FORTRESS FIGHT: MARA-LC20-1299 @ $12.43

BE SS: $22.69  |  CC-SS: $17.99  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 19:31

MARA-LC20-1299 @ $12.43   UNDERWATER $10.26 (45.2% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 16 days. The recommended CC (4d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-07-29.

200 contracts (20,000 sh)  |  BE SS: $22.69  |  CC-SS: $17.99  |  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 ≈ $7,664/mo (info only, already in marks)
Unrealized P&L$-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 $17.99 (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; the banked-floor (info) shows how far premium would ratchet the floor, but the recommended CC-SS stays the pure recovery strike.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 61 (live) · RSI 52 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 44 · %B 17 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.92 (+28%) · 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 84%, breach 16%) 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 28% (+13pp 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 (92% survival, $15,540/mo).
Downside anchor: the primary mortgages $55,677 (733% 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, 84% survival, $23,580/mo (E[net] $12,556/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 × $13.5084%$23,580$12,556
NEXT FRIDAY24 Jul 2026 · 11d183 × $13.5074%$23,457$7,779

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $12,556/mo 🏆 GRAND PICK

🎯 Engine pick: sell 131 × $13.50 (primary), 84% survival, breach 16%, $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 92% (breach 16% → 8%) for $2,580/mo less (11% income) buys safety you do not really need here.
MARA  spot $12.43 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal148 × $1417 Jul4d12.6%92%16%$2,072$15,540-$8,040$56,983
Sell 148 × $14 12.6% OTM over spot $12.43 17 Jul 2026 (4d, $0.15 mid)
= $2,072 credit for the 4d cycle → $15,540/mo projected
Survival (stays ≤ $14)
92%
Breach risk
8%
POP (stays ≤ $14.15)
94%
EV / mo
+$13,047
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-3.4] median, 0.2 mo faster than no FIGHT (2.2 mo)  ·  58% of paths whole by 9 mo (vs 50% without)  ·  ~4.0 challenges expected  ·  median CC cash $35,984
🛡 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)
-$6,470
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$17 @ 86% POP
83% 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: $0.82/sh now → $0.58 mid-life (likely $0.51–$0.91)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.44/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 (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+$0.37/sh+$5,404
cycle +$7,476
[+$4,072…+$6,830] · 97% credit
70%
surv 53%
-$51,212 NOT
cap gain +$35,788
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.23/sh+$3,406
cycle +$5,478
[+$1,245…+$4,765] · 85% credit
77%
surv 68%
-$33,950 NOT
cap gain +$53,050
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.14/sh+$2,040
cycle +$4,112
[+$279…+$3,214] · 78% credit
76%
surv 64%
-$44,316 NOT
cap gain +$42,684
Max even-money escape in the band~$1631 Jul 202616d left+$0.07/sh+$1,045
cycle +$3,117
[-$1,305…+$2,284] · 58% credit
80%
surv 74%
-$27,311 NOT
cap gain +$59,689
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1731 Jul 202616d left-$0.12/sh-$1,837
cycle +$235
[-$4,658…-$729] · 13% credit
86%
surv 83%
-$12,193 NOT
cap gain +$74,807
budget: banked $2,072 debit $1,837 (89% used ≈ 0.5 wk of income) → whole cycle still +$235 cash · rolled 148 ct earn ≈ $12,572/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 $17.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$56,983
… as % of IC ($7,600)749.8%
… as % of ML ($207,600)27.4%
Recovery months (at normal income)1.2 mo
Surgical close (148 ct)$-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 (1.4σ)$2,072$-56,616+$30,384+$1,924
+2.5%$14.35 (1.8σ)$-3,108$-55,496+$31,504-$3,256
+5%$14.70 (2.1σ)$-8,288$-54,376+$32,624-$8,436
SS (= V-bounce)$22.69 (9.4σ)$-126,540$-28,808+$58,192-$126,688
V-BOUNCE STRESS (stock → CC-SS $17.99, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$100,083
− CC assignment net of premium (148 × $14): -$56,983
+ Conservative CC premium (52 × $23): +$52
Total Position P&L @ SS: $-43,847 (+$43,153 vs today)
Do-nothing baseline at SS: $13,283 (this trade vs do-nothing: $-57,131, 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 $-50,472 (+$36,528 vs today)
🛡 safe yield200 × $1417 Jul4d12.6%92%16%$2,800$21,000-$2,580$77,004
Sell 200 × $14 12.6% OTM over spot $12.43 17 Jul 2026 (4d, $0.15 mid)
= $2,800 credit for the 4d cycle → $21,000/mo projected
Survival (stays ≤ $14)
92%
Breach risk
8%
POP (stays ≤ $14.15)
94%
EV / mo
+$17,632
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [1.0-4.0] median, 0.1 mo faster than no FIGHT (1.8 mo)  ·  61% of paths whole by 9 mo (vs 50% without)  ·  ~4.0 challenges expected  ·  median CC cash $44,535
🛡 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)
9%
Flat exit net (mid-life)
-$8,743
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$17 @ 86% POP
83% 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: $0.82/sh now → $0.58 mid-life (likely $0.52–$0.97)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 281 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+$0.37/sh+$7,303
cycle +$10,103
[+$5,531…+$9,261] · 98% credit
70%
surv 53%
-$48,637 NOT
cap gain +$38,363
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.23/sh+$4,602
cycle +$7,402
[+$1,540…+$6,408] · 85% credit
77%
surv 68%
-$32,078 NOT
cap gain +$54,922
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.14/sh+$2,757
cycle +$5,557
[+$278…+$4,281] · 76% credit
76%
surv 64%
-$42,923 NOT
cap gain +$44,077
Max even-money escape in the band~$1631 Jul 202616d left+$0.07/sh+$1,412
cycle +$4,212
[-$2,410…+$3,038] · 59% credit
80%
surv 74%
-$26,268 NOT
cap gain +$60,732
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1731 Jul 202616d left-$0.12/sh-$2,482
cycle +$318
[-$7,006…-$1,128] · 13% credit
86%
surv 83%
-$12,162 NOT
cap gain +$74,838
budget: banked $2,800 debit $2,482 (89% used ≈ 0.5 wk of income) → whole cycle still +$318 cash · rolled 200 ct earn ≈ $16,990/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 $17.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$77,004
… as % of IC ($7,600)1013.2%
… as % of ML ($207,600)37.1%
Recovery months (at normal income)1.6 mo
Surgical close (200 ct)$-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 (1.4σ)$2,800$-55,940+$31,060+$2,600
+2.5%$14.35 (1.8σ)$-4,200$-56,640+$30,360-$4,400
+5%$14.70 (2.1σ)$-11,200$-57,340+$29,660-$11,400
SS (= V-bounce)$22.69 (9.4σ)$-171,000$-73,320+$13,680-$171,200
V-BOUNCE STRESS (stock → CC-SS $17.99, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$100,083
− CC assignment net of premium (200 × $14): -$77,004
Total Position P&L @ SS: $-63,920 (+$23,080 vs today)
Do-nothing baseline at SS: $13,283 (this trade vs do-nothing: $-77,204, 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 $-59,780 (+$27,220 vs today)
🎯 50% normal131 × $13.5017 Jul4d8.6%84%21%$3,144$23,580$55,677
Sell 131 × $13.50 8.6% OTM over spot $12.43 17 Jul 2026 (4d, $0.25 mid)
= $3,144 credit for the 4d cycle → $23,580/mo projected
Survival (stays ≤ $13.50)
84%
Breach risk
16%
POP (stays ≤ $13.75)
89%
EV / mo
+$17,585
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-4.2] median, 0.1 mo faster than no FIGHT (2.1 mo)  ·  64% of paths whole by 9 mo (vs 49% without)  ·  ~8.2 challenges expected  ·  median CC cash $53,996
🛡 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)
21%
Flat exit net (mid-life)
-$3,980
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: $0.77/sh now → $0.54 mid-life (likely $0.54–$0.95)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 619 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 (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+$0.34/sh+$4,514
cycle +$7,658
[+$3,021…+$5,521] · 97% credit
70%
surv 53%
-$60,013 NOT
cap gain +$26,987
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.19/sh+$2,545
cycle +$5,689
[+$114…+$3,320] · 77% credit
77%
surv 69%
-$42,722 NOT
cap gain +$44,278
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.11/sh+$1,502
cycle +$4,646
[-$476…+$2,145] · 66% credit
76%
surv 64%
-$52,765 NOT
cap gain +$34,235
Max even-money escape in the band~$1531 Jul 202616d left+$0.04/sh+$505
cycle +$3,649
[-$2,255…+$1,092] · 40% credit
81%
surv 75%
-$35,762 NOT
cap gain +$51,238
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-$0.15/sh-$1,974
cycle +$1,170
[-$5,331…-$1,641] · 6% credit
87%
surv 84%
-$20,241 NOT
cap gain +$66,759
budget: banked $3,144 debit $1,974 (63% used ≈ 0.4 wk of income) → whole cycle still +$1,170 cash · rolled 131 ct earn ≈ $9,655/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 $17.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$55,677
… as % of IC ($7,600)732.6%
… as % of ML ($207,600)26.8%
Recovery months (at normal income)1.2 mo
Surgical close (131 ct)$-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 (≤1σ, normal week)$3,144$-64,527+$22,473+$3,013
+2.5%$13.84 (1.3σ)$-1,277$-62,873+$24,127-$1,408
+5%$14.18 (1.6σ)$-5,699$-61,219+$25,781-$5,830
SS (= V-bounce)$22.69 (9.4σ)$-117,245$-19,496+$67,504-$117,376
V-BOUNCE STRESS (stock → CC-SS $17.99, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$100,083
− CC assignment net of premium (131 × $13.50): -$55,677
+ Conservative CC premium (69 × $23): +$69
Total Position P&L @ SS: $-42,525 (+$44,475 vs today)
Do-nothing baseline at SS: $13,283 (this trade vs do-nothing: $-55,808, 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 $-52,669 (+$34,331 vs today)
100% normal161 × $1317 Jul4d4.6%72%59%$6,279$47,092+$23,513$74,063
Sell 161 × $13 4.6% OTM over spot $12.43 17 Jul 2026 (4d, $0.40 mid)
= $6,279 credit for the 4d cycle → $47,092/mo projected
Survival (stays ≤ $13)
72%
Breach risk
28%
POP (stays ≤ $13.40)
82%
EV / mo
+$28,892
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.0] median, 0.2 mo faster than no FIGHT (2.4 mo)  ·  77% of paths whole by 9 mo (vs 48% without)  ·  ~14.3 challenges expected  ·  median CC cash $71,861
🛡 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)
41%
Flat exit net (mid-life)
-$1,954
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$17 @ 92% POP
91% 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: $0.72/sh now → $0.51 mid-life (likely $0.60–$0.97)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$0.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,231 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+$0.32/sh+$5,226
cycle +$11,505
[+$2,943…+$5,138] · 96% credit
70%
surv 53%
-$65,196 NOT
cap gain +$21,804
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202616d left+$0.16/sh+$2,575
cycle +$8,854
[-$981…+$2,189] · 61% credit
78%
surv 70%
-$48,587 NOT
cap gain +$38,413
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.09/sh+$1,488
cycle +$7,767
[-$1,407…+$1,167] · 48% credit
76%
surv 65%
-$58,674 NOT
cap gain +$28,326
Max even-money escape in the band~$1531 Jul 202616d left+$0.01/sh+$136
cycle +$6,415
[-$3,935…-$411] · 20% credit
81%
surv 76%
-$42,026 NOT
cap gain +$44,974
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1731 Jul 202616d left-$0.30/sh-$4,778
cycle +$1,501
[-$10,276…-$5,748]
92%
surv 91%
-$10,940 NOT
cap gain +$76,060
budget: banked $6,279 debit $4,778 (76% used ≈ 0.4 wk of income) → whole cycle still +$1,501 cash · rolled 161 ct earn ≈ $6,477/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 $17.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$74,063
… as % of IC ($7,600)974.5%
… as % of ML ($207,600)35.7%
Recovery months (at normal income)1.6 mo
Surgical close (161 ct)$-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)$6,279$-70,422+$16,578+$6,118
+2.5%$13.32 (≤1σ, normal week)$1,047$-69,804+$17,196+$886
+5%$13.65 (1.1σ)$-4,186$-69,187+$17,813-$4,347
SS (= V-bounce)$22.69 (9.4σ)$-149,730$-52,011+$34,989-$149,891
V-BOUNCE STRESS (stock → CC-SS $17.99, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$100,083
− CC assignment net of premium (161 × $13): -$74,063
+ Conservative CC premium (39 × $23): +$39
Total Position P&L @ SS: $-60,941 (+$26,059 vs today)
Do-nothing baseline at SS: $13,283 (this trade vs do-nothing: $-74,224, 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 $-64,874 (+$22,126 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] $7,779/mo

🎯 Engine pick: sell 183 × $13.50 (primary), 74% survival, breach 26%, $23,457/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 81% (breach 26% → 19%) 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 $12.43 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $1524 Jul11d20.7%91%19%$3,400$9,273-$14,185$56,404
Sell 200 × $15 20.7% OTM over spot $12.43 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
+$6,228
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-4.0] median, 0.3 mo SLOWER than no FIGHT (1.6 mo): roll costs eat the credits at this rung  ·  62% of paths whole by 9 mo (vs 52% without)  ·  ~2.1 challenges expected  ·  median CC cash $29,005
🛡 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)
-$14,275
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 77% POP
68% 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: $1.25/sh now → $0.88 mid-life (likely $0.70–$1.18)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 372 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+$0.39/sh+$7,737
cycle +$11,137
[+$7,248…+$10,855] · 100% credit
71%
surv 54%
-$29,603 NOT
cap gain +$57,397
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.10/sh+$2,054
cycle +$5,454
[+$801…+$4,529] · 88% credit
74%
surv 62%
-$25,026 NOT
cap gain +$61,974
Max even-money escape in the band~$1631 Jul 202612d left+$0.10/sh+$2,054
cycle +$5,454
[+$801…+$4,529] · 88% credit
74%
surv 62%
-$25,026 NOT
cap gain +$61,974
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-$0.09/sh-$1,888
cycle +$1,512
[-$3,609…+$137] · 27% credit
77%
surv 68%
-$19,968 NOT
cap gain +$67,032
budget: banked $3,400 debit $1,888 (56% used ≈ 0.9 wk of income) → whole cycle still +$1,512 cash · rolled 200 ct earn ≈ $39,467/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 $17.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$56,404
… as % of IC ($7,600)742.2%
… as % of ML ($207,600)27.2%
Recovery months (at normal income)1.2 mo
Surgical close (200 ct)$-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 (1.4σ)$3,400$-37,340+$49,660+$3,200
+2.5%$15.37 (1.6σ)$-4,100$-38,090+$48,910-$4,300
+5%$15.75 (1.8σ)$-11,600$-38,840+$48,160-$11,800
SS (= V-bounce)$22.69 (5.7σ)$-150,400$-52,720+$34,280-$150,600
V-BOUNCE STRESS (stock → CC-SS $17.99, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$100,083
− CC assignment net of premium (200 × $15): -$56,404
Total Position P&L @ SS: $-43,320 (+$43,680 vs today)
Do-nothing baseline at SS: $13,283 (this trade vs do-nothing: $-56,604, 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 $-39,180 (+$47,820 vs today)
33% normal ← lean172 × $1424 Jul11d12.6%81%39%$5,676$15,480-$7,977$62,955
Sell 172 × $14 12.6% OTM over spot $12.43 24 Jul 2026 (11d, $0.35 mid)
= $5,676 credit for the 11d cycle → $15,480/mo projected
Survival (stays ≤ $14)
81%
Breach risk
19%
POP (stays ≤ $14.35)
85%
EV / mo
+$8,461
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-3.7] median  ·  58% of paths whole by 9 mo (vs 49% without)  ·  ~4.6 challenges expected  ·  median CC cash $42,073
🛡 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)
31%
Flat exit net (mid-life)
-$7,905
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 82% POP
76% 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: $1.12/sh now → $0.79 mid-life (likely $0.77–$1.19)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 926 simulated challenges: the $14 strike is typically first touched on day 6 of 11, at $14 (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 (172 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+$0.35/sh+$5,982
cycle +$11,658
[+$4,980…+$7,200] · 100% credit
71%
surv 53%
-$47,054 NOT
cap gain +$39,946
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.07/sh+$1,126
cycle +$6,802
[-$463…+$1,769] · 63% credit
74%
surv 63%
-$41,650 NOT
cap gain +$45,350
Max even-money escape in the band~$1531 Jul 202612d left+$0.07/sh+$1,126
cycle +$6,802
[-$463…+$1,769] · 63% credit
74%
surv 63%
-$41,650 NOT
cap gain +$45,350
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-$0.28/sh-$4,800
cycle +$876
[-$7,648…-$4,592] · 1% credit
82%
surv 76%
-$29,576 NOT
cap gain +$57,424
budget: banked $5,676 debit $4,800 (85% used ≈ 1.3 wk of income) → whole cycle still +$876 cash · rolled 172 ct earn ≈ $21,952/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 $17.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$62,955
… as % of IC ($7,600)828.4%
… as % of ML ($207,600)30.3%
Recovery months (at normal income)1.3 mo
Surgical close (172 ct)$-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)$5,676$-53,036+$33,964+$5,504
+2.5%$14.35 (1.1σ)$-344$-52,756+$34,244-$516
+5%$14.70 (1.3σ)$-6,364$-52,476+$34,524-$6,536
SS (= V-bounce)$22.69 (5.7σ)$-143,792$-46,084+$40,916-$143,964
V-BOUNCE STRESS (stock → CC-SS $17.99, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$100,083
− CC assignment net of premium (172 × $14): -$62,955
+ Conservative CC premium (28 × $23): +$28
Total Position P&L @ SS: $-49,844 (+$37,156 vs today)
Do-nothing baseline at SS: $13,283 (this trade vs do-nothing: $-63,127, 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 $-51,500 (+$35,500 vs today)
🎯 50% normal183 × $13.5024 Jul11d8.6%74%42%$8,601$23,457$73,569
Sell 183 × $13.50 8.6% OTM over spot $12.43 24 Jul 2026 (11d, $0.49 mid)
= $8,601 credit for the 11d cycle → $23,457/mo projected
Survival (stays ≤ $13.50)
74%
Breach risk
26%
POP (stays ≤ $13.99)
81%
EV / mo
+$11,376
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-3.9] median, 0.1 mo faster than no FIGHT (1.9 mo)  ·  64% of paths whole by 9 mo (vs 50% without)  ·  ~6.7 challenges expected  ·  median CC cash $50,159
🛡 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)
42%
Flat exit net (mid-life)
-$5,021
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 89% POP
87% 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: $1.05/sh now → $0.74 mid-life (likely $0.84–$1.20)≈ $0 at expiry  |  you banked $0.47/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,266 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+$0.33/sh+$6,020
cycle +$14,621
[+$4,624…+$6,245] · 100% credit
71%
surv 53%
-$53,102 NOT
cap gain +$33,898
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.33/sh+$5,977
cycle +$14,578
[+$4,736…+$6,199] · 100% credit
72%
surv 55%
-$51,885 NOT
cap gain +$35,115
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.05/sh+$874
cycle +$9,475
[-$1,177…+$619] · 36% credit
75%
surv 63%
-$47,988 NOT
cap gain +$39,012
Max even-money escape in the band~$1431 Jul 202612d left+$0.05/sh+$874
cycle +$9,475
[-$1,177…+$619] · 36% credit
75%
surv 63%
-$47,988 NOT
cap gain +$39,012
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-$0.47/sh-$8,523
cycle +$78
[-$12,987…-$9,730]
89%
surv 87%
-$21,385 NOT
cap gain +$65,615
budget: banked $8,601 debit $8,523 (99% used ≈ 1.6 wk of income) → whole cycle still +$78 cash · rolled 183 ct earn ≈ $12,749/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 $17.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$73,569
… as % of IC ($7,600)968.0%
… as % of ML ($207,600)35.4%
Recovery months (at normal income)1.6 mo
Surgical close (183 ct)$-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)$8,601$-59,122+$27,878+$8,418
+2.5%$13.84 (≤1σ, normal week)$2,425$-59,223+$27,777+$2,242
+5%$14.18 (≤1σ, normal week)$-3,752$-59,324+$27,676-$3,935
SS (= V-bounce)$22.69 (5.7σ)$-159,576$-61,879+$25,121-$159,759
V-BOUNCE STRESS (stock → CC-SS $17.99, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$100,083
− CC assignment net of premium (183 × $13.50): -$73,569
+ Conservative CC premium (17 × $23): +$17
Total Position P&L @ SS: $-60,469 (+$26,531 vs today)
Do-nothing baseline at SS: $13,283 (this trade vs do-nothing: $-73,752, 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 $-59,848 (+$27,152 vs today)
100% normal200 × $12.5024 Jul11d0.6%54%97%$17,200$46,909+$23,452$92,604
Sell 200 × $12.50 0.6% OTM over spot $12.43 24 Jul 2026 (11d, $0.87 mid)
= $17,200 credit for the 11d cycle → $46,909/mo projected
Survival (stays ≤ $12.50)
54%
Breach risk
46%
POP (stays ≤ $13.37)
72%
EV / mo
+$15,300
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-3.6] median, 0.2 mo faster than no FIGHT (2.2 mo)  ·  73% of paths whole by 9 mo (vs 54% without)  ·  ~19.4 challenges expected  ·  median CC cash $50,184
🛡 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)
81%
Flat exit net (mid-life)
+$4,045
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 91% POP
89% 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: $0.93/sh now → $0.66 mid-life (likely $0.93–$1.29)≈ $0 at expiry  |  you banked $0.86/sh, so a flat mid-life exit nets +$0.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,419 simulated challenges: the $12 strike is typically first touched on day 2 of 11, at $13 (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)~$1231 Jul 202612d left+$0.29/sh+$5,854
cycle +$23,054
[+$3,874…+$4,611] · 100% credit
71%
surv 53%
-$62,686 NOT
cap gain +$24,314
Reliable up-and-out (highest cap still free ≥60%)~$1331 Jul 202612d left+$0.29/sh+$5,722
cycle +$22,922
[+$3,964…+$4,591] · 100% credit
72%
surv 55%
-$61,558 NOT
cap gain +$25,442
Up-and-out for even (raise the cap, free)~$1331 Jul 202612d left+$0.01/sh+$288
cycle +$17,488
[-$2,825…-$1,291] · 6% credit
75%
surv 64%
-$57,992 NOT
cap gain +$29,008
Max even-money escape in the band~$1331 Jul 202612d left+$0.01/sh+$288
cycle +$17,488
[-$2,825…-$1,291] · 6% credit
75%
surv 64%
-$57,992 NOT
cap gain +$29,008
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.46/sh-$9,257
cycle +$7,943
[-$16,110…-$12,090]
91%
surv 89%
-$31,537 NOT
cap gain +$55,463
budget: banked $17,200 debit $9,257 (54% used ≈ 0.9 wk of income) → whole cycle still +$7,943 cash · rolled 200 ct earn ≈ $9,746/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 $17.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$92,604
… as % of IC ($7,600)1218.5%
… as % of ML ($207,600)44.6%
Recovery months (at normal income)2.0 mo
Surgical close (200 ct)$-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)$17,200$-68,540+$18,460+$17,000
+2.5%$12.81 (≤1σ, normal week)$10,950$-69,165+$17,835+$10,750
+5%$13.12 (≤1σ, normal week)$4,700$-69,790+$17,210+$4,500
SS (= V-bounce)$22.69 (5.7σ)$-186,600$-88,920-$1,920-$186,800
V-BOUNCE STRESS (stock → CC-SS $17.99, where you are whole again, by expiry)
Starting unrealized P&L: $-87,000
+ Fortress recovery (un-capped): +$100,083
− CC assignment net of premium (200 × $12.50): -$92,604
Total Position P&L @ SS: $-79,520 (+$7,480 vs today)
Do-nothing baseline at SS: $13,283 (this trade vs do-nothing: $-92,804, 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 $-75,380 (+$11,620 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: +$100,083 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $13,283

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.504d17 Jul 2026$0.24131/200$23,580$23,76884%89%+$17,585-$55,677732.6%$-42,525 (vs do-nothing $-55,808)
$13.5011d24 Jul 2026$0.47183/200$23,457$23,50474%81%+$11,376-$73,569968.0%$-60,469 (vs do-nothing $-73,752)
$134d17 Jul 2026$0.3981/200$23,692$24,01772%82%+$14,536-$37,262490.3%$-24,059 (vs do-nothing $-37,343)
$1311d24 Jul 2026$0.63137/200$23,539$23,71165%76%+$9,288-$59,735786.0%$-46,588 (vs do-nothing $-59,872)
$1318d31 Jul 2026$0.85166/200$23,517$23,60963%75%+$7,508-$68,727904.3%$-55,610 (vs do-nothing $-68,893)
$12.5018d31 Jul 2026$1.13125/200$23,542$23,74655%72%+$7,130-$54,502717.1%$-41,344 (vs do-nothing $-54,627)
$12.5011d24 Jul 2026$0.86100/200$23,455$23,72754%72%+$7,650-$46,302609.2%$-33,119 (vs do-nothing $-46,402)
$12.504d17 Jul 2026$0.6152/200$23,790$24,19454%75%+$11,080-$25,377333.9%$-12,146 (vs do-nothing $-25,429)

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 19:31