FORTRESS FIGHT: MARA-LC20-1782 @ $12.38

BE SS: $24.33  |  CC-SS: $18.87  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:27

MARA-LC20-1782 @ $12.38   UNDERWATER $11.95 (49.1% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
MARA reports 2026-07-29 (Wed), in 16 days. The CC strikes recommended below expire on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. Wait for the print, or sell only an expiry that closes BEFORE 2026-07-29.

50 contracts (5,000 sh)  |  BE SS: $24.33  |  CC-SS: $18.87  |  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 $18.87 (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 16 · 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 85%, breach 15%) 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 27% (+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 $16,922 (78% 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, 85% survival, $5,940/mo (E[net] $3,059/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 × $13.5085%$5,940$3,059
NEXT FRIDAY24 Jul 2026 · 11d46 × $13.5075%$5,896$1,852

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $3,059/mo 🏆 GRAND PICK

🎯 Engine pick: sell 33 × $13.50 (primary), 85% survival, breach 15%, $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 15% → 7%) for $690/mo less (12% income) buys safety you do not really need here.
MARA  spot $12.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal37 × $1417 Jul4d13.1%93%15%$518$3,885-$2,055$17,493
Sell 37 × $14 13.1% OTM over spot $12.38 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)
94%
EV / mo
+$3,339
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-4.1] median, 0.1 mo faster than no FIGHT (2.4 mo)  ·  56% of paths whole by 9 mo (vs 48% without)  ·  ~4.0 challenges expected  ·  median CC cash $9,189
🛡 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)
-$1,764
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 84% POP
79% 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: $0.87/sh now → $0.62 mid-life (likely $0.56–$1.03)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 251 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+$0.33/sh+$1,227
cycle +$1,745
[+$836…+$1,601] · 91% credit
70%
surv 53%
-$16,452 NOT
cap gain +$9,048
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.20/sh+$747
cycle +$1,265
[+$108…+$1,086] · 78% credit
78%
surv 69%
-$11,892 NOT
cap gain +$13,608
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.11/sh+$398
cycle +$916
[-$136…+$693] · 70% credit
76%
surv 65%
-$14,491 NOT
cap gain +$11,009
Max even-money escape in the band~$1631 Jul 202616d left+$0.04/sh+$154
cycle +$672
[-$592…+$461] · 53% credit
81%
surv 74%
-$10,235 NOT
cap gain +$15,265
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-$0.04/sh-$142
cycle +$376
[-$945…+$148] · 33% credit
84%
surv 79%
-$8,281 NOT
cap gain +$17,219
budget: banked $518 debit $142 (27% used ≈ 0.2 wk of income) → whole cycle still +$376 cash · rolled 37 ct earn ≈ $4,013/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 $18.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,493
… as % of IC ($21,650)80.8%
… as % of ML ($56,650)30.9%
Recovery months (at normal income)1.5 mo
Surgical close (37 ct)$-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)$518$-17,679+$7,821+$481
+2.5%$14.35 (1.8σ)$-777$-17,399+$8,101-$814
+5%$14.70 (2.1σ)$-2,072$-17,119+$8,381-$2,109
SS (= V-bounce)$24.33 (11.0σ)$-37,703$-9,844+$15,656-$36,519
V-BOUNCE STRESS (stock → CC-SS $18.87, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,195
− CC assignment net of premium (37 × $14): -$17,493
+ Conservative CC premium (13 × $24): +$13
Total Position P&L @ SS: $-13,785 (+$11,715 vs today)
Do-nothing baseline at SS: $3,745 (this trade vs do-nothing: $-17,530, 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 $-16,143 (+$9,357 vs today)
🛡 safe yield50 × $1417 Jul4d13.1%93%15%$700$5,250-$690$23,639
Sell 50 × $14 13.1% OTM over spot $12.38 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)
94%
EV / mo
+$4,512
📈 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)  ·  59% of paths whole by 9 mo (vs 45% without)  ·  ~4.0 challenges expected  ·  median CC cash $11,860
🛡 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)
-$2,384
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 84% POP
79% 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: $0.87/sh now → $0.62 mid-life (likely $0.55–$1.03)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 284 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+$0.33/sh+$1,658
cycle +$2,358
[+$1,096…+$2,173] · 91% credit
70%
surv 53%
-$15,852 NOT
cap gain +$9,648
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.20/sh+$1,010
cycle +$1,710
[+$132…+$1,500] · 78% credit
78%
surv 69%
-$11,460 NOT
cap gain +$14,040
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.11/sh+$537
cycle +$1,237
[-$215…+$951] · 70% credit
76%
surv 65%
-$14,183 NOT
cap gain +$11,317
Max even-money escape in the band~$1631 Jul 202616d left+$0.04/sh+$208
cycle +$908
[-$844…+$653] · 52% credit
81%
surv 74%
-$10,012 NOT
cap gain +$15,488
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-$0.04/sh-$192
cycle +$508
[-$1,293…+$221] · 35% credit
84%
surv 79%
-$8,162 NOT
cap gain +$17,338
budget: banked $700 debit $192 (27% used ≈ 0.2 wk of income) → whole cycle still +$508 cash · rolled 50 ct earn ≈ $5,423/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 $18.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,639
… as % of IC ($21,650)109.2%
… as % of ML ($56,650)41.7%
Recovery months (at normal income)2.0 mo
Surgical close (50 ct)$-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)$700$-17,510+$7,990+$650
+2.5%$14.35 (1.8σ)$-1,050$-17,685+$7,815-$1,100
+5%$14.70 (2.1σ)$-2,800$-17,860+$7,640-$2,850
SS (= V-bounce)$24.33 (11.0σ)$-50,950$-22,675+$2,825-$49,350
V-BOUNCE STRESS (stock → CC-SS $18.87, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,195
− CC assignment net of premium (50 × $14): -$23,639
Total Position P&L @ SS: $-19,944 (+$5,556 vs today)
Do-nothing baseline at SS: $3,745 (this trade vs do-nothing: $-23,689, 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 $-18,470 (+$7,030 vs today)
🎯 50% normal33 × $13.5017 Jul4d9.0%85%20%$792$5,940$16,922
Sell 33 × $13.50 9.0% OTM over spot $12.38 17 Jul 2026 (4d, $0.25 mid)
= $792 credit for the 4d cycle → $5,940/mo projected
Survival (stays ≤ $13.50)
85%
Breach risk
15%
POP (stays ≤ $13.75)
90%
EV / mo
+$4,592
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.4-4.3] median, 0.3 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung  ·  59% of paths whole by 9 mo (vs 44% without)  ·  ~8.3 challenges expected  ·  median CC cash $14,667
🛡 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)
20%
Flat exit net (mid-life)
-$1,126
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 87% POP
84% 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: $0.82/sh now → $0.58 mid-life (likely $0.60–$1.05)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 601 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 (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+$0.31/sh+$1,033
cycle +$1,825
[+$564…+$1,242] · 91% credit
70%
surv 53%
-$18,618 NOT
cap gain +$6,882
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.17/sh+$548
cycle +$1,340
[-$171…+$688] · 68% credit
78%
surv 70%
-$14,063 NOT
cap gain +$11,437
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.08/sh+$278
cycle +$1,070
[-$326…+$392] · 54% credit
77%
surv 65%
-$16,583 NOT
cap gain +$8,917
Max even-money escape in the band~$1531 Jul 202616d left+$0.01/sh+$32
cycle +$824
[-$791…+$115] · 30% credit
81%
surv 75%
-$12,329 NOT
cap gain +$13,171
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-$0.18/sh-$595
cycle +$197
[-$1,573…-$581] · 4% credit
87%
surv 84%
-$8,456 NOT
cap gain +$17,044
budget: banked $792 debit $595 (75% used ≈ 0.4 wk of income) → whole cycle still +$197 cash · rolled 33 ct earn ≈ $2,479/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 $18.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,922
… as % of IC ($21,650)78.2%
… as % of ML ($56,650)29.9%
Recovery months (at normal income)1.4 mo
Surgical close (33 ct)$-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 (1.0σ)$792$-19,651+$5,849+$759
+2.5%$13.84 (1.3σ)$-322$-19,246+$6,254-$355
+5%$14.18 (1.7σ)$-1,436$-18,841+$6,659-$1,469
SS (= V-bounce)$24.33 (11.0σ)$-34,947$-7,216+$18,284-$33,891
V-BOUNCE STRESS (stock → CC-SS $18.87, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,195
− CC assignment net of premium (33 × $13.50): -$16,922
+ Conservative CC premium (17 × $24): +$17
Total Position P&L @ SS: $-13,210 (+$12,290 vs today)
Do-nothing baseline at SS: $3,745 (this trade vs do-nothing: $-16,955, 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 $-16,747 (+$8,753 vs today)
100% normal41 × $1317 Jul4d5.0%73%55%$1,599$11,992+$6,053$22,459
Sell 41 × $13 5.0% OTM over spot $12.38 17 Jul 2026 (4d, $0.40 mid)
= $1,599 credit for the 4d cycle → $11,992/mo projected
Survival (stays ≤ $13)
73%
Breach risk
27%
POP (stays ≤ $13.40)
83%
EV / mo
+$7,774
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-4.2] median, 0.3 mo faster than no FIGHT (2.6 mo)  ·  76% of paths whole by 9 mo (vs 50% without)  ·  ~14.0 challenges expected  ·  median CC cash $19,939
🛡 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)
-$641
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: $0.77/sh now → $0.55 mid-life (likely $0.61–$0.99)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,101 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+$0.29/sh+$1,209
cycle +$2,808
[+$589…+$1,214] · 92% credit
70%
surv 53%
-$19,893 NOT
cap gain +$5,607
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202616d left+$0.32/sh+$1,327
cycle +$2,926
[+$552…+$1,316] · 89% credit
75%
surv 63%
-$16,985 NOT
cap gain +$8,515
Max even-money escape in the band~$1431 Jul 202616d left+$0.13/sh+$542
cycle +$2,141
[-$370…+$489] · 55% credit
78%
surv 70%
-$15,520 NOT
cap gain +$9,980
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+$255
cycle +$1,854
[-$496…+$211] · 37% credit
77%
surv 66%
-$18,057 NOT
cap gain +$7,443
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.31/sh-$1,258
cycle +$341
[-$2,616…-$1,421]
90%
surv 89%
-$8,320 NOT
cap gain +$17,180
budget: banked $1,599 debit $1,258 (79% used ≈ 0.5 wk of income) → whole cycle still +$341 cash · rolled 41 ct earn ≈ $1,843/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 $18.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,459
… as % of IC ($21,650)103.7%
… as % of ML ($56,650)39.6%
Recovery months (at normal income)1.9 mo
Surgical close (41 ct)$-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)$1,599$-21,102+$4,398+$1,558
+2.5%$13.32 (≤1σ, normal week)$267$-20,972+$4,528+$226
+5%$13.65 (1.2σ)$-1,066$-20,842+$4,658-$1,107
SS (= V-bounce)$24.33 (11.0σ)$-44,854$-16,867+$8,633-$43,542
V-BOUNCE STRESS (stock → CC-SS $18.87, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,195
− CC assignment net of premium (41 × $13): -$22,459
+ Conservative CC premium (9 × $24): +$9
Total Position P&L @ SS: $-18,755 (+$6,745 vs today)
Do-nothing baseline at SS: $3,745 (this trade vs do-nothing: $-22,500, 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 $-19,934 (+$5,566 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on MARA are the tiebreakers.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $1,852/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 $12.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $1524 Jul11d21.2%91%19%$850$2,318-$3,578$18,489
Sell 50 × $15 21.2% OTM over spot $12.38 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)
92%
EV / mo
+$1,611
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.2-4.0] median  ·  55% of paths whole by 9 mo (vs 48% without)  ·  ~2.1 challenges expected  ·  median CC cash $8,424
🛡 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)
-$3,750
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: $1.30/sh now → $0.92 mid-life (likely $0.73–$1.21)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 363 simulated challenges: the $15 strike is typically first touched on day 8 of 11, at $15 (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 (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+$0.36/sh+$1,794
cycle +$2,644
[+$1,687…+$2,578] · 100% credit
71%
surv 54%
-$11,066 NOT
cap gain +$14,434
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.08/sh+$389
cycle +$1,239
[+$130…+$962] · 85% credit
75%
surv 62%
-$9,681 NOT
cap gain +$15,819
Max even-money escape in the band~$1631 Jul 202612d left+$0.08/sh+$389
cycle +$1,239
[+$130…+$962] · 85% credit
75%
surv 62%
-$9,681 NOT
cap gain +$15,819
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-$0.12/sh-$599
cycle +$251
[-$1,026…-$93] · 21% credit
78%
surv 69%
-$8,419 NOT
cap gain +$17,081
budget: banked $850 debit $599 (71% used ≈ 1.1 wk of income) → whole cycle still +$251 cash · rolled 50 ct earn ≈ $10,002/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 $18.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,489
… as % of IC ($21,650)85.4%
… as % of ML ($56,650)32.6%
Recovery months (at normal income)1.6 mo
Surgical close (50 ct)$-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)$850$-12,860+$12,640+$800
+2.5%$15.37 (1.7σ)$-1,025$-13,047+$12,452-$1,075
+5%$15.75 (1.9σ)$-2,900$-13,235+$12,265-$2,950
SS (= V-bounce)$24.33 (6.6σ)$-45,800$-17,525+$7,975-$44,200
V-BOUNCE STRESS (stock → CC-SS $18.87, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,195
− CC assignment net of premium (50 × $15): -$18,489
Total Position P&L @ SS: $-14,794 (+$10,706 vs today)
Do-nothing baseline at SS: $3,745 (this trade vs do-nothing: $-18,539, 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 $-13,320 (+$12,180 vs today)
33% normal ← lean43 × $1424 Jul11d13.1%82%38%$1,419$3,870-$2,026$19,513
Sell 43 × $14 13.1% OTM over spot $12.38 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
+$2,222
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.2-4.2] median, 0.4 mo faster than no FIGHT (2.6 mo)  ·  58% of paths whole by 9 mo (vs 48% without)  ·  ~4.6 challenges expected  ·  median CC cash $11,216
🛡 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)
29%
Flat exit net (mid-life)
-$2,115
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 82% 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: $1.16/sh now → $0.82 mid-life (likely $0.80–$1.25)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$0.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 860 simulated challenges: the $14 strike is typically first touched on day 6 of 11, 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 (43 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.32/sh+$1,388
cycle +$2,807
[+$1,083…+$1,684] · 100% credit
71%
surv 53%
-$15,396 NOT
cap gain +$10,104
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.32/sh+$1,389
cycle +$2,808
[+$1,134…+$1,669] · 100% credit
72%
surv 55%
-$14,855 NOT
cap gain +$10,645
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.04/sh+$174
cycle +$1,593
[-$260…+$333] · 47% credit
75%
surv 63%
-$13,820 NOT
cap gain +$11,680
Max even-money escape in the band~$1531 Jul 202612d left+$0.04/sh+$174
cycle +$1,593
[-$260…+$333] · 47% credit
75%
surv 63%
-$13,820 NOT
cap gain +$11,680
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-$0.31/sh-$1,312
cycle +$107
[-$2,065…-$1,270] · 1% credit
82%
surv 77%
-$10,806 NOT
cap gain +$14,694
budget: banked $1,419 debit $1,312 (92% used ≈ 1.5 wk of income) → whole cycle still +$107 cash · rolled 43 ct earn ≈ $5,556/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 $18.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,513
… as % of IC ($21,650)90.1%
… as % of ML ($56,650)34.4%
Recovery months (at normal income)1.7 mo
Surgical close (43 ct)$-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)$1,419$-16,784+$8,716+$1,376
+2.5%$14.35 (1.1σ)$-86$-16,714+$8,786-$129
+5%$14.70 (1.3σ)$-1,591$-16,644+$8,856-$1,634
SS (= V-bounce)$24.33 (6.6σ)$-43,000$-14,949+$10,551-$41,624
V-BOUNCE STRESS (stock → CC-SS $18.87, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,195
− CC assignment net of premium (43 × $14): -$19,513
+ Conservative CC premium (7 × $24): +$7
Total Position P&L @ SS: $-15,810 (+$9,690 vs today)
Do-nothing baseline at SS: $3,745 (this trade vs do-nothing: $-19,556, 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 $-16,400 (+$9,100 vs today)
🎯 50% normal46 × $13.5024 Jul11d9.0%75%42%$2,162$5,896$22,530
Sell 46 × $13.50 9.0% OTM over spot $12.38 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
+$3,027
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.4-4.5] median, 0.2 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  60% of paths whole by 9 mo (vs 44% without)  ·  ~7.0 challenges expected  ·  median CC cash $15,355
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
42%
Flat exit net (mid-life)
-$1,402
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% 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: $1.10/sh now → $0.77 mid-life (likely $0.87–$1.25)≈ $0 at expiry  |  you banked $0.47/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,248 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
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.31/sh+$1,405
cycle +$3,567
[+$992…+$1,460] · 100% credit
71%
surv 53%
-$16,889 NOT
cap gain +$8,611
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.30/sh+$1,388
cycle +$3,550
[+$1,043…+$1,441] · 100% credit
72%
surv 55%
-$16,366 NOT
cap gain +$9,134
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.02/sh+$104
cycle +$2,266
[-$465…+$31] · 27% credit
75%
surv 64%
-$15,400 NOT
cap gain +$10,100
Max even-money escape in the band~$1431 Jul 202612d left+$0.02/sh+$104
cycle +$2,266
[-$465…+$31] · 27% credit
75%
surv 64%
-$15,400 NOT
cap gain +$10,100
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-$0.40/sh-$1,824
cycle +$338
[-$2,825…-$2,055]
86%
surv 83%
-$10,578 NOT
cap gain +$14,922
budget: banked $2,162 debit $1,824 (84% used ≈ 1.3 wk of income) → whole cycle still +$338 cash · rolled 46 ct earn ≈ $4,352/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 $18.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,530
… as % of IC ($21,650)104.1%
… as % of ML ($56,650)39.8%
Recovery months (at normal income)1.9 mo
Surgical close (46 ct)$-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)$2,162$-18,294+$7,206+$2,116
+2.5%$13.84 (≤1σ, normal week)$610$-18,328+$7,172+$564
+5%$14.18 (≤1σ, normal week)$-943$-18,362+$7,138-$989
SS (= V-bounce)$24.33 (6.6σ)$-47,656$-19,509+$5,991-$46,184
V-BOUNCE STRESS (stock → CC-SS $18.87, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,195
− CC assignment net of premium (46 × $13.50): -$22,530
+ Conservative CC premium (4 × $24): +$4
Total Position P&L @ SS: $-18,831 (+$6,669 vs today)
Do-nothing baseline at SS: $3,745 (this trade vs do-nothing: $-22,576, 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 $-18,536 (+$6,964 vs today)
100% normal50 × $12.5024 Jul11d1.0%56%94%$4,300$11,727+$5,831$27,539
Sell 50 × $12.50 1.0% OTM over spot $12.38 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
+$4,166
📈 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)  ·  ~20.1 challenges expected  ·  median CC cash $16,113
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
77%
Flat exit net (mid-life)
+$877
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: $0.97/sh now → $0.68 mid-life (likely $0.96–$1.35)≈ $0 at expiry  |  you banked $0.86/sh, so a flat mid-life exit nets +$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,302 simulated challenges: the $12 strike is typically first touched on day 3 of 11, at $13 (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 (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+$0.26/sh+$1,304
cycle +$5,604
[+$797…+$1,000] · 100% credit
72%
surv 56%
-$18,816 NOT
cap gain +$6,684
Max even-money escape in the band~$1331 Jul 202612d left+$0.26/sh+$1,304
cycle +$5,604
[+$797…+$1,000] · 100% credit
72%
surv 56%
-$18,816 NOT
cap gain +$6,684
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+$0.27/sh+$1,359
cycle +$5,659
[+$756…+$1,009] · 100% credit
71%
surv 53%
-$19,301 NOT
cap gain +$6,199
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.49/sh-$2,440
cycle +$1,860
[-$4,270…-$3,192]
91%
surv 90%
-$11,310 NOT
cap gain +$14,190
budget: banked $4,300 debit $2,440 (57% used ≈ 0.9 wk of income) → whole cycle still +$1,860 cash · rolled 50 ct earn ≈ $2,459/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 $18.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,539
… as % of IC ($21,650)127.2%
… as % of ML ($56,650)48.6%
Recovery months (at normal income)2.3 mo
Surgical close (50 ct)$-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)$4,300$-20,660+$4,840+$4,250
+2.5%$12.81 (≤1σ, normal week)$2,738$-20,816+$4,684+$2,688
+5%$13.12 (≤1σ, normal week)$1,175$-20,972+$4,527+$1,125
SS (= V-bounce)$24.33 (6.6σ)$-54,850$-26,575-$1,075-$53,250
V-BOUNCE STRESS (stock → CC-SS $18.87, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,195
− CC assignment net of premium (50 × $12.50): -$27,539
Total Position P&L @ SS: $-23,844 (+$1,656 vs today)
Do-nothing baseline at SS: $3,745 (this trade vs do-nothing: $-27,589, 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 $-22,370 (+$3,130 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: +$29,195 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $3,745

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.504d17 Jul 2026$0.2433/50$5,940$5,98685%90%+$4,592-$16,92278.2%$-13,210 (vs do-nothing $-16,955)
$13.5011d24 Jul 2026$0.4746/50$5,896$5,90775%82%+$3,027-$22,530104.1%$-18,831 (vs do-nothing $-22,576)
$134d17 Jul 2026$0.3921/50$6,142$6,22273%83%+$3,982-$11,50453.1%$-7,779 (vs do-nothing $-11,525)
$1311d24 Jul 2026$0.6335/50$6,014$6,05566%77%+$2,552-$18,33384.7%$-14,622 (vs do-nothing $-18,368)
$1318d31 Jul 2026$0.8542/50$5,950$5,97264%76%+$2,046-$21,07597.3%$-17,372 (vs do-nothing $-21,117)
$12.504d17 Jul 2026$0.6113/50$5,948$6,04856%76%+$3,000-$7,48534.6%$-3,753 (vs do-nothing $-7,498)
$12.5018d31 Jul 2026$1.1332/50$6,027$6,07656%72%+$1,963-$16,76177.4%$-13,048 (vs do-nothing $-16,793)
$12.5011d24 Jul 2026$0.8625/50$5,864$5,93256%73%+$2,083-$13,77063.6%$-10,049 (vs do-nothing $-13,795)

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 13:27