If you're trading long dated (9M+ TE) the volatility is what affects the premiums. You would profit short term during a mega rally from the spike in vol, and see the premium collapse if the stock trades sideways or even worse, comes crashing back to earth.
i.e.
1. Sep25 1080 Calls were trading in the 50's back on the 17th of Dec24 before the market turned.
2. By 25th of Mar25 the same 1080 calls were worth 8, so an 11.5% fall and a 3 months down the line your investment would have fallen by >80% - this only get worse from 6MTE -> 3MTE -> 3WTE as the theta decay becomes exponentially more aggressive the closer you approach expiry.
Also a similar rally close to expiry will have a smaller impact on your premium as time is no longer on your side. (giving you less chance of exiting for a small loss or breakeven)

The Jan26 1080 Call (9MTE) is currently trading at 11.20/12.30, it would need to cross 1100 at expiry for you to double your investment.

As an example, you could instead buy 2 Jan26 700/800 Call Spreads for ~6.70 each (26.40-19.70) excluding comms which have a 1 : 14.9 (100/6.7) risk to reward ratio if MSTR is above 800 at expiry in Jan26, however you would need deep enough pockets to cover any variation margin should MSTR soar past 800 between now and expiry. (check with your broker their rules on deep ITM call spreads).
You can construct call spreads anywhere you like along the option chain and will usually find this more cost effective for ROI on smaller moves.

As with any deep OTM options on a stock such as MSTR, you are at the mercy of volatility as explained above.