FORTRESS FIGHT: MARA-LC20-1299 @ $12.36

BE SS: $22.69  |  CC-SS: $18.50  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-14 21:38

MARA-LC20-1299 @ $12.36   UNDERWATER $10.33 (45.5% 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: $18.50  |  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$28,941/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $7,740/mo (info only, already in marks)
Unrealized P&L$-98,600fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$14,471/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$28,941/mo (ATM CC, chain)
IC VELOCITY
0.3 mo to earn back $7,600
ML VELOCITY
7.2 mo to earn back $207,600
Deep drawdown confirmed: a CC at CC-SS $18.50 (probe: $18.5C 17d) brings only $353/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 58 (live) · RSI 52 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 45 · %B 21 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.98 (+29%) · daily UBB $15.26 · 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: 161 contracts at $13.50 / 3d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($14,471/mo); it brings $14,490/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 161 × $13/3d for $28,980/mo, but breach risk rises to 29% (+11pp 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 × $14.50/3d (93% survival, $6,000/mo).
Downside anchor: the primary mortgages $78,979 (1039% of IC) ONLY on a full V-bounce all the way to SS $23, recoverable in 2.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 161 contracts realizes $-79,534 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 161 × $13.50, 83% survival, $14,490/mo (E[net] $4,555/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 · 3d161 × $13.5083%$14,490$4,555
NEXT FRIDAY24 Jul 2026 · 10d173 × $13.5073%$14,532$1,758

📅 THIS FRIDAY · 17 Jul 2026 · 3d · E[net] $4,555/mo 🏆 GRAND PICK

🎯 Engine pick: sell 161 × $13.50 (primary), 83% survival, breach 17%, $14,490/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $14 rung (33% normal) lifts survival to 89% (breach 17% → 11%) for $4,890/mo less (34% income) buys safety you do not really need here.
MARA  spot $12.36 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $14.5017 Jul3d17.3%93%14%$600$6,000-$8,490$79,311
Sell 200 × $14.50 17.3% OTM over spot $12.36 17 Jul 2026 (3d, $0.04 mid)
= $600 credit for the 3d cycle → $6,000/mo projected
Survival (stays ≤ $14.50)
93%
Breach risk
7%
POP (stays ≤ $14.54)
93%
EV / mo
+$1,177
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-3.6] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  53% of paths whole by 9 mo (vs 50% without)  ·  ~4.8 challenges expected  ·  median CC cash $18,678
🛡 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)
6%
Flat exit net (mid-life)
-$6,025
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$17 @ 83% POP
81% 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: $0.47/sh now → $0.33 mid-life (likely $0.30–$0.64)≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 173 simulated challenges: the $14 strike is typically first touched on day 3 of 3, at $15 (overshoots $0.49). 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+$0.34/sh+$6,822
cycle +$7,422
[+$6,720…+$8,138] · 100% credit
64%
surv 53%
-$57,794 NOT
cap gain +$40,806
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202616d left+$0.16/sh+$3,161
cycle +$3,761
[+$1,431…+$4,095] · 88% credit
77%
surv 73%
-$35,871 NOT
cap gain +$62,729
Max even-money escape in the band~$1731 Jul 202616d left+$0.05/sh+$976
cycle +$1,576
[-$1,565…+$1,781] · 60% credit
80%
surv 77%
-$30,256 NOT
cap gain +$68,344
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)~$1624 Jul 20268d left+$0.04/sh+$796
cycle +$1,396
[-$1,490…+$1,424] · 59% credit
76%
surv 71%
-$46,036 NOT
cap gain +$52,564
Safety roll (pay small debit, max POP)~$1731 Jul 202616d left-$0.01/sh-$197
cycle +$403
[-$3,163…+$484] · 39% credit
83%
surv 81%
-$23,629 NOT
cap gain +$74,971
budget: banked $600 debit $197 (33% used ≈ 0.1 wk of income) → whole cycle still +$403 cash · rolled 200 ct earn ≈ $12,053/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$6,000/mo
vs 50% target ($14,471/mo)-59%
vs normal income ($28,941/mo)21% covered
Net income (after hedge)$6,000/mo
Downside budget
⚠ $14.50 is $4 below CC-SS $18.50: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$79,311
… as % of IC ($7,600)1043.6%
… as % of ML ($207,600)38.2%
Recovery months (at normal income)2.7 mo
Surgical close (200 ct)$-98,700
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.03 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 $15.26 (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 (2.0σ)$600$-64,616+$33,984+$400
+2.5%$14.86 (2.3σ)$-6,650$-66,211+$32,389-$6,850
+5%$15.23 (2.7σ)$-13,900$-67,806+$30,794-$14,100
SS (= V-bounce)$22.69 (9.7σ)$-163,200$-100,652-$2,052-$129,600
V-BOUNCE STRESS (stock → CC-SS $18.50, where you are whole again, by expiry)
Starting unrealized P&L: $-98,600
+ Fortress recovery (un-capped): +$95,715
− CC assignment net of premium (200 × $14.50): -$79,311
Total Position P&L @ SS: $-82,196 (+$16,404 vs today)
Do-nothing baseline at SS: $-2,685 (this trade vs do-nothing: $-79,511, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,000, position total $-71,128 (+$27,472 vs today)
33% normal192 × $1417 Jul3d13.3%89%23%$960$9,600-$4,890$85,355
Sell 192 × $14 13.3% OTM over spot $12.36 17 Jul 2026 (3d, $0.06 mid)
= $960 credit for the 3d cycle → $9,600/mo projected
Survival (stays ≤ $14)
89%
Breach risk
11%
POP (stays ≤ $14.06)
90%
EV / mo
+$543
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [0.9-3.7] median  ·  61% of paths whole by 9 mo (vs 55% without)  ·  ~7.6 challenges expected  ·  median CC cash $24,886
🛡 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)
-$5,074
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$17 @ 84% POP
82% 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: $0.44/sh now → $0.31 mid-life (likely $0.30–$0.55)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.26/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 $0.42). 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 (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+$0.32/sh+$6,189
cycle +$7,149
[+$5,789…+$7,303] · 100% credit
64%
surv 53%
-$65,859 NOT
cap gain +$32,741
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202616d left+$0.13/sh+$2,498
cycle +$3,458
[+$1,159…+$3,247] · 86% credit
78%
surv 74%
-$43,966 NOT
cap gain +$54,634
Up-and-out for even (raise the cap, free)~$1524 Jul 20268d left+$0.02/sh+$462
cycle +$1,422
[-$1,040…+$979] · 48% credit
77%
surv 72%
-$53,802 NOT
cap gain +$44,798
Max even-money escape in the band~$1631 Jul 202616d left+$0.03/sh+$501
cycle +$1,461
[-$1,383…+$1,142] · 47% credit
81%
surv 78%
-$38,163 NOT
cap gain +$60,437
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1731 Jul 202616d left-$0.03/sh-$586
cycle +$374
[-$2,735…-$24] · 24% credit
84%
surv 82%
-$31,450 NOT
cap gain +$67,150
budget: banked $960 debit $586 (61% used ≈ 0.3 wk of income) → whole cycle still +$374 cash · rolled 192 ct earn ≈ $10,214/mo while parked; 8 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$9,600/mo
vs 50% target ($14,471/mo)-34%
vs normal income ($28,941/mo)33% covered
Net income (after hedge)$9,624/mo
Downside budget
⚠ $14 is $4 below CC-SS $18.50: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$85,355
… as % of IC ($7,600)1123.1%
… as % of ML ($207,600)41.1%
Recovery months (at normal income)2.9 mo
Surgical close (192 ct)$-94,848
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 $0.05 collected) or spot ≥ $14.06 (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 $15.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.06
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
≥ $14.06
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 (1.5σ)$960$-72,048+$26,552+$768
+2.5%$14.35 (1.9σ)$-5,760$-73,308+$25,292-$5,952
+5%$14.70 (2.2σ)$-12,480$-74,568+$24,032-$12,672
SS (= V-bounce)$22.69 (9.7σ)$-165,888$-104,684-$6,084-$133,632
V-BOUNCE STRESS (stock → CC-SS $18.50, where you are whole again, by expiry)
Starting unrealized P&L: $-98,600
+ Fortress recovery (un-capped): +$95,715
− CC assignment net of premium (192 × $14): -$85,355
+ Conservative CC premium (8 × $21): +$8
Total Position P&L @ SS: $-88,232 (+$10,368 vs today)
Do-nothing baseline at SS: $-2,685 (this trade vs do-nothing: $-85,547, the opportunity cost of earning $9,600/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$37,056, position total $-79,176 (+$19,424 vs today)
🎯 50% normal161 × $13.5017 Jul3d9.2%83%21%$1,449$14,490$78,979
Sell 161 × $13.50 9.2% OTM over spot $12.36 17 Jul 2026 (3d, $0.10 mid)
= $1,449 credit for the 3d cycle → $14,490/mo projected
Survival (stays ≤ $13.50)
83%
Breach risk
17%
POP (stays ≤ $13.60)
84%
EV / mo
+$1,063
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-3.9] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  59% of paths whole by 9 mo (vs 52% without)  ·  ~12.7 challenges expected  ·  median CC cash $36,410
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
21%
Flat exit net (mid-life)
-$3,343
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 161 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.42/sh now → $0.30 mid-life (likely $0.31–$0.54)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 622 simulated challenges: the $14 strike is typically first touched on day 2 of 3, at $14 (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 (161 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+$0.30/sh+$4,896
cycle +$6,345
[+$4,385…+$5,486] · 100% credit
64%
surv 53%
-$74,432 NOT
cap gain +$24,168
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.10/sh+$1,667
cycle +$3,116
[+$193…+$2,027] · 79% credit
78%
surv 74%
-$52,077 NOT
cap gain +$46,523
Up-and-out for even (raise the cap, free)~$1524 Jul 20268d left+$0.01/sh+$148
cycle +$1,597
[-$1,436…+$367] · 33% credit
77%
surv 73%
-$61,396 NOT
cap gain +$37,204
Max even-money escape in the band~$1631 Jul 202616d left+$0.00/sh+$78
cycle +$1,527
[-$1,823…+$308] · 32% credit
82%
surv 79%
-$45,866 NOT
cap gain +$52,734
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-$0.05/sh-$796
cycle +$653
[-$2,933…-$634] · 11% credit
85%
surv 83%
-$38,940 NOT
cap gain +$59,660
budget: banked $1,449 debit $796 (55% used ≈ 0.2 wk of income) → whole cycle still +$653 cash · rolled 161 ct earn ≈ $7,493/mo while parked; 39 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$14,490/mo
vs 50% target ($14,471/mo)+0%
vs normal income ($28,941/mo)50% covered
Net income (after hedge)$14,607/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.50: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$78,979
… as % of IC ($7,600)1039.2%
… as % of ML ($207,600)38.0%
Recovery months (at normal income)2.7 mo
Surgical close (161 ct)$-79,534
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 $15.26 (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 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.1σ)$1,449$-79,328+$19,272+$1,288
+2.5%$13.84 (1.4σ)$-3,985$-79,497+$19,103-$4,146
+5%$14.18 (1.7σ)$-9,419$-79,665+$18,935-$9,580
SS (= V-bounce)$22.69 (9.7σ)$-146,510$-90,514+$8,086-$119,462
V-BOUNCE STRESS (stock → CC-SS $18.50, where you are whole again, by expiry)
Starting unrealized P&L: $-98,600
+ Fortress recovery (un-capped): +$95,715
− CC assignment net of premium (161 × $13.50): -$78,979
+ Conservative CC premium (39 × $21): +$39
Total Position P&L @ SS: $-81,826 (+$16,774 vs today)
Do-nothing baseline at SS: $-2,685 (this trade vs do-nothing: $-79,140, the opportunity cost of earning $14,490/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$38,479, position total $-80,568 (+$18,032 vs today)
100% normal161 × $1317 Jul3d5.2%71%59%$2,898$28,980+$14,490$85,580
Sell 161 × $13 5.2% OTM over spot $12.36 17 Jul 2026 (3d, $0.18 mid)
= $2,898 credit for the 3d cycle → $28,980/mo projected
Survival (stays ≤ $13)
71%
Breach risk
29%
POP (stays ≤ $13.19)
76%
EV / mo
+$607
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-3.8] median, 0.1 mo faster than no FIGHT (2.1 mo)  ·  63% of paths whole by 9 mo (vs 49% without)  ·  ~21.2 challenges expected  ·  median CC cash $51,625
🛡 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)
-$1,633
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 161 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.40/sh now → $0.28 mid-life (likely $0.34–$0.56)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,245 simulated challenges: the $13 strike is typically first touched on day 2 of 3, at $13 (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 (161 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1324 Jul 20268d left+$0.29/sh+$4,610
cycle +$7,508
[+$4,030…+$5,070] · 100% credit
64%
surv 53%
-$81,069 NOT
cap gain +$17,531
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.12/sh+$1,861
cycle +$4,759
[+$679…+$1,920] · 89% credit
73%
surv 66%
-$73,834 NOT
cap gain +$24,766
Max even-money escape in the band~$1531 Jul 202616d left+$0.08/sh+$1,262
cycle +$4,160
[-$600…+$1,088] · 61% credit
79%
surv 75%
-$58,833 NOT
cap gain +$39,767
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-$0.14/sh-$2,265
cycle +$633
[-$5,503…-$2,944]
88%
surv 87%
-$38,960 NOT
cap gain +$59,640
budget: banked $2,898 debit $2,265 (78% used ≈ 0.3 wk of income) → whole cycle still +$633 cash · rolled 161 ct earn ≈ $4,248/mo while parked; 39 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$28,980/mo
vs 50% target ($14,471/mo)+100%
vs normal income ($28,941/mo)100% covered
Net income (after hedge)$29,097/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.50: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$85,580
… as % of IC ($7,600)1126.1%
… as % of ML ($207,600)41.2%
Recovery months (at normal income)3.0 mo
Surgical close (161 ct)$-79,453
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.18 collected) or spot ≥ $13.19 (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 $15.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.19
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.19
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$2,898$-85,679+$12,921+$2,737
+2.5%$13.32 (≤1σ, normal week)$-2,334$-85,841+$12,759-$2,495
+5%$13.65 (1.2σ)$-7,567$-86,004+$12,596-$7,728
SS (= V-bounce)$22.69 (9.7σ)$-153,111$-97,115+$1,485-$126,063
V-BOUNCE STRESS (stock → CC-SS $18.50, where you are whole again, by expiry)
Starting unrealized P&L: $-98,600
+ Fortress recovery (un-capped): +$95,715
− CC assignment net of premium (161 × $13): -$85,580
+ Conservative CC premium (39 × $21): +$39
Total Position P&L @ SS: $-88,427 (+$10,173 vs today)
Do-nothing baseline at SS: $-2,685 (this trade vs do-nothing: $-85,741, the opportunity cost of earning $28,980/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$45,080, position total $-87,169 (+$11,431 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] $1,758/mo

🎯 Engine pick: sell 173 × $13.50 (primary), 73% survival, breach 27%, $14,532/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 80% (breach 27% → 20%) for $4,932/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 $12.36 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $1524 Jul10d21.4%90%20%$2,000$6,000-$8,532$67,911
Sell 200 × $15 21.4% OTM over spot $12.36 24 Jul 2026 (10d, $0.12 mid)
= $2,000 credit for the 10d cycle → $6,000/mo projected
Survival (stays ≤ $15)
90%
Breach risk
10%
POP (stays ≤ $15.12)
91%
EV / mo
+$2,325
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.3-4.5] median  ·  54% of paths whole by 9 mo (vs 50% without)  ·  ~2.8 challenges expected  ·  median CC cash $21,239
🛡 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)
13%
Flat exit net (mid-life)
-$11,304
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 71% POP
62% 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: $0.94/sh now → $0.67 mid-life (likely $0.58–$0.93)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 400 simulated challenges: the $15 strike is typically first touched on day 7 of 10, at $15 (overshoots $0.44). 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+$0.27/sh+$5,330
cycle +$7,330
[+$5,019…+$7,484] · 100% credit
66%
surv 54%
-$50,086 NOT
cap gain +$48,514
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.05/sh+$1,067
cycle +$3,067
[+$128…+$2,493] · 77% credit
71%
surv 62%
-$44,365 NOT
cap gain +$54,235
Max even-money escape in the band~$1631 Jul 202612d left+$0.05/sh+$1,067
cycle +$3,067
[+$128…+$2,493] · 77% credit
71%
surv 62%
-$44,365 NOT
cap gain +$54,235
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 ($14,471/mo)-59%
vs normal income ($28,941/mo)21% covered
Net income (after hedge)$6,000/mo
Downside budget
⚠ $15 is $3 below CC-SS $18.50: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$67,911
… as % of IC ($7,600)893.6%
… as % of ML ($207,600)32.7%
Recovery months (at normal income)2.3 mo
Surgical close (200 ct)$-98,900
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 $0.10 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 $15.26 (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 (1.4σ)$2,000$-55,416+$43,184+$1,800
+2.5%$15.37 (1.5σ)$-5,500$-57,066+$41,534-$5,700
+5%$15.75 (1.7σ)$-13,000$-58,716+$39,884-$13,200
SS (= V-bounce)$22.69 (5.3σ)$-151,800$-89,252+$9,348-$118,200
V-BOUNCE STRESS (stock → CC-SS $18.50, where you are whole again, by expiry)
Starting unrealized P&L: $-98,600
+ Fortress recovery (un-capped): +$95,715
− CC assignment net of premium (200 × $15): -$67,911
Total Position P&L @ SS: $-70,796 (+$27,804 vs today)
Do-nothing baseline at SS: $-2,685 (this trade vs do-nothing: $-68,111, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,600, position total $-59,728 (+$38,872 vs today)
33% normal ← lean160 × $1424 Jul10d13.3%80%42%$3,200$9,600-$4,932$68,729
Sell 160 × $14 13.3% OTM over spot $12.36 24 Jul 2026 (10d, $0.23 mid)
= $3,200 credit for the 10d cycle → $9,600/mo projected
Survival (stays ≤ $14)
80%
Breach risk
20%
POP (stays ≤ $14.23)
83%
EV / mo
+$729
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.3-4.8] median, 0.1 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung  ·  52% of paths whole by 9 mo (vs 44% without)  ·  ~6.2 challenges expected  ·  median CC cash $27,320
🛡 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)
32%
Flat exit net (mid-life)
-$6,355
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 75% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 160 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: $0.84/sh now → $0.60 mid-life (likely $0.60–$0.91)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 960 simulated challenges: the $14 strike is typically first touched on day 5 of 10, 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 (160 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+$0.24/sh+$3,819
cycle +$7,019
[+$3,002…+$4,717] · 100% credit
66%
surv 54%
-$65,957 NOT
cap gain +$32,643
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.24/sh+$3,828
cycle +$7,028
[+$3,192…+$4,689] · 100% credit
68%
surv 56%
-$63,764 NOT
cap gain +$34,836
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.03/sh+$422
cycle +$3,622
[-$832…+$823] · 46% credit
71%
surv 63%
-$59,370 NOT
cap gain +$39,230
Max even-money escape in the band~$1531 Jul 202612d left+$0.03/sh+$422
cycle +$3,622
[-$832…+$823] · 46% credit
71%
surv 63%
-$59,370 NOT
cap gain +$39,230
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-$0.13/sh-$2,022
cycle +$1,178
[-$3,764…-$1,761] · 8% credit
75%
surv 70%
-$54,014 NOT
cap gain +$44,586
budget: banked $3,200 debit $2,022 (63% used ≈ 0.9 wk of income) → whole cycle still +$1,178 cash · rolled 160 ct earn ≈ $18,834/mo while parked; 40 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$9,600/mo
vs 50% target ($14,471/mo)-34%
vs normal income ($28,941/mo)33% covered
Net income (after hedge)$9,720/mo
Downside budget
⚠ $14 is $4 below CC-SS $18.50: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$68,729
… as % of IC ($7,600)904.3%
… as % of ML ($207,600)33.1%
Recovery months (at normal income)2.4 mo
Surgical close (160 ct)$-79,360
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 ≥ $14.23 (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 $15.26 (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
$14-14.23
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
≥ $14.23
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)$3,200$-69,776+$28,824+$3,040
+2.5%$14.35 (1.0σ)$-2,400$-69,916+$28,684-$2,560
+5%$14.70 (1.2σ)$-8,000$-70,056+$28,544-$8,160
SS (= V-bounce)$22.69 (5.3σ)$-135,840$-80,012+$18,588-$108,960
V-BOUNCE STRESS (stock → CC-SS $18.50, where you are whole again, by expiry)
Starting unrealized P&L: $-98,600
+ Fortress recovery (un-capped): +$95,715
− CC assignment net of premium (160 × $14): -$68,729
+ Conservative CC premium (40 × $21): +$40
Total Position P&L @ SS: $-71,574 (+$27,026 vs today)
Do-nothing baseline at SS: $-2,685 (this trade vs do-nothing: $-68,889, the opportunity cost of earning $9,600/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,480, position total $-70,568 (+$28,032 vs today)
🎯 50% normal173 × $13.5024 Jul10d9.2%73%44%$4,844$14,532$81,579
Sell 173 × $13.50 9.2% OTM over spot $12.36 24 Jul 2026 (10d, $0.32 mid)
= $4,844 credit for the 10d cycle → $14,532/mo projected
Survival (stays ≤ $13.50)
73%
Breach risk
27%
POP (stays ≤ $13.82)
78%
EV / mo
+$88
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.3-4.6] median, 0.2 mo SLOWER than no FIGHT (2.3 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 44% without)  ·  ~8.9 challenges expected  ·  median CC cash $35,750
🛡 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)
44%
Flat exit net (mid-life)
-$4,922
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 80% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 173 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: $0.80/sh now → $0.56 mid-life (likely $0.64–$0.91)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,308 simulated challenges: the $14 strike is typically first touched on day 5 of 10, 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 (173 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+$0.23/sh+$3,899
cycle +$8,743
[+$2,835…+$4,239] · 100% credit
66%
surv 54%
-$72,046 NOT
cap gain +$26,554
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.22/sh+$3,854
cycle +$8,698
[+$2,968…+$4,207] · 100% credit
68%
surv 56%
-$69,907 NOT
cap gain +$28,693
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.01/sh+$235
cycle +$5,079
[-$1,308…+$117] · 27% credit
72%
surv 64%
-$65,726 NOT
cap gain +$32,874
Max even-money escape in the band~$1431 Jul 202612d left+$0.01/sh+$235
cycle +$5,079
[-$1,308…+$117] · 27% credit
72%
surv 64%
-$65,726 NOT
cap gain +$32,874
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-$0.25/sh-$4,374
cycle +$470
[-$7,151…-$4,992]
80%
surv 77%
-$54,735 NOT
cap gain +$43,865
budget: banked $4,844 debit $4,374 (90% used ≈ 1.3 wk of income) → whole cycle still +$470 cash · rolled 173 ct earn ≈ $13,480/mo while parked; 27 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$14,532/mo
vs 50% target ($14,471/mo)+0%
vs normal income ($28,941/mo)50% covered
Net income (after hedge)$14,613/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.50: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$81,579
… as % of IC ($7,600)1073.4%
… as % of ML ($207,600)39.3%
Recovery months (at normal income)2.8 mo
Surgical close (173 ct)$-85,981
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 $0.28 collected) or spot ≥ $13.82 (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 $15.26 (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
$13-13.82
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
≥ $13.82
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)$4,844$-75,945+$22,655+$4,671
+2.5%$13.84 (≤1σ, normal week)$-995$-76,519+$22,081-$1,168
+5%$14.18 (≤1σ, normal week)$-6,834$-77,092+$21,508-$7,007
SS (= V-bounce)$22.69 (5.3σ)$-154,143$-96,131+$2,469-$125,079
V-BOUNCE STRESS (stock → CC-SS $18.50, where you are whole again, by expiry)
Starting unrealized P&L: $-98,600
+ Fortress recovery (un-capped): +$95,715
− CC assignment net of premium (173 × $13.50): -$81,579
+ Conservative CC premium (27 × $21): +$27
Total Position P&L @ SS: $-84,437 (+$14,163 vs today)
Do-nothing baseline at SS: $-2,685 (this trade vs do-nothing: $-81,752, the opportunity cost of earning $14,532/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$38,060, position total $-80,161 (+$18,439 vs today)
100% normal170 × $12.5024 Jul10d1.1%56%94%$9,690$29,070+$14,538$92,234
Sell 170 × $12.50 1.1% OTM over spot $12.36 24 Jul 2026 (10d, $0.60 mid)
= $9,690 credit for the 10d cycle → $29,070/mo projected
Survival (stays ≤ $12.50)
56%
Breach risk
44%
POP (stays ≤ $13.11)
67%
EV / mo
$-1,443
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-4.1] median, 0.1 mo faster than no FIGHT (2.1 mo)  ·  58% of paths whole by 9 mo (vs 48% without)  ·  ~22.9 challenges expected  ·  median CC cash $42,331
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
77%
Flat exit net (mid-life)
+$1,163
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 170 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: $0.71/sh now → $0.50 mid-life (likely $0.70–$0.99)≈ $0 at expiry  |  you banked $0.57/sh, so a flat mid-life exit nets +$0.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,311 simulated challenges: the $12 strike is typically first touched on day 2 of 10, at $13 (overshoots $0.44). 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 (170 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+$0.19/sh+$3,250
cycle +$12,940
[+$2,140…+$2,585] · 100% credit
68%
surv 56%
-$81,262 NOT
cap gain +$17,338
Max even-money escape in the band~$1331 Jul 202612d left+$0.19/sh+$3,250
cycle +$12,940
[+$2,140…+$2,585] · 100% credit
68%
surv 56%
-$81,262 NOT
cap gain +$17,338
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+$0.20/sh+$3,395
cycle +$13,085
[+$2,016…+$2,578] · 100% credit
66%
surv 53%
-$83,301 NOT
cap gain +$15,299
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.43/sh-$7,234
cycle +$2,456
[-$13,406…-$9,737]
92%
surv 91%
-$44,946 NOT
cap gain +$53,654
budget: banked $9,690 debit $7,234 (75% used ≈ 1.1 wk of income) → whole cycle still +$2,456 cash · rolled 170 ct earn ≈ $3,234/mo while parked; 30 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$29,070/mo
vs 50% target ($14,471/mo)+101%
vs normal income ($28,941/mo)100% covered
Net income (after hedge)$29,160/mo
Downside budget
⚠ $12.50 is $6 below CC-SS $18.50: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$92,234
… as % of IC ($7,600)1213.6%
… as % of ML ($207,600)44.4%
Recovery months (at normal income)3.2 mo
Surgical close (170 ct)$-84,405
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 $0.57 collected) or spot ≥ $13.11 (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 $15.26 (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
$12-13.11
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
≥ $13.11
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)$9,690$-86,696+$11,904+$9,520
+2.5%$12.81 (≤1σ, normal week)$4,378$-87,133+$11,467+$4,208
+5%$13.12 (≤1σ, normal week)$-935$-87,571+$11,029-$1,105
SS (= V-bounce)$22.69 (5.3σ)$-163,540$-106,032-$7,432-$134,980
V-BOUNCE STRESS (stock → CC-SS $18.50, where you are whole again, by expiry)
Starting unrealized P&L: $-98,600
+ Fortress recovery (un-capped): +$95,715
− CC assignment net of premium (170 × $12.50): -$92,234
+ Conservative CC premium (30 × $21): +$30
Total Position P&L @ SS: $-95,090 (+$3,510 vs today)
Do-nothing baseline at SS: $-2,685 (this trade vs do-nothing: $-92,404, the opportunity cost of earning $29,070/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$49,470, position total $-91,568 (+$7,032 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 3-45 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: 0.780 (IBKR)  |  Recovery@SS: +$95,715 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,685

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.503d17 Jul 2026$0.09161/200$14,490$14,60783%84%+$1,063-$78,9791039.2%$-81,826 (vs do-nothing $-79,140)
$13.5010d24 Jul 2026$0.28173/200$14,532$14,61373%78%+$88-$81,5791073.4%$-84,437 (vs do-nothing $-81,752)
$133d17 Jul 2026$0.1881/200$14,580$14,93771%76%+$306-$43,056566.5%$-45,822 (vs do-nothing $-43,137)
$13.5017d31 Jul 2026$0.46179/200$14,531$14,59470%77%+$942-$81,1861068.2%$-84,051 (vs do-nothing $-81,365)
$1310d24 Jul 2026$0.40121/200$14,520$14,75765%73%$-241-$61,656811.3%$-64,463 (vs do-nothing $-61,777)
$1317d31 Jul 2026$0.61135/200$14,532$14,72764%73%+$607-$65,955867.8%$-68,775 (vs do-nothing $-66,090)
$12.503d17 Jul 2026$0.3147/200$14,570$15,02957%66%$-1,560-$26,722351.6%$-29,455 (vs do-nothing $-26,769)
$12.5017d31 Jul 2026$0.82101/200$14,615$14,91256%68%+$671-$52,273687.8%$-55,059 (vs do-nothing $-52,374)
$12.5010d24 Jul 2026$0.5785/200$14,535$14,88056%67%$-722-$46,117606.8%$-48,888 (vs do-nothing $-46,202)

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 21:38