FORTRESS FIGHT: MSTR @ $96.88

BE SS: $161.00  |  CC-SS: $168.37  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-15 03:39

MSTR @ $96.88   UNDERWATER $64.12 (39.8% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MSTR reports 2026-07-31 (Fri), in 16 days. The recommended CC (2d) 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: $168.37  |  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$5,625/mo95% ann ROI on ML
Hedge rolling cost$319/mo
Unrealized P&L$-31,694fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,812/mo
HEDGE COVER
$319/mo
NORMAL INCOME
$5,625/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $4,800
ML VELOCITY
10.1 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $168.37 (probe: $170C 16d) brings only $38/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)
$32,946
was $31,694 · -4% earned back
Cycles closed
2
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 18 (live) · RSI 35 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 38 · %B 46 · hist rising (nightly)
LEVELS20W MA (bounce target) $135.69 (+40%) · daily UBB $118.49 · 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 $108 / 2d. This is the safest strike (survival 96%, breach 4%) that still earns 50% of normal income ($2,812/mo); it brings $3,060/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 × $104/2d for $6,360/mo, but breach risk rises to 13% (+9pp 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 × $122/2d (99+% survival, $360/mo).
Downside anchor: the primary mortgages $23,943 (499% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 4.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-31,718 and cuts bleed by $319/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 (2d) · sell 4 × $108, 96% survival, $3,060/mo (E[net] $2,174/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 · 2d4 × $10896%$3,060$2,174
NEXT FRIDAY24 Jul 2026 · 9d4 × $10779%$2,880$747

📅 THIS FRIDAY · 17 Jul 2026 · 2d · E[net] $2,174/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $108 (primary), 96% survival, breach 4%, $3,060/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $109 rung (33% normal) lifts survival to 97% (breach 4% → 3%) for $1,125/mo less (37% income) buys safety you do not really need here.
MSTR  spot $96.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12217 Jul2d25.9%99+%1%$24$360-$2,700$18,523
Sell 4 × $122 25.9% OTM over spot $96.88 17 Jul 2026 (2d, $0.07 mid)
= $24 credit for the 2d cycle → $360/mo projected
Survival (stays ≤ $122)
99+%
Breach risk
0%
POP (stays ≤ $122.07)
99+%
EV / mo
+$343
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.3-4.6] median  ·  41% of paths whole by 9 mo (vs 40% without)  ·  ~0.4 challenges expected  ·  median CC cash $-1,442
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
0%
Flat exit net (mid-life)
-$1,424
Free roll-up
+$11/wk
Safest escape (by 31 Jul 2026)
$144 @ 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.12/sh now → $3.62 mid-life → ≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$3.56/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)~$12224 Jul 20268d left+$3.85/sh+$1,541
cycle +$1,565
68%
surv 53%
-$18,883 NOT
cap gain +$12,811
Up-and-out for even (raise the cap, free)~$13324 Jul 20268d left+$0.06/sh+$23
cycle +$47
80%
surv 75%
-$15,421 NOT
cap gain +$16,273
Max even-money escape in the band~$14431 Jul 202615d left+$0.11/sh+$43
cycle +$67
84%
surv 81%
-$10,478 NOT
cap gain +$21,216
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$360/mo
vs 50% target ($2,812/mo)-87%
vs normal income ($5,625/mo)6% covered
Net income (after hedge)$41/mo
Downside budget
⚠ $122 is $46 below CC-SS $168.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,523
… as % of IC ($4,800)385.9%
… as % of ML ($56,800)32.6%
Recovery months (at normal income)3.3 mo
Surgical close (4 ct)$-31,698
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $122.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $122)); NOT the premium you collected. Momentum override: two daily closes above $118.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $120.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$121-122.07
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
≥ $122.07
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$122.00 (4.0σ)$24$-20,424+$11,270-$28
+2.5%$125.05 (4.5σ)$-1,196$-20,279+$11,415-$1,248
+5%$128.10 (5.0σ)$-2,416$-20,134+$11,560-$2,468
SS (= V-bounce)$161.00 (10.3σ)$-15,576$-18,568+$13,126-$15,228
V-BOUNCE STRESS (stock → CC-SS $168.37, where you are whole again, by expiry)
Starting unrealized P&L: $-31,694
+ Fortress recovery (un-capped): +$32,000
− CC assignment net of premium (4 × $122): -$18,523
Total Position P&L @ SS: $-18,217 (+$13,477 vs today)
Do-nothing baseline at SS: $-2,989 (this trade vs do-nothing: $-15,228, the opportunity cost of earning $360/mo FIGHT income now)
BB-reversion stress (→ $135.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,452, position total $-19,772 (+$11,922 vs today)
33% normal3 × $10917 Jul2d12.5%97%6%$129$1,935-$1,125$17,681
Sell 3 × $109 12.5% OTM over spot $96.88 17 Jul 2026 (2d, $0.48 mid)
= $129 credit for the 2d cycle → $1,935/mo projected
Survival (stays ≤ $109)
97%
Breach risk
3%
POP (stays ≤ $109.48)
97%
EV / mo
+$1,797
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.4-5.6] median, 0.1 mo SLOWER than no FIGHT (3.8 mo): roll costs eat the credits at this rung  ·  30% of paths whole by 9 mo (vs 27% without)  ·  ~3.7 challenges expected  ·  median CC cash $2,201
🛡 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)
3%
Flat exit net (mid-life)
-$776
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$130 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.27/sh now → $3.02 mid-life (likely $2.76–$5.07)≈ $0 at expiry  |  you banked $0.43/sh, so a flat mid-life exit nets -$2.59/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 94 simulated challenges: the $109 strike is typically first touched on day 2 of 2, at $111 (overshoots $2.26). 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 (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10924 Jul 20268d left+$3.21/sh+$963
cycle +$1,092
[+$805…+$1,060] · 97% credit
68%
surv 53%
-$25,162 NOT
cap gain +$6,532
Reliable up-and-out (highest cap still free ≥60%)~$12431 Jul 202615d left+$0.79/sh+$238
cycle +$367
[-$92…+$320] · 69% credit
83%
surv 78%
-$19,117 NOT
cap gain +$12,577
Max even-money escape in the band~$12731 Jul 202615d left+$0.16/sh+$47
cycle +$176
[-$320…+$124] · 46% credit
85%
surv 82%
-$17,965 NOT
cap gain +$13,729
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)~$11824 Jul 20268d left+$0.04/sh+$12
cycle +$141
[-$344…+$63] · 37% credit
80%
surv 74%
-$22,028 NOT
cap gain +$9,666
Safety roll (pay small debit, max POP)~$13031 Jul 202615d left-$0.32/sh-$97
cycle +$32
[-$494…-$24] · 21% credit
87%
surv 85%
-$16,766 NOT
cap gain +$14,928
budget: banked $129 debit $97 (75% used ≈ 0.2 wk of income) → whole cycle still +$32 cash · rolled 3 ct earn ≈ $1,617/mo while parked; 1 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$1,935/mo
vs 50% target ($2,812/mo)-31%
vs normal income ($5,625/mo)34% covered
Net income (after hedge)$1,640/mo
Downside budget
⚠ $109 is $59 below CC-SS $168.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,681
… as % of IC ($4,800)368.4%
… as % of ML ($56,800)31.1%
Recovery months (at normal income)3.1 mo
Surgical close (3 ct)$-23,786
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 $0.43 collected) or spot ≥ $109.48 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $109)); NOT the premium you collected. Momentum override: two daily closes above $118.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $107.91Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$108-109.48
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
≥ $109.48
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$109.00 (1.9σ)$129$-26,125+$5,569+$90
+2.5%$111.72 (2.4σ)$-688$-25,723+$5,971-$728
+5%$114.45 (2.8σ)$-1,506$-25,320+$6,374-$1,545
SS (= V-bounce)$161.00 (10.3σ)$-15,471$-18,550+$13,144-$15,210
V-BOUNCE STRESS (stock → CC-SS $168.37, where you are whole again, by expiry)
Starting unrealized P&L: $-31,694
+ Fortress recovery (un-capped): +$32,000
− CC assignment net of premium (3 × $109): -$17,681
− Conservative CC assignment net of premium (1 × $160): -$824
Total Position P&L @ SS: $-18,199 (+$13,495 vs today)
Do-nothing baseline at SS: $-2,989 (this trade vs do-nothing: $-15,210, the opportunity cost of earning $1,935/mo FIGHT income now)
BB-reversion stress (→ $135.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,878, position total $-22,185 (+$9,509 vs today)
🎯 50% normal4 × $10817 Jul2d11.5%96%5%$204$3,060$23,943
Sell 4 × $108 11.5% OTM over spot $96.88 17 Jul 2026 (2d, $0.57 mid)
= $204 credit for the 2d cycle → $3,060/mo projected
Survival (stays ≤ $108)
96%
Breach risk
4%
POP (stays ≤ $108.57)
96%
EV / mo
+$2,770
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.2-6.2] median, 0.3 mo faster than no FIGHT (3.9 mo)  ·  38% of paths whole by 9 mo (vs 31% without)  ·  ~5.1 challenges expected  ·  median CC cash $5,499
🛡 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)
5%
Flat exit net (mid-life)
-$985
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$129 @ 88% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.20/sh now → $2.97 mid-life (likely $2.90–$6.02)≈ $0 at expiry  |  you banked $0.51/sh, so a flat mid-life exit nets -$2.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 149 simulated challenges: the $108 strike is typically first touched on day 2 of 2, at $110 (overshoots $2.31). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10824 Jul 20268d left+$3.16/sh+$1,265
cycle +$1,469
[+$884…+$1,370] · 100% credit
68%
surv 53%
-$25,245 NOT
cap gain +$6,449
Reliable up-and-out (highest cap still free ≥60%)~$12331 Jul 202615d left+$0.72/sh+$288
cycle +$492
[-$400…+$354] · 60% credit
83%
surv 79%
-$19,452 NOT
cap gain +$12,242
Up-and-out for even (raise the cap, free)~$11624 Jul 20268d left+$0.28/sh+$112
cycle +$316
[-$563…+$142] · 44% credit
79%
surv 73%
-$22,762 NOT
cap gain +$8,932
Max even-money escape in the band~$12631 Jul 202615d left+$0.09/sh+$37
cycle +$241
[-$714…+$92] · 37% credit
85%
surv 82%
-$18,360 NOT
cap gain +$13,334
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12931 Jul 202615d left-$0.38/sh-$152
cycle +$52
[-$954…-$107] · 15% credit
88%
surv 85%
-$17,207 NOT
cap gain +$14,487
budget: banked $204 debit $152 (75% used ≈ 0.2 wk of income) → whole cycle still +$52 cash · rolled 4 ct earn ≈ $2,073/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$3,060/mo
vs 50% target ($2,812/mo)+9%
vs normal income ($5,625/mo)54% covered
Net income (after hedge)$2,741/mo
Downside budget
⚠ $108 is $60 below CC-SS $168.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,943
… as % of IC ($4,800)498.8%
… as % of ML ($56,800)42.2%
Recovery months (at normal income)4.3 mo
Surgical close (4 ct)$-31,718
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.51 collected) or spot ≥ $108.57 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $108)); NOT the premium you collected. Momentum override: two daily closes above $118.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $106.92Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$107-108.57
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
≥ $108.57
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$108.00 (1.8σ)$204$-26,510+$5,184+$152
+2.5%$110.70 (2.2σ)$-876$-26,382+$5,312-$928
+5%$113.40 (2.7σ)$-1,956$-26,253+$5,441-$2,008
SS (= V-bounce)$161.00 (10.3σ)$-20,996$-23,988+$7,706-$20,648
V-BOUNCE STRESS (stock → CC-SS $168.37, where you are whole again, by expiry)
Starting unrealized P&L: $-31,694
+ Fortress recovery (un-capped): +$32,000
− CC assignment net of premium (4 × $108): -$23,943
Total Position P&L @ SS: $-23,637 (+$8,057 vs today)
Do-nothing baseline at SS: $-2,989 (this trade vs do-nothing: $-20,648, the opportunity cost of earning $3,060/mo FIGHT income now)
BB-reversion stress (→ $135.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,872, position total $-25,192 (+$6,502 vs today)
🛡 safe yield4 × $10517 Jul2d8.4%90%20%$372$5,580+$2,520$24,975
Sell 4 × $105 8.4% OTM over spot $96.88 17 Jul 2026 (2d, $0.95 mid)
= $372 credit for the 2d cycle → $5,580/mo projected
Survival (stays ≤ $105)
90%
Breach risk
10%
POP (stays ≤ $105.94)
92%
EV / mo
+$4,558
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.0-5.5] median  ·  50% of paths whole by 9 mo (vs 30% without)  ·  ~11.4 challenges expected  ·  median CC cash $14,415
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$765
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$126 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.02/sh now → $2.84 mid-life (likely $2.96–$6.11)≈ $0 at expiry  |  you banked $0.93/sh, so a flat mid-life exit nets -$1.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 328 simulated challenges: the $105 strike is typically first touched on day 2 of 2, at $108 (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)~$10524 Jul 20268d left+$3.02/sh+$1,210
cycle +$1,582
[+$780…+$1,260] · 94% credit
68%
surv 53%
-$26,476 NOT
cap gain +$5,218
Reliable up-and-out (highest cap still free ≥60%)~$11831 Jul 202615d left+$0.98/sh+$391
cycle +$763
[-$335…+$383] · 62% credit
82%
surv 77%
-$21,420 NOT
cap gain +$10,274
Up-and-out for even (raise the cap, free)~$11324 Jul 20268d left+$0.15/sh+$62
cycle +$434
[-$679…+$39] · 33% credit
79%
surv 73%
-$23,987 NOT
cap gain +$7,707
Max even-money escape in the band~$12231 Jul 202615d left+$0.07/sh+$29
cycle +$401
[-$801…+$13] · 27% credit
85%
surv 82%
-$19,991 NOT
cap gain +$11,703
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12631 Jul 202615d left-$0.54/sh-$218
cycle +$154
[-$1,123…-$240] · 2% credit
88%
surv 86%
-$18,448 NOT
cap gain +$13,246
budget: banked $372 debit $218 (59% used ≈ 0.2 wk of income) → whole cycle still +$154 cash · rolled 4 ct earn ≈ $1,837/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$5,580/mo
vs 50% target ($2,812/mo)+98%
vs normal income ($5,625/mo)99% covered
Net income (after hedge)$5,261/mo
Downside budget
⚠ $105 is $63 below CC-SS $168.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,975
… as % of IC ($4,800)520.3%
… as % of ML ($56,800)44.0%
Recovery months (at normal income)4.4 mo
Surgical close (4 ct)$-31,700
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.93 collected) or spot ≥ $105.94 (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 $118.49 (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
$104-105.94
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
≥ $105.94
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$105.00 (1.3σ)$372$-27,685+$4,009+$320
+2.5%$107.62 (1.7σ)$-678$-27,560+$4,134-$730
+5%$110.25 (2.2σ)$-1,728$-27,435+$4,259-$1,780
SS (= V-bounce)$161.00 (10.3σ)$-22,028$-25,020+$6,674-$21,680
V-BOUNCE STRESS (stock → CC-SS $168.37, where you are whole again, by expiry)
Starting unrealized P&L: $-31,694
+ Fortress recovery (un-capped): +$32,000
− CC assignment net of premium (4 × $105): -$24,975
Total Position P&L @ SS: $-24,669 (+$7,025 vs today)
Do-nothing baseline at SS: $-2,989 (this trade vs do-nothing: $-21,680, the opportunity cost of earning $5,580/mo FIGHT income now)
BB-reversion stress (→ $135.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,904, position total $-26,224 (+$5,470 vs today)
100% normal4 × $10417 Jul2d7.4%87%26%$424$6,360+$3,300$25,323
Sell 4 × $104 7.4% OTM over spot $96.88 17 Jul 2026 (2d, $1.12 mid)
= $424 credit for the 2d cycle → $6,360/mo projected
Survival (stays ≤ $104)
87%
Breach risk
13%
POP (stays ≤ $105.12)
90%
EV / mo
+$4,866
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.3 mo [2.0-5.0] median, 0.2 mo faster than no FIGHT (3.5 mo)  ·  54% of paths whole by 9 mo (vs 30% without)  ·  ~14.8 challenges expected  ·  median CC cash $17,229
🛡 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)
-$695
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$125 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.96/sh now → $2.80 mid-life (likely $3.01–$5.84)≈ $0 at expiry  |  you banked $1.06/sh, so a flat mid-life exit nets -$1.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 438 simulated challenges: the $104 strike is typically first touched on day 2 of 2, at $106 (overshoots $2.47). 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+$2.98/sh+$1,191
cycle +$1,615
[+$806…+$1,201] · 97% credit
68%
surv 53%
-$26,889 NOT
cap gain +$4,805
Reliable up-and-out (highest cap still free ≥60%)~$11731 Jul 202615d left+$0.91/sh+$362
cycle +$786
[-$294…+$333] · 61% credit
82%
surv 77%
-$21,844 NOT
cap gain +$9,850
Up-and-out for even (raise the cap, free)~$11224 Jul 20268d left+$0.11/sh+$46
cycle +$470
[-$636…+$5] · 26% credit
79%
surv 74%
-$24,398 NOT
cap gain +$7,296
Max even-money escape in the band~$12131 Jul 202615d left+$0.01/sh+$5
cycle +$429
[-$743…-$31] · 19% credit
85%
surv 82%
-$20,411 NOT
cap gain +$11,283
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 202615d left-$0.60/sh-$239
cycle +$185
[-$1,056…-$288] · 0% credit
88%
surv 86%
-$18,864 NOT
cap gain +$12,830
budget: banked $424 debit $239 (56% used ≈ 0.2 wk of income) → whole cycle still +$185 cash · rolled 4 ct earn ≈ $1,762/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$6,360/mo
vs 50% target ($2,812/mo)+126%
vs normal income ($5,625/mo)113% covered
Net income (after hedge)$6,041/mo
Downside budget
⚠ $104 is $64 below CC-SS $168.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,323
… as % of IC ($4,800)527.6%
… as % of ML ($56,800)44.6%
Recovery months (at normal income)4.5 mo
Surgical close (4 ct)$-31,720
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.27/sh (~25% of the $1.06 collected) or spot ≥ $105.12 (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 $118.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $102.96Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$103-105.12
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
≥ $105.12
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$104.00 (1.1σ)$424$-28,081+$3,613+$372
+2.5%$106.60 (1.6σ)$-616$-27,957+$3,737-$668
+5%$109.20 (2.0σ)$-1,656$-27,833+$3,861-$1,708
SS (= V-bounce)$161.00 (10.3σ)$-22,376$-25,368+$6,326-$22,028
V-BOUNCE STRESS (stock → CC-SS $168.37, where you are whole again, by expiry)
Starting unrealized P&L: $-31,694
+ Fortress recovery (un-capped): +$32,000
− CC assignment net of premium (4 × $104): -$25,323
Total Position P&L @ SS: $-25,017 (+$6,677 vs today)
Do-nothing baseline at SS: $-2,989 (this trade vs do-nothing: $-22,028, the opportunity cost of earning $6,360/mo FIGHT income now)
BB-reversion stress (→ $135.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,252, position total $-26,572 (+$5,122 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 · 9d · E[net] $747/mo

🎯 Engine pick: sell 4 × $107 (primary), 79% survival, breach 21%, $2,880/mo.
⚖️ Worth a safer step: the $111 rung (33% normal) lifts survival to 86% (breach 21% → 14%) for $1,000/mo less (35% 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 $111 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $96.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12724 Jul9d31.1%97%6%$104$347-$2,533$16,443
Sell 4 × $127 31.1% OTM over spot $96.88 24 Jul 2026 (9d, $0.32 mid)
= $104 credit for the 9d cycle → $347/mo projected
Survival (stays ≤ $127)
97%
Breach risk
3%
POP (stays ≤ $127.32)
97%
EV / mo
+$227
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.1-5.3] median  ·  35% of paths whole by 9 mo (vs 34% without)  ·  ~1.0 challenges expected  ·  median CC cash $-297
🛡 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)
3%
Flat exit net (mid-life)
-$2,395
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$137 @ 77% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.83/sh now → $6.25 mid-life (likely $4.04–$6.87)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$5.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 79 simulated challenges: the $127 strike is typically first touched on day 7 of 9, at $130 (overshoots $2.86). 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)~$12731 Jul 202612d left+$3.65/sh+$1,459
cycle +$1,563
[+$1,662…+$2,132] · 100% credit
69%
surv 54%
-$16,647 NOT
cap gain +$15,047
Up-and-out for even (raise the cap, free)~$13631 Jul 202612d left+$0.15/sh+$60
cycle +$164
[+$83…+$610] · 86% credit
76%
surv 68%
-$13,962 NOT
cap gain +$17,732
Max even-money escape in the band~$13631 Jul 202612d left+$0.15/sh+$60
cycle +$164
[+$83…+$610] · 86% credit
76%
surv 68%
-$13,962 NOT
cap gain +$17,732
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%)~$13731 Jul 202612d left-$0.19/sh-$77
cycle +$27
[-$70…+$468] · 63% credit
77%
surv 69%
-$13,651 NOT
cap gain +$18,043
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$347/mo
vs 50% target ($2,812/mo)-88%
vs normal income ($5,625/mo)6% covered
Net income (after hedge)$27/mo
Downside budget
⚠ $127 is $41 below CC-SS $168.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,443
… as % of IC ($4,800)342.6%
… as % of ML ($56,800)28.9%
Recovery months (at normal income)2.9 mo
Surgical close (4 ct)$-31,718
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $127.32 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $127)); NOT the premium you collected. Momentum override: two daily closes above $118.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $125.73Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$126-127.32
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
≥ $127.32
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$127.00 (2.3σ)$104$-18,106+$13,588+$52
+2.5%$130.17 (2.5σ)$-1,166$-17,955+$13,739-$1,218
+5%$133.35 (2.8σ)$-2,436$-17,804+$13,890-$2,488
SS (= V-bounce)$161.00 (4.9σ)$-13,496$-16,488+$15,206-$13,148
V-BOUNCE STRESS (stock → CC-SS $168.37, where you are whole again, by expiry)
Starting unrealized P&L: $-31,694
+ Fortress recovery (un-capped): +$32,000
− CC assignment net of premium (4 × $127): -$16,443
Total Position P&L @ SS: $-16,137 (+$15,557 vs today)
Do-nothing baseline at SS: $-2,989 (this trade vs do-nothing: $-13,148, the opportunity cost of earning $347/mo FIGHT income now)
BB-reversion stress (→ $135.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,372, position total $-17,692 (+$14,002 vs today)
🛡 safe yield4 × $11524 Jul9d18.7%91%19%$364$1,213-$1,667$20,983
Sell 4 × $115 18.7% OTM over spot $96.88 24 Jul 2026 (9d, $1.01 mid)
= $364 credit for the 9d cycle → $1,213/mo projected
Survival (stays ≤ $115)
91%
Breach risk
9%
POP (stays ≤ $116.00)
92%
EV / mo
+$716
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.5-6.0] median, 0.2 mo SLOWER than no FIGHT (4.0 mo): roll costs eat the credits at this rung  ·  35% of paths whole by 9 mo (vs 30% without)  ·  ~3.4 challenges expected  ·  median CC cash $3,028
🛡 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)
-$1,762
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$126 @ 79% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.51/sh now → $5.32 mid-life (likely $4.56–$7.84)≈ $0 at expiry  |  you banked $0.91/sh, so a flat mid-life exit nets -$4.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 382 simulated challenges: the $115 strike is typically first touched on day 6 of 9, at $118 (overshoots $3.09). 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)~$11531 Jul 202612d left+$3.10/sh+$1,241
cycle +$1,605
[+$1,207…+$1,570] · 100% credit
69%
surv 53%
-$21,976 NOT
cap gain +$9,718
Up-and-out for even (raise the cap, free)~$12231 Jul 202612d left+$0.26/sh+$104
cycle +$468
[-$88…+$328] · 61% credit
75%
surv 67%
-$19,924 NOT
cap gain +$11,770
Max even-money escape in the band~$12231 Jul 202612d left+$0.26/sh+$104
cycle +$468
[-$88…+$328] · 61% credit
75%
surv 67%
-$19,924 NOT
cap gain +$11,770
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12631 Jul 202612d left-$0.89/sh-$356
cycle +$8
[-$657…-$190] · 14% credit
79%
surv 73%
-$18,593 NOT
cap gain +$13,101
budget: banked $364 debit $356 (98% used ≈ 1.3 wk of income) → whole cycle still +$8 cash · rolled 4 ct earn ≈ $4,427/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$1,213/mo
vs 50% target ($2,812/mo)-57%
vs normal income ($5,625/mo)22% covered
Net income (after hedge)$894/mo
Downside budget
⚠ $115 is $53 below CC-SS $168.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,983
… as % of IC ($4,800)437.1%
… as % of ML ($56,800)36.9%
Recovery months (at normal income)3.7 mo
Surgical close (4 ct)$-31,732
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.91 collected) or spot ≥ $116.00 (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 $118.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $113.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$114-116.00
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
≥ $116.00
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$115.00 (1.4σ)$364$-23,217+$8,477+$312
+2.5%$117.87 (1.6σ)$-786$-23,080+$8,614-$838
+5%$120.75 (1.8σ)$-1,936$-22,944+$8,750-$1,988
SS (= V-bounce)$161.00 (4.9σ)$-18,036$-21,028+$10,666-$17,688
V-BOUNCE STRESS (stock → CC-SS $168.37, where you are whole again, by expiry)
Starting unrealized P&L: $-31,694
+ Fortress recovery (un-capped): +$32,000
− CC assignment net of premium (4 × $115): -$20,983
Total Position P&L @ SS: $-20,677 (+$11,017 vs today)
Do-nothing baseline at SS: $-2,989 (this trade vs do-nothing: $-17,688, the opportunity cost of earning $1,213/mo FIGHT income now)
BB-reversion stress (→ $135.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,912, position total $-22,232 (+$9,462 vs today)
33% normal ← lean4 × $11124 Jul9d14.6%86%30%$564$1,880-$1,000$22,383
Sell 4 × $111 14.6% OTM over spot $96.88 24 Jul 2026 (9d, $1.50 mid)
= $564 credit for the 9d cycle → $1,880/mo projected
Survival (stays ≤ $111)
86%
Breach risk
14%
POP (stays ≤ $112.50)
88%
EV / mo
+$938
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.3 mo [2.1-4.8] median, 0.1 mo SLOWER than no FIGHT (3.2 mo): roll costs eat the credits at this rung  ·  34% of paths whole by 9 mo (vs 28% without)  ·  ~5.5 challenges expected  ·  median CC cash $4,897
🛡 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)
23%
Flat exit net (mid-life)
-$1,444
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$123 @ 81% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.10/sh now → $5.02 mid-life (likely $4.70–$7.49)≈ $0 at expiry  |  you banked $1.41/sh, so a flat mid-life exit nets -$3.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 689 simulated challenges: the $111 strike is typically first touched on day 6 of 9, at $114 (overshoots $2.92). 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+$2.93/sh+$1,173
cycle +$1,737
[+$1,130…+$1,478] · 100% credit
69%
surv 53%
-$23,635 NOT
cap gain +$8,059
Reliable up-and-out (highest cap still free ≥60%)~$11631 Jul 202612d left+$0.78/sh+$310
cycle +$874
[+$93…+$462] · 86% credit
73%
surv 63%
-$22,204 NOT
cap gain +$9,490
Up-and-out for even (raise the cap, free)~$11831 Jul 202612d left+$0.10/sh+$39
cycle +$603
[-$182…+$184] · 44% credit
76%
surv 67%
-$21,580 NOT
cap gain +$10,114
Max even-money escape in the band~$11831 Jul 202612d left+$0.10/sh+$39
cycle +$603
[-$182…+$184] · 44% credit
76%
surv 67%
-$21,580 NOT
cap gain +$10,114
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 202612d left-$1.35/sh-$540
cycle +$24
[-$888…-$446] · 6% credit
81%
surv 76%
-$19,920 NOT
cap gain +$11,774
budget: banked $564 debit $540 (96% used ≈ 1.2 wk of income) → whole cycle still +$24 cash · rolled 4 ct earn ≈ $3,671/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$1,880/mo
vs 50% target ($2,812/mo)-33%
vs normal income ($5,625/mo)33% covered
Net income (after hedge)$1,561/mo
Downside budget
⚠ $111 is $57 below CC-SS $168.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,383
… as % of IC ($4,800)466.3%
… as % of ML ($56,800)39.4%
Recovery months (at normal income)4.0 mo
Surgical close (4 ct)$-31,732
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.41 collected) or spot ≥ $112.50 (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 $118.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $109.89Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$110-112.50
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $112.50
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$111.00 (1.1σ)$564$-24,808+$6,886+$512
+2.5%$113.77 (1.3σ)$-546$-24,676+$7,018-$598
+5%$116.55 (1.5σ)$-1,656$-24,543+$7,151-$1,708
SS (= V-bounce)$161.00 (4.9σ)$-19,436$-22,428+$9,266-$19,088
V-BOUNCE STRESS (stock → CC-SS $168.37, where you are whole again, by expiry)
Starting unrealized P&L: $-31,694
+ Fortress recovery (un-capped): +$32,000
− CC assignment net of premium (4 × $111): -$22,383
Total Position P&L @ SS: $-22,077 (+$9,617 vs today)
Do-nothing baseline at SS: $-2,989 (this trade vs do-nothing: $-19,088, the opportunity cost of earning $1,880/mo FIGHT income now)
BB-reversion stress (→ $135.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,312, position total $-23,632 (+$8,062 vs today)
🎯 50% normal4 × $10724 Jul9d10.5%79%34%$864$2,880$23,683
Sell 4 × $107 10.5% OTM over spot $96.88 24 Jul 2026 (9d, $2.24 mid)
= $864 credit for the 9d cycle → $2,880/mo projected
Survival (stays ≤ $107)
79%
Breach risk
21%
POP (stays ≤ $109.24)
83%
EV / mo
+$1,181
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.5-5.3] median  ·  36% of paths whole by 9 mo (vs 30% without)  ·  ~8.8 challenges expected  ·  median CC cash $7,295
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
34%
Flat exit net (mid-life)
-$1,029
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$122 @ 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.69/sh now → $4.73 mid-life (likely $4.87–$7.33)≈ $0 at expiry  |  you banked $2.16/sh, so a flat mid-life exit nets -$2.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,014 simulated challenges: the $107 strike is typically first touched on day 5 of 9, at $110 (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)~$10731 Jul 202612d left+$2.76/sh+$1,106
cycle +$1,970
[+$1,004…+$1,305] · 100% credit
69%
surv 53%
-$25,192 NOT
cap gain +$6,502
Reliable up-and-out (highest cap still free ≥60%)~$11231 Jul 202612d left+$0.63/sh+$250
cycle +$1,114
[+$5…+$292] · 76% credit
73%
surv 64%
-$23,754 NOT
cap gain +$7,940
Up-and-out for even (raise the cap, free)~$11331 Jul 202612d left+$0.22/sh+$90
cycle +$954
[-$186…+$122] · 41% credit
74%
surv 66%
-$23,467 NOT
cap gain +$8,227
Max even-money escape in the band~$11331 Jul 202612d left+$0.22/sh+$90
cycle +$954
[-$186…+$122] · 41% credit
74%
surv 66%
-$23,467 NOT
cap gain +$8,227
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12231 Jul 202612d left-$2.10/sh-$840
cycle +$24
[-$1,299…-$864]
84%
surv 81%
-$20,369 NOT
cap gain +$11,325
budget: banked $864 debit $840 (97% used ≈ 1.3 wk of income) → whole cycle still +$24 cash · rolled 4 ct earn ≈ $2,632/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$2,880/mo
vs 50% target ($2,812/mo)+2%
vs normal income ($5,625/mo)51% covered
Net income (after hedge)$2,561/mo
Downside budget
⚠ $107 is $61 below CC-SS $168.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,683
… as % of IC ($4,800)493.4%
… as % of ML ($56,800)41.7%
Recovery months (at normal income)4.2 mo
Surgical close (4 ct)$-31,726
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.54/sh (~25% of the $2.16 collected) or spot ≥ $109.24 (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 $118.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $105.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$106-109.24
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
≥ $109.24
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$107.00 (≤1σ, normal week)$864$-26,298+$5,396+$812
+2.5%$109.67 (≤1σ, normal week)$-206$-26,171+$5,523-$258
+5%$112.35 (1.2σ)$-1,276$-26,043+$5,651-$1,328
SS (= V-bounce)$161.00 (4.9σ)$-20,736$-23,728+$7,966-$20,388
V-BOUNCE STRESS (stock → CC-SS $168.37, where you are whole again, by expiry)
Starting unrealized P&L: $-31,694
+ Fortress recovery (un-capped): +$32,000
− CC assignment net of premium (4 × $107): -$23,683
Total Position P&L @ SS: $-23,377 (+$8,317 vs today)
Do-nothing baseline at SS: $-2,989 (this trade vs do-nothing: $-20,388, the opportunity cost of earning $2,880/mo FIGHT income now)
BB-reversion stress (→ $135.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,612, position total $-24,932 (+$6,762 vs today)
100% normal4 × $9924 Jul9d2.2%59%86%$1,800$6,000+$3,120$25,947
Sell 4 × $99 2.2% OTM over spot $96.88 24 Jul 2026 (9d, $4.62 mid)
= $1,800 credit for the 9d cycle → $6,000/mo projected
Survival (stays ≤ $99)
59%
Breach risk
41%
POP (stays ≤ $103.62)
71%
EV / mo
+$1,282
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.1-5.9] median, 0.2 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  39% of paths whole by 9 mo (vs 29% without)  ·  ~25.3 challenges expected  ·  median CC cash $10,791
🛡 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)
69%
Flat exit net (mid-life)
+$127
Free roll-up
+$5/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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.91/sh now → $4.18 mid-life (likely $5.66–$8.02)≈ $0 at expiry  |  you banked $4.50/sh, so a flat mid-life exit nets +$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,079 simulated challenges: the $99 strike is typically first touched on day 3 of 9, at $102 (overshoots $3.01). 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)~$9931 Jul 202612d left+$2.44/sh+$977
cycle +$2,777
[+$799…+$892] · 100% credit
69%
surv 53%
-$27,965 NOT
cap gain +$3,729
Reliable up-and-out (highest cap still free ≥60%)~$10331 Jul 202612d left+$0.68/sh+$273
cycle +$2,073
[-$20…+$129] · 70% credit
73%
surv 63%
-$26,824 NOT
cap gain +$4,870
Up-and-out for even (raise the cap, free)~$10431 Jul 202612d left+$0.34/sh+$137
cycle +$1,937
[-$245…-$38] · 18% credit
74%
surv 65%
-$26,512 NOT
cap gain +$5,182
Max even-money escape in the band~$10431 Jul 202612d left+$0.34/sh+$137
cycle +$1,937
[-$245…-$38] · 18% credit
74%
surv 65%
-$26,512 NOT
cap gain +$5,182
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11931 Jul 202612d left-$2.99/sh-$1,195
cycle +$605
[-$2,085…-$1,539]
90%
surv 89%
-$21,130 NOT
cap gain +$10,564
budget: banked $1,800 debit $1,195 (66% used ≈ 0.9 wk of income) → whole cycle still +$605 cash · rolled 4 ct earn ≈ $1,196/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$6,000/mo
vs 50% target ($2,812/mo)+113%
vs normal income ($5,625/mo)107% covered
Net income (after hedge)$5,681/mo
Downside budget
⚠ $99 is $69 below CC-SS $168.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,947
… as % of IC ($4,800)540.6%
… as % of ML ($56,800)45.7%
Recovery months (at normal income)4.6 mo
Surgical close (4 ct)$-31,744
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.12/sh (~25% of the $4.50 collected) or spot ≥ $103.62 (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 $118.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $98.01Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$98-103.62
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
≥ $103.62
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$99.00 (≤1σ, normal week)$1,800$-28,943+$2,751+$1,748
+2.5%$101.47 (≤1σ, normal week)$810$-28,825+$2,869+$758
+5%$103.95 (≤1σ, normal week)$-180$-28,707+$2,987-$232
SS (= V-bounce)$161.00 (4.9σ)$-23,000$-25,992+$5,702-$22,652
V-BOUNCE STRESS (stock → CC-SS $168.37, where you are whole again, by expiry)
Starting unrealized P&L: $-31,694
+ Fortress recovery (un-capped): +$32,000
− CC assignment net of premium (4 × $99): -$25,947
Total Position P&L @ SS: $-25,641 (+$6,053 vs today)
Do-nothing baseline at SS: $-2,989 (this trade vs do-nothing: $-22,652, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $135.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,876, position total $-27,196 (+$4,498 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 (49 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 49 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: 1.119 (IBKR)  |  Recovery@SS: +$32,000 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,989

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1082d17 Jul 2026$0.514/4$3,060$2,74196%96%+$2,770-$23,943498.8%$-23,637 (vs do-nothing $-20,648)
$1072d17 Jul 2026$0.624/4$3,720$3,40194%95%+$3,270-$24,299506.2%$-23,993 (vs do-nothing $-21,004)
$1062d17 Jul 2026$0.743/4$3,330$3,03592%94%+$2,816-$18,488385.2%$-19,006 (vs do-nothing $-16,017)
$1052d17 Jul 2026$0.933/4$4,185$3,89090%92%+$3,419-$18,731390.2%$-19,249 (vs do-nothing $-16,260)
$1042d17 Jul 2026$1.062/4$3,180$2,90987%90%+$2,433-$12,662263.8%$-14,003 (vs do-nothing $-11,014)
$1032d17 Jul 2026$1.272/4$3,810$3,53984%88%+$2,740-$12,820267.1%$-14,161 (vs do-nothing $-11,172)
$1022d17 Jul 2026$1.512/4$4,530$4,25980%86%+$3,026-$12,972270.2%$-14,313 (vs do-nothing $-11,324)
$1079d24 Jul 2026$2.164/4$2,880$2,56179%83%+$1,181-$23,683493.4%$-23,377 (vs do-nothing $-20,388)
$1069d24 Jul 2026$2.384/4$3,173$2,85477%82%+$1,220-$23,995499.9%$-23,689 (vs do-nothing $-20,700)
$1012d17 Jul 2026$1.792/4$5,370$5,09975%83%+$3,298-$13,116273.2%$-14,457 (vs do-nothing $-11,468)
$1059d24 Jul 2026$2.644/4$3,520$3,20175%80%+$1,282-$24,291506.1%$-23,985 (vs do-nothing $-20,996)
$10716d31 Jul 2026$3.854/4$2,888$2,56874%80%+$1,042-$23,007479.3%$-22,701 (vs do-nothing $-19,712)
$10616d31 Jul 2026$4.154/4$3,113$2,79372%79%+$1,083-$23,287485.1%$-22,981 (vs do-nothing $-19,992)
Show 36 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1049d24 Jul 2026$2.923/4$2,920$2,62572%79%+$974-$18,434384.0%$-18,952 (vs do-nothing $-15,963)
$10516d31 Jul 2026$4.454/4$3,338$3,01870%78%+$1,110-$23,567491.0%$-23,261 (vs do-nothing $-20,272)
$1002d17 Jul 2026$2.101/4$3,150$2,90470%80%+$1,751-$6,627138.1%$-8,792 (vs do-nothing $-5,803)
$1039d24 Jul 2026$3.103/4$3,100$2,80570%77%+$895-$18,680389.2%$-19,198 (vs do-nothing $-16,209)
$10416d31 Jul 2026$4.754/4$3,562$3,24368%77%+$1,121-$23,847496.8%$-23,541 (vs do-nothing $-20,552)
$1029d24 Jul 2026$3.453/4$3,450$3,15567%76%+$959-$18,875393.2%$-19,393 (vs do-nothing $-16,404)
$10316d31 Jul 2026$5.053/4$2,841$2,54666%75%+$670-$18,095377.0%$-18,613 (vs do-nothing $-15,624)
$1019d24 Jul 2026$3.753/4$3,750$3,45565%74%+$942-$19,085397.6%$-19,603 (vs do-nothing $-16,614)
$992d17 Jul 2026$2.441/4$3,660$3,41464%78%+$1,807-$6,693139.4%$-8,858 (vs do-nothing $-5,869)
$10216d31 Jul 2026$5.453/4$3,066$2,77164%74%+$705-$18,275380.7%$-18,793 (vs do-nothing $-15,804)
$10116d31 Jul 2026$5.803/4$3,262$2,96763%74%+$876-$18,470384.8%$-18,988 (vs do-nothing $-15,999)
$1009d24 Jul 2026$4.103/4$4,100$3,80562%73%+$943-$19,280401.7%$-19,798 (vs do-nothing $-16,809)
$98.502d17 Jul 2026$2.621/4$3,930$3,68461%76%+$1,812-$6,725140.1%$-8,890 (vs do-nothing $-5,901)
$10016d31 Jul 2026$6.203/4$3,488$3,19260%73%+$889-$18,650388.5%$-19,168 (vs do-nothing $-16,179)
$999d24 Jul 2026$4.502/4$3,000$2,72959%71%+$641-$12,974270.3%$-14,315 (vs do-nothing $-11,326)
$982d17 Jul 2026$2.821/4$4,230$3,98458%75%+$1,822-$6,755140.7%$-8,920 (vs do-nothing $-5,931)
$9916d31 Jul 2026$6.603/4$3,712$3,41758%72%+$888-$18,830392.3%$-19,348 (vs do-nothing $-16,359)
$98.509d24 Jul 2026$4.702/4$3,133$2,86358%71%+$638-$13,034271.5%$-14,375 (vs do-nothing $-11,386)
$98.5016d31 Jul 2026$6.803/4$3,825$3,53057%72%+$883-$18,920394.2%$-19,438 (vs do-nothing $-16,449)
$9816d31 Jul 2026$7.003/4$3,938$3,64256%71%+$873-$19,010396.0%$-19,528 (vs do-nothing $-16,539)
$989d24 Jul 2026$5.002/4$3,333$3,06356%70%+$696-$13,074272.4%$-14,415 (vs do-nothing $-11,426)
$97.502d17 Jul 2026$3.051/4$4,575$4,32955%73%+$1,849-$6,782141.3%$-8,947 (vs do-nothing $-5,958)
$97.5016d31 Jul 2026$7.253/4$4,078$3,78355%70%+$888-$19,085397.6%$-19,603 (vs do-nothing $-16,614)
$97.509d24 Jul 2026$5.102/4$3,400$3,12955%69%+$615-$13,154274.0%$-14,495 (vs do-nothing $-11,506)
$9716d31 Jul 2026$7.502/4$2,812$2,54254%70%+$600-$12,774266.1%$-14,115 (vs do-nothing $-11,126)
$979d24 Jul 2026$5.402/4$3,600$3,32953%69%+$661-$13,194274.9%$-14,535 (vs do-nothing $-11,546)
$96.5016d31 Jul 2026$7.702/4$2,888$2,61753%69%+$586-$12,834267.4%$-14,175 (vs do-nothing $-11,186)
$972d17 Jul 2026$3.151/4$4,725$4,47952%72%+$1,653-$6,822142.1%$-8,987 (vs do-nothing $-5,998)
$9616d31 Jul 2026$7.902/4$2,962$2,69252%69%+$570-$12,894268.6%$-14,235 (vs do-nothing $-11,246)
$96.509d24 Jul 2026$5.702/4$3,800$3,52952%68%+$701-$13,234275.7%$-14,575 (vs do-nothing $-11,586)
$969d24 Jul 2026$5.752/4$3,833$3,56350%67%+$568-$13,324277.6%$-14,665 (vs do-nothing $-11,676)
$9516d31 Jul 2026$8.452/4$3,169$2,89849%68%+$587-$12,984270.5%$-14,325 (vs do-nothing $-11,336)
$96.502d17 Jul 2026$3.451/4$5,175$4,92949%69%+$1,414-$6,842142.5%$-9,007 (vs do-nothing $-6,018)
$959d24 Jul 2026$6.352/4$4,233$3,96347%66%+$615-$13,404279.2%$-14,745 (vs do-nothing $-11,756)
$962d17 Jul 2026$3.651/4$5,475$5,22946%68%+$1,323-$6,872143.2%$-9,037 (vs do-nothing $-6,048)
$952d17 Jul 2026$4.251/4$6,375$6,12940%65%+$1,360-$6,912144.0%$-9,077 (vs do-nothing $-6,088)

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  |  2026-07-15 03:39