FORTRESS FIGHT: MARA-LC20-1299 @ $12.18

BE SS: $22.69  |  CC-SS: $18.16  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-15 21:39

MARA-LC20-1299 @ $12.18   UNDERWATER $10.51 (46.3% 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: $18.16  |  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$30,382/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $7,442/mo (info only, already in marks)
Unrealized P&L$-95,600fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$15,191/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$30,382/mo (ATM CC, chain)
IC VELOCITY
0.3 mo to earn back $7,600
ML VELOCITY
6.8 mo to earn back $207,600
Deep drawdown confirmed: a CC at CC-SS $18.16 (probe: $18.5C 16d) brings only $375/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 56 (live) · RSI 50 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 19 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.94 (+31%) · daily UBB $15.30 · 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: 113 contracts at $13.50 / 2d. This is the safest strike (survival 94%, breach 6%) that still earns 50% of normal income ($15,191/mo); it brings $15,255/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 107 × $13/2d for $30,495/mo, but breach risk rises to 16% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 168 × $14/2d (98% survival, $10,080/mo).
Downside anchor: the primary mortgages $51,669 (680% of IC) ONLY on a full V-bounce all the way to SS $23, recoverable in 1.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 113 contracts realizes $-54,070 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 113 × $13.50, 94% survival, $15,255/mo (E[net] $10,619/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 · 2d113 × $13.5094%$15,255$10,619
NEXT FRIDAY24 Jul 2026 · 9d152 × $13.5078%$15,200$2,985

📅 THIS FRIDAY · 17 Jul 2026 · 2d · E[net] $10,619/mo 🏆 GRAND PICK

🎯 Engine pick: sell 113 × $13.50 (primary), 94% survival, breach 6%, $15,255/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 98% (breach 6% → 2%) for $5,175/mo less (34% income) buys safety you do not really need here.
MARA  spot $12.18 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal168 × $1417 Jul2d14.9%98%4%$672$10,080-$5,175$69,258
Sell 168 × $14 14.9% OTM over spot $12.18 17 Jul 2026 (2d, $0.04 mid)
= $672 credit for the 2d cycle → $10,080/mo projected
Survival (stays ≤ $14)
98%
Breach risk
2%
POP (stays ≤ $14.04)
98%
EV / mo
+$9,586
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-4.8] median, 0.2 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  52% of paths whole by 9 mo (vs 47% without)  ·  ~1.8 challenges expected  ·  median CC cash $16,553
🛡 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)
2%
Flat exit net (mid-life)
-$6,775
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$15 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 168 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: $0.63/sh now → $0.44 mid-life (likely $0.43–$0.76)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 60 simulated challenges: the $14 strike is typically first touched on day 2 of 2, at $14 (overshoots $0.34). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (168 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+$0.50/sh+$8,388
cycle +$9,060
[+$7,067…+$9,058] · 98% credit
70%
surv 53%
-$58,513 NOT
cap gain +$37,087
Up-and-out for even (raise the cap, free)~$1524 Jul 20268d left+$0.11/sh+$1,824
cycle +$2,496
[-$894…+$2,118] · 62% credit
76%
surv 68%
-$52,462 NOT
cap gain +$43,138
Max even-money escape in the band~$1531 Jul 202615d left+$0.11/sh+$1,765
cycle +$2,437
[-$1,321…+$2,259] · 60% credit
77%
surv 71%
-$44,832 NOT
cap gain +$50,768
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1524 Jul 20268d left-$0.03/sh-$555
cycle +$117
[-$3,870…-$399] · 20% credit
80%
surv 75%
-$47,151 NOT
cap gain +$48,449
budget: banked $672 debit $555 (83% used ≈ 0.2 wk of income) → whole cycle still +$117 cash · rolled 168 ct earn ≈ $25,847/mo while parked; 32 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$10,080/mo
vs 50% target ($15,191/mo)-34%
vs normal income ($30,382/mo)33% covered
Net income (after hedge)$10,140/mo
Downside budget
⚠ $14 is $4 below CC-SS $18.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$69,258
… as % of IC ($7,600)911.3%
… as % of ML ($207,600)33.4%
Recovery months (at normal income)2.3 mo
Surgical close (168 ct)$-80,388
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.04 collected) or spot ≥ $14.04 (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 $15.30 (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
$14-14.04
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
≥ $14.04
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (2.2σ)$672$-66,901+$28,699+$504
+2.5%$14.35 (2.6σ)$-5,208$-67,398+$28,202-$5,376
+5%$14.70 (3.0σ)$-11,088$-67,895+$27,705-$11,256
SS (= V-bounce)$22.69 (12.7σ)$-145,320$-92,649+$2,951-$75,096
V-BOUNCE STRESS (stock → CC-SS $18.16, where you are whole again, by expiry)
Starting unrealized P&L: $-95,600
+ Fortress recovery (un-capped): +$92,014
− CC assignment net of premium (168 × $14): -$69,258
+ Conservative CC premium (32 × $18.50): +$32
Total Position P&L @ SS: $-72,812 (+$22,788 vs today)
Do-nothing baseline at SS: $-3,386 (this trade vs do-nothing: $-69,426, the opportunity cost of earning $10,080/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,920, position total $-69,656 (+$25,944 vs today)
🎯 50% normal113 × $13.5017 Jul2d10.8%94%7%$1,017$15,255$51,669
Sell 113 × $13.50 10.8% OTM over spot $12.18 17 Jul 2026 (2d, $0.10 mid)
= $1,017 credit for the 2d cycle → $15,255/mo projected
Survival (stays ≤ $13.50)
94%
Breach risk
6%
POP (stays ≤ $13.60)
95%
EV / mo
+$13,393
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.5-4.9] median  ·  49% of paths whole by 9 mo (vs 42% without)  ·  ~6.4 challenges expected  ·  median CC cash $35,672
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
7%
Flat exit net (mid-life)
-$3,713
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$15 @ 81% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 113 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: $0.59/sh now → $0.42 mid-life (likely $0.43–$0.72)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 196 simulated challenges: the $14 strike is typically first touched on day 2 of 2, at $14 (overshoots $0.30). 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 (113 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+$0.47/sh+$5,330
cycle +$6,347
[+$4,436…+$5,641] · 96% credit
70%
surv 53%
-$68,861 NOT
cap gain +$26,739
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202615d left+$0.32/sh+$3,564
cycle +$4,581
[+$2,064…+$3,806] · 90% credit
75%
surv 66%
-$58,012 NOT
cap gain +$37,588
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.09/sh+$975
cycle +$1,992
[-$809…+$964] · 61% credit
76%
surv 68%
-$60,601 NOT
cap gain +$34,999
Max even-money escape in the band~$1531 Jul 202615d left+$0.08/sh+$904
cycle +$1,921
[-$1,141…+$974] · 58% credit
77%
surv 72%
-$52,982 NOT
cap gain +$42,618
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1524 Jul 20268d left-$0.05/sh-$582
cycle +$435
[-$2,762…-$674] · 8% credit
81%
surv 76%
-$54,469 NOT
cap gain +$41,131
budget: banked $1,017 debit $582 (57% used ≈ 0.2 wk of income) → whole cycle still +$435 cash · rolled 113 ct earn ≈ $15,555/mo while parked; 87 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$15,255/mo
vs 50% target ($15,191/mo)+0%
vs normal income ($30,382/mo)50% covered
Net income (after hedge)$15,418/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$51,669
… as % of IC ($7,600)679.9%
… as % of ML ($207,600)24.9%
Recovery months (at normal income)1.7 mo
Surgical close (113 ct)$-54,070
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 $15.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.60
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.60
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.6σ)$1,017$-74,191+$21,409+$904
+2.5%$13.84 (2.0σ)$-2,797$-72,814+$22,786-$2,910
+5%$14.18 (2.4σ)$-6,611$-71,437+$24,163-$6,724
SS (= V-bounce)$22.69 (12.7σ)$-102,830$-73,149+$22,451-$55,596
V-BOUNCE STRESS (stock → CC-SS $18.16, where you are whole again, by expiry)
Starting unrealized P&L: $-95,600
+ Fortress recovery (un-capped): +$92,014
− CC assignment net of premium (113 × $13.50): -$51,669
+ Conservative CC premium (87 × $18.50): +$87
Total Position P&L @ SS: $-55,168 (+$40,432 vs today)
Do-nothing baseline at SS: $-3,386 (this trade vs do-nothing: $-51,782, the opportunity cost of earning $15,255/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,555, position total $-64,236 (+$31,364 vs today)
🛡 safe yield200 × $13.5017 Jul2d10.8%94%12%$1,800$27,000+$11,745$91,450
Sell 200 × $13.50 10.8% OTM over spot $12.18 17 Jul 2026 (2d, $0.10 mid)
= $1,800 credit for the 2d cycle → $27,000/mo projected
Survival (stays ≤ $13.50)
94%
Breach risk
6%
POP (stays ≤ $13.60)
95%
EV / mo
+$23,704
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.2-4.0] median, 0.2 mo faster than no FIGHT (2.2 mo)  ·  55% of paths whole by 9 mo (vs 42% without)  ·  ~5.7 challenges expected  ·  median CC cash $55,648
🛡 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)
-$6,572
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$15 @ 81% POP
76% 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: $0.59/sh now → $0.42 mid-life (likely $0.42–$0.88)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 179 simulated challenges: the $14 strike is typically first touched on day 2 of 2, at $14 (overshoots $0.34). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$0.47/sh+$9,434
cycle +$11,234
[+$6,584…+$10,110] · 97% credit
70%
surv 53%
-$64,061 NOT
cap gain +$31,539
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202615d left+$0.32/sh+$6,308
cycle +$8,108
[+$1,905…+$6,937] · 83% credit
75%
surv 66%
-$54,572 NOT
cap gain +$41,028
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.09/sh+$1,726
cycle +$3,526
[-$3,305…+$1,908] · 56% credit
76%
surv 68%
-$59,155 NOT
cap gain +$36,445
Max even-money escape in the band~$1531 Jul 202615d left+$0.08/sh+$1,600
cycle +$3,400
[-$4,174…+$1,982] · 53% credit
77%
surv 72%
-$51,590 NOT
cap gain +$44,010
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1524 Jul 20268d left-$0.05/sh-$1,030
cycle +$770
[-$7,007…-$1,028] · 11% credit
81%
surv 76%
-$54,221 NOT
cap gain +$41,379
budget: banked $1,800 debit $1,030 (57% used ≈ 0.2 wk of income) → whole cycle still +$770 cash · rolled 200 ct earn ≈ $27,532/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$27,000/mo
vs 50% target ($15,191/mo)+78%
vs normal income ($30,382/mo)89% covered
Net income (after hedge)$27,000/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$91,450
… as % of IC ($7,600)1203.3%
… as % of ML ($207,600)44.1%
Recovery months (at normal income)3.0 mo
Surgical close (200 ct)$-95,700
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $13.60 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.60
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.60
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.6σ)$1,800$-73,495+$22,105+$1,600
+2.5%$13.84 (2.0σ)$-4,950$-75,055+$20,545-$5,150
+5%$14.18 (2.4σ)$-11,700$-76,614+$18,986-$11,900
SS (= V-bounce)$22.69 (12.7σ)$-182,000$-115,953-$20,353-$98,400
V-BOUNCE STRESS (stock → CC-SS $18.16, where you are whole again, by expiry)
Starting unrealized P&L: $-95,600
+ Fortress recovery (un-capped): +$92,014
− CC assignment net of premium (200 × $13.50): -$91,450
Total Position P&L @ SS: $-95,036 (+$564 vs today)
Do-nothing baseline at SS: $-3,386 (this trade vs do-nothing: $-91,650, the opportunity cost of earning $27,000/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$47,000, position total $-84,768 (+$10,832 vs today)
100% normal107 × $1317 Jul2d6.7%84%33%$2,033$30,495+$15,240$53,206
Sell 107 × $13 6.7% OTM over spot $12.18 17 Jul 2026 (2d, $0.20 mid)
= $2,033 credit for the 2d cycle → $30,495/mo projected
Survival (stays ≤ $13)
84%
Breach risk
16%
POP (stays ≤ $13.20)
89%
EV / mo
+$22,963
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-4.5] median, 0.3 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  60% of paths whole by 9 mo (vs 41% without)  ·  ~15.6 challenges expected  ·  median CC cash $73,317
🛡 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)
18%
Flat exit net (mid-life)
-$2,189
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 107 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: $0.56/sh now → $0.39 mid-life (likely $0.44–$0.80)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$0.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 537 simulated challenges: the $13 strike is typically first touched on day 2 of 2, at $13 (overshoots $0.33). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (107 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+$0.44/sh+$4,760
cycle +$6,793
[+$3,470…+$4,740] · 96% credit
70%
surv 53%
-$76,099 NOT
cap gain +$19,501
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202615d left+$0.28/sh+$2,994
cycle +$5,027
[+$913…+$2,920] · 83% credit
75%
surv 66%
-$65,250 NOT
cap gain +$30,350
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.07/sh+$696
cycle +$2,729
[-$1,554…+$493] · 43% credit
77%
surv 69%
-$67,549 NOT
cap gain +$28,051
Max even-money escape in the band~$1431 Jul 202615d left+$0.06/sh+$602
cycle +$2,635
[-$2,115…+$375] · 36% credit
78%
surv 73%
-$59,953 NOT
cap gain +$35,647
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-$0.15/sh-$1,631
cycle +$402
[-$4,826…-$1,959]
88%
surv 87%
-$39,115 NOT
cap gain +$56,485
budget: banked $2,033 debit $1,631 (80% used ≈ 0.2 wk of income) → whole cycle still +$402 cash · rolled 107 ct earn ≈ $5,182/mo while parked; 93 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$30,495/mo
vs 50% target ($15,191/mo)+101%
vs normal income ($30,382/mo)100% covered
Net income (after hedge)$30,669/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$53,206
… as % of IC ($7,600)700.1%
… as % of ML ($207,600)25.6%
Recovery months (at normal income)1.8 mo
Surgical close (107 ct)$-51,200
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.19 collected) or spot ≥ $13.20 (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 $15.30 (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
$13-13.20
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
≥ $13.20
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)$2,033$-80,859+$14,741+$1,926
+2.5%$13.32 (1.4σ)$-1,444$-79,338+$16,262-$1,551
+5%$13.65 (1.8σ)$-4,922$-77,817+$17,783-$5,029
SS (= V-bounce)$22.69 (12.7σ)$-101,650$-74,477+$21,123-$56,924
V-BOUNCE STRESS (stock → CC-SS $18.16, where you are whole again, by expiry)
Starting unrealized P&L: $-95,600
+ Fortress recovery (un-capped): +$92,014
− CC assignment net of premium (107 × $13): -$53,206
+ Conservative CC premium (93 × $18.50): +$93
Total Position P&L @ SS: $-56,699 (+$38,901 vs today)
Do-nothing baseline at SS: $-3,386 (this trade vs do-nothing: $-53,313, the opportunity cost of earning $30,495/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,425, position total $-67,100 (+$28,500 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] $2,985/mo

🎯 Engine pick: sell 152 × $13.50 (primary), 78% survival, breach 22%, $15,200/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 84% (breach 22% → 16%) for $5,153/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 $12.18 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $1524 Jul9d23.2%92%16%$1,200$4,000-$11,200$62,050
Sell 200 × $15 23.2% OTM over spot $12.18 24 Jul 2026 (9d, $0.11 mid)
= $1,200 credit for the 9d cycle → $4,000/mo projected
Survival (stays ≤ $15)
92%
Breach risk
8%
POP (stays ≤ $15.11)
93%
EV / mo
+$1,014
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-4.4] median, 0.1 mo faster than no FIGHT (2.1 mo)  ·  52% of paths whole by 9 mo (vs 50% without)  ·  ~2.3 challenges expected  ·  median CC cash $14,577
🛡 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)
10%
Flat exit net (mid-life)
-$15,175
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 74% POP
65% 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: $1.16/sh now → $0.82 mid-life (likely $0.61–$1.08)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 291 simulated challenges: the $15 strike is typically first touched on day 7 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)~$1531 Jul 202612d left+$0.24/sh+$4,819
cycle +$6,019
[+$4,328…+$8,820] · 99% credit
68%
surv 54%
-$46,206 NOT
cap gain +$49,394
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.08/sh+$1,500
cycle +$2,700
[+$592…+$4,889] · 82% credit
70%
surv 58%
-$44,601 NOT
cap gain +$50,999
Max even-money escape in the band~$1531 Jul 202612d left+$0.08/sh+$1,500
cycle +$2,700
[+$592…+$4,889] · 82% credit
70%
surv 58%
-$44,601 NOT
cap gain +$50,999
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-$0.05/sh-$1,001
cycle +$199
[-$2,209…+$1,839] · 43% credit
74%
surv 65%
-$39,412 NOT
cap gain +$56,188
budget: banked $1,200 debit $1,001 (83% used ≈ 1.1 wk of income) → whole cycle still +$199 cash · rolled 200 ct earn ≈ $38,435/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$4,000/mo
vs 50% target ($15,191/mo)-74%
vs normal income ($30,382/mo)13% covered
Net income (after hedge)$4,000/mo
Downside budget
⚠ $15 is $3 below CC-SS $18.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$62,050
… as % of IC ($7,600)816.4%
… as % of ML ($207,600)29.9%
Recovery months (at normal income)2.0 mo
Surgical close (200 ct)$-96,600
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 ≥ $15.11 (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 $15.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.11
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
≥ $15.11
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 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.6σ)$1,200$-51,025+$44,575+$1,000
+2.5%$15.37 (1.8σ)$-6,300$-52,758+$42,842-$6,500
+5%$15.75 (2.0σ)$-13,800$-54,490+$41,110-$14,000
SS (= V-bounce)$22.69 (6.0σ)$-152,600$-86,553+$9,047-$69,000
V-BOUNCE STRESS (stock → CC-SS $18.16, where you are whole again, by expiry)
Starting unrealized P&L: $-95,600
+ Fortress recovery (un-capped): +$92,014
− CC assignment net of premium (200 × $15): -$62,050
Total Position P&L @ SS: $-65,636 (+$29,964 vs today)
Do-nothing baseline at SS: $-3,386 (this trade vs do-nothing: $-62,250, the opportunity cost of earning $4,000/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,600, position total $-55,368 (+$40,232 vs today)
33% normal ← lean137 × $1424 Jul9d14.9%84%33%$3,014$10,047-$5,153$54,012
Sell 137 × $14 14.9% OTM over spot $12.18 24 Jul 2026 (9d, $0.23 mid)
= $3,014 credit for the 9d cycle → $10,047/mo projected
Survival (stays ≤ $14)
84%
Breach risk
16%
POP (stays ≤ $14.22)
87%
EV / mo
+$4,823
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.7] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  54% of paths whole by 9 mo (vs 46% without)  ·  ~4.9 challenges expected  ·  median CC cash $32,468
🛡 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)
24%
Flat exit net (mid-life)
-$7,044
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 74% POP
66% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 137 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: $1.04/sh now → $0.73 mid-life (likely $0.68–$1.11)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 705 simulated challenges: the $14 strike is typically first touched on day 6 of 9, 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 (137 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+$0.22/sh+$2,951
cycle +$5,965
[+$1,870…+$4,331] · 99% credit
68%
surv 54%
-$61,578 NOT
cap gain +$34,022
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.05/sh+$724
cycle +$3,738
[-$653…+$1,717] · 56% credit
70%
surv 59%
-$58,879 NOT
cap gain +$36,721
Max even-money escape in the band~$1431 Jul 202612d left+$0.05/sh+$724
cycle +$3,738
[-$653…+$1,717] · 56% credit
70%
surv 59%
-$58,879 NOT
cap gain +$36,721
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-$0.08/sh-$1,055
cycle +$1,959
[-$2,746…-$255] · 22% credit
74%
surv 66%
-$52,969 NOT
cap gain +$42,631
budget: banked $3,014 debit $1,055 (35% used ≈ 0.5 wk of income) → whole cycle still +$1,959 cash · rolled 137 ct earn ≈ $22,506/mo while parked; 63 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$10,047/mo
vs 50% target ($15,191/mo)-34%
vs normal income ($30,382/mo)33% covered
Net income (after hedge)$10,165/mo
Downside budget
⚠ $14 is $4 below CC-SS $18.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$54,012
… as % of IC ($7,600)710.7%
… as % of ML ($207,600)26.0%
Recovery months (at normal income)1.8 mo
Surgical close (137 ct)$-65,555
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 $0.22 collected) or spot ≥ $14.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.22
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.22
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.0σ)$3,014$-64,528+$31,072+$2,877
+2.5%$14.35 (1.2σ)$-1,781$-63,940+$31,660-$1,918
+5%$14.70 (1.4σ)$-6,576$-63,352+$32,248-$6,713
SS (= V-bounce)$22.69 (6.0σ)$-116,039$-76,326+$19,274-$58,773
V-BOUNCE STRESS (stock → CC-SS $18.16, where you are whole again, by expiry)
Starting unrealized P&L: $-95,600
+ Fortress recovery (un-capped): +$92,014
− CC assignment net of premium (137 × $14): -$54,012
+ Conservative CC premium (63 × $18.50): +$63
Total Position P&L @ SS: $-57,535 (+$38,065 vs today)
Do-nothing baseline at SS: $-3,386 (this trade vs do-nothing: $-54,149, the opportunity cost of earning $10,047/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,564, position total $-61,269 (+$34,331 vs today)
🎯 50% normal152 × $13.5024 Jul9d10.8%78%35%$4,560$15,200$66,310
Sell 152 × $13.50 10.8% OTM over spot $12.18 24 Jul 2026 (9d, $0.32 mid)
= $4,560 credit for the 9d cycle → $15,200/mo projected
Survival (stays ≤ $13.50)
78%
Breach risk
22%
POP (stays ≤ $13.82)
82%
EV / mo
+$5,830
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.3-4.3] median  ·  58% of paths whole by 9 mo (vs 48% without)  ·  ~7.0 challenges expected  ·  median CC cash $37,916
🛡 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)
35%
Flat exit net (mid-life)
-$5,980
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$14 @ 75% POP
67% 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: $0.98/sh now → $0.69 mid-life (likely $0.73–$1.10)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,043 simulated challenges: the $14 strike is typically first touched on day 5 of 9, 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 (152 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+$0.20/sh+$3,087
cycle +$7,647
[+$1,566…+$3,862] · 97% credit
68%
surv 53%
-$67,600 NOT
cap gain +$28,000
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.04/sh+$643
cycle +$5,203
[-$1,257…+$1,143] · 43% credit
70%
surv 59%
-$65,119 NOT
cap gain +$30,481
Max even-money escape in the band~$1431 Jul 202612d left+$0.04/sh+$643
cycle +$5,203
[-$1,257…+$1,143] · 43% credit
70%
surv 59%
-$65,119 NOT
cap gain +$30,481
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1431 Jul 202612d left-$0.09/sh-$1,361
cycle +$3,199
[-$3,442…-$1,153] · 14% credit
75%
surv 67%
-$59,433 NOT
cap gain +$36,167
budget: banked $4,560 debit $1,361 (30% used ≈ 0.4 wk of income) → whole cycle still +$3,199 cash · rolled 152 ct earn ≈ $22,949/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$15,200/mo
vs 50% target ($15,191/mo)+0%
vs normal income ($30,382/mo)50% covered
Net income (after hedge)$15,290/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$66,310
… as % of IC ($7,600)872.5%
… as % of ML ($207,600)31.9%
Recovery months (at normal income)2.2 mo
Surgical close (152 ct)$-72,960
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.30 collected) or spot ≥ $13.82 (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 $15.30 (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
$13-13.82
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 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$4,560$-70,687+$24,913+$4,408
+2.5%$13.84 (≤1σ, normal week)$-570$-70,627+$24,973-$722
+5%$14.18 (1.1σ)$-5,700$-70,566+$25,034-$5,852
SS (= V-bounce)$22.69 (6.0σ)$-135,128$-89,145+$6,455-$71,592
V-BOUNCE STRESS (stock → CC-SS $18.16, where you are whole again, by expiry)
Starting unrealized P&L: $-95,600
+ Fortress recovery (un-capped): +$92,014
− CC assignment net of premium (152 × $13.50): -$66,310
+ Conservative CC premium (48 × $18.50): +$48
Total Position P&L @ SS: $-69,848 (+$25,752 vs today)
Do-nothing baseline at SS: $-3,386 (this trade vs do-nothing: $-66,462, the opportunity cost of earning $15,200/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$32,528, position total $-70,248 (+$25,352 vs today)
100% normal152 × $12.5024 Jul9d2.6%60%85%$9,120$30,400+$15,200$76,950
Sell 152 × $12.50 2.6% OTM over spot $12.18 24 Jul 2026 (9d, $0.67 mid)
= $9,120 credit for the 9d cycle → $30,400/mo projected
Survival (stays ≤ $12.50)
60%
Breach risk
40%
POP (stays ≤ $13.16)
73%
EV / mo
+$7,050
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.2-4.4] median  ·  62% of paths whole by 9 mo (vs 47% without)  ·  ~18.5 challenges expected  ·  median CC cash $46,456
🛡 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)
69%
Flat exit net (mid-life)
-$232
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 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: $0.87/sh now → $0.62 mid-life (likely $0.83–$1.16)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,083 simulated challenges: the $12 strike is typically first touched on day 3 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)~$1231 Jul 202612d left+$0.18/sh+$2,729
cycle +$11,849
[+$573…+$1,808] · 89% credit
67%
surv 53%
-$78,778 NOT
cap gain +$16,822
Up-and-out for even (raise the cap, free)~$1331 Jul 202612d left+$0.02/sh+$338
cycle +$9,458
[-$2,347…-$833] · 14% credit
70%
surv 59%
-$76,244 NOT
cap gain +$19,356
Max even-money escape in the band~$1331 Jul 202612d left+$0.02/sh+$338
cycle +$9,458
[-$2,347…-$833] · 14% credit
70%
surv 59%
-$76,244 NOT
cap gain +$19,356
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-$0.48/sh-$7,363
cycle +$1,757
[-$12,951…-$9,526]
91%
surv 90%
-$45,496 NOT
cap gain +$50,104
budget: banked $9,120 debit $7,363 (81% used ≈ 1.1 wk of income) → whole cycle still +$1,757 cash · rolled 152 ct earn ≈ $4,971/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$30,400/mo
vs 50% target ($15,191/mo)+100%
vs normal income ($30,382/mo)100% covered
Net income (after hedge)$30,490/mo
Downside budget
⚠ $12.50 is $6 below CC-SS $18.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$76,950
… as % of IC ($7,600)1012.5%
… as % of ML ($207,600)37.1%
Recovery months (at normal income)2.5 mo
Surgical close (152 ct)$-73,644
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $13.16 (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 $15.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-13.16
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
≥ $13.16
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.77 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$9,120$-81,507+$14,093+$8,968
+2.5%$12.81 (≤1σ, normal week)$4,370$-81,451+$14,149+$4,218
+5%$13.12 (≤1σ, normal week)$-380$-81,395+$14,205-$532
SS (= V-bounce)$22.69 (6.0σ)$-145,768$-99,785-$4,185-$82,232
V-BOUNCE STRESS (stock → CC-SS $18.16, where you are whole again, by expiry)
Starting unrealized P&L: $-95,600
+ Fortress recovery (un-capped): +$92,014
− CC assignment net of premium (152 × $12.50): -$76,950
+ Conservative CC premium (48 × $18.50): +$48
Total Position P&L @ SS: $-80,488 (+$15,112 vs today)
Do-nothing baseline at SS: $-3,386 (this trade vs do-nothing: $-77,102, the opportunity cost of earning $30,400/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$43,168, position total $-80,888 (+$14,712 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 (11 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 11 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: 0.769 (IBKR)  |  Recovery@SS: +$92,014 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,386

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.502d17 Jul 2026$0.09113/200$15,255$15,41894%95%+$13,393-$51,669679.9%$-55,168 (vs do-nothing $-51,782)
$132d17 Jul 2026$0.1954/200$15,390$15,66484%89%+$11,589-$26,851353.3%$-30,292 (vs do-nothing $-26,905)
$13.509d24 Jul 2026$0.30152/200$15,200$15,29078%82%+$5,830-$66,310872.5%$-69,848 (vs do-nothing $-66,462)
$139d24 Jul 2026$0.43106/200$15,193$15,37070%78%+$4,742-$50,164660.1%$-53,657 (vs do-nothing $-50,270)
$1316d31 Jul 2026$0.61133/200$15,212$15,33867%76%+$3,744-$60,548796.7%$-64,067 (vs do-nothing $-60,681)
$12.502d17 Jul 2026$0.3629/200$15,660$15,98166%80%+$9,045-$15,377202.3%$-18,792 (vs do-nothing $-15,406)
$12.509d24 Jul 2026$0.6076/200$15,200$15,43260%73%+$3,525-$38,475506.2%$-41,937 (vs do-nothing $-38,551)
$12.5016d31 Jul 2026$0.74110/200$15,262$15,43159%72%+$2,065-$54,147712.5%$-57,644 (vs do-nothing $-54,257)
$1216d31 Jul 2026$0.9982/200$15,221$15,44251%68%+$1,816-$42,414558.1%$-45,883 (vs do-nothing $-42,496)
$129d24 Jul 2026$0.9250/200$15,333$15,61549%69%+$3,821-$26,212344.9%$-29,649 (vs do-nothing $-26,262)
$122d17 Jul 2026$0.6317/200$16,065$16,40843%72%+$6,445-$9,405123.8%$-12,808 (vs do-nothing $-9,422)

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 21:39