FORTRESS FIGHT: MSTR @ $97.00

BE SS: $161.00  |  CC-SS: $166.70  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 03:39

MSTR @ $97.00   UNDERWATER $64.00 (39.8% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MSTR reports 2026-07-31 (Fri), in 15 days. The recommended CC (8d) 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: $166.70  |  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$5,560/mo95% ann ROI on ML
Hedge rolling cost$292/mo
Unrealized P&L$-30,944fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,780/mo
HEDGE COVER
$292/mo
NORMAL INCOME
$5,560/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $4,800
ML VELOCITY
10.2 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $166.70 (probe: $165C 15d) brings only $64/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)
$32,196
was $30,944 · -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 40 · %B 50 · hist rising (nightly)
LEVELS20W MA (bounce target) $135.67 (+40%) · daily UBB $113.81 · 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 $106 / 8d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($2,780/mo); it brings $2,970/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 × $99/8d for $5,925/mo, but breach risk rises to 41% (+19pp 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 × $127/8d (98% survival, $315/mo).
Downside anchor: the primary mortgages $23,489 (489% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 4.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-30,974 and cuts bleed by $292/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: NEXT FRIDAY · 24 Jul 2026 (8d) · sell 4 × $106, 78% survival, $2,970/mo (E[net] $602/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 8d4 × $10678%$2,970$602

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $602/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $106 (primary), 78% survival, breach 22%, $2,970/mo.
⚖️ Worth a safer step: the $110 rung (33% normal) lifts survival to 85% (breach 22% → 15%) for $1,095/mo less (37% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $110 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $97.00 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $12724 Jul8d30.9%98%5%$84$315-$2,655$15,797
Sell 4 × $127 30.9% OTM over spot $97.00 24 Jul 2026 (8d, $0.30 mid)
= $84 credit for the 8d cycle → $315/mo projected
Survival (stays ≤ $127)
98%
Breach risk
2%
POP (stays ≤ $127.30)
98%
EV / mo
+$232
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.6-5.3] median  ·  35% of paths whole by 9 mo (vs 34% without)  ·  ~0.8 challenges expected  ·  median CC cash $-324
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$2,287
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$134 @ 74% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.38/sh now → $5.93 mid-life → ≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$5.72/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)~$12731 Jul 202611d left+$3.22/sh+$1,289
cycle +$1,373
68%
surv 54%
-$16,131 NOT
cap gain +$14,813
Up-and-out for even (raise the cap, free)~$13431 Jul 202611d left+$0.57/sh+$228
cycle +$312
74%
surv 65%
-$14,056 NOT
cap gain +$16,888
Max even-money escape in the band~$13431 Jul 202611d left+$0.57/sh+$228
cycle +$312
74%
surv 65%
-$14,056 NOT
cap gain +$16,888
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$315/mo
vs 50% target ($2,780/mo)-89%
vs normal income ($5,560/mo)6% covered
Net income (after hedge)$22/mo
Downside budget
⚠ $127 is $40 below CC-SS $166.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,797
… as % of IC ($4,800)329.1%
… as % of ML ($56,800)27.8%
Recovery months (at normal income)2.8 mo
Surgical close (4 ct)$-30,980
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $127.30 (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 $113.81 (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
$126-127.30
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
≥ $127.30
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 (2.4σ)$84$-17,420+$13,524+$40
+2.5%$130.17 (2.7σ)$-1,186$-17,268+$13,676-$1,230
+5%$133.35 (2.9σ)$-2,456$-17,115+$13,829-$2,500
SS (= V-bounce)$161.00 (5.2σ)$-13,516$-15,788+$15,156-$13,160
V-BOUNCE STRESS (stock → CC-SS $166.70, where you are whole again, by expiry)
Starting unrealized P&L: $-30,944
+ Fortress recovery (un-capped): +$31,226
− CC assignment net of premium (4 × $127): -$15,797
Total Position P&L @ SS: $-15,514 (+$15,430 vs today)
Do-nothing baseline at SS: $-2,354 (this trade vs do-nothing: $-13,160, the opportunity cost of earning $315/mo FIGHT income now)
BB-reversion stress (→ $135.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,384, position total $-17,004 (+$13,940 vs today)
🛡 safe yield4 × $11424 Jul8d17.5%91%19%$312$1,170-$1,800$20,769
Sell 4 × $114 17.5% OTM over spot $97.00 24 Jul 2026 (8d, $0.84 mid)
= $312 credit for the 8d cycle → $1,170/mo projected
Survival (stays ≤ $114)
91%
Breach risk
9%
POP (stays ≤ $114.84)
91%
EV / mo
+$627
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.3-6.4] median  ·  33% of paths whole by 9 mo (vs 30% without)  ·  ~3.9 challenges expected  ·  median CC cash $3,226
🛡 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)
12%
Flat exit net (mid-life)
-$1,672
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$123 @ 77% POP
70% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.01/sh now → $4.96 mid-life (likely $4.27–$7.08)≈ $0 at expiry  |  you banked $0.78/sh, so a flat mid-life exit nets -$4.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 356 simulated challenges: the $114 strike is typically first touched on day 6 of 8, at $117 (overshoots $2.91). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11431 Jul 202611d left+$2.73/sh+$1,091
cycle +$1,403
[+$980…+$1,470] · 100% credit
68%
surv 53%
-$21,925 NOT
cap gain +$9,019
Reliable up-and-out (highest cap still free ≥60%)~$11931 Jul 202611d left+$0.59/sh+$235
cycle +$547
[+$11…+$491] · 76% credit
73%
surv 63%
-$20,541 NOT
cap gain +$10,403
Up-and-out for even (raise the cap, free)~$12131 Jul 202611d left+$0.09/sh+$35
cycle +$347
[-$216…+$268] · 54% credit
75%
surv 67%
-$19,845 NOT
cap gain +$11,099
Max even-money escape in the band~$12131 Jul 202611d left+$0.09/sh+$35
cycle +$347
[-$216…+$268] · 54% credit
75%
surv 67%
-$19,845 NOT
cap gain +$11,099
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 202611d left-$0.66/sh-$265
cycle +$47
[-$568…-$52] · 20% credit
77%
surv 70%
-$19,249 NOT
cap gain +$11,695
budget: banked $312 debit $265 (85% used ≈ 1.0 wk of income) → whole cycle still +$47 cash · rolled 4 ct earn ≈ $4,689/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$1,170/mo
vs 50% target ($2,780/mo)-58%
vs normal income ($5,560/mo)21% covered
Net income (after hedge)$878/mo
Downside budget
⚠ $114 is $53 below CC-SS $166.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,769
… as % of IC ($4,800)432.7%
… as % of ML ($56,800)36.6%
Recovery months (at normal income)3.7 mo
Surgical close (4 ct)$-30,970
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.78 collected) or spot ≥ $114.84 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $114)); NOT the premium you collected. Momentum override: two daily closes above $113.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $112.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$113-114.84
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $114.84
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$114.00 (1.4σ)$312$-23,016+$7,928+$268
+2.5%$116.85 (1.6σ)$-828$-22,879+$8,065-$872
+5%$119.70 (1.8σ)$-1,968$-22,742+$8,202-$2,012
SS (= V-bounce)$161.00 (5.2σ)$-18,488$-20,760+$10,184-$18,132
V-BOUNCE STRESS (stock → CC-SS $166.70, where you are whole again, by expiry)
Starting unrealized P&L: $-30,944
+ Fortress recovery (un-capped): +$31,226
− CC assignment net of premium (4 × $114): -$20,769
Total Position P&L @ SS: $-20,486 (+$10,458 vs today)
Do-nothing baseline at SS: $-2,354 (this trade vs do-nothing: $-18,132, the opportunity cost of earning $1,170/mo FIGHT income now)
BB-reversion stress (→ $135.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,356, position total $-21,976 (+$8,968 vs today)
33% normal ← lean4 × $11024 Jul8d13.4%85%30%$500$1,875-$1,095$22,181
Sell 4 × $110 13.4% OTM over spot $97.00 24 Jul 2026 (8d, $1.31 mid)
= $500 credit for the 8d cycle → $1,875/mo projected
Survival (stays ≤ $110)
85%
Breach risk
15%
POP (stays ≤ $111.31)
87%
EV / mo
+$877
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [1.9-6.0] median  ·  35% of paths whole by 9 mo (vs 28% without)  ·  ~6.4 challenges expected  ·  median CC cash $5,338
🛡 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)
21%
Flat exit net (mid-life)
-$1,372
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$121 @ 80% POP
74% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.61/sh now → $4.68 mid-life (likely $4.31–$7.10)≈ $0 at expiry  |  you banked $1.25/sh, so a flat mid-life exit nets -$3.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 629 simulated challenges: the $110 strike is typically first touched on day 5 of 8, at $113 (overshoots $2.87). 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)~$11031 Jul 202611d left+$2.58/sh+$1,033
cycle +$1,533
[+$878…+$1,282] · 100% credit
68%
surv 53%
-$23,587 NOT
cap gain +$7,357
Reliable up-and-out (highest cap still free ≥60%)~$11531 Jul 202611d left+$0.46/sh+$183
cycle +$683
[-$88…+$349] · 62% credit
73%
surv 64%
-$22,197 NOT
cap gain +$8,747
Up-and-out for even (raise the cap, free)~$11631 Jul 202611d left+$0.10/sh+$40
cycle +$540
[-$258…+$193] · 40% credit
74%
surv 66%
-$21,892 NOT
cap gain +$9,052
Max even-money escape in the band~$11631 Jul 202611d left+$0.10/sh+$40
cycle +$540
[-$258…+$193] · 40% credit
74%
surv 66%
-$21,892 NOT
cap gain +$9,052
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12131 Jul 202611d left-$1.24/sh-$494
cycle +$6
[-$909…-$394] · 6% credit
80%
surv 74%
-$20,186 NOT
cap gain +$10,758
budget: banked $500 debit $494 (99% used ≈ 1.1 wk of income) → whole cycle still +$6 cash · rolled 4 ct earn ≈ $3,757/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$1,875/mo
vs 50% target ($2,780/mo)-33%
vs normal income ($5,560/mo)34% covered
Net income (after hedge)$1,582/mo
Downside budget
⚠ $110 is $57 below CC-SS $166.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,181
… as % of IC ($4,800)462.1%
… as % of ML ($56,800)39.1%
Recovery months (at normal income)4.0 mo
Surgical close (4 ct)$-30,966
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.31/sh (~25% of the $1.25 collected) or spot ≥ $111.31 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $110)); NOT the premium you collected. Momentum override: two daily closes above $113.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $108.90Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$109-111.31
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $111.31
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$110.00 (1.1σ)$500$-24,620+$6,324+$456
+2.5%$112.75 (1.3σ)$-600$-24,488+$6,456-$644
+5%$115.50 (1.5σ)$-1,700$-24,356+$6,588-$1,744
SS (= V-bounce)$161.00 (5.2σ)$-19,900$-22,172+$8,772-$19,544
V-BOUNCE STRESS (stock → CC-SS $166.70, where you are whole again, by expiry)
Starting unrealized P&L: $-30,944
+ Fortress recovery (un-capped): +$31,226
− CC assignment net of premium (4 × $110): -$22,181
Total Position P&L @ SS: $-21,898 (+$9,046 vs today)
Do-nothing baseline at SS: $-2,354 (this trade vs do-nothing: $-19,544, the opportunity cost of earning $1,875/mo FIGHT income now)
BB-reversion stress (→ $135.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,768, position total $-23,388 (+$7,556 vs today)
🎯 50% normal4 × $10624 Jul8d9.3%78%36%$792$2,970$23,489
Sell 4 × $106 9.3% OTM over spot $97.00 24 Jul 2026 (8d, $2.05 mid)
= $792 credit for the 8d cycle → $2,970/mo projected
Survival (stays ≤ $106)
78%
Breach risk
22%
POP (stays ≤ $108.06)
82%
EV / mo
+$1,155
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.2-5.6] median, 0.1 mo faster than no FIGHT (3.7 mo)  ·  39% of paths whole by 9 mo (vs 30% without)  ·  ~10.0 challenges expected  ·  median CC cash $7,759
🛡 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)
36%
Flat exit net (mid-life)
-$970
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$119 @ 83% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.23/sh now → $4.41 mid-life (likely $4.74–$7.36)≈ $0 at expiry  |  you banked $1.98/sh, so a flat mid-life exit nets -$2.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,075 simulated challenges: the $106 strike is typically first touched on day 4 of 8, at $109 (overshoots $2.79). 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)~$10631 Jul 202611d left+$2.44/sh+$976
cycle +$1,768
[+$764…+$1,072] · 100% credit
68%
surv 53%
-$25,144 NOT
cap gain +$5,800
Reliable up-and-out (highest cap still free ≥60%)~$11031 Jul 202611d left+$0.63/sh+$253
cycle +$1,045
[-$81…+$273] · 64% credit
72%
surv 62%
-$24,075 NOT
cap gain +$6,869
Up-and-out for even (raise the cap, free)~$11131 Jul 202611d left+$0.33/sh+$132
cycle +$924
[-$218…+$133] · 41% credit
73%
surv 64%
-$23,748 NOT
cap gain +$7,196
Max even-money escape in the band~$11131 Jul 202611d left+$0.33/sh+$132
cycle +$924
[-$218…+$133] · 41% credit
73%
surv 64%
-$23,748 NOT
cap gain +$7,196
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 202611d left-$1.78/sh-$711
cycle +$81
[-$1,259…-$780]
83%
surv 79%
-$21,007 NOT
cap gain +$9,937
budget: banked $792 debit $711 (90% used ≈ 1.0 wk of income) → whole cycle still +$81 cash · rolled 4 ct earn ≈ $2,866/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$2,970/mo
vs 50% target ($2,780/mo)+7%
vs normal income ($5,560/mo)53% covered
Net income (after hedge)$2,678/mo
Downside budget
⚠ $106 is $61 below CC-SS $166.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,489
… as % of IC ($4,800)489.3%
… as % of ML ($56,800)41.4%
Recovery months (at normal income)4.2 mo
Surgical close (4 ct)$-30,974
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.49/sh (~25% of the $1.98 collected) or spot ≥ $108.06 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $106)); NOT the premium you collected. Momentum override: two daily closes above $113.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $104.94Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$105-108.06
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
≥ $108.06
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$106.00 (≤1σ, normal week)$792$-26,120+$4,824+$748
+2.5%$108.65 (≤1σ, normal week)$-268$-25,993+$4,951-$312
+5%$111.30 (1.2σ)$-1,328$-25,866+$5,078-$1,372
SS (= V-bounce)$161.00 (5.2σ)$-21,208$-23,480+$7,464-$20,852
V-BOUNCE STRESS (stock → CC-SS $166.70, where you are whole again, by expiry)
Starting unrealized P&L: $-30,944
+ Fortress recovery (un-capped): +$31,226
− CC assignment net of premium (4 × $106): -$23,489
Total Position P&L @ SS: $-23,206 (+$7,738 vs today)
Do-nothing baseline at SS: $-2,354 (this trade vs do-nothing: $-20,852, the opportunity cost of earning $2,970/mo FIGHT income now)
BB-reversion stress (→ $135.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,076, position total $-24,696 (+$6,248 vs today)
100% normal4 × $9924 Jul8d2.1%59%86%$1,580$5,925+$2,955$25,501
Sell 4 × $99 2.1% OTM over spot $97.00 24 Jul 2026 (8d, $4.20 mid)
= $1,580 credit for the 8d cycle → $5,925/mo projected
Survival (stays ≤ $99)
59%
Breach risk
41%
POP (stays ≤ $103.20)
71%
EV / mo
+$1,163
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.2-5.8] median, 0.2 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  40% of paths whole by 9 mo (vs 30% without)  ·  ~27.1 challenges expected  ·  median CC cash $10,639
🛡 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)
68%
Flat exit net (mid-life)
+$1
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$118 @ 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.58/sh now → $3.95 mid-life (likely $5.30–$7.59)≈ $0 at expiry  |  you banked $3.95/sh, so a flat mid-life exit nets +$0.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,050 simulated challenges: the $99 strike is typically first touched on day 2 of 8, at $102 (overshoots $2.76). 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 202611d left+$2.20/sh+$880
cycle +$2,460
[+$598…+$755] · 100% credit
68%
surv 53%
-$27,588 NOT
cap gain +$3,356
Reliable up-and-out (highest cap still free ≥60%)~$10231 Jul 202611d left+$0.86/sh+$343
cycle +$1,923
[-$46…+$177] · 68% credit
71%
surv 61%
-$26,781 NOT
cap gain +$4,163
Up-and-out for even (raise the cap, free)~$10431 Jul 202611d left+$0.12/sh+$48
cycle +$1,628
[-$412…-$145] · 11% credit
74%
surv 65%
-$26,180 NOT
cap gain +$4,764
Max even-money escape in the band~$10431 Jul 202611d left+$0.12/sh+$48
cycle +$1,628
[-$412…-$145] · 11% credit
74%
surv 65%
-$26,180 NOT
cap gain +$4,764
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11831 Jul 202611d left-$2.80/sh-$1,119
cycle +$461
[-$2,017…-$1,455]
90%
surv 89%
-$21,075 NOT
cap gain +$9,869
budget: banked $1,580 debit $1,119 (71% used ≈ 0.8 wk of income) → whole cycle still +$461 cash · rolled 4 ct earn ≈ $1,253/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$5,925/mo
vs 50% target ($2,780/mo)+113%
vs normal income ($5,560/mo)107% covered
Net income (after hedge)$5,632/mo
Downside budget
⚠ $99 is $68 below CC-SS $166.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,501
… as % of IC ($4,800)531.3%
… as % of ML ($56,800)44.9%
Recovery months (at normal income)4.6 mo
Surgical close (4 ct)$-31,044
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.99/sh (~25% of the $3.95 collected) or spot ≥ $103.20 (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 $113.81 (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
$98-103.20
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
≥ $103.20
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)$1,580$-28,468+$2,476+$1,536
+2.5%$101.47 (≤1σ, normal week)$590$-28,349+$2,595+$546
+5%$103.95 (≤1σ, normal week)$-400$-28,230+$2,714-$444
SS (= V-bounce)$161.00 (5.2σ)$-23,220$-25,492+$5,452-$22,864
V-BOUNCE STRESS (stock → CC-SS $166.70, where you are whole again, by expiry)
Starting unrealized P&L: $-30,944
+ Fortress recovery (un-capped): +$31,226
− CC assignment net of premium (4 × $99): -$25,501
Total Position P&L @ SS: $-25,218 (+$5,726 vs today)
Do-nothing baseline at SS: $-2,354 (this trade vs do-nothing: $-22,864, the opportunity cost of earning $5,925/mo FIGHT income now)
BB-reversion stress (→ $135.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,088, position total $-26,708 (+$4,236 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 (28 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 28 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: 1.120 (IBKR)  |  Recovery@SS: +$31,226 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,354

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1068d24 Jul 2026$1.984/4$2,970$2,67878%82%+$1,155-$23,489489.3%$-23,206 (vs do-nothing $-20,852)
$1058d24 Jul 2026$2.224/4$3,330$3,03876%81%+$1,231-$23,793495.7%$-23,510 (vs do-nothing $-21,156)
$1048d24 Jul 2026$2.493/4$2,801$2,53173%79%+$984-$18,063376.3%$-18,440 (vs do-nothing $-16,086)
$10615d31 Jul 2026$3.654/4$2,920$2,62872%78%+$778-$22,821475.4%$-22,538 (vs do-nothing $-20,184)
$1038d24 Jul 2026$2.773/4$3,116$2,84671%78%+$1,024-$18,279380.8%$-18,656 (vs do-nothing $-16,302)
$10515d31 Jul 2026$3.854/4$3,080$2,78870%77%+$729-$23,141482.1%$-22,858 (vs do-nothing $-20,504)
$10415d31 Jul 2026$4.354/4$3,480$3,18768%76%+$902-$23,341486.3%$-23,058 (vs do-nothing $-20,704)
$1028d24 Jul 2026$3.003/4$3,375$3,10468%76%+$972-$18,510385.6%$-18,887 (vs do-nothing $-16,533)
$10315d31 Jul 2026$4.504/4$3,600$3,30866%75%+$777-$23,681493.3%$-23,398 (vs do-nothing $-21,044)
$1018d24 Jul 2026$3.203/4$3,600$3,33065%75%+$849-$18,750390.6%$-19,127 (vs do-nothing $-16,773)
$10215d31 Jul 2026$4.853/4$2,910$2,63964%74%+$595-$17,955374.1%$-18,332 (vs do-nothing $-15,978)
$10115d31 Jul 2026$5.153/4$3,090$2,82062%73%+$561-$18,165378.4%$-18,542 (vs do-nothing $-16,188)
$1008d24 Jul 2026$3.703/4$4,162$3,89262%73%+$1,022-$18,900393.8%$-19,277 (vs do-nothing $-16,923)
Show 15 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10015d31 Jul 2026$5.603/4$3,360$3,09060%72%+$602-$18,330381.9%$-18,707 (vs do-nothing $-16,353)
$998d24 Jul 2026$3.952/4$2,962$2,71459%71%+$581-$12,750265.6%$-13,786 (vs do-nothing $-11,432)
$9915d31 Jul 2026$6.003/4$3,600$3,33058%71%+$596-$18,510385.6%$-18,887 (vs do-nothing $-16,533)
$98.508d24 Jul 2026$4.302/4$3,225$2,97657%71%+$689-$12,780266.3%$-13,816 (vs do-nothing $-11,462)
$98.5015d31 Jul 2026$6.253/4$3,750$3,48057%70%+$617-$18,585387.2%$-18,962 (vs do-nothing $-16,608)
$9815d31 Jul 2026$6.453/4$3,870$3,60056%70%+$603-$18,675389.1%$-19,052 (vs do-nothing $-16,698)
$988d24 Jul 2026$4.652/4$3,488$3,23956%70%+$789-$12,810266.9%$-13,846 (vs do-nothing $-11,492)
$97.5015d31 Jul 2026$6.703/4$4,020$3,75055%69%+$616-$18,750390.6%$-19,127 (vs do-nothing $-16,773)
$97.508d24 Jul 2026$4.802/4$3,600$3,35254%69%+$732-$12,880268.3%$-13,916 (vs do-nothing $-11,562)
$9715d31 Jul 2026$6.952/4$2,780$2,53254%69%+$416-$12,550261.5%$-13,586 (vs do-nothing $-11,232)
$978d24 Jul 2026$4.852/4$3,638$3,38952%68%+$591-$12,970270.2%$-14,006 (vs do-nothing $-11,652)
$96.5015d31 Jul 2026$7.202/4$2,880$2,63252%68%+$418-$12,600262.5%$-13,636 (vs do-nothing $-11,282)
$9615d31 Jul 2026$7.452/4$2,980$2,73251%68%+$418-$12,650263.5%$-13,686 (vs do-nothing $-11,332)
$96.508d24 Jul 2026$5.252/4$3,938$3,68951%68%+$706-$12,990270.6%$-14,026 (vs do-nothing $-11,672)
$968d24 Jul 2026$5.502/4$4,125$3,87649%67%+$700-$13,040271.7%$-14,076 (vs do-nothing $-11,722)

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  |  2026-07-16 03:39