FORTRESS FIGHT: MARA-LC20-1299 @ $12.38

BE SS: $22.69  |  CC-SS: $17.93  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:27

MARA-LC20-1299 @ $12.38   UNDERWATER $10.31 (45.4% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
MARA reports 2026-07-29 (Wed), in 16 days. The CC strikes recommended below expire on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. Wait for the print, or sell only an expiry that closes BEFORE 2026-07-29.

200 contracts (20,000 sh)  |  BE SS: $22.69  |  CC-SS: $17.93  |  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 ≈ $7,575/mo (info only, already in marks)
Unrealized P&L$-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 $17.93 (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 16 · 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 85%, breach 15%) 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 27% (+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 $54,898 (722% 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, 85% survival, $23,580/mo (E[net] $12,561/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 × $13.5085%$23,580$12,561
NEXT FRIDAY24 Jul 2026 · 11d183 × $13.5075%$23,457$7,885

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $12,561/mo 🏆 GRAND PICK

🎯 Engine pick: sell 131 × $13.50 (primary), 85% survival, breach 15%, $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 15% → 7%) for $2,580/mo less (11% income) buys safety you do not really need here.
MARA  spot $12.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal148 × $1417 Jul4d13.1%93%15%$2,072$15,540-$8,040$56,102
Sell 148 × $14 13.1% OTM over spot $12.38 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)
94%
EV / mo
+$13,355
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.2-3.5] median, 0.2 mo faster than no FIGHT (2.2 mo)  ·  57% of paths whole by 9 mo (vs 50% without)  ·  ~3.8 challenges expected  ·  median CC cash $32,950
🛡 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)
-$7,057
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 84% POP
79% 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: $0.87/sh now → $0.62 mid-life (likely $0.53–$0.97)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 248 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (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 (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+$0.33/sh+$4,909
cycle +$6,981
[+$3,411…+$6,535] · 97% credit
70%
surv 53%
-$50,807 NOT
cap gain +$36,193
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.20/sh+$2,988
cycle +$5,060
[+$695…+$4,535] · 81% credit
78%
surv 69%
-$32,568 NOT
cap gain +$54,432
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.11/sh+$1,591
cycle +$3,663
[-$317…+$2,918] · 72% credit
76%
surv 65%
-$42,965 NOT
cap gain +$44,035
Max even-money escape in the band~$1631 Jul 202616d left+$0.04/sh+$616
cycle +$2,688
[-$2,071…+$2,049] · 53% credit
81%
surv 74%
-$25,940 NOT
cap gain +$61,060
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-$0.04/sh-$567
cycle +$1,505
[-$3,380…+$805] · 36% credit
84%
surv 79%
-$18,123 NOT
cap gain +$68,877
budget: banked $2,072 debit $567 (27% used ≈ 0.2 wk of income) → whole cycle still +$1,505 cash · rolled 148 ct earn ≈ $16,052/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 $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$56,102
… as % of IC ($7,600)738.2%
… as % of ML ($207,600)27.0%
Recovery months (at normal income)1.2 mo
Surgical close (148 ct)$-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)$2,072$-55,716+$31,284+$1,924
+2.5%$14.35 (1.8σ)$-3,108$-54,596+$32,404-$3,256
+5%$14.70 (2.1σ)$-8,288$-53,476+$33,524-$8,436
SS (= V-bounce)$22.69 (9.5σ)$-126,540$-27,908+$59,092-$126,688
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,912
− CC assignment net of premium (148 × $14): -$56,102
+ Conservative CC premium (52 × $23): +$52
Total Position P&L @ SS: $-43,138 (+$43,862 vs today)
Do-nothing baseline at SS: $13,112 (this trade vs do-nothing: $-56,250, 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 $-49,572 (+$37,428 vs today)
🛡 safe yield200 × $1417 Jul4d13.1%93%15%$2,800$21,000-$2,580$75,814
Sell 200 × $14 13.1% OTM over spot $12.38 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)
94%
EV / mo
+$18,047
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-4.0] median  ·  61% of paths whole by 9 mo (vs 50% without)  ·  ~3.6 challenges expected  ·  median CC cash $42,639
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
9%
Flat exit net (mid-life)
-$9,536
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 84% POP
79% 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: $0.87/sh now → $0.62 mid-life (likely $0.52–$1.00)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 272 simulated challenges: the $14 strike is typically first touched on day 3 of 4, 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 (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+$0.33/sh+$6,634
cycle +$9,434
[+$4,412…+$8,863] · 94% credit
70%
surv 53%
-$48,406 NOT
cap gain +$38,594
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.20/sh+$4,038
cycle +$6,838
[+$678…+$6,306] · 79% credit
78%
surv 69%
-$30,842 NOT
cap gain +$56,158
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.11/sh+$2,150
cycle +$4,950
[-$623…+$4,087] · 71% credit
76%
surv 65%
-$41,730 NOT
cap gain +$45,270
Max even-money escape in the band~$1631 Jul 202616d left+$0.04/sh+$832
cycle +$3,632
[-$3,016…+$3,024] · 53% credit
81%
surv 74%
-$25,048 NOT
cap gain +$61,952
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-$0.04/sh-$767
cycle +$2,033
[-$4,876…+$1,258] · 38% credit
84%
surv 79%
-$17,647 NOT
cap gain +$69,353
budget: banked $2,800 debit $767 (27% used ≈ 0.2 wk of income) → whole cycle still +$2,033 cash · rolled 200 ct earn ≈ $21,692/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 $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$75,814
… as % of IC ($7,600)997.6%
… as % of ML ($207,600)36.5%
Recovery months (at normal income)1.6 mo
Surgical close (200 ct)$-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)$2,800$-55,040+$31,960+$2,600
+2.5%$14.35 (1.8σ)$-4,200$-55,740+$31,260-$4,400
+5%$14.70 (2.1σ)$-11,200$-56,440+$30,560-$11,400
SS (= V-bounce)$22.69 (9.5σ)$-171,000$-72,420+$14,580-$171,200
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,912
− CC assignment net of premium (200 × $14): -$75,814
Total Position P&L @ SS: $-62,901 (+$24,099 vs today)
Do-nothing baseline at SS: $13,112 (this trade vs do-nothing: $-76,014, 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 $-58,880 (+$28,120 vs today)
🎯 50% normal131 × $13.5017 Jul4d9.0%85%19%$3,144$23,580$54,898
Sell 131 × $13.50 9.0% OTM over spot $12.38 17 Jul 2026 (4d, $0.25 mid)
= $3,144 credit for the 4d cycle → $23,580/mo projected
Survival (stays ≤ $13.50)
85%
Breach risk
15%
POP (stays ≤ $13.75)
90%
EV / mo
+$18,228
📈 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)  ·  ~7.6 challenges expected  ·  median CC cash $49,924
🛡 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)
19%
Flat exit net (mid-life)
-$4,468
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 87% POP
84% 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: $0.82/sh now → $0.58 mid-life (likely $0.56–$0.99)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 579 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (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 (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+$0.31/sh+$4,101
cycle +$7,245
[+$2,392…+$5,137] · 94% credit
70%
surv 53%
-$59,526 NOT
cap gain +$27,474
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.17/sh+$2,177
cycle +$5,321
[-$322…+$3,036] · 70% credit
78%
surv 70%
-$41,290 NOT
cap gain +$45,710
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.08/sh+$1,105
cycle +$4,249
[-$1,035…+$1,842] · 55% credit
77%
surv 65%
-$51,362 NOT
cap gain +$35,638
Max even-money escape in the band~$1531 Jul 202616d left+$0.01/sh+$128
cycle +$3,272
[-$2,757…+$844] · 34% credit
81%
surv 75%
-$34,339 NOT
cap gain +$52,661
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-$0.18/sh-$2,364
cycle +$780
[-$5,756…-$1,859] · 4% credit
87%
surv 84%
-$18,831 NOT
cap gain +$68,169
budget: banked $3,144 debit $2,364 (75% used ≈ 0.4 wk of income) → whole cycle still +$780 cash · rolled 131 ct earn ≈ $9,842/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 $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$54,898
… as % of IC ($7,600)722.3%
… as % of ML ($207,600)26.4%
Recovery months (at normal income)1.2 mo
Surgical close (131 ct)$-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 (1.0σ)$3,144$-63,627+$23,373+$3,013
+2.5%$13.84 (1.3σ)$-1,277$-61,973+$25,027-$1,408
+5%$14.18 (1.7σ)$-5,699$-60,319+$26,680-$5,830
SS (= V-bounce)$22.69 (9.5σ)$-117,245$-18,596+$68,404-$117,376
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,912
− CC assignment net of premium (131 × $13.50): -$54,898
+ Conservative CC premium (69 × $23): +$69
Total Position P&L @ SS: $-41,917 (+$45,083 vs today)
Do-nothing baseline at SS: $13,112 (this trade vs do-nothing: $-55,029, 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 $-51,769 (+$35,231 vs today)
100% normal161 × $1317 Jul4d5.0%73%55%$6,279$47,092+$23,513$73,105
Sell 161 × $13 5.0% OTM over spot $12.38 17 Jul 2026 (4d, $0.40 mid)
= $6,279 credit for the 4d cycle → $47,092/mo projected
Survival (stays ≤ $13)
73%
Breach risk
27%
POP (stays ≤ $13.40)
83%
EV / mo
+$30,528
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-3.8] median, 0.2 mo faster than no FIGHT (2.3 mo)  ·  78% of paths whole by 9 mo (vs 48% without)  ·  ~13.0 challenges expected  ·  median CC cash $69,774
🛡 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)
39%
Flat exit net (mid-life)
-$2,518
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: $0.77/sh now → $0.55 mid-life (likely $0.62–$1.02)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,176 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+$0.29/sh+$4,749
cycle +$11,028
[+$2,092…+$4,686] · 92% credit
70%
surv 53%
-$64,773 NOT
cap gain +$22,227
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202616d left+$0.32/sh+$5,211
cycle +$11,490
[+$1,919…+$5,088] · 89% credit
75%
surv 63%
-$53,151 NOT
cap gain +$33,849
Max even-money escape in the band~$1431 Jul 202616d left+$0.13/sh+$2,127
cycle +$8,406
[-$1,728…+$1,866] · 52% credit
78%
surv 70%
-$47,235 NOT
cap gain +$39,765
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+$1,002
cycle +$7,281
[-$2,180…+$780] · 36% credit
77%
surv 66%
-$57,360 NOT
cap gain +$29,640
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.31/sh-$4,938
cycle +$1,341
[-$10,634…-$5,722]
90%
surv 89%
-$18,300 NOT
cap gain +$68,700
budget: banked $6,279 debit $4,938 (79% used ≈ 0.5 wk of income) → whole cycle still +$1,341 cash · rolled 161 ct earn ≈ $7,236/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 $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$73,105
… as % of IC ($7,600)961.9%
… as % of ML ($207,600)35.2%
Recovery months (at normal income)1.6 mo
Surgical close (161 ct)$-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)$6,279$-69,522+$17,478+$6,118
+2.5%$13.32 (≤1σ, normal week)$1,047$-68,904+$18,095+$886
+5%$13.65 (1.2σ)$-4,186$-68,287+$18,713-$4,347
SS (= V-bounce)$22.69 (9.5σ)$-149,730$-51,111+$35,889-$149,891
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,912
− CC assignment net of premium (161 × $13): -$73,105
+ Conservative CC premium (39 × $23): +$39
Total Position P&L @ SS: $-60,154 (+$26,846 vs today)
Do-nothing baseline at SS: $13,112 (this trade vs do-nothing: $-73,266, 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 $-63,974 (+$23,026 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] $7,885/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 $12.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $1524 Jul11d21.2%91%19%$3,400$9,273-$14,185$55,214
Sell 200 × $15 21.2% OTM over spot $12.38 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)
92%
EV / mo
+$6,443
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-4.0] 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)  ·  ~2.0 challenges expected  ·  median CC cash $29,905
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$15,000
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: $1.30/sh now → $0.92 mid-life (likely $0.75–$1.21)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 360 simulated challenges: the $15 strike is typically first touched on day 8 of 11, at $15 (overshoots $0.37). 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+$0.36/sh+$7,177
cycle +$10,577
[+$6,521…+$10,408] · 100% credit
71%
surv 54%
-$29,263 NOT
cap gain +$57,737
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.08/sh+$1,556
cycle +$4,956
[+$343…+$4,154] · 80% credit
75%
surv 62%
-$23,724 NOT
cap gain +$63,276
Max even-money escape in the band~$1631 Jul 202612d left+$0.08/sh+$1,556
cycle +$4,956
[+$343…+$4,154] · 80% credit
75%
surv 62%
-$23,724 NOT
cap gain +$63,276
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-$0.12/sh-$2,397
cycle +$1,003
[-$4,098…-$261] · 23% credit
78%
surv 69%
-$18,677 NOT
cap gain +$68,323
budget: banked $3,400 debit $2,397 (71% used ≈ 1.1 wk of income) → whole cycle still +$1,003 cash · rolled 200 ct earn ≈ $40,007/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 $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$55,214
… as % of IC ($7,600)726.5%
… as % of ML ($207,600)26.6%
Recovery months (at normal income)1.2 mo
Surgical close (200 ct)$-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)$3,400$-36,440+$50,560+$3,200
+2.5%$15.37 (1.7σ)$-4,100$-37,190+$49,810-$4,300
+5%$15.75 (1.9σ)$-11,600$-37,940+$49,060-$11,800
SS (= V-bounce)$22.69 (5.7σ)$-150,400$-51,820+$35,180-$150,600
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,912
− CC assignment net of premium (200 × $15): -$55,214
Total Position P&L @ SS: $-42,301 (+$44,699 vs today)
Do-nothing baseline at SS: $13,112 (this trade vs do-nothing: $-55,414, 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 $-38,280 (+$48,720 vs today)
33% normal ← lean172 × $1424 Jul11d13.1%82%38%$5,676$15,480-$7,977$61,932
Sell 172 × $14 13.1% OTM over spot $12.38 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
+$8,888
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-3.8] median  ·  58% of paths whole by 9 mo (vs 49% without)  ·  ~4.4 challenges expected  ·  median CC cash $42,959
🛡 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)
30%
Flat exit net (mid-life)
-$8,461
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 82% 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: $1.16/sh now → $0.82 mid-life (likely $0.79–$1.23)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$0.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 890 simulated challenges: the $14 strike is typically first touched on day 6 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+$0.32/sh+$5,556
cycle +$11,232
[+$4,545…+$6,946] · 100% credit
72%
surv 55%
-$44,420 NOT
cap gain +$42,580
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.32/sh+$5,552
cycle +$11,228
[+$4,345…+$7,041] · 100% credit
71%
surv 53%
-$46,584 NOT
cap gain +$40,416
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.04/sh+$694
cycle +$6,370
[-$1,027…+$1,502] · 48% credit
75%
surv 63%
-$40,282 NOT
cap gain +$46,718
Max even-money escape in the band~$1531 Jul 202612d left+$0.04/sh+$694
cycle +$6,370
[-$1,027…+$1,502] · 48% credit
75%
surv 63%
-$40,282 NOT
cap gain +$46,718
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-$0.31/sh-$5,247
cycle +$429
[-$8,150…-$4,963] · 1% credit
82%
surv 77%
-$28,223 NOT
cap gain +$58,777
budget: banked $5,676 debit $5,247 (92% used ≈ 1.5 wk of income) → whole cycle still +$429 cash · rolled 172 ct earn ≈ $22,225/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 $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$61,932
… as % of IC ($7,600)814.9%
… as % of ML ($207,600)29.8%
Recovery months (at normal income)1.3 mo
Surgical close (172 ct)$-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)$5,676$-52,136+$34,864+$5,504
+2.5%$14.35 (1.1σ)$-344$-51,856+$35,144-$516
+5%$14.70 (1.3σ)$-6,364$-51,576+$35,424-$6,536
SS (= V-bounce)$22.69 (5.7σ)$-143,792$-45,184+$41,816-$143,964
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,912
− CC assignment net of premium (172 × $14): -$61,932
+ Conservative CC premium (28 × $23): +$28
Total Position P&L @ SS: $-48,991 (+$38,009 vs today)
Do-nothing baseline at SS: $13,112 (this trade vs do-nothing: $-62,104, 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 $-50,600 (+$36,400 vs today)
🎯 50% normal183 × $13.5024 Jul11d9.0%75%40%$8,601$23,457$72,481
Sell 183 × $13.50 9.0% OTM over spot $12.38 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
+$12,043
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-4.0] median, 0.1 mo faster than no FIGHT (1.9 mo)  ·  64% of paths whole by 9 mo (vs 49% without)  ·  ~6.3 challenges expected  ·  median CC cash $50,333
🛡 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)
-$5,579
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% 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: $1.10/sh now → $0.77 mid-life (likely $0.87–$1.24)≈ $0 at expiry  |  you banked $0.47/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,208 simulated challenges: the $14 strike is typically first touched on day 5 of 11, at $14 (overshoots $0.34). 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
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.31/sh+$5,588
cycle +$14,189
[+$3,956…+$5,797] · 100% credit
71%
surv 53%
-$52,634 NOT
cap gain +$34,366
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.30/sh+$5,522
cycle +$14,123
[+$4,148…+$5,730] · 100% credit
72%
surv 55%
-$50,540 NOT
cap gain +$36,460
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.02/sh+$414
cycle +$9,015
[-$1,796…+$139] · 27% credit
75%
surv 64%
-$46,648 NOT
cap gain +$40,352
Max even-money escape in the band~$1431 Jul 202612d left+$0.02/sh+$414
cycle +$9,015
[-$1,796…+$139] · 27% credit
75%
surv 64%
-$46,648 NOT
cap gain +$40,352
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-$0.40/sh-$7,255
cycle +$1,346
[-$11,018…-$8,171]
86%
surv 83%
-$27,317 NOT
cap gain +$59,683
budget: banked $8,601 debit $7,255 (84% used ≈ 1.3 wk of income) → whole cycle still +$1,346 cash · rolled 183 ct earn ≈ $17,313/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 $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$72,481
… as % of IC ($7,600)953.7%
… as % of ML ($207,600)34.9%
Recovery months (at normal income)1.5 mo
Surgical close (183 ct)$-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)$8,601$-58,222+$28,778+$8,418
+2.5%$13.84 (≤1σ, normal week)$2,425$-58,323+$28,677+$2,242
+5%$14.18 (≤1σ, normal week)$-3,752$-58,424+$28,575-$3,935
SS (= V-bounce)$22.69 (5.7σ)$-159,576$-60,979+$26,021-$159,759
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,912
− CC assignment net of premium (183 × $13.50): -$72,481
+ Conservative CC premium (17 × $23): +$17
Total Position P&L @ SS: $-59,551 (+$27,449 vs today)
Do-nothing baseline at SS: $13,112 (this trade vs do-nothing: $-72,664, 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 $-58,948 (+$28,052 vs today)
100% normal200 × $12.5024 Jul11d1.0%56%94%$17,200$46,909+$23,452$91,414
Sell 200 × $12.50 1.0% OTM over spot $12.38 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
+$16,664
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-3.6] median, 0.2 mo faster than no FIGHT (2.2 mo)  ·  74% of paths whole by 9 mo (vs 54% without)  ·  ~17.9 challenges expected  ·  median CC cash $50,643
🛡 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)
79%
Flat exit net (mid-life)
+$3,507
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: $0.97/sh now → $0.68 mid-life (likely $0.96–$1.31)≈ $0 at expiry  |  you banked $0.86/sh, so a flat mid-life exit nets +$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,365 simulated challenges: the $12 strike is typically first touched on day 3 of 11, at $13 (overshoots $0.37). 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+$0.26/sh+$5,216
cycle +$22,416
[+$3,245…+$4,000] · 100% credit
72%
surv 56%
-$60,264 NOT
cap gain +$26,736
Max even-money escape in the band~$1331 Jul 202612d left+$0.26/sh+$5,216
cycle +$22,416
[+$3,245…+$4,000] · 100% credit
72%
surv 56%
-$60,264 NOT
cap gain +$26,736
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+$0.27/sh+$5,437
cycle +$22,637
[+$3,091…+$4,029] · 100% credit
71%
surv 53%
-$62,203 NOT
cap gain +$24,797
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.49/sh-$9,758
cycle +$7,442
[-$16,705…-$12,708]
91%
surv 90%
-$30,238 NOT
cap gain +$56,762
budget: banked $17,200 debit $9,758 (57% used ≈ 0.9 wk of income) → whole cycle still +$7,442 cash · rolled 200 ct earn ≈ $9,837/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 $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$91,414
… as % of IC ($7,600)1202.8%
… as % of ML ($207,600)44.0%
Recovery months (at normal income)1.9 mo
Surgical close (200 ct)$-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)$17,200$-67,640+$19,360+$17,000
+2.5%$12.81 (≤1σ, normal week)$10,950$-68,265+$18,735+$10,750
+5%$13.12 (≤1σ, normal week)$4,700$-68,890+$18,110+$4,500
SS (= V-bounce)$22.69 (5.7σ)$-186,600$-88,020-$1,020-$186,800
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$99,912
− CC assignment net of premium (200 × $12.50): -$91,414
Total Position P&L @ SS: $-78,501 (+$8,499 vs today)
Do-nothing baseline at SS: $13,112 (this trade vs do-nothing: $-91,614, 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 $-74,480 (+$12,520 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: +$99,912 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $13,112

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.504d17 Jul 2026$0.24131/200$23,580$23,76885%90%+$18,228-$54,898722.3%$-41,917 (vs do-nothing $-55,029)
$13.5011d24 Jul 2026$0.47183/200$23,457$23,50475%82%+$12,043-$72,481953.7%$-59,551 (vs do-nothing $-72,664)
$134d17 Jul 2026$0.3981/200$23,692$24,01773%83%+$15,359-$36,780483.9%$-23,748 (vs do-nothing $-36,861)
$1311d24 Jul 2026$0.63137/200$23,539$23,71166%77%+$9,989-$58,919775.3%$-45,944 (vs do-nothing $-59,056)
$1318d31 Jul 2026$0.85166/200$23,517$23,60964%76%+$8,088-$67,739891.3%$-54,793 (vs do-nothing $-67,905)
$12.504d17 Jul 2026$0.6152/200$23,790$24,19456%76%+$12,001-$25,068329.8%$-12,007 (vs do-nothing $-25,120)
$12.5018d31 Jul 2026$1.13125/200$23,542$23,74656%72%+$7,667-$53,759707.4%$-40,771 (vs do-nothing $-53,884)
$12.5011d24 Jul 2026$0.86100/200$23,455$23,72756%73%+$8,332-$45,707601.4%$-32,694 (vs do-nothing $-45,807)

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 13:27