FORTRESS FIGHT: MARA-LC20-1299 @ $12.25

BE SS: $22.69  |  CC-SS: $18.59  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 22:11

MARA-LC20-1299 @ $12.25   UNDERWATER $10.44 (46.0% 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: $18.59  |  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$32,727/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $7,522/mo (info only, already in marks)
Unrealized P&L$-102,100fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$16,364/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$32,727/mo (ATM CC, chain)
IC VELOCITY
0.2 mo to earn back $7,600
ML VELOCITY
6.3 mo to earn back $207,600
Deep drawdown confirmed: a CC at CC-SS $18.59 (probe: $18.5C 11d) brings only $545/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 57 (live) · RSI 50 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 16 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.95 (+30%) · daily UBB $15.40 · 1-wk expected move ±$2 (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: 182 contracts at $13.50 / 4d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($16,364/mo); it brings $16,380/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 118 × $12.50/4d for $32,745/mo, but breach risk rises to 40% (+23pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 200 × $14.50/4d (94% survival, $6,000/mo).
Downside anchor: the primary mortgages $90,427 (1190% of IC) ONLY on a full V-bounce all the way to SS $23, recoverable in 2.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 182 contracts realizes $-93,093 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 182 × $13.50, 83% survival, $16,380/mo (E[net] $3,643/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 · 4d182 × $13.5083%$16,380$3,643
NEXT FRIDAY24 Jul 2026 · 11d200 × $13.5075%$16,364$1,712

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $3,643/mo 🏆 GRAND PICK

🎯 Engine pick: sell 182 × $13.50 (primary), 83% survival, breach 17%, $16,380/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $14.50 rung (🛡 safe yield) lifts survival to 94% (breach 17% → 6%) for $10,380/mo less (63% income) buys safety you do not really need here.
MARA  spot $12.25 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $14.5017 Jul4d18.4%94%13%$800$6,000-$10,380$80,970
Sell 200 × $14.50 18.4% OTM over spot $12.25 17 Jul 2026 (4d, $0.04 mid)
= $800 credit for the 4d cycle → $6,000/mo projected
Survival (stays ≤ $14.50)
94%
Breach risk
6%
POP (stays ≤ $14.54)
94%
EV / mo
+$2,563
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-3.7] median, 0.1 mo faster than no FIGHT (2.1 mo)  ·  52% of paths whole by 9 mo (vs 48% without)  ·  ~3.6 challenges expected  ·  median CC cash $20,945
🛡 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)
7%
Flat exit net (mid-life)
-$8,075
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$17 @ 82% POP
78% 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: $0.63/sh now → $0.44 mid-life (likely $0.37–$0.67)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 197 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $15 (overshoots $0.42). 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+$0.26/sh+$5,200
cycle +$6,000
[+$4,490…+$6,925] · 96% credit
64%
surv 53%
-$61,225 NOT
cap gain +$40,875
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.12/sh+$2,330
cycle +$3,130
[+$1,468…+$3,819] · 89% credit
74%
surv 66%
-$52,470 NOT
cap gain +$49,630
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202616d left+$0.13/sh+$2,533
cycle +$3,333
[+$1,205…+$4,223] · 85% credit
79%
surv 74%
-$36,767 NOT
cap gain +$65,333
Max even-money escape in the band~$1731 Jul 202616d left+$0.02/sh+$396
cycle +$1,196
[-$1,398…+$1,986] · 59% credit
82%
surv 78%
-$31,154 NOT
cap gain +$70,946
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
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$6,000/mo
vs 50% target ($16,364/mo)-63%
vs normal income ($32,727/mo)18% covered
Net income (after hedge)$6,000/mo
Downside budget
⚠ $14.50 is $4 below CC-SS $18.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$80,970
… as % of IC ($7,600)1065.4%
… as % of ML ($207,600)39.0%
Recovery months (at normal income)2.5 mo
Surgical close (200 ct)$-102,200
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.04 collected) or spot ≥ $14.54 (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 $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.54
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
≥ $14.54
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 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.8σ)$800$-66,425+$35,675+$600
+2.5%$14.86 (2.1σ)$-6,450$-68,056+$34,044-$6,650
+5%$15.23 (2.4σ)$-13,700$-69,687+$32,412-$13,900
SS (= V-bounce)$22.69 (8.5σ)$-163,000$-103,280-$1,180-$109,400
V-BOUNCE STRESS (stock → CC-SS $18.59, where you are whole again, by expiry)
Starting unrealized P&L: $-102,100
+ Fortress recovery (un-capped): +$98,247
− CC assignment net of premium (200 × $14.50): -$80,970
Total Position P&L @ SS: $-84,823 (+$17,277 vs today)
Do-nothing baseline at SS: $-3,653 (this trade vs do-nothing: $-81,170, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,200, position total $-72,950 (+$29,150 vs today)
33% normal121 × $13.5017 Jul4d10.2%83%35%$1,452$10,890-$5,490$60,119
Sell 121 × $13.50 10.2% OTM over spot $12.25 17 Jul 2026 (4d, $0.13 mid)
= $1,452 credit for the 4d cycle → $10,890/mo projected
Survival (stays ≤ $13.50)
83%
Breach risk
17%
POP (stays ≤ $13.63)
85%
EV / mo
+$3,016
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.1] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  53% of paths whole by 9 mo (vs 47% without)  ·  ~10.5 challenges expected  ·  median CC cash $32,010
🛡 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)
22%
Flat exit net (mid-life)
-$3,359
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 121 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: $0.56/sh now → $0.40 mid-life (likely $0.40–$0.70)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 670 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.40). 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 (121 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+$0.23/sh+$2,810
cycle +$4,262
[+$1,856…+$3,476] · 95% credit
64%
surv 53%
-$78,384 NOT
cap gain +$23,716
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.19/sh+$2,349
cycle +$3,801
[+$1,266…+$2,996] · 91% credit
77%
surv 70%
-$59,470 NOT
cap gain +$42,630
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.08/sh+$929
cycle +$2,381
[-$65…+$1,438] · 73% credit
74%
surv 67%
-$68,640 NOT
cap gain +$33,460
Max even-money escape in the band~$1531 Jul 202616d left+$0.07/sh+$804
cycle +$2,256
[-$643…+$1,308] · 57% credit
80%
surv 76%
-$53,265 NOT
cap gain +$48,835
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-$0.10/sh-$1,180
cycle +$272
[-$3,195…-$912] · 7% credit
86%
surv 84%
-$39,749 NOT
cap gain +$62,351
budget: banked $1,452 debit $1,180 (81% used ≈ 0.5 wk of income) → whole cycle still +$272 cash · rolled 121 ct earn ≈ $6,808/mo while parked; 79 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$10,890/mo
vs 50% target ($16,364/mo)-33%
vs normal income ($32,727/mo)33% covered
Net income (after hedge)$11,105/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$60,119
… as % of IC ($7,600)791.0%
… as % of ML ($207,600)29.0%
Recovery months (at normal income)1.8 mo
Surgical close (121 ct)$-61,891
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $13.63 (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
$13-13.63
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
≥ $13.63
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 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.0σ)$1,452$-81,194+$20,906+$1,331
+2.5%$13.84 (1.3σ)$-2,632$-80,046+$22,054-$2,753
+5%$14.18 (1.6σ)$-6,716$-78,899+$23,201-$6,837
SS (= V-bounce)$22.69 (8.5σ)$-109,747$-71,199+$30,901-$77,319
V-BOUNCE STRESS (stock → CC-SS $18.59, where you are whole again, by expiry)
Starting unrealized P&L: $-102,100
+ Fortress recovery (un-capped): +$98,247
− CC assignment net of premium (121 × $13.50): -$60,119
+ Conservative CC premium (79 × $20): +$79
Total Position P&L @ SS: $-63,893 (+$38,207 vs today)
Do-nothing baseline at SS: $-3,653 (this trade vs do-nothing: $-60,240, the opportunity cost of earning $10,890/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,193, position total $-72,864 (+$29,236 vs today)
🎯 50% normal182 × $13.5017 Jul4d10.2%83%23%$2,184$16,380$90,427
Sell 182 × $13.50 10.2% OTM over spot $12.25 17 Jul 2026 (4d, $0.13 mid)
= $2,184 credit for the 4d cycle → $16,380/mo projected
Survival (stays ≤ $13.50)
83%
Breach risk
17%
POP (stays ≤ $13.63)
85%
EV / mo
+$4,537
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.3] median  ·  58% of paths whole by 9 mo (vs 49% without)  ·  ~9.7 challenges expected  ·  median CC cash $42,811
🛡 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)
23%
Flat exit net (mid-life)
-$5,053
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 182 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: $0.56/sh now → $0.40 mid-life (likely $0.40–$0.68)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 704 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (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 (182 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+$0.23/sh+$4,227
cycle +$6,411
[+$2,856…+$5,280] · 97% credit
64%
surv 53%
-$76,296 NOT
cap gain +$25,804
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.19/sh+$3,534
cycle +$5,718
[+$1,953…+$4,543] · 94% credit
77%
surv 70%
-$57,614 NOT
cap gain +$44,486
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.08/sh+$1,398
cycle +$3,582
[-$85…+$2,157] · 73% credit
74%
surv 67%
-$67,500 NOT
cap gain +$34,600
Max even-money escape in the band~$1531 Jul 202616d left+$0.07/sh+$1,210
cycle +$3,394
[-$892…+$1,942] · 60% credit
80%
surv 76%
-$52,188 NOT
cap gain +$49,912
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-$0.10/sh-$1,775
cycle +$409
[-$4,659…-$1,365] · 9% credit
86%
surv 84%
-$39,673 NOT
cap gain +$62,427
budget: banked $2,184 debit $1,775 (81% used ≈ 0.5 wk of income) → whole cycle still +$409 cash · rolled 182 ct earn ≈ $10,240/mo while parked; 18 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$16,380/mo
vs 50% target ($16,364/mo)+0%
vs normal income ($32,727/mo)50% covered
Net income (after hedge)$16,429/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$90,427
… as % of IC ($7,600)1189.8%
… as % of ML ($207,600)43.6%
Recovery months (at normal income)2.8 mo
Surgical close (182 ct)$-93,093
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $13.63 (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
$13-13.63
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
≥ $13.63
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 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.0σ)$2,184$-80,523+$21,577+$2,002
+2.5%$13.84 (1.3σ)$-3,958$-81,434+$20,666-$4,140
+5%$14.18 (1.6σ)$-10,101$-82,345+$19,754-$10,283
SS (= V-bounce)$22.69 (8.5σ)$-165,074$-110,178-$8,078-$116,298
V-BOUNCE STRESS (stock → CC-SS $18.59, where you are whole again, by expiry)
Starting unrealized P&L: $-102,100
+ Fortress recovery (un-capped): +$98,247
− CC assignment net of premium (182 × $13.50): -$90,427
+ Conservative CC premium (18 × $20): +$18
Total Position P&L @ SS: $-94,262 (+$7,838 vs today)
Do-nothing baseline at SS: $-3,653 (this trade vs do-nothing: $-90,609, the opportunity cost of earning $16,380/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$42,406, position total $-87,138 (+$14,962 vs today)
100% normal118 × $12.5017 Jul4d2.0%60%84%$4,366$32,745+$16,365$67,478
Sell 118 × $12.50 2.0% OTM over spot $12.25 17 Jul 2026 (4d, $0.38 mid)
= $4,366 credit for the 4d cycle → $32,745/mo projected
Survival (stays ≤ $12.50)
60%
Breach risk
40%
POP (stays ≤ $12.88)
70%
EV / mo
+$4,195
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.5-4.7] median, 0.1 mo SLOWER than no FIGHT (2.4 mo): roll costs eat the credits at this rung  ·  61% of paths whole by 9 mo (vs 45% without)  ·  ~31.1 challenges expected  ·  median CC cash $53,347
🛡 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)
60%
Flat exit net (mid-life)
+$191
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 118 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: $0.50/sh now → $0.35 mid-life (likely $0.46–$0.78)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets +$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,792 simulated challenges: the $12 strike is typically first touched on day 2 of 4, at $13 (overshoots $0.43). 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 (118 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1224 Jul 20269d left+$0.21/sh+$2,431
cycle +$6,797
[+$922…+$2,046] · 91% credit
64%
surv 53%
-$91,346 NOT
cap gain +$10,754
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202616d left+$0.13/sh+$1,551
cycle +$5,917
[-$275…+$977] · 68% credit
78%
surv 72%
-$72,851 NOT
cap gain +$29,249
Up-and-out for even (raise the cap, free)~$1324 Jul 20269d left+$0.04/sh+$478
cycle +$4,844
[-$1,143…-$61] · 23% credit
75%
surv 68%
-$81,674 NOT
cap gain +$20,426
Max even-money escape in the band~$1431 Jul 202616d left+$0.01/sh+$157
cycle +$4,523
[-$2,160…-$549] · 14% credit
81%
surv 78%
-$66,495 NOT
cap gain +$35,605
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-$0.22/sh-$2,590
cycle +$1,776
[-$6,248…-$3,572]
92%
surv 92%
-$38,242 NOT
cap gain +$63,858
budget: banked $4,366 debit $2,590 (59% used ≈ 0.3 wk of income) → whole cycle still +$1,776 cash · rolled 118 ct earn ≈ $2,971/mo while parked; 82 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$32,745/mo
vs 50% target ($16,364/mo)+100%
vs normal income ($32,727/mo)100% covered
Net income (after hedge)$32,969/mo
Downside budget
⚠ $12.50 is $6 below CC-SS $18.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$67,478
… as % of IC ($7,600)887.9%
… as % of ML ($207,600)32.5%
Recovery months (at normal income)2.1 mo
Surgical close (118 ct)$-60,298
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.37 collected) or spot ≥ $12.88 (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≥ 4d left3d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.88
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
≥ $12.88
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 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$4,366$-93,777+$8,323+$4,248
+2.5%$12.81 (≤1σ, normal week)$679$-92,621+$9,479+$561
+5%$13.12 (≤1σ, normal week)$-3,009$-91,464+$10,636-$3,127
SS (= V-bounce)$22.69 (8.5σ)$-115,876$-78,132+$23,968-$84,252
V-BOUNCE STRESS (stock → CC-SS $18.59, where you are whole again, by expiry)
Starting unrealized P&L: $-102,100
+ Fortress recovery (un-capped): +$98,247
− CC assignment net of premium (118 × $12.50): -$67,478
+ Conservative CC premium (82 × $20): +$82
Total Position P&L @ SS: $-71,250 (+$30,850 vs today)
Do-nothing baseline at SS: $-3,653 (this trade vs do-nothing: $-67,596, the opportunity cost of earning $32,745/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$36,344, position total $-81,012 (+$21,088 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] $1,712/mo

🎯 Engine pick: sell 200 × $13.50 (primary), 75% survival, breach 25%, $16,364/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 82% (breach 25% → 18%) for $5,539/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 $12.25 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $1524 Jul11d22.4%90%20%$2,200$6,000-$10,364$69,570
Sell 200 × $15 22.4% OTM over spot $12.25 24 Jul 2026 (11d, $0.11 mid)
= $2,200 credit for the 11d cycle → $6,000/mo projected
Survival (stays ≤ $15)
90%
Breach risk
10%
POP (stays ≤ $15.12)
91%
EV / mo
+$2,472
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.2-4.6] median  ·  50% of paths whole by 9 mo (vs 44% without)  ·  ~2.6 challenges expected  ·  median CC cash $21,898
🛡 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)
15%
Flat exit net (mid-life)
-$12,798
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 73% POP
64% 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: $1.06/sh now → $0.75 mid-life (likely $0.62–$1.01)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.64/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 447 simulated challenges: the $15 strike is typically first touched on day 7 of 11, at $15 (overshoots $0.43). 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+$0.21/sh+$4,217
cycle +$6,417
[+$3,366…+$6,973] · 100% credit
66%
surv 54%
-$53,058 NOT
cap gain +$49,042
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.03/sh+$558
cycle +$2,758
[-$503…+$2,700] · 65% credit
73%
surv 64%
-$45,092 NOT
cap gain +$57,008
Max even-money escape in the band~$1631 Jul 202612d left+$0.03/sh+$558
cycle +$2,758
[-$503…+$2,700] · 65% credit
73%
surv 64%
-$45,092 NOT
cap gain +$57,008
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
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$6,000/mo
vs 50% target ($16,364/mo)-63%
vs normal income ($32,727/mo)18% covered
Net income (after hedge)$6,000/mo
Downside budget
⚠ $15 is $4 below CC-SS $18.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$69,570
… as % of IC ($7,600)915.4%
… as % of ML ($207,600)33.5%
Recovery months (at normal income)2.1 mo
Surgical close (200 ct)$-102,200
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.11 collected) or spot ≥ $15.12 (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
$15-15.12
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
≥ $15.12
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 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.3σ)$2,200$-57,275+$44,825+$2,000
+2.5%$15.37 (1.5σ)$-5,300$-58,962+$43,138-$5,500
+5%$15.75 (1.7σ)$-12,800$-60,650+$41,450-$13,000
SS (= V-bounce)$22.69 (5.1σ)$-151,600$-91,880+$10,220-$98,000
V-BOUNCE STRESS (stock → CC-SS $18.59, where you are whole again, by expiry)
Starting unrealized P&L: $-102,100
+ Fortress recovery (un-capped): +$98,247
− CC assignment net of premium (200 × $15): -$69,570
Total Position P&L @ SS: $-73,423 (+$28,677 vs today)
Do-nothing baseline at SS: $-3,653 (this trade vs do-nothing: $-69,770, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$16,800, position total $-61,550 (+$40,550 vs today)
33% normal ← lean189 × $1424 Jul11d14.3%82%38%$3,969$10,825-$5,539$82,754
Sell 189 × $14 14.3% OTM over spot $12.25 24 Jul 2026 (11d, $0.22 mid)
= $3,969 credit for the 11d cycle → $10,825/mo projected
Survival (stays ≤ $14)
82%
Breach risk
18%
POP (stays ≤ $14.22)
84%
EV / mo
+$2,733
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.3-4.2] median  ·  51% of paths whole by 9 mo (vs 43% without)  ·  ~5.0 challenges expected  ·  median CC cash $33,612
🛡 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)
-$8,758
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 189 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: $0.95/sh now → $0.67 mid-life (likely $0.70–$1.02)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 899 simulated challenges: the $14 strike is typically first touched on day 6 of 11, at $14 (overshoots $0.42). 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 (189 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)~$1431 Jul 202612d left+$0.19/sh+$3,590
cycle +$7,559
[+$2,670…+$4,581] · 100% credit
70%
surv 57%
-$63,530 NOT
cap gain +$38,570
Max even-money escape in the band~$1431 Jul 202612d left+$0.19/sh+$3,590
cycle +$7,559
[+$2,670…+$4,581] · 100% credit
70%
surv 57%
-$63,530 NOT
cap gain +$38,570
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.19/sh+$3,560
cycle +$7,529
[+$2,288…+$4,539] · 99% credit
66%
surv 54%
-$67,435 NOT
cap gain +$34,665
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.15/sh-$2,747
cycle +$1,222
[-$4,703…-$2,572] · 9% credit
77%
surv 71%
-$54,367 NOT
cap gain +$47,733
budget: banked $3,969 debit $2,747 (69% used ≈ 1.1 wk of income) → whole cycle still +$1,222 cash · rolled 189 ct earn ≈ $24,950/mo while parked; 11 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$10,825/mo
vs 50% target ($16,364/mo)-34%
vs normal income ($32,727/mo)33% covered
Net income (after hedge)$10,855/mo
Downside budget
⚠ $14 is $5 below CC-SS $18.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$82,754
… as % of IC ($7,600)1088.9%
… as % of ML ($207,600)39.9%
Recovery months (at normal income)2.5 mo
Surgical close (189 ct)$-96,673
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $14.22 (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
$14-14.22
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
≥ $14.22
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 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$3,969$-70,995+$31,105+$3,780
+2.5%$14.35 (1.0σ)$-2,646$-72,185+$29,915-$2,835
+5%$14.70 (1.2σ)$-9,261$-73,375+$28,725-$9,450
SS (= V-bounce)$22.69 (5.1σ)$-160,272$-103,500-$1,400-$109,620
V-BOUNCE STRESS (stock → CC-SS $18.59, where you are whole again, by expiry)
Starting unrealized P&L: $-102,100
+ Fortress recovery (un-capped): +$98,247
− CC assignment net of premium (189 × $14): -$82,754
+ Conservative CC premium (11 × $20): +$11
Total Position P&L @ SS: $-86,596 (+$15,504 vs today)
Do-nothing baseline at SS: $-3,653 (this trade vs do-nothing: $-82,943, the opportunity cost of earning $10,825/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$32,886, position total $-77,625 (+$24,475 vs today)
🎯 50% normal200 × $13.5024 Jul11d10.2%75%42%$6,000$16,364$95,770
Sell 200 × $13.50 10.2% OTM over spot $12.25 24 Jul 2026 (11d, $0.32 mid)
= $6,000 credit for the 11d cycle → $16,364/mo projected
Survival (stays ≤ $13.50)
75%
Breach risk
25%
POP (stays ≤ $13.81)
79%
EV / mo
+$1,784
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-4.3] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  51% of paths whole by 9 mo (vs 44% without)  ·  ~7.6 challenges expected  ·  median CC cash $40,512
🛡 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)
-$6,730
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 82% POP
78% 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: $0.90/sh now → $0.64 mid-life (likely $0.70–$1.02)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$0.34/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 $0.39). 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)~$1431 Jul 202612d left+$0.17/sh+$3,467
cycle +$9,467
[+$2,257…+$3,815] · 100% credit
70%
surv 58%
-$69,383 NOT
cap gain +$32,717
Max even-money escape in the band~$1431 Jul 202612d left+$0.17/sh+$3,467
cycle +$9,467
[+$2,257…+$3,815] · 100% credit
70%
surv 58%
-$69,383 NOT
cap gain +$32,717
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.18/sh+$3,551
cycle +$9,551
[+$1,922…+$3,810] · 99% credit
66%
surv 54%
-$73,174 NOT
cap gain +$28,926
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.28/sh-$5,516
cycle +$484
[-$8,724…-$6,054]
82%
surv 78%
-$55,116 NOT
cap gain +$46,984
budget: banked $6,000 debit $5,516 (92% used ≈ 1.5 wk of income) → whole cycle still +$484 cash · rolled 200 ct earn ≈ $18,036/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$16,364/mo
vs 50% target ($16,364/mo)+0%
vs normal income ($32,727/mo)50% covered
Net income (after hedge)$16,364/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$95,770
… as % of IC ($7,600)1260.1%
… as % of ML ($207,600)46.1%
Recovery months (at normal income)2.9 mo
Surgical close (200 ct)$-102,400
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.30 collected) or spot ≥ $13.81 (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
$13-13.81
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
≥ $13.81
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 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$6,000$-76,725+$25,375+$5,800
+2.5%$13.84 (≤1σ, normal week)$-750$-78,244+$23,856-$950
+5%$14.18 (≤1σ, normal week)$-7,500$-79,762+$22,338-$7,700
SS (= V-bounce)$22.69 (5.1σ)$-177,800$-118,080-$15,980-$124,200
V-BOUNCE STRESS (stock → CC-SS $18.59, where you are whole again, by expiry)
Starting unrealized P&L: $-102,100
+ Fortress recovery (un-capped): +$98,247
− CC assignment net of premium (200 × $13.50): -$95,770
Total Position P&L @ SS: $-99,623 (+$2,477 vs today)
Do-nothing baseline at SS: $-3,653 (this trade vs do-nothing: $-95,970, the opportunity cost of earning $16,364/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$43,000, position total $-87,750 (+$14,350 vs today)
100% normal200 × $12.5024 Jul11d2.0%58%89%$12,000$32,727+$16,364$109,770
Sell 200 × $12.50 2.0% OTM over spot $12.25 24 Jul 2026 (11d, $0.64 mid)
= $12,000 credit for the 11d cycle → $32,727/mo projected
Survival (stays ≤ $12.50)
58%
Breach risk
42%
POP (stays ≤ $13.13)
69%
EV / mo
+$971
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.4-4.0] median, 0.1 mo faster than no FIGHT (2.6 mo)  ·  62% of paths whole by 9 mo (vs 47% without)  ·  ~18.9 challenges expected  ·  median CC cash $49,005
🛡 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)
75%
Flat exit net (mid-life)
+$687
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 90% 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: $0.80/sh now → $0.57 mid-life (likely $0.77–$1.05)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets +$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,245 simulated challenges: the $12 strike is typically first touched on day 3 of 11, at $13 (overshoots $0.41). 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+$0.14/sh+$2,834
cycle +$14,834
[+$1,304…+$1,932] · 100% credit
70%
surv 58%
-$79,516 NOT
cap gain +$22,584
Max even-money escape in the band~$1331 Jul 202612d left+$0.14/sh+$2,834
cycle +$14,834
[+$1,304…+$1,932] · 100% credit
70%
surv 58%
-$79,516 NOT
cap gain +$22,584
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+$0.16/sh+$3,137
cycle +$15,137
[+$1,052…+$1,937] · 95% credit
66%
surv 53%
-$83,088 NOT
cap gain +$19,012
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.41/sh-$8,290
cycle +$3,710
[-$13,974…-$10,714]
90%
surv 89%
-$51,890 NOT
cap gain +$50,210
budget: banked $12,000 debit $8,290 (69% used ≈ 1.1 wk of income) → whole cycle still +$3,710 cash · rolled 200 ct earn ≈ $7,558/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$32,727/mo
vs 50% target ($16,364/mo)+100%
vs normal income ($32,727/mo)100% covered
Net income (after hedge)$32,727/mo
Downside budget
⚠ $12.50 is $6 below CC-SS $18.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$109,770
… as % of IC ($7,600)1444.3%
… as % of ML ($207,600)52.9%
Recovery months (at normal income)3.4 mo
Surgical close (200 ct)$-102,800
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $13.13 (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
$12-13.13
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
≥ $13.13
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 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$12,000$-86,225+$15,875+$11,800
+2.5%$12.81 (≤1σ, normal week)$5,750$-87,631+$14,469+$5,550
+5%$13.12 (≤1σ, normal week)$-500$-89,037+$13,062-$700
SS (= V-bounce)$22.69 (5.1σ)$-191,800$-132,080-$29,980-$138,200
V-BOUNCE STRESS (stock → CC-SS $18.59, where you are whole again, by expiry)
Starting unrealized P&L: $-102,100
+ Fortress recovery (un-capped): +$98,247
− CC assignment net of premium (200 × $12.50): -$109,770
Total Position P&L @ SS: $-113,623 ($-11,523 vs today)
Do-nothing baseline at SS: $-3,653 (this trade vs do-nothing: $-109,970, the opportunity cost of earning $32,727/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$57,000, position total $-101,750 (+$350 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 (9 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 9 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: 0.775 (IBKR)  |  Recovery@SS: +$98,247 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,653

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.504d17 Jul 2026$0.12182/200$16,380$16,42983%85%+$4,537-$90,4271189.8%$-94,262 (vs do-nothing $-90,609)
$13.5011d24 Jul 2026$0.30200/200$16,364$16,36475%79%+$1,784-$95,7701260.1%$-99,623 (vs do-nothing $-95,970)
$134d17 Jul 2026$0.21104/200$16,380$16,64273%78%+$3,031-$55,936736.0%$-59,694 (vs do-nothing $-56,040)
$13.5018d31 Jul 2026$0.51193/200$16,405$16,42472%78%+$3,415-$88,3651162.7%$-92,211 (vs do-nothing $-88,558)
$1311d24 Jul 2026$0.44137/200$16,440$16,61268%75%+$2,804-$70,534928.1%$-74,325 (vs do-nothing $-70,671)
$1318d31 Jul 2026$0.65152/200$16,467$16,59865%74%+$2,456-$75,065987.7%$-78,870 (vs do-nothing $-75,217)
$12.504d17 Jul 2026$0.3759/200$16,372$16,75760%70%+$2,097-$33,739443.9%$-37,451 (vs do-nothing $-33,798)
$12.5011d24 Jul 2026$0.60100/200$16,364$16,63658%69%+$486-$54,885722.2%$-58,638 (vs do-nothing $-54,985)
$12.5018d31 Jul 2026$0.84117/200$16,380$16,60658%70%+$1,823-$61,407808.0%$-65,178 (vs do-nothing $-61,524)

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 22:11