FORTRESS FIGHT: MSTR @ $95.48

BE SS: $161.00  |  CC-SS: $166.02  |  4 contracts (400 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

MSTR @ $95.48   UNDERWATER $65.52 (40.7% 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: $166.02  |  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$5,136/mo95% ann ROI on ML
Hedge rolling cost$321/mo
Unrealized P&L$-31,330fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,568/mo
HEDGE COVER
$321/mo
NORMAL INCOME
$5,136/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $4,800
ML VELOCITY
11.1 mo to earn back $56,800
Deep drawdown confirmed: a CC at CC-SS $166.02 (probe: $165C 15d) 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)
$32,582
was $31,330 · -4% earned back
Cycles closed
2
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 16 (live) · RSI 35 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 38 · %B 45 · hist rising (nightly)
LEVELS20W MA (bounce target) $135.71 (+42%) · daily UBB $113.78 · 1-wk expected move ±$11 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 4 contracts at $104 / 8d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($2,568/mo); it brings $2,805/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 × $98.50/8d for $5,175/mo, but breach risk rises to 38% (+15pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 3 × $120/8d (97% survival, $338/mo).
Downside anchor: the primary mortgages $24,058 (501% of IC) ONLY on a full V-bounce all the way to SS $161, recoverable in 4.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-31,374 and cuts bleed by $321/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 × $104, 77% survival, $2,805/mo (E[net] $305/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 × $10477%$2,805$305

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $305/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $104 (primary), 77% survival, breach 23%, $2,805/mo.
⚖️ Worth a safer step: the $108 rung (33% normal) lifts survival to 85% (breach 23% → 15%) for $1,095/mo less (39% 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 $108 rung, unless you need the income to cover the hedge bleed, or you expect MSTR to stay flat-to-down near term.
MSTR  spot $95.48 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $12024 Jul8d25.7%97%6%$90$338-$2,468$13,715
Sell 3 × $120 25.7% OTM over spot $95.48 24 Jul 2026 (8d, $0.38 mid)
= $90 credit for the 8d cycle → $338/mo projected
Survival (stays ≤ $120)
97%
Breach risk
3%
POP (stays ≤ $120.38)
97%
EV / mo
+$259
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.2-6.1] median, 0.1 mo SLOWER than no FIGHT (3.3 mo): roll costs eat the credits at this rung  ·  29% of paths whole by 9 mo (vs 27% without)  ·  ~1.2 challenges expected  ·  median CC cash $-348
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
5%
Flat exit net (mid-life)
-$1,504
Free roll-up
+$7/wk
Safest escape (by 7 Aug 2026)
$135 @ 79% POP
74% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.51/sh now → $5.31 mid-life (likely $3.77–$6.40)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$5.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 145 simulated challenges: the $120 strike is typically first touched on day 6 of 8, at $123 (overshoots $2.90). 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)~$12031 Jul 202611d left+$2.93/sh+$879
cycle +$969
[+$971…+$1,297] · 100% credit
68%
surv 53%
-$19,359 NOT
cap gain +$11,971
Max even-money escape in the band~$1337 Aug 202618d left+$0.25/sh+$76
cycle +$166
[+$34…+$504] · 78% credit
77%
surv 71%
-$14,548 NOT
cap gain +$16,782
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)~$12731 Jul 202611d left+$0.14/sh+$43
cycle +$133
[+$13…+$395] · 76% credit
74%
surv 65%
-$17,272 NOT
cap gain +$14,058
Safety roll (pay small debit, max POP)~$1357 Aug 202618d left-$0.20/sh-$61
cycle +$29
[-$119…+$359] · 66% credit
79%
surv 74%
-$13,788 NOT
cap gain +$17,542
budget: banked $90 debit $61 (67% used ≈ 0.8 wk of income) → whole cycle still +$29 cash · rolled 3 ct earn ≈ $2,556/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$338/mo
vs 50% target ($2,568/mo)-87%
vs normal income ($5,136/mo)7% covered
Net income (after hedge)$31/mo
Downside budget
⚠ $120 is $46 below CC-SS $166.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,715
… as % of IC ($4,800)285.7%
… as % of ML ($56,800)24.1%
Recovery months (at normal income)2.7 mo
Surgical close (3 ct)$-23,520
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.30 collected) or spot ≥ $120.38 (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 $113.78 (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
$119-120.38
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
≥ $120.38
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 (2.0σ)$90$-20,238+$11,092+$69
+2.5%$123.00 (2.3σ)$-810$-19,793+$11,537-$831
+5%$126.00 (2.5σ)$-1,710$-19,348+$11,982-$1,731
SS (= V-bounce)$161.00 (5.4σ)$-12,210$-14,254+$17,076-$11,931
V-BOUNCE STRESS (stock → CC-SS $166.02, where you are whole again, by expiry)
Starting unrealized P&L: $-31,330
+ Fortress recovery (un-capped): +$31,628
− CC assignment net of premium (3 × $120): -$13,715
− Conservative CC assignment net of premium (1 × $160): -$595
Total Position P&L @ SS: $-14,011 (+$17,319 vs today)
Do-nothing baseline at SS: $-2,080 (this trade vs do-nothing: $-11,931, the opportunity cost of earning $338/mo FIGHT income now)
BB-reversion stress (→ $135.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,623, position total $-17,907 (+$13,423 vs today)
🛡 safe yield4 × $11224 Jul8d17.3%91%19%$276$1,035-$1,770$21,330
Sell 4 × $112 17.3% OTM over spot $95.48 24 Jul 2026 (8d, $0.77 mid)
= $276 credit for the 8d cycle → $1,035/mo projected
Survival (stays ≤ $112)
91%
Breach risk
9%
POP (stays ≤ $112.77)
92%
EV / mo
+$527
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.5-5.9] median, 0.1 mo SLOWER than no FIGHT (4.1 mo): roll costs eat the credits at this rung  ·  31% of paths whole by 9 mo (vs 27% without)  ·  ~4.0 challenges expected  ·  median CC cash $2,402
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$1,624
Free roll-up
+$6/wk
Safest escape (by 7 Aug 2026)
$127 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.71/sh now → $4.75 mid-life (likely $4.27–$6.89)≈ $0 at expiry  |  you banked $0.69/sh, so a flat mid-life exit nets -$4.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 419 simulated challenges: the $112 strike is typically first touched on day 5 of 8, at $115 (overshoots $3.04). 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)~$11231 Jul 202611d left+$2.62/sh+$1,047
cycle +$1,323
[+$987…+$1,396] · 100% credit
68%
surv 53%
-$22,599 NOT
cap gain +$8,731
Reliable up-and-out (highest cap still free ≥60%)~$1237 Aug 202618d left+$0.47/sh+$188
cycle +$464
[-$87…+$493] · 67% credit
77%
surv 70%
-$18,742 NOT
cap gain +$12,588
Up-and-out for even (raise the cap, free)~$11831 Jul 202611d left+$0.25/sh+$102
cycle +$378
[-$108…+$342] · 60% credit
74%
surv 65%
-$21,070 NOT
cap gain +$10,260
Max even-money escape in the band~$1247 Aug 202618d left+$0.13/sh+$53
cycle +$329
[-$245…+$351] · 49% credit
78%
surv 72%
-$18,428 NOT
cap gain +$12,902
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1277 Aug 202618d left-$0.58/sh-$233
cycle +$43
[-$583…+$30] · 27% credit
80%
surv 75%
-$17,368 NOT
cap gain +$13,962
budget: banked $276 debit $233 (84% used ≈ 1.0 wk of income) → whole cycle still +$43 cash · rolled 4 ct earn ≈ $2,779/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$1,035/mo
vs 50% target ($2,568/mo)-60%
vs normal income ($5,136/mo)20% covered
Net income (after hedge)$714/mo
Downside budget
⚠ $112 is $54 below CC-SS $166.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,330
… as % of IC ($4,800)444.4%
… as % of ML ($56,800)37.6%
Recovery months (at normal income)4.2 mo
Surgical close (4 ct)$-31,362
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.69 collected) or spot ≥ $112.77 (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 $113.78 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $110.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$111-112.77
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
≥ $112.77
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)$276$-23,646+$7,684+$248
+2.5%$114.80 (1.6σ)$-844$-23,511+$7,819-$872
+5%$117.60 (1.8σ)$-1,964$-23,375+$7,955-$1,992
SS (= V-bounce)$161.00 (5.4σ)$-19,324$-21,275+$10,055-$18,952
V-BOUNCE STRESS (stock → CC-SS $166.02, where you are whole again, by expiry)
Starting unrealized P&L: $-31,330
+ Fortress recovery (un-capped): +$31,628
− CC assignment net of premium (4 × $112): -$21,330
Total Position P&L @ SS: $-21,032 (+$10,298 vs today)
Do-nothing baseline at SS: $-2,080 (this trade vs do-nothing: $-18,952, the opportunity cost of earning $1,035/mo FIGHT income now)
BB-reversion stress (→ $135.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,208, position total $-22,499 (+$8,831 vs today)
33% normal ← lean4 × $10824 Jul8d13.1%85%31%$456$1,710-$1,095$22,750
Sell 4 × $108 13.1% OTM over spot $95.48 24 Jul 2026 (8d, $1.23 mid)
= $456 credit for the 8d cycle → $1,710/mo projected
Survival (stays ≤ $108)
85%
Breach risk
15%
POP (stays ≤ $109.23)
87%
EV / mo
+$682
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.5-5.9] median, 0.2 mo SLOWER than no FIGHT (3.7 mo): roll costs eat the credits at this rung  ·  36% of paths whole by 9 mo (vs 31% without)  ·  ~6.6 challenges expected  ·  median CC cash $4,248
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
23%
Flat exit net (mid-life)
-$1,336
Free roll-up
+$6/wk
Safest escape (by 7 Aug 2026)
$123 @ 81% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.33/sh now → $4.48 mid-life (likely $4.03–$6.69)≈ $0 at expiry  |  you banked $1.14/sh, so a flat mid-life exit nets -$3.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 702 simulated challenges: the $108 strike is typically first touched on day 5 of 8, at $111 (overshoots $2.73). 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)~$10831 Jul 202611d left+$2.47/sh+$987
cycle +$1,443
[+$876…+$1,243] · 100% credit
68%
surv 53%
-$24,273 NOT
cap gain +$7,057
Reliable up-and-out (highest cap still free ≥60%)~$1187 Aug 202618d left+$0.58/sh+$233
cycle +$689
[-$71…+$476] · 66% credit
76%
surv 70%
-$20,758 NOT
cap gain +$10,572
Max even-money escape in the band~$1197 Aug 202618d left+$0.26/sh+$106
cycle +$562
[-$221…+$333] · 50% credit
77%
surv 71%
-$20,437 NOT
cap gain +$10,893
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)~$11431 Jul 202611d left+$0.13/sh+$50
cycle +$506
[-$195…+$226] · 47% credit
74%
surv 65%
-$22,735 NOT
cap gain +$8,595
Safety roll (pay small debit, max POP)~$1237 Aug 202618d left-$0.75/sh-$301
cycle +$155
[-$698…-$117] · 19% credit
81%
surv 76%
-$19,050 NOT
cap gain +$12,280
budget: banked $456 debit $301 (66% used ≈ 0.8 wk of income) → whole cycle still +$155 cash · rolled 4 ct earn ≈ $2,485/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,710/mo
vs 50% target ($2,568/mo)-33%
vs normal income ($5,136/mo)33% covered
Net income (after hedge)$1,389/mo
Downside budget
⚠ $108 is $58 below CC-SS $166.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,750
… as % of IC ($4,800)474.0%
… as % of ML ($56,800)40.1%
Recovery months (at normal income)4.4 mo
Surgical close (4 ct)$-31,368
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 $1.14 collected) or spot ≥ $109.23 (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 $113.78 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $106.92Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$107-109.23
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
≥ $109.23
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$108.00 (1.0σ)$456$-25,260+$6,070+$428
+2.5%$110.70 (1.3σ)$-624$-25,129+$6,201-$652
+5%$113.40 (1.5σ)$-1,704$-24,999+$6,331-$1,732
SS (= V-bounce)$161.00 (5.4σ)$-20,744$-22,695+$8,635-$20,372
V-BOUNCE STRESS (stock → CC-SS $166.02, where you are whole again, by expiry)
Starting unrealized P&L: $-31,330
+ Fortress recovery (un-capped): +$31,628
− CC assignment net of premium (4 × $108): -$22,750
Total Position P&L @ SS: $-22,452 (+$8,878 vs today)
Do-nothing baseline at SS: $-2,080 (this trade vs do-nothing: $-20,372, the opportunity cost of earning $1,710/mo FIGHT income now)
BB-reversion stress (→ $135.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,628, position total $-23,919 (+$7,411 vs today)
🎯 50% normal4 × $10424 Jul8d8.9%77%40%$748$2,805$24,058
Sell 4 × $104 8.9% OTM over spot $95.48 24 Jul 2026 (8d, $1.98 mid)
= $748 credit for the 8d cycle → $2,805/mo projected
Survival (stays ≤ $104)
77%
Breach risk
23%
POP (stays ≤ $105.98)
81%
EV / mo
+$859
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.7-5.6] median, 0.3 mo faster than no FIGHT (4.1 mo)  ·  33% of paths whole by 9 mo (vs 26% without)  ·  ~10.9 challenges expected  ·  median CC cash $6,618
🛡 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)
40%
Flat exit net (mid-life)
-$938
Free roll-up
+$6/wk
Safest escape (by 7 Aug 2026)
$124 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.96/sh now → $4.22 mid-life (likely $4.66–$7.05)≈ $0 at expiry  |  you banked $1.87/sh, so a flat mid-life exit nets -$2.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,186 simulated challenges: the $104 strike is typically first touched on day 4 of 8, at $107 (overshoots $2.85). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10431 Jul 202611d left+$2.32/sh+$929
cycle +$1,677
[+$770…+$1,032] · 100% credit
68%
surv 53%
-$25,833 NOT
cap gain +$5,497
Reliable up-and-out (highest cap still free ≥60%)~$1127 Aug 202618d left+$1.10/sh+$438
cycle +$1,186
[+$93…+$470] · 86% credit
75%
surv 67%
-$22,951 NOT
cap gain +$8,379
Max even-money escape in the band~$1157 Aug 202618d left+$0.07/sh+$28
cycle +$776
[-$411…+$12] · 26% credit
78%
surv 72%
-$22,017 NOT
cap gain +$9,313
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)~$11031 Jul 202611d left+$0.00/sh+$1
cycle +$749
[-$323…-$9] · 24% credit
74%
surv 66%
-$24,285 NOT
cap gain +$7,045
Safety roll (pay small debit, max POP)~$1247 Aug 202618d left-$1.83/sh-$733
cycle +$15
[-$1,377…-$812] · 1% credit
85%
surv 83%
-$18,742 NOT
cap gain +$12,588
budget: banked $748 debit $733 (98% used ≈ 1.1 wk of income) → whole cycle still +$15 cash · rolled 4 ct earn ≈ $1,588/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$2,805/mo
vs 50% target ($2,568/mo)+9%
vs normal income ($5,136/mo)55% covered
Net income (after hedge)$2,484/mo
Downside budget
⚠ $104 is $62 below CC-SS $166.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,058
… as % of IC ($4,800)501.2%
… as % of ML ($56,800)42.4%
Recovery months (at normal income)4.7 mo
Surgical close (4 ct)$-31,374
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.47/sh (~25% of the $1.87 collected) or spot ≥ $105.98 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $104)); NOT the premium you collected. Momentum override: two daily closes above $113.78 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $102.96Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$103-105.98
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $105.98
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$104.00 (≤1σ, normal week)$748$-26,762+$4,568+$720
+2.5%$106.60 (≤1σ, normal week)$-292$-26,636+$4,694-$320
+5%$109.20 (1.1σ)$-1,332$-26,510+$4,820-$1,360
SS (= V-bounce)$161.00 (5.4σ)$-22,052$-24,003+$7,327-$21,680
V-BOUNCE STRESS (stock → CC-SS $166.02, where you are whole again, by expiry)
Starting unrealized P&L: $-31,330
+ Fortress recovery (un-capped): +$31,628
− CC assignment net of premium (4 × $104): -$24,058
Total Position P&L @ SS: $-23,760 (+$7,570 vs today)
Do-nothing baseline at SS: $-2,080 (this trade vs do-nothing: $-21,680, the opportunity cost of earning $2,805/mo FIGHT income now)
BB-reversion stress (→ $135.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,936, position total $-25,227 (+$6,103 vs today)
100% normal4 × $98.5024 Jul8d3.2%62%79%$1,380$5,175+$2,370$25,626
Sell 4 × $98.50 3.2% OTM over spot $95.48 24 Jul 2026 (8d, $3.65 mid)
= $1,380 credit for the 8d cycle → $5,175/mo projected
Survival (stays ≤ $98.50)
62%
Breach risk
38%
POP (stays ≤ $102.15)
73%
EV / mo
+$966
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.3-5.8] median, 0.4 mo faster than no FIGHT (3.9 mo)  ·  37% of paths whole by 9 mo (vs 28% without)  ·  ~23.5 challenges expected  ·  median CC cash $9,194
🛡 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)
64%
Flat exit net (mid-life)
-$166
Free roll-up
+$5/wk
Safest escape (by 7 Aug 2026)
$123 @ 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: $5.46/sh now → $3.87 mid-life (likely $5.07–$7.20)≈ $0 at expiry  |  you banked $3.45/sh, so a flat mid-life exit nets -$0.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,913 simulated challenges: the $98 strike is typically first touched on day 3 of 8, at $101 (overshoots $2.73). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9831 Jul 202611d left+$2.13/sh+$852
cycle +$2,232
[+$637…+$774] · 100% credit
68%
surv 53%
-$27,744 NOT
cap gain +$3,586
Reliable up-and-out (highest cap still free ≥60%)~$1057 Aug 202618d left+$1.05/sh+$419
cycle +$1,799
[-$25…+$244] · 72% credit
75%
surv 67%
-$25,253 NOT
cap gain +$6,077
Up-and-out for even (raise the cap, free)~$10331 Jul 202611d left+$0.23/sh+$92
cycle +$1,472
[-$273…-$58] · 19% credit
74%
surv 65%
-$26,477 NOT
cap gain +$4,853
Max even-money escape in the band~$1087 Aug 202618d left+$0.11/sh+$45
cycle +$1,425
[-$484…-$163] · 14% credit
78%
surv 72%
-$24,282 NOT
cap gain +$7,048
SS $161 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1237 Aug 202618d left-$2.60/sh-$1,039
cycle +$341
[-$1,960…-$1,382]
90%
surv 89%
-$18,640 NOT
cap gain +$12,690
budget: banked $1,380 debit $1,039 (75% used ≈ 0.9 wk of income) → whole cycle still +$341 cash · rolled 4 ct earn ≈ $846/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$5,175/mo
vs 50% target ($2,568/mo)+102%
vs normal income ($5,136/mo)101% covered
Net income (after hedge)$4,854/mo
Downside budget
⚠ $98.50 is $68 below CC-SS $166.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,626
… as % of IC ($4,800)533.9%
… as % of ML ($56,800)45.1%
Recovery months (at normal income)5.0 mo
Surgical close (4 ct)$-31,410
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.86/sh (~25% of the $3.45 collected) or spot ≥ $102.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $98)); NOT the premium you collected. Momentum override: two daily closes above $113.78 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $97.52Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$98-102.15
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $102.15
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$98.50 (≤1σ, normal week)$1,380$-28,596+$2,734+$1,352
+2.5%$100.96 (≤1σ, normal week)$395$-28,477+$2,853+$367
+5%$103.43 (≤1σ, normal week)$-590$-28,357+$2,973-$618
SS (= V-bounce)$161.00 (5.4σ)$-23,620$-25,571+$5,759-$23,248
V-BOUNCE STRESS (stock → CC-SS $166.02, where you are whole again, by expiry)
Starting unrealized P&L: $-31,330
+ Fortress recovery (un-capped): +$31,628
− CC assignment net of premium (4 × $98.50): -$25,626
Total Position P&L @ SS: $-25,328 (+$6,002 vs today)
Do-nothing baseline at SS: $-2,080 (this trade vs do-nothing: $-23,248, the opportunity cost of earning $5,175/mo FIGHT income now)
BB-reversion stress (→ $135.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,504, position total $-26,795 (+$4,535 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on MSTR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (39 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 39 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.121 (IBKR)  |  Recovery@SS: +$31,628 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,080

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1048d24 Jul 2026$1.874/4$2,805$2,48477%81%+$859-$24,058501.2%$-23,760 (vs do-nothing $-21,680)
$1038d24 Jul 2026$2.124/4$3,180$2,85975%80%+$928-$24,358507.5%$-24,060 (vs do-nothing $-21,980)
$10515d31 Jul 2026$3.254/4$2,600$2,27973%79%+$637-$23,106481.4%$-22,808 (vs do-nothing $-20,728)
$1028d24 Jul 2026$2.383/4$2,677$2,37172%78%+$726-$18,491385.2%$-18,787 (vs do-nothing $-16,707)
$10415d31 Jul 2026$3.404/4$2,720$2,39972%78%+$558-$23,446488.5%$-23,148 (vs do-nothing $-21,068)
$10315d31 Jul 2026$3.804/4$3,040$2,71970%77%+$782-$23,686493.5%$-23,388 (vs do-nothing $-21,308)
$1018d24 Jul 2026$2.643/4$2,970$2,66369%77%+$723-$18,713389.8%$-19,009 (vs do-nothing $-16,929)
$10215d31 Jul 2026$4.004/4$3,200$2,87968%76%+$711-$24,006500.1%$-23,708 (vs do-nothing $-21,628)
$10322d7 Aug 2026$5.054/4$2,755$2,43468%76%+$615-$23,186483.0%$-22,888 (vs do-nothing $-20,808)
$1008d24 Jul 2026$2.993/4$3,364$3,05767%75%+$783-$18,908393.9%$-19,204 (vs do-nothing $-17,124)
$10222d7 Aug 2026$5.304/4$2,891$2,57066%75%+$581-$23,486489.3%$-23,188 (vs do-nothing $-21,108)
$10115d31 Jul 2026$4.353/4$2,610$2,30366%75%+$555-$18,200379.2%$-18,496 (vs do-nothing $-16,416)
$10122d7 Aug 2026$5.654/4$3,082$2,76165%74%+$590-$23,746494.7%$-23,448 (vs do-nothing $-21,368)
Show 26 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$4.753/4$2,850$2,54364%74%+$593-$18,380382.9%$-18,676 (vs do-nothing $-16,596)
$998d24 Jul 2026$3.103/4$3,488$3,18164%73%+$533-$19,175399.5%$-19,471 (vs do-nothing $-17,391)
$10022d7 Aug 2026$6.054/4$3,300$2,97963%73%+$616-$23,986499.7%$-23,688 (vs do-nothing $-21,608)
$98.508d24 Jul 2026$3.452/4$2,588$2,29562%73%+$483-$12,813266.9%$-13,704 (vs do-nothing $-11,624)
$9915d31 Jul 2026$5.103/4$3,060$2,75362%73%+$586-$18,575387.0%$-18,871 (vs do-nothing $-16,791)
$9922d7 Aug 2026$6.403/4$2,618$2,31261%72%+$452-$18,185378.8%$-18,481 (vs do-nothing $-16,401)
$988d24 Jul 2026$3.452/4$2,588$2,29561%71%+$341-$12,913269.0%$-13,804 (vs do-nothing $-11,724)
$98.5015d31 Jul 2026$5.303/4$3,180$2,87360%72%+$592-$18,665388.8%$-18,961 (vs do-nothing $-16,881)
$9815d31 Jul 2026$5.553/4$3,330$3,02359%72%+$623-$18,740390.4%$-19,036 (vs do-nothing $-16,956)
$9822d7 Aug 2026$6.803/4$2,782$2,47559%71%+$453-$18,365382.6%$-18,661 (vs do-nothing $-16,581)
$97.508d24 Jul 2026$3.652/4$2,738$2,44559%71%+$341-$12,973270.3%$-13,864 (vs do-nothing $-11,784)
$97.5015d31 Jul 2026$5.703/4$3,420$3,11358%71%+$591-$18,845392.6%$-19,141 (vs do-nothing $-17,061)
$978d24 Jul 2026$3.902/4$2,925$2,63257%70%+$371-$13,023271.3%$-13,914 (vs do-nothing $-11,834)
$9722d7 Aug 2026$7.253/4$2,966$2,65957%70%+$407-$18,530386.0%$-18,826 (vs do-nothing $-16,746)
$9715d31 Jul 2026$5.953/4$3,570$3,26357%70%+$615-$18,920394.2%$-19,216 (vs do-nothing $-17,136)
$96.5015d31 Jul 2026$6.103/4$3,660$3,35356%70%+$574-$19,025396.3%$-19,321 (vs do-nothing $-17,241)
$96.508d24 Jul 2026$4.102/4$3,075$2,78256%69%+$357-$13,083272.6%$-13,974 (vs do-nothing $-11,894)
$9622d7 Aug 2026$7.703/4$3,150$2,84355%69%+$405-$18,695389.5%$-18,991 (vs do-nothing $-16,911)
$9615d31 Jul 2026$6.403/4$3,840$3,53355%69%+$619-$19,085397.6%$-19,381 (vs do-nothing $-17,301)
$968d24 Jul 2026$4.302/4$3,225$2,93254%68%+$335-$13,143273.8%$-14,034 (vs do-nothing $-11,954)
$9522d7 Aug 2026$8.253/4$3,375$3,06853%69%+$433-$18,830392.3%$-19,126 (vs do-nothing $-17,046)
$9515d31 Jul 2026$6.902/4$2,760$2,46752%68%+$425-$12,823267.1%$-13,714 (vs do-nothing $-11,634)
$9422d7 Aug 2026$8.653/4$3,539$3,23251%68%+$390-$19,010396.0%$-19,306 (vs do-nothing $-17,226)
$958d24 Jul 2026$4.802/4$3,600$3,30751%67%+$342-$13,243275.9%$-14,134 (vs do-nothing $-12,054)
$9415d31 Jul 2026$7.352/4$2,940$2,64750%67%+$310-$12,933269.4%$-13,824 (vs do-nothing $-11,744)
$948d24 Jul 2026$5.252/4$3,938$3,64548%65%+$280-$13,353278.2%$-14,244 (vs do-nothing $-12,164)

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 21:38