FORTRESS FIGHT: MARA-LC20-1299 @ $12.06

BE SS: $22.69  |  CC-SS: $17.89  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-14 03:38

MARA-LC20-1299 @ $12.06   UNDERWATER $10.63 (46.8% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 15 days. The recommended CC (3d) 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: $17.89  |  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$34,412/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $6,772/mo (info only, already in marks)
Unrealized P&L$-92,600fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$17,206/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$34,412/mo (ATM CC, chain)
IC VELOCITY
0.2 mo to earn back $7,600
ML VELOCITY
6.0 mo to earn back $207,600
Deep drawdown confirmed: a CC at CC-SS $17.89 (probe: $18C 17d) brings only $1,765/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 55 (live) · RSI 49 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 13 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.93 (+32%) · daily UBB $15.44 · 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: 192 contracts at $13.50 / 3d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($17,206/mo); it brings $17,280/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 108 × $12.50/3d for $34,560/mo, but breach risk rises to 33% (+23pp vs the primary). The lower strike is hit by a smaller bounce.
Downside anchor: the primary mortgages $82,489 (1085% of IC) ONLY on a full V-bounce all the way to SS $23, recoverable in 2.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 192 contracts realizes $-88,992 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 (3d) · sell 192 × $13.50, 90% survival, $17,280/mo (E[net] $7,798/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 · 3d192 × $13.5090%$17,280$7,798
NEXT FRIDAY24 Jul 2026 · 10d140 × $1371%$17,220$4,225

📅 THIS FRIDAY · 17 Jul 2026 · 3d · E[net] $7,798/mo 🏆 GRAND PICK

🎯 Engine pick: sell 192 × $13.50 (primary), 90% survival, breach 10%, $17,280/mo.
This is already the safest rung on the ladder, take it.
MARA  spot $12.06 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal127 × $13.5017 Jul3d11.9%90%20%$1,143$11,430-$5,850$54,563
Sell 127 × $13.50 11.9% OTM over spot $12.06 17 Jul 2026 (3d, $0.10 mid)
= $1,143 credit for the 3d cycle → $11,430/mo projected
Survival (stays ≤ $13.50)
90%
Breach risk
10%
POP (stays ≤ $13.60)
92%
EV / mo
+$7,716
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.1-4.7] median, 0.3 mo SLOWER than no FIGHT (2.0 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 45% without)  ·  ~7.0 challenges expected  ·  median CC cash $40,563
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$4,408
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 127 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.62/sh now → $0.44 mid-life (likely $0.41–$0.78)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 316 simulated challenges: the $14 strike is typically first touched on day 2 of 3, 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 (127 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20268d left+$0.41/sh+$5,220
cycle +$6,363
[+$4,615…+$5,900] · 99% credit
69%
surv 53%
-$64,122 NOT
cap gain +$28,478
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.11/sh+$1,438
cycle +$2,581
[-$564…+$2,022] · 67% credit
78%
surv 72%
-$45,862 NOT
cap gain +$46,738
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.04/sh+$521
cycle +$1,664
[-$1,314…+$979] · 48% credit
77%
surv 70%
-$54,460 NOT
cap gain +$38,140
Max even-money escape in the band~$1531 Jul 202616d left+$0.02/sh+$215
cycle +$1,358
[-$2,082…+$765] · 37% credit
81%
surv 77%
-$39,405 NOT
cap gain +$53,195
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$11,430/mo
vs 50% target ($17,206/mo)-34%
vs normal income ($34,412/mo)33% covered
Net income (after hedge)$11,649/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$54,563
… as % of IC ($7,600)717.9%
… as % of ML ($207,600)26.3%
Recovery months (at normal income)1.6 mo
Surgical close (127 ct)$-58,864
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $13.60 (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 $15.44 (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
$13-13.60
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
≥ $13.60
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 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.4σ)$1,143$-69,342+$23,258+$1,016
+2.5%$13.84 (1.7σ)$-3,143$-68,445+$24,155-$3,270
+5%$14.18 (2.1σ)$-7,430$-67,547+$25,053-$7,557
SS (= V-bounce)$22.69 (10.5σ)$-115,570$-57,234+$35,366-$94,234
V-BOUNCE STRESS (stock → CC-SS $17.89, where you are whole again, by expiry)
Starting unrealized P&L: $-92,600
+ Fortress recovery (un-capped): +$89,415
− CC assignment net of premium (127 × $13.50): -$54,563
+ Conservative CC premium (73 × $21): +$73
Total Position P&L @ SS: $-57,675 (+$34,925 vs today)
Do-nothing baseline at SS: $-2,985 (this trade vs do-nothing: $-54,690, the opportunity cost of earning $11,430/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,718, position total $-62,879 (+$29,721 vs today)
🎯 50% normal192 × $13.5017 Jul3d11.9%90%11%$1,728$17,280$82,489
Sell 192 × $13.50 11.9% OTM over spot $12.06 17 Jul 2026 (3d, $0.10 mid)
= $1,728 credit for the 3d cycle → $17,280/mo projected
Survival (stays ≤ $13.50)
90%
Breach risk
10%
POP (stays ≤ $13.60)
92%
EV / mo
+$11,664
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.3-3.6] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  64% of paths whole by 9 mo (vs 47% without)  ·  ~6.0 challenges expected  ·  median CC cash $49,138
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$6,664
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 192 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.62/sh now → $0.44 mid-life (likely $0.40–$0.77)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 339 simulated challenges: the $14 strike is typically first touched on day 2 of 3, at $14 (overshoots $0.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (192 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20268d left+$0.41/sh+$7,892
cycle +$9,620
[+$7,018…+$9,301] · 99% credit
69%
surv 53%
-$60,931 NOT
cap gain +$31,669
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.11/sh+$2,175
cycle +$3,903
[-$576…+$3,199] · 69% credit
78%
surv 72%
-$44,606 NOT
cap gain +$47,994
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.04/sh+$788
cycle +$2,516
[-$1,804…+$1,608] · 50% credit
77%
surv 70%
-$53,673 NOT
cap gain +$38,927
Max even-money escape in the band~$1531 Jul 202616d left+$0.02/sh+$326
cycle +$2,054
[-$2,924…+$1,247] · 43% credit
81%
surv 77%
-$38,775 NOT
cap gain +$53,825
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$17,280/mo
vs 50% target ($17,206/mo)+0%
vs normal income ($34,412/mo)50% covered
Net income (after hedge)$17,304/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$82,489
… as % of IC ($7,600)1085.4%
… as % of ML ($207,600)39.7%
Recovery months (at normal income)2.4 mo
Surgical close (192 ct)$-88,992
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $13.60 (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 $15.44 (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
$13-13.60
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
≥ $13.60
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 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.4σ)$1,728$-68,822+$23,778+$1,536
+2.5%$13.84 (1.7σ)$-4,752$-70,118+$22,482-$4,944
+5%$14.18 (2.1σ)$-11,232$-71,414+$21,186-$11,424
SS (= V-bounce)$22.69 (10.5σ)$-174,720$-105,464-$12,864-$142,464
V-BOUNCE STRESS (stock → CC-SS $17.89, where you are whole again, by expiry)
Starting unrealized P&L: $-92,600
+ Fortress recovery (un-capped): +$89,415
− CC assignment net of premium (192 × $13.50): -$82,489
+ Conservative CC premium (8 × $21): +$8
Total Position P&L @ SS: $-85,666 (+$6,934 vs today)
Do-nothing baseline at SS: $-2,985 (this trade vs do-nothing: $-82,681, the opportunity cost of earning $17,280/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$44,928, position total $-78,154 (+$14,446 vs today)
🛡 safe yield200 × $13.5017 Jul3d11.9%90%20%$1,800$18,000+$720$85,926
Sell 200 × $13.50 11.9% OTM over spot $12.06 17 Jul 2026 (3d, $0.10 mid)
= $1,800 credit for the 3d cycle → $18,000/mo projected
Survival (stays ≤ $13.50)
90%
Breach risk
10%
POP (stays ≤ $13.60)
92%
EV / mo
+$12,150
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-3.4] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  64% of paths whole by 9 mo (vs 52% without)  ·  ~5.7 challenges expected  ·  median CC cash $48,721
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$6,941
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 81% POP
77% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.62/sh now → $0.44 mid-life (likely $0.40–$0.79)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 339 simulated challenges: the $14 strike is typically first touched on day 2 of 3, 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 (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 20268d left+$0.41/sh+$8,221
cycle +$10,021
[+$7,197…+$9,419] · 99% credit
69%
surv 53%
-$60,538 NOT
cap gain +$32,062
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.11/sh+$2,265
cycle +$4,065
[-$1,090…+$3,369] · 67% credit
78%
surv 72%
-$44,452 NOT
cap gain +$48,148
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.04/sh+$821
cycle +$2,621
[-$2,218…+$1,695] · 51% credit
77%
surv 70%
-$53,576 NOT
cap gain +$39,024
Max even-money escape in the band~$1531 Jul 202616d left+$0.02/sh+$339
cycle +$2,139
[-$3,528…+$1,384] · 44% credit
81%
surv 77%
-$38,698 NOT
cap gain +$53,902
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$18,000/mo
vs 50% target ($17,206/mo)+5%
vs normal income ($34,412/mo)52% covered
Net income (after hedge)$18,000/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$85,926
… as % of IC ($7,600)1130.6%
… as % of ML ($207,600)41.4%
Recovery months (at normal income)2.5 mo
Surgical close (200 ct)$-92,700
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $13.60 (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 $15.44 (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
$13-13.60
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
≥ $13.60
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 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.4σ)$1,800$-68,758+$23,842+$1,600
+2.5%$13.84 (1.7σ)$-4,950$-70,324+$22,276-$5,150
+5%$14.18 (2.1σ)$-11,700$-71,890+$20,710-$11,900
SS (= V-bounce)$22.69 (10.5σ)$-182,000$-111,400-$18,800-$148,400
V-BOUNCE STRESS (stock → CC-SS $17.89, where you are whole again, by expiry)
Starting unrealized P&L: $-92,600
+ Fortress recovery (un-capped): +$89,415
− CC assignment net of premium (200 × $13.50): -$85,926
Total Position P&L @ SS: $-89,111 (+$3,489 vs today)
Do-nothing baseline at SS: $-2,985 (this trade vs do-nothing: $-86,126, the opportunity cost of earning $18,000/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$46,800, position total $-80,034 (+$12,566 vs today)
100% normal108 × $12.5017 Jul3d3.6%67%68%$3,456$34,560+$17,280$54,716
Sell 108 × $12.50 3.6% OTM over spot $12.06 17 Jul 2026 (3d, $0.33 mid)
= $3,456 credit for the 3d cycle → $34,560/mo projected
Survival (stays ≤ $12.50)
67%
Breach risk
33%
POP (stays ≤ $12.83)
77%
EV / mo
+$13,903
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.2-4.0] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  66% of paths whole by 9 mo (vs 50% without)  ·  ~24.4 challenges expected  ·  median CC cash $57,484
🛡 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)
46%
Flat exit net (mid-life)
-$738
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 108 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.55/sh now → $0.39 mid-life (likely $0.47–$0.84)≈ $0 at expiry  |  you banked $0.32/sh, so a flat mid-life exit nets -$0.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,390 simulated challenges: the $12 strike is typically first touched on day 2 of 3, at $13 (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 (108 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1224 Jul 20268d left+$0.36/sh+$3,923
cycle +$7,379
[+$2,905…+$4,042] · 99% credit
69%
surv 53%
-$78,447 NOT
cap gain +$14,153
Reliable up-and-out (highest cap still free ≥60%)~$1331 Jul 202616d left+$0.26/sh+$2,797
cycle +$6,253
[+$931…+$2,457] · 86% credit
76%
surv 68%
-$65,212 NOT
cap gain +$27,388
Max even-money escape in the band~$1431 Jul 202616d left+$0.06/sh+$618
cycle +$4,074
[-$1,999…+$70] · 28% credit
79%
surv 74%
-$59,711 NOT
cap gain +$32,889
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1324 Jul 20268d left+$0.00/sh+$22
cycle +$3,478
[-$2,207…-$455] · 17% credit
79%
surv 72%
-$67,987 NOT
cap gain +$24,613
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.25/sh-$2,663
cycle +$793
[-$6,573…-$3,420]
91%
surv 90%
-$32,272 NOT
cap gain +$60,328
budget: banked $3,456 debit $2,663 (77% used ≈ 0.3 wk of income) → whole cycle still +$793 cash · rolled 108 ct earn ≈ $2,870/mo while parked; 92 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$34,560/mo
vs 50% target ($17,206/mo)+101%
vs normal income ($34,412/mo)100% covered
Net income (after hedge)$34,836/mo
Downside budget
⚠ $12.50 is $5 below CC-SS $17.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$54,716
… as % of IC ($7,600)719.9%
… as % of ML ($207,600)26.4%
Recovery months (at normal income)1.6 mo
Surgical close (108 ct)$-50,112
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 $0.32 collected) or spot ≥ $12.83 (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 $15.44 (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
$12-12.83
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
≥ $12.83
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 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$3,456$-82,370+$10,230+$3,348
+2.5%$12.81 (≤1σ, normal week)$81$-80,945+$11,655-$27
+5%$13.12 (1.0σ)$-3,294$-79,520+$13,080-$3,402
SS (= V-bounce)$22.69 (10.5σ)$-106,596$-51,452+$41,148-$88,452
V-BOUNCE STRESS (stock → CC-SS $17.89, where you are whole again, by expiry)
Starting unrealized P&L: $-92,600
+ Fortress recovery (un-capped): +$89,415
− CC assignment net of premium (108 × $12.50): -$54,716
+ Conservative CC premium (92 × $21): +$92
Total Position P&L @ SS: $-57,809 (+$34,791 vs today)
Do-nothing baseline at SS: $-2,985 (this trade vs do-nothing: $-54,824, the opportunity cost of earning $34,560/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$33,588, position total $-66,730 (+$25,870 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 · 10d · E[net] $4,225/mo

🎯 Engine pick: sell 140 × $13 (primary), 71% survival, breach 29%, $17,220/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 85% (breach 29% → 15%) for $5,820/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 $12.06 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $1524 Jul10d24.3%93%15%$1,800$5,400-$11,820$55,926
Sell 200 × $15 24.3% OTM over spot $12.06 24 Jul 2026 (10d, $0.10 mid)
= $1,800 credit for the 10d cycle → $5,400/mo projected
Survival (stays ≤ $15)
93%
Breach risk
7%
POP (stays ≤ $15.10)
93%
EV / mo
+$3,001
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-4.4] median  ·  56% of paths whole by 9 mo (vs 51% without)  ·  ~1.9 challenges expected  ·  median CC cash $19,804
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
8%
Flat exit net (mid-life)
-$14,459
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 75% POP
66% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.15/sh now → $0.81 mid-life (likely $0.68–$1.09)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 252 simulated challenges: the $15 strike is typically first touched on day 7 of 10, at $15 (overshoots $0.45). 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+$0.38/sh+$7,524
cycle +$9,324
[+$7,424…+$10,311] · 100% credit
69%
surv 54%
-$38,194 NOT
cap gain +$54,406
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202612d left+$0.14/sh+$2,794
cycle +$4,594
[+$1,900…+$5,314] · 96% credit
71%
surv 60%
-$36,243 NOT
cap gain +$56,357
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.00/sh+$19
cycle +$1,819
[-$1,252…+$2,102] · 51% credit
75%
surv 66%
-$31,338 NOT
cap gain +$61,262
Max even-money escape in the band~$1631 Jul 202612d left+$0.00/sh+$19
cycle +$1,819
[-$1,252…+$2,102] · 51% credit
75%
surv 66%
-$31,338 NOT
cap gain +$61,262
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$5,400/mo
vs 50% target ($17,206/mo)-69%
vs normal income ($34,412/mo)16% covered
Net income (after hedge)$5,400/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$55,926
… as % of IC ($7,600)735.9%
… as % of ML ($207,600)26.9%
Recovery months (at normal income)1.6 mo
Surgical close (200 ct)$-92,800
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $15.10 (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 $15.44 (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
$15-15.10
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
≥ $15.10
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 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.6σ)$1,800$-45,718+$46,882+$1,600
+2.5%$15.37 (1.8σ)$-5,700$-47,458+$45,142-$5,900
+5%$15.75 (2.0σ)$-13,200$-49,198+$43,402-$13,400
SS (= V-bounce)$22.69 (5.7σ)$-152,000$-81,400+$11,200-$118,400
V-BOUNCE STRESS (stock → CC-SS $17.89, where you are whole again, by expiry)
Starting unrealized P&L: $-92,600
+ Fortress recovery (un-capped): +$89,415
− CC assignment net of premium (200 × $15): -$55,926
Total Position P&L @ SS: $-59,111 (+$33,489 vs today)
Do-nothing baseline at SS: $-2,985 (this trade vs do-nothing: $-56,126, the opportunity cost of earning $5,400/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$16,800, position total $-50,034 (+$42,566 vs today)
33% normal ← lean190 × $1424 Jul10d16.0%85%31%$3,800$11,400-$5,820$70,040
Sell 190 × $14 16.0% OTM over spot $12.06 24 Jul 2026 (10d, $0.21 mid)
= $3,800 credit for the 10d cycle → $11,400/mo projected
Survival (stays ≤ $14)
85%
Breach risk
15%
POP (stays ≤ $14.21)
87%
EV / mo
+$5,356
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.5-4.7] median, 0.1 mo faster than no FIGHT (2.5 mo)  ·  50% of paths whole by 9 mo (vs 40% without)  ·  ~4.2 challenges expected  ·  median CC cash $38,945
🛡 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)
22%
Flat exit net (mid-life)
-$10,035
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 76% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 190 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.03/sh now → $0.73 mid-life (likely $0.67–$1.06)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 647 simulated challenges: the $14 strike is typically first touched on day 6 of 10, at $14 (overshoots $0.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (190 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+$0.34/sh+$6,421
cycle +$10,221
[+$5,697…+$8,271] · 100% credit
69%
surv 54%
-$52,647 NOT
cap gain +$39,953
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.11/sh+$2,036
cycle +$5,836
[+$648…+$3,288] · 88% credit
71%
surv 60%
-$50,351 NOT
cap gain +$42,249
Max even-money escape in the band~$1431 Jul 202612d left+$0.11/sh+$2,036
cycle +$5,836
[+$648…+$3,288] · 88% credit
71%
surv 60%
-$50,351 NOT
cap gain +$42,249
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-$0.03/sh-$650
cycle +$3,150
[-$2,352…+$291] · 29% credit
76%
surv 67%
-$45,356 NOT
cap gain +$47,244
budget: banked $3,800 debit $650 (17% used ≈ 0.2 wk of income) → whole cycle still +$3,150 cash · rolled 190 ct earn ≈ $32,964/mo while parked; 10 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$11,400/mo
vs 50% target ($17,206/mo)-34%
vs normal income ($34,412/mo)33% covered
Net income (after hedge)$11,430/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$70,040
… as % of IC ($7,600)921.6%
… as % of ML ($207,600)33.7%
Recovery months (at normal income)2.0 mo
Surgical close (190 ct)$-88,065
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 $0.20 collected) or spot ≥ $14.21 (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 $15.44 (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
$14-14.21
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
≥ $14.21
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 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.0σ)$3,800$-59,068+$33,532+$3,610
+2.5%$14.35 (1.2σ)$-2,850$-60,342+$32,258-$3,040
+5%$14.70 (1.4σ)$-9,500$-61,616+$30,984-$9,690
SS (= V-bounce)$22.69 (5.7σ)$-161,310$-92,390+$210-$129,390
V-BOUNCE STRESS (stock → CC-SS $17.89, where you are whole again, by expiry)
Starting unrealized P&L: $-92,600
+ Fortress recovery (un-capped): +$89,415
− CC assignment net of premium (190 × $14): -$70,040
+ Conservative CC premium (10 × $21): +$10
Total Position P&L @ SS: $-73,215 (+$19,385 vs today)
Do-nothing baseline at SS: $-2,985 (this trade vs do-nothing: $-70,230, the opportunity cost of earning $11,400/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$32,870, position total $-66,094 (+$26,506 vs today)
🎯 50% normal140 × $1324 Jul10d7.7%71%48%$5,740$17,220$62,668
Sell 140 × $13 7.7% OTM over spot $12.06 24 Jul 2026 (10d, $0.42 mid)
= $5,740 credit for the 10d cycle → $17,220/mo projected
Survival (stays ≤ $13)
71%
Breach risk
29%
POP (stays ≤ $13.43)
78%
EV / mo
+$5,147
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.3-3.9] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  56% of paths whole by 9 mo (vs 48% without)  ·  ~9.4 challenges expected  ·  median CC cash $38,505
🛡 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)
48%
Flat exit net (mid-life)
-$3,328
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 140 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.92/sh now → $0.65 mid-life (likely $0.77–$1.08)≈ $0 at expiry  |  you banked $0.41/sh, so a flat mid-life exit nets -$0.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,433 simulated challenges: the $13 strike is typically first touched on day 4 of 10, at $13 (overshoots $0.36). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (140 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1331 Jul 202612d left+$0.30/sh+$4,222
cycle +$9,962
[+$3,221…+$4,407] · 100% credit
69%
surv 53%
-$68,216 NOT
cap gain +$24,384
Up-and-out for even (raise the cap, free)~$1331 Jul 202612d left+$0.08/sh+$1,071
cycle +$6,811
[-$441…+$827] · 53% credit
72%
surv 61%
-$64,686 NOT
cap gain +$27,914
Max even-money escape in the band~$1331 Jul 202612d left+$0.08/sh+$1,071
cycle +$6,811
[-$441…+$827] · 53% credit
72%
surv 61%
-$64,686 NOT
cap gain +$27,914
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-$0.35/sh-$4,841
cycle +$899
[-$8,002…-$5,768]
84%
surv 81%
-$47,558 NOT
cap gain +$45,042
budget: banked $5,740 debit $4,841 (84% used ≈ 1.2 wk of income) → whole cycle still +$899 cash · rolled 140 ct earn ≈ $10,567/mo while parked; 60 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$17,220/mo
vs 50% target ($17,206/mo)+0%
vs normal income ($34,412/mo)50% covered
Net income (after hedge)$17,400/mo
Downside budget
⚠ $13 is $5 below CC-SS $17.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$62,668
… as % of IC ($7,600)824.6%
… as % of ML ($207,600)30.2%
Recovery months (at normal income)1.8 mo
Surgical close (140 ct)$-65,030
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 $0.41 collected) or spot ≥ $13.43 (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 $15.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.43
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
≥ $13.43
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 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$5,740$-72,438+$20,162+$5,600
+2.5%$13.32 (≤1σ, normal week)$1,190$-71,996+$20,604+$1,050
+5%$13.65 (≤1σ, normal week)$-3,360$-71,554+$21,046-$3,500
SS (= V-bounce)$22.69 (5.7σ)$-129,920$-69,400+$23,200-$106,400
V-BOUNCE STRESS (stock → CC-SS $17.89, where you are whole again, by expiry)
Starting unrealized P&L: $-92,600
+ Fortress recovery (un-capped): +$89,415
− CC assignment net of premium (140 × $13): -$62,668
+ Conservative CC premium (60 × $21): +$60
Total Position P&L @ SS: $-65,793 (+$26,807 vs today)
Do-nothing baseline at SS: $-2,985 (this trade vs do-nothing: $-62,808, the opportunity cost of earning $17,220/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,280, position total $-68,454 (+$24,146 vs today)
100% normal198 × $12.5024 Jul10d3.6%62%80%$11,484$34,452+$17,232$95,165
Sell 198 × $12.50 3.6% OTM over spot $12.06 24 Jul 2026 (10d, $0.62 mid)
= $11,484 credit for the 10d cycle → $34,452/mo projected
Survival (stays ≤ $12.50)
62%
Breach risk
38%
POP (stays ≤ $13.12)
74%
EV / mo
+$9,010
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-4.2] median  ·  62% of paths whole by 9 mo (vs 45% without)  ·  ~14.6 challenges expected  ·  median CC cash $56,679
🛡 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)
65%
Flat exit net (mid-life)
-$577
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 198 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.86/sh now → $0.61 mid-life (likely $0.80–$1.08)≈ $0 at expiry  |  you banked $0.58/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,957 simulated challenges: the $12 strike is typically first touched on day 3 of 10, at $13 (overshoots $0.35). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (198 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+$0.28/sh+$5,626
cycle +$17,110
[+$4,064…+$5,051] · 100% credit
69%
surv 53%
-$68,807 NOT
cap gain +$23,793
Up-and-out for even (raise the cap, free)~$1331 Jul 202612d left+$0.06/sh+$1,226
cycle +$12,710
[-$1,184…+$200] · 29% credit
72%
surv 61%
-$66,525 NOT
cap gain +$26,075
Max even-money escape in the band~$1331 Jul 202612d left+$0.06/sh+$1,226
cycle +$12,710
[-$1,184…+$200] · 29% credit
72%
surv 61%
-$66,525 NOT
cap gain +$26,075
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-$0.47/sh-$9,268
cycle +$2,216
[-$15,469…-$11,832]
91%
surv 90%
-$38,619 NOT
cap gain +$53,981
budget: banked $11,484 debit $9,268 (81% used ≈ 1.2 wk of income) → whole cycle still +$2,216 cash · rolled 198 ct earn ≈ $6,983/mo while parked; 2 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$34,452/mo
vs 50% target ($17,206/mo)+100%
vs normal income ($34,412/mo)100% covered
Net income (after hedge)$34,458/mo
Downside budget
⚠ $12.50 is $5 below CC-SS $17.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$95,165
… as % of IC ($7,600)1252.2%
… as % of ML ($207,600)45.8%
Recovery months (at normal income)2.8 mo
Surgical close (198 ct)$-92,466
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.58 collected) or spot ≥ $13.12 (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 $15.44 (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
$12-13.12
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
≥ $13.12
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 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$11,484$-74,432+$18,168+$11,286
+2.5%$12.81 (≤1σ, normal week)$5,297$-75,820+$16,780+$5,099
+5%$13.12 (≤1σ, normal week)$-891$-77,207+$15,393-$1,089
SS (= V-bounce)$22.69 (5.7σ)$-190,278$-120,014-$27,414-$157,014
V-BOUNCE STRESS (stock → CC-SS $17.89, where you are whole again, by expiry)
Starting unrealized P&L: $-92,600
+ Fortress recovery (un-capped): +$89,415
− CC assignment net of premium (198 × $12.50): -$95,165
+ Conservative CC premium (2 × $21): +$2
Total Position P&L @ SS: $-98,348 ($-5,748 vs today)
Do-nothing baseline at SS: $-2,985 (this trade vs do-nothing: $-95,363, the opportunity cost of earning $34,452/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$56,430, position total $-89,662 (+$2,938 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 (10 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (3 expiries scanned, 10 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: 0.768 (IBKR)  |  Recovery@SS: +$89,415 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,985

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.503d17 Jul 2026$0.09192/200$17,280$17,30490%92%+$11,664-$82,4891085.4%$-85,666 (vs do-nothing $-82,681)
$133d17 Jul 2026$0.17102/200$17,340$17,63481%85%+$9,247-$48,106633.0%$-51,193 (vs do-nothing $-48,208)
$1310d24 Jul 2026$0.41140/200$17,220$17,40071%78%+$5,147-$62,668824.6%$-65,793 (vs do-nothing $-62,808)
$1317d31 Jul 2026$0.64153/200$17,280$17,42168%76%+$4,790-$64,969854.8%$-68,106 (vs do-nothing $-65,122)
$12.503d17 Jul 2026$0.3254/200$17,280$17,71867%77%+$6,951-$27,358360.0%$-30,397 (vs do-nothing $-27,412)
$12.5010d24 Jul 2026$0.5899/200$17,226$17,52962%74%+$4,505-$47,583626.1%$-50,666 (vs do-nothing $-47,682)
$12.5017d31 Jul 2026$0.78126/200$17,344$17,56661%73%+$3,296-$58,040763.7%$-61,150 (vs do-nothing $-58,166)
$1217d31 Jul 2026$1.0494/200$17,252$17,57053%69%+$3,184-$45,555599.4%$-48,634 (vs do-nothing $-45,649)
$1210d24 Jul 2026$0.8072/200$17,280$17,66452%69%+$3,370-$36,621481.9%$-39,678 (vs do-nothing $-36,693)
$123d17 Jul 2026$0.5234/200$17,680$18,17849%69%+$4,395-$18,245240.1%$-21,264 (vs do-nothing $-18,279)

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  |  2026-07-14 03:38