FORTRESS FIGHT: MSTR @ $94.81

BE SS: $161.00  |  CC-SS: $167.63  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-14 21:38

MSTR @ $94.81   UNDERWATER $66.19 (41.1% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MSTR reports 2026-07-31 (Fri), in 17 days. The recommended CC (3d) 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: $167.63  |  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$4,729/mo95% ann ROI on ML
Hedge rolling cost$369/mo
Unrealized P&L$-32,178fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,365/mo
HEDGE COVER
$369/mo
NORMAL INCOME
$4,729/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $4,800
ML VELOCITY
12.0 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $167.63 (probe: $170C 17d) brings only $14/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)
$33,430
was $32,178 · -4% earned back
Cycles closed
2
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 16 (live) · RSI 34 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 36 · %B 42 · hist rising (nightly)
LEVELS20W MA (bounce target) $135.58 (+43%) · daily UBB $118.38 · 1-wk expected move ±$12 (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 / 3d. This is the safest strike (survival 86%, breach 14%) that still earns 50% of normal income ($2,365/mo); it brings $2,680/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 × $100/3d for $5,480/mo, but breach risk rises to 26% (+12pp 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 × $115/3d (99% survival, $400/mo).
Downside anchor: the primary mortgages $25,182 (525% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 5.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-32,200 and cuts bleed by $369/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 (3d) · sell 4 × $104, 86% survival, $2,680/mo (E[net] $821/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 · 3d4 × $10486%$2,680$821
NEXT FRIDAY24 Jul 2026 · 10d4 × $10476%$2,436$406

📅 THIS FRIDAY · 17 Jul 2026 · 3d · E[net] $821/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $104 (primary), 86% survival, breach 14%, $2,680/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $105 rung (🛡 safe yield) lifts survival to 90% (breach 14% → 10%) for $440/mo less (16% income) buys safety you do not really need here.
MSTR  spot $94.81 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $11517 Jul3d21.3%99%2%$40$400-$2,280$21,010
Sell 4 × $115 21.3% OTM over spot $94.81 17 Jul 2026 (3d, $0.12 mid)
= $40 credit for the 3d cycle → $400/mo projected
Survival (stays ≤ $115)
99%
Breach risk
1%
POP (stays ≤ $115.12)
99%
EV / mo
+$376
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.2 mo [2.0-5.1] median, 0.1 mo SLOWER than no FIGHT (3.2 mo): roll costs eat the credits at this rung  ·  28% of paths whole by 9 mo (vs 27% without)  ·  ~0.7 challenges expected  ·  median CC cash $-1,671
🛡 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)
-$1,251
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$133 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.56/sh now → $3.23 mid-life → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$3.13/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)~$11524 Jul 20268d left+$2.97/sh+$1,189
cycle +$1,229
67%
surv 53%
-$21,971 NOT
cap gain +$10,207
Up-and-out for even (raise the cap, free)~$12324 Jul 20268d left+$0.15/sh+$58
cycle +$98
77%
surv 71%
-$19,461 NOT
cap gain +$12,717
Max even-money escape in the band~$13331 Jul 202616d left+$0.01/sh+$4
cycle +$44
82%
surv 79%
-$15,067 NOT
cap gain +$17,111
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$400/mo
vs 50% target ($2,365/mo)-83%
vs normal income ($4,729/mo)8% covered
Net income (after hedge)$31/mo
Downside budget
⚠ $115 is $53 below CC-SS $167.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,010
… as % of IC ($4,800)437.7%
… as % of ML ($56,800)37.0%
Recovery months (at normal income)4.4 mo
Surgical close (4 ct)$-32,188
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 $0.10 collected) or spot ≥ $115.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $115)); NOT the premium you collected. Momentum override: two daily closes above $118.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $113.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$114-115.12
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
≥ $115.12
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$115.00 (2.6σ)$40$-23,160+$9,018+$36
+2.5%$117.87 (3.0σ)$-1,110$-23,031+$9,147-$1,114
+5%$120.75 (3.3σ)$-2,260$-22,902+$9,276-$2,264
SS (= V-bounce)$161.00 (8.5σ)$-18,360$-21,099+$11,079-$17,964
V-BOUNCE STRESS (stock → CC-SS $167.63, where you are whole again, by expiry)
Starting unrealized P&L: $-32,178
+ Fortress recovery (un-capped): +$32,386
− CC assignment net of premium (4 × $115): -$21,010
Total Position P&L @ SS: $-20,802 (+$11,376 vs today)
Do-nothing baseline at SS: $-2,838 (this trade vs do-nothing: $-17,964, the opportunity cost of earning $400/mo FIGHT income now)
BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,192, position total $-22,238 (+$9,940 vs today)
33% normal4 × $10717 Jul3d12.9%94%13%$160$1,600-$1,080$24,090
Sell 4 × $107 12.9% OTM over spot $94.81 17 Jul 2026 (3d, $0.43 mid)
= $160 credit for the 3d cycle → $1,600/mo projected
Survival (stays ≤ $107)
94%
Breach risk
6%
POP (stays ≤ $107.44)
94%
EV / mo
+$1,131
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.4-6.2] median, 0.1 mo SLOWER than no FIGHT (4.1 mo): roll costs eat the credits at this rung  ·  35% of paths whole by 9 mo (vs 26% without)  ·  ~6.0 challenges expected  ·  median CC cash $5,154
🛡 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)
10%
Flat exit net (mid-life)
-$994
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$125 @ 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.08/sh now → $2.89 mid-life (likely $2.56–$4.83)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$2.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 296 simulated challenges: the $107 strike is typically first touched on day 2 of 3, at $110 (overshoots $2.78). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10724 Jul 20268d left+$2.64/sh+$1,054
cycle +$1,214
[+$950…+$1,259] · 100% credit
67%
surv 53%
-$25,544 NOT
cap gain +$6,634
Reliable up-and-out (highest cap still free ≥60%)~$12031 Jul 202616d left+$0.61/sh+$243
cycle +$403
[-$100…+$391] · 68% credit
79%
surv 75%
-$20,490 NOT
cap gain +$11,688
Up-and-out for even (raise the cap, free)~$11424 Jul 20268d left+$0.14/sh+$57
cycle +$217
[-$243…+$184] · 50% credit
77%
surv 71%
-$23,345 NOT
cap gain +$8,833
Max even-money escape in the band~$12231 Jul 202616d left+$0.18/sh+$71
cycle +$231
[-$307…+$212] · 50% credit
81%
surv 78%
-$19,773 NOT
cap gain +$12,405
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12531 Jul 202616d left-$0.37/sh-$146
cycle +$14
[-$579…-$11] · 23% credit
84%
surv 81%
-$18,656 NOT
cap gain +$13,522
budget: banked $160 debit $146 (91% used ≈ 0.4 wk of income) → whole cycle still +$14 cash · rolled 4 ct earn ≈ $1,890/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$1,600/mo
vs 50% target ($2,365/mo)-32%
vs normal income ($4,729/mo)34% covered
Net income (after hedge)$1,231/mo
Downside budget
⚠ $107 is $61 below CC-SS $167.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,090
… as % of IC ($4,800)501.9%
… as % of ML ($56,800)42.4%
Recovery months (at normal income)5.1 mo
Surgical close (4 ct)$-32,192
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.40 collected) or spot ≥ $107.44 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $107)); NOT the premium you collected. Momentum override: two daily closes above $118.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $105.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$106-107.44
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
≥ $107.44
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$107.00 (1.6σ)$160$-26,598+$5,580+$156
+2.5%$109.67 (1.9σ)$-910$-26,478+$5,700-$914
+5%$112.35 (2.3σ)$-1,980$-26,358+$5,820-$1,984
SS (= V-bounce)$161.00 (8.5σ)$-21,440$-24,179+$7,999-$21,044
V-BOUNCE STRESS (stock → CC-SS $167.63, where you are whole again, by expiry)
Starting unrealized P&L: $-32,178
+ Fortress recovery (un-capped): +$32,386
− CC assignment net of premium (4 × $107): -$24,090
Total Position P&L @ SS: $-23,882 (+$8,296 vs today)
Do-nothing baseline at SS: $-2,838 (this trade vs do-nothing: $-21,044, the opportunity cost of earning $1,600/mo FIGHT income now)
BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,272, position total $-25,318 (+$6,860 vs today)
🛡 safe yield4 × $10517 Jul3d10.7%90%20%$224$2,240-$440$24,826
Sell 4 × $105 10.7% OTM over spot $94.81 17 Jul 2026 (3d, $0.60 mid)
= $224 credit for the 3d cycle → $2,240/mo projected
Survival (stays ≤ $105)
90%
Breach risk
10%
POP (stays ≤ $105.60)
91%
EV / mo
+$1,360
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.3 mo [2.2-5.5] median, 0.2 mo faster than no FIGHT (3.5 mo)  ·  37% of paths whole by 9 mo (vs 29% without)  ·  ~9.0 challenges expected  ·  median CC cash $7,030
🛡 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)
-$897
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$123 @ 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.96/sh now → $2.80 mid-life (likely $2.79–$5.16)≈ $0 at expiry  |  you banked $0.56/sh, so a flat mid-life exit nets -$2.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 445 simulated challenges: the $105 strike is typically first touched on day 2 of 3, at $108 (overshoots $3.06). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10524 Jul 20268d left+$2.55/sh+$1,022
cycle +$1,246
[+$890…+$1,160] · 100% credit
67%
surv 53%
-$26,402 NOT
cap gain +$5,776
Reliable up-and-out (highest cap still free ≥60%)~$11731 Jul 202616d left+$0.74/sh+$296
cycle +$520
[-$88…+$392] · 67% credit
79%
surv 74%
-$21,708 NOT
cap gain +$10,470
Up-and-out for even (raise the cap, free)~$11224 Jul 20268d left+$0.08/sh+$30
cycle +$254
[-$330…+$107] · 37% credit
77%
surv 71%
-$24,198 NOT
cap gain +$7,980
Max even-money escape in the band~$12031 Jul 202616d left+$0.08/sh+$32
cycle +$256
[-$431…+$108] · 36% credit
81%
surv 78%
-$20,638 NOT
cap gain +$11,540
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-$0.45/sh-$180
cycle +$44
[-$709…-$113] · 11% credit
84%
surv 82%
-$19,515 NOT
cap gain +$12,663
budget: banked $224 debit $180 (80% used ≈ 0.3 wk of income) → whole cycle still +$44 cash · rolled 4 ct earn ≈ $1,765/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$2,240/mo
vs 50% target ($2,365/mo)-5%
vs normal income ($4,729/mo)47% covered
Net income (after hedge)$1,871/mo
Downside budget
⚠ $105 is $63 below CC-SS $167.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,826
… as % of IC ($4,800)517.2%
… as % of ML ($56,800)43.7%
Recovery months (at normal income)5.2 mo
Surgical close (4 ct)$-32,194
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 $0.56 collected) or spot ≥ $105.60 (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 $118.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $103.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$104-105.60
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
≥ $105.60
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (1.3σ)$224$-27,424+$4,754+$220
+2.5%$107.62 (1.6σ)$-826$-27,306+$4,872-$830
+5%$110.25 (2.0σ)$-1,876$-27,189+$4,989-$1,880
SS (= V-bounce)$161.00 (8.5σ)$-22,176$-24,915+$7,263-$21,780
V-BOUNCE STRESS (stock → CC-SS $167.63, where you are whole again, by expiry)
Starting unrealized P&L: $-32,178
+ Fortress recovery (un-capped): +$32,386
− CC assignment net of premium (4 × $105): -$24,826
Total Position P&L @ SS: $-24,618 (+$7,560 vs today)
Do-nothing baseline at SS: $-2,838 (this trade vs do-nothing: $-21,780, the opportunity cost of earning $2,240/mo FIGHT income now)
BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,008, position total $-26,054 (+$6,124 vs today)
🎯 50% normal4 × $10417 Jul3d9.7%86%17%$268$2,680$25,182
Sell 4 × $104 9.7% OTM over spot $94.81 17 Jul 2026 (3d, $0.73 mid)
= $268 credit for the 3d cycle → $2,680/mo projected
Survival (stays ≤ $104)
86%
Breach risk
14%
POP (stays ≤ $104.72)
87%
EV / mo
+$924
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.2-5.9] median, 0.1 mo faster than no FIGHT (3.8 mo)  ·  38% of paths whole by 9 mo (vs 32% without)  ·  ~13.5 challenges expected  ·  median CC cash $6,885
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
17%
Flat exit net (mid-life)
-$837
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$123 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.90/sh now → $2.76 mid-life (likely $2.83–$5.25)≈ $0 at expiry  |  you banked $0.67/sh, so a flat mid-life exit nets -$2.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 505 simulated challenges: the $104 strike is typically first touched on day 2 of 3, at $107 (overshoots $3.06). 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 20268d left+$2.51/sh+$1,006
cycle +$1,274
[+$871…+$1,140] · 99% credit
67%
surv 53%
-$26,819 NOT
cap gain +$5,359
Reliable up-and-out (highest cap still free ≥60%)~$11631 Jul 202616d left+$0.68/sh+$274
cycle +$542
[-$164…+$347] · 65% credit
79%
surv 74%
-$22,131 NOT
cap gain +$10,047
Up-and-out for even (raise the cap, free)~$11124 Jul 20268d left+$0.04/sh+$17
cycle +$285
[-$387…+$78] · 34% credit
77%
surv 71%
-$24,612 NOT
cap gain +$7,566
Max even-money escape in the band~$11931 Jul 202616d left+$0.03/sh+$13
cycle +$281
[-$497…+$68] · 32% credit
82%
surv 78%
-$21,058 NOT
cap gain +$11,120
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-$0.66/sh-$264
cycle +$4
[-$869…-$224] · 5% credit
85%
surv 83%
-$19,555 NOT
cap gain +$12,623
budget: banked $268 debit $264 (99% used ≈ 0.4 wk of income) → whole cycle still +$4 cash · rolled 4 ct earn ≈ $1,576/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$2,680/mo
vs 50% target ($2,365/mo)+13%
vs normal income ($4,729/mo)57% covered
Net income (after hedge)$2,311/mo
Downside budget
⚠ $104 is $64 below CC-SS $167.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,182
… as % of IC ($4,800)524.6%
… as % of ML ($56,800)44.3%
Recovery months (at normal income)5.3 mo
Surgical close (4 ct)$-32,200
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 ≥ $104.72 (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 $118.38 (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
$103-104.72
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
≥ $104.72
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$104.00 (1.2σ)$268$-27,825+$4,353+$264
+2.5%$106.60 (1.5σ)$-772$-27,708+$4,470-$776
+5%$109.20 (1.9σ)$-1,812$-27,592+$4,586-$1,816
SS (= V-bounce)$161.00 (8.5σ)$-22,532$-25,271+$6,907-$22,136
V-BOUNCE STRESS (stock → CC-SS $167.63, where you are whole again, by expiry)
Starting unrealized P&L: $-32,178
+ Fortress recovery (un-capped): +$32,386
− CC assignment net of premium (4 × $104): -$25,182
Total Position P&L @ SS: $-24,974 (+$7,204 vs today)
Do-nothing baseline at SS: $-2,838 (this trade vs do-nothing: $-22,136, the opportunity cost of earning $2,680/mo FIGHT income now)
BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,364, position total $-26,410 (+$5,768 vs today)
100% normal4 × $10017 Jul3d5.5%74%53%$548$5,480+$2,800$26,502
Sell 4 × $100 5.5% OTM over spot $94.81 17 Jul 2026 (3d, $1.44 mid)
= $548 credit for the 3d cycle → $5,480/mo projected
Survival (stays ≤ $100)
74%
Breach risk
26%
POP (stays ≤ $101.44)
79%
EV / mo
+$1,300
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.2 mo [1.9-4.7] median  ·  42% of paths whole by 9 mo (vs 31% without)  ·  ~24.8 challenges expected  ·  median CC cash $12,409
🛡 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)
-$492
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$124 @ 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.68/sh now → $2.60 mid-life (likely $3.03–$5.19)≈ $0 at expiry  |  you banked $1.37/sh, so a flat mid-life exit nets -$1.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,053 simulated challenges: the $100 strike is typically first touched on day 2 of 3, at $103 (overshoots $2.94). 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)~$10024 Jul 20268d left+$2.36/sh+$943
cycle +$1,491
[+$757…+$1,045] · 100% credit
67%
surv 53%
-$28,381 NOT
cap gain +$3,797
Reliable up-and-out (highest cap still free ≥60%)~$11031 Jul 202616d left+$0.91/sh+$365
cycle +$913
[-$82…+$371] · 68% credit
78%
surv 72%
-$24,429 NOT
cap gain +$7,749
Up-and-out for even (raise the cap, free)~$10624 Jul 20268d left+$0.19/sh+$75
cycle +$623
[-$333…+$66] · 30% credit
76%
surv 70%
-$26,498 NOT
cap gain +$5,680
Max even-money escape in the band~$11331 Jul 202616d left+$0.24/sh+$97
cycle +$645
[-$425…+$73] · 29% credit
81%
surv 77%
-$23,362 NOT
cap gain +$8,816
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12431 Jul 202616d left-$1.34/sh-$534
cycle +$14
[-$1,277…-$642]
90%
surv 89%
-$19,100 NOT
cap gain +$13,078
budget: banked $548 debit $534 (97% used ≈ 0.4 wk of income) → whole cycle still +$14 cash · rolled 4 ct earn ≈ $949/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$5,480/mo
vs 50% target ($2,365/mo)+132%
vs normal income ($4,729/mo)116% covered
Net income (after hedge)$5,111/mo
Downside budget
⚠ $100 is $68 below CC-SS $167.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,502
… as % of IC ($4,800)552.1%
… as % of ML ($56,800)46.7%
Recovery months (at normal income)5.6 mo
Surgical close (4 ct)$-32,204
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.37 collected) or spot ≥ $101.44 (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 $118.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $99.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$99-101.44
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
≥ $101.44
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$100.00 (≤1σ, normal week)$548$-29,324+$2,854+$544
+2.5%$102.50 (≤1σ, normal week)$-452$-29,212+$2,966-$456
+5%$105.00 (1.3σ)$-1,452$-29,100+$3,078-$1,456
SS (= V-bounce)$161.00 (8.5σ)$-23,852$-26,591+$5,587-$23,456
V-BOUNCE STRESS (stock → CC-SS $167.63, where you are whole again, by expiry)
Starting unrealized P&L: $-32,178
+ Fortress recovery (un-capped): +$32,386
− CC assignment net of premium (4 × $100): -$26,502
Total Position P&L @ SS: $-26,294 (+$5,884 vs today)
Do-nothing baseline at SS: $-2,838 (this trade vs do-nothing: $-23,456, the opportunity cost of earning $5,480/mo FIGHT income now)
BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,684, position total $-27,730 (+$4,448 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 · 10d · E[net] $406/mo

🎯 Engine pick: sell 4 × $104 (primary), 76% survival, breach 24%, $2,436/mo.
⚖️ Worth a safer step: the $107 rung (33% normal) lifts survival to 82% (breach 24% → 18%) for $660/mo less (27% 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 $107 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $94.81 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12024 Jul10d26.6%95%10%$144$432-$2,004$18,906
Sell 4 × $120 26.6% OTM over spot $94.81 24 Jul 2026 (10d, $0.42 mid)
= $144 credit for the 10d cycle → $432/mo projected
Survival (stays ≤ $120)
95%
Breach risk
5%
POP (stays ≤ $120.42)
95%
EV / mo
+$229
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.1-5.5] median, 0.2 mo SLOWER than no FIGHT (3.2 mo): roll costs eat the credits at this rung  ·  30% of paths whole by 9 mo (vs 28% without)  ·  ~1.8 challenges expected  ·  median CC cash $-407
🛡 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)
-$2,161
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$127 @ 74% POP
66% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.15/sh now → $5.76 mid-life (likely $4.39–$7.20)≈ $0 at expiry  |  you banked $0.36/sh, so a flat mid-life exit nets -$5.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 217 simulated challenges: the $120 strike is typically first touched on day 8 of 10, at $123 (overshoots $3.44). 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)~$12031 Jul 202612d left+$2.54/sh+$1,018
cycle +$1,162
[+$1,051…+$1,578] · 100% credit
67%
surv 54%
-$19,814 NOT
cap gain +$12,364
Up-and-out for even (raise the cap, free)~$12531 Jul 202612d left+$0.40/sh+$160
cycle +$304
[+$81…+$594] · 84% credit
72%
surv 63%
-$18,366 NOT
cap gain +$13,812
Max even-money escape in the band~$12531 Jul 202612d left+$0.40/sh+$160
cycle +$304
[+$81…+$594] · 84% credit
72%
surv 63%
-$18,366 NOT
cap gain +$13,812
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12731 Jul 202612d left-$0.24/sh-$95
cycle +$49
[-$232…+$308] · 52% credit
74%
surv 66%
-$17,731 NOT
cap gain +$14,447
budget: banked $144 debit $95 (66% used ≈ 1.0 wk of income) → whole cycle still +$49 cash · rolled 4 ct earn ≈ $5,526/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$432/mo
vs 50% target ($2,365/mo)-82%
vs normal income ($4,729/mo)9% covered
Net income (after hedge)$63/mo
Downside budget
⚠ $120 is $48 below CC-SS $167.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,906
… as % of IC ($4,800)393.9%
… as % of ML ($56,800)33.3%
Recovery months (at normal income)4.0 mo
Surgical close (4 ct)$-32,202
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 $0.36 collected) or spot ≥ $120.42 (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 $118.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $118.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$119-120.42
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
≥ $120.42
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$120.00 (1.8σ)$144$-20,832+$11,346+$140
+2.5%$123.00 (2.0σ)$-1,056$-20,697+$11,481-$1,060
+5%$126.00 (2.2σ)$-2,256$-20,563+$11,615-$2,260
SS (= V-bounce)$161.00 (4.7σ)$-16,256$-18,995+$13,183-$15,860
V-BOUNCE STRESS (stock → CC-SS $167.63, where you are whole again, by expiry)
Starting unrealized P&L: $-32,178
+ Fortress recovery (un-capped): +$32,386
− CC assignment net of premium (4 × $120): -$18,906
Total Position P&L @ SS: $-18,698 (+$13,480 vs today)
Do-nothing baseline at SS: $-2,838 (this trade vs do-nothing: $-15,860, the opportunity cost of earning $432/mo FIGHT income now)
BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,088, position total $-20,134 (+$12,044 vs today)
🛡 safe yield4 × $11424 Jul10d20.2%90%20%$268$804-$1,632$21,182
Sell 4 × $114 20.2% OTM over spot $94.81 24 Jul 2026 (10d, $0.75 mid)
= $268 credit for the 10d cycle → $804/mo projected
Survival (stays ≤ $114)
90%
Breach risk
10%
POP (stays ≤ $114.75)
91%
EV / mo
+$284
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.0-5.6] median, 0.1 mo SLOWER than no FIGHT (3.3 mo): roll costs eat the credits at this rung  ·  25% of paths whole by 9 mo (vs 23% without)  ·  ~3.4 challenges expected  ·  median CC cash $818
🛡 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)
-$1,853
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$121 @ 74% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.50/sh now → $5.30 mid-life (likely $4.50–$7.34)≈ $0 at expiry  |  you banked $0.67/sh, so a flat mid-life exit nets -$4.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 411 simulated challenges: the $114 strike is typically first touched on day 7 of 10, at $117 (overshoots $3.21). 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)~$11431 Jul 202612d left+$2.35/sh+$939
cycle +$1,207
[+$872…+$1,291] · 100% credit
67%
surv 54%
-$22,437 NOT
cap gain +$9,741
Reliable up-and-out (highest cap still free ≥60%)~$11831 Jul 202612d left+$0.48/sh+$192
cycle +$460
[+$8…+$460] · 76% credit
71%
surv 61%
-$21,323 NOT
cap gain +$10,855
Up-and-out for even (raise the cap, free)~$11931 Jul 202612d left+$0.23/sh+$92
cycle +$360
[-$103…+$346] · 58% credit
72%
surv 63%
-$20,978 NOT
cap gain +$11,200
Max even-money escape in the band~$11931 Jul 202612d left+$0.23/sh+$92
cycle +$360
[-$103…+$346] · 58% credit
72%
surv 63%
-$20,978 NOT
cap gain +$11,200
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12131 Jul 202612d left-$0.39/sh-$158
cycle +$110
[-$398…+$64] · 31% credit
74%
surv 67%
-$20,338 NOT
cap gain +$11,840
budget: banked $268 debit $158 (59% used ≈ 0.9 wk of income) → whole cycle still +$110 cash · rolled 4 ct earn ≈ $4,909/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$804/mo
vs 50% target ($2,365/mo)-66%
vs normal income ($4,729/mo)17% covered
Net income (after hedge)$435/mo
Downside budget
⚠ $114 is $54 below CC-SS $167.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,182
… as % of IC ($4,800)441.3%
… as % of ML ($56,800)37.3%
Recovery months (at normal income)4.5 mo
Surgical close (4 ct)$-32,210
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 ≥ $114.75 (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 $118.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $112.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$113-114.75
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
≥ $114.75
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$114.00 (1.4σ)$268$-23,377+$8,801+$264
+2.5%$116.85 (1.6σ)$-872$-23,249+$8,929-$876
+5%$119.70 (1.8σ)$-2,012$-23,121+$9,057-$2,016
SS (= V-bounce)$161.00 (4.7σ)$-18,532$-21,271+$10,907-$18,136
V-BOUNCE STRESS (stock → CC-SS $167.63, where you are whole again, by expiry)
Starting unrealized P&L: $-32,178
+ Fortress recovery (un-capped): +$32,386
− CC assignment net of premium (4 × $114): -$21,182
Total Position P&L @ SS: $-20,974 (+$11,204 vs today)
Do-nothing baseline at SS: $-2,838 (this trade vs do-nothing: $-18,136, the opportunity cost of earning $804/mo FIGHT income now)
BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,364, position total $-22,410 (+$9,768 vs today)
33% normal ← lean4 × $10724 Jul10d12.9%82%38%$592$1,776-$660$23,658
Sell 4 × $107 12.9% OTM over spot $94.81 24 Jul 2026 (10d, $1.56 mid)
= $592 credit for the 10d cycle → $1,776/mo projected
Survival (stays ≤ $107)
82%
Breach risk
18%
POP (stays ≤ $108.56)
84%
EV / mo
+$509
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [2.2-5.0] median, 0.5 mo faster than no FIGHT (3.5 mo)  ·  33% of paths whole by 9 mo (vs 31% without)  ·  ~6.8 challenges expected  ·  median CC cash $3,488
🛡 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)
-$1,324
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$117 @ 78% POP
73% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.77/sh now → $4.79 mid-life (likely $4.82–$7.27)≈ $0 at expiry  |  you banked $1.48/sh, so a flat mid-life exit nets -$3.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 850 simulated challenges: the $107 strike is typically first touched on day 6 of 10, at $110 (overshoots $2.81). 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)~$10731 Jul 202612d left+$2.13/sh+$852
cycle +$1,444
[+$684…+$1,028] · 100% credit
67%
surv 53%
-$25,314 NOT
cap gain +$6,864
Reliable up-and-out (highest cap still free ≥60%)~$11131 Jul 202612d left+$0.60/sh+$241
cycle +$833
[-$1…+$336] · 75% credit
71%
surv 61%
-$24,286 NOT
cap gain +$7,892
Up-and-out for even (raise the cap, free)~$11231 Jul 202612d left+$0.05/sh+$18
cycle +$610
[-$261…+$89] · 35% credit
73%
surv 64%
-$23,842 NOT
cap gain +$8,336
Max even-money escape in the band~$11231 Jul 202612d left+$0.05/sh+$18
cycle +$610
[-$261…+$89] · 35% credit
73%
surv 64%
-$23,842 NOT
cap gain +$8,336
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-$1.43/sh-$571
cycle +$21
[-$980…-$546] · 4% credit
78%
surv 73%
-$22,207 NOT
cap gain +$9,971
budget: banked $592 debit $571 (96% used ≈ 1.4 wk of income) → whole cycle still +$21 cash · rolled 4 ct earn ≈ $3,361/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$1,776/mo
vs 50% target ($2,365/mo)-25%
vs normal income ($4,729/mo)38% covered
Net income (after hedge)$1,407/mo
Downside budget
⚠ $107 is $61 below CC-SS $167.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,658
… as % of IC ($4,800)492.9%
… as % of ML ($56,800)41.7%
Recovery months (at normal income)5.0 mo
Surgical close (4 ct)$-32,210
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.37/sh (~25% of the $1.48 collected) or spot ≥ $108.56 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $107)); NOT the premium you collected. Momentum override: two daily closes above $118.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $105.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$106-108.56
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $108.56
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$107.00 (≤1σ, normal week)$592$-26,166+$6,012+$588
+2.5%$109.67 (1.0σ)$-478$-26,046+$6,132-$482
+5%$112.35 (1.2σ)$-1,548$-25,926+$6,252-$1,552
SS (= V-bounce)$161.00 (4.7σ)$-21,008$-23,747+$8,431-$20,612
V-BOUNCE STRESS (stock → CC-SS $167.63, where you are whole again, by expiry)
Starting unrealized P&L: $-32,178
+ Fortress recovery (un-capped): +$32,386
− CC assignment net of premium (4 × $107): -$23,658
Total Position P&L @ SS: $-23,450 (+$8,728 vs today)
Do-nothing baseline at SS: $-2,838 (this trade vs do-nothing: $-20,612, the opportunity cost of earning $1,776/mo FIGHT income now)
BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,840, position total $-24,886 (+$7,292 vs today)
🎯 50% normal4 × $10424 Jul10d9.7%76%37%$812$2,436$24,638
Sell 4 × $104 9.7% OTM over spot $94.81 24 Jul 2026 (10d, $2.13 mid)
= $812 credit for the 10d cycle → $2,436/mo projected
Survival (stays ≤ $104)
76%
Breach risk
24%
POP (stays ≤ $106.14)
80%
EV / mo
+$557
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.3-6.2] median, 0.4 mo faster than no FIGHT (4.2 mo)  ·  34% of paths whole by 9 mo (vs 30% without)  ·  ~9.8 challenges expected  ·  median CC cash $4,766
🛡 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)
37%
Flat exit net (mid-life)
-$1,019
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$116 @ 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.47/sh now → $4.58 mid-life (likely $4.89–$7.22)≈ $0 at expiry  |  you banked $2.03/sh, so a flat mid-life exit nets -$2.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,109 simulated challenges: the $104 strike is typically first touched on day 5 of 10, at $107 (overshoots $2.80). 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)~$10431 Jul 202612d left+$2.04/sh+$816
cycle +$1,628
[+$626…+$897] · 100% credit
67%
surv 53%
-$26,465 NOT
cap gain +$5,713
Reliable up-and-out (highest cap still free ≥60%)~$10831 Jul 202612d left+$0.52/sh+$208
cycle +$1,020
[-$59…+$233] · 62% credit
71%
surv 61%
-$25,434 NOT
cap gain +$6,744
Up-and-out for even (raise the cap, free)~$10831 Jul 202612d left+$0.22/sh+$90
cycle +$902
[-$208…+$106] · 36% credit
71%
surv 62%
-$25,329 NOT
cap gain +$6,849
Max even-money escape in the band~$10831 Jul 202612d left+$0.22/sh+$90
cycle +$902
[-$208…+$106] · 36% credit
71%
surv 62%
-$25,329 NOT
cap gain +$6,849
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-$1.90/sh-$760
cycle +$52
[-$1,250…-$823]
81%
surv 77%
-$22,621 NOT
cap gain +$9,557
budget: banked $812 debit $760 (94% used ≈ 1.4 wk of income) → whole cycle still +$52 cash · rolled 4 ct earn ≈ $2,676/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$2,436/mo
vs 50% target ($2,365/mo)+3%
vs normal income ($4,729/mo)52% covered
Net income (after hedge)$2,067/mo
Downside budget
⚠ $104 is $64 below CC-SS $167.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,638
… as % of IC ($4,800)513.3%
… as % of ML ($56,800)43.4%
Recovery months (at normal income)5.2 mo
Surgical close (4 ct)$-32,220
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.51/sh (~25% of the $2.03 collected) or spot ≥ $106.14 (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 $118.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $102.96Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$103-106.14
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
≥ $106.14
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$104.00 (≤1σ, normal week)$812$-27,281+$4,897+$808
+2.5%$106.60 (≤1σ, normal week)$-228$-27,164+$5,014-$232
+5%$109.20 (1.0σ)$-1,268$-27,048+$5,130-$1,272
SS (= V-bounce)$161.00 (4.7σ)$-21,988$-24,727+$7,451-$21,592
V-BOUNCE STRESS (stock → CC-SS $167.63, where you are whole again, by expiry)
Starting unrealized P&L: $-32,178
+ Fortress recovery (un-capped): +$32,386
− CC assignment net of premium (4 × $104): -$24,638
Total Position P&L @ SS: $-24,430 (+$7,748 vs today)
Do-nothing baseline at SS: $-2,838 (this trade vs do-nothing: $-21,592, the opportunity cost of earning $2,436/mo FIGHT income now)
BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,820, position total $-25,866 (+$6,312 vs today)
100% normal4 × $9724 Jul10d2.3%59%86%$1,580$4,740+$2,304$26,670
Sell 4 × $97 2.3% OTM over spot $94.81 24 Jul 2026 (10d, $4.33 mid)
= $1,580 credit for the 10d cycle → $4,740/mo projected
Survival (stays ≤ $97)
59%
Breach risk
41%
POP (stays ≤ $101.33)
70%
EV / mo
+$343
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.1-4.9] median, 0.2 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  35% of paths whole by 9 mo (vs 29% without)  ·  ~24.6 challenges expected  ·  median CC cash $7,542
🛡 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)
71%
Flat exit net (mid-life)
-$59
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$118 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.79/sh now → $4.10 mid-life (likely $5.51–$7.56)≈ $0 at expiry  |  you banked $3.95/sh, so a flat mid-life exit nets -$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,124 simulated challenges: the $97 strike is typically first touched on day 3 of 10, at $100 (overshoots $2.81). 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)~$9731 Jul 202612d left+$1.83/sh+$733
cycle +$2,313
[+$487…+$615] · 100% credit
67%
surv 53%
-$28,893 NOT
cap gain +$3,285
Reliable up-and-out (highest cap still free ≥60%)~$10031 Jul 202612d left+$0.68/sh+$273
cycle +$1,853
[-$62…+$111] · 60% credit
70%
surv 60%
-$28,159 NOT
cap gain +$4,019
Up-and-out for even (raise the cap, free)~$10131 Jul 202612d left+$0.06/sh+$23
cycle +$1,603
[-$377…-$163] · 10% credit
72%
surv 63%
-$27,741 NOT
cap gain +$4,437
Max even-money escape in the band~$10131 Jul 202612d left+$0.06/sh+$23
cycle +$1,603
[-$377…-$163] · 10% credit
72%
surv 63%
-$27,741 NOT
cap gain +$4,437
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-$3.20/sh-$1,280
cycle +$300
[-$2,212…-$1,652]
91%
surv 90%
-$21,483 NOT
cap gain +$10,695
budget: banked $1,580 debit $1,280 (81% used ≈ 1.2 wk of income) → whole cycle still +$300 cash · rolled 4 ct earn ≈ $898/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$4,740/mo
vs 50% target ($2,365/mo)+100%
vs normal income ($4,729/mo)100% covered
Net income (after hedge)$4,371/mo
Downside budget
⚠ $97 is $71 below CC-SS $167.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,670
… as % of IC ($4,800)555.6%
… as % of ML ($56,800)47.0%
Recovery months (at normal income)5.6 mo
Surgical close (4 ct)$-32,328
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.99/sh (~25% of the $3.95 collected) or spot ≥ $101.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $97)); NOT the premium you collected. Momentum override: two daily closes above $118.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $96.03Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$96-101.33
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
≥ $101.33
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$97.00 (≤1σ, normal week)$1,580$-29,626+$2,552+$1,576
+2.5%$99.42 (≤1σ, normal week)$610$-29,517+$2,661+$606
+5%$101.85 (≤1σ, normal week)$-360$-29,409+$2,769-$364
SS (= V-bounce)$161.00 (4.7σ)$-24,020$-26,759+$5,419-$23,624
V-BOUNCE STRESS (stock → CC-SS $167.63, where you are whole again, by expiry)
Starting unrealized P&L: $-32,178
+ Fortress recovery (un-capped): +$32,386
− CC assignment net of premium (4 × $97): -$26,670
Total Position P&L @ SS: $-26,462 (+$5,716 vs today)
Do-nothing baseline at SS: $-2,838 (this trade vs do-nothing: $-23,624, the opportunity cost of earning $4,740/mo FIGHT income now)
BB-reversion stress (→ $135.58 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,852, position total $-27,898 (+$4,280 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 (46 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (3 expiries scanned, 46 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: 1.112 (IBKR)  |  Recovery@SS: +$32,386 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,838

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1043d17 Jul 2026$0.674/4$2,680$2,31186%87%+$924-$25,182524.6%$-24,974 (vs do-nothing $-22,136)
$1033d17 Jul 2026$0.803/4$2,400$2,03483%85%+$756-$19,148398.9%$-19,701 (vs do-nothing $-16,863)
$1023d17 Jul 2026$0.963/4$2,880$2,51480%83%+$833-$19,400404.2%$-19,953 (vs do-nothing $-17,115)
$1013d17 Jul 2026$1.143/4$3,420$3,05477%81%+$881-$19,646409.3%$-20,199 (vs do-nothing $-17,361)
$10410d24 Jul 2026$2.034/4$2,436$2,06776%80%+$557-$24,638513.3%$-24,430 (vs do-nothing $-21,592)
$10310d24 Jul 2026$2.264/4$2,712$2,34374%79%+$576-$24,946519.7%$-24,738 (vs do-nothing $-21,900)
$1003d17 Jul 2026$1.372/4$2,740$2,37774%79%+$650-$13,251276.1%$-14,566 (vs do-nothing $-11,728)
$10210d24 Jul 2026$2.514/4$3,012$2,64372%78%+$589-$25,246526.0%$-25,038 (vs do-nothing $-22,200)
$10417d31 Jul 2026$3.504/4$2,471$2,10172%78%+$377-$24,050501.0%$-23,842 (vs do-nothing $-21,004)
$993d17 Jul 2026$1.622/4$3,240$2,87770%77%+$673-$13,401279.2%$-14,716 (vs do-nothing $-11,878)
$10317d31 Jul 2026$3.854/4$2,718$2,34970%77%+$433-$24,310506.5%$-24,102 (vs do-nothing $-21,264)
$10110d24 Jul 2026$2.783/4$2,502$2,13670%76%+$444-$19,154399.0%$-19,707 (vs do-nothing $-16,869)
$98.503d17 Jul 2026$1.782/4$3,560$3,19768%75%+$722-$13,469280.6%$-14,784 (vs do-nothing $-11,946)
Show 33 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10217d31 Jul 2026$4.154/4$2,929$2,56068%76%+$440-$24,590512.3%$-24,382 (vs do-nothing $-21,544)
$10010d24 Jul 2026$3.053/4$2,745$2,37967%75%+$421-$19,373403.6%$-19,926 (vs do-nothing $-17,088)
$10117d31 Jul 2026$4.354/4$3,071$2,70166%75%+$362-$24,910519.0%$-24,702 (vs do-nothing $-21,864)
$983d17 Jul 2026$1.922/4$3,840$3,47766%74%+$707-$13,541282.1%$-14,856 (vs do-nothing $-12,018)
$9910d24 Jul 2026$3.303/4$2,970$2,60465%73%+$351-$19,598408.3%$-20,151 (vs do-nothing $-17,313)
$10017d31 Jul 2026$4.753/4$2,515$2,14964%73%+$308-$18,863393.0%$-19,416 (vs do-nothing $-16,578)
$97.503d17 Jul 2026$2.082/4$4,160$3,79764%73%+$707-$13,609283.5%$-14,924 (vs do-nothing $-12,086)
$98.5010d24 Jul 2026$3.353/4$3,015$2,64963%72%+$238-$19,733411.1%$-20,286 (vs do-nothing $-17,448)
$9917d31 Jul 2026$5.003/4$2,647$2,28163%72%+$252-$19,088397.7%$-19,641 (vs do-nothing $-16,803)
$973d17 Jul 2026$2.262/4$4,520$4,15762%72%+$721-$13,673284.9%$-14,988 (vs do-nothing $-12,150)
$9810d24 Jul 2026$3.503/4$3,150$2,78462%72%+$207-$19,838413.3%$-20,391 (vs do-nothing $-17,553)
$98.5017d31 Jul 2026$5.303/4$2,806$2,44062%72%+$313-$19,148398.9%$-19,701 (vs do-nothing $-16,863)
$9817d31 Jul 2026$5.503/4$2,912$2,54661%71%+$317-$19,238400.8%$-19,791 (vs do-nothing $-16,953)
$97.5010d24 Jul 2026$3.703/4$3,330$2,96460%71%+$214-$19,928415.2%$-20,481 (vs do-nothing $-17,643)
$96.503d17 Jul 2026$2.391/4$2,390$2,03060%70%+$304-$6,874143.2%$-8,950 (vs do-nothing $-6,112)
$97.5017d31 Jul 2026$5.653/4$2,991$2,62560%71%+$292-$19,343403.0%$-19,896 (vs do-nothing $-17,058)
$9710d24 Jul 2026$3.952/4$2,370$2,00759%70%+$172-$13,335277.8%$-14,650 (vs do-nothing $-11,812)
$9717d31 Jul 2026$5.903/4$3,124$2,75758%70%+$328-$19,418404.5%$-19,971 (vs do-nothing $-17,133)
$96.5010d24 Jul 2026$4.202/4$2,520$2,15758%70%+$196-$13,385278.9%$-14,700 (vs do-nothing $-11,862)
$96.5017d31 Jul 2026$6.053/4$3,203$2,83757%70%+$294-$19,523406.7%$-20,076 (vs do-nothing $-17,238)
$963d17 Jul 2026$2.651/4$2,650$2,29057%69%+$363-$6,898143.7%$-8,974 (vs do-nothing $-6,136)
$9617d31 Jul 2026$6.303/4$3,335$2,96956%69%+$310-$19,598408.3%$-20,151 (vs do-nothing $-17,313)
$9610d24 Jul 2026$4.502/4$2,700$2,33756%69%+$244-$13,425279.7%$-14,740 (vs do-nothing $-11,902)
$9517d31 Jul 2026$6.702/4$2,365$2,00254%68%+$185-$13,185274.7%$-14,500 (vs do-nothing $-11,662)
$9510d24 Jul 2026$4.852/4$2,910$2,54753%67%+$175-$13,555282.4%$-14,870 (vs do-nothing $-12,032)
$953d17 Jul 2026$3.001/4$3,000$2,64053%67%+$268-$6,963145.1%$-9,039 (vs do-nothing $-6,201)
$9417d31 Jul 2026$7.302/4$2,576$2,21352%68%+$224-$13,265276.4%$-14,580 (vs do-nothing $-11,742)
$9410d24 Jul 2026$5.352/4$3,210$2,84751%66%+$174-$13,655284.5%$-14,970 (vs do-nothing $-12,132)
$9317d31 Jul 2026$7.602/4$2,682$2,31950%66%+$148-$13,405279.3%$-14,720 (vs do-nothing $-11,882)
$943d17 Jul 2026$3.451/4$3,450$3,09048%65%+$214-$7,018146.2%$-9,094 (vs do-nothing $-6,256)
$9310d24 Jul 2026$5.852/4$3,510$3,14748%65%+$151-$13,755286.6%$-15,070 (vs do-nothing $-12,232)
$93.503d17 Jul 2026$3.701/4$3,700$3,34045%64%+$190-$7,043146.7%$-9,119 (vs do-nothing $-6,281)
$933d17 Jul 2026$3.951/4$3,950$3,59043%63%+$150-$7,068147.2%$-9,144 (vs do-nothing $-6,306)

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  |  2026-07-14 21:38