FORTRESS FIGHT: MARA-LC20-1299 @ $11.48

BE SS: $22.69  |  CC-SS: $18.18  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 01:47

MARA-LC20-1299BBC @ $11.48   UNDERWATER $11.21 (49.4% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 12 days. The recommended CC (7d) 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: $18.18  |  IV: HIGH  |  Accounts: Main:1299

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

Economics

Max Loss$207,600(ND $0.38 + SW $10) x 20000
Normal income ref$34,286/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $5,255/mo (info only, already in marks)
Unrealized P&L$-106,100fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$17,143/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$34,286/mo (ATM CC, chain)
IC VELOCITY
0.2 mo to earn back $7,600
ML VELOCITY
6.1 mo to earn back $207,600
Deep drawdown confirmed: a CC at CC-SS $18.18 (probe: $18C 14d) brings only $857/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 49 (live) · RSI 47 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 40 · %B 12 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.89 (+38%) · daily UBB $15.25 · 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: 154 contracts at $12.50 / 7d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($17,143/mo); it brings $17,160/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 200 × $12/7d for $34,286/mo, but breach risk rises to 34% (+11pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 200 × $13.50/7d (91% survival, $8,571/mo).
Downside anchor: the primary mortgages $83,532 (1099% 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 154 contracts realizes $-81,774 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 (7d) · sell 154 × $12.50, 76% survival, $17,160/mo (E[net] $4,861/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 · 7d154 × $12.5076%$17,160$4,861

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $4,861/mo 🏆 GRAND PICK

🎯 Engine pick: sell 154 × $12.50 (primary), 76% survival, breach 24%, $17,160/mo.
⚖️ Worth a safer step: the $13 rung (33% normal) lifts survival to 85% (breach 24% → 15%) for $5,777/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 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $11.48 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $13.5024 Jul7d17.5%91%20%+11pp$2,000$8,571-$8,589$91,684
Sell 200 × $13.50 17.5% OTM over spot $11.48 24 Jul 2026 (7d, $0.11 mid)
= $2,000 credit for the 7d cycle → $8,571/mo projected
Survival (stays ≤ $13.50)
91%
Breach risk
9%
POP (stays ≤ $13.61)
92%
EV / mo
+$4,884
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
46% whole by 9mo vs 36% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,253/mo
median; plan ~$3,572/mo after 68% keep · $35,429 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.9-5.1], measured ONLY among the 46% of futures that got whole
🛡 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)
14%
Flat exit net (mid-life)
-$9,588
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 200 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.82/sh now → $0.58 mid-life (likely $0.49–$0.85)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 410 simulated challenges: the $14 strike is typically first touched on day 5 of 7, at $14 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (200 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202610d left+$0.31/sh+$6,270
cycle +$8,270
[+$5,850…+$8,953] · 100% credit
68%
surv 53%
-$67,726 NOT
cap gain +$38,374
Up-and-out for even (raise the cap, free)~$1431 Jul 202610d left+$0.12/sh+$2,477
cycle +$4,477
[+$1,605…+$4,419] · 95% credit
73%
surv 62%
-$63,825 NOT
cap gain +$42,275
Max even-money escape in the band~$1614 Aug 202624d left+$0.05/sh+$1,003
cycle +$3,003
[-$1,173…+$2,989] · 60% credit
82%
surv 78%
-$35,419 NOT
cap gain +$70,681
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1714 Aug 202624d left-$0.03/sh-$629
cycle +$1,371
[-$3,101…+$1,251] · 36% credit
84%
surv 81%
-$29,581 NOT
cap gain +$76,519
budget: banked $2,000 debit $629 (31% used ≈ 0.3 wk of income) → whole cycle still +$1,371 cash · rolled 200 ct earn ≈ $13,699/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$8,571/mo
vs 50% target ($17,143/mo)-50%
vs normal income ($34,286/mo)25% covered
Net income (after hedge)$8,571/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$91,684
… as % of IC ($7,600)1206.4%
… as % of ML ($207,600)44.2%
Recovery months (at normal income)2.7 mo
Surgical close (200 ct)$-106,300
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 ≥ $13.61 (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 $15.25 (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
$13-13.61
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
≥ $13.61
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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.3σ)$2,000$-73,996+$32,104+$1,800
+2.5%$13.84 (1.6σ)$-4,750$-75,704+$30,396-$4,950
+5%$14.18 (1.8σ)$-11,500$-77,411+$28,689-$11,700
SS (= V-bounce)$22.69 (7.5σ)$-181,800$-120,497-$14,397-$168,200
V-BOUNCE STRESS (stock → CC-SS $18.18, where you are whole again, by expiry)
Starting unrealized P&L: $-106,100
+ Fortress recovery (un-capped): +$100,086
− CC assignment net of premium (200 × $13.50): -$91,684
Total Position P&L @ SS: $-97,698 (+$8,402 vs today)
Do-nothing baseline at SS: $-5,814 (this trade vs do-nothing: $-91,884, the opportunity cost of earning $8,571/mo FIGHT income now)
BB-reversion stress (→ $15.89 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$45,800, position total $-86,089 (+$20,011 vs today)
33% normal ← lean166 × $1324 Jul7d13.2%85%31%+10pp$2,656$11,383-$5,777$83,401
Sell 166 × $13 13.2% OTM over spot $11.48 24 Jul 2026 (7d, $0.17 mid)
= $2,656 credit for the 7d cycle → $11,383/mo projected
Survival (stays ≤ $13)
85%
Breach risk
15%
POP (stays ≤ $13.16)
87%
EV / mo
+$5,612
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
48% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,196/mo
median; plan ~$4,214/mo after 68% keep · $38,608 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.8-4.8], measured ONLY among the 48% of futures that got whole
🛡 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)
-$6,410
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 166 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.77/sh now → $0.55 mid-life (likely $0.51–$0.83)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 704 simulated challenges: the $13 strike is typically first touched on day 4 of 7, at $13 (overshoots $0.36). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (166 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1331 Jul 202610d left+$0.29/sh+$4,897
cycle +$7,553
[+$4,269…+$6,277] · 100% credit
68%
surv 53%
-$75,879 NOT
cap gain +$30,221
Up-and-out for even (raise the cap, free)~$1431 Jul 202610d left+$0.10/sh+$1,732
cycle +$4,388
[+$738…+$2,792] · 91% credit
73%
surv 63%
-$71,350 NOT
cap gain +$34,750
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202624d left+$0.11/sh+$1,897
cycle +$4,553
[+$32…+$3,116] · 76% credit
80%
surv 75%
-$48,774 NOT
cap gain +$57,326
Max even-money escape in the band~$1614 Aug 202624d left+$0.02/sh+$258
cycle +$2,914
[-$1,864…+$1,310] · 43% credit
82%
surv 79%
-$42,944 NOT
cap gain +$63,156
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1714 Aug 202624d left-$0.15/sh-$2,413
cycle +$243
[-$5,100…-$1,630] · 11% credit
87%
surv 85%
-$30,675 NOT
cap gain +$75,425
budget: banked $2,656 debit $2,413 (91% used ≈ 0.9 wk of income) → whole cycle still +$243 cash · rolled 166 ct earn ≈ $8,316/mo while parked; 34 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$11,383/mo
vs 50% target ($17,143/mo)-34%
vs normal income ($34,286/mo)33% covered
Net income (after hedge)$11,456/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$83,401
… as % of IC ($7,600)1097.4%
… as % of ML ($207,600)40.2%
Recovery months (at normal income)2.4 mo
Surgical close (166 ct)$-88,146
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 ≥ $13.16 (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 $15.25 (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
$13-13.16
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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.0σ)$2,656$-80,776+$25,324+$2,490
+2.5%$13.32 (1.2σ)$-2,739$-81,315+$24,785-$2,905
+5%$13.65 (1.4σ)$-8,134$-81,855+$24,245-$8,300
SS (= V-bounce)$22.69 (7.5σ)$-158,198$-99,207+$6,893-$146,910
V-BOUNCE STRESS (stock → CC-SS $18.18, where you are whole again, by expiry)
Starting unrealized P&L: $-106,100
+ Fortress recovery (un-capped): +$100,086
− CC assignment net of premium (166 × $13): -$83,401
+ Conservative CC premium (34 × $22): +$34
Total Position P&L @ SS: $-89,382 (+$16,718 vs today)
Do-nothing baseline at SS: $-5,814 (this trade vs do-nothing: $-83,567, the opportunity cost of earning $11,383/mo FIGHT income now)
BB-reversion stress (→ $15.89 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$45,318, position total $-85,573 (+$20,527 vs today)
🎯 50% normal154 × $12.5024 Jul7d8.8%76%36%+10pp$4,004$17,160$83,532
Sell 154 × $12.50 8.8% OTM over spot $11.48 24 Jul 2026 (7d, $0.27 mid)
= $4,004 credit for the 7d cycle → $17,160/mo projected
Survival (stays ≤ $12.50)
76%
Breach risk
24%
POP (stays ≤ $12.77)
81%
EV / mo
+$5,923
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
55% whole by 9mo vs 45% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,360/mo
median; plan ~$5,005/mo after 68% keep · $46,202 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.6-4.7], measured ONLY among the 55% of futures that got whole
🛡 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)
36%
Flat exit net (mid-life)
-$3,909
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 89% POP
88% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 154 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.73/sh now → $0.51 mid-life (likely $0.57–$0.88)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,088 simulated challenges: the $12 strike is typically first touched on day 4 of 7, at $13 (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 (154 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202610d left+$0.28/sh+$4,265
cycle +$8,269
[+$3,322…+$4,992] · 100% credit
68%
surv 53%
-$82,621 NOT
cap gain +$23,479
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202624d left+$0.25/sh+$3,818
cycle +$7,822
[+$1,967…+$4,113] · 97% credit
78%
surv 72%
-$60,434 NOT
cap gain +$45,666
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.09/sh+$1,317
cycle +$5,321
[+$1…+$1,524] · 75% credit
73%
surv 63%
-$77,874 NOT
cap gain +$28,226
Max even-money escape in the band~$1514 Aug 202624d left+$0.08/sh+$1,206
cycle +$5,210
[-$1,256…+$1,256] · 47% credit
81%
surv 76%
-$55,576 NOT
cap gain +$50,524
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1714 Aug 202624d left-$0.23/sh-$3,610
cycle +$394
[-$7,351…-$4,072] · 1% credit
89%
surv 88%
-$30,512 NOT
cap gain +$75,588
budget: banked $4,004 debit $3,610 (90% used ≈ 0.9 wk of income) → whole cycle still +$394 cash · rolled 154 ct earn ≈ $5,378/mo while parked; 46 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$17,160/mo
vs 50% target ($17,143/mo)+0%
vs normal income ($34,286/mo)50% covered
Net income (after hedge)$17,259/mo
Downside budget
⚠ $12.50 is $6 below CC-SS $18.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$83,532
… as % of IC ($7,600)1099.1%
… as % of ML ($207,600)40.2%
Recovery months (at normal income)2.4 mo
Surgical close (154 ct)$-81,774
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 $0.26 collected) or spot ≥ $12.77 (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 $15.25 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.77
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
≥ $12.77
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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$4,004$-86,886+$19,214+$3,850
+2.5%$12.81 (≤1σ, normal week)$-808$-87,030+$19,070-$962
+5%$13.12 (1.1σ)$-5,621$-87,173+$18,927-$5,775
SS (= V-bounce)$22.69 (7.5σ)$-152,922$-94,747+$11,353-$142,450
V-BOUNCE STRESS (stock → CC-SS $18.18, where you are whole again, by expiry)
Starting unrealized P&L: $-106,100
+ Fortress recovery (un-capped): +$100,086
− CC assignment net of premium (154 × $12.50): -$83,532
+ Conservative CC premium (46 × $22): +$46
Total Position P&L @ SS: $-89,501 (+$16,599 vs today)
Do-nothing baseline at SS: $-5,814 (this trade vs do-nothing: $-83,686, the opportunity cost of earning $17,160/mo FIGHT income now)
BB-reversion stress (→ $15.89 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$48,202, position total $-88,445 (+$17,655 vs today)
100% normal200 × $1224 Jul7d4.5%66%72%+18pp$8,000$34,286+$17,126$115,684
Sell 200 × $12 4.5% OTM over spot $11.48 24 Jul 2026 (7d, $0.42 mid)
= $8,000 credit for the 7d cycle → $34,286/mo projected
Survival (stays ≤ $12)
66%
Breach risk
34%
POP (stays ≤ $12.41)
75%
EV / mo
+$8,398
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+18pp
54% whole by 9mo vs 36% doing nothing
FIRE DRILLS
~5.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10,683/mo
median; plan ~$7,264/mo after 68% keep · $67,729 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.6-4.7], measured ONLY among the 54% of futures that got whole
🛡 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)
56%
Flat exit net (mid-life)
-$1,648
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$16 @ 90% POP
89% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.68/sh now → $0.48 mid-life (likely $0.61–$0.87)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,672 simulated challenges: the $12 strike is typically first touched on day 3 of 7, at $12 (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 (200 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202610d left+$0.26/sh+$5,190
cycle +$13,190
[+$3,739…+$4,918] · 100% credit
68%
surv 53%
-$85,216 NOT
cap gain +$20,884
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202624d left+$0.21/sh+$4,103
cycle +$12,103
[+$1,278…+$3,283] · 90% credit
79%
surv 73%
-$63,669 NOT
cap gain +$42,431
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.07/sh+$1,350
cycle +$9,350
[-$612…+$760] · 47% credit
74%
surv 64%
-$81,362 NOT
cap gain +$24,738
Max even-money escape in the band~$1414 Aug 202624d left+$0.04/sh+$890
cycle +$8,890
[-$2,751…-$269] · 22% credit
81%
surv 77%
-$59,412 NOT
cap gain +$46,688
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1614 Aug 202624d left-$0.25/sh-$4,944
cycle +$3,056
[-$10,309…-$6,681]
90%
surv 89%
-$35,366 NOT
cap gain +$70,734
budget: banked $8,000 debit $4,944 (62% used ≈ 0.6 wk of income) → whole cycle still +$3,056 cash · rolled 200 ct earn ≈ $5,880/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$34,286/mo
vs 50% target ($17,143/mo)+100%
vs normal income ($34,286/mo)100% covered
Net income (after hedge)$34,286/mo
Downside budget
⚠ $12 is $6 below CC-SS $18.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$115,684
… as % of IC ($7,600)1522.2%
… as % of ML ($207,600)55.7%
Recovery months (at normal income)3.4 mo
Surgical close (200 ct)$-106,400
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.40 collected) or spot ≥ $12.41 (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 $15.25 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $11.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.41
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
≥ $12.41
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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$8,000$-90,406+$15,694+$7,800
+2.5%$12.30 (≤1σ, normal week)$2,000$-91,924+$14,176+$1,800
+5%$12.60 (≤1σ, normal week)$-4,000$-93,442+$12,658-$4,200
SS (= V-bounce)$22.69 (7.5σ)$-205,800$-144,497-$38,397-$192,200
V-BOUNCE STRESS (stock → CC-SS $18.18, where you are whole again, by expiry)
Starting unrealized P&L: $-106,100
+ Fortress recovery (un-capped): +$100,086
− CC assignment net of premium (200 × $12): -$115,684
Total Position P&L @ SS: $-121,698 ($-15,598 vs today)
Do-nothing baseline at SS: $-5,814 (this trade vs do-nothing: $-115,884, the opportunity cost of earning $34,286/mo FIGHT income now)
BB-reversion stress (→ $15.89 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$69,800, position total $-110,089 ($-3,989 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 (12 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 12 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: 0.747 (IBKR)  |  Recovery@SS: +$100,086 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,814

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$12.507d24 Jul 2026$0.26154/200$17,160$17,25976%81%+$5,923-$83,5321099.1%$-89,501 (vs do-nothing $-83,686)
$12.5014d31 Jul 2026$0.45178/200$17,164$17,21171%78%+$4,832-$93,1681225.9%$-99,161 (vs do-nothing $-93,346)
$12.5021d7 Aug 2026$0.69174/200$17,151$17,20769%77%+$4,690-$86,8991143.4%$-92,887 (vs do-nothing $-87,073)
$12.5028d14 Aug 2026$0.83193/200$17,163$17,17867%76%+$3,906-$93,6861232.7%$-99,693 (vs do-nothing $-93,879)
$127d24 Jul 2026$0.40100/200$17,143$17,35766%75%+$4,199-$57,842761.1%$-63,756 (vs do-nothing $-57,942)
$1214d31 Jul 2026$0.61132/200$17,254$17,40063%74%+$3,751-$73,579968.1%$-79,525 (vs do-nothing $-73,711)
$1221d7 Aug 2026$0.78154/200$17,160$17,25962%73%+$2,525-$83,2241095.1%$-89,193 (vs do-nothing $-83,378)
$1228d14 Aug 2026$1.02157/200$17,158$17,25062%73%+$3,470-$81,0781066.8%$-87,049 (vs do-nothing $-81,235)
$11.5028d14 Aug 2026$1.17137/200$17,174$17,30955%70%+$2,170-$75,544994.0%$-81,496 (vs do-nothing $-75,681)
$11.5021d7 Aug 2026$1.00121/200$17,286$17,45555%70%+$2,219-$68,779905.0%$-74,714 (vs do-nothing $-68,900)
$11.5014d31 Jul 2026$0.80100/200$17,143$17,35754%69%+$2,415-$58,842774.2%$-64,756 (vs do-nothing $-58,942)
$11.507d24 Jul 2026$0.6166/200$17,254$17,54153%68%+$3,084-$40,090527.5%$-45,970 (vs do-nothing $-40,156)

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  |  2026-07-17 01:47