$268$2,010-$1,290$26,044
Sell 4 × $102 11.8% OTM over spot $91.23 17 Jul 2026 (4d, $0.73 mid)
= $268 credit for the 4d cycle → $2,010/mo projected
Survival (stays ≤ $102)
89%
Breach risk
11%
POP (stays ≤ $102.72)
90%
EV / mo
+$1,127
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.4-5.7] median, 0.1 mo faster than no FIGHT (3.6 mo)  ·  32% of paths whole by 9 mo (vs 26% without)  ·  ~8.6 challenges expected  ·  median CC cash $6,210
🛡 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)
15%
Flat exit net (mid-life)
-$1,003
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$120 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.49/sh now → $3.18 mid-life (likely $2.90–$5.17)≈ $0 at expiry  |  you banked $0.67/sh, so a flat mid-life exit nets -$2.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 449 simulated challenges: the $102 strike is typically first touched on day 3 of 4, at $105 (overshoots $2.67). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10224 Jul 20269d left+$2.59/sh+$1,037
cycle +$1,305
[+$954…+$1,273] · 100% credit
67%
surv 53%
-$27,680 NOT
cap gain +$6,040
Reliable up-and-out (highest cap still free ≥60%)~$11431 Jul 202616d left+$0.59/sh+$237
cycle +$505
[-$88…+$437] · 68% credit
79%
surv 74%
-$23,306 NOT
cap gain +$10,414
Max even-money escape in the band~$11631 Jul 202616d left+$0.20/sh+$79
cycle +$347
[-$274…+$271] · 49% credit
81%
surv 77%
-$22,586 NOT
cap gain +$11,134
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+$0.00/sh+$1
cycle +$269
[-$288…+$166] · 39% credit
76%
surv 70%
-$25,740 NOT
cap gain +$7,980
Safety roll (pay small debit, max POP)~$12031 Jul 202616d left-$0.60/sh-$241
cycle +$27
[-$672…-$73] · 18% credit
84%
surv 81%
-$21,147 NOT
cap gain +$12,573
budget: banked $268 debit $241 (90% used ≈ 0.5 wk of income) → whole cycle still +$27 cash · rolled 4 ct earn ≈ $1,931/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$2,010/mo
vs 50% target ($2,847/mo)-29%
vs normal income ($5,695/mo)35% covered
Net income (after hedge)$1,636/mo
Downside budget
⚠ $102 is $66 below CC-SS $167.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,044
… as % of IC ($4,800)542.6%
… as % of ML ($56,800)45.9%
Recovery months (at normal income)4.6 mo
Surgical close (4 ct)$-33,742
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.67 collected) or spot ≥ $102.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $102)); NOT the premium you collected. Momentum override: two daily closes above $124.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $100.98Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$101-102.72
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $102.72
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$102.00 (1.2σ)$268$-28,718+$5,002+$264
+2.5%$104.55 (1.5σ)$-752$-28,617+$5,103-$756
+5%$107.10 (1.8σ)$-1,772$-28,516+$5,204-$1,776
SS (= V-bounce)$161.00 (8.1σ)$-23,332$-26,381+$7,339-$22,936
V-BOUNCE STRESS (stock → CC-SS $167.78, where you are whole again, by expiry)
Starting unrealized P&L: $-33,720
+ Fortress recovery (un-capped): +$33,652
− CC assignment net of premium (4 × $102): -$26,044
Total Position P&L @ SS: $-26,113 (+$7,607 vs today)
Do-nothing baseline at SS: $-3,177 (this trade vs do-nothing: $-22,936, the opportunity cost of earning $2,010/mo FIGHT income now)
BB-reversion stress (→ $135.40 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,092, position total $-27,395 (+$6,325 vs today)
🎯 50% normal4 × $9917 Jul4d8.5%82%26%$440$3,300$27,072
Sell 4 × $99 8.5% OTM over spot $91.23 17 Jul 2026 (4d, $1.14 mid)
= $440 credit for the 4d cycle → $3,300/mo projected
Survival (stays ≤ $99)
82%
Breach risk
18%
POP (stays ≤ $100.14)
85%
EV / mo
+$1,439
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.2-6.4] median, 0.3 mo SLOWER than no FIGHT (3.7 mo): roll costs eat the credits at this rung  ·  38% of paths whole by 9 mo (vs 27% without)  ·  ~14.2 challenges expected  ·  median CC cash $9,153
🛡 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)
26%
Flat exit net (mid-life)
-$774
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$119 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.29/sh now → $3.03 mid-life (likely $3.17–$5.33)≈ $0 at expiry  |  you banked $1.10/sh, so a flat mid-life exit nets -$1.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 781 simulated challenges: the $99 strike is typically first touched on day 3 of 4, at $102 (overshoots $2.68). 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)~$9924 Jul 20269d left+$2.47/sh+$988
cycle +$1,428
[+$828…+$1,190] · 100% credit
67%
surv 53%
-$28,876 NOT
cap gain +$4,844
Reliable up-and-out (highest cap still free ≥60%)~$11031 Jul 202616d left+$0.69/sh+$276
cycle +$716
[-$101…+$374] · 64% credit
79%
surv 73%
-$24,854 NOT
cap gain +$8,866
Up-and-out for even (raise the cap, free)~$10524 Jul 20269d left+$0.05/sh+$20
cycle +$460
[-$317…+$93] · 33% credit
76%
surv 69%
-$27,088 NOT
cap gain +$6,632
Max even-money escape in the band~$11331 Jul 202616d left+$0.04/sh+$16
cycle +$456
[-$425…+$81] · 30% credit
81%
surv 78%
-$23,795 NOT
cap gain +$9,925
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 202616d left-$1.03/sh-$413
cycle +$27
[-$976…-$401] · 4% credit
86%
surv 84%
-$21,586 NOT
cap gain +$12,134
budget: banked $440 debit $413 (94% used ≈ 0.5 wk of income) → whole cycle still +$27 cash · rolled 4 ct earn ≈ $1,501/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$3,300/mo
vs 50% target ($2,847/mo)+16%
vs normal income ($5,695/mo)58% covered
Net income (after hedge)$2,926/mo
Downside budget
⚠ $99 is $69 below CC-SS $167.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,072
… as % of IC ($4,800)564.0%
… as % of ML ($56,800)47.7%
Recovery months (at normal income)4.8 mo
Surgical close (4 ct)$-33,736
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.10 collected) or spot ≥ $100.14 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $99)); NOT the premium you collected. Momentum override: two daily closes above $124.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $98.01Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$98-100.14
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $100.14
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$99.00 (≤1σ, normal week)$440$-29,864+$3,856+$436
+2.5%$101.47 (1.2σ)$-550$-29,766+$3,954-$554
+5%$103.95 (1.5σ)$-1,540$-29,668+$4,052-$1,544
SS (= V-bounce)$161.00 (8.1σ)$-24,360$-27,409+$6,311-$23,964
V-BOUNCE STRESS (stock → CC-SS $167.78, where you are whole again, by expiry)
Starting unrealized P&L: $-33,720
+ Fortress recovery (un-capped): +$33,652
− CC assignment net of premium (4 × $99): -$27,072
Total Position P&L @ SS: $-27,141 (+$6,579 vs today)
Do-nothing baseline at SS: $-3,177 (this trade vs do-nothing: $-23,964, the opportunity cost of earning $3,300/mo FIGHT income now)
BB-reversion stress (→ $135.40 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,120, position total $-28,423 (+$5,297 vs today)
100% normal4 × $9517 Jul4d4.1%68%66%$832$6,240+$2,940$28,280
Sell 4 × $95 4.1% OTM over spot $91.23 17 Jul 2026 (4d, $2.12 mid)
= $832 credit for the 4d cycle → $6,240/mo projected
Survival (stays ≤ $95)
68%
Breach risk
32%
POP (stays ≤ $97.12)
76%
EV / mo
+$1,809
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.4-6.0] median, 0.4 mo SLOWER than no FIGHT (3.5 mo): roll costs eat the credits at this rung  ·  41% of paths whole by 9 mo (vs 30% without)  ·  ~27.6 challenges expected  ·  median CC cash $13,553
🛡 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)
48%
Flat exit net (mid-life)
-$307
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$119 @ 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: $4.02/sh now → $2.85 mid-life (likely $3.54–$5.71)≈ $0 at expiry  |  you banked $2.08/sh, so a flat mid-life exit nets -$0.77/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,441 simulated challenges: the $95 strike is typically first touched on day 2 of 4, at $98 (overshoots $2.82). 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)~$9524 Jul 20269d left+$2.31/sh+$924
cycle +$1,756
[+$724…+$920] · 100% credit
67%
surv 53%
-$30,307 NOT
cap gain +$3,413
Reliable up-and-out (highest cap still free ≥60%)~$10431 Jul 202616d left+$0.97/sh+$388
cycle +$1,220
[-$65…+$317] · 68% credit
77%
surv 71%
-$26,987 NOT
cap gain +$6,733
Max even-money escape in the band~$10731 Jul 202616d left+$0.22/sh+$87
cycle +$919
[-$451…-$15] · 24% credit
80%
surv 76%
-$25,970 NOT
cap gain +$7,750
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)~$10124 Jul 20269d left+$0.07/sh+$28
cycle +$860
[-$398…-$52] · 19% credit
76%
surv 69%
-$28,666 NOT
cap gain +$5,054
Safety roll (pay small debit, max POP)~$11931 Jul 202616d left-$1.56/sh-$623
cycle +$209
[-$1,429…-$824]
90%
surv 89%
-$21,405 NOT
cap gain +$12,315
budget: banked $832 debit $623 (75% used ≈ 0.4 wk of income) → whole cycle still +$209 cash · rolled 4 ct earn ≈ $967/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,240/mo
vs 50% target ($2,847/mo)+119%
vs normal income ($5,695/mo)110% covered
Net income (after hedge)$5,866/mo
Downside budget
⚠ $95 is $73 below CC-SS $167.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,280
… as % of IC ($4,800)589.2%
… as % of ML ($56,800)49.8%
Recovery months (at normal income)5.0 mo
Surgical close (4 ct)$-33,736
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.52/sh (~25% of the $2.08 collected) or spot ≥ $97.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $95)); NOT the premium you collected. Momentum override: two daily closes above $124.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $94.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$94-97.12
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
≥ $97.12
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$95.00 (≤1σ, normal week)$832$-31,231+$2,489+$828
+2.5%$97.37 (≤1σ, normal week)$-118$-31,137+$2,583-$122
+5%$99.75 (≤1σ, normal week)$-1,068$-31,043+$2,677-$1,072
SS (= V-bounce)$161.00 (8.1σ)$-25,568$-28,617+$5,103-$25,172
V-BOUNCE STRESS (stock → CC-SS $167.78, where you are whole again, by expiry)
Starting unrealized P&L: $-33,720
+ Fortress recovery (un-capped): +$33,652
− CC assignment net of premium (4 × $95): -$28,280
Total Position P&L @ SS: $-28,349 (+$5,371 vs today)
Do-nothing baseline at SS: $-3,177 (this trade vs do-nothing: $-25,172, the opportunity cost of earning $6,240/mo FIGHT income now)
BB-reversion stress (→ $135.40 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$15,328, position total $-29,631 (+$4,089 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] $440/mo

🎯 Engine pick: sell 4 × $98.50 (primary), 72% survival, breach 28%, $2,935/mo.
Stay at the pick. Stepping safer (the $102 rung (33% normal) lifts survival to 78% (breach 28% → 22%) for $884/mo less (30% income)) buys little extra safety; the income is doing real work covering the bleed.
MSTR  spot $91.23 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $11724 Jul11d28.2%95%10%$180$491-$2,444$20,132
Sell 4 × $117 28.2% OTM over spot $91.23 24 Jul 2026 (11d, $0.48 mid)
= $180 credit for the 11d cycle → $491/mo projected
Survival (stays ≤ $117)
95%
Breach risk
5%
POP (stays ≤ $117.48)
95%
EV / mo
+$308
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.0-5.4] median, 0.1 mo faster than no FIGHT (3.8 mo)  ·  29% of paths whole by 9 mo (vs 27% without)  ·  ~1.6 challenges expected  ·  median CC cash $-235
🛡 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)
7%
Flat exit net (mid-life)
-$2,299
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$123 @ 73% POP
64% 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: $8.76/sh now → $6.20 mid-life (likely $4.52–$7.71)≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets -$5.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 199 simulated challenges: the $117 strike is typically first touched on day 8 of 11, at $120 (overshoots $3.02). 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)~$11731 Jul 202612d left+$2.39/sh+$958
cycle +$1,138
[+$1,011…+$1,561] · 100% credit
68%
surv 54%
-$21,254 NOT
cap gain +$12,466
Up-and-out for even (raise the cap, free)~$12331 Jul 202612d left+$0.06/sh+$25
cycle +$205
[-$70…+$487] · 71% credit
73%
surv 64%
-$19,650 NOT
cap gain +$14,070
Max even-money escape in the band~$12331 Jul 202612d left+$0.06/sh+$25
cycle +$205
[-$70…+$487] · 71% credit
73%
surv 64%
-$19,650 NOT
cap gain +$14,070
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%)~$12331 Jul 202612d left-$0.16/sh-$64
cycle +$116
[-$180…+$403] · 63% credit
73%
surv 64%
-$19,519 NOT
cap gain +$14,201
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$491/mo
vs 50% target ($2,847/mo)-83%
vs normal income ($5,695/mo)9% covered
Net income (after hedge)$117/mo
Downside budget
⚠ $117 is $51 below CC-SS $167.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,132
… as % of IC ($4,800)419.4%
… as % of ML ($56,800)35.4%
Recovery months (at normal income)3.5 mo
Surgical close (4 ct)$-33,734
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.45 collected) or spot ≥ $117.48 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $117)); NOT the premium you collected. Momentum override: two daily closes above $124.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $115.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$116-117.48
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $117.48
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$117.00 (1.8σ)$180$-22,212+$11,508+$176
+2.5%$119.92 (2.0σ)$-990$-22,096+$11,624-$994
+5%$122.85 (2.2σ)$-2,160$-21,980+$11,740-$2,164
SS (= V-bounce)$161.00 (4.9σ)$-17,420$-20,469+$13,251-$17,024
V-BOUNCE STRESS (stock → CC-SS $167.78, where you are whole again, by expiry)
Starting unrealized P&L: $-33,720
+ Fortress recovery (un-capped): +$33,652
− CC assignment net of premium (4 × $117): -$20,132
Total Position P&L @ SS: $-20,201 (+$13,519 vs today)
Do-nothing baseline at SS: $-3,177 (this trade vs do-nothing: $-17,024, the opportunity cost of earning $491/mo FIGHT income now)
BB-reversion stress (→ $135.40 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,180, position total $-21,483 (+$12,237 vs today)
🛡 safe yield4 × $11124 Jul11d21.7%91%19%$304$829-$2,105$22,408
Sell 4 × $111 21.7% OTM over spot $91.23 24 Jul 2026 (11d, $0.83 mid)
= $304 credit for the 11d cycle → $829/mo projected
Survival (stays ≤ $111)
91%
Breach risk
9%
POP (stays ≤ $111.83)
91%
EV / mo
+$358
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.2-5.5] median  ·  26% of paths whole by 9 mo (vs 24% without)  ·  ~3.1 challenges expected  ·  median CC cash $848
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$1,972
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$118 @ 75% POP
67% 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: $8.04/sh now → $5.69 mid-life (likely $4.77–$7.82)≈ $0 at expiry  |  you banked $0.76/sh, so a flat mid-life exit nets -$4.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 391 simulated challenges: the $111 strike is typically first touched on day 7 of 11, at $114 (overshoots $3.02). 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+$2.21/sh+$883
cycle +$1,187
[+$806…+$1,253] · 100% credit
68%
surv 54%
-$23,842 NOT
cap gain +$9,878
Reliable up-and-out (highest cap still free ≥60%)~$11631 Jul 202612d left+$0.26/sh+$105
cycle +$409
[-$78…+$385] · 64% credit
72%
surv 63%
-$22,523 NOT
cap gain +$11,197
Up-and-out for even (raise the cap, free)~$11631 Jul 202612d left+$0.11/sh+$44
cycle +$348
[-$146…+$309] · 55% credit
73%
surv 64%
-$22,365 NOT
cap gain +$11,355
Max even-money escape in the band~$11631 Jul 202612d left+$0.11/sh+$44
cycle +$348
[-$146…+$309] · 55% credit
73%
surv 64%
-$22,365 NOT
cap gain +$11,355
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-$0.63/sh-$253
cycle +$51
[-$505…-$3] · 24% credit
75%
surv 67%
-$21,783 NOT
cap gain +$11,937
budget: banked $304 debit $253 (83% used ≈ 1.3 wk of income) → whole cycle still +$51 cash · rolled 4 ct earn ≈ $5,058/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$829/mo
vs 50% target ($2,847/mo)-71%
vs normal income ($5,695/mo)15% covered
Net income (after hedge)$455/mo
Downside budget
⚠ $111 is $57 below CC-SS $167.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,408
… as % of IC ($4,800)466.8%
… as % of ML ($56,800)39.5%
Recovery months (at normal income)3.9 mo
Surgical close (4 ct)$-33,748
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.76 collected) or spot ≥ $111.83 (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 $124.72 (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
$110-111.83
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
≥ $111.83
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$111.00 (1.4σ)$304$-24,725+$8,995+$300
+2.5%$113.77 (1.6σ)$-806$-24,615+$9,105-$810
+5%$116.55 (1.8σ)$-1,916$-24,505+$9,215-$1,920
SS (= V-bounce)$161.00 (4.9σ)$-19,696$-22,745+$10,975-$19,300
V-BOUNCE STRESS (stock → CC-SS $167.78, where you are whole again, by expiry)
Starting unrealized P&L: $-33,720
+ Fortress recovery (un-capped): +$33,652
− CC assignment net of premium (4 × $111): -$22,408
Total Position P&L @ SS: $-22,477 (+$11,243 vs today)
Do-nothing baseline at SS: $-3,177 (this trade vs do-nothing: $-19,300, the opportunity cost of earning $829/mo FIGHT income now)
BB-reversion stress (→ $135.40 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,456, position total $-23,759 (+$9,961 vs today)
33% normal4 × $10224 Jul11d11.8%78%45%$752$2,051-$884$25,560
Sell 4 × $102 11.8% OTM over spot $91.23 24 Jul 2026 (11d, $1.95 mid)
= $752 credit for the 11d cycle → $2,051/mo projected
Survival (stays ≤ $102)
78%
Breach risk
22%
POP (stays ≤ $103.95)
82%
EV / mo
+$465
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.2-6.0] median  ·  28% of paths whole by 9 mo (vs 24% without)  ·  ~8.0 challenges expected  ·  median CC cash $3,876
🛡 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)
35%
Flat exit net (mid-life)
-$1,235
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$113 @ 80% 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: $7.02/sh now → $4.97 mid-life (likely $4.88–$7.57)≈ $0 at expiry  |  you banked $1.88/sh, so a flat mid-life exit nets -$3.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,060 simulated challenges: the $102 strike is typically first touched on day 6 of 11, at $105 (overshoots $2.68). 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)~$10231 Jul 202612d left+$1.94/sh+$776
cycle +$1,528
[+$592…+$945] · 100% credit
68%
surv 53%
-$27,458 NOT
cap gain +$6,262
Reliable up-and-out (highest cap still free ≥60%)~$10631 Jul 202612d left+$0.47/sh+$188
cycle +$940
[-$55…+$283] · 63% credit
72%
surv 62%
-$26,389 NOT
cap gain +$7,331
Up-and-out for even (raise the cap, free)~$10731 Jul 202612d left+$0.02/sh+$7
cycle +$759
[-$272…+$86] · 33% credit
73%
surv 64%
-$26,130 NOT
cap gain +$7,590
Max even-money escape in the band~$10731 Jul 202612d left+$0.02/sh+$7
cycle +$759
[-$272…+$86] · 33% credit
73%
surv 64%
-$26,130 NOT
cap gain +$7,590
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11331 Jul 202612d left-$1.75/sh-$698
cycle +$54
[-$1,129…-$676] · 2% credit
80%
surv 75%
-$24,197 NOT
cap gain +$9,523
budget: banked $752 debit $698 (93% used ≈ 1.5 wk of income) → whole cycle still +$54 cash · rolled 4 ct earn ≈ $3,223/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$2,051/mo
vs 50% target ($2,847/mo)-28%
vs normal income ($5,695/mo)36% covered
Net income (after hedge)$1,677/mo
Downside budget
⚠ $102 is $66 below CC-SS $167.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,560
… as % of IC ($4,800)532.5%
… as % of ML ($56,800)45.0%
Recovery months (at normal income)4.5 mo
Surgical close (4 ct)$-33,748
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.47/sh (~25% of the $1.88 collected) or spot ≥ $103.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $102)); NOT the premium you collected. Momentum override: two daily closes above $124.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $100.98Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$101-103.95
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
≥ $103.95
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$102.00 (≤1σ, normal week)$752$-28,234+$5,486+$748
+2.5%$104.55 (≤1σ, normal week)$-268$-28,133+$5,587-$272
+5%$107.10 (1.1σ)$-1,288$-28,032+$5,688-$1,292
SS (= V-bounce)$161.00 (4.9σ)$-22,848$-25,897+$7,823-$22,452
V-BOUNCE STRESS (stock → CC-SS $167.78, where you are whole again, by expiry)
Starting unrealized P&L: $-33,720
+ Fortress recovery (un-capped): +$33,652
− CC assignment net of premium (4 × $102): -$25,560
Total Position P&L @ SS: $-25,629 (+$8,091 vs today)
Do-nothing baseline at SS: $-3,177 (this trade vs do-nothing: $-22,452, the opportunity cost of earning $2,051/mo FIGHT income now)
BB-reversion stress (→ $135.40 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,608, position total $-26,911 (+$6,809 vs today)
🎯 50% normal4 × $98.5024 Jul11d8.0%72%49%$1,076$2,935$26,636
Sell 4 × $98.50 8.0% OTM over spot $91.23 24 Jul 2026 (11d, $2.76 mid)
= $1,076 credit for the 11d cycle → $2,935/mo projected
Survival (stays ≤ $98.50)
72%
Breach risk
28%
POP (stays ≤ $101.27)
78%
EV / mo
+$677
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.9 mo [3.0-7.0] median, 0.5 mo SLOWER than no FIGHT (4.4 mo): roll costs eat the credits at this rung  ·  30% of paths whole by 9 mo (vs 24% without)  ·  ~11.8 challenges expected  ·  median CC cash $5,841
🛡 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)
49%
Flat exit net (mid-life)
-$804
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$113 @ 84% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.64/sh now → $4.70 mid-life (likely $5.35–$7.63)≈ $0 at expiry  |  you banked $2.69/sh, so a flat mid-life exit nets -$2.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,460 simulated challenges: the $98 strike is typically first touched on day 5 of 11, at $101 (overshoots $2.56). 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)~$9831 Jul 202612d left+$1.84/sh+$736
cycle +$1,812
[+$510…+$766] · 100% credit
68%
surv 53%
-$28,713 NOT
cap gain +$5,007
Reliable up-and-out (highest cap still free ≥60%)~$10131 Jul 202612d left+$0.72/sh+$289
cycle +$1,365
[+$19…+$279] · 79% credit
71%
surv 60%
-$27,942 NOT
cap gain +$5,778
Up-and-out for even (raise the cap, free)~$10231 Jul 202612d left+$0.37/sh+$148
cycle +$1,224
[-$140…+$120] · 41% credit
72%
surv 62%
-$27,643 NOT
cap gain +$6,077
Max even-money escape in the band~$10231 Jul 202612d left+$0.37/sh+$148
cycle +$1,224
[-$140…+$120] · 41% credit
72%
surv 62%
-$27,643 NOT
cap gain +$6,077
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11331 Jul 202612d left-$2.63/sh-$1,053
cycle +$23
[-$1,670…-$1,204]
84%
surv 82%
-$24,009 NOT
cap gain +$9,711
budget: banked $1,076 debit $1,053 (98% used ≈ 1.6 wk of income) → whole cycle still +$23 cash · rolled 4 ct earn ≈ $2,065/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$2,935/mo
vs 50% target ($2,847/mo)+3%
vs normal income ($5,695/mo)52% covered
Net income (after hedge)$2,560/mo
Downside budget
⚠ $98.50 is $69 below CC-SS $167.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,636
… as % of IC ($4,800)554.9%
… as % of ML ($56,800)46.9%
Recovery months (at normal income)4.7 mo
Surgical close (4 ct)$-33,750
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.67/sh (~25% of the $2.69 collected) or spot ≥ $101.27 (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 $124.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $97.52Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$98-101.27
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
≥ $101.27
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$98.50 (≤1σ, normal week)$1,076$-29,448+$4,272+$1,072
+2.5%$100.96 (≤1σ, normal week)$91$-29,351+$4,369+$87
+5%$103.43 (≤1σ, normal week)$-894$-29,253+$4,467-$898
SS (= V-bounce)$161.00 (4.9σ)$-23,924$-26,973+$6,747-$23,528
V-BOUNCE STRESS (stock → CC-SS $167.78, where you are whole again, by expiry)
Starting unrealized P&L: $-33,720
+ Fortress recovery (un-capped): +$33,652
− CC assignment net of premium (4 × $98.50): -$26,636
Total Position P&L @ SS: $-26,705 (+$7,015 vs today)
Do-nothing baseline at SS: $-3,177 (this trade vs do-nothing: $-23,528, the opportunity cost of earning $2,935/mo FIGHT income now)
BB-reversion stress (→ $135.40 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,684, position total $-27,987 (+$5,733 vs today)
100% normal4 × $9124 Jul11d-0.3%52%99+%$2,180$5,945+$3,011$28,532
Sell 4 × $91 0.3% ITM over spot $91.23 24 Jul 2026 (11d, $5.72 mid)
= $2,180 credit for the 11d cycle → $5,945/mo projected
Survival (stays ≤ $91)
52%
Breach risk
48%
POP (stays ≤ $96.72)
68%
EV / mo
+$699
🛡 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)
+$521
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$110 @ 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: $5.86/sh now → $4.15 mid-life → ≈ $0 at expiry  |  you banked $5.45/sh, so a flat mid-life exit nets +$1.30/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)~$9131 Jul 202612d left+$1.63/sh+$653
cycle +$2,833
68%
surv 53%
-$30,887 NOT
cap gain +$2,833
Up-and-out for even (raise the cap, free)~$9531 Jul 202612d left+$0.09/sh+$34
cycle +$2,214
73%
surv 64%
-$29,849 NOT
cap gain +$3,871
Max even-money escape in the band~$9531 Jul 202612d left+$0.09/sh+$34
cycle +$2,214
73%
surv 64%
-$29,849 NOT
cap gain +$3,871
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11031 Jul 202612d left-$3.13/sh-$1,250
cycle +$930
90%
surv 89%
-$24,539 NOT
cap gain +$9,181
budget: banked $2,180 debit $1,250 (57% used ≈ 0.9 wk of income) → whole cycle still +$930 cash · rolled 4 ct earn ≈ $1,020/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,945/mo
vs 50% target ($2,847/mo)+109%
vs normal income ($5,695/mo)104% covered
Net income (after hedge)$5,571/mo
Downside budget
⚠ $91 is $77 below CC-SS $167.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,532
… as % of IC ($4,800)594.4%
… as % of ML ($56,800)50.2%
Recovery months (at normal income)5.0 mo
Surgical close (4 ct)$-33,830
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.36/sh (~25% of the $5.45 collected) or spot ≥ $96.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $91)); NOT the premium you collected. Momentum override: two daily closes above $124.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $90.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$90-96.72
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $96.72
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$91.00 (≤1σ, normal week)$2,180$-31,540+$2,180+$2,176
+2.5%$93.27 (≤1σ, normal week)$1,270$-31,551+$2,169+$1,266
+5%$95.55 (≤1σ, normal week)$360$-31,461+$2,259+$356
SS (= V-bounce)$161.00 (4.9σ)$-25,820$-28,869+$4,851-$25,424
V-BOUNCE STRESS (stock → CC-SS $167.78, where you are whole again, by expiry)
Starting unrealized P&L: $-33,720
+ Fortress recovery (un-capped): +$33,652
− CC assignment net of premium (4 × $91): -$28,532
Total Position P&L @ SS: $-28,601 (+$5,119 vs today)
Do-nothing baseline at SS: $-3,177 (this trade vs do-nothing: $-25,424, the opportunity cost of earning $5,945/mo FIGHT income now)
BB-reversion stress (→ $135.40 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$15,580, position total $-29,883 (+$3,837 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 (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: 1.099 (IBKR)  |  Recovery@SS: +$33,652 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,177

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$994d17 Jul 2026$1.104/4$3,300$2,92682%85%+$1,439-$27,072564.0%$-27,141 (vs do-nothing $-23,964)
$98.504d17 Jul 2026$1.164/4$3,480$3,10680%84%+$1,390-$27,248567.7%$-27,317 (vs do-nothing $-24,140)
$984d17 Jul 2026$1.264/4$3,780$3,40679%83%+$1,437-$27,408571.0%$-27,477 (vs do-nothing $-24,300)
$97.504d17 Jul 2026$1.373/4$3,082$2,71177%82%+$1,117-$20,673430.7%$-21,519 (vs do-nothing $-18,342)
$974d17 Jul 2026$1.473/4$3,308$2,93676%80%+$1,114-$20,793433.2%$-21,639 (vs do-nothing $-18,462)
$96.504d17 Jul 2026$1.603/4$3,600$3,22874%79%+$1,158-$20,904435.5%$-21,750 (vs do-nothing $-18,573)
$964d17 Jul 2026$1.753/4$3,938$3,56672%78%+$1,225-$21,009437.7%$-21,855 (vs do-nothing $-18,678)
$98.5011d24 Jul 2026$2.694/4$2,935$2,56072%78%+$677-$26,636554.9%$-26,705 (vs do-nothing $-23,528)
$9811d24 Jul 2026$2.814/4$3,065$2,69171%77%+$669-$26,788558.1%$-26,857 (vs do-nothing $-23,680)
$97.5011d24 Jul 2026$2.954/4$3,218$2,84470%76%+$674-$26,932561.1%$-27,001 (vs do-nothing $-23,824)
$9711d24 Jul 2026$3.104/4$3,382$3,00768%76%+$683-$27,072564.0%$-27,141 (vs do-nothing $-23,964)
$954d17 Jul 2026$2.082/4$3,120$2,75168%76%+$904-$14,140294.6%$-15,763 (vs do-nothing $-12,586)
$9818d31 Jul 2026$4.354/4$2,900$2,52668%75%+$519-$26,172545.3%$-26,241 (vs do-nothing $-23,064)
Show 26 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$96.5011d24 Jul 2026$3.254/4$3,545$3,17167%75%+$684-$27,212566.9%$-27,281 (vs do-nothing $-24,104)
$97.5018d31 Jul 2026$4.504/4$3,000$2,62667%75%+$514-$26,312548.2%$-26,381 (vs do-nothing $-23,204)
$9611d24 Jul 2026$3.454/4$3,764$3,38966%74%+$731-$27,332569.4%$-27,401 (vs do-nothing $-24,224)
$9718d31 Jul 2026$4.704/4$3,133$2,75966%74%+$539-$26,432550.7%$-26,501 (vs do-nothing $-23,324)
$96.5018d31 Jul 2026$4.904/4$3,267$2,89265%74%+$559-$26,552553.2%$-26,621 (vs do-nothing $-23,444)
$944d17 Jul 2026$2.342/4$3,510$3,14164%74%+$819-$14,288297.7%$-15,911 (vs do-nothing $-12,734)
$9618d31 Jul 2026$5.054/4$3,367$2,99264%73%+$542-$26,692556.1%$-26,761 (vs do-nothing $-23,584)
$9511d24 Jul 2026$3.803/4$3,109$2,73763%73%+$559-$20,694431.1%$-21,540 (vs do-nothing $-18,363)
$93.504d17 Jul 2026$2.512/4$3,765$3,39662%72%+$810-$14,354299.0%$-15,977 (vs do-nothing $-12,800)
$9518d31 Jul 2026$5.504/4$3,667$3,29262%72%+$596-$26,912560.7%$-26,981 (vs do-nothing $-23,804)
$9411d24 Jul 2026$4.153/4$3,395$3,02461%72%+$542-$20,889435.2%$-21,735 (vs do-nothing $-18,558)
$9418d31 Jul 2026$5.853/4$2,925$2,55360%71%+$425-$20,379424.6%$-21,225 (vs do-nothing $-18,048)
$934d17 Jul 2026$2.682/4$4,020$3,65160%71%+$619-$14,420300.4%$-16,043 (vs do-nothing $-12,866)
$9311d24 Jul 2026$4.553/4$3,723$3,35158%70%+$538-$21,069438.9%$-21,915 (vs do-nothing $-18,738)
$9318d31 Jul 2026$6.203/4$3,100$2,72858%70%+$389-$20,574428.6%$-21,420 (vs do-nothing $-18,243)
$92.504d17 Jul 2026$2.942/4$4,410$4,04158%70%+$705-$14,468301.4%$-16,091 (vs do-nothing $-12,914)
$9218d31 Jul 2026$6.653/4$3,325$2,95356%69%+$391-$20,739432.1%$-21,585 (vs do-nothing $-18,408)
$924d17 Jul 2026$3.152/4$4,725$4,35655%69%+$697-$14,526302.6%$-16,149 (vs do-nothing $-12,972)
$9211d24 Jul 2026$5.003/4$4,091$3,71955%69%+$546-$21,234442.4%$-22,080 (vs do-nothing $-18,903)
$9118d31 Jul 2026$7.053/4$3,525$3,15354%68%+$353-$20,919435.8%$-21,765 (vs do-nothing $-18,588)
$91.504d17 Jul 2026$3.302/4$4,950$4,58153%68%+$579-$14,596304.1%$-16,219 (vs do-nothing $-13,042)
$9111d24 Jul 2026$5.452/4$2,973$2,60452%68%+$349-$14,266297.2%$-15,889 (vs do-nothing $-12,712)
$9018d31 Jul 2026$7.603/4$3,800$3,42851%67%+$377-$21,054438.6%$-21,900 (vs do-nothing $-18,723)
$914d17 Jul 2026$3.502/4$5,250$4,88151%67%+$516-$14,656305.3%$-16,279 (vs do-nothing $-13,102)
$9011d24 Jul 2026$6.002/4$3,273$2,90449%66%+$369-$14,356299.1%$-15,979 (vs do-nothing $-12,802)
$904d17 Jul 2026$4.101/4$3,075$2,70946%65%+$315-$7,368153.5%$-9,768 (vs do-nothing $-6,591)

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 22:11