FORTRESS FIGHT: MARA-LC20-1299 @ $12.21

BE SS: $22.69  |  CC-SS: $17.82  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 03:39

MARA-LC20-1299 @ $12.21   UNDERWATER $10.48 (46.2% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 13 days. The recommended CC (8d) 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: $17.82  |  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$30,800/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $6,893/mo (info only, already in marks)
Unrealized P&L$-89,600fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$15,400/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$30,800/mo (ATM CC, chain)
IC VELOCITY
0.2 mo to earn back $7,600
ML VELOCITY
6.7 mo to earn back $207,600
Deep drawdown confirmed: a CC at CC-SS $17.82 (probe: $18C 15d) brings only $1,200/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; the banked-floor (info) shows how far premium would ratchet the floor, but the recommended CC-SS stays the pure recovery strike.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 57 (live) · RSI 50 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 44 · %B 23 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.93 (+30%) · daily UBB $15.19 · 1-wk expected move ±$1 (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: 172 contracts at $13.50 / 8d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($15,400/mo); it brings $15,480/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 153 × $12.50/8d for $30,983/mo, but breach risk rises to 40% (+20pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 200 × $14.50/8d (91% survival, $7,500/mo).
Downside anchor: the primary mortgages $70,249 (924% of IC) ONLY on a full V-bounce all the way to SS $23, recoverable in 2.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 172 contracts realizes $-77,314 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: NEXT FRIDAY · 24 Jul 2026 (8d) · sell 172 × $13.50, 80% survival, $15,480/mo (E[net] $3,522/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 8d172 × $13.5080%$15,480$3,522

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $3,522/mo 🏆 GRAND PICK

🎯 Engine pick: sell 172 × $13.50 (primary), 80% survival, breach 20%, $15,480/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 86% (breach 20% → 14%) for $5,280/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 $12.21 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $14.5024 Jul8d18.8%91%20%$2,000$7,500-$7,980$64,485
Sell 200 × $14.50 18.8% OTM over spot $12.21 24 Jul 2026 (8d, $0.11 mid)
= $2,000 credit for the 8d cycle → $7,500/mo projected
Survival (stays ≤ $14.50)
91%
Breach risk
9%
POP (stays ≤ $14.61)
91%
EV / mo
+$3,767
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-4.4] median, 0.2 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  49% of paths whole by 9 mo (vs 42% without)  ·  ~3.2 challenges expected  ·  median CC cash $28,109
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$11,099
Free roll-up
+$1/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 200 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.93/sh now → $0.65 mid-life (likely $0.51–$0.91)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 388 simulated challenges: the $14 strike is typically first touched on day 6 of 8, at $15 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (200 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202611d left+$0.33/sh+$6,691
cycle +$8,691
[+$6,531…+$9,905] · 100% credit
68%
surv 53%
-$45,414 NOT
cap gain +$44,186
Up-and-out for even (raise the cap, free)~$1531 Jul 202611d left+$0.02/sh+$417
cycle +$2,417
[-$721…+$2,644] · 63% credit
74%
surv 66%
-$39,443 NOT
cap gain +$50,157
Max even-money escape in the band~$1531 Jul 202611d left+$0.02/sh+$417
cycle +$2,417
[-$721…+$2,644] · 63% credit
74%
surv 66%
-$39,443 NOT
cap gain +$50,157
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,500/mo
vs 50% target ($15,400/mo)-51%
vs normal income ($30,800/mo)24% covered
Net income (after hedge)$7,500/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$64,485
… as % of IC ($7,600)848.5%
… as % of ML ($207,600)31.1%
Recovery months (at normal income)2.1 mo
Surgical close (200 ct)$-89,800
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $14.61 (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 $15.19 (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
$14-14.61
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
≥ $14.61
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.4σ)$2,000$-52,105+$37,495+$1,600
+2.5%$14.86 (1.7σ)$-5,250$-53,736+$35,864-$5,650
+5%$15.23 (1.9σ)$-12,500$-55,368+$34,232-$12,900
SS (= V-bounce)$22.69 (6.6σ)$-161,800$-88,960+$640-$148,400
V-BOUNCE STRESS (stock → CC-SS $17.82, where you are whole again, by expiry)
Starting unrealized P&L: $-89,600
+ Fortress recovery (un-capped): +$87,021
− CC assignment net of premium (200 × $14.50): -$64,485
Total Position P&L @ SS: $-67,064 (+$22,536 vs today)
Do-nothing baseline at SS: $-2,179 (this trade vs do-nothing: $-64,885, the opportunity cost of earning $7,500/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,600, position total $-58,540 (+$31,060 vs today)
33% normal ← lean170 × $1424 Jul8d14.7%86%29%$2,720$10,200-$5,280$62,292
Sell 170 × $14 14.7% OTM over spot $12.21 24 Jul 2026 (8d, $0.17 mid)
= $2,720 credit for the 8d cycle → $10,200/mo projected
Survival (stays ≤ $14)
86%
Breach risk
14%
POP (stays ≤ $14.17)
88%
EV / mo
+$4,677
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.1-4.2] median, 0.3 mo faster than no FIGHT (2.8 mo)  ·  57% of paths whole by 9 mo (vs 52% without)  ·  ~4.6 challenges expected  ·  median CC cash $32,545
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
23%
Flat exit net (mid-life)
-$7,811
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 75% POP
66% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 170 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.88/sh now → $0.62 mid-life (likely $0.57–$0.92)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 676 simulated challenges: the $14 strike is typically first touched on day 5 of 8, at $14 (overshoots $0.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (170 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202611d left+$0.32/sh+$5,371
cycle +$8,091
[+$4,782…+$6,928] · 100% credit
68%
surv 53%
-$53,704 NOT
cap gain +$35,896
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202611d left+$0.18/sh+$2,982
cycle +$5,702
[+$2,034…+$4,417] · 99% credit
70%
surv 58%
-$51,598 NOT
cap gain +$38,002
Up-and-out for even (raise the cap, free)~$1531 Jul 202611d left+$0.00/sh+$55
cycle +$2,775
[-$1,253…+$1,158] · 42% credit
75%
surv 66%
-$46,775 NOT
cap gain +$42,825
Max even-money escape in the band~$1531 Jul 202611d left+$0.00/sh+$55
cycle +$2,775
[-$1,253…+$1,158] · 42% credit
75%
surv 66%
-$46,775 NOT
cap gain +$42,825
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$10,200/mo
vs 50% target ($15,400/mo)-34%
vs normal income ($30,800/mo)33% covered
Net income (after hedge)$10,320/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$62,292
… as % of IC ($7,600)819.6%
… as % of ML ($207,600)30.0%
Recovery months (at normal income)2.0 mo
Surgical close (170 ct)$-76,330
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.16 collected) or spot ≥ $14.17 (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 $15.19 (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
$14-14.17
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
≥ $14.17
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.1σ)$2,720$-59,075+$30,525+$2,380
+2.5%$14.35 (1.3σ)$-3,230$-59,600+$30,000-$3,570
+5%$14.70 (1.6σ)$-9,180$-60,125+$29,475-$9,520
SS (= V-bounce)$22.69 (6.6σ)$-145,010$-74,180+$15,420-$133,620
V-BOUNCE STRESS (stock → CC-SS $17.82, where you are whole again, by expiry)
Starting unrealized P&L: $-89,600
+ Fortress recovery (un-capped): +$87,021
− CC assignment net of premium (170 × $14): -$62,292
+ Conservative CC premium (30 × $22): +$60
Total Position P&L @ SS: $-64,811 (+$24,789 vs today)
Do-nothing baseline at SS: $-2,179 (this trade vs do-nothing: $-62,632, the opportunity cost of earning $10,200/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$30,090, position total $-61,970 (+$27,630 vs today)
🎯 50% normal172 × $13.5024 Jul8d10.6%80%32%$4,128$15,480$70,249
Sell 172 × $13.50 10.6% OTM over spot $12.21 24 Jul 2026 (8d, $0.26 mid)
= $4,128 credit for the 8d cycle → $15,480/mo projected
Survival (stays ≤ $13.50)
80%
Breach risk
20%
POP (stays ≤ $13.76)
84%
EV / mo
+$6,396
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-4.0] median  ·  60% of paths whole by 9 mo (vs 50% without)  ·  ~6.9 challenges expected  ·  median CC cash $38,179
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$5,931
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 172 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.83/sh now → $0.58 mid-life (likely $0.61–$0.95)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 951 simulated challenges: the $14 strike is typically first touched on day 4 of 8, at $14 (overshoots $0.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (172 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202611d left+$0.30/sh+$5,122
cycle +$9,250
[+$4,156…+$5,966] · 100% credit
68%
surv 53%
-$60,299 NOT
cap gain +$29,301
Up-and-out for even (raise the cap, free)~$1431 Jul 202611d left+$0.16/sh+$2,717
cycle +$6,845
[+$1,436…+$3,288] · 98% credit
71%
surv 58%
-$58,209 NOT
cap gain +$31,391
Max even-money escape in the band~$1431 Jul 202611d left+$0.16/sh+$2,717
cycle +$6,845
[+$1,436…+$3,288] · 98% credit
71%
surv 58%
-$58,209 NOT
cap gain +$31,391
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 202611d left-$0.21/sh-$3,528
cycle +$600
[-$6,351…-$3,574] · 2% credit
79%
surv 74%
-$48,954 NOT
cap gain +$40,646
budget: banked $4,128 debit $3,528 (85% used ≈ 1.0 wk of income) → whole cycle still +$600 cash · rolled 172 ct earn ≈ $17,812/mo while parked; 28 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$15,480/mo
vs 50% target ($15,400/mo)+1%
vs normal income ($30,800/mo)50% covered
Net income (after hedge)$15,592/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$70,249
… as % of IC ($7,600)924.3%
… as % of ML ($207,600)33.8%
Recovery months (at normal income)2.3 mo
Surgical close (172 ct)$-77,314
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 $0.24 collected) or spot ≥ $13.76 (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 $15.19 (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
$13-13.76
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
≥ $13.76
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$4,128$-65,421+$24,179+$3,784
+2.5%$13.84 (1.0σ)$-1,677$-65,995+$23,605-$2,021
+5%$14.18 (1.2σ)$-7,482$-66,568+$23,031-$7,826
SS (= V-bounce)$22.69 (6.6σ)$-153,940$-82,976+$6,624-$142,416
V-BOUNCE STRESS (stock → CC-SS $17.82, where you are whole again, by expiry)
Starting unrealized P&L: $-89,600
+ Fortress recovery (un-capped): +$87,021
− CC assignment net of premium (172 × $13.50): -$70,249
+ Conservative CC premium (28 × $22): +$56
Total Position P&L @ SS: $-72,772 (+$16,828 vs today)
Do-nothing baseline at SS: $-2,179 (this trade vs do-nothing: $-70,593, the opportunity cost of earning $15,480/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$37,668, position total $-69,552 (+$20,048 vs today)
100% normal153 × $12.5024 Jul8d2.4%60%85%$8,262$30,983+$15,503$73,199
Sell 153 × $12.50 2.4% OTM over spot $12.21 24 Jul 2026 (8d, $0.56 mid)
= $8,262 credit for the 8d cycle → $30,983/mo projected
Survival (stays ≤ $12.50)
60%
Breach risk
40%
POP (stays ≤ $13.06)
72%
EV / mo
+$7,303
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.3-4.1] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  58% of paths whole by 9 mo (vs 47% without)  ·  ~20.1 challenges expected  ·  median CC cash $52,413
🛡 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)
68%
Flat exit net (mid-life)
+$330
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 153 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.73/sh now → $0.52 mid-life (likely $0.70–$1.00)≈ $0 at expiry  |  you banked $0.54/sh, so a flat mid-life exit nets +$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,029 simulated challenges: the $12 strike is typically first touched on day 3 of 8, 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 (153 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202611d left+$0.26/sh+$4,024
cycle +$12,286
[+$2,818…+$3,572] · 100% credit
68%
surv 53%
-$72,725 NOT
cap gain +$16,875
Up-and-out for even (raise the cap, free)~$1331 Jul 202611d left+$0.12/sh+$1,908
cycle +$10,170
[+$296…+$1,223] · 85% credit
71%
surv 59%
-$70,346 NOT
cap gain +$19,254
Max even-money escape in the band~$1331 Jul 202611d left+$0.12/sh+$1,908
cycle +$10,170
[+$296…+$1,223] · 85% credit
71%
surv 59%
-$70,346 NOT
cap gain +$19,254
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 202611d left-$0.41/sh-$6,310
cycle +$1,952
[-$11,525…-$8,240]
92%
surv 91%
-$39,814 NOT
cap gain +$49,786
budget: banked $8,262 debit $6,310 (76% used ≈ 0.9 wk of income) → whole cycle still +$1,952 cash · rolled 153 ct earn ≈ $4,423/mo while parked; 47 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$30,983/mo
vs 50% target ($15,400/mo)+101%
vs normal income ($30,800/mo)101% covered
Net income (after hedge)$31,171/mo
Downside budget
⚠ $12.50 is $5 below CC-SS $17.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$73,199
… as % of IC ($7,600)963.1%
… as % of ML ($207,600)35.3%
Recovery months (at normal income)2.4 mo
Surgical close (153 ct)$-68,850
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.54 collected) or spot ≥ $13.06 (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 $15.19 (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
$12-13.06
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.06
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.78 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$8,262$-76,749+$12,851+$7,956
+2.5%$12.81 (≤1σ, normal week)$3,481$-76,686+$12,913+$3,175
+5%$13.12 (≤1σ, normal week)$-1,300$-76,624+$12,976-$1,606
SS (= V-bounce)$22.69 (6.6σ)$-147,645$-77,954+$11,646-$137,394
V-BOUNCE STRESS (stock → CC-SS $17.82, where you are whole again, by expiry)
Starting unrealized P&L: $-89,600
+ Fortress recovery (un-capped): +$87,021
− CC assignment net of premium (153 × $12.50): -$73,199
+ Conservative CC premium (47 × $22): +$94
Total Position P&L @ SS: $-75,684 (+$13,916 vs today)
Do-nothing baseline at SS: $-2,179 (this trade vs do-nothing: $-73,505, the opportunity cost of earning $30,983/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$44,217, position total $-76,063 (+$13,537 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 (7 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 7 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.775 (IBKR)  |  Recovery@SS: +$87,021 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,179

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.508d24 Jul 2026$0.24172/200$15,480$15,59280%84%+$6,396-$70,249924.3%$-72,772 (vs do-nothing $-70,593)
$138d24 Jul 2026$0.37111/200$15,401$15,75771%78%+$5,065-$49,442650.6%$-51,843 (vs do-nothing $-49,664)
$1315d31 Jul 2026$0.57136/200$15,504$15,76067%76%+$3,984-$57,858761.3%$-60,309 (vs do-nothing $-58,130)
$12.508d24 Jul 2026$0.5477/200$15,593$16,08560%72%+$3,675-$36,839484.7%$-39,172 (vs do-nothing $-36,993)
$12.5015d31 Jul 2026$0.74105/200$15,540$15,92059%72%+$2,846-$48,135633.4%$-50,524 (vs do-nothing $-48,345)
$1215d31 Jul 2026$0.9879/200$15,484$15,96850%67%+$2,191-$38,270503.5%$-40,607 (vs do-nothing $-38,428)
$128d24 Jul 2026$0.7754/200$15,592$16,17648%66%+$2,190-$27,293359.1%$-29,580 (vs do-nothing $-27,401)

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  |  2026-07-16 03:39