FORTRESS FIGHT: MSTR @ $100.99

BE SS: $161.00  |  CC-SS: $168.27  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-15 21:39

MSTR @ $100.99   UNDERWATER $60.01 (37.3% 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: $168.27  |  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$299/mo
Unrealized P&L$-29,786fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,812/mo
HEDGE COVER
$299/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 $168.27 (probe: $170C 16d) brings only $8/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)
$31,038
was $29,786 · -4% earned back
Cycles closed
2
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 22 (live) · RSI 33 · MACD bearish, hist falling
DAILYRISING (provisional) · RSI 42 · %B 52 · hist rising (nightly)
LEVELS20W MA (bounce target) $135.44 (+34%) · daily UBB $124.89 · 1-wk expected move ±$14 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (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 $112 / 2d. This is the safest strike (survival 90%, breach 10%) 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 × $108/2d for $6,600/mo, but breach risk rises to 19% (+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 × $125/2d (99% survival, $360/mo).
Downside anchor: the primary mortgages $22,305 (465% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 4.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-29,804 and cuts bleed by $299/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 × $112, 90% survival, $3,060/mo (E[net] $1,484/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 × $11290%$3,060$1,484
NEXT FRIDAY24 Jul 2026 · 9d4 × $11178%$3,013$194

📅 THIS FRIDAY · 17 Jul 2026 · 2d · E[net] $1,484/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $112 (primary), 90% survival, breach 10%, $3,060/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $113 rung (33% normal) lifts survival to 92% (breach 10% → 8%) for $1,035/mo less (34% income) buys safety you do not really need here.
MSTR  spot $100.99 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12517 Jul2d23.8%99%2%$24$360-$2,700$17,285
Sell 4 × $125 23.8% OTM over spot $100.99 17 Jul 2026 (2d, $0.07 mid)
= $24 credit for the 2d cycle → $360/mo projected
Survival (stays ≤ $125)
99%
Breach risk
1%
POP (stays ≤ $125.06)
99%
EV / mo
+$289
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-4.0] median, 0.1 mo SLOWER than no FIGHT (2.0 mo): roll costs eat the credits at this rung  ·  43% of paths whole by 9 mo (vs 42% without)  ·  ~1.0 challenges expected  ·  median CC cash $-119
🛡 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)
-$1,382
Free roll-up
+$11/wk
Safest escape (by 31 Jul 2026)
$146 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.97/sh now → $3.51 mid-life → ≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$3.45/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)~$12524 Jul 20268d left+$3.64/sh+$1,458
cycle +$1,482
66%
surv 53%
-$17,559 NOT
cap gain +$12,227
Up-and-out for even (raise the cap, free)~$13624 Jul 20268d left+$0.14/sh+$54
cycle +$78
80%
surv 74%
-$14,037 NOT
cap gain +$15,749
Max even-money escape in the band~$14631 Jul 202615d left+$0.08/sh+$31
cycle +$55
83%
surv 80%
-$9,584 NOT
cap gain +$20,202
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)$61/mo
Downside budget
⚠ $125 is $43 below CC-SS $168.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,285
… as % of IC ($4,800)360.1%
… as % of ML ($56,800)30.4%
Recovery months (at normal income)3.1 mo
Surgical close (4 ct)$-29,788
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 ≥ $125.06 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $125)); NOT the premium you collected. Momentum override: two daily closes above $124.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $123.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$124-125.06
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
≥ $125.06
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$125.00 (3.1σ)$24$-19,017+$10,769-$4
+2.5%$128.12 (3.5σ)$-1,226$-18,869+$10,917-$1,254
+5%$131.25 (3.9σ)$-2,476$-18,720+$11,066-$2,504
SS (= V-bounce)$161.00 (7.8σ)$-14,376$-17,304+$12,482-$14,004
V-BOUNCE STRESS (stock → CC-SS $168.27, where you are whole again, by expiry)
Starting unrealized P&L: $-29,786
+ Fortress recovery (un-capped): +$30,114
− CC assignment net of premium (4 × $125): -$17,285
Total Position P&L @ SS: $-16,957 (+$12,829 vs today)
Do-nothing baseline at SS: $-2,953 (this trade vs do-nothing: $-14,004, the opportunity cost of earning $360/mo FIGHT income now)
BB-reversion stress (→ $135.44 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,152, position total $-18,520 (+$11,266 vs today)
33% normal3 × $11317 Jul2d11.9%92%17%$135$2,025-$1,035$16,447
Sell 3 × $113 11.9% OTM over spot $100.99 17 Jul 2026 (2d, $0.51 mid)
= $135 credit for the 2d cycle → $2,025/mo projected
Survival (stays ≤ $113)
92%
Breach risk
8%
POP (stays ≤ $113.50)
93%
EV / mo
+$1,214
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.4-4.9] median  ·  47% of paths whole by 9 mo (vs 43% without)  ·  ~9.3 challenges expected  ·  median CC cash $5,583
🛡 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)
-$769
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$133 @ 85% POP
82% 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: $4.26/sh now → $3.01 mid-life (likely $3.06–$6.04)≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets -$2.56/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 204 simulated challenges: the $113 strike is typically first touched on day 2 of 2, at $116 (overshoots $2.99). 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)~$11324 Jul 20268d left+$3.12/sh+$937
cycle +$1,072
[+$655…+$1,005] · 98% credit
66%
surv 53%
-$23,333 NOT
cap gain +$6,453
Reliable up-and-out (highest cap still free ≥60%)~$12731 Jul 202615d left+$0.81/sh+$243
cycle +$378
[-$212…+$290] · 64% credit
80%
surv 76%
-$17,759 NOT
cap gain +$12,027
Max even-money escape in the band~$13031 Jul 202615d left+$0.20/sh+$61
cycle +$196
[-$449…+$95] · 40% credit
82%
surv 79%
-$16,598 NOT
cap gain +$13,188
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)~$12224 Jul 20268d left+$0.11/sh+$33
cycle +$168
[-$384…+$57] · 38% credit
79%
surv 74%
-$20,206 NOT
cap gain +$9,580
Safety roll (pay small debit, max POP)~$13331 Jul 202615d left-$0.35/sh-$106
cycle +$29
[-$670…-$83] · 16% credit
85%
surv 82%
-$15,422 NOT
cap gain +$14,364
budget: banked $135 debit $106 (78% used ≈ 0.2 wk of income) → whole cycle still +$29 cash · rolled 3 ct earn ≈ $1,597/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$2,025/mo
vs 50% target ($2,812/mo)-28%
vs normal income ($5,625/mo)36% covered
Net income (after hedge)$1,739/mo
Downside budget
⚠ $113 is $55 below CC-SS $168.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,447
… as % of IC ($4,800)342.6%
… as % of ML ($56,800)29.0%
Recovery months (at normal income)2.9 mo
Surgical close (3 ct)$-22,356
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.45 collected) or spot ≥ $113.50 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $113)); NOT the premium you collected. Momentum override: two daily closes above $124.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $111.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$112-113.50
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
≥ $113.50
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$113.00 (1.6σ)$135$-24,270+$5,516+$114
+2.5%$115.82 (1.9σ)$-712$-23,854+$5,932-$733
+5%$118.65 (2.3σ)$-1,560$-23,437+$6,349-$1,581
SS (= V-bounce)$161.00 (7.8σ)$-14,265$-17,286+$12,500-$13,986
V-BOUNCE STRESS (stock → CC-SS $168.27, where you are whole again, by expiry)
Starting unrealized P&L: $-29,786
+ Fortress recovery (un-capped): +$30,114
− CC assignment net of premium (3 × $113): -$16,447
− Conservative CC assignment net of premium (1 × $160): -$820
Total Position P&L @ SS: $-16,939 (+$12,847 vs today)
Do-nothing baseline at SS: $-2,953 (this trade vs do-nothing: $-13,986, the opportunity cost of earning $2,025/mo FIGHT income now)
BB-reversion stress (→ $135.44 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,597, position total $-20,958 (+$8,828 vs today)
🎯 50% normal4 × $11217 Jul2d10.9%90%9%$204$3,060$22,305
Sell 4 × $112 10.9% OTM over spot $100.99 17 Jul 2026 (2d, $0.55 mid)
= $204 credit for the 2d cycle → $3,060/mo projected
Survival (stays ≤ $112)
90%
Breach risk
10%
POP (stays ≤ $112.56)
91%
EV / mo
+$1,679
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.4-4.2] median  ·  48% of paths whole by 9 mo (vs 40% without)  ·  ~10.7 challenges expected  ·  median CC cash $8,892
🛡 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)
9%
Flat exit net (mid-life)
-$986
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$132 @ 85% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.21/sh now → $2.97 mid-life (likely $3.14–$5.73)≈ $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 265 simulated challenges: the $112 strike is typically first touched on day 2 of 2, at $115 (overshoots $3.02). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11224 Jul 20268d left+$3.08/sh+$1,233
cycle +$1,437
[+$901…+$1,289] · 96% credit
66%
surv 53%
-$23,423 NOT
cap gain +$6,363
Reliable up-and-out (highest cap still free ≥60%)~$12631 Jul 202615d left+$0.75/sh+$300
cycle +$504
[-$251…+$307] · 62% credit
80%
surv 76%
-$18,087 NOT
cap gain +$11,699
Max even-money escape in the band~$12931 Jul 202615d left+$0.15/sh+$59
cycle +$263
[-$559…+$50] · 34% credit
83%
surv 79%
-$16,985 NOT
cap gain +$12,801
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)~$12124 Jul 20268d left+$0.07/sh+$28
cycle +$232
[-$467…+$15] · 31% credit
79%
surv 74%
-$20,598 NOT
cap gain +$9,188
Safety roll (pay small debit, max POP)~$13231 Jul 202615d left-$0.40/sh-$159
cycle +$45
[-$843…-$186] · 10% credit
85%
surv 82%
-$15,861 NOT
cap gain +$13,925
budget: banked $204 debit $159 (78% used ≈ 0.2 wk of income) → whole cycle still +$45 cash · rolled 4 ct earn ≈ $2,061/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)$2,761/mo
Downside budget
⚠ $112 is $56 below CC-SS $168.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,305
… as % of IC ($4,800)464.7%
… as % of ML ($56,800)39.3%
Recovery months (at normal income)4.0 mo
Surgical close (4 ct)$-29,804
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 ≥ $112.56 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $112)); NOT the premium you collected. Momentum override: two daily closes above $124.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $110.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$111-112.56
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
≥ $112.56
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$112.00 (1.4σ)$204$-24,656+$5,130+$176
+2.5%$114.80 (1.8σ)$-916$-24,523+$5,263-$944
+5%$117.60 (2.1σ)$-2,036$-24,390+$5,396-$2,064
SS (= V-bounce)$161.00 (7.8σ)$-19,396$-22,324+$7,462-$19,024
V-BOUNCE STRESS (stock → CC-SS $168.27, where you are whole again, by expiry)
Starting unrealized P&L: $-29,786
+ Fortress recovery (un-capped): +$30,114
− CC assignment net of premium (4 × $112): -$22,305
Total Position P&L @ SS: $-21,977 (+$7,809 vs today)
Do-nothing baseline at SS: $-2,953 (this trade vs do-nothing: $-19,024, the opportunity cost of earning $3,060/mo FIGHT income now)
BB-reversion stress (→ $135.44 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,172, position total $-23,540 (+$6,246 vs today)
100% normal4 × $10817 Jul2d6.9%81%39%$440$6,600+$3,540$23,669
Sell 4 × $108 6.9% OTM over spot $100.99 17 Jul 2026 (2d, $1.14 mid)
= $440 credit for the 2d cycle → $6,600/mo projected
Survival (stays ≤ $108)
81%
Breach risk
19%
POP (stays ≤ $109.14)
84%
EV / mo
+$3,001
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.2-4.6] median, 0.1 mo faster than no FIGHT (2.9 mo)  ·  56% of paths whole by 9 mo (vs 41% without)  ·  ~19.9 challenges expected  ·  median CC cash $14,945
🛡 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)
22%
Flat exit net (mid-life)
-$686
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$131 @ 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: $3.98/sh now → $2.82 mid-life (likely $3.16–$6.21)≈ $0 at expiry  |  you banked $1.10/sh, so a flat mid-life exit nets -$1.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 658 simulated challenges: the $108 strike is typically first touched on day 2 of 2, at $111 (overshoots $3.19). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10824 Jul 20268d left+$2.92/sh+$1,168
cycle +$1,608
[+$725…+$1,160] · 96% credit
66%
surv 53%
-$25,043 NOT
cap gain +$4,743
Reliable up-and-out (highest cap still free ≥60%)~$11931 Jul 202615d left+$1.15/sh+$462
cycle +$902
[-$189…+$437] · 68% credit
78%
surv 73%
-$20,823 NOT
cap gain +$8,963
Up-and-out for even (raise the cap, free)~$11624 Jul 20268d left+$0.20/sh+$80
cycle +$520
[-$503…+$38] · 33% credit
79%
surv 73%
-$22,547 NOT
cap gain +$7,239
Max even-money escape in the band~$12431 Jul 202615d left+$0.12/sh+$50
cycle +$490
[-$724…-$6] · 24% credit
83%
surv 79%
-$18,997 NOT
cap gain +$10,789
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$13131 Jul 202615d left-$1.03/sh-$412
cycle +$28
[-$1,363…-$496]
88%
surv 86%
-$16,325 NOT
cap gain +$13,461
budget: banked $440 debit $412 (94% used ≈ 0.3 wk of income) → whole cycle still +$28 cash · rolled 4 ct earn ≈ $1,429/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$6,600/mo
vs 50% target ($2,812/mo)+135%
vs normal income ($5,625/mo)117% covered
Net income (after hedge)$6,301/mo
Downside budget
⚠ $108 is $60 below CC-SS $168.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,669
… as % of IC ($4,800)493.1%
… as % of ML ($56,800)41.7%
Recovery months (at normal income)4.2 mo
Surgical close (4 ct)$-29,802
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.10 collected) or spot ≥ $109.14 (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 $124.89 (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
$107-109.14
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
≥ $109.14
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$108.00 (≤1σ, normal week)$440$-26,210+$3,576+$412
+2.5%$110.70 (1.3σ)$-640$-26,082+$3,704-$668
+5%$113.40 (1.6σ)$-1,720$-25,953+$3,833-$1,748
SS (= V-bounce)$161.00 (7.8σ)$-20,760$-23,688+$6,098-$20,388
V-BOUNCE STRESS (stock → CC-SS $168.27, where you are whole again, by expiry)
Starting unrealized P&L: $-29,786
+ Fortress recovery (un-capped): +$30,114
− CC assignment net of premium (4 × $108): -$23,669
Total Position P&L @ SS: $-23,341 (+$6,445 vs today)
Do-nothing baseline at SS: $-2,953 (this trade vs do-nothing: $-20,388, the opportunity cost of earning $6,600/mo FIGHT income now)
BB-reversion stress (→ $135.44 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,536, position total $-24,904 (+$4,882 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] $194/mo

🎯 Engine pick: sell 4 × $111 (primary), 78% survival, breach 22%, $3,013/mo.
⚖️ Worth a safer step: the $115 rung (33% normal) lifts survival to 84% (breach 22% → 16%) for $1,053/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 $115 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $100.99 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $13024 Jul9d28.7%96%8%$96$320-$2,693$15,213
Sell 4 × $130 28.7% OTM over spot $100.99 24 Jul 2026 (9d, $0.32 mid)
= $96 credit for the 9d cycle → $320/mo projected
Survival (stays ≤ $130)
96%
Breach risk
4%
POP (stays ≤ $130.32)
96%
EV / mo
+$156
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.5-5.1] median  ·  36% of paths whole by 9 mo (vs 35% without)  ·  ~1.3 challenges expected  ·  median CC cash $-505
🛡 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)
-$2,477
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$137 @ 73% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.09/sh now → $6.43 mid-life (likely $5.14–$8.88)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$6.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 222 simulated challenges: the $130 strike is typically first touched on day 7 of 9, at $134 (overshoots $4.29). 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)~$13031 Jul 202612d left+$2.89/sh+$1,157
cycle +$1,253
[+$1,133…+$1,796] · 100% credit
67%
surv 54%
-$15,550 NOT
cap gain +$14,236
Up-and-out for even (raise the cap, free)~$13731 Jul 202612d left+$0.18/sh+$70
cycle +$166
[-$29…+$585] · 72% credit
73%
surv 64%
-$13,502 NOT
cap gain +$16,284
Max even-money escape in the band~$13731 Jul 202612d left+$0.18/sh+$70
cycle +$166
[-$29…+$585] · 72% credit
73%
surv 64%
-$13,502 NOT
cap gain +$16,284
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$320/mo
vs 50% target ($2,812/mo)-89%
vs normal income ($5,625/mo)6% covered
Net income (after hedge)$21/mo
Downside budget
⚠ $130 is $38 below CC-SS $168.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,213
… as % of IC ($4,800)316.9%
… as % of ML ($56,800)26.8%
Recovery months (at normal income)2.7 mo
Surgical close (4 ct)$-29,818
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.24 collected) or spot ≥ $130.32 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $130)); NOT the premium you collected. Momentum override: two daily closes above $124.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $128.70Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$129-130.32
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
≥ $130.32
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$130.00 (1.8σ)$96$-16,707+$13,079+$68
+2.5%$133.25 (2.0σ)$-1,204$-16,553+$13,233-$1,232
+5%$136.50 (2.2σ)$-2,504$-16,398+$13,388-$2,532
SS (= V-bounce)$161.00 (3.7σ)$-12,304$-15,232+$14,554-$11,932
V-BOUNCE STRESS (stock → CC-SS $168.27, where you are whole again, by expiry)
Starting unrealized P&L: $-29,786
+ Fortress recovery (un-capped): +$30,114
− CC assignment net of premium (4 × $130): -$15,213
Total Position P&L @ SS: $-14,885 (+$14,901 vs today)
Do-nothing baseline at SS: $-2,953 (this trade vs do-nothing: $-11,932, the opportunity cost of earning $320/mo FIGHT income now)
BB-reversion stress (→ $135.44 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,080, position total $-16,448 (+$13,338 vs today)
🛡 safe yield4 × $12024 Jul9d18.8%90%20%$336$1,120-$1,893$18,973
Sell 4 × $120 18.8% OTM over spot $100.99 24 Jul 2026 (9d, $0.94 mid)
= $336 credit for the 9d cycle → $1,120/mo projected
Survival (stays ≤ $120)
90%
Breach risk
10%
POP (stays ≤ $120.94)
91%
EV / mo
+$544
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.2-6.1] median  ·  39% of paths whole by 9 mo (vs 34% without)  ·  ~3.5 challenges expected  ·  median CC cash $2,609
🛡 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)
20%
Flat exit net (mid-life)
-$1,939
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$128 @ 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.04/sh now → $5.69 mid-life (likely $5.08–$8.40)≈ $0 at expiry  |  you banked $0.84/sh, so a flat mid-life exit nets -$4.85/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 605 simulated challenges: the $120 strike is typically first touched on day 6 of 9, at $124 (overshoots $3.80). 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)~$12031 Jul 202612d left+$2.56/sh+$1,024
cycle +$1,360
[+$879…+$1,377] · 100% credit
67%
surv 54%
-$19,919 NOT
cap gain +$9,867
Reliable up-and-out (highest cap still free ≥60%)~$12531 Jul 202612d left+$0.44/sh+$178
cycle +$514
[+$6…+$495] · 76% credit
72%
surv 62%
-$18,525 NOT
cap gain +$11,261
Up-and-out for even (raise the cap, free)~$12631 Jul 202612d left+$0.02/sh+$10
cycle +$346
[-$200…+$308] · 48% credit
73%
surv 64%
-$18,246 NOT
cap gain +$11,540
Max even-money escape in the band~$12631 Jul 202612d left+$0.02/sh+$10
cycle +$346
[-$200…+$308] · 48% credit
73%
surv 64%
-$18,246 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)~$12831 Jul 202612d left-$0.66/sh-$263
cycle +$73
[-$531…-$6] · 24% credit
74%
surv 67%
-$17,623 NOT
cap gain +$12,163
budget: banked $336 debit $263 (78% used ≈ 1.0 wk of income) → whole cycle still +$73 cash · rolled 4 ct earn ≈ $5,030/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$1,120/mo
vs 50% target ($2,812/mo)-60%
vs normal income ($5,625/mo)20% covered
Net income (after hedge)$821/mo
Downside budget
⚠ $120 is $48 below CC-SS $168.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,973
… as % of IC ($4,800)395.3%
… as % of ML ($56,800)33.4%
Recovery months (at normal income)3.4 mo
Surgical close (4 ct)$-29,826
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.84 collected) or spot ≥ $120.94 (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 $124.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $118.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$119-120.94
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
≥ $120.94
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$120.00 (1.2σ)$336$-20,943+$8,843+$308
+2.5%$123.00 (1.3σ)$-864$-20,800+$8,986-$892
+5%$126.00 (1.5σ)$-2,064$-20,658+$9,128-$2,092
SS (= V-bounce)$161.00 (3.7σ)$-16,064$-18,992+$10,794-$15,692
V-BOUNCE STRESS (stock → CC-SS $168.27, where you are whole again, by expiry)
Starting unrealized P&L: $-29,786
+ Fortress recovery (un-capped): +$30,114
− CC assignment net of premium (4 × $120): -$18,973
Total Position P&L @ SS: $-18,645 (+$11,141 vs today)
Do-nothing baseline at SS: $-2,953 (this trade vs do-nothing: $-15,692, the opportunity cost of earning $1,120/mo FIGHT income now)
BB-reversion stress (→ $135.44 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,840, position total $-20,208 (+$9,578 vs today)
33% normal ← lean4 × $11524 Jul9d13.9%84%32%$588$1,960-$1,053$20,721
Sell 4 × $115 13.9% OTM over spot $100.99 24 Jul 2026 (9d, $1.55 mid)
= $588 credit for the 9d cycle → $1,960/mo projected
Survival (stays ≤ $115)
84%
Breach risk
16%
POP (stays ≤ $116.56)
87%
EV / mo
+$839
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.8-4.6] median, 0.1 mo faster than no FIGHT (2.9 mo)  ·  40% of paths whole by 9 mo (vs 35% without)  ·  ~5.6 challenges expected  ·  median CC cash $4,938
🛡 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)
29%
Flat exit net (mid-life)
-$1,545
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$125 @ 77% POP
71% 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: $7.54/sh now → $5.33 mid-life (likely $5.25–$8.37)≈ $0 at expiry  |  you banked $1.47/sh, so a flat mid-life exit nets -$3.86/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 878 simulated challenges: the $115 strike is typically first touched on day 5 of 9, at $119 (overshoots $3.68). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11531 Jul 202612d left+$2.40/sh+$960
cycle +$1,548
[+$750…+$1,143] · 100% credit
66%
surv 54%
-$21,970 NOT
cap gain +$7,816
Reliable up-and-out (highest cap still free ≥60%)~$11931 Jul 202612d left+$0.95/sh+$380
cycle +$968
[+$211…+$566] · 100% credit
72%
surv 61%
-$20,756 NOT
cap gain +$9,030
Up-and-out for even (raise the cap, free)~$12031 Jul 202612d left+$0.28/sh+$113
cycle +$701
[-$132…+$278] · 52% credit
72%
surv 63%
-$20,576 NOT
cap gain +$9,210
Max even-money escape in the band~$12031 Jul 202612d left+$0.28/sh+$113
cycle +$701
[-$132…+$278] · 52% credit
72%
surv 63%
-$20,576 NOT
cap gain +$9,210
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 202612d left-$1.41/sh-$564
cycle +$24
[-$965…-$482] · 7% credit
77%
surv 71%
-$19,015 NOT
cap gain +$10,771
budget: banked $588 debit $564 (96% used ≈ 1.3 wk of income) → whole cycle still +$24 cash · rolled 4 ct earn ≈ $3,921/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$1,960/mo
vs 50% target ($2,812/mo)-30%
vs normal income ($5,625/mo)35% covered
Net income (after hedge)$1,661/mo
Downside budget
⚠ $115 is $53 below CC-SS $168.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,721
… as % of IC ($4,800)431.7%
… as % of ML ($56,800)36.5%
Recovery months (at normal income)3.7 mo
Surgical close (4 ct)$-29,820
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 $1.47 collected) or spot ≥ $116.56 (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 $124.89 (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
$114-116.56
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
≥ $116.56
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$115.00 (≤1σ, normal week)$588$-22,929+$6,857+$560
+2.5%$117.87 (1.0σ)$-562$-22,792+$6,994-$590
+5%$120.75 (1.2σ)$-1,712$-22,656+$7,130-$1,740
SS (= V-bounce)$161.00 (3.7σ)$-17,812$-20,740+$9,046-$17,440
V-BOUNCE STRESS (stock → CC-SS $168.27, where you are whole again, by expiry)
Starting unrealized P&L: $-29,786
+ Fortress recovery (un-capped): +$30,114
− CC assignment net of premium (4 × $115): -$20,721
Total Position P&L @ SS: $-20,393 (+$9,393 vs today)
Do-nothing baseline at SS: $-2,953 (this trade vs do-nothing: $-17,440, the opportunity cost of earning $1,960/mo FIGHT income now)
BB-reversion stress (→ $135.44 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,588, position total $-21,956 (+$7,830 vs today)
🎯 50% normal4 × $11124 Jul9d9.9%78%42%$904$3,013$22,005
Sell 4 × $111 9.9% OTM over spot $100.99 24 Jul 2026 (9d, $2.33 mid)
= $904 credit for the 9d cycle → $3,013/mo projected
Survival (stays ≤ $111)
78%
Breach risk
22%
POP (stays ≤ $113.33)
82%
EV / mo
+$1,119
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.8-4.8] median, 0.1 mo SLOWER than no FIGHT (2.9 mo): roll costs eat the credits at this rung  ·  39% of paths whole by 9 mo (vs 32% without)  ·  ~8.9 challenges expected  ·  median CC cash $6,906
🛡 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)
42%
Flat exit net (mid-life)
-$1,117
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$124 @ 80% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.14/sh now → $5.05 mid-life (likely $5.67–$8.34)≈ $0 at expiry  |  you banked $2.26/sh, so a flat mid-life exit nets -$2.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,255 simulated challenges: the $111 strike is typically first touched on day 4 of 9, at $115 (overshoots $3.56). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11131 Jul 202612d left+$2.27/sh+$910
cycle +$1,814
[+$670…+$961] · 100% credit
66%
surv 54%
-$23,494 NOT
cap gain +$6,292
Reliable up-and-out (highest cap still free ≥60%)~$11531 Jul 202612d left+$0.80/sh+$320
cycle +$1,224
[+$111…+$369] · 98% credit
72%
surv 61%
-$22,291 NOT
cap gain +$7,495
Up-and-out for even (raise the cap, free)~$11631 Jul 202612d left+$0.16/sh+$62
cycle +$966
[-$229…+$92] · 34% credit
72%
surv 63%
-$22,101 NOT
cap gain +$7,685
Max even-money escape in the band~$11631 Jul 202612d left+$0.16/sh+$62
cycle +$966
[-$229…+$92] · 34% credit
72%
surv 63%
-$22,101 NOT
cap gain +$7,685
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 202612d left-$2.19/sh-$876
cycle +$28
[-$1,430…-$969]
80%
surv 77%
-$19,459 NOT
cap gain +$10,327
budget: banked $904 debit $876 (97% used ≈ 1.3 wk of income) → whole cycle still +$28 cash · rolled 4 ct earn ≈ $2,863/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$3,013/mo
vs 50% target ($2,812/mo)+7%
vs normal income ($5,625/mo)54% covered
Net income (after hedge)$2,714/mo
Downside budget
⚠ $111 is $57 below CC-SS $168.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,005
… as % of IC ($4,800)458.4%
… as % of ML ($56,800)38.7%
Recovery months (at normal income)3.9 mo
Surgical close (4 ct)$-29,816
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.56/sh (~25% of the $2.26 collected) or spot ≥ $113.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $111)); NOT the premium you collected. Momentum override: two daily closes above $124.89 (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
$110-113.33
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
≥ $113.33
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$111.00 (≤1σ, normal week)$904$-24,404+$5,382+$876
+2.5%$113.77 (≤1σ, normal week)$-206$-24,272+$5,514-$234
+5%$116.55 (≤1σ, normal week)$-1,316$-24,139+$5,647-$1,344
SS (= V-bounce)$161.00 (3.7σ)$-19,096$-22,024+$7,762-$18,724
V-BOUNCE STRESS (stock → CC-SS $168.27, where you are whole again, by expiry)
Starting unrealized P&L: $-29,786
+ Fortress recovery (un-capped): +$30,114
− CC assignment net of premium (4 × $111): -$22,005
Total Position P&L @ SS: $-21,677 (+$8,109 vs today)
Do-nothing baseline at SS: $-2,953 (this trade vs do-nothing: $-18,724, the opportunity cost of earning $3,013/mo FIGHT income now)
BB-reversion stress (→ $135.44 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,872, position total $-23,240 (+$6,546 vs today)
100% normal4 × $10324 Jul9d2.0%58%88%$1,840$6,133+$3,120$24,269
Sell 4 × $103 2.0% OTM over spot $100.99 24 Jul 2026 (9d, $4.88 mid)
= $1,840 credit for the 9d cycle → $6,133/mo projected
Survival (stays ≤ $103)
58%
Breach risk
42%
POP (stays ≤ $107.88)
71%
EV / mo
+$1,152
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [1.9-6.2] median, 0.2 mo faster than no FIGHT (3.8 mo)  ·  45% of paths whole by 9 mo (vs 34% without)  ·  ~26.3 challenges expected  ·  median CC cash $10,489
🛡 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)
73%
Flat exit net (mid-life)
+$33
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$126 @ 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.39/sh now → $4.52 mid-life (likely $6.22–$8.79)≈ $0 at expiry  |  you banked $4.60/sh, so a flat mid-life exit nets +$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,184 simulated challenges: the $103 strike is typically first touched on day 2 of 9, at $107 (overshoots $3.75). 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)~$10331 Jul 202612d left+$2.03/sh+$814
cycle +$2,654
[+$510…+$649] · 100% credit
66%
surv 54%
-$26,235 NOT
cap gain +$3,551
Reliable up-and-out (highest cap still free ≥60%)~$10531 Jul 202612d left+$1.15/sh+$458
cycle +$2,298
[+$70…+$260] · 85% credit
68%
surv 58%
-$25,692 NOT
cap gain +$4,094
Up-and-out for even (raise the cap, free)~$10731 Jul 202612d left+$0.52/sh+$207
cycle +$2,047
[-$74…+$47] · 36% credit
72%
surv 62%
-$25,049 NOT
cap gain +$4,737
Max even-money escape in the band~$10731 Jul 202612d left+$0.52/sh+$207
cycle +$2,047
[-$74…+$47] · 36% credit
72%
surv 62%
-$25,049 NOT
cap gain +$4,737
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-$3.58/sh-$1,432
cycle +$408
[-$2,551…-$1,893]
91%
surv 90%
-$18,183 NOT
cap gain +$11,603
budget: banked $1,840 debit $1,432 (78% used ≈ 1.0 wk of income) → whole cycle still +$408 cash · rolled 4 ct earn ≈ $939/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$6,133/mo
vs 50% target ($2,812/mo)+118%
vs normal income ($5,625/mo)109% covered
Net income (after hedge)$5,834/mo
Downside budget
⚠ $103 is $65 below CC-SS $168.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,269
… as % of IC ($4,800)505.6%
… as % of ML ($56,800)42.7%
Recovery months (at normal income)4.3 mo
Surgical close (4 ct)$-29,896
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.15/sh (~25% of the $4.60 collected) or spot ≥ $107.88 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $103)); NOT the premium you collected. Momentum override: two daily closes above $124.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $101.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$102-107.88
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
≥ $107.88
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$103.00 (≤1σ, normal week)$1,840$-27,048+$2,738+$1,812
+2.5%$105.57 (≤1σ, normal week)$810$-26,926+$2,860+$782
+5%$108.15 (≤1σ, normal week)$-220$-26,803+$2,983-$248
SS (= V-bounce)$161.00 (3.7σ)$-21,360$-24,288+$5,498-$20,988
V-BOUNCE STRESS (stock → CC-SS $168.27, where you are whole again, by expiry)
Starting unrealized P&L: $-29,786
+ Fortress recovery (un-capped): +$30,114
− CC assignment net of premium (4 × $103): -$24,269
Total Position P&L @ SS: $-23,941 (+$5,845 vs today)
Do-nothing baseline at SS: $-2,953 (this trade vs do-nothing: $-20,988, the opportunity cost of earning $6,133/mo FIGHT income now)
BB-reversion stress (→ $135.44 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,136, position total $-25,504 (+$4,282 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on MSTR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (39 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 39 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.119 (IBKR)  |  Recovery@SS: +$30,114 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,953

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1122d17 Jul 2026$0.514/4$3,060$2,76190%91%+$1,679-$22,305464.7%$-21,977 (vs do-nothing $-19,024)
$1112d17 Jul 2026$0.624/4$3,720$3,42188%90%+$1,960-$22,661472.1%$-22,333 (vs do-nothing $-19,380)
$1102d17 Jul 2026$0.763/4$3,420$3,13486%88%+$1,740-$17,254359.5%$-17,746 (vs do-nothing $-14,793)
$1092d17 Jul 2026$0.903/4$4,050$3,76484%86%+$1,917-$17,512364.8%$-18,004 (vs do-nothing $-15,051)
$1082d17 Jul 2026$1.102/4$3,300$3,02781%84%+$1,501-$11,835246.6%$-13,147 (vs do-nothing $-10,194)
$1072d17 Jul 2026$1.312/4$3,930$3,65778%82%+$1,664-$11,993249.8%$-13,305 (vs do-nothing $-10,352)
$1119d24 Jul 2026$2.264/4$3,013$2,71478%82%+$1,119-$22,005458.4%$-21,677 (vs do-nothing $-18,724)
$1109d24 Jul 2026$2.494/4$3,320$3,02176%81%+$1,166-$22,313464.9%$-21,985 (vs do-nothing $-19,032)
$1062d17 Jul 2026$1.552/4$4,650$4,37774%80%+$1,810-$12,145253.0%$-13,457 (vs do-nothing $-10,504)
$1099d24 Jul 2026$2.774/4$3,693$3,39474%80%+$1,250-$22,601470.9%$-22,273 (vs do-nothing $-19,320)
$1089d24 Jul 2026$3.003/4$3,000$2,71471%78%+$924-$17,182358.0%$-17,674 (vs do-nothing $-14,721)
$11016d31 Jul 2026$4.054/4$3,038$2,73871%77%+$622-$21,689451.9%$-21,361 (vs do-nothing $-18,408)
$1052d17 Jul 2026$1.832/4$5,490$5,21770%78%+$1,953-$12,289256.0%$-13,601 (vs do-nothing $-10,648)
Show 26 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10916d31 Jul 2026$4.304/4$3,225$2,92669%76%+$599-$21,989458.1%$-21,661 (vs do-nothing $-18,708)
$1079d24 Jul 2026$3.153/4$3,150$2,86469%77%+$804-$17,437363.3%$-17,929 (vs do-nothing $-14,976)
$10816d31 Jul 2026$4.754/4$3,562$3,26367%75%+$710-$22,209462.7%$-21,881 (vs do-nothing $-18,928)
$1069d24 Jul 2026$3.503/4$3,500$3,21466%75%+$854-$17,632367.3%$-18,124 (vs do-nothing $-15,171)
$1042d17 Jul 2026$2.141/4$3,210$2,95066%75%+$1,023-$6,213129.4%$-8,346 (vs do-nothing $-5,393)
$10716d31 Jul 2026$4.954/4$3,712$3,41365%74%+$618-$22,529469.4%$-22,201 (vs do-nothing $-19,248)
$1059d24 Jul 2026$3.853/4$3,850$3,56464%74%+$874-$17,827371.4%$-18,319 (vs do-nothing $-15,366)
$10616d31 Jul 2026$5.353/4$3,009$2,72364%73%+$494-$17,077355.8%$-17,569 (vs do-nothing $-14,616)
$10516d31 Jul 2026$6.003/4$3,375$3,08962%73%+$653-$17,182358.0%$-17,674 (vs do-nothing $-14,721)
$1032d17 Jul 2026$2.491/4$3,735$3,47562%73%+$1,051-$6,278130.8%$-8,411 (vs do-nothing $-5,458)
$1049d24 Jul 2026$4.153/4$4,150$3,86461%72%+$811-$18,037375.8%$-18,529 (vs do-nothing $-15,576)
$10416d31 Jul 2026$6.153/4$3,459$3,17360%70%+$27-$17,437363.3%$-17,929 (vs do-nothing $-14,976)
$1039d24 Jul 2026$4.602/4$3,067$2,79458%71%+$576-$12,135252.8%$-13,447 (vs do-nothing $-10,494)
$10316d31 Jul 2026$6.603/4$3,712$3,42758%69%+$49-$17,602366.7%$-18,094 (vs do-nothing $-15,141)
$1022d17 Jul 2026$2.911/4$4,365$4,10557%71%+$1,098-$6,336132.0%$-8,469 (vs do-nothing $-5,516)
$10216d31 Jul 2026$7.053/4$3,966$3,68056%68%+$60-$17,767370.1%$-18,259 (vs do-nothing $-15,306)
$1029d24 Jul 2026$5.152/4$3,433$3,16156%70%+$655-$12,225254.7%$-13,537 (vs do-nothing $-10,584)
$10116d31 Jul 2026$7.502/4$2,812$2,54054%68%+$39-$11,955249.1%$-13,267 (vs do-nothing $-10,314)
$1019d24 Jul 2026$5.502/4$3,667$3,39453%67%$-34-$12,355257.4%$-13,667 (vs do-nothing $-10,714)
$10016d31 Jul 2026$7.902/4$2,962$2,69052%67%+$11-$12,075251.6%$-13,387 (vs do-nothing $-10,434)
$1012d17 Jul 2026$3.301/4$4,950$4,69052%68%+$1,011-$6,397133.3%$-8,530 (vs do-nothing $-5,577)
$1009d24 Jul 2026$6.102/4$4,067$3,79451%65%+$42-$12,435259.1%$-13,747 (vs do-nothing $-10,794)
$9916d31 Jul 2026$8.352/4$3,131$2,85851%66%$-6-$12,185253.8%$-13,497 (vs do-nothing $-10,544)
$999d24 Jul 2026$6.602/4$4,400$4,12748%65%+$32-$12,535261.1%$-13,847 (vs do-nothing $-10,894)
$1002d17 Jul 2026$3.851/4$5,775$5,51546%66%+$1,069-$6,442134.2%$-8,575 (vs do-nothing $-5,622)
$992d17 Jul 2026$4.451/4$6,675$6,41541%64%+$1,107-$6,482135.0%$-8,615 (vs do-nothing $-5,662)

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 21:39