FORTRESS FIGHT: MARA-LC20-1782 @ $12.34

BE SS: $24.33  |  CC-SS: $18.82  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:12

MARA-LC20-1782 @ $12.34   UNDERWATER $11.99 (49.3% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $24.33  |  CC-SS: $18.82  |  IV: HIGH  |  Accounts: Joint:1782

LC: $20 exp 2028-01-21 (entry $7.699/sh)
SP: $17 exp 2028-01-21 (entry $6.180/sh)
HP: $10 exp 2028-01-21 (entry $2.815/sh)

Economics

Max Loss$56,650(ND $4.33 + SW $7) x 5000
Normal income ref$11,727/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $943/mo (info only, already in marks)
Unrealized P&L$-25,500fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,864/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$11,727/mo (ATM CC, chain)
IC VELOCITY
1.8 mo to earn back $21,650
ML VELOCITY
4.8 mo to earn back $56,650
Deep drawdown confirmed: a CC at CC-SS $18.82 (probe: $19C 11d) brings only $273/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; CC-SS ratchets down as premium accrues.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 60 (live) · RSI 52 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 44 · %B 15 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.92 (+29%) · daily UBB $15.40 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 33 contracts at $13.50 / 4d. This is the safest strike (survival 86%, breach 14%) that still earns 50% of normal income ($5,864/mo); it brings $5,940/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 41 × $13/4d for $11,992/mo, but breach risk rises to 26% (+12pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 37 × $14/4d (93% survival, $3,885/mo).
Downside anchor: the primary mortgages $16,764 (77% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 1.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 33 contracts realizes $-16,863 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 50 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 · 17 Jul 2026 (4d) · sell 33 × $13.50, 86% survival, $5,940/mo (E[net] $3,050/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 🏆17 Jul 2026 · 4d33 × $13.5086%$5,940$3,050
NEXT FRIDAY24 Jul 2026 · 11d46 × $13.5075%$5,896$1,822

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $3,050/mo 🏆 GRAND PICK

🎯 Engine pick: sell 33 × $13.50 (primary), 86% survival, breach 14%, $5,940/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $14 rung (🛡 safe yield) lifts survival to 93% (breach 14% → 7%) for $690/mo less (12% income) buys safety you do not really need here.
MARA  spot $12.34 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal37 × $1417 Jul4d13.5%93%14%$518$3,885-$2,055$17,316
Sell 37 × $14 13.5% OTM over spot $12.34 17 Jul 2026 (4d, $0.15 mid)
= $518 credit for the 4d cycle → $3,885/mo projected
Survival (stays ≤ $14)
93%
Breach risk
7%
POP (stays ≤ $14.15)
95%
EV / mo
+$3,394
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-4.1] median, 0.2 mo faster than no FIGHT (2.4 mo)  ·  55% of paths whole by 9 mo (vs 48% without)  ·  ~3.6 challenges expected  ·  median CC cash $8,452
🛡 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)
8%
Flat exit net (mid-life)
-$1,891
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 84% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 37 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: $0.92/sh now → $0.65 mid-life (likely $0.57–$1.09)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 234 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.36). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (37 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.30/sh+$1,118
cycle +$1,636
[+$678…+$1,517] · 90% credit
70%
surv 53%
-$16,381 NOT
cap gain +$9,119
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.18/sh+$655
cycle +$1,173
[-$37…+$1,041] · 74% credit
78%
surv 69%
-$11,624 NOT
cap gain +$13,876
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.08/sh+$299
cycle +$817
[-$282…+$625] · 64% credit
77%
surv 65%
-$14,230 NOT
cap gain +$11,270
Max even-money escape in the band~$1631 Jul 202616d left+$0.02/sh+$60
cycle +$578
[-$770…+$409] · 46% credit
81%
surv 75%
-$9,969 NOT
cap gain +$15,531
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.06/sh-$236
cycle +$282
[-$1,118…+$96] · 28% credit
84%
surv 80%
-$8,015 NOT
cap gain +$17,485
budget: banked $518 debit $236 (46% used ≈ 0.3 wk of income) → whole cycle still +$282 cash · rolled 37 ct earn ≈ $4,075/mo while parked; 13 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$3,885/mo
vs 50% target ($5,864/mo)-34%
vs normal income ($11,727/mo)33% covered
Net income (after hedge)$3,920/mo
Downside budget
⚠ $14 is $5 below CC-SS $18.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,316
… as % of IC ($21,650)80.0%
… as % of ML ($56,650)30.6%
Recovery months (at normal income)1.5 mo
Surgical close (37 ct)$-18,907
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.14 collected) or spot ≥ $14.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.15
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
≥ $14.15
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.5σ)$518$-17,499+$8,001+$481
+2.5%$14.35 (1.9σ)$-777$-17,219+$8,281-$814
+5%$14.70 (2.2σ)$-2,072$-16,939+$8,561-$2,109
SS (= V-bounce)$24.33 (11.1σ)$-37,703$-9,664+$15,836-$36,519
V-BOUNCE STRESS (stock → CC-SS $18.82, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,160
− CC assignment net of premium (37 × $14): -$17,316
+ Conservative CC premium (13 × $24): +$13
Total Position P&L @ SS: $-13,643 (+$11,857 vs today)
Do-nothing baseline at SS: $3,710 (this trade vs do-nothing: $-17,353, the opportunity cost of earning $3,885/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$6,586, position total $-15,963 (+$9,537 vs today)
🛡 safe yield50 × $1417 Jul4d13.5%93%14%$700$5,250-$690$23,400
Sell 50 × $14 13.5% OTM over spot $12.34 17 Jul 2026 (4d, $0.15 mid)
= $700 credit for the 4d cycle → $5,250/mo projected
Survival (stays ≤ $14)
93%
Breach risk
7%
POP (stays ≤ $14.15)
95%
EV / mo
+$4,587
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.4-4.4] median, 0.2 mo faster than no FIGHT (2.9 mo)  ·  57% of paths whole by 9 mo (vs 45% without)  ·  ~3.8 challenges expected  ·  median CC cash $11,098
🛡 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)
9%
Flat exit net (mid-life)
-$2,556
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 84% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 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: $0.92/sh now → $0.65 mid-life (likely $0.58–$1.09)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 262 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.35). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.30/sh+$1,511
cycle +$2,211
[+$865…+$2,073] · 90% credit
70%
surv 53%
-$15,819 NOT
cap gain +$9,681
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.18/sh+$885
cycle +$1,585
[-$72…+$1,414] · 74% credit
78%
surv 69%
-$11,225 NOT
cap gain +$14,275
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.08/sh+$404
cycle +$1,104
[-$420…+$831] · 63% credit
77%
surv 65%
-$13,956 NOT
cap gain +$11,544
Max even-money escape in the band~$1631 Jul 202616d left+$0.02/sh+$81
cycle +$781
[-$1,068…+$560] · 47% credit
81%
surv 75%
-$9,779 NOT
cap gain +$15,721
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.06/sh-$319
cycle +$381
[-$1,548…+$112] · 31% credit
84%
surv 80%
-$7,929 NOT
cap gain +$17,571
budget: banked $700 debit $319 (46% used ≈ 0.3 wk of income) → whole cycle still +$381 cash · rolled 50 ct earn ≈ $5,507/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$5,250/mo
vs 50% target ($5,864/mo)-10%
vs normal income ($11,727/mo)45% covered
Net income (after hedge)$5,250/mo
Downside budget
⚠ $14 is $5 below CC-SS $18.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,400
… as % of IC ($21,650)108.1%
… as % of ML ($56,650)41.3%
Recovery months (at normal income)2.0 mo
Surgical close (50 ct)$-25,550
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.14 collected) or spot ≥ $14.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.15
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
≥ $14.15
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.5σ)$700$-17,330+$8,170+$650
+2.5%$14.35 (1.9σ)$-1,050$-17,505+$7,995-$1,100
+5%$14.70 (2.2σ)$-2,800$-17,680+$7,820-$2,850
SS (= V-bounce)$24.33 (11.1σ)$-50,950$-22,495+$3,005-$49,350
V-BOUNCE STRESS (stock → CC-SS $18.82, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,160
− CC assignment net of premium (50 × $14): -$23,400
Total Position P&L @ SS: $-19,740 (+$5,760 vs today)
Do-nothing baseline at SS: $3,710 (this trade vs do-nothing: $-23,450, the opportunity cost of earning $5,250/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,900, position total $-18,290 (+$7,210 vs today)
🎯 50% normal33 × $13.5017 Jul4d9.4%86%19%$792$5,940$16,764
Sell 33 × $13.50 9.4% OTM over spot $12.34 17 Jul 2026 (4d, $0.25 mid)
= $792 credit for the 4d cycle → $5,940/mo projected
Survival (stays ≤ $13.50)
86%
Breach risk
14%
POP (stays ≤ $13.75)
90%
EV / mo
+$4,711
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.4-4.7] median, 0.5 mo SLOWER than no FIGHT (2.3 mo): roll costs eat the credits at this rung  ·  58% of paths whole by 9 mo (vs 43% without)  ·  ~8.1 challenges expected  ·  median CC cash $14,616
🛡 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)
19%
Flat exit net (mid-life)
-$1,233
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 33 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: $0.87/sh now → $0.61 mid-life (likely $0.62–$1.09)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 571 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.35). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (33 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.29/sh+$942
cycle +$1,734
[+$393…+$1,182] · 87% credit
70%
surv 53%
-$18,529 NOT
cap gain +$6,971
Max even-money escape in the band~$1531 Jul 202616d left+$0.14/sh+$467
cycle +$1,259
[-$302…+$651] · 64% credit
78%
surv 70%
-$13,784 NOT
cap gain +$11,716
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.06/sh+$191
cycle +$983
[-$459…+$345] · 48% credit
77%
surv 66%
-$16,310 NOT
cap gain +$9,190
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.21/sh-$681
cycle +$111
[-$1,719…-$603] · 2% credit
87%
surv 85%
-$8,182 NOT
cap gain +$17,318
budget: banked $792 debit $681 (86% used ≈ 0.5 wk of income) → whole cycle still +$111 cash · rolled 33 ct earn ≈ $2,519/mo while parked; 17 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$5,940/mo
vs 50% target ($5,864/mo)+1%
vs normal income ($11,727/mo)51% covered
Net income (after hedge)$5,986/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,764
… as % of IC ($21,650)77.4%
… as % of ML ($56,650)29.6%
Recovery months (at normal income)1.4 mo
Surgical close (33 ct)$-16,863
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 $0.24 collected) or spot ≥ $13.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (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
$13-13.75
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
≥ $13.75
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.1σ)$792$-19,471+$6,029+$759
+2.5%$13.84 (1.4σ)$-322$-19,066+$6,434-$355
+5%$14.18 (1.7σ)$-1,436$-18,661+$6,839-$1,469
SS (= V-bounce)$24.33 (11.1σ)$-34,947$-7,036+$18,464-$33,891
V-BOUNCE STRESS (stock → CC-SS $18.82, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,160
− CC assignment net of premium (33 × $13.50): -$16,764
+ Conservative CC premium (17 × $24): +$17
Total Position P&L @ SS: $-13,087 (+$12,413 vs today)
Do-nothing baseline at SS: $3,710 (this trade vs do-nothing: $-16,797, the opportunity cost of earning $5,940/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,194, position total $-16,567 (+$8,933 vs today)
100% normal41 × $1317 Jul4d5.3%74%53%$1,599$11,992+$6,053$22,263
Sell 41 × $13 5.3% OTM over spot $12.34 17 Jul 2026 (4d, $0.40 mid)
= $1,599 credit for the 4d cycle → $11,992/mo projected
Survival (stays ≤ $13)
74%
Breach risk
26%
POP (stays ≤ $13.40)
84%
EV / mo
+$8,087
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-4.4] median, 0.3 mo faster than no FIGHT (2.6 mo)  ·  75% of paths whole by 9 mo (vs 50% without)  ·  ~13.4 challenges expected  ·  median CC cash $19,986
🛡 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)
35%
Flat exit net (mid-life)
-$766
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 41 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: $0.82/sh now → $0.58 mid-life (likely $0.64–$1.04)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$0.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,044 simulated challenges: the $13 strike is typically first touched on day 2 of 4, at $13 (overshoots $0.30). 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 (41 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1324 Jul 20269d left+$0.27/sh+$1,103
cycle +$2,702
[+$409…+$1,129] · 87% credit
70%
surv 53%
-$19,819 NOT
cap gain +$5,681
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202616d left+$0.30/sh+$1,228
cycle +$2,827
[+$399…+$1,220] · 85% credit
75%
surv 64%
-$16,724 NOT
cap gain +$8,776
Max even-money escape in the band~$1431 Jul 202616d left+$0.11/sh+$442
cycle +$2,041
[-$517…+$405] · 46% credit
79%
surv 71%
-$15,260 NOT
cap gain +$10,240
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.04/sh+$148
cycle +$1,747
[-$648…+$117] · 30% credit
78%
surv 67%
-$17,804 NOT
cap gain +$7,696
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.33/sh-$1,367
cycle +$232
[-$2,784…-$1,538]
90%
surv 89%
-$8,069 NOT
cap gain +$17,431
budget: banked $1,599 debit $1,367 (85% used ≈ 0.5 wk of income) → whole cycle still +$232 cash · rolled 41 ct earn ≈ $1,872/mo while parked; 9 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$11,992/mo
vs 50% target ($5,864/mo)+105%
vs normal income ($11,727/mo)102% covered
Net income (after hedge)$12,017/mo
Downside budget
⚠ $13 is $6 below CC-SS $18.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,263
… as % of IC ($21,650)102.8%
… as % of ML ($56,650)39.3%
Recovery months (at normal income)1.9 mo
Surgical close (41 ct)$-20,951
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $13.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $13)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (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
$13-13.40
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
≥ $13.40
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$1,599$-20,922+$4,578+$1,558
+2.5%$13.32 (≤1σ, normal week)$267$-20,792+$4,708+$226
+5%$13.65 (1.2σ)$-1,066$-20,662+$4,838-$1,107
SS (= V-bounce)$24.33 (11.1σ)$-44,854$-16,687+$8,813-$43,542
V-BOUNCE STRESS (stock → CC-SS $18.82, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,160
− CC assignment net of premium (41 × $13): -$22,263
+ Conservative CC premium (9 × $24): +$9
Total Position P&L @ SS: $-18,594 (+$6,906 vs today)
Do-nothing baseline at SS: $3,710 (this trade vs do-nothing: $-22,304, the opportunity cost of earning $11,992/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,373, position total $-19,754 (+$5,746 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 · 24 Jul 2026 · 11d · E[net] $1,822/mo

🎯 Engine pick: sell 46 × $13.50 (primary), 75% survival, breach 25%, $5,896/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 82% (breach 25% → 18%) for $2,026/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 $14 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $12.34 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $1524 Jul11d21.6%91%18%$850$2,318-$3,578$18,250
Sell 50 × $15 21.6% OTM over spot $12.34 24 Jul 2026 (11d, $0.18 mid)
= $850 credit for the 11d cycle → $2,318/mo projected
Survival (stays ≤ $15)
91%
Breach risk
9%
POP (stays ≤ $15.19)
93%
EV / mo
+$1,651
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.2-4.0] median, 0.2 mo faster than no FIGHT (2.4 mo)  ·  54% of paths whole by 9 mo (vs 47% without)  ·  ~2.0 challenges expected  ·  median CC cash $8,486
🛡 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)
-$3,903
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 78% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 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: $1.34/sh now → $0.95 mid-life (likely $0.81–$1.26)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 355 simulated challenges: the $15 strike is typically first touched on day 8 of 11, at $15 (overshoots $0.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1531 Jul 202612d left+$0.34/sh+$1,675
cycle +$2,525
[+$1,548…+$2,382] · 100% credit
71%
surv 54%
-$11,005 NOT
cap gain +$14,495
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.06/sh+$284
cycle +$1,134
[+$4…+$796] · 76% credit
75%
surv 63%
-$9,426 NOT
cap gain +$16,074
Max even-money escape in the band~$1631 Jul 202612d left+$0.06/sh+$284
cycle +$1,134
[+$4…+$796] · 76% credit
75%
surv 63%
-$9,426 NOT
cap gain +$16,074
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.14/sh-$707
cycle +$143
[-$1,158…-$295] · 18% credit
78%
surv 69%
-$8,167 NOT
cap gain +$17,333
budget: banked $850 debit $707 (83% used ≈ 1.3 wk of income) → whole cycle still +$143 cash · rolled 50 ct earn ≈ $10,115/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$2,318/mo
vs 50% target ($5,864/mo)-60%
vs normal income ($11,727/mo)20% covered
Net income (after hedge)$2,318/mo
Downside budget
⚠ $15 is $4 below CC-SS $18.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,250
… as % of IC ($21,650)84.3%
… as % of ML ($56,650)32.2%
Recovery months (at normal income)1.6 mo
Surgical close (50 ct)$-25,575
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $15.19 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $15)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.19
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
≥ $15.19
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.5σ)$850$-12,680+$12,820+$800
+2.5%$15.37 (1.7σ)$-1,025$-12,867+$12,633-$1,075
+5%$15.75 (1.9σ)$-2,900$-13,055+$12,445-$2,950
SS (= V-bounce)$24.33 (6.7σ)$-45,800$-17,345+$8,155-$44,200
V-BOUNCE STRESS (stock → CC-SS $18.82, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,160
− CC assignment net of premium (50 × $15): -$18,250
Total Position P&L @ SS: $-14,590 (+$10,910 vs today)
Do-nothing baseline at SS: $3,710 (this trade vs do-nothing: $-18,300, the opportunity cost of earning $2,318/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$3,750, position total $-13,140 (+$12,360 vs today)
33% normal ← lean43 × $1424 Jul11d13.5%82%37%$1,419$3,870-$2,026$19,307
Sell 43 × $14 13.5% OTM over spot $12.34 24 Jul 2026 (11d, $0.35 mid)
= $1,419 credit for the 11d cycle → $3,870/mo projected
Survival (stays ≤ $14)
82%
Breach risk
18%
POP (stays ≤ $14.35)
86%
EV / mo
+$2,304
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-4.0] median, 0.4 mo faster than no FIGHT (2.7 mo)  ·  58% of paths whole by 9 mo (vs 48% without)  ·  ~4.4 challenges expected  ·  median CC cash $11,843
🛡 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)
27%
Flat exit net (mid-life)
-$2,232
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 83% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 43 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: $1.20/sh now → $0.85 mid-life (likely $0.82–$1.28)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$0.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 817 simulated challenges: the $14 strike is typically first touched on day 6 of 11, at $14 (overshoots $0.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (43 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.30/sh+$1,300
cycle +$2,719
[+$1,008…+$1,570] · 100% credit
73%
surv 56%
-$14,584 NOT
cap gain +$10,916
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.30/sh+$1,296
cycle +$2,715
[+$934…+$1,580] · 100% credit
71%
surv 53%
-$15,308 NOT
cap gain +$10,192
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.02/sh+$83
cycle +$1,502
[-$396…+$244] · 39% credit
76%
surv 64%
-$13,551 NOT
cap gain +$11,949
Max even-money escape in the band~$1531 Jul 202612d left+$0.02/sh+$83
cycle +$1,502
[-$396…+$244] · 39% credit
76%
surv 64%
-$13,551 NOT
cap gain +$11,949
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.33/sh-$1,406
cycle +$13
[-$2,210…-$1,348] · 0% credit
83%
surv 77%
-$10,540 NOT
cap gain +$14,960
budget: banked $1,419 debit $1,406 (99% used ≈ 1.6 wk of income) → whole cycle still +$13 cash · rolled 43 ct earn ≈ $5,614/mo while parked; 7 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$3,870/mo
vs 50% target ($5,864/mo)-34%
vs normal income ($11,727/mo)33% covered
Net income (after hedge)$3,889/mo
Downside budget
⚠ $14 is $5 below CC-SS $18.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,307
… as % of IC ($21,650)89.2%
… as % of ML ($56,650)34.1%
Recovery months (at normal income)1.6 mo
Surgical close (43 ct)$-22,016
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 $0.33 collected) or spot ≥ $14.35 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.35
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
≥ $14.35
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$1,419$-16,604+$8,896+$1,376
+2.5%$14.35 (1.1σ)$-86$-16,534+$8,966-$129
+5%$14.70 (1.3σ)$-1,591$-16,464+$9,036-$1,634
SS (= V-bounce)$24.33 (6.7σ)$-43,000$-14,769+$10,731-$41,624
V-BOUNCE STRESS (stock → CC-SS $18.82, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,160
− CC assignment net of premium (43 × $14): -$19,307
+ Conservative CC premium (7 × $24): +$7
Total Position P&L @ SS: $-15,640 (+$9,860 vs today)
Do-nothing baseline at SS: $3,710 (this trade vs do-nothing: $-19,350, the opportunity cost of earning $3,870/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$6,837, position total $-16,220 (+$9,280 vs today)
🎯 50% normal46 × $13.5024 Jul11d9.4%75%41%$2,162$5,896$22,310
Sell 46 × $13.50 9.4% OTM over spot $12.34 24 Jul 2026 (11d, $0.49 mid)
= $2,162 credit for the 11d cycle → $5,896/mo projected
Survival (stays ≤ $13.50)
75%
Breach risk
25%
POP (stays ≤ $13.99)
82%
EV / mo
+$3,156
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.3-4.5] median, 0.3 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  60% of paths whole by 9 mo (vs 45% without)  ·  ~6.7 challenges expected  ·  median CC cash $15,500
🛡 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)
41%
Flat exit net (mid-life)
-$1,520
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 87% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 46 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: $1.13/sh now → $0.80 mid-life (likely $0.89–$1.29)≈ $0 at expiry  |  you banked $0.47/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,217 simulated challenges: the $14 strike is typically first touched on day 5 of 11, at $14 (overshoots $0.35). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (46 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.28/sh+$1,292
cycle +$3,454
[+$908…+$1,349] · 100% credit
73%
surv 56%
-$16,102 NOT
cap gain +$9,398
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.29/sh+$1,312
cycle +$3,474
[+$845…+$1,372] · 100% credit
71%
surv 53%
-$16,802 NOT
cap gain +$8,698
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.00/sh+$7
cycle +$2,169
[-$598…-$51] · 23% credit
76%
surv 64%
-$15,137 NOT
cap gain +$10,363
Max even-money escape in the band~$1431 Jul 202612d left+$0.00/sh+$7
cycle +$2,169
[-$598…-$51] · 23% credit
76%
surv 64%
-$15,137 NOT
cap gain +$10,363
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.42/sh-$1,923
cycle +$239
[-$2,971…-$2,140]
87%
surv 83%
-$10,317 NOT
cap gain +$15,183
budget: banked $2,162 debit $1,923 (89% used ≈ 1.4 wk of income) → whole cycle still +$239 cash · rolled 46 ct earn ≈ $4,397/mo while parked; 4 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$5,896/mo
vs 50% target ($5,864/mo)+1%
vs normal income ($11,727/mo)50% covered
Net income (after hedge)$5,907/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,310
… as % of IC ($21,650)103.0%
… as % of ML ($56,650)39.4%
Recovery months (at normal income)1.9 mo
Surgical close (46 ct)$-23,552
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.47 collected) or spot ≥ $13.99 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (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
$13-13.99
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
≥ $13.99
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$2,162$-18,114+$7,386+$2,116
+2.5%$13.84 (≤1σ, normal week)$610$-18,148+$7,352+$564
+5%$14.18 (1.0σ)$-943$-18,181+$7,318-$989
SS (= V-bounce)$24.33 (6.7σ)$-47,656$-19,329+$6,171-$46,184
V-BOUNCE STRESS (stock → CC-SS $18.82, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,160
− CC assignment net of premium (46 × $13.50): -$22,310
+ Conservative CC premium (4 × $24): +$4
Total Position P&L @ SS: $-18,646 (+$6,854 vs today)
Do-nothing baseline at SS: $3,710 (this trade vs do-nothing: $-22,356, the opportunity cost of earning $5,896/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,970, position total $-18,356 (+$7,144 vs today)
100% normal50 × $12.5024 Jul11d1.3%56%92%$4,300$11,727+$5,831$27,300
Sell 50 × $12.50 1.3% OTM over spot $12.34 24 Jul 2026 (11d, $0.87 mid)
= $4,300 credit for the 11d cycle → $11,727/mo projected
Survival (stays ≤ $12.50)
56%
Breach risk
44%
POP (stays ≤ $13.37)
73%
EV / mo
+$4,432
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.3-3.6] median, 0.3 mo faster than no FIGHT (2.5 mo)  ·  66% of paths whole by 9 mo (vs 50% without)  ·  ~19.0 challenges expected  ·  median CC cash $16,952
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
75%
Flat exit net (mid-life)
+$764
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 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: $1.00/sh now → $0.71 mid-life (likely $0.99–$1.36)≈ $0 at expiry  |  you banked $0.86/sh, so a flat mid-life exit nets +$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,263 simulated challenges: the $12 strike is typically first touched on day 3 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 (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1331 Jul 202612d left+$0.24/sh+$1,198
cycle +$5,498
[+$647…+$873] · 100% credit
73%
surv 56%
-$18,562 NOT
cap gain +$6,938
Max even-money escape in the band~$1331 Jul 202612d left+$0.24/sh+$1,198
cycle +$5,498
[+$647…+$873] · 100% credit
73%
surv 56%
-$18,562 NOT
cap gain +$6,938
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1231 Jul 202612d left+$0.25/sh+$1,271
cycle +$5,571
[+$592…+$884] · 99% credit
71%
surv 53%
-$19,209 NOT
cap gain +$6,291
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.51/sh-$2,545
cycle +$1,755
[-$4,409…-$3,303]
91%
surv 90%
-$11,055 NOT
cap gain +$14,445
budget: banked $4,300 debit $2,545 (59% used ≈ 0.9 wk of income) → whole cycle still +$1,755 cash · rolled 50 ct earn ≈ $2,479/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$11,727/mo
vs 50% target ($5,864/mo)+100%
vs normal income ($11,727/mo)100% covered
Net income (after hedge)$11,727/mo
Downside budget
⚠ $12.50 is $6 below CC-SS $18.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,300
… as % of IC ($21,650)126.1%
… as % of ML ($56,650)48.2%
Recovery months (at normal income)2.3 mo
Surgical close (50 ct)$-25,550
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.86 collected) or spot ≥ $13.37 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $12)); NOT the premium you collected. Momentum override: two daily closes above $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-13.37
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
≥ $13.37
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$4,300$-20,480+$5,020+$4,250
+2.5%$12.81 (≤1σ, normal week)$2,738$-20,636+$4,864+$2,688
+5%$13.12 (≤1σ, normal week)$1,175$-20,792+$4,708+$1,125
SS (= V-bounce)$24.33 (6.7σ)$-54,850$-26,395-$895-$53,250
V-BOUNCE STRESS (stock → CC-SS $18.82, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,160
− CC assignment net of premium (50 × $12.50): -$27,300
Total Position P&L @ SS: $-23,640 (+$1,860 vs today)
Do-nothing baseline at SS: $3,710 (this trade vs do-nothing: $-27,350, the opportunity cost of earning $11,727/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,800, position total $-22,190 (+$3,310 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 (8 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 8 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: 0.900 (fallback)  |  Recovery@SS: +$29,160 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $3,710

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.504d17 Jul 2026$0.2433/50$5,940$5,98686%90%+$4,711-$16,76477.4%$-13,087 (vs do-nothing $-16,797)
$13.5011d24 Jul 2026$0.4746/50$5,896$5,90775%82%+$3,156-$22,310103.0%$-18,646 (vs do-nothing $-22,356)
$134d17 Jul 2026$0.3921/50$6,142$6,22274%84%+$4,142-$11,40352.7%$-7,714 (vs do-nothing $-11,424)
$1311d24 Jul 2026$0.6335/50$6,014$6,05567%78%+$2,691-$18,16583.9%$-14,490 (vs do-nothing $-18,200)
$1318d31 Jul 2026$0.8542/50$5,950$5,97264%76%+$2,161-$20,87496.4%$-17,206 (vs do-nothing $-20,916)
$12.504d17 Jul 2026$0.6113/50$5,948$6,04858%78%+$3,177-$7,42334.3%$-3,726 (vs do-nothing $-7,436)
$12.5018d31 Jul 2026$1.1332/50$6,027$6,07656%73%+$2,071-$16,60876.7%$-12,930 (vs do-nothing $-16,640)
$12.5011d24 Jul 2026$0.8625/50$5,864$5,93256%73%+$2,216-$13,65063.0%$-9,965 (vs do-nothing $-13,675)

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 50 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-13 13:12