FORTRESS FIGHT: MARA-LC20-1299 @ $12.34

BE SS: $22.69  |  CC-SS: $17.88  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:12

MARA-LC20-1299 @ $12.34   UNDERWATER $10.35 (45.6% below BE SS)

200 contracts (20,000 sh)  |  BE SS: $22.69  |  CC-SS: $17.88  |  IV: HIGH  |  Accounts: Main:1299

LC: $20 exp 2028-01-21 (entry $3.516/sh)
SP: $25 exp 2028-01-21 (entry $14.836/sh)
HP: $15 exp 2028-01-21 (entry $6.947/sh)

Economics

Max Loss$207,600(ND $0.38 + SW $10) x 20000
Normal income ref$46,909/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $7,504/mo (info only, already in marks)
Unrealized P&L$-87,000fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$23,455/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$46,909/mo (ATM CC, chain)
IC VELOCITY
0.2 mo to earn back $7,600
ML VELOCITY
4.4 mo to earn back $207,600
Deep drawdown confirmed: a CC at CC-SS $17.88 (probe: $18C 11d) brings only $2,182/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; CC-SS ratchets down as premium accrues.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 60 (live) · RSI 52 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 44 · %B 15 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.92 (+29%) · daily UBB $15.40 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 131 contracts at $13.50 / 4d. This is the safest strike (survival 86%, breach 14%) that still earns 50% of normal income ($23,455/mo); it brings $23,580/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 161 × $13/4d for $47,092/mo, but breach risk rises to 26% (+12pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 148 × $14/4d (93% survival, $15,540/mo).
Downside anchor: the primary mortgages $54,273 (714% of IC) ONLY on a full V-bounce all the way to SS $23, recoverable in 1.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 131 contracts realizes $-57,116 and cuts bleed by $0/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 200 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 (4d) · sell 131 × $13.50, 86% survival, $23,580/mo (E[net] $12,791/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 · 4d131 × $13.5086%$23,580$12,791
NEXT FRIDAY24 Jul 2026 · 11d183 × $13.5075%$23,457$7,530

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $12,791/mo 🏆 GRAND PICK

🎯 Engine pick: sell 131 × $13.50 (primary), 86% survival, breach 14%, $23,580/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $14 rung (🛡 safe yield) lifts survival to 93% (breach 14% → 7%) for $2,580/mo less (11% income) buys safety you do not really need here.
MARA  spot $12.34 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal148 × $1417 Jul4d13.5%93%14%$2,072$15,540-$8,040$55,396
Sell 148 × $14 13.5% OTM over spot $12.34 17 Jul 2026 (4d, $0.15 mid)
= $2,072 credit for the 4d cycle → $15,540/mo projected
Survival (stays ≤ $14)
93%
Breach risk
7%
POP (stays ≤ $14.15)
95%
EV / mo
+$13,577
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.2-3.4] median, 0.2 mo faster than no FIGHT (2.2 mo)  ·  57% of paths whole by 9 mo (vs 50% without)  ·  ~3.6 challenges expected  ·  median CC cash $31,947
🛡 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)
8%
Flat exit net (mid-life)
-$7,566
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 84% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 148 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.92/sh now → $0.65 mid-life (likely $0.54–$0.99)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 231 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.30). 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 (148 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.30/sh+$4,474
cycle +$6,546
[+$2,949…+$6,256] · 96% credit
70%
surv 53%
-$50,522 NOT
cap gain +$36,478
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.18/sh+$2,620
cycle +$4,692
[+$460…+$4,386] · 78% credit
78%
surv 69%
-$31,496 NOT
cap gain +$55,504
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.08/sh+$1,197
cycle +$3,269
[-$636…+$2,698] · 67% credit
77%
surv 65%
-$41,919 NOT
cap gain +$45,081
Max even-money escape in the band~$1631 Jul 202616d left+$0.02/sh+$239
cycle +$2,311
[-$2,280…+$1,949] · 50% credit
81%
surv 75%
-$24,877 NOT
cap gain +$62,123
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.06/sh-$945
cycle +$1,127
[-$3,647…+$648] · 35% credit
84%
surv 80%
-$17,061 NOT
cap gain +$69,939
budget: banked $2,072 debit $945 (46% used ≈ 0.3 wk of income) → whole cycle still +$1,127 cash · rolled 148 ct earn ≈ $16,300/mo while parked; 52 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$15,540/mo
vs 50% target ($23,455/mo)-34%
vs normal income ($46,909/mo)33% covered
Net income (after hedge)$15,682/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$55,396
… as % of IC ($7,600)728.9%
… as % of ML ($207,600)26.7%
Recovery months (at normal income)1.2 mo
Surgical close (148 ct)$-64,528
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.14 collected) or spot ≥ $14.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.15
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
≥ $14.15
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.5σ)$2,072$-54,996+$32,004+$1,924
+2.5%$14.35 (1.9σ)$-3,108$-53,876+$33,124-$3,256
+5%$14.70 (2.2σ)$-8,288$-52,756+$34,244-$8,436
SS (= V-bounce)$22.69 (9.6σ)$-126,540$-27,188+$59,812-$126,688
V-BOUNCE STRESS (stock → CC-SS $17.88, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,774
− CC assignment net of premium (148 × $14): -$55,396
+ Conservative CC premium (52 × $23): +$52
Total Position P&L @ SS: $-42,570 (+$44,430 vs today)
Do-nothing baseline at SS: $12,974 (this trade vs do-nothing: $-55,544, the opportunity cost of earning $15,540/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,344, position total $-48,852 (+$38,148 vs today)
🛡 safe yield200 × $1417 Jul4d13.5%93%14%$2,800$21,000-$2,580$74,860
Sell 200 × $14 13.5% OTM over spot $12.34 17 Jul 2026 (4d, $0.15 mid)
= $2,800 credit for the 4d cycle → $21,000/mo projected
Survival (stays ≤ $14)
93%
Breach risk
7%
POP (stays ≤ $14.15)
95%
EV / mo
+$18,348
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-4.1] median, 0.1 mo SLOWER than no FIGHT (1.8 mo): roll costs eat the credits at this rung  ·  61% of paths whole by 9 mo (vs 50% without)  ·  ~3.5 challenges expected  ·  median CC cash $39,535
🛡 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)
8%
Flat exit net (mid-life)
-$10,224
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 84% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 200 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.92/sh now → $0.65 mid-life (likely $0.51–$1.04)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 251 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.32). 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 (200 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.30/sh+$6,046
cycle +$8,846
[+$3,801…+$8,654] · 92% credit
70%
surv 53%
-$48,274 NOT
cap gain +$38,726
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.18/sh+$3,541
cycle +$6,341
[-$26…+$6,109] · 75% credit
78%
surv 69%
-$29,899 NOT
cap gain +$57,101
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.08/sh+$1,618
cycle +$4,418
[-$1,385…+$3,845] · 65% credit
77%
surv 65%
-$40,822 NOT
cap gain +$46,178
Max even-money escape in the band~$1631 Jul 202616d left+$0.02/sh+$322
cycle +$3,122
[-$3,867…+$2,830] · 47% credit
81%
surv 75%
-$24,118 NOT
cap gain +$62,882
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.06/sh-$1,277
cycle +$1,523
[-$5,649…+$1,179] · 37% credit
84%
surv 80%
-$16,717 NOT
cap gain +$70,283
budget: banked $2,800 debit $1,277 (46% used ≈ 0.3 wk of income) → whole cycle still +$1,523 cash · rolled 200 ct earn ≈ $22,026/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$21,000/mo
vs 50% target ($23,455/mo)-10%
vs normal income ($46,909/mo)45% covered
Net income (after hedge)$21,000/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$74,860
… as % of IC ($7,600)985.0%
… as % of ML ($207,600)36.1%
Recovery months (at normal income)1.6 mo
Surgical close (200 ct)$-87,200
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.14 collected) or spot ≥ $14.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.15
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
≥ $14.15
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.5σ)$2,800$-54,320+$32,680+$2,600
+2.5%$14.35 (1.9σ)$-4,200$-55,020+$31,980-$4,400
+5%$14.70 (2.2σ)$-11,200$-55,720+$31,280-$11,400
SS (= V-bounce)$22.69 (9.6σ)$-171,000$-71,700+$15,300-$171,200
V-BOUNCE STRESS (stock → CC-SS $17.88, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,774
− CC assignment net of premium (200 × $14): -$74,860
Total Position P&L @ SS: $-62,086 (+$24,914 vs today)
Do-nothing baseline at SS: $12,974 (this trade vs do-nothing: $-75,060, the opportunity cost of earning $21,000/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,600, position total $-58,160 (+$28,840 vs today)
🎯 50% normal131 × $13.5017 Jul4d9.4%86%18%$3,144$23,580$54,273
Sell 131 × $13.50 9.4% OTM over spot $12.34 17 Jul 2026 (4d, $0.25 mid)
= $3,144 credit for the 4d cycle → $23,580/mo projected
Survival (stays ≤ $13.50)
86%
Breach risk
14%
POP (stays ≤ $13.75)
90%
EV / mo
+$18,703
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-4.2] median, 0.1 mo SLOWER than no FIGHT (2.0 mo): roll costs eat the credits at this rung  ·  64% of paths whole by 9 mo (vs 48% without)  ·  ~7.3 challenges expected  ·  median CC cash $48,515
🛡 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)
18%
Flat exit net (mid-life)
-$4,893
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 131 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.87/sh now → $0.61 mid-life (likely $0.58–$1.01)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 537 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.30). 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 (131 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.29/sh+$3,738
cycle +$6,882
[+$1,979…+$4,866] · 92% credit
70%
surv 53%
-$59,169 NOT
cap gain +$27,831
Max even-money escape in the band~$1531 Jul 202616d left+$0.14/sh+$1,854
cycle +$4,998
[-$632…+$2,824] · 66% credit
78%
surv 70%
-$40,173 NOT
cap gain +$46,827
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.06/sh+$759
cycle +$3,903
[-$1,369…+$1,561] · 49% credit
77%
surv 66%
-$50,268 NOT
cap gain +$36,732
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.21/sh-$2,705
cycle +$439
[-$6,047…-$2,098] · 3% credit
87%
surv 85%
-$17,732 NOT
cap gain +$69,268
budget: banked $3,144 debit $2,705 (86% used ≈ 0.5 wk of income) → whole cycle still +$439 cash · rolled 131 ct earn ≈ $9,998/mo while parked; 69 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$23,580/mo
vs 50% target ($23,455/mo)+1%
vs normal income ($46,909/mo)50% covered
Net income (after hedge)$23,768/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$54,273
… as % of IC ($7,600)714.1%
… as % of ML ($207,600)26.1%
Recovery months (at normal income)1.2 mo
Surgical close (131 ct)$-57,116
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 ≥ $13.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.75
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
≥ $13.75
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.1σ)$3,144$-62,907+$24,093+$3,013
+2.5%$13.84 (1.4σ)$-1,277$-61,253+$25,747-$1,408
+5%$14.18 (1.7σ)$-5,699$-59,599+$27,401-$5,830
SS (= V-bounce)$22.69 (9.6σ)$-117,245$-17,876+$69,124-$117,376
V-BOUNCE STRESS (stock → CC-SS $17.88, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,774
− CC assignment net of premium (131 × $13.50): -$54,273
+ Conservative CC premium (69 × $23): +$69
Total Position P&L @ SS: $-41,430 (+$45,570 vs today)
Do-nothing baseline at SS: $12,974 (this trade vs do-nothing: $-54,404, the opportunity cost of earning $23,580/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,558, position total $-51,049 (+$35,951 vs today)
100% normal161 × $1317 Jul4d5.3%74%53%$6,279$47,092+$23,513$72,337
Sell 161 × $13 5.3% OTM over spot $12.34 17 Jul 2026 (4d, $0.40 mid)
= $6,279 credit for the 4d cycle → $47,092/mo projected
Survival (stays ≤ $13)
74%
Breach risk
26%
POP (stays ≤ $13.40)
84%
EV / mo
+$31,757
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-3.9] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  77% of paths whole by 9 mo (vs 48% without)  ·  ~12.5 challenges expected  ·  median CC cash $70,751
🛡 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)
37%
Flat exit net (mid-life)
-$3,009
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 161 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.82/sh now → $0.58 mid-life (likely $0.64–$1.06)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$0.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,118 simulated challenges: the $13 strike is typically first touched on day 2 of 4, at $13 (overshoots $0.31). 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 (161 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1324 Jul 20269d left+$0.27/sh+$4,329
cycle +$10,608
[+$1,473…+$4,319] · 88% credit
70%
surv 53%
-$64,473 NOT
cap gain +$22,527
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202616d left+$0.30/sh+$4,823
cycle +$11,102
[+$1,391…+$4,770] · 87% credit
75%
surv 64%
-$52,099 NOT
cap gain +$34,901
Max even-money escape in the band~$1431 Jul 202616d left+$0.11/sh+$1,734
cycle +$8,013
[-$2,244…+$1,528] · 43% credit
79%
surv 71%
-$46,188 NOT
cap gain +$40,812
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.04/sh+$580
cycle +$6,859
[-$2,745…+$387] · 30% credit
78%
surv 67%
-$56,342 NOT
cap gain +$30,658
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.33/sh-$5,366
cycle +$913
[-$11,231…-$5,996]
90%
surv 89%
-$17,288 NOT
cap gain +$69,712
budget: banked $6,279 debit $5,366 (85% used ≈ 0.5 wk of income) → whole cycle still +$913 cash · rolled 161 ct earn ≈ $7,352/mo while parked; 39 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$47,092/mo
vs 50% target ($23,455/mo)+101%
vs normal income ($46,909/mo)100% covered
Net income (after hedge)$47,199/mo
Downside budget
⚠ $13 is $5 below CC-SS $17.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$72,337
… as % of IC ($7,600)951.8%
… as % of ML ($207,600)34.8%
Recovery months (at normal income)1.5 mo
Surgical close (161 ct)$-70,196
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $13.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $13)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.40
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
≥ $13.40
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$6,279$-68,802+$18,198+$6,118
+2.5%$13.32 (≤1σ, normal week)$1,047$-68,184+$18,816+$886
+5%$13.65 (1.2σ)$-4,186$-67,567+$19,433-$4,347
SS (= V-bounce)$22.69 (9.6σ)$-149,730$-50,391+$36,609-$149,891
V-BOUNCE STRESS (stock → CC-SS $17.88, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,774
− CC assignment net of premium (161 × $13): -$72,337
+ Conservative CC premium (39 × $23): +$39
Total Position P&L @ SS: $-59,524 (+$27,476 vs today)
Do-nothing baseline at SS: $12,974 (this trade vs do-nothing: $-72,498, the opportunity cost of earning $47,092/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$40,733, position total $-63,254 (+$23,746 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 MARA are the tiebreakers.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $7,530/mo

🎯 Engine pick: sell 183 × $13.50 (primary), 75% survival, breach 25%, $23,457/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 82% (breach 25% → 18%) for $7,977/mo less (34% 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 $14 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $12.34 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $1524 Jul11d21.6%91%18%$3,400$9,273-$14,185$54,260
Sell 200 × $15 21.6% OTM over spot $12.34 24 Jul 2026 (11d, $0.18 mid)
= $3,400 credit for the 11d cycle → $9,273/mo projected
Survival (stays ≤ $15)
91%
Breach risk
9%
POP (stays ≤ $15.19)
93%
EV / mo
+$6,606
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-3.9] median, 0.2 mo SLOWER than no FIGHT (1.7 mo): roll costs eat the credits at this rung  ·  62% of paths whole by 9 mo (vs 52% without)  ·  ~1.9 challenges expected  ·  median CC cash $30,151
🛡 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)
11%
Flat exit net (mid-life)
-$15,610
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 78% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 200 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.34/sh now → $0.95 mid-life (likely $0.76–$1.28)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 343 simulated challenges: the $15 strike is typically first touched on day 8 of 11, at $15 (overshoots $0.38). 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 (200 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1531 Jul 202612d left+$0.34/sh+$6,701
cycle +$10,101
[+$6,011…+$10,086] · 100% credit
71%
surv 54%
-$29,019 NOT
cap gain +$57,981
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.06/sh+$1,135
cycle +$4,535
[-$256…+$3,757] · 71% credit
75%
surv 63%
-$22,705 NOT
cap gain +$64,295
Max even-money escape in the band~$1631 Jul 202612d left+$0.06/sh+$1,135
cycle +$4,535
[-$256…+$3,757] · 71% credit
75%
surv 63%
-$22,705 NOT
cap gain +$64,295
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.14/sh-$2,827
cycle +$573
[-$4,870…-$597] · 22% credit
78%
surv 69%
-$17,667 NOT
cap gain +$69,333
budget: banked $3,400 debit $2,827 (83% used ≈ 1.3 wk of income) → whole cycle still +$573 cash · rolled 200 ct earn ≈ $40,459/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$9,273/mo
vs 50% target ($23,455/mo)-60%
vs normal income ($46,909/mo)20% covered
Net income (after hedge)$9,273/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$54,260
… as % of IC ($7,600)713.9%
… as % of ML ($207,600)26.1%
Recovery months (at normal income)1.2 mo
Surgical close (200 ct)$-87,300
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $15.19 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $15)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.19
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
≥ $15.19
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.5σ)$3,400$-35,720+$51,280+$3,200
+2.5%$15.37 (1.7σ)$-4,100$-36,470+$50,530-$4,300
+5%$15.75 (1.9σ)$-11,600$-37,220+$49,780-$11,800
SS (= V-bounce)$22.69 (5.8σ)$-150,400$-51,100+$35,900-$150,600
V-BOUNCE STRESS (stock → CC-SS $17.88, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,774
− CC assignment net of premium (200 × $15): -$54,260
Total Position P&L @ SS: $-41,486 (+$45,514 vs today)
Do-nothing baseline at SS: $12,974 (this trade vs do-nothing: $-54,460, the opportunity cost of earning $9,273/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$15,000, position total $-37,560 (+$49,440 vs today)
33% normal ← lean172 × $1424 Jul11d13.5%82%37%$5,676$15,480-$7,977$61,111
Sell 172 × $14 13.5% OTM over spot $12.34 24 Jul 2026 (11d, $0.35 mid)
= $5,676 credit for the 11d cycle → $15,480/mo projected
Survival (stays ≤ $14)
82%
Breach risk
18%
POP (stays ≤ $14.35)
86%
EV / mo
+$9,216
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-3.7] median  ·  58% of paths whole by 9 mo (vs 50% without)  ·  ~4.2 challenges expected  ·  median CC cash $42,795
🛡 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)
-$8,929
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 83% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 172 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.20/sh now → $0.85 mid-life (likely $0.78–$1.23)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$0.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 866 simulated challenges: the $14 strike is typically first touched on day 7 of 11, at $14 (overshoots $0.35). 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 (172 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.30/sh+$5,200
cycle +$10,876
[+$4,134…+$6,713] · 100% credit
73%
surv 56%
-$43,336 NOT
cap gain +$43,664
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.30/sh+$5,186
cycle +$10,862
[+$3,841…+$6,849] · 100% credit
71%
surv 53%
-$46,230 NOT
cap gain +$40,770
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.02/sh+$331
cycle +$6,007
[-$1,409…+$1,492] · 43% credit
76%
surv 64%
-$39,205 NOT
cap gain +$47,795
Max even-money escape in the band~$1531 Jul 202612d left+$0.02/sh+$331
cycle +$6,007
[-$1,409…+$1,492] · 43% credit
76%
surv 64%
-$39,205 NOT
cap gain +$47,795
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.33/sh-$5,623
cycle +$53
[-$8,428…-$5,054] · 0% credit
83%
surv 77%
-$27,159 NOT
cap gain +$59,841
budget: banked $5,676 debit $5,623 (99% used ≈ 1.6 wk of income) → whole cycle still +$53 cash · rolled 172 ct earn ≈ $22,455/mo while parked; 28 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$15,480/mo
vs 50% target ($23,455/mo)-34%
vs normal income ($46,909/mo)33% covered
Net income (after hedge)$15,556/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$61,111
… as % of IC ($7,600)804.1%
… as % of ML ($207,600)29.4%
Recovery months (at normal income)1.3 mo
Surgical close (172 ct)$-75,164
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.33 collected) or spot ≥ $14.35 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.35
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
≥ $14.35
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$5,676$-51,416+$35,584+$5,504
+2.5%$14.35 (1.1σ)$-344$-51,136+$35,864-$516
+5%$14.70 (1.3σ)$-6,364$-50,856+$36,144-$6,536
SS (= V-bounce)$22.69 (5.8σ)$-143,792$-44,464+$42,536-$143,964
V-BOUNCE STRESS (stock → CC-SS $17.88, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,774
− CC assignment net of premium (172 × $14): -$61,111
+ Conservative CC premium (28 × $23): +$28
Total Position P&L @ SS: $-48,310 (+$38,690 vs today)
Do-nothing baseline at SS: $12,974 (this trade vs do-nothing: $-61,283, the opportunity cost of earning $15,480/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,348, position total $-49,880 (+$37,120 vs today)
🎯 50% normal183 × $13.5024 Jul11d9.4%75%40%$8,601$23,457$71,607
Sell 183 × $13.50 9.4% OTM over spot $12.34 24 Jul 2026 (11d, $0.49 mid)
= $8,601 credit for the 11d cycle → $23,457/mo projected
Survival (stays ≤ $13.50)
75%
Breach risk
25%
POP (stays ≤ $13.99)
82%
EV / mo
+$12,557
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.8] median, 0.1 mo faster than no FIGHT (1.9 mo)  ·  64% of paths whole by 9 mo (vs 49% without)  ·  ~6.0 challenges expected  ·  median CC cash $49,929
🛡 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)
-$6,048
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 87% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 183 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.13/sh now → $0.80 mid-life (likely $0.87–$1.27)≈ $0 at expiry  |  you banked $0.47/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,196 simulated challenges: the $14 strike is typically first touched on day 5 of 11, at $14 (overshoots $0.33). 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 (183 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.28/sh+$5,140
cycle +$13,741
[+$3,670…+$5,423] · 100% credit
73%
surv 56%
-$49,482 NOT
cap gain +$37,518
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.29/sh+$5,221
cycle +$13,822
[+$3,422…+$5,494] · 100% credit
71%
surv 53%
-$52,281 NOT
cap gain +$34,719
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.00/sh+$28
cycle +$8,629
[-$2,254…-$130] · 24% credit
76%
surv 64%
-$45,594 NOT
cap gain +$41,406
Max even-money escape in the band~$1431 Jul 202612d left+$0.00/sh+$28
cycle +$8,629
[-$2,254…-$130] · 24% credit
76%
surv 64%
-$45,594 NOT
cap gain +$41,406
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.42/sh-$7,652
cycle +$949
[-$11,515…-$8,406]
87%
surv 83%
-$26,274 NOT
cap gain +$60,726
budget: banked $8,601 debit $7,652 (89% used ≈ 1.4 wk of income) → whole cycle still +$949 cash · rolled 183 ct earn ≈ $17,493/mo while parked; 17 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$23,457/mo
vs 50% target ($23,455/mo)+0%
vs normal income ($46,909/mo)50% covered
Net income (after hedge)$23,504/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$71,607
… as % of IC ($7,600)942.2%
… as % of ML ($207,600)34.5%
Recovery months (at normal income)1.5 mo
Surgical close (183 ct)$-79,971
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.47 collected) or spot ≥ $13.99 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.99
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
≥ $13.99
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$8,601$-57,502+$29,498+$8,418
+2.5%$13.84 (≤1σ, normal week)$2,425$-57,603+$29,397+$2,242
+5%$14.18 (1.0σ)$-3,752$-57,704+$29,296-$3,935
SS (= V-bounce)$22.69 (5.8σ)$-159,576$-60,259+$26,741-$159,759
V-BOUNCE STRESS (stock → CC-SS $17.88, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,774
− CC assignment net of premium (183 × $13.50): -$71,607
+ Conservative CC premium (17 × $23): +$17
Total Position P&L @ SS: $-58,817 (+$28,183 vs today)
Do-nothing baseline at SS: $12,974 (this trade vs do-nothing: $-71,790, the opportunity cost of earning $23,457/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,685, position total $-58,228 (+$28,772 vs today)
100% normal200 × $12.5024 Jul11d1.3%56%92%$17,200$46,909+$23,452$90,460
Sell 200 × $12.50 1.3% OTM over spot $12.34 24 Jul 2026 (11d, $0.87 mid)
= $17,200 credit for the 11d cycle → $46,909/mo projected
Survival (stays ≤ $12.50)
56%
Breach risk
44%
POP (stays ≤ $13.37)
73%
EV / mo
+$17,729
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-3.5] median, 0.2 mo faster than no FIGHT (2.2 mo)  ·  74% of paths whole by 9 mo (vs 54% without)  ·  ~16.8 challenges expected  ·  median CC cash $51,814
🛡 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)
77%
Flat exit net (mid-life)
+$3,055
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 200 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.00/sh now → $0.71 mid-life (likely $0.98–$1.34)≈ $0 at expiry  |  you banked $0.86/sh, so a flat mid-life exit nets +$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,318 simulated challenges: the $12 strike is typically first touched on day 3 of 11, at $13 (overshoots $0.36). 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 (200 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1331 Jul 202612d left+$0.24/sh+$4,793
cycle +$21,993
[+$2,646…+$3,525] · 100% credit
73%
surv 56%
-$59,247 NOT
cap gain +$27,753
Max even-money escape in the band~$1331 Jul 202612d left+$0.24/sh+$4,793
cycle +$21,993
[+$2,646…+$3,525] · 100% credit
73%
surv 56%
-$59,247 NOT
cap gain +$27,753
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1231 Jul 202612d left+$0.25/sh+$5,082
cycle +$22,282
[+$2,439…+$3,566] · 98% credit
71%
surv 53%
-$61,838 NOT
cap gain +$25,162
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.51/sh-$10,179
cycle +$7,021
[-$17,281…-$13,200]
91%
surv 90%
-$29,219 NOT
cap gain +$57,781
budget: banked $17,200 debit $10,179 (59% used ≈ 0.9 wk of income) → whole cycle still +$7,021 cash · rolled 200 ct earn ≈ $9,915/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$46,909/mo
vs 50% target ($23,455/mo)+100%
vs normal income ($46,909/mo)100% covered
Net income (after hedge)$46,909/mo
Downside budget
⚠ $12.50 is $5 below CC-SS $17.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$90,460
… as % of IC ($7,600)1190.3%
… as % of ML ($207,600)43.6%
Recovery months (at normal income)1.9 mo
Surgical close (200 ct)$-87,200
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 $0.86 collected) or spot ≥ $13.37 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $12)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-13.37
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
≥ $13.37
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$17,200$-66,920+$20,080+$17,000
+2.5%$12.81 (≤1σ, normal week)$10,950$-67,545+$19,455+$10,750
+5%$13.12 (≤1σ, normal week)$4,700$-68,170+$18,830+$4,500
SS (= V-bounce)$22.69 (5.8σ)$-186,600$-87,300-$300-$186,800
V-BOUNCE STRESS (stock → CC-SS $17.88, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,774
− CC assignment net of premium (200 × $12.50): -$90,460
Total Position P&L @ SS: $-77,686 (+$9,314 vs today)
Do-nothing baseline at SS: $12,974 (this trade vs do-nothing: $-90,660, the opportunity cost of earning $46,909/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$51,200, position total $-73,760 (+$13,240 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 MARA are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (8 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 8 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: 0.900 (fallback)  |  Recovery@SS: +$99,774 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $12,974

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.504d17 Jul 2026$0.24131/200$23,580$23,76886%90%+$18,703-$54,273714.1%$-41,430 (vs do-nothing $-54,404)
$13.5011d24 Jul 2026$0.47183/200$23,457$23,50475%82%+$12,557-$71,607942.2%$-58,817 (vs do-nothing $-71,790)
$134d17 Jul 2026$0.3981/200$23,692$24,01774%84%+$15,977-$36,393478.9%$-23,501 (vs do-nothing $-36,474)
$1311d24 Jul 2026$0.63137/200$23,539$23,71167%78%+$10,533-$58,266766.7%$-45,429 (vs do-nothing $-58,403)
$1318d31 Jul 2026$0.85166/200$23,517$23,60964%76%+$8,543-$66,947880.9%$-54,140 (vs do-nothing $-67,113)
$12.504d17 Jul 2026$0.6152/200$23,790$24,19458%78%+$12,707-$24,819326.6%$-11,898 (vs do-nothing $-24,871)
$12.5018d31 Jul 2026$1.13125/200$23,542$23,74656%73%+$8,088-$53,162699.5%$-40,314 (vs do-nothing $-53,287)
$12.5011d24 Jul 2026$0.86100/200$23,455$23,72756%73%+$8,864-$45,230595.1%$-32,356 (vs do-nothing $-45,330)

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 200 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-13 13:12