FORTRESS FIGHT: MARA-LC20-1299 @ $11.72

BE SS: $22.69  |  CC-SS: $18.34  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-20 22:52

MARA-LC20-1299BBCHALF MAX @ $11.72   UNDERWATER $10.97 (48.3% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 9 days. The recommended CC (4d) 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: $18.34  |  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$34,909/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $5,867/mo (info only, already in marks)
Unrealized P&L$-105,100fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$17,455/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$34,909/mo (ATM CC, chain)
IC VELOCITY
0.2 mo to earn back $7,600
ML VELOCITY
5.9 mo to earn back $207,600
Deep drawdown confirmed: a CC at CC-SS $18.34 (probe: $18.5C 11d) brings only $545/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-13; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-13
$-1,468
Hole (after banked)
$106,568
was $105,100 · -1% earned back
Cycles closed
4
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 50 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 26 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.73 (+34%) · daily UBB $14.97 · 1-wk expected move ±$2 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 111 contracts at $12.50 / 4d. This is the safest strike (survival 74%, breach 26%) that still earns 50% of normal income ($17,455/mo); it brings $17,482/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 126 × $12/4d for $34,965/mo, but breach risk rises to 39% (+13pp 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 × $13.50/4d (91% survival, $9,000/mo).
Downside anchor: the primary mortgages $62,486 (822% of IC) ONLY on a full V-bounce all the way to SS $23, recoverable in 1.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 111 contracts realizes $-58,442 and cuts bleed by $0/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 200 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: THIS FRIDAY · 24 Jul 2026 (4d) · sell 111 × $12.50, 74% survival, $17,482/mo (E[net] $4,707/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆24 Jul 2026 · 4d111 × $12.5074%$17,482$4,707
NEXT FRIDAY31 Jul 2026 · 11d200 × $1376%$17,455$1,510

📅 THIS FRIDAY · 24 Jul 2026 · 4d · E[net] $4,707/mo 🏆 GRAND PICK

🎯 Engine pick: sell 111 × $12.50 (primary), 74% survival, breach 26%, $17,482/mo.
⚖️ Worth a safer step: the $13 rung (33% normal) lifts survival to 84% (breach 26% → 16%) for $5,932/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 $11.72 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $13.5024 Jul4d15.2%91%18%+8pp$1,200$9,000-$8,483$95,588
Sell 200 × $13.50 15.2% OTM over spot $11.72 24 Jul 2026 (4d, $0.07 mid)
= $1,200 credit for the 4d cycle → $9,000/mo projected
Survival (stays ≤ $13.50)
91%
Breach risk
9%
POP (stays ≤ $13.56)
92%
EV / mo
+$4,165
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
51% whole by 9mo vs 43% doing nothing
FIRE DRILLS
~1.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,646/mo
median; plan ~$3,840/mo after 68% keep · $30,706 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.3-4.2], measured ONLY among the 51% 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)
-$7,698
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 85% POP
82% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.63/sh now → $0.44 mid-life (likely $0.39–$0.75)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 351 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.44). 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 20269d left+$0.41/sh+$8,230
cycle +$9,430
[+$8,137…+$9,880] · 100% credit
67%
surv 53%
-$68,756 NOT
cap gain +$36,344
Up-and-out for even (raise the cap, free)~$1431 Jul 20269d left+$0.10/sh+$2,023
cycle +$3,223
[+$578…+$3,370] · 82% credit
74%
surv 66%
-$63,170 NOT
cap gain +$41,930
Reliable up-and-out (highest cap still free ≥60%)~$1614 Aug 202623d left+$0.08/sh+$1,683
cycle +$2,883
[-$1,045…+$3,196] · 64% credit
82%
surv 79%
-$33,270 NOT
cap gain +$71,830
Max even-money escape in the band~$1714 Aug 202623d left+$0.02/sh+$312
cycle +$1,512
[-$2,619…+$1,771] · 44% credit
85%
surv 82%
-$27,081 NOT
cap gain +$78,019
SS $23 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$9,000/mo
vs 50% target ($17,455/mo)-48%
vs normal income ($34,909/mo)26% covered
Net income (after hedge)$9,000/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$95,588
… as % of IC ($7,600)1257.7%
… as % of ML ($207,600)46.0%
Recovery months (at normal income)2.7 mo
Surgical close (200 ct)$-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 < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $13.56 (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 $14.97 (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
$13-13.56
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
≥ $13.56
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 0.76 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.4σ)$1,200$-76,986+$28,114+$1,000
+2.5%$13.84 (1.7σ)$-5,550$-78,633+$26,467-$5,750
+5%$14.18 (2.0σ)$-12,300$-80,280+$24,820-$12,500
SS (= V-bounce)$22.69 (8.7σ)$-182,600$-121,834-$16,734-$169,000
V-BOUNCE STRESS (stock → CC-SS $18.34, where you are whole again, by expiry)
Starting unrealized P&L: $-105,100
+ Fortress recovery (un-capped): +$100,085
− CC assignment net of premium (200 × $13.50): -$95,588
Total Position P&L @ SS: $-100,603 (+$4,497 vs today)
Do-nothing baseline at SS: $-4,815 (this trade vs do-nothing: $-95,788, the opportunity cost of earning $9,000/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$43,400, position total $-87,869 (+$17,231 vs today)
33% normal ← lean140 × $1324 Jul4d10.9%84%32%+7pp$1,540$11,550-$5,932$73,211
Sell 140 × $13 10.9% OTM over spot $11.72 24 Jul 2026 (4d, $0.12 mid)
= $1,540 credit for the 4d cycle → $11,550/mo projected
Survival (stays ≤ $13)
84%
Breach risk
16%
POP (stays ≤ $13.12)
86%
EV / mo
+$3,569
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
48% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~3.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,953/mo
median; plan ~$4,048/mo after 68% keep · $34,443 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.2-4.5], 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)
22%
Flat exit net (mid-life)
-$4,346
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$16 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 140 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.59/sh now → $0.42 mid-life (likely $0.43–$0.73)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 672 simulated challenges: the $13 strike is typically first touched on day 3 of 4, at $13 (overshoots $0.41). 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 (140 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1331 Jul 20269d left+$0.39/sh+$5,429
cycle +$6,969
[+$5,039…+$6,485] · 100% credit
67%
surv 53%
-$78,718 NOT
cap gain +$26,382
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202623d left+$0.17/sh+$2,447
cycle +$3,987
[+$803…+$3,095] · 84% credit
81%
surv 77%
-$47,225 NOT
cap gain +$57,875
Up-and-out for even (raise the cap, free)~$1431 Jul 20269d left+$0.08/sh+$1,125
cycle +$2,665
[-$47…+$1,652] · 74% credit
75%
surv 67%
-$71,228 NOT
cap gain +$33,872
Max even-money escape in the band~$1614 Aug 202623d left+$0.05/sh+$700
cycle +$2,240
[-$1,406…+$1,176] · 47% credit
83%
surv 80%
-$41,413 NOT
cap gain +$63,687
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 202616d left-$0.10/sh-$1,468
cycle +$72
[-$3,907…-$1,304] · 6% credit
86%
surv 84%
-$43,580 NOT
cap gain +$61,520
budget: banked $1,540 debit $1,468 (95% used ≈ 0.6 wk of income) → whole cycle still +$72 cash · rolled 140 ct earn ≈ $8,284/mo while parked; 60 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$11,550/mo
vs 50% target ($17,455/mo)-34%
vs normal income ($34,909/mo)33% covered
Net income (after hedge)$11,650/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$73,211
… as % of IC ($7,600)963.3%
… as % of ML ($207,600)35.3%
Recovery months (at normal income)2.1 mo
Surgical close (140 ct)$-73,710
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 $0.11 collected) or spot ≥ $13.12 (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 $14.97 (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
$13-13.12
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
≥ $13.12
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 0.76 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.0σ)$1,540$-84,146+$20,954+$1,400
+2.5%$13.32 (1.3σ)$-3,010$-83,782+$21,318-$3,150
+5%$13.65 (1.5σ)$-7,560$-83,418+$21,682-$7,700
SS (= V-bounce)$22.69 (8.7σ)$-134,120$-77,434+$27,666-$124,600
V-BOUNCE STRESS (stock → CC-SS $18.34, where you are whole again, by expiry)
Starting unrealized P&L: $-105,100
+ Fortress recovery (un-capped): +$100,085
− CC assignment net of premium (140 × $13): -$73,211
+ Conservative CC premium (60 × $22): +$60
Total Position P&L @ SS: $-78,166 (+$26,934 vs today)
Do-nothing baseline at SS: $-4,815 (this trade vs do-nothing: $-73,351, the opportunity cost of earning $11,550/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$36,680, position total $-81,089 (+$24,011 vs today)
🎯 50% normal111 × $12.5024 Jul4d6.7%74%39%+8pp$2,331$17,482$62,486
Sell 111 × $12.50 6.7% OTM over spot $11.72 24 Jul 2026 (4d, $0.22 mid)
= $2,331 credit for the 4d cycle → $17,482/mo projected
Survival (stays ≤ $12.50)
74%
Breach risk
26%
POP (stays ≤ $12.72)
79%
EV / mo
+$3,964
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
50% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~5.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,927/mo
median; plan ~$4,710/mo after 68% keep · $43,911 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.3-4.5], 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)
39%
Flat exit net (mid-life)
-$2,071
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 111 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.56/sh now → $0.40 mid-life (likely $0.46–$0.75)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,161 simulated challenges: the $12 strike is typically first touched on day 2 of 4, at $13 (overshoots $0.41). 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 (111 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 20269d left+$0.36/sh+$4,048
cycle +$6,379
[+$3,516…+$4,496] · 100% credit
67%
surv 53%
-$86,838 NOT
cap gain +$18,262
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202623d left+$0.14/sh+$1,503
cycle +$3,834
[-$245…+$1,326] · 70% credit
82%
surv 78%
-$54,910 NOT
cap gain +$50,190
Up-and-out for even (raise the cap, free)~$1331 Jul 20269d left+$0.06/sh+$671
cycle +$3,002
[-$544…+$572] · 49% credit
75%
surv 68%
-$78,421 NOT
cap gain +$26,679
Max even-money escape in the band~$1514 Aug 202623d left+$0.02/sh+$203
cycle +$2,534
[-$1,892…-$55] · 24% credit
84%
surv 81%
-$48,650 NOT
cap gain +$56,450
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 202623d left-$0.18/sh-$1,950
cycle +$381
[-$4,676…-$2,400]
90%
surv 89%
-$28,122 NOT
cap gain +$76,978
budget: banked $2,331 debit $1,950 (84% used ≈ 0.5 wk of income) → whole cycle still +$381 cash · rolled 111 ct earn ≈ $3,198/mo while parked; 89 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$17,482/mo
vs 50% target ($17,455/mo)+0%
vs normal income ($34,909/mo)50% covered
Net income (after hedge)$17,631/mo
Downside budget
⚠ $12.50 is $6 below CC-SS $18.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$62,486
… as % of IC ($7,600)822.2%
… as % of ML ($207,600)30.1%
Recovery months (at normal income)1.8 mo
Surgical close (111 ct)$-58,442
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 $0.21 collected) or spot ≥ $12.72 (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 $14.97 (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
$12-12.72
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
≥ $12.72
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 0.76 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$2,331$-90,886+$14,214+$2,220
+2.5%$12.81 (≤1σ, normal week)$-1,138$-89,630+$15,470-$1,249
+5%$13.12 (1.1σ)$-4,606$-88,374+$16,726-$4,718
SS (= V-bounce)$22.69 (8.7σ)$-110,778$-56,064+$49,036-$103,230
V-BOUNCE STRESS (stock → CC-SS $18.34, where you are whole again, by expiry)
Starting unrealized P&L: $-105,100
+ Fortress recovery (un-capped): +$100,085
− CC assignment net of premium (111 × $12.50): -$62,486
+ Conservative CC premium (89 × $22): +$89
Total Position P&L @ SS: $-67,412 (+$37,688 vs today)
Do-nothing baseline at SS: $-4,815 (this trade vs do-nothing: $-62,597, the opportunity cost of earning $17,482/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$33,522, position total $-77,902 (+$27,198 vs today)
100% normal126 × $1224 Jul4d2.4%61%82%+14pp$4,662$34,965+$17,482$75,214
Sell 126 × $12 2.4% OTM over spot $11.72 24 Jul 2026 (4d, $0.38 mid)
= $4,662 credit for the 4d cycle → $34,965/mo projected
Survival (stays ≤ $12)
61%
Breach risk
39%
POP (stays ≤ $12.38)
71%
EV / mo
+$4,710
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
57% whole by 9mo vs 43% doing nothing
FIRE DRILLS
~10.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10,023/mo
median; plan ~$6,816/mo after 68% keep · $58,390 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.2-4.2], 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)
59%
Flat exit net (mid-life)
-$41
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$15 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 126 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.53/sh now → $0.37 mid-life (likely $0.49–$0.81)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$0.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,781 simulated challenges: the $12 strike is typically first touched on day 2 of 4, at $12 (overshoots $0.44). 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 (126 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 20269d left+$0.34/sh+$4,312
cycle +$8,974
[+$3,637…+$4,293] · 100% credit
67%
surv 53%
-$91,818 NOT
cap gain +$13,282
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202623d left+$0.20/sh+$2,499
cycle +$7,161
[+$229…+$1,748] · 79% credit
79%
surv 75%
-$66,717 NOT
cap gain +$38,383
Max even-money escape in the band~$1414 Aug 202623d left+$0.10/sh+$1,240
cycle +$5,902
[-$1,361…+$418] · 43% credit
82%
surv 79%
-$60,417 NOT
cap gain +$44,683
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)~$1331 Jul 20269d left+$0.04/sh+$524
cycle +$5,186
[-$1,247…-$86] · 23% credit
76%
surv 69%
-$83,813 NOT
cap gain +$21,287
Safety roll (pay small debit, max POP)~$157 Aug 202616d left-$0.19/sh-$2,385
cycle +$2,277
[-$6,060…-$3,421]
90%
surv 89%
-$48,922 NOT
cap gain +$56,178
budget: banked $4,662 debit $2,385 (51% used ≈ 0.3 wk of income) → whole cycle still +$2,277 cash · rolled 126 ct earn ≈ $4,347/mo while parked; 74 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$34,965/mo
vs 50% target ($17,455/mo)+100%
vs normal income ($34,909/mo)100% covered
Net income (after hedge)$35,088/mo
Downside budget
⚠ $12 is $6 below CC-SS $18.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$75,214
… as % of IC ($7,600)989.7%
… as % of ML ($207,600)36.2%
Recovery months (at normal income)2.2 mo
Surgical close (126 ct)$-66,339
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.37 collected) or spot ≥ $12.38 (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 $14.97 (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
$12-12.38
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
≥ $12.38
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 0.76 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$4,662$-96,130+$8,970+$4,536
+2.5%$12.30 (≤1σ, normal week)$882$-95,374+$9,726+$756
+5%$12.60 (≤1σ, normal week)$-2,898$-94,618+$10,482-$3,024
SS (= V-bounce)$22.69 (8.7σ)$-130,032$-74,298+$30,802-$121,464
V-BOUNCE STRESS (stock → CC-SS $18.34, where you are whole again, by expiry)
Starting unrealized P&L: $-105,100
+ Fortress recovery (un-capped): +$100,085
− CC assignment net of premium (126 × $12): -$75,214
+ Conservative CC premium (74 × $22): +$74
Total Position P&L @ SS: $-80,155 (+$24,945 vs today)
Do-nothing baseline at SS: $-4,815 (this trade vs do-nothing: $-75,340, the opportunity cost of earning $34,965/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$42,336, position total $-86,731 (+$18,369 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on MARA are the tiebreakers.

📅 NEXT FRIDAY · 31 Jul 2026 · 11d · E[net] $1,510/mo

🎯 Engine pick: sell 200 × $13 (primary), 76% survival, breach 24%, $17,455/mo.
⚖️ Worth a safer step: the $14.50 rung (🛡 safe yield) lifts survival to 91% (breach 24% → 9%) for $12,000/mo less (69% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $14.50 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $11.72 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield ← lean200 × $14.5031 Jul11d23.7%91%19%+4pp$2,000$5,455-$12,000$74,788
Sell 200 × $14.50 23.7% OTM over spot $11.72 31 Jul 2026 (11d, $0.12 mid)
= $2,000 credit for the 11d cycle → $5,455/mo projected
Survival (stays ≤ $14.50)
91%
Breach risk
9%
POP (stays ≤ $14.62)
92%
EV / mo
+$2,230
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
46% whole by 9mo vs 43% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,297/mo
median; plan ~$2,242/mo after 68% keep · $21,998 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.6-5.0], 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)
13%
Flat exit net (mid-life)
-$14,597
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$16 @ 77% POP
71% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.17/sh now → $0.83 mid-life (likely $0.68–$1.14)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 395 simulated challenges: the $14 strike is typically first touched on day 7 of 11, at $15 (overshoots $0.43). 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)~$147 Aug 202612d left+$0.34/sh+$6,821
cycle +$8,821
[+$6,178…+$9,709] · 100% credit
68%
surv 54%
-$54,245 NOT
cap gain +$50,855
Max even-money escape in the band~$1614 Aug 202620d left+$0.12/sh+$2,309
cycle +$4,309
[+$606…+$5,142] · 83% credit
75%
surv 67%
-$39,404 NOT
cap gain +$65,696
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)~$157 Aug 202612d left+$0.02/sh+$382
cycle +$2,382
[-$1,196…+$2,279] · 52% credit
73%
surv 64%
-$48,891 NOT
cap gain +$56,209
Safety roll (pay small debit, max POP)~$1614 Aug 202620d left-$0.03/sh-$564
cycle +$1,436
[-$2,639…+$1,952] · 42% credit
77%
surv 71%
-$34,717 NOT
cap gain +$70,383
budget: banked $2,000 debit $564 (28% used ≈ 0.4 wk of income) → whole cycle still +$1,436 cash · rolled 200 ct earn ≈ $24,050/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$5,455/mo
vs 50% target ($17,455/mo)-69%
vs normal income ($34,909/mo)16% covered
Net income (after hedge)$5,455/mo
Downside budget
⚠ $14.50 is $4 below CC-SS $18.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$74,788
… as % of IC ($7,600)984.0%
… as % of ML ($207,600)36.0%
Recovery months (at normal income)2.1 mo
Surgical close (200 ct)$-105,400
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $14.62 (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 $14.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.62
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 0.76 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.3σ)$2,000$-61,066+$44,034+$1,800
+2.5%$14.86 (1.5σ)$-5,250$-62,835+$42,265-$5,450
+5%$15.23 (1.7σ)$-12,500$-64,604+$40,496-$12,700
SS (= V-bounce)$22.69 (5.3σ)$-161,800$-101,034+$4,066-$148,200
V-BOUNCE STRESS (stock → CC-SS $18.34, where you are whole again, by expiry)
Starting unrealized P&L: $-105,100
+ Fortress recovery (un-capped): +$100,085
− CC assignment net of premium (200 × $14.50): -$74,788
Total Position P&L @ SS: $-79,803 (+$25,297 vs today)
Do-nothing baseline at SS: $-4,815 (this trade vs do-nothing: $-74,988, the opportunity cost of earning $5,455/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$22,600, position total $-67,069 (+$38,031 vs today)
33% normal132 × $1331 Jul11d10.9%76%51%+6pp$4,224$11,520-$5,935$66,256
Sell 132 × $13 10.9% OTM over spot $11.72 31 Jul 2026 (11d, $0.33 mid)
= $4,224 credit for the 11d cycle → $11,520/mo projected
Survival (stays ≤ $13)
76%
Breach risk
24%
POP (stays ≤ $13.34)
80%
EV / mo
+$2,890
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
50% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,861/mo
median; plan ~$3,305/mo after 68% keep · $31,051 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.3-4.5], 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)
43%
Flat exit net (mid-life)
-$5,029
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 132 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.99/sh now → $0.70 mid-life (likely $0.79–$1.10)≈ $0 at expiry  |  you banked $0.32/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,295 simulated challenges: the $13 strike is typically first touched on day 5 of 11, 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 (132 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$137 Aug 202612d left+$0.29/sh+$3,831
cycle +$8,055
[+$2,871…+$4,116] · 100% credit
68%
surv 54%
-$77,623 NOT
cap gain +$27,477
Up-and-out for even (raise the cap, free)~$137 Aug 202612d left+$0.17/sh+$2,262
cycle +$6,486
[+$1,155…+$2,358] · 98% credit
70%
surv 58%
-$74,959 NOT
cap gain +$30,141
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202620d left+$0.21/sh+$2,814
cycle +$7,038
[+$1,229…+$2,896] · 96% credit
73%
surv 64%
-$66,847 NOT
cap gain +$38,253
Max even-money escape in the band~$1414 Aug 202620d left+$0.04/sh+$521
cycle +$4,745
[-$1,397…+$321] · 32% credit
76%
surv 69%
-$61,580 NOT
cap gain +$43,520
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 202620d left-$0.31/sh-$4,108
cycle +$116
[-$7,023…-$4,667] · 1% credit
84%
surv 81%
-$43,529 NOT
cap gain +$61,571
budget: banked $4,224 debit $4,108 (97% used ≈ 1.5 wk of income) → whole cycle still +$116 cash · rolled 132 ct earn ≈ $7,718/mo while parked; 68 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$11,520/mo
vs 50% target ($17,455/mo)-34%
vs normal income ($34,909/mo)33% covered
Net income (after hedge)$11,633/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$66,256
… as % of IC ($7,600)871.8%
… as % of ML ($207,600)31.9%
Recovery months (at normal income)1.9 mo
Surgical close (132 ct)$-69,564
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.32 collected) or spot ≥ $13.34 (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 $14.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.34
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
≥ $13.34
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 0.76 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$4,224$-81,454+$23,646+$4,092
+2.5%$13.32 (≤1σ, normal week)$-66$-80,830+$24,270-$198
+5%$13.65 (≤1σ, normal week)$-4,356$-80,206+$24,894-$4,488
SS (= V-bounce)$22.69 (5.3σ)$-123,684$-67,542+$37,558-$114,708
V-BOUNCE STRESS (stock → CC-SS $18.34, where you are whole again, by expiry)
Starting unrealized P&L: $-105,100
+ Fortress recovery (un-capped): +$100,085
− CC assignment net of premium (132 × $13): -$66,256
+ Conservative CC premium (68 × $22): +$68
Total Position P&L @ SS: $-71,203 (+$33,897 vs today)
Do-nothing baseline at SS: $-4,815 (this trade vs do-nothing: $-66,388, the opportunity cost of earning $11,520/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,812, position total $-76,213 (+$28,887 vs today)
🎯 50% normal200 × $1331 Jul11d10.9%76%42%+12pp$6,400$17,455$100,388
Sell 200 × $13 10.9% OTM over spot $11.72 31 Jul 2026 (11d, $0.33 mid)
= $6,400 credit for the 11d cycle → $17,455/mo projected
Survival (stays ≤ $13)
76%
Breach risk
24%
POP (stays ≤ $13.34)
80%
EV / mo
+$4,379
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
53% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,611/mo
median; plan ~$5,175/mo after 68% keep · $45,893 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.5-4.5], measured ONLY among the 53% 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)
42%
Flat exit net (mid-life)
-$7,620
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.99/sh now → $0.70 mid-life (likely $0.78–$1.13)≈ $0 at expiry  |  you banked $0.32/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,251 simulated challenges: the $13 strike is typically first touched on day 5 of 11, at $13 (overshoots $0.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (200 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$137 Aug 202612d left+$0.29/sh+$5,804
cycle +$12,204
[+$4,352…+$6,253] · 100% credit
68%
surv 54%
-$73,542 NOT
cap gain +$31,558
Up-and-out for even (raise the cap, free)~$137 Aug 202612d left+$0.17/sh+$3,427
cycle +$9,827
[+$1,722…+$3,605] · 97% credit
70%
surv 58%
-$71,686 NOT
cap gain +$33,414
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202620d left+$0.21/sh+$4,264
cycle +$10,664
[+$1,814…+$4,481] · 95% credit
73%
surv 64%
-$63,289 NOT
cap gain +$41,811
Max even-money escape in the band~$1414 Aug 202620d left+$0.04/sh+$789
cycle +$7,189
[-$2,254…+$688] · 33% credit
76%
surv 69%
-$59,204 NOT
cap gain +$45,896
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 202620d left-$0.31/sh-$6,224
cycle +$176
[-$10,952…-$7,016] · 1% credit
84%
surv 81%
-$43,537 NOT
cap gain +$61,563
budget: banked $6,400 debit $6,224 (97% used ≈ 1.5 wk of income) → whole cycle still +$176 cash · rolled 200 ct earn ≈ $11,694/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$17,455/mo
vs 50% target ($17,455/mo)+0%
vs normal income ($34,909/mo)50% covered
Net income (after hedge)$17,455/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$100,388
… as % of IC ($7,600)1320.9%
… as % of ML ($207,600)48.4%
Recovery months (at normal income)2.9 mo
Surgical close (200 ct)$-105,400
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.32 collected) or spot ≥ $13.34 (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 $14.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.34
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
≥ $13.34
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 0.76 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$6,400$-79,346+$25,754+$6,200
+2.5%$13.32 (≤1σ, normal week)$-100$-80,932+$24,168-$300
+5%$13.65 (≤1σ, normal week)$-6,600$-82,518+$22,582-$6,800
SS (= V-bounce)$22.69 (5.3σ)$-187,400$-126,634-$21,534-$173,800
V-BOUNCE STRESS (stock → CC-SS $18.34, where you are whole again, by expiry)
Starting unrealized P&L: $-105,100
+ Fortress recovery (un-capped): +$100,085
− CC assignment net of premium (200 × $13): -$100,388
Total Position P&L @ SS: $-105,403 ($-303 vs today)
Do-nothing baseline at SS: $-4,815 (this trade vs do-nothing: $-100,588, the opportunity cost of earning $17,455/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$48,200, position total $-92,669 (+$12,431 vs today)
100% normal200 × $1231 Jul11d2.4%59%88%+19pp$12,800$34,909+$17,455$113,988
Sell 200 × $12 2.4% OTM over spot $11.72 31 Jul 2026 (11d, $0.66 mid)
= $12,800 credit for the 11d cycle → $34,909/mo projected
Survival (stays ≤ $12)
59%
Breach risk
41%
POP (stays ≤ $12.65)
70%
EV / mo
+$4,748
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+19pp
63% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~6.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10,914/mo
median; plan ~$7,421/mo after 68% keep · $53,042 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.5-4.6], measured ONLY among the 63% 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)
73%
Flat exit net (mid-life)
+$388
Free roll-up
+$0/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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.88/sh now → $0.62 mid-life (likely $0.85–$1.15)≈ $0 at expiry  |  you banked $0.64/sh, so a flat mid-life exit nets +$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,190 simulated challenges: the $12 strike is typically first touched on day 3 of 11, 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 (200 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$127 Aug 202612d left+$0.26/sh+$5,166
cycle +$17,966
[+$3,352…+$4,199] · 100% credit
68%
surv 54%
-$82,900 NOT
cap gain +$22,200
Up-and-out for even (raise the cap, free)~$127 Aug 202612d left+$0.14/sh+$2,797
cycle +$15,597
[+$605…+$1,636] · 88% credit
70%
surv 59%
-$81,035 NOT
cap gain +$24,065
Max even-money escape in the band~$1314 Aug 202620d left+$0.16/sh+$3,187
cycle +$15,987
[-$46…+$1,521] · 74% credit
73%
surv 65%
-$73,086 NOT
cap gain +$32,014
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 202620d left-$0.46/sh-$9,116
cycle +$3,684
[-$16,652…-$12,354]
90%
surv 89%
-$40,029 NOT
cap gain +$65,071
budget: banked $12,800 debit $9,116 (71% used ≈ 1.1 wk of income) → whole cycle still +$3,684 cash · rolled 200 ct earn ≈ $4,944/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$34,909/mo
vs 50% target ($17,455/mo)+100%
vs normal income ($34,909/mo)100% covered
Net income (after hedge)$34,909/mo
Downside budget
⚠ $12 is $6 below CC-SS $18.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$113,988
… as % of IC ($7,600)1499.8%
… as % of ML ($207,600)54.9%
Recovery months (at normal income)3.3 mo
Surgical close (200 ct)$-105,400
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.64 collected) or spot ≥ $12.65 (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 $14.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $11.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.65
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
≥ $12.65
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 0.76 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$12,800$-88,066+$17,034+$12,600
+2.5%$12.30 (≤1σ, normal week)$6,800$-89,530+$15,570+$6,600
+5%$12.60 (≤1σ, normal week)$800$-90,994+$14,106+$600
SS (= V-bounce)$22.69 (5.3σ)$-201,000$-140,234-$35,134-$187,400
V-BOUNCE STRESS (stock → CC-SS $18.34, where you are whole again, by expiry)
Starting unrealized P&L: $-105,100
+ Fortress recovery (un-capped): +$100,085
− CC assignment net of premium (200 × $12): -$113,988
Total Position P&L @ SS: $-119,003 ($-13,903 vs today)
Do-nothing baseline at SS: $-4,815 (this trade vs do-nothing: $-114,188, the opportunity cost of earning $34,909/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$61,800, position total $-106,269 ($-1,169 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 (14 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 14 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: 0.756 (IBKR)  |  Recovery@SS: +$100,085 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,815

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1311d31 Jul 2026$0.32200/200$17,455$17,45576%80%+$4,379-$100,3881320.9%$-105,403 (vs do-nothing $-100,588)
$12.504d24 Jul 2026$0.21111/200$17,482$17,63174%79%+$3,964-$62,486822.2%$-67,412 (vs do-nothing $-62,597)
$1318d7 Aug 2026$0.55191/200$17,508$17,52371%78%+$2,702-$91,4771203.6%$-96,483 (vs do-nothing $-91,668)
$12.5011d31 Jul 2026$0.46140/200$17,564$17,66468%75%+$3,353-$75,311990.9%$-80,266 (vs do-nothing $-75,451)
$12.5018d7 Aug 2026$0.71148/200$17,513$17,60065%74%+$2,186-$75,915998.9%$-80,878 (vs do-nothing $-76,063)
$12.5025d14 Aug 2026$0.88166/200$17,530$17,58665%74%+$2,545-$82,3261083.2%$-87,307 (vs do-nothing $-82,492)
$124d24 Jul 2026$0.3763/200$17,482$17,71161%71%+$2,355-$37,607494.8%$-42,485 (vs do-nothing $-37,670)
$1211d31 Jul 2026$0.64100/200$17,455$17,62159%70%+$2,374-$56,994749.9%$-61,909 (vs do-nothing $-57,094)
$1225d14 Aug 2026$1.07136/200$17,462$17,56959%71%+$2,091-$71,664942.9%$-76,615 (vs do-nothing $-71,800)
$1218d7 Aug 2026$0.90117/200$17,550$17,68859%71%+$2,331-$63,641837.4%$-68,573 (vs do-nothing $-63,758)
$11.5025d14 Aug 2026$1.28114/200$17,510$17,65453%68%+$1,544-$63,377833.9%$-68,306 (vs do-nothing $-63,491)
$11.5018d7 Aug 2026$1.1195/200$17,575$17,75051%68%+$1,604-$54,429716.2%$-59,339 (vs do-nothing $-54,524)
$11.5011d31 Jul 2026$0.8675/200$17,591$17,79949%66%+$1,442-$44,845590.1%$-49,735 (vs do-nothing $-44,920)
Show 1 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11.504d24 Jul 2026$0.5940/200$17,700$17,96745%64%+$992-$24,998328.9%$-29,852 (vs do-nothing $-25,038)

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 v6.2  |  2026-07-20 22:52