FORTRESS FIGHT: MARA-LC20-1299 @ $11.71

BE SS: $22.69  |  CC-SS: $18.26  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-21 03:37

MARA-LC20-1299BBCHALF MAX @ $11.71   UNDERWATER $10.99 (48.4% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 8 days. The recommended CC (3d) 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: $18.26  |  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$33,000/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $5,727/mo (info only, already in marks)
Unrealized P&L$-104,100fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$16,500/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$33,000/mo (ATM CC, chain)
IC VELOCITY
0.2 mo to earn back $7,600
ML VELOCITY
6.3 mo to earn back $207,600
Deep drawdown confirmed: a CC at CC-SS $18.26 (probe: $18.5C 17d) brings only $1,059/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)
$105,568
was $104,100 · -1% earned back
Cycles closed
4
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 49 (live) · RSI 49 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 25 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.74 (+34%) · daily UBB $14.96 · 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: 150 contracts at $13 / 3d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($16,500/mo); it brings $16,500/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 150 × $12.50/3d for $33,000/mo, but breach risk rises to 22% (+10pp 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 × $13.50/3d (94% survival, $10,000/mo).
Downside anchor: the primary mortgages $77,285 (1017% of IC) ONLY on a full V-bounce all the way to SS $23, recoverable in 2.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 150 contracts realizes $-78,150 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 (3d) · sell 150 × $13, 88% survival, $16,500/mo (E[net] $6,254/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 · 3d150 × $1388%$16,500$6,254
NEXT FRIDAY31 Jul 2026 · 10d178 × $1377%$16,554$2,860

📅 THIS FRIDAY · 24 Jul 2026 · 3d · E[net] $6,254/mo 🏆 GRAND PICK

🎯 Engine pick: sell 150 × $13 (primary), 88% survival, breach 12%, $16,500/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $13.50 rung (🛡 safe yield) lifts survival to 94% (breach 12% → 6%) for $6,500/mo less (39% income) buys safety you do not really need here.
MARA  spot $11.71 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $13.5024 Jul3d15.3%94%13%+6pp$1,000$10,000-$6,500$94,246
Sell 200 × $13.50 15.3% OTM over spot $11.71 24 Jul 2026 (3d, $0.06 mid)
= $1,000 credit for the 3d cycle → $10,000/mo projected
Survival (stays ≤ $13.50)
94%
Breach risk
6%
POP (stays ≤ $13.56)
94%
EV / mo
+$6,701
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
53% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,919/mo
median; plan ~$4,705/mo after 68% keep · $35,527 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.2-4.0], 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)
7%
Flat exit net (mid-life)
-$8,022
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 85% POP
83% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.64/sh now → $0.45 mid-life (likely $0.41–$0.73)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 208 simulated challenges: the $14 strike is typically first touched on day 2 of 3, at $14 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (200 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 20268d left+$0.45/sh+$8,948
cycle +$9,948
[+$8,345…+$10,584] · 100% credit
69%
surv 53%
-$67,084 NOT
cap gain +$37,016
Up-and-out for even (raise the cap, free)~$1431 Jul 20268d left+$0.11/sh+$2,149
cycle +$3,149
[+$517…+$3,112] · 80% credit
76%
surv 68%
-$61,894 NOT
cap gain +$42,206
Max even-money escape in the band~$1614 Aug 202622d left+$0.14/sh+$2,784
cycle +$3,784
[+$134…+$3,869] · 76% credit
83%
surv 80%
-$31,098 NOT
cap gain +$73,002
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 202622d left-$0.01/sh-$122
cycle +$878
[-$3,453…+$894] · 40% credit
85%
surv 83%
-$26,465 NOT
cap gain +$77,635
budget: banked $1,000 debit $122 (12% used ≈ 0.1 wk of income) → whole cycle still +$878 cash · rolled 200 ct earn ≈ $12,136/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$10,000/mo
vs 50% target ($16,500/mo)-39%
vs normal income ($33,000/mo)30% covered
Net income (after hedge)$10,000/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$94,246
… as % of IC ($7,600)1240.1%
… as % of ML ($207,600)45.4%
Recovery months (at normal income)2.9 mo
Surgical close (200 ct)$-104,300
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 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 $14.96 (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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.7σ)$1,000$-76,031+$28,069+$800
+2.5%$13.84 (2.0σ)$-5,750$-77,692+$26,408-$5,950
+5%$14.18 (2.3σ)$-12,500$-79,352+$24,748-$12,700
SS (= V-bounce)$22.69 (10.4σ)$-182,800$-121,246-$17,146-$149,200
V-BOUNCE STRESS (stock → CC-SS $18.26, where you are whole again, by expiry)
Starting unrealized P&L: $-104,100
+ Fortress recovery (un-capped): +$98,884
− CC assignment net of premium (200 × $13.50): -$94,246
Total Position P&L @ SS: $-99,462 (+$4,638 vs today)
Do-nothing baseline at SS: $-5,016 (this trade vs do-nothing: $-94,446, the opportunity cost of earning $10,000/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$43,800, position total $-87,052 (+$17,048 vs today)
33% normal99 × $1324 Jul3d11.1%88%25%+8pp$1,089$10,890-$5,610$51,008
Sell 99 × $13 11.1% OTM over spot $11.71 24 Jul 2026 (3d, $0.11 mid)
= $1,089 credit for the 3d cycle → $10,890/mo projected
Survival (stays ≤ $13)
88%
Breach risk
12%
POP (stays ≤ $13.12)
90%
EV / mo
+$6,753
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
52% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~3.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,796/mo
median; plan ~$4,621/mo after 68% keep · $37,502 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 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)
14%
Flat exit net (mid-life)
-$3,129
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 99 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.60/sh now → $0.43 mid-life (likely $0.41–$0.78)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 424 simulated challenges: the $13 strike is typically first touched on day 2 of 3, 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 (99 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1331 Jul 20268d left+$0.42/sh+$4,169
cycle +$5,258
[+$3,739…+$4,691] · 100% credit
69%
surv 53%
-$79,212 NOT
cap gain +$24,888
Up-and-out for even (raise the cap, free)~$1431 Jul 20268d left+$0.08/sh+$833
cycle +$1,922
[-$357…+$1,219] · 68% credit
77%
surv 68%
-$70,560 NOT
cap gain +$33,540
Max even-money escape in the band~$1614 Aug 202622d left+$0.10/sh+$972
cycle +$2,061
[-$835…+$1,381] · 61% credit
84%
surv 81%
-$40,261 NOT
cap gain +$63,839
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 202622d left-$0.11/sh-$1,069
cycle +$20
[-$3,483…-$747] · 8% credit
88%
surv 86%
-$27,221 NOT
cap gain +$76,879
budget: banked $1,089 debit $1,069 (98% used ≈ 0.4 wk of income) → whole cycle still +$20 cash · rolled 99 ct earn ≈ $4,294/mo while parked; 101 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$10,890/mo
vs 50% target ($16,500/mo)-34%
vs normal income ($33,000/mo)33% covered
Net income (after hedge)$11,193/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$51,008
… as % of IC ($7,600)671.2%
… as % of ML ($207,600)24.6%
Recovery months (at normal income)1.5 mo
Surgical close (99 ct)$-51,579
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 $14.96 (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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.2σ)$1,089$-83,381+$20,719+$990
+2.5%$13.32 (1.5σ)$-2,128$-81,698+$22,402-$2,228
+5%$13.65 (1.8σ)$-5,346$-80,014+$24,086-$5,445
SS (= V-bounce)$22.69 (10.4σ)$-94,842$-50,256+$53,844-$78,210
V-BOUNCE STRESS (stock → CC-SS $18.26, where you are whole again, by expiry)
Starting unrealized P&L: $-104,100
+ Fortress recovery (un-capped): +$98,884
− CC assignment net of premium (99 × $13): -$51,008
+ Conservative CC premium (101 × $21): +$101
Total Position P&L @ SS: $-56,123 (+$47,977 vs today)
Do-nothing baseline at SS: $-5,016 (this trade vs do-nothing: $-51,107, the opportunity cost of earning $10,890/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,037, position total $-69,188 (+$34,912 vs today)
🎯 50% normal150 × $1324 Jul3d11.1%88%16%+11pp$1,650$16,500$77,285
Sell 150 × $13 11.1% OTM over spot $11.71 24 Jul 2026 (3d, $0.11 mid)
= $1,650 credit for the 3d cycle → $16,500/mo projected
Survival (stays ≤ $13)
88%
Breach risk
12%
POP (stays ≤ $13.12)
90%
EV / mo
+$10,231
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
60% whole by 9mo vs 49% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$9,817/mo
median; plan ~$6,675/mo after 68% keep · $49,445 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.3-4.2], measured ONLY among the 60% 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)
16%
Flat exit net (mid-life)
-$4,740
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 150 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.60/sh now → $0.43 mid-life (likely $0.43–$0.79)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 481 simulated challenges: the $13 strike is typically first touched on day 2 of 3, 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 (150 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1331 Jul 20268d left+$0.42/sh+$6,317
cycle +$7,967
[+$5,653…+$7,099] · 100% credit
69%
surv 53%
-$76,554 NOT
cap gain +$27,546
Up-and-out for even (raise the cap, free)~$1431 Jul 20268d left+$0.08/sh+$1,262
cycle +$2,912
[-$439…+$1,744] · 65% credit
77%
surv 68%
-$69,621 NOT
cap gain +$34,479
Max even-money escape in the band~$1614 Aug 202622d left+$0.10/sh+$1,472
cycle +$3,122
[-$1,205…+$1,937] · 60% credit
84%
surv 81%
-$39,251 NOT
cap gain +$64,849
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 202622d left-$0.11/sh-$1,619
cycle +$31
[-$5,254…-$1,340] · 6% credit
88%
surv 86%
-$27,262 NOT
cap gain +$76,838
budget: banked $1,650 debit $1,619 (98% used ≈ 0.4 wk of income) → whole cycle still +$31 cash · rolled 150 ct earn ≈ $6,506/mo while parked; 50 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$16,500/mo
vs 50% target ($16,500/mo)+0%
vs normal income ($33,000/mo)50% covered
Net income (after hedge)$16,650/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$77,285
… as % of IC ($7,600)1016.9%
… as % of ML ($207,600)37.2%
Recovery months (at normal income)2.3 mo
Surgical close (150 ct)$-78,150
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 $14.96 (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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.2σ)$1,650$-82,871+$21,229+$1,500
+2.5%$13.32 (1.5σ)$-3,225$-82,845+$21,255-$3,375
+5%$13.65 (1.8σ)$-8,100$-82,819+$21,281-$8,250
SS (= V-bounce)$22.69 (10.4σ)$-143,700$-90,546+$13,554-$118,500
V-BOUNCE STRESS (stock → CC-SS $18.26, where you are whole again, by expiry)
Starting unrealized P&L: $-104,100
+ Fortress recovery (un-capped): +$98,884
− CC assignment net of premium (150 × $13): -$77,285
+ Conservative CC premium (50 × $21): +$50
Total Position P&L @ SS: $-82,450 (+$21,650 vs today)
Do-nothing baseline at SS: $-5,016 (this trade vs do-nothing: $-77,435, the opportunity cost of earning $16,500/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$39,450, position total $-82,652 (+$21,448 vs today)
100% normal150 × $12.5024 Jul3d6.8%78%46%+23pp$3,300$33,000+$16,500$83,135
Sell 150 × $12.50 6.8% OTM over spot $11.71 24 Jul 2026 (3d, $0.23 mid)
= $3,300 credit for the 3d cycle → $33,000/mo projected
Survival (stays ≤ $12.50)
78%
Breach risk
22%
POP (stays ≤ $12.72)
83%
EV / mo
+$17,026
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+23pp
65% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~5.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$14,938/mo
median; plan ~$10,158/mo after 68% keep · $71,426 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.3-4.4], measured ONLY among the 65% 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)
32%
Flat exit net (mid-life)
-$2,724
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 150 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.57/sh now → $0.40 mid-life (likely $0.46–$0.78)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 963 simulated challenges: the $12 strike is typically first touched on day 2 of 3, 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 (150 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 20268d left+$0.40/sh+$5,934
cycle +$9,234
[+$5,090…+$6,572] · 100% credit
69%
surv 53%
-$82,827 NOT
cap gain +$21,273
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202622d left+$0.12/sh+$1,824
cycle +$5,124
[-$1,067…+$1,756] · 60% credit
82%
surv 78%
-$52,329 NOT
cap gain +$51,771
Up-and-out for even (raise the cap, free)~$1331 Jul 20268d left+$0.06/sh+$928
cycle +$4,228
[-$1,045…+$1,008] · 47% credit
77%
surv 69%
-$75,845 NOT
cap gain +$28,255
Max even-money escape in the band~$1514 Aug 202622d left+$0.06/sh+$899
cycle +$4,199
[-$2,187…+$756] · 36% credit
85%
surv 82%
-$45,714 NOT
cap gain +$58,386
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 202622d left-$0.17/sh-$2,598
cycle +$702
[-$6,797…-$3,088]
90%
surv 89%
-$26,590 NOT
cap gain +$77,510
budget: banked $3,300 debit $2,598 (79% used ≈ 0.3 wk of income) → whole cycle still +$702 cash · rolled 150 ct earn ≈ $4,673/mo while parked; 50 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$33,000/mo
vs 50% target ($16,500/mo)+100%
vs normal income ($33,000/mo)100% covered
Net income (after hedge)$33,150/mo
Downside budget
⚠ $12.50 is $6 below CC-SS $18.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$83,135
… as % of IC ($7,600)1093.9%
… as % of ML ($207,600)40.0%
Recovery months (at normal income)2.5 mo
Surgical close (150 ct)$-78,150
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.22 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 $14.96 (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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$3,300$-88,761+$15,339+$3,150
+2.5%$12.81 (1.0σ)$-1,387$-88,736+$15,364-$1,537
+5%$13.12 (1.3σ)$-6,075$-88,711+$15,389-$6,225
SS (= V-bounce)$22.69 (10.4σ)$-149,550$-96,396+$7,704-$124,350
V-BOUNCE STRESS (stock → CC-SS $18.26, where you are whole again, by expiry)
Starting unrealized P&L: $-104,100
+ Fortress recovery (un-capped): +$98,884
− CC assignment net of premium (150 × $12.50): -$83,135
+ Conservative CC premium (50 × $21): +$50
Total Position P&L @ SS: $-88,300 (+$15,800 vs today)
Do-nothing baseline at SS: $-5,016 (this trade vs do-nothing: $-83,285, the opportunity cost of earning $33,000/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$45,300, position total $-88,502 (+$15,598 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 · 10d · E[net] $2,860/mo

🎯 Engine pick: sell 178 × $13 (primary), 77% survival, breach 23%, $16,554/mo.
⚖️ Worth a safer step: the $13.50 rung (33% normal) lifts survival to 84% (breach 23% → 16%) for $5,655/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 $13.50 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $11.71 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $14.5031 Jul10d23.9%92%17%+6pp$2,000$6,000-$10,554$73,246
Sell 200 × $14.50 23.9% OTM over spot $11.71 31 Jul 2026 (10d, $0.11 mid)
= $2,000 credit for the 10d cycle → $6,000/mo projected
Survival (stays ≤ $14.50)
92%
Breach risk
8%
POP (stays ≤ $14.61)
92%
EV / mo
+$3,076
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
47% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,773/mo
median; plan ~$2,566/mo after 68% keep · $23,774 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.5-5.0], 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)
11%
Flat exit net (mid-life)
-$14,479
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$16 @ 78% POP
72% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.16/sh now → $0.82 mid-life (likely $0.68–$1.12)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 326 simulated challenges: the $14 strike is typically first touched on day 7 of 10, at $15 (overshoots $0.42). 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+$0.40/sh+$7,990
cycle +$9,990
[+$7,571…+$10,752] · 100% credit
69%
surv 54%
-$51,962 NOT
cap gain +$52,138
Max even-money escape in the band~$1614 Aug 202619d left+$0.20/sh+$3,931
cycle +$5,931
[+$2,445…+$6,868] · 94% credit
76%
surv 68%
-$36,492 NOT
cap gain +$67,608
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+$0.05/sh+$983
cycle +$2,983
[-$401…+$3,096] · 68% credit
74%
surv 64%
-$46,980 NOT
cap gain +$57,120
Safety roll (pay small debit, max POP)~$1614 Aug 202619d left-$0.00/sh-$48
cycle +$1,952
[-$2,227…+$2,607] · 49% credit
78%
surv 72%
-$32,931 NOT
cap gain +$71,169
budget: banked $2,000 debit $48 (2% used ≈ 0.0 wk of income) → whole cycle still +$1,952 cash · rolled 200 ct earn ≈ $25,944/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$6,000/mo
vs 50% target ($16,500/mo)-64%
vs normal income ($33,000/mo)18% covered
Net income (after hedge)$6,000/mo
Downside budget
⚠ $14.50 is $4 below CC-SS $18.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$73,246
… as % of IC ($7,600)963.8%
… as % of ML ($207,600)35.3%
Recovery months (at normal income)2.2 mo
Surgical close (200 ct)$-104,300
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $14.61 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $14.96 (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
$14-14.61
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.61
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.4σ)$2,000$-59,951+$44,149+$1,800
+2.5%$14.86 (1.6σ)$-5,250$-61,735+$42,365-$5,450
+5%$15.23 (1.8σ)$-12,500$-63,518+$40,582-$12,700
SS (= V-bounce)$22.69 (5.7σ)$-161,800$-100,246+$3,854-$128,200
V-BOUNCE STRESS (stock → CC-SS $18.26, where you are whole again, by expiry)
Starting unrealized P&L: $-104,100
+ Fortress recovery (un-capped): +$98,884
− CC assignment net of premium (200 × $14.50): -$73,246
Total Position P&L @ SS: $-78,462 (+$25,638 vs today)
Do-nothing baseline at SS: $-5,016 (this trade vs do-nothing: $-73,446, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$22,800, position total $-66,052 (+$38,048 vs today)
33% normal ← lean173 × $13.5031 Jul10d15.3%84%34%+6pp$3,633$10,899-$5,655$78,755
Sell 173 × $13.50 15.3% OTM over spot $11.71 31 Jul 2026 (10d, $0.22 mid)
= $3,633 credit for the 10d cycle → $10,899/mo projected
Survival (stays ≤ $13.50)
84%
Breach risk
16%
POP (stays ≤ $13.72)
86%
EV / mo
+$4,458
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
46% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,686/mo
median; plan ~$3,867/mo after 68% keep · $36,220 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.5-4.7], 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)
25%
Flat exit net (mid-life)
-$9,107
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$16 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 173 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.04/sh now → $0.74 mid-life (likely $0.73–$1.12)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 759 simulated challenges: the $14 strike is typically first touched on day 6 of 10, at $14 (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 (173 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+$0.36/sh+$6,216
cycle +$9,849
[+$5,323…+$7,410] · 100% credit
69%
surv 54%
-$67,156 NOT
cap gain +$36,944
Max even-money escape in the band~$1514 Aug 202619d left+$0.13/sh+$2,277
cycle +$5,910
[+$211…+$3,248] · 78% credit
77%
surv 69%
-$51,566 NOT
cap gain +$52,534
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)~$147 Aug 202612d left+$0.01/sh+$243
cycle +$3,876
[-$1,523…+$785] · 37% credit
74%
surv 65%
-$61,140 NOT
cap gain +$42,960
Safety roll (pay small debit, max POP)~$1614 Aug 202619d left-$0.18/sh-$3,181
cycle +$452
[-$6,399…-$2,726] · 10% credit
81%
surv 77%
-$41,944 NOT
cap gain +$62,156
budget: banked $3,633 debit $3,181 (88% used ≈ 1.3 wk of income) → whole cycle still +$452 cash · rolled 173 ct earn ≈ $15,093/mo while parked; 27 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$10,899/mo
vs 50% target ($16,500/mo)-34%
vs normal income ($33,000/mo)33% covered
Net income (after hedge)$10,980/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$78,755
… as % of IC ($7,600)1036.3%
… as % of ML ($207,600)37.9%
Recovery months (at normal income)2.4 mo
Surgical close (173 ct)$-90,306
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 ≥ $13.72 (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 $14.96 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.72
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
≥ $13.72
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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$3,633$-73,371+$30,729+$3,460
+2.5%$13.84 (1.1σ)$-2,206$-74,121+$29,979-$2,379
+5%$14.18 (1.3σ)$-8,045$-74,870+$29,230-$8,218
SS (= V-bounce)$22.69 (5.7σ)$-155,354$-98,336+$5,764-$126,290
V-BOUNCE STRESS (stock → CC-SS $18.26, where you are whole again, by expiry)
Starting unrealized P&L: $-104,100
+ Fortress recovery (un-capped): +$98,884
− CC assignment net of premium (173 × $13.50): -$78,755
+ Conservative CC premium (27 × $21): +$27
Total Position P&L @ SS: $-83,944 (+$20,156 vs today)
Do-nothing baseline at SS: $-5,016 (this trade vs do-nothing: $-78,928, the opportunity cost of earning $10,899/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,119, position total $-78,344 (+$25,756 vs today)
🎯 50% normal178 × $1331 Jul10d11.1%77%37%+12pp$5,518$16,554$88,151
Sell 178 × $13 11.1% OTM over spot $11.71 31 Jul 2026 (10d, $0.33 mid)
= $5,518 credit for the 10d cycle → $16,554/mo projected
Survival (stays ≤ $13)
77%
Breach risk
23%
POP (stays ≤ $13.33)
82%
EV / mo
+$5,901
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
54% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,615/mo
median; plan ~$5,178/mo after 68% keep · $48,594 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.5-4.8], 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)
37%
Flat exit net (mid-life)
-$6,841
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 178 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.98/sh now → $0.69 mid-life (likely $0.75–$1.10)≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,108 simulated challenges: the $13 strike is typically first touched on day 5 of 10, 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 (178 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+$0.34/sh+$6,050
cycle +$11,568
[+$4,860…+$6,644] · 100% credit
69%
surv 54%
-$72,981 NOT
cap gain +$31,119
Up-and-out for even (raise the cap, free)~$137 Aug 202612d left+$0.21/sh+$3,717
cycle +$9,235
[+$2,301…+$4,084] · 98% credit
71%
surv 58%
-$70,866 NOT
cap gain +$33,234
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202619d left+$0.25/sh+$4,525
cycle +$10,043
[+$2,395…+$4,957] · 97% credit
74%
surv 64%
-$62,518 NOT
cap gain +$41,582
Max even-money escape in the band~$1414 Aug 202619d left+$0.10/sh+$1,799
cycle +$7,317
[-$671…+$2,002] · 59% credit
77%
surv 70%
-$57,704 NOT
cap gain +$46,396
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 202619d left-$0.26/sh-$4,682
cycle +$836
[-$8,537…-$5,108] · 3% credit
85%
surv 82%
-$41,565 NOT
cap gain +$62,535
budget: banked $5,518 debit $4,682 (85% used ≈ 1.2 wk of income) → whole cycle still +$836 cash · rolled 178 ct earn ≈ $12,121/mo while parked; 22 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$16,554/mo
vs 50% target ($16,500/mo)+0%
vs normal income ($33,000/mo)50% covered
Net income (after hedge)$16,620/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$88,151
… as % of IC ($7,600)1159.9%
… as % of ML ($207,600)42.5%
Recovery months (at normal income)2.7 mo
Surgical close (178 ct)$-93,005
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.31 collected) or spot ≥ $13.33 (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 $14.96 (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
$13-13.33
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
≥ $13.33
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 (≤1σ, normal week)$5,518$-79,031+$25,069+$5,340
+2.5%$13.32 (≤1σ, normal week)$-267$-79,915+$24,185-$445
+5%$13.65 (1.0σ)$-6,052$-80,799+$23,301-$6,230
SS (= V-bounce)$22.69 (5.7σ)$-166,964$-109,106-$5,006-$137,060
V-BOUNCE STRESS (stock → CC-SS $18.26, where you are whole again, by expiry)
Starting unrealized P&L: $-104,100
+ Fortress recovery (un-capped): +$98,884
− CC assignment net of premium (178 × $13): -$88,151
+ Conservative CC premium (22 × $21): +$22
Total Position P&L @ SS: $-93,345 (+$10,755 vs today)
Do-nothing baseline at SS: $-5,016 (this trade vs do-nothing: $-88,329, the opportunity cost of earning $16,554/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$43,254, position total $-86,484 (+$17,616 vs today)
100% normal172 × $1231 Jul10d2.5%59%86%+12pp$11,008$33,024+$16,470$96,704
Sell 172 × $12 2.5% OTM over spot $11.71 31 Jul 2026 (10d, $0.67 mid)
= $11,008 credit for the 10d cycle → $33,024/mo projected
Survival (stays ≤ $12)
59%
Breach risk
41%
POP (stays ≤ $12.67)
72%
EV / mo
+$7,867
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
56% whole by 9mo vs 43% doing nothing
FIRE DRILLS
~6.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$9,682/mo
median; plan ~$6,584/mo after 68% keep · $58,534 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.4-4.5], measured ONLY among the 56% 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)
69%
Flat exit net (mid-life)
+$454
Free roll-up
+$0/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 172 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.87/sh now → $0.61 mid-life (likely $0.84–$1.16)≈ $0 at expiry  |  you banked $0.64/sh, so a flat mid-life exit nets +$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,083 simulated challenges: the $12 strike is typically first touched on day 3 of 10, at $12 (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 (172 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+$0.30/sh+$5,203
cycle +$16,211
[+$3,688…+$4,410] · 100% credit
69%
surv 54%
-$83,412 NOT
cap gain +$20,688
Up-and-out for even (raise the cap, free)~$127 Aug 202612d left+$0.17/sh+$2,944
cycle +$13,952
[+$1,066…+$1,976] · 95% credit
71%
surv 59%
-$81,223 NOT
cap gain +$22,877
Reliable up-and-out (highest cap still free ≥60%)~$1314 Aug 202619d left+$0.19/sh+$3,317
cycle +$14,325
[+$436…+$1,883] · 83% credit
74%
surv 65%
-$73,309 NOT
cap gain +$30,791
Max even-money escape in the band~$1314 Aug 202619d left+$0.04/sh+$756
cycle +$11,764
[-$2,673…-$878] · 13% credit
78%
surv 71%
-$68,331 NOT
cap gain +$35,769
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 202619d left-$0.44/sh-$7,511
cycle +$3,497
[-$14,246…-$10,273]
91%
surv 90%
-$38,898 NOT
cap gain +$65,202
budget: banked $11,008 debit $7,511 (68% used ≈ 1.0 wk of income) → whole cycle still +$3,497 cash · rolled 172 ct earn ≈ $4,805/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$33,024/mo
vs 50% target ($16,500/mo)+100%
vs normal income ($33,000/mo)100% covered
Net income (after hedge)$33,108/mo
Downside budget
⚠ $12 is $6 below CC-SS $18.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$96,704
… as % of IC ($7,600)1272.4%
… as % of ML ($207,600)46.6%
Recovery months (at normal income)2.9 mo
Surgical close (172 ct)$-90,042
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 ≥ $12.67 (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 $14.96 (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
$12-12.67
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
≥ $12.67
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$11,008$-88,615+$15,485+$10,836
+2.5%$12.30 (≤1σ, normal week)$5,848$-89,251+$14,849+$5,676
+5%$12.60 (≤1σ, normal week)$688$-89,887+$14,213+$516
SS (= V-bounce)$22.69 (5.7σ)$-172,860$-116,010-$11,910-$143,964
V-BOUNCE STRESS (stock → CC-SS $18.26, where you are whole again, by expiry)
Starting unrealized P&L: $-104,100
+ Fortress recovery (un-capped): +$98,884
− CC assignment net of premium (172 × $12): -$96,704
+ Conservative CC premium (28 × $21): +$28
Total Position P&L @ SS: $-101,892 (+$2,208 vs today)
Do-nothing baseline at SS: $-5,016 (this trade vs do-nothing: $-96,876, the opportunity cost of earning $33,024/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$53,320, position total $-96,544 (+$7,556 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 (16 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 16 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: 0.754 (IBKR)  |  Recovery@SS: +$98,884 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,016

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$133d24 Jul 2026$0.11150/200$16,500$16,65088%90%+$10,231-$77,2851016.9%$-82,450 (vs do-nothing $-77,435)
$12.503d24 Jul 2026$0.2275/200$16,500$16,87578%83%+$8,513-$41,567546.9%$-46,658 (vs do-nothing $-41,642)
$1310d31 Jul 2026$0.31178/200$16,554$16,62077%82%+$5,901-$88,1511159.9%$-93,345 (vs do-nothing $-88,329)
$1317d7 Aug 2026$0.55170/200$16,500$16,59072%79%+$4,590-$80,1101054.1%$-85,295 (vs do-nothing $-80,280)
$1324d14 Aug 2026$0.75176/200$16,500$16,57270%78%+$4,314-$79,4171045.0%$-84,608 (vs do-nothing $-79,593)
$12.5010d31 Jul 2026$0.45123/200$16,605$16,83669%77%+$4,937-$65,342859.8%$-70,480 (vs do-nothing $-65,465)
$12.5017d7 Aug 2026$0.71132/200$16,539$16,74366%75%+$3,962-$66,691877.5%$-71,838 (vs do-nothing $-66,823)
$12.5024d14 Aug 2026$0.90147/200$16,538$16,69665%75%+$3,601-$71,476940.5%$-76,639 (vs do-nothing $-71,623)
$123d24 Jul 2026$0.3844/200$16,720$17,18862%75%+$5,991-$25,882340.6%$-30,942 (vs do-nothing $-25,926)
$1210d31 Jul 2026$0.6486/200$16,512$16,85459%72%+$3,933-$48,352636.2%$-53,454 (vs do-nothing $-48,438)
$1224d14 Aug 2026$1.11119/200$16,511$16,75459%72%+$3,300-$61,313806.7%$-66,447 (vs do-nothing $-61,432)
$1217d7 Aug 2026$0.92102/200$16,560$16,85459%72%+$3,532-$54,492717.0%$-59,609 (vs do-nothing $-54,594)
$11.5024d14 Aug 2026$1.33100/200$16,625$16,92552%69%+$2,737-$54,323714.8%$-59,439 (vs do-nothing $-54,423)
Show 3 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11.5017d7 Aug 2026$1.1483/200$16,698$17,04951%68%+$2,727-$46,665614.0%$-51,764 (vs do-nothing $-46,748)
$11.5010d31 Jul 2026$0.8863/200$16,632$17,04349%68%+$2,956-$37,059487.6%$-42,137 (vs do-nothing $-37,122)
$11.503d24 Jul 2026$0.6227/200$16,740$17,25944%67%+$3,776-$16,584218.2%$-21,627 (vs do-nothing $-16,611)

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  |  2026-07-21 03:37