FORTRESS FIGHT: MARA-LC20-1299 @ $10.96

BE SS: $22.69  |  CC-SS: $18.15  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 21:37

MARA-LC20-1299BBC @ $10.96   UNDERWATER $11.73 (51.7% 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: $18.15  |  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$28,714/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $5,222/mo (info only, already in marks)
Unrealized P&L$-112,800fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$14,357/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$28,714/mo (ATM CC, chain)
IC VELOCITY
0.3 mo to earn back $7,600
ML VELOCITY
7.2 mo to earn back $207,600
Deep drawdown confirmed: a CC at CC-SS $18.15 (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 43 (live) · RSI 45 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 36 · %B 8 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.88 (+45%) · daily UBB $15.27 · 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: 177 contracts at $12 / 7d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($14,357/mo); it brings $14,413/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 137 × $11/7d for $28,770/mo, but breach risk rises to 46% (+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 × $13/7d (90% survival, $6,857/mo).
Downside anchor: the primary mortgages $105,412 (1387% of IC) ONLY on a full V-bounce all the way to SS $23, recoverable in 3.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 177 contracts realizes $-100,005 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 177 × $12, 78% survival, $14,413/mo (E[net] $2,602/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 · 7d177 × $1278%$14,413$2,602

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $2,602/mo 🏆 GRAND PICK

🎯 Engine pick: sell 177 × $12 (primary), 78% survival, breach 22%, $14,413/mo.
⚖️ Worth a safer step: the $13 rung (🛡 safe yield) lifts survival to 90% (breach 22% → 10%) for $7,556/mo less (52% 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 $10.96 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield ← lean200 × $1324 Jul7d18.6%90%20%+5pp$1,600$6,857-$7,556$101,309
Sell 200 × $13 18.6% OTM over spot $10.96 24 Jul 2026 (7d, $0.08 mid)
= $1,600 credit for the 7d cycle → $6,857/mo projected
Survival (stays ≤ $13)
90%
Breach risk
10%
POP (stays ≤ $13.09)
91%
EV / mo
+$3,021
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
44% whole by 9mo vs 39% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,055/mo
median; plan ~$2,757/mo after 68% keep · $27,268 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.2 mo [1.8-4.7], measured ONLY among the 44% 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)
11%
Flat exit net (mid-life)
-$8,911
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$15 @ 79% POP
75% 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: $0.74/sh now → $0.53 mid-life (likely $0.45–$0.78)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 331 simulated challenges: the $13 strike is typically first touched on day 5 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 (200 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+$0.23/sh+$4,598
cycle +$6,198
[+$3,850…+$6,628] · 99% credit
66%
surv 53%
-$76,778 NOT
cap gain +$36,022
Max even-money escape in the band~$1514 Aug 202624d left+$0.05/sh+$987
cycle +$2,587
[-$945…+$2,852] · 63% credit
79%
surv 75%
-$50,564 NOT
cap gain +$62,236
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1431 Jul 202610d left+$0.05/sh+$909
cycle +$2,509
[-$1,154…+$2,177] · 61% credit
69%
surv 62%
-$72,572 NOT
cap gain +$40,228
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$6,857/mo
vs 50% target ($14,357/mo)-52%
vs normal income ($28,714/mo)24% covered
Net income (after hedge)$6,857/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$101,309
… as % of IC ($7,600)1333.0%
… as % of ML ($207,600)48.8%
Recovery months (at normal income)3.5 mo
Surgical close (200 ct)$-112,900
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 collected) or spot ≥ $13.09 (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 $15.27 (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
$13-13.09
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
≥ $13.09
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 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.4σ)$1,600$-81,375+$31,425+$1,400
+2.5%$13.32 (1.6σ)$-4,900$-83,124+$29,676-$5,100
+5%$13.65 (1.9σ)$-11,400$-84,872+$27,928-$11,600
SS (= V-bounce)$22.69 (8.1σ)$-192,200$-133,507-$20,707-$178,600
V-BOUNCE STRESS (stock → CC-SS $18.15, where you are whole again, by expiry)
Starting unrealized P&L: $-112,800
+ Fortress recovery (un-capped): +$105,051
− CC assignment net of premium (200 × $13): -$101,309
Total Position P&L @ SS: $-109,058 (+$3,742 vs today)
Do-nothing baseline at SS: $-7,549 (this trade vs do-nothing: $-101,509, the opportunity cost of earning $6,857/mo FIGHT income now)
BB-reversion stress (→ $15.88 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$56,000, position total $-96,870 (+$15,930 vs today)
33% normal117 × $1224 Jul7d9.5%78%47%+4pp$2,223$9,527-$4,886$69,679
Sell 117 × $12 9.5% OTM over spot $10.96 24 Jul 2026 (7d, $0.20 mid)
= $2,223 credit for the 7d cycle → $9,527/mo projected
Survival (stays ≤ $12)
78%
Breach risk
22%
POP (stays ≤ $12.20)
81%
EV / mo
+$2,085
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
44% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,393/mo
median; plan ~$2,987/mo after 68% keep · $29,189 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [2.0-4.7], measured ONLY among the 44% 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)
34%
Flat exit net (mid-life)
-$3,199
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$15 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 117 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 $0.49–$0.75)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,024 simulated challenges: the $12 strike is typically first touched on day 4 of 7, at $12 (overshoots $0.33). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (117 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$1314 Aug 202624d left+$0.29/sh+$3,393
cycle +$5,616
[+$2,263…+$3,714] · 99% credit
75%
surv 67%
-$76,692 NOT
cap gain +$36,108
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1231 Jul 202610d left+$0.20/sh+$2,383
cycle +$4,606
[+$1,518…+$2,666] · 98% credit
66%
surv 53%
-$92,906 NOT
cap gain +$19,894
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.03/sh+$327
cycle +$2,550
[-$1,166…+$304] · 34% credit
70%
surv 63%
-$87,067 NOT
cap gain +$25,733
Safety roll (pay small debit, max POP)~$1514 Aug 202624d left-$0.17/sh-$1,963
cycle +$260
[-$4,095…-$2,026] · 4% credit
86%
surv 84%
-$52,808 NOT
cap gain +$59,992
budget: banked $2,223 debit $1,963 (88% used ≈ 0.9 wk of income) → whole cycle still +$260 cash · rolled 117 ct earn ≈ $4,323/mo while parked; 83 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$9,527/mo
vs 50% target ($14,357/mo)-34%
vs normal income ($28,714/mo)33% covered
Net income (after hedge)$9,705/mo
Downside budget
⚠ $12 is $6 below CC-SS $18.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$69,679
… as % of IC ($7,600)916.8%
… as % of ML ($207,600)33.6%
Recovery months (at normal income)2.4 mo
Surgical close (117 ct)$-66,105
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.19 collected) or spot ≥ $12.20 (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 $15.27 (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
$12-12.20
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $12.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$2,223$-95,289+$17,511+$2,106
+2.5%$12.30 (≤1σ, normal week)$-1,287$-94,413+$18,387-$1,404
+5%$12.60 (1.1σ)$-4,797$-93,537+$19,263-$4,914
SS (= V-bounce)$22.69 (8.1σ)$-122,850$-69,801+$42,999-$114,894
V-BOUNCE STRESS (stock → CC-SS $18.15, where you are whole again, by expiry)
Starting unrealized P&L: $-112,800
+ Fortress recovery (un-capped): +$105,051
− CC assignment net of premium (117 × $12): -$69,679
+ Conservative CC premium (83 × $22): +$83
Total Position P&L @ SS: $-77,344 (+$35,456 vs today)
Do-nothing baseline at SS: $-7,549 (this trade vs do-nothing: $-69,796, the opportunity cost of earning $9,527/mo FIGHT income now)
BB-reversion stress (→ $15.88 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$43,173, position total $-83,960 (+$28,840 vs today)
🎯 50% normal177 × $1224 Jul7d9.5%78%34%+10pp$3,363$14,413$105,412
Sell 177 × $12 9.5% OTM over spot $10.96 24 Jul 2026 (7d, $0.20 mid)
= $3,363 credit for the 7d cycle → $14,413/mo projected
Survival (stays ≤ $12)
78%
Breach risk
22%
POP (stays ≤ $12.20)
81%
EV / mo
+$3,154
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
47% whole by 9mo vs 37% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,293/mo
median; plan ~$4,279/mo after 68% keep · $42,815 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.5 mo [2.1-5.5], measured ONLY among the 47% 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)
34%
Flat exit net (mid-life)
-$4,839
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$15 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 177 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 $0.49–$0.74)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,008 simulated challenges: the $12 strike is typically first touched on day 4 of 7, at $12 (overshoots $0.32). 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 (177 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$1314 Aug 202624d left+$0.29/sh+$5,133
cycle +$8,496
[+$3,460…+$5,756] · 99% credit
75%
surv 67%
-$73,872 NOT
cap gain +$38,928
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1231 Jul 202610d left+$0.20/sh+$3,605
cycle +$6,968
[+$2,321…+$4,166] · 98% credit
66%
surv 53%
-$90,604 NOT
cap gain +$22,196
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.03/sh+$495
cycle +$3,858
[-$1,655…+$546] · 35% credit
70%
surv 63%
-$85,820 NOT
cap gain +$26,980
Safety roll (pay small debit, max POP)~$1514 Aug 202624d left-$0.17/sh-$2,970
cycle +$393
[-$6,091…-$2,964] · 4% credit
86%
surv 84%
-$52,734 NOT
cap gain +$60,066
budget: banked $3,363 debit $2,970 (88% used ≈ 0.9 wk of income) → whole cycle still +$393 cash · rolled 177 ct earn ≈ $6,540/mo while parked; 23 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$14,413/mo
vs 50% target ($14,357/mo)+0%
vs normal income ($28,714/mo)50% covered
Net income (after hedge)$14,462/mo
Downside budget
⚠ $12 is $6 below CC-SS $18.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$105,412
… as % of IC ($7,600)1387.0%
… as % of ML ($207,600)50.8%
Recovery months (at normal income)3.7 mo
Surgical close (177 ct)$-100,005
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.19 collected) or spot ≥ $12.20 (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 $15.27 (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
$12-12.20
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $12.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$3,363$-94,209+$18,591+$3,186
+2.5%$12.30 (≤1σ, normal week)$-1,947$-95,133+$17,667-$2,124
+5%$12.60 (1.1σ)$-7,257$-96,057+$16,743-$7,434
SS (= V-bounce)$22.69 (8.1σ)$-185,850$-128,721-$15,921-$173,814
V-BOUNCE STRESS (stock → CC-SS $18.15, where you are whole again, by expiry)
Starting unrealized P&L: $-112,800
+ Fortress recovery (un-capped): +$105,051
− CC assignment net of premium (177 × $12): -$105,412
+ Conservative CC premium (23 × $22): +$23
Total Position P&L @ SS: $-113,137 ($-337 vs today)
Do-nothing baseline at SS: $-7,549 (this trade vs do-nothing: $-105,589, the opportunity cost of earning $14,413/mo FIGHT income now)
BB-reversion stress (→ $15.88 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$65,313, position total $-106,160 (+$6,640 vs today)
100% normal137 × $1124 Jul7d0.4%54%98%+14pp$6,713$28,770+$14,357$91,180
Sell 137 × $11 0.4% OTM over spot $10.96 24 Jul 2026 (7d, $0.52 mid)
= $6,713 credit for the 7d cycle → $28,770/mo projected
Survival (stays ≤ $11)
54%
Breach risk
46%
POP (stays ≤ $11.52)
67%
EV / mo
+$1,989
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
54% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~11.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,315/mo
median; plan ~$4,974/mo after 68% keep · $48,862 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.9-5.5], 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)
75%
Flat exit net (mid-life)
+$1,167
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$16 @ 95% POP
95% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 137 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.57/sh now → $0.40 mid-life (likely $0.57–$0.86)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets +$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,255 simulated challenges: the $11 strike is typically first touched on day 2 of 7, at $11 (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 (137 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1131 Jul 202610d left+$0.18/sh+$2,450
cycle +$9,163
[+$820…+$1,618] · 92% credit
66%
surv 53%
-$102,989 NOT
cap gain +$9,811
Max even-money escape in the band~$1214 Aug 202624d left+$0.21/sh+$2,943
cycle +$9,656
[+$693…+$1,837] · 88% credit
76%
surv 69%
-$87,291 NOT
cap gain +$25,509
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1231 Jul 202610d left+$0.01/sh+$156
cycle +$6,869
[-$2,595…-$900] · 6% credit
71%
surv 64%
-$97,389 NOT
cap gain +$15,411
Safety roll (pay small debit, max POP)~$167 Aug 202618d left-$0.34/sh-$4,603
cycle +$2,110
[-$9,627…-$6,473]
95%
surv 95%
-$43,667 NOT
cap gain +$69,133
budget: banked $6,713 debit $4,603 (69% used ≈ 0.7 wk of income) → whole cycle still +$2,110 cash · rolled 137 ct earn ≈ $1,573/mo while parked; 63 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$28,770/mo
vs 50% target ($14,357/mo)+100%
vs normal income ($28,714/mo)100% covered
Net income (after hedge)$28,905/mo
Downside budget
⚠ $11 is $7 below CC-SS $18.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$91,180
… as % of IC ($7,600)1199.7%
… as % of ML ($207,600)43.9%
Recovery months (at normal income)3.2 mo
Surgical close (137 ct)$-77,679
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.49 collected) or spot ≥ $11.52 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $11)); NOT the premium you collected. Momentum override: two daily closes above $15.27 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $10.89Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$11-11.52
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
≥ $11.52
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 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.00 (≤1σ, normal week)$6,713$-105,439+$7,361+$6,576
+2.5%$11.27 (≤1σ, normal week)$2,946$-105,186+$7,614+$2,809
+5%$11.55 (≤1σ, normal week)$-822$-104,933+$7,867-$959
SS (= V-bounce)$22.69 (8.1σ)$-153,440$-99,031+$13,769-$144,124
V-BOUNCE STRESS (stock → CC-SS $18.15, where you are whole again, by expiry)
Starting unrealized P&L: $-112,800
+ Fortress recovery (un-capped): +$105,051
− CC assignment net of premium (137 × $11): -$91,180
+ Conservative CC premium (63 × $22): +$63
Total Position P&L @ SS: $-98,865 (+$13,935 vs today)
Do-nothing baseline at SS: $-7,549 (this trade vs do-nothing: $-91,317, the opportunity cost of earning $28,770/mo FIGHT income now)
BB-reversion stress (→ $15.88 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$60,143, position total $-100,950 (+$11,850 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on MARA are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (10 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 10 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.731 (IBKR)  |  Recovery@SS: +$105,051 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-7,549

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$127d24 Jul 2026$0.19177/200$14,413$14,46278%81%+$3,154-$105,4121387.0%$-113,137 (vs do-nothing $-105,589)
$1228d14 Aug 2026$0.68198/200$14,426$14,43068%78%+$2,046-$108,2161423.9%$-115,963 (vs do-nothing $-108,414)
$11.507d24 Jul 2026$0.31109/200$14,481$14,67667%75%+$2,041-$69,056908.6%$-76,714 (vs do-nothing $-69,165)
$11.5014d31 Jul 2026$0.50134/200$14,357$14,49963%73%$-2,643-$82,3491083.5%$-90,032 (vs do-nothing $-82,483)
$11.5021d7 Aug 2026$0.69146/200$14,391$14,50763%75%+$1,419-$86,9501144.1%$-94,644 (vs do-nothing $-87,096)
$11.5028d14 Aug 2026$0.80168/200$14,400$14,46962%75%+$797-$98,2041292.2%$-105,920 (vs do-nothing $-98,372)
$1128d14 Aug 2026$0.80168/200$14,400$14,46956%70%$-2,750-$106,6041402.7%$-114,320 (vs do-nothing $-106,772)
$1121d7 Aug 2026$0.90112/200$14,400$14,58955%70%+$1,178-$69,949920.4%$-77,610 (vs do-nothing $-70,061)
$1114d31 Jul 2026$0.67100/200$14,357$14,57154%68%$-117-$64,755852.0%$-72,403 (vs do-nothing $-64,855)
$117d24 Jul 2026$0.4969/200$14,490$14,77154%67%+$1,002-$45,923604.2%$-53,540 (vs do-nothing $-45,992)

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 21:37