MSTR $145 CALL · 20 Nov 26
ROLLnormal
Δ +0.71 DTE 48 strike $145 spot $160.177 captured -118% extrinsic $8.40 ITM earnings before exp roll · delta breached watch · earnings/IV event
- |short delta| 0.7057 ≥ roll 0.45 → ROLL (defend)
- earnings before expiration → MONITOR
Order ticket mid $23.57 (live) · target 50% $5.40
BUY TO CLOSE [QTY] MSTR 20 Nov 26 $145 CALL LMT $23.57 DAY —then— SELL TO OPEN [QTY] MSTR [new exp] [new strike] CALLSet [QTY] to your contract count and review in thinkorswim. The system does not transmit orders (D-030 Phase 1 — manual execution).
Roll to:
credit · Sell $180 CALL · 2026-11-06 (34 DTE) · Δ+0.32 · buy back $23.57 → net −$17.68
protect · Sell $195 CALL · 2026-11-06 (34 DTE) · Δ+0.21 · buy back $23.57 → net −$20.05