FORTRESS FIGHT: MARA-LC20-1299 @ $11.49

BE SS: $22.69  |  CC-SS: $18.13  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 03:39

MARA-LC20-1299BBC @ $11.49   UNDERWATER $11.20 (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: $18.13  |  IV: HIGH  |  Accounts: Main:1299

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

Economics

Max Loss$207,600(ND $0.38 + SW $10) x 20000
Normal income ref$35,571/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $5,591/mo (info only, already in marks)
Unrealized P&L$-105,100fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$17,786/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$35,571/mo (ATM CC, chain)
IC VELOCITY
0.2 mo to earn back $7,600
ML VELOCITY
5.8 mo to earn back $207,600
Deep drawdown confirmed: a CC at CC-SS $18.13 (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 39 · %B 12 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.90 (+38%) · daily UBB $15.24 · 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: 160 contracts at $12.50 / 7d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($17,786/mo); it brings $17,829/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 139 × $11.50/7d for $35,743/mo, but breach risk rises to 47% (+24pp 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 (90% survival, $8,571/mo).
Downside anchor: the primary mortgages $85,960 (1131% 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 160 contracts realizes $-84,160 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 160 × $12.50, 77% survival, $17,829/mo (E[net] $4,907/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 · 7d160 × $12.5077%$17,829$4,907

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $4,907/mo 🏆 GRAND PICK

🎯 Engine pick: sell 160 × $12.50 (primary), 77% survival, breach 23%, $17,829/mo.
⚖️ Worth a safer step: the $13 rung (33% normal) lifts survival to 85% (breach 23% → 15%) for $6,034/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 $11.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $13.5024 Jul7d17.5%90%20%+10pp$2,000$8,571-$9,257$90,650
Sell 200 × $13.50 17.5% OTM over spot $11.49 24 Jul 2026 (7d, $0.11 mid)
= $2,000 credit for the 7d cycle → $8,571/mo projected
Survival (stays ≤ $13.50)
90%
Breach risk
10%
POP (stays ≤ $13.61)
91%
EV / mo
+$4,735
📈 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
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,177/mo
median; plan ~$3,520/mo after 68% keep · $34,613 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.7-4.9], 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)
12%
Flat exit net (mid-life)
-$9,946
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: $0.84/sh now → $0.60 mid-life (likely $0.53–$0.90)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 374 simulated challenges: the $14 strike is typically first touched on day 5 of 7, 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 (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+$0.33/sh+$6,574
cycle +$8,574
[+$6,081…+$8,671] · 100% credit
69%
surv 53%
-$66,297 NOT
cap gain +$38,803
Up-and-out for even (raise the cap, free)~$1431 Jul 202610d left+$0.12/sh+$2,340
cycle +$4,340
[+$1,147…+$3,786] · 91% credit
73%
surv 62%
-$62,862 NOT
cap gain +$42,238
Max even-money escape in the band~$1614 Aug 202624d left+$0.08/sh+$1,689
cycle +$3,689
[-$620…+$3,293] · 68% credit
82%
surv 78%
-$33,433 NOT
cap gain +$71,667
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-$0.05/sh-$1,092
cycle +$908
[-$3,961…+$453] · 30% credit
84%
surv 81%
-$28,694 NOT
cap gain +$76,406
budget: banked $2,000 debit $1,092 (55% used ≈ 0.6 wk of income) → whole cycle still +$908 cash · rolled 200 ct earn ≈ $13,568/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 ($17,786/mo)-52%
vs normal income ($35,571/mo)24% covered
Net income (after hedge)$8,571/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$90,650
… as % of IC ($7,600)1192.8%
… as % of ML ($207,600)43.7%
Recovery months (at normal income)2.5 mo
Surgical close (200 ct)$-105,200
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 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 $15.24 (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 (1.4σ)$2,000$-72,871+$32,229+$1,800
+2.5%$13.84 (1.6σ)$-4,750$-74,545+$30,555-$4,950
+5%$14.18 (1.8σ)$-11,500$-76,219+$28,881-$11,700
SS (= V-bounce)$22.69 (7.6σ)$-181,800$-118,454-$13,354-$168,200
V-BOUNCE STRESS (stock → CC-SS $18.13, where you are whole again, by expiry)
Starting unrealized P&L: $-105,100
+ Fortress recovery (un-capped): +$99,901
− CC assignment net of premium (200 × $13.50): -$90,650
Total Position P&L @ SS: $-95,848 (+$9,252 vs today)
Do-nothing baseline at SS: $-4,999 (this trade vs do-nothing: $-90,850, the opportunity cost of earning $8,571/mo FIGHT income now)
BB-reversion stress (→ $15.90 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$46,000, position total $-84,775 (+$20,325 vs today)
33% normal ← lean172 × $1324 Jul7d13.1%85%31%+11pp$2,752$11,794-$6,034$85,527
Sell 172 × $13 13.1% OTM over spot $11.49 24 Jul 2026 (7d, $0.17 mid)
= $2,752 credit for the 7d cycle → $11,794/mo projected
Survival (stays ≤ $13)
85%
Breach risk
15%
POP (stays ≤ $13.17)
87%
EV / mo
+$5,562
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
52% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,356/mo
median; plan ~$4,322/mo after 68% keep · $40,403 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.4 mo [1.7-5.2], measured ONLY among the 52% 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)
-$6,924
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$16 @ 84% POP
82% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.80/sh now → $0.56 mid-life (likely $0.53–$0.87)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 691 simulated challenges: the $13 strike is typically first touched on day 4 of 7, at $13 (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 (172 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+$0.31/sh+$5,327
cycle +$8,079
[+$4,579…+$6,554] · 100% credit
69%
surv 53%
-$74,284 NOT
cap gain +$30,816
Up-and-out for even (raise the cap, free)~$1431 Jul 202610d left+$0.10/sh+$1,688
cycle +$4,440
[+$415…+$2,685] · 83% credit
73%
surv 63%
-$70,254 NOT
cap gain +$34,846
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202624d left+$0.11/sh+$1,853
cycle +$4,605
[-$388…+$3,038] · 69% credit
80%
surv 75%
-$47,529 NOT
cap gain +$57,571
Max even-money escape in the band~$1614 Aug 202624d left+$0.05/sh+$803
cycle +$3,555
[-$1,570…+$1,853] · 50% credit
82%
surv 79%
-$41,059 NOT
cap gain +$64,041
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-$0.08/sh-$1,423
cycle +$1,329
[-$4,272…-$507] · 20% credit
84%
surv 82%
-$35,765 NOT
cap gain +$69,335
budget: banked $2,752 debit $1,423 (52% used ≈ 0.5 wk of income) → whole cycle still +$1,329 cash · rolled 172 ct earn ≈ $10,317/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$11,794/mo
vs 50% target ($17,786/mo)-34%
vs normal income ($35,571/mo)33% covered
Net income (after hedge)$11,854/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$85,527
… as % of IC ($7,600)1125.3%
… as % of ML ($207,600)41.2%
Recovery months (at normal income)2.4 mo
Surgical close (172 ct)$-90,558
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 ≥ $13.17 (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 $15.24 (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
$13-13.17
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
≥ $13.17
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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.0σ)$2,752$-79,611+$25,489+$2,580
+2.5%$13.32 (1.2σ)$-2,838$-80,313+$24,787-$3,010
+5%$13.65 (1.5σ)$-8,428$-81,015+$24,085-$8,600
SS (= V-bounce)$22.69 (7.6σ)$-163,916$-102,474+$2,626-$152,220
V-BOUNCE STRESS (stock → CC-SS $18.13, where you are whole again, by expiry)
Starting unrealized P&L: $-105,100
+ Fortress recovery (un-capped): +$99,901
− CC assignment net of premium (172 × $13): -$85,527
+ Conservative CC premium (28 × $22): +$28
Total Position P&L @ SS: $-90,697 (+$14,403 vs today)
Do-nothing baseline at SS: $-4,999 (this trade vs do-nothing: $-85,699, the opportunity cost of earning $11,794/mo FIGHT income now)
BB-reversion stress (→ $15.90 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$47,128, position total $-85,875 (+$19,225 vs today)
🎯 50% normal160 × $12.5024 Jul7d8.8%77%36%+13pp$4,160$17,829$85,960
Sell 160 × $12.50 8.8% OTM over spot $11.49 24 Jul 2026 (7d, $0.27 mid)
= $4,160 credit for the 7d cycle → $17,829/mo projected
Survival (stays ≤ $12.50)
77%
Breach risk
23%
POP (stays ≤ $12.77)
82%
EV / mo
+$6,998
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
50% whole by 9mo vs 37% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,903/mo
median; plan ~$5,374/mo after 68% keep · $51,132 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.8-5.1], measured ONLY among the 50% 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)
-$4,301
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$16 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 160 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.75/sh now → $0.53 mid-life (likely $0.58–$0.89)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,069 simulated challenges: the $12 strike is typically first touched on day 4 of 7, at $13 (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 (160 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+$0.29/sh+$4,659
cycle +$8,819
[+$3,574…+$5,276] · 100% credit
69%
surv 53%
-$81,052 NOT
cap gain +$24,048
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202624d left+$0.23/sh+$3,705
cycle +$7,865
[+$1,549…+$3,953] · 92% credit
78%
surv 72%
-$59,297 NOT
cap gain +$45,803
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.08/sh+$1,280
cycle +$5,440
[-$266…+$1,446] · 66% credit
73%
surv 63%
-$76,762 NOT
cap gain +$28,338
Max even-money escape in the band~$1514 Aug 202624d left+$0.01/sh+$184
cycle +$4,344
[-$2,641…+$189] · 26% credit
83%
surv 80%
-$47,779 NOT
cap gain +$57,321
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$167 Aug 202618d left-$0.25/sh-$3,941
cycle +$219
[-$7,528…-$4,352] · 0% credit
88%
surv 86%
-$44,384 NOT
cap gain +$60,716
budget: banked $4,160 debit $3,941 (95% used ≈ 1.0 wk of income) → whole cycle still +$219 cash · rolled 160 ct earn ≈ $7,533/mo while parked; 40 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$17,829/mo
vs 50% target ($17,786/mo)+0%
vs normal income ($35,571/mo)50% covered
Net income (after hedge)$17,914/mo
Downside budget
⚠ $12.50 is $6 below CC-SS $18.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$85,960
… as % of IC ($7,600)1131.0%
… as % of ML ($207,600)41.4%
Recovery months (at normal income)2.4 mo
Surgical close (160 ct)$-84,160
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 $15.24 (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)$4,160$-85,711+$19,389+$4,000
+2.5%$12.81 (≤1σ, normal week)$-840$-86,011+$19,089-$1,000
+5%$13.12 (1.1σ)$-5,840$-86,311+$18,789-$6,000
SS (= V-bounce)$22.69 (7.6σ)$-158,880$-98,254+$6,846-$148,000
V-BOUNCE STRESS (stock → CC-SS $18.13, where you are whole again, by expiry)
Starting unrealized P&L: $-105,100
+ Fortress recovery (un-capped): +$99,901
− CC assignment net of premium (160 × $12.50): -$85,960
+ Conservative CC premium (40 × $22): +$40
Total Position P&L @ SS: $-91,118 (+$13,982 vs today)
Do-nothing baseline at SS: $-4,999 (this trade vs do-nothing: $-86,120, the opportunity cost of earning $17,829/mo FIGHT income now)
BB-reversion stress (→ $15.90 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$50,240, position total $-88,975 (+$16,125 vs today)
100% normal139 × $11.5024 Jul7d0.1%53%99%+17pp$8,340$35,743+$17,914$83,851
Sell 139 × $11.50 0.1% OTM over spot $11.49 24 Jul 2026 (7d, $0.62 mid)
= $8,340 credit for the 7d cycle → $35,743/mo projected
Survival (stays ≤ $11.50)
53%
Breach risk
47%
POP (stays ≤ $12.12)
69%
EV / mo
+$6,991
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+17pp
57% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~11.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$8,909/mo
median; plan ~$6,058/mo after 68% keep · $54,657 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.6-5.2], measured ONLY among the 57% 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)
77%
Flat exit net (mid-life)
+$1,888
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$16 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 139 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: $0.66/sh now → $0.46 mid-life (likely $0.66–$0.99)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets +$0.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,304 simulated challenges: the $12 strike is typically first touched on day 2 of 7, at $12 (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 (139 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+$3,556
cycle +$11,896
[+$2,160…+$2,797] · 99% credit
68%
surv 53%
-$92,994 NOT
cap gain +$12,106
Reliable up-and-out (highest cap still free ≥60%)~$1314 Aug 202624d left+$0.26/sh+$3,647
cycle +$11,987
[+$886…+$2,319] · 87% credit
76%
surv 68%
-$77,715 NOT
cap gain +$27,385
Up-and-out for even (raise the cap, free)~$1231 Jul 202610d left+$0.05/sh+$637
cycle +$8,977
[-$1,468…-$328] · 14% credit
74%
surv 64%
-$88,244 NOT
cap gain +$16,856
Max even-money escape in the band~$1414 Aug 202624d left+$0.01/sh+$130
cycle +$8,470
[-$3,616…-$1,415] · 6% credit
82%
surv 78%
-$66,192 NOT
cap gain +$38,908
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-$0.29/sh-$3,963
cycle +$4,377
[-$9,503…-$6,031]
91%
surv 90%
-$40,204 NOT
cap gain +$64,896
budget: banked $8,340 debit $3,963 (48% used ≈ 0.5 wk of income) → whole cycle still +$4,377 cash · rolled 139 ct earn ≈ $3,111/mo while parked; 61 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$35,743/mo
vs 50% target ($17,786/mo)+101%
vs normal income ($35,571/mo)100% covered
Net income (after hedge)$35,874/mo
Downside budget
⚠ $11.50 is $7 below CC-SS $18.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$83,851
… as % of IC ($7,600)1103.3%
… as % of ML ($207,600)40.4%
Recovery months (at normal income)2.4 mo
Surgical close (139 ct)$-73,392
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 ≥ $12.12 (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 $15.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $11.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$11-12.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $12.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.50 (≤1σ, normal week)$8,340$-96,550+$8,550+$8,201
+2.5%$11.79 (≤1σ, normal week)$4,344$-96,222+$8,878+$4,205
+5%$12.08 (≤1σ, normal week)$347$-95,895+$9,205+$208
SS (= V-bounce)$22.69 (7.6σ)$-147,201$-88,003+$17,097-$137,749
V-BOUNCE STRESS (stock → CC-SS $18.13, where you are whole again, by expiry)
Starting unrealized P&L: $-105,100
+ Fortress recovery (un-capped): +$99,901
− CC assignment net of premium (139 × $11.50): -$83,851
+ Conservative CC premium (61 × $22): +$61
Total Position P&L @ SS: $-88,989 (+$16,111 vs today)
Do-nothing baseline at SS: $-4,999 (this trade vs do-nothing: $-83,990, the opportunity cost of earning $35,743/mo FIGHT income now)
BB-reversion stress (→ $15.90 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$52,820, position total $-91,534 (+$13,566 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 4-45 DTE band (4 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: 0.752 (IBKR)  |  Recovery@SS: +$99,901 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,999

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$12.507d24 Jul 2026$0.26160/200$17,829$17,91477%82%+$6,998-$85,9601131.0%$-91,118 (vs do-nothing $-86,120)
$12.5014d31 Jul 2026$0.46181/200$17,841$17,88271%78%+$5,367-$93,6221231.9%$-98,801 (vs do-nothing $-93,803)
$12.5021d7 Aug 2026$0.67186/200$17,803$17,83369%77%+$4,360-$92,3021214.5%$-97,487 (vs do-nothing $-92,488)
$127d24 Jul 2026$0.40104/200$17,829$18,03466%75%+$5,161-$59,618784.4%$-64,720 (vs do-nothing $-59,722)
$1214d31 Jul 2026$0.62134/200$17,803$17,94463%74%+$4,115-$73,867971.9%$-79,000 (vs do-nothing $-74,001)
$1221d7 Aug 2026$0.85147/200$17,850$17,96462%73%+$3,749-$77,6521021.7%$-82,798 (vs do-nothing $-77,799)
$1228d14 Aug 2026$1.02163/200$17,814$17,89362%73%+$3,658-$83,3331096.5%$-88,495 (vs do-nothing $-83,496)
$11.5028d14 Aug 2026$1.19140/200$17,850$17,97955%70%+$2,599-$76,1951002.6%$-81,333 (vs do-nothing $-76,335)
$11.5021d7 Aug 2026$1.05119/200$17,850$18,02455%70%+$2,893-$66,431874.1%$-71,549 (vs do-nothing $-66,550)
$11.5014d31 Jul 2026$0.83101/200$17,964$18,17654%69%+$3,088-$58,605771.1%$-63,705 (vs do-nothing $-58,706)
$11.507d24 Jul 2026$0.6070/200$18,000$18,27953%69%+$3,520-$42,227555.6%$-47,296 (vs do-nothing $-42,297)

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 03:39