FORTRESS FIGHT: MARA-LC20-1299 @ $11.93

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

GENERATED2026-07-15 03:39

MARA-LC20-1299 @ $11.93   UNDERWATER $10.76 (47.4% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 14 days. The recommended CC (2d) 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: $17.93  |  IV: HIGH  |  Accounts: Main:1299

LC: $20 exp 2028-01-21 (entry $3.516/sh)
SP: $25 exp 2028-01-21 (entry $14.836/sh)
HP: $15 exp 2028-01-21 (entry $6.947/sh)

Economics

Max Loss$207,600(ND $0.38 + SW $10) x 20000
Normal income ref$35,250/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $6,285/mo (info only, already in marks)
Unrealized P&L$-95,100fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$17,625/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$35,250/mo (ATM CC, chain)
IC VELOCITY
0.2 mo to earn back $7,600
ML VELOCITY
5.9 mo to earn back $207,600
Deep drawdown confirmed: a CC at CC-SS $17.93 (probe: $18C 16d) brings only $1,875/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 54 (live) · RSI 49 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 14 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.92 (+33%) · daily UBB $15.34 · 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: 196 contracts at $13.50 / 2d. This is the safest strike (survival 94%, breach 6%) that still earns 50% of normal income ($17,625/mo); it brings $17,640/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 181 × $13/2d for $35,295/mo, but breach risk rises to 13% (+7pp vs the primary). The lower strike is hit by a smaller bounce.
Downside anchor: the primary mortgages $85,562 (1126% 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 196 contracts realizes $-93,296 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 (2d) · sell 196 × $13.50, 94% survival, $17,640/mo (E[net] $11,191/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 · 2d196 × $13.5094%$17,640$11,191
NEXT FRIDAY24 Jul 2026 · 9d152 × $1374%$17,733$4,362

📅 THIS FRIDAY · 17 Jul 2026 · 2d · E[net] $11,191/mo 🏆 GRAND PICK

🎯 Engine pick: sell 196 × $13.50 (primary), 94% survival, breach 6%, $17,640/mo.
This is already the safest rung on the ladder, take it.
MARA  spot $11.93 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal130 × $13.5017 Jul2d13.2%94%11%$780$11,700-$5,940$56,751
Sell 130 × $13.50 13.2% OTM over spot $11.93 17 Jul 2026 (2d, $0.07 mid)
= $780 credit for the 2d cycle → $11,700/mo projected
Survival (stays ≤ $13.50)
94%
Breach risk
6%
POP (stays ≤ $13.56)
95%
EV / mo
+$9,432
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-3.7] median  ·  57% of paths whole by 9 mo (vs 48% without)  ·  ~5.0 challenges expected  ·  median CC cash $36,177
🛡 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)
5%
Flat exit net (mid-life)
-$4,811
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 130 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.61/sh now → $0.43 mid-life (likely $0.42–$0.84)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 160 simulated challenges: the $14 strike is typically first touched on day 2 of 2, 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 (130 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+$0.38/sh+$4,942
cycle +$5,722
[+$3,440…+$5,503] · 92% credit
68%
surv 53%
-$65,186 NOT
cap gain +$29,914
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202615d left+$0.12/sh+$1,600
cycle +$2,380
[-$1,090…+$2,028] · 65% credit
80%
surv 74%
-$44,475 NOT
cap gain +$50,625
Max even-money escape in the band~$1631 Jul 202615d left+$0.02/sh+$302
cycle +$1,082
[-$2,743…+$651] · 42% credit
83%
surv 79%
-$38,113 NOT
cap gain +$56,987
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)~$1524 Jul 20268d left+$0.01/sh+$171
cycle +$951
[-$2,602…+$390] · 38% credit
78%
surv 72%
-$53,564 NOT
cap gain +$41,536
Safety roll (pay small debit, max POP)~$1631 Jul 202615d left-$0.04/sh-$565
cycle +$215
[-$3,858…-$275] · 20% credit
86%
surv 83%
-$31,320 NOT
cap gain +$63,780
budget: banked $780 debit $565 (72% used ≈ 0.2 wk of income) → whole cycle still +$215 cash · rolled 130 ct earn ≈ $10,052/mo while parked; 70 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$11,700/mo
vs 50% target ($17,625/mo)-34%
vs normal income ($35,250/mo)33% covered
Net income (after hedge)$11,962/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$56,751
… as % of IC ($7,600)746.7%
… as % of ML ($207,600)27.3%
Recovery months (at normal income)1.6 mo
Surgical close (130 ct)$-61,880
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 $0.06 collected) or spot ≥ $13.56 (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 $15.34 (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
$13-13.56
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
≥ $13.56
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 (1.9σ)$780$-70,128+$24,972+$520
+2.5%$13.84 (2.3σ)$-3,607$-69,345+$25,755-$3,867
+5%$14.18 (2.7σ)$-7,995$-68,562+$26,538-$8,255
SS (= V-bounce)$22.69 (12.9σ)$-118,690$-53,637+$41,463-$109,980
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-95,100
+ Fortress recovery (un-capped): +$91,850
− CC assignment net of premium (130 × $13.50): -$56,751
+ Conservative CC premium (70 × $22): +$140
Total Position P&L @ SS: $-59,861 (+$35,239 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-57,011, the opportunity cost of earning $11,700/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$30,680, position total $-64,513 (+$30,587 vs today)
🎯 50% normal196 × $13.5017 Jul2d13.2%94%5%$1,176$17,640$85,562
Sell 196 × $13.50 13.2% OTM over spot $11.93 17 Jul 2026 (2d, $0.07 mid)
= $1,176 credit for the 2d cycle → $17,640/mo projected
Survival (stays ≤ $13.50)
94%
Breach risk
6%
POP (stays ≤ $13.56)
95%
EV / mo
+$14,221
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.4-3.7] median, 0.2 mo faster than no FIGHT (2.5 mo)  ·  56% of paths whole by 9 mo (vs 44% without)  ·  ~5.4 challenges expected  ·  median CC cash $51,457
🛡 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)
5%
Flat exit net (mid-life)
-$7,253
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 196 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.61/sh now → $0.43 mid-life (likely $0.46–$0.76)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 153 simulated challenges: the $14 strike is typically first touched on day 2 of 2, at $14 (overshoots $0.35). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (196 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+$0.38/sh+$7,451
cycle +$8,627
[+$5,786…+$7,987] · 99% credit
68%
surv 53%
-$62,412 NOT
cap gain +$32,688
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202615d left+$0.12/sh+$2,412
cycle +$3,588
[-$789…+$2,535] · 68% credit
80%
surv 74%
-$43,399 NOT
cap gain +$51,701
Max even-money escape in the band~$1631 Jul 202615d left+$0.02/sh+$455
cycle +$1,631
[-$3,216…+$402] · 35% credit
83%
surv 79%
-$37,696 NOT
cap gain +$57,404
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)~$1524 Jul 20268d left+$0.01/sh+$258
cycle +$1,434
[-$3,157…+$152] · 29% credit
78%
surv 72%
-$53,213 NOT
cap gain +$41,887
Safety roll (pay small debit, max POP)~$1631 Jul 202615d left-$0.04/sh-$851
cycle +$325
[-$4,852…-$938] · 16% credit
86%
surv 83%
-$31,343 NOT
cap gain +$63,757
budget: banked $1,176 debit $851 (72% used ≈ 0.2 wk of income) → whole cycle still +$325 cash · rolled 196 ct earn ≈ $15,156/mo while parked; 4 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$17,640/mo
vs 50% target ($17,625/mo)+0%
vs normal income ($35,250/mo)50% covered
Net income (after hedge)$17,655/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$85,562
… as % of IC ($7,600)1125.8%
… as % of ML ($207,600)41.2%
Recovery months (at normal income)2.4 mo
Surgical close (196 ct)$-93,296
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 $0.06 collected) or spot ≥ $13.56 (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 $15.34 (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
$13-13.56
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
≥ $13.56
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 (1.9σ)$1,176$-69,864+$25,236+$784
+2.5%$13.84 (2.3σ)$-5,439$-71,308+$23,792-$5,831
+5%$14.18 (2.7σ)$-12,054$-72,753+$22,347-$12,446
SS (= V-bounce)$22.69 (12.9σ)$-178,948$-109,473-$14,373-$165,816
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-95,100
+ Fortress recovery (un-capped): +$91,850
− CC assignment net of premium (196 × $13.50): -$85,562
+ Conservative CC premium (4 × $22): +$8
Total Position P&L @ SS: $-88,804 (+$6,296 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-85,954, the opportunity cost of earning $17,640/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$46,256, position total $-80,221 (+$14,879 vs today)
🛡 safe yield200 × $13.5017 Jul2d13.2%94%11%$1,200$18,000+$360$87,309
Sell 200 × $13.50 13.2% OTM over spot $11.93 17 Jul 2026 (2d, $0.07 mid)
= $1,200 credit for the 2d cycle → $18,000/mo projected
Survival (stays ≤ $13.50)
94%
Breach risk
6%
POP (stays ≤ $13.56)
95%
EV / mo
+$14,511
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-3.4] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  55% of paths whole by 9 mo (vs 47% without)  ·  ~5.1 challenges expected  ·  median CC cash $53,159
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
4%
Flat exit net (mid-life)
-$7,401
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 200 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.61/sh now → $0.43 mid-life (likely $0.44–$0.92)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 130 simulated challenges: the $14 strike is typically first touched on day 2 of 2, 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 (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+$0.38/sh+$7,603
cycle +$8,803
[+$4,606…+$8,333] · 95% credit
68%
surv 53%
-$62,244 NOT
cap gain +$32,856
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202615d left+$0.26/sh+$5,290
cycle +$6,490
[+$995…+$5,914] · 80% credit
76%
surv 68%
-$48,165 NOT
cap gain +$46,935
Max even-money escape in the band~$1631 Jul 202615d left+$0.02/sh+$465
cycle +$1,665
[-$5,258…+$747] · 37% credit
83%
surv 79%
-$37,671 NOT
cap gain +$57,429
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)~$1524 Jul 20268d left+$0.01/sh+$263
cycle +$1,463
[-$4,982…+$374] · 32% credit
78%
surv 72%
-$53,192 NOT
cap gain +$41,908
Safety roll (pay small debit, max POP)~$1631 Jul 202615d left-$0.04/sh-$869
cycle +$331
[-$7,021…-$695] · 14% credit
86%
surv 83%
-$31,344 NOT
cap gain +$63,756
budget: banked $1,200 debit $869 (72% used ≈ 0.2 wk of income) → whole cycle still +$331 cash · rolled 200 ct earn ≈ $15,465/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$18,000/mo
vs 50% target ($17,625/mo)+2%
vs normal income ($35,250/mo)51% covered
Net income (after hedge)$18,000/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$87,309
… as % of IC ($7,600)1148.8%
… as % of ML ($207,600)42.1%
Recovery months (at normal income)2.5 mo
Surgical close (200 ct)$-95,200
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $13.56 (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 $15.34 (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
$13-13.56
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
≥ $13.56
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 (1.9σ)$1,200$-69,848+$25,252+$800
+2.5%$13.84 (2.3σ)$-5,550$-71,427+$23,673-$5,950
+5%$14.18 (2.7σ)$-12,300$-73,007+$22,093-$12,700
SS (= V-bounce)$22.69 (12.9σ)$-182,600$-112,857-$17,757-$169,200
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-95,100
+ Fortress recovery (un-capped): +$91,850
− CC assignment net of premium (200 × $13.50): -$87,309
Total Position P&L @ SS: $-90,559 (+$4,541 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-87,709, the opportunity cost of earning $18,000/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$47,200, position total $-81,173 (+$13,927 vs today)
100% normal181 × $1317 Jul2d9.0%87%26%$2,353$35,295+$17,655$86,797
Sell 181 × $13 9.0% OTM over spot $11.93 17 Jul 2026 (2d, $0.14 mid)
= $2,353 credit for the 2d cycle → $35,295/mo projected
Survival (stays ≤ $13)
87%
Breach risk
13%
POP (stays ≤ $13.13)
90%
EV / mo
+$25,030
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-3.5] median, 0.3 mo faster than no FIGHT (2.3 mo)  ·  76% of paths whole by 9 mo (vs 50% without)  ·  ~9.2 challenges expected  ·  median CC cash $68,660
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
15%
Flat exit net (mid-life)
-$5,001
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 181 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.57/sh now → $0.41 mid-life (likely $0.44–$0.84)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 446 simulated challenges: the $13 strike is typically first touched on day 2 of 2, at $13 (overshoots $0.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (181 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+$0.36/sh+$6,476
cycle +$8,829
[+$4,069…+$6,568] · 94% credit
68%
surv 53%
-$69,841 NOT
cap gain +$25,259
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202615d left+$0.23/sh+$4,119
cycle +$6,472
[+$554…+$4,058] · 79% credit
77%
surv 69%
-$55,805 NOT
cap gain +$39,295
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.17/sh+$3,076
cycle +$5,429
[-$63…+$2,987] · 74% credit
74%
surv 64%
-$64,509 NOT
cap gain +$30,591
Max even-money escape in the band~$1531 Jul 202615d left+$0.09/sh+$1,630
cycle +$3,983
[-$2,606…+$1,440] · 53% credit
80%
surv 75%
-$50,634 NOT
cap gain +$44,466
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 202615d left-$0.07/sh-$1,289
cycle +$1,064
[-$6,391…-$1,571] · 5% credit
86%
surv 84%
-$38,233 NOT
cap gain +$56,867
budget: banked $2,353 debit $1,289 (55% used ≈ 0.2 wk of income) → whole cycle still +$1,064 cash · rolled 181 ct earn ≈ $12,130/mo while parked; 19 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$35,295/mo
vs 50% target ($17,625/mo)+100%
vs normal income ($35,250/mo)100% covered
Net income (after hedge)$35,366/mo
Downside budget
⚠ $13 is $5 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$86,797
… as % of IC ($7,600)1142.1%
… as % of ML ($207,600)41.8%
Recovery months (at normal income)2.5 mo
Surgical close (181 ct)$-86,156
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 $0.13 collected) or spot ≥ $13.13 (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 $15.34 (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
$13-13.13
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.13
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.3σ)$2,353$-76,317+$18,783+$1,991
+2.5%$13.32 (1.7σ)$-3,529$-77,220+$17,880-$3,891
+5%$13.65 (2.1σ)$-9,412$-78,124+$16,976-$9,774
SS (= V-bounce)$22.69 (12.9σ)$-173,036$-104,566-$9,466-$160,909
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-95,100
+ Fortress recovery (un-capped): +$91,850
− CC assignment net of premium (181 × $13): -$86,797
+ Conservative CC premium (19 × $22): +$38
Total Position P&L @ SS: $-90,009 (+$5,091 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-87,159, the opportunity cost of earning $35,295/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$50,499, position total $-84,434 (+$10,666 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 · 9d · E[net] $4,362/mo

🎯 Engine pick: sell 152 × $13 (primary), 74% survival, breach 26%, $17,733/mo.
⚖️ Worth a safer step: the $13.50 rung (33% normal) lifts survival to 82% (breach 26% → 18%) for $6,067/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 $13.50 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $11.93 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $14.5024 Jul9d21.5%91%19%$2,400$8,000-$9,733$66,109
Sell 200 × $14.50 21.5% OTM over spot $11.93 24 Jul 2026 (9d, $0.12 mid)
= $2,400 credit for the 9d cycle → $8,000/mo projected
Survival (stays ≤ $14.50)
91%
Breach risk
9%
POP (stays ≤ $14.62)
92%
EV / mo
+$4,343
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-3.9] median  ·  55% of paths whole by 9 mo (vs 48% without)  ·  ~2.6 challenges expected  ·  median CC cash $27,519
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$12,858
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 76% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 200 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.08/sh now → $0.76 mid-life (likely $0.64–$1.02)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.64/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 365 simulated challenges: the $14 strike is typically first touched on day 6 of 9, at $15 (overshoots $0.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (200 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+$0.32/sh+$6,377
cycle +$8,777
[+$6,085…+$8,966] · 100% credit
68%
surv 54%
-$46,950 NOT
cap gain +$48,150
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.09/sh+$1,737
cycle +$4,137
[+$792…+$4,005] · 87% credit
72%
surv 62%
-$42,858 NOT
cap gain +$52,242
Max even-money escape in the band~$1531 Jul 202612d left+$0.09/sh+$1,737
cycle +$4,137
[+$792…+$4,005] · 87% credit
72%
surv 62%
-$42,858 NOT
cap gain +$52,242
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.09/sh-$1,842
cycle +$558
[-$3,390…+$103] · 26% credit
76%
surv 68%
-$38,777 NOT
cap gain +$56,323
budget: banked $2,400 debit $1,842 (77% used ≈ 1.0 wk of income) → whole cycle still +$558 cash · rolled 200 ct earn ≈ $33,541/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$8,000/mo
vs 50% target ($17,625/mo)-55%
vs normal income ($35,250/mo)23% covered
Net income (after hedge)$8,000/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$66,109
… as % of IC ($7,600)869.9%
… as % of ML ($207,600)31.8%
Recovery months (at normal income)1.9 mo
Surgical close (200 ct)$-95,200
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $14.62 (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 $15.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.62
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
≥ $14.62
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$14.50 (1.5σ)$2,400$-53,328+$41,772+$2,000
+2.5%$14.86 (1.7σ)$-4,850$-55,024+$40,076-$5,250
+5%$15.23 (1.9σ)$-12,100$-56,721+$38,379-$12,500
SS (= V-bounce)$22.69 (6.1σ)$-161,400$-91,657+$3,443-$148,000
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-95,100
+ Fortress recovery (un-capped): +$91,850
− CC assignment net of premium (200 × $14.50): -$66,109
Total Position P&L @ SS: $-69,359 (+$25,741 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-66,509, the opportunity cost of earning $8,000/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,000, position total $-59,973 (+$35,127 vs today)
33% normal ← lean140 × $13.5024 Jul9d13.2%82%38%$3,500$11,667-$6,067$58,456
Sell 140 × $13.50 13.2% OTM over spot $11.93 24 Jul 2026 (9d, $0.27 mid)
= $3,500 credit for the 9d cycle → $11,667/mo projected
Survival (stays ≤ $13.50)
82%
Breach risk
18%
POP (stays ≤ $13.77)
85%
EV / mo
+$5,008
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.3-4.8] median, 0.3 mo faster than no FIGHT (2.7 mo)  ·  52% of paths whole by 9 mo (vs 46% without)  ·  ~6.0 challenges expected  ·  median CC cash $37,850
🛡 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)
27%
Flat exit net (mid-life)
-$6,049
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 77% POP
70% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.96/sh now → $0.68 mid-life (likely $0.69–$1.06)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 800 simulated challenges: the $14 strike is typically first touched on day 5 of 9, at $14 (overshoots $0.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (140 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+$0.28/sh+$3,980
cycle +$7,480
[+$3,105…+$4,811] · 100% credit
68%
surv 54%
-$63,448 NOT
cap gain +$31,652
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.28/sh+$3,989
cycle +$7,489
[+$3,211…+$4,789] · 100% credit
69%
surv 55%
-$62,366 NOT
cap gain +$32,734
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.05/sh+$730
cycle +$4,230
[-$538…+$1,285] · 53% credit
73%
surv 63%
-$57,965 NOT
cap gain +$37,135
Max even-money escape in the band~$1431 Jul 202612d left+$0.05/sh+$730
cycle +$4,230
[-$538…+$1,285] · 53% credit
73%
surv 63%
-$57,965 NOT
cap gain +$37,135
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-$0.12/sh-$1,694
cycle +$1,806
[-$3,498…-$1,450] · 10% credit
77%
surv 70%
-$52,730 NOT
cap gain +$42,370
budget: banked $3,500 debit $1,694 (48% used ≈ 0.6 wk of income) → whole cycle still +$1,806 cash · rolled 140 ct earn ≈ $19,636/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$11,667/mo
vs 50% target ($17,625/mo)-34%
vs normal income ($35,250/mo)33% covered
Net income (after hedge)$11,892/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$58,456
… as % of IC ($7,600)769.2%
… as % of ML ($207,600)28.2%
Recovery months (at normal income)1.7 mo
Surgical close (140 ct)$-66,780
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.25 collected) or spot ≥ $13.77 (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 $15.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.77
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
≥ $13.77
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 (≤1σ, normal week)$3,500$-67,428+$27,672+$3,220
+2.5%$13.84 (1.1σ)$-1,225$-66,982+$28,118-$1,505
+5%$14.18 (1.3σ)$-5,950$-66,537+$28,563-$6,230
SS (= V-bounce)$22.69 (6.1σ)$-125,160$-59,437+$35,663-$115,780
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-95,100
+ Fortress recovery (un-capped): +$91,850
− CC assignment net of premium (140 × $13.50): -$58,456
+ Conservative CC premium (60 × $22): +$120
Total Position P&L @ SS: $-61,586 (+$33,514 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-58,736, the opportunity cost of earning $11,667/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$30,380, position total $-64,233 (+$30,867 vs today)
🎯 50% normal152 × $1324 Jul9d9.0%74%41%$5,320$17,733$69,547
Sell 152 × $13 9.0% OTM over spot $11.93 24 Jul 2026 (9d, $0.39 mid)
= $5,320 credit for the 9d cycle → $17,733/mo projected
Survival (stays ≤ $13)
74%
Breach risk
26%
POP (stays ≤ $13.38)
80%
EV / mo
+$5,909
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.3-4.2] median, 0.1 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  55% of paths whole by 9 mo (vs 44% without)  ·  ~8.8 challenges expected  ·  median CC cash $42,407
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
41%
Flat exit net (mid-life)
-$4,456
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 152 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.91/sh now → $0.64 mid-life (likely $0.75–$1.08)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,231 simulated challenges: the $13 strike is typically first touched on day 4 of 9, 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 (152 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+$0.27/sh+$4,069
cycle +$9,389
[+$2,773…+$4,333] · 100% credit
68%
surv 53%
-$69,223 NOT
cap gain +$25,877
Reliable up-and-out (highest cap still free ≥60%)~$1331 Jul 202612d left+$0.27/sh+$4,049
cycle +$9,369
[+$2,883…+$4,351] · 100% credit
69%
surv 55%
-$68,171 NOT
cap gain +$26,929
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.04/sh+$544
cycle +$5,864
[-$1,184…+$357] · 33% credit
73%
surv 63%
-$64,015 NOT
cap gain +$31,085
Max even-money escape in the band~$1431 Jul 202612d left+$0.04/sh+$544
cycle +$5,864
[-$1,184…+$357] · 33% credit
73%
surv 63%
-$64,015 NOT
cap gain +$31,085
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-$0.26/sh-$4,000
cycle +$1,320
[-$6,939…-$4,746]
81%
surv 77%
-$53,240 NOT
cap gain +$41,860
budget: banked $5,320 debit $4,000 (75% used ≈ 1.0 wk of income) → whole cycle still +$1,320 cash · rolled 152 ct earn ≈ $14,440/mo while parked; 48 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$17,733/mo
vs 50% target ($17,625/mo)+1%
vs normal income ($35,250/mo)50% covered
Net income (after hedge)$17,913/mo
Downside budget
⚠ $13 is $5 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$69,547
… as % of IC ($7,600)915.1%
… as % of ML ($207,600)33.5%
Recovery months (at normal income)2.0 mo
Surgical close (152 ct)$-72,808
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $13.38 (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 $15.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.38
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
≥ $13.38
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)$5,320$-73,292+$21,808+$5,016
+2.5%$13.32 (≤1σ, normal week)$380$-73,253+$21,847+$76
+5%$13.65 (≤1σ, normal week)$-4,560$-73,214+$21,886-$4,864
SS (= V-bounce)$22.69 (6.1σ)$-141,968$-75,441+$19,659-$131,784
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-95,100
+ Fortress recovery (un-capped): +$91,850
− CC assignment net of premium (152 × $13): -$69,547
+ Conservative CC premium (48 × $22): +$96
Total Position P&L @ SS: $-72,701 (+$22,399 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-69,851, the opportunity cost of earning $17,733/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$39,064, position total $-72,941 (+$22,159 vs today)
100% normal149 × $1224 Jul9d0.6%55%97%$10,579$35,263+$17,530$77,710
Sell 149 × $12 0.6% OTM over spot $11.93 24 Jul 2026 (9d, $0.73 mid)
= $10,579 credit for the 9d cycle → $35,263/mo projected
Survival (stays ≤ $12)
55%
Breach risk
45%
POP (stays ≤ $12.73)
70%
EV / mo
+$7,095
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.1-4.4] median, 0.2 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  62% of paths whole by 9 mo (vs 49% without)  ·  ~25.8 challenges expected  ·  median CC cash $49,640
🛡 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)
+$2,107
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 149 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.80/sh now → $0.57 mid-life (likely $0.80–$1.14)≈ $0 at expiry  |  you banked $0.71/sh, so a flat mid-life exit nets +$0.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,302 simulated challenges: the $12 strike is typically first touched on day 2 of 9, at $12 (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 (149 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1231 Jul 202612d left+$0.23/sh+$3,437
cycle +$14,016
[+$2,029…+$2,569] · 100% credit
69%
surv 55%
-$78,837 NOT
cap gain +$16,263
Roll out (same strike, buy time)~$1231 Jul 202612d left+$0.24/sh+$3,515
cycle +$14,094
[+$1,960…+$2,581] · 100% credit
68%
surv 53%
-$79,832 NOT
cap gain +$15,268
Up-and-out for even (raise the cap, free)~$1331 Jul 202612d left+$0.00/sh+$74
cycle +$10,653
[-$2,212…-$1,100] · 7% credit
73%
surv 64%
-$74,540 NOT
cap gain +$20,560
Max even-money escape in the band~$1331 Jul 202612d left+$0.00/sh+$74
cycle +$10,653
[-$2,212…-$1,100] · 7% credit
73%
surv 64%
-$74,540 NOT
cap gain +$20,560
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.46/sh-$6,849
cycle +$3,730
[-$12,635…-$9,198]
92%
surv 92%
-$43,163 NOT
cap gain +$51,937
budget: banked $10,579 debit $6,849 (65% used ≈ 0.8 wk of income) → whole cycle still +$3,730 cash · rolled 149 ct earn ≈ $4,057/mo while parked; 51 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$35,263/mo
vs 50% target ($17,625/mo)+100%
vs normal income ($35,250/mo)100% covered
Net income (after hedge)$35,455/mo
Downside budget
⚠ $12 is $6 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$77,710
… as % of IC ($7,600)1022.5%
… as % of ML ($207,600)37.4%
Recovery months (at normal income)2.2 mo
Surgical close (149 ct)$-71,222
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.71 collected) or spot ≥ $12.73 (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 $15.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $11.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.73
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
≥ $12.73
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$12.00 (≤1σ, normal week)$10,579$-83,347+$11,753+$10,281
+2.5%$12.30 (≤1σ, normal week)$6,109$-83,221+$11,879+$5,811
+5%$12.60 (≤1σ, normal week)$1,639$-83,095+$12,005+$1,341
SS (= V-bounce)$22.69 (6.1σ)$-148,702$-82,376+$12,724-$138,719
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-95,100
+ Fortress recovery (un-capped): +$91,850
− CC assignment net of premium (149 × $12): -$77,710
+ Conservative CC premium (51 × $22): +$102
Total Position P&L @ SS: $-80,858 (+$14,242 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-78,008, the opportunity cost of earning $35,263/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$47,829, position total $-81,700 (+$13,400 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 2-45 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: 0.766 (IBKR)  |  Recovery@SS: +$91,850 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,850

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.502d17 Jul 2026$0.06196/200$17,640$17,65594%95%+$14,221-$85,5621125.8%$-88,804 (vs do-nothing $-85,954)
$132d17 Jul 2026$0.1391/200$17,745$18,15487%90%+$12,584-$43,638574.2%$-46,670 (vs do-nothing $-43,820)
$139d24 Jul 2026$0.35152/200$17,733$17,91374%80%+$5,909-$69,547915.1%$-72,701 (vs do-nothing $-69,851)
$12.502d17 Jul 2026$0.2547/200$17,625$18,19974%82%+$9,701-$24,325320.1%$-27,269 (vs do-nothing $-24,419)
$1316d31 Jul 2026$0.54175/200$17,719$17,81371%78%+$4,962-$76,7451009.8%$-79,945 (vs do-nothing $-77,095)
$12.509d24 Jul 2026$0.52102/200$17,680$18,04865%75%+$5,072-$50,035658.4%$-53,089 (vs do-nothing $-50,239)
$12.5016d31 Jul 2026$0.71133/200$17,706$17,95763%74%+$4,127-$62,715825.2%$-65,831 (vs do-nothing $-62,981)
$1216d31 Jul 2026$0.94100/200$17,625$18,00055%70%+$3,582-$49,854656.0%$-52,904 (vs do-nothing $-50,054)
$122d17 Jul 2026$0.4427/200$17,820$18,46955%72%+$6,555-$14,811194.9%$-17,715 (vs do-nothing $-14,865)
$129d24 Jul 2026$0.7175/200$17,750$18,21955%70%+$3,571-$39,116514.7%$-42,116 (vs do-nothing $-39,266)

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  |  2026-07-15 03:39