FORTRESS FIGHT: MARA-LC20-1782 @ $12.43

BE SS: $24.33  |  CC-SS: $18.93  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 19:31

MARA-LC20-1782 @ $12.43   UNDERWATER $11.90 (48.9% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 16 days. The recommended CC (4d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-07-29.

50 contracts (5,000 sh)  |  BE SS: $24.33  |  CC-SS: $18.93  |  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 $18.93 (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; the banked-floor (info) shows how far premium would ratchet the floor, but the recommended CC-SS stays the pure recovery strike.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 61 (live) · RSI 52 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 44 · %B 17 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.92 (+28%) · 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 84%, breach 16%) 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 28% (+13pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 37 × $14/4d (92% survival, $3,885/mo).
Downside anchor: the primary mortgages $17,119 (79% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 1.5 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, 84% survival, $5,940/mo (E[net] $3,046/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 × $13.5084%$5,940$3,046
NEXT FRIDAY24 Jul 2026 · 11d46 × $13.5074%$5,896$1,834

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $3,046/mo 🏆 GRAND PICK

🎯 Engine pick: sell 33 × $13.50 (primary), 84% survival, breach 16%, $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 92% (breach 16% → 8%) for $690/mo less (12% income) buys safety you do not really need here.
MARA  spot $12.43 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal37 × $1417 Jul4d12.6%92%16%$518$3,885-$2,055$17,714
Sell 37 × $14 12.6% OTM over spot $12.43 17 Jul 2026 (4d, $0.15 mid)
= $518 credit for the 4d cycle → $3,885/mo projected
Survival (stays ≤ $14)
92%
Breach risk
8%
POP (stays ≤ $14.15)
94%
EV / mo
+$3,262
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.2-4.1] median  ·  56% of paths whole by 9 mo (vs 48% without)  ·  ~4.4 challenges expected  ·  median CC cash $9,691
🛡 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)
-$1,618
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$17 @ 86% POP
83% 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: $0.82/sh now → $0.58 mid-life (likely $0.55–$0.98)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 271 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+$0.37/sh+$1,351
cycle +$1,869
[+$1,000…+$1,688] · 96% credit
70%
surv 53%
-$16,553 NOT
cap gain +$8,947
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.23/sh+$851
cycle +$1,369
[+$292…+$1,137] · 82% credit
77%
surv 68%
-$12,238 NOT
cap gain +$13,262
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.14/sh+$510
cycle +$1,028
[+$35…+$740] · 75% credit
76%
surv 64%
-$14,829 NOT
cap gain +$10,671
Max even-money escape in the band~$1631 Jul 202616d left+$0.07/sh+$261
cycle +$779
[-$434…+$496] · 59% credit
80%
surv 74%
-$10,578 NOT
cap gain +$14,922
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1731 Jul 202616d left-$0.12/sh-$459
cycle +$59
[-$1,342…-$290] · 13% credit
86%
surv 83%
-$6,798 NOT
cap gain +$18,702
budget: banked $518 debit $459 (89% used ≈ 0.5 wk of income) → whole cycle still +$59 cash · rolled 37 ct earn ≈ $3,143/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 $18.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,714
… as % of IC ($21,650)81.8%
… as % of ML ($56,650)31.3%
Recovery months (at normal income)1.5 mo
Surgical close (37 ct)$-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 (1.4σ)$518$-17,904+$7,596+$481
+2.5%$14.35 (1.8σ)$-777$-17,624+$7,876-$814
+5%$14.70 (2.1σ)$-2,072$-17,344+$8,156-$2,109
SS (= V-bounce)$24.33 (10.9σ)$-37,703$-10,069+$15,431-$36,519
V-BOUNCE STRESS (stock → CC-SS $18.93, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,239
− CC assignment net of premium (37 × $14): -$17,714
+ Conservative CC premium (13 × $24): +$13
Total Position P&L @ SS: $-13,962 (+$11,538 vs today)
Do-nothing baseline at SS: $3,789 (this trade vs do-nothing: $-17,751, 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 $-16,368 (+$9,132 vs today)
🛡 safe yield50 × $1417 Jul4d12.6%92%16%$700$5,250-$690$23,938
Sell 50 × $14 12.6% OTM over spot $12.43 17 Jul 2026 (4d, $0.15 mid)
= $700 credit for the 4d cycle → $5,250/mo projected
Survival (stays ≤ $14)
92%
Breach risk
8%
POP (stays ≤ $14.15)
94%
EV / mo
+$4,408
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.5-4.4] median, 0.2 mo faster than no FIGHT (2.9 mo)  ·  60% of paths whole by 9 mo (vs 45% without)  ·  ~4.3 challenges expected  ·  median CC cash $12,921
🛡 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)
10%
Flat exit net (mid-life)
-$2,186
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$17 @ 86% POP
83% 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: $0.82/sh now → $0.58 mid-life (likely $0.52–$0.95)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 294 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+$0.37/sh+$1,826
cycle +$2,526
[+$1,427…+$2,316] · 95% credit
70%
surv 53%
-$15,909 NOT
cap gain +$9,591
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.23/sh+$1,151
cycle +$1,851
[+$471…+$1,601] · 84% credit
77%
surv 68%
-$11,769 NOT
cap gain +$13,731
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.14/sh+$689
cycle +$1,389
[+$137…+$1,060] · 78% credit
76%
surv 64%
-$14,481 NOT
cap gain +$11,019
Max even-money escape in the band~$1631 Jul 202616d left+$0.07/sh+$353
cycle +$1,053
[-$501…+$753] · 58% credit
80%
surv 74%
-$10,317 NOT
cap gain +$15,183
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1731 Jul 202616d left-$0.12/sh-$621
cycle +$79
[-$1,700…-$305] · 15% credit
86%
surv 83%
-$6,791 NOT
cap gain +$18,709
budget: banked $700 debit $621 (89% used ≈ 0.5 wk of income) → whole cycle still +$79 cash · rolled 50 ct earn ≈ $4,247/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 $18.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,938
… as % of IC ($21,650)110.6%
… as % of ML ($56,650)42.3%
Recovery months (at normal income)2.0 mo
Surgical close (50 ct)$-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 (1.4σ)$700$-17,735+$7,765+$650
+2.5%$14.35 (1.8σ)$-1,050$-17,910+$7,590-$1,100
+5%$14.70 (2.1σ)$-2,800$-18,085+$7,415-$2,850
SS (= V-bounce)$24.33 (10.9σ)$-50,950$-22,900+$2,600-$49,350
V-BOUNCE STRESS (stock → CC-SS $18.93, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,239
− CC assignment net of premium (50 × $14): -$23,938
Total Position P&L @ SS: $-20,199 (+$5,301 vs today)
Do-nothing baseline at SS: $3,789 (this trade vs do-nothing: $-23,988, 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 $-18,695 (+$6,805 vs today)
🎯 50% normal33 × $13.5017 Jul4d8.6%84%22%$792$5,940$17,119
Sell 33 × $13.50 8.6% OTM over spot $12.43 17 Jul 2026 (4d, $0.25 mid)
= $792 credit for the 4d cycle → $5,940/mo projected
Survival (stays ≤ $13.50)
84%
Breach risk
16%
POP (stays ≤ $13.75)
89%
EV / mo
+$4,430
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.3-4.7] median, 0.4 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  60% of paths whole by 9 mo (vs 44% without)  ·  ~8.9 challenges expected  ·  median CC cash $15,622
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
22%
Flat exit net (mid-life)
-$1,002
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: $0.77/sh now → $0.54 mid-life (likely $0.56–$0.98)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 645 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+$0.34/sh+$1,137
cycle +$1,929
[+$744…+$1,343] · 95% credit
70%
surv 53%
-$18,739 NOT
cap gain +$6,761
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.19/sh+$641
cycle +$1,433
[-$6…+$765] · 75% credit
77%
surv 69%
-$14,420 NOT
cap gain +$11,080
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.11/sh+$378
cycle +$1,170
[-$152…+$482] · 65% credit
76%
surv 64%
-$16,933 NOT
cap gain +$8,567
Max even-money escape in the band~$1531 Jul 202616d left+$0.04/sh+$127
cycle +$919
[-$627…+$200] · 39% credit
81%
surv 75%
-$12,684 NOT
cap gain +$12,816
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-$0.15/sh-$497
cycle +$295
[-$1,396…-$499] · 6% credit
87%
surv 84%
-$8,808 NOT
cap gain +$16,692
budget: banked $792 debit $497 (63% used ≈ 0.4 wk of income) → whole cycle still +$295 cash · rolled 33 ct earn ≈ $2,432/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 $18.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,119
… as % of IC ($21,650)79.1%
… as % of ML ($56,650)30.2%
Recovery months (at normal income)1.5 mo
Surgical close (33 ct)$-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 (≤1σ, normal week)$792$-19,876+$5,624+$759
+2.5%$13.84 (1.3σ)$-322$-19,471+$6,029-$355
+5%$14.18 (1.6σ)$-1,436$-19,066+$6,434-$1,469
SS (= V-bounce)$24.33 (10.9σ)$-34,947$-7,441+$18,059-$33,891
V-BOUNCE STRESS (stock → CC-SS $18.93, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,239
− CC assignment net of premium (33 × $13.50): -$17,119
+ Conservative CC premium (17 × $24): +$17
Total Position P&L @ SS: $-13,363 (+$12,137 vs today)
Do-nothing baseline at SS: $3,789 (this trade vs do-nothing: $-17,152, 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 $-16,972 (+$8,528 vs today)
100% normal41 × $1317 Jul4d4.6%72%59%$1,599$11,992+$6,053$22,704
Sell 41 × $13 4.6% OTM over spot $12.43 17 Jul 2026 (4d, $0.40 mid)
= $1,599 credit for the 4d cycle → $11,992/mo projected
Survival (stays ≤ $13)
72%
Breach risk
28%
POP (stays ≤ $13.40)
82%
EV / mo
+$7,358
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.2-4.3] median, 0.1 mo faster than no FIGHT (2.6 mo)  ·  76% of paths whole by 9 mo (vs 49% without)  ·  ~15.2 challenges expected  ·  median CC cash $19,847
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
39%
Flat exit net (mid-life)
-$498
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$17 @ 92% POP
91% 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: $0.72/sh now → $0.51 mid-life (likely $0.58–$0.95)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$0.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,171 simulated challenges: the $13 strike is typically first touched on day 2 of 4, at $13 (overshoots $0.31). 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+$0.32/sh+$1,331
cycle +$2,930
[+$774…+$1,336] · 96% credit
70%
surv 53%
-$19,996 NOT
cap gain +$5,504
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202616d left+$0.16/sh+$656
cycle +$2,255
[-$209…+$596] · 65% credit
78%
surv 70%
-$15,856 NOT
cap gain +$9,644
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.09/sh+$379
cycle +$1,978
[-$330…+$331] · 51% credit
76%
surv 65%
-$18,383 NOT
cap gain +$7,117
Max even-money escape in the band~$1531 Jul 202616d left+$0.01/sh+$35
cycle +$1,634
[-$953…-$64] · 21% credit
81%
surv 76%
-$14,227 NOT
cap gain +$11,273
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1731 Jul 202616d left-$0.30/sh-$1,217
cycle +$382
[-$2,567…-$1,417]
92%
surv 91%
-$6,479 NOT
cap gain +$19,021
budget: banked $1,599 debit $1,217 (76% used ≈ 0.4 wk of income) → whole cycle still +$382 cash · rolled 41 ct earn ≈ $1,649/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 $18.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,704
… as % of IC ($21,650)104.9%
… as % of ML ($56,650)40.1%
Recovery months (at normal income)1.9 mo
Surgical close (41 ct)$-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)$1,599$-21,327+$4,173+$1,558
+2.5%$13.32 (≤1σ, normal week)$267$-21,197+$4,303+$226
+5%$13.65 (1.1σ)$-1,066$-21,067+$4,433-$1,107
SS (= V-bounce)$24.33 (10.9σ)$-44,854$-17,092+$8,408-$43,542
V-BOUNCE STRESS (stock → CC-SS $18.93, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,239
− CC assignment net of premium (41 × $13): -$22,704
+ Conservative CC premium (9 × $24): +$9
Total Position P&L @ SS: $-18,956 (+$6,544 vs today)
Do-nothing baseline at SS: $3,789 (this trade vs do-nothing: $-22,745, 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 $-20,159 (+$5,341 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] $1,834/mo

🎯 Engine pick: sell 46 × $13.50 (primary), 74% survival, breach 26%, $5,896/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 81% (breach 26% → 19%) 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 $12.43 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $1524 Jul11d20.7%91%19%$850$2,318-$3,578$18,788
Sell 50 × $15 20.7% OTM over spot $12.43 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
+$1,557
📈 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)  ·  ~2.2 challenges expected  ·  median CC cash $8,465
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$3,569
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 77% POP
68% 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: $1.25/sh now → $0.88 mid-life (likely $0.72–$1.19)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 376 simulated challenges: the $15 strike is typically first touched on day 8 of 11, at $15 (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
Roll out (same strike, buy time)~$1531 Jul 202612d left+$0.39/sh+$1,934
cycle +$2,784
[+$1,827…+$2,680] · 100% credit
71%
surv 54%
-$11,151 NOT
cap gain +$14,349
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.10/sh+$513
cycle +$1,363
[+$219…+$1,056] · 88% credit
74%
surv 62%
-$10,007 NOT
cap gain +$15,493
Max even-money escape in the band~$1631 Jul 202612d left+$0.10/sh+$513
cycle +$1,363
[+$219…+$1,056] · 88% credit
74%
surv 62%
-$10,007 NOT
cap gain +$15,493
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-$0.09/sh-$472
cycle +$378
[-$921…-$7] · 25% credit
77%
surv 68%
-$8,742 NOT
cap gain +$16,758
budget: banked $850 debit $472 (56% used ≈ 0.9 wk of income) → whole cycle still +$378 cash · rolled 50 ct earn ≈ $9,867/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 $18.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,788
… as % of IC ($21,650)86.8%
… as % of ML ($56,650)33.2%
Recovery months (at normal income)1.6 mo
Surgical close (50 ct)$-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 (1.4σ)$850$-13,085+$12,415+$800
+2.5%$15.37 (1.6σ)$-1,025$-13,272+$12,228-$1,075
+5%$15.75 (1.8σ)$-2,900$-13,460+$12,040-$2,950
SS (= V-bounce)$24.33 (6.6σ)$-45,800$-17,750+$7,750-$44,200
V-BOUNCE STRESS (stock → CC-SS $18.93, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,239
− CC assignment net of premium (50 × $15): -$18,788
Total Position P&L @ SS: $-15,049 (+$10,451 vs today)
Do-nothing baseline at SS: $3,789 (this trade vs do-nothing: $-18,838, 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 $-13,545 (+$11,955 vs today)
33% normal ← lean43 × $1424 Jul11d12.6%81%39%$1,419$3,870-$2,026$19,770
Sell 43 × $14 12.6% OTM over spot $12.43 24 Jul 2026 (11d, $0.35 mid)
= $1,419 credit for the 11d cycle → $3,870/mo projected
Survival (stays ≤ $14)
81%
Breach risk
19%
POP (stays ≤ $14.35)
85%
EV / mo
+$2,115
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.2-4.3] median, 0.4 mo faster than no FIGHT (2.6 mo)  ·  60% of paths whole by 9 mo (vs 50% without)  ·  ~4.8 challenges expected  ·  median CC cash $11,024
🛡 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)
30%
Flat exit net (mid-life)
-$1,976
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 82% POP
76% 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: $1.12/sh now → $0.79 mid-life (likely $0.78–$1.19)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 894 simulated challenges: the $14 strike is typically first touched on day 6 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 (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+$0.35/sh+$1,495
cycle +$2,914
[+$1,243…+$1,723] · 100% credit
71%
surv 53%
-$15,514 NOT
cap gain +$9,986
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.07/sh+$281
cycle +$1,700
[-$118…+$412] · 62% credit
74%
surv 63%
-$14,163 NOT
cap gain +$11,337
Max even-money escape in the band~$1531 Jul 202612d left+$0.07/sh+$281
cycle +$1,700
[-$118…+$412] · 62% credit
74%
surv 63%
-$14,163 NOT
cap gain +$11,337
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-$0.28/sh-$1,200
cycle +$219
[-$1,905…-$1,173] · 1% credit
82%
surv 76%
-$11,144 NOT
cap gain +$14,356
budget: banked $1,419 debit $1,200 (85% used ≈ 1.3 wk of income) → whole cycle still +$219 cash · rolled 43 ct earn ≈ $5,488/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 $18.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,770
… as % of IC ($21,650)91.3%
… as % of ML ($56,650)34.9%
Recovery months (at normal income)1.7 mo
Surgical close (43 ct)$-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)$1,419$-17,009+$8,491+$1,376
+2.5%$14.35 (1.1σ)$-86$-16,939+$8,561-$129
+5%$14.70 (1.3σ)$-1,591$-16,869+$8,631-$1,634
SS (= V-bounce)$24.33 (6.6σ)$-43,000$-15,174+$10,326-$41,624
V-BOUNCE STRESS (stock → CC-SS $18.93, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,239
− CC assignment net of premium (43 × $14): -$19,770
+ Conservative CC premium (7 × $24): +$7
Total Position P&L @ SS: $-16,023 (+$9,477 vs today)
Do-nothing baseline at SS: $3,789 (this trade vs do-nothing: $-19,813, 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 $-16,625 (+$8,875 vs today)
🎯 50% normal46 × $13.5024 Jul11d8.6%74%44%$2,162$5,896$22,805
Sell 46 × $13.50 8.6% OTM over spot $12.43 24 Jul 2026 (11d, $0.49 mid)
= $2,162 credit for the 11d cycle → $5,896/mo projected
Survival (stays ≤ $13.50)
74%
Breach risk
26%
POP (stays ≤ $13.99)
81%
EV / mo
+$2,860
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.3-4.4] median  ·  59% of paths whole by 9 mo (vs 45% without)  ·  ~7.4 challenges expected  ·  median CC cash $14,957
🛡 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)
44%
Flat exit net (mid-life)
-$1,262
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 89% POP
87% 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: $1.05/sh now → $0.74 mid-life (likely $0.84–$1.21)≈ $0 at expiry  |  you banked $0.47/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,305 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+$0.33/sh+$1,513
cycle +$3,675
[+$1,163…+$1,569] · 100% credit
71%
surv 53%
-$17,006 NOT
cap gain +$8,494
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.33/sh+$1,502
cycle +$3,664
[+$1,191…+$1,557] · 100% credit
72%
surv 55%
-$16,702 NOT
cap gain +$8,798
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.05/sh+$220
cycle +$2,382
[-$293…+$159] · 35% credit
75%
surv 63%
-$15,734 NOT
cap gain +$9,766
Max even-money escape in the band~$1431 Jul 202612d left+$0.05/sh+$220
cycle +$2,382
[-$293…+$159] · 35% credit
75%
surv 63%
-$15,734 NOT
cap gain +$9,766
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-$0.47/sh-$2,142
cycle +$20
[-$3,271…-$2,412]
89%
surv 87%
-$9,096 NOT
cap gain +$16,404
budget: banked $2,162 debit $2,142 (99% used ≈ 1.6 wk of income) → whole cycle still +$20 cash · rolled 46 ct earn ≈ $3,205/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 $18.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,805
… as % of IC ($21,650)105.3%
… as % of ML ($56,650)40.3%
Recovery months (at normal income)1.9 mo
Surgical close (46 ct)$-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)$2,162$-18,519+$6,981+$2,116
+2.5%$13.84 (≤1σ, normal week)$610$-18,553+$6,947+$564
+5%$14.18 (≤1σ, normal week)$-943$-18,586+$6,914-$989
SS (= V-bounce)$24.33 (6.6σ)$-47,656$-19,734+$5,766-$46,184
V-BOUNCE STRESS (stock → CC-SS $18.93, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,239
− CC assignment net of premium (46 × $13.50): -$22,805
+ Conservative CC premium (4 × $24): +$4
Total Position P&L @ SS: $-19,062 (+$6,438 vs today)
Do-nothing baseline at SS: $3,789 (this trade vs do-nothing: $-22,851, 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 $-18,761 (+$6,739 vs today)
100% normal50 × $12.5024 Jul11d0.6%54%97%$4,300$11,727+$5,831$27,838
Sell 50 × $12.50 0.6% OTM over spot $12.43 24 Jul 2026 (11d, $0.87 mid)
= $4,300 credit for the 11d cycle → $11,727/mo projected
Survival (stays ≤ $12.50)
54%
Breach risk
46%
POP (stays ≤ $13.37)
72%
EV / mo
+$3,825
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.2-3.9] median, 0.2 mo faster than no FIGHT (2.4 mo)  ·  65% of paths whole by 9 mo (vs 50% without)  ·  ~22.2 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)
79%
Flat exit net (mid-life)
+$1,011
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 91% POP
89% 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: $0.93/sh now → $0.66 mid-life (likely $0.93–$1.31)≈ $0 at expiry  |  you banked $0.86/sh, so a flat mid-life exit nets +$0.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,360 simulated challenges: the $12 strike is typically first touched on day 2 of 11, at $13 (overshoots $0.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202612d left+$0.29/sh+$1,463
cycle +$5,763
[+$961…+$1,148] · 100% credit
71%
surv 53%
-$19,422 NOT
cap gain +$6,078
Reliable up-and-out (highest cap still free ≥60%)~$1331 Jul 202612d left+$0.29/sh+$1,431
cycle +$5,731
[+$985…+$1,144] · 100% credit
72%
surv 55%
-$19,139 NOT
cap gain +$6,361
Up-and-out for even (raise the cap, free)~$1331 Jul 202612d left+$0.01/sh+$72
cycle +$4,372
[-$733…-$323] · 7% credit
75%
surv 64%
-$18,248 NOT
cap gain +$7,252
Max even-money escape in the band~$1331 Jul 202612d left+$0.01/sh+$72
cycle +$4,372
[-$733…-$323] · 7% credit
75%
surv 64%
-$18,248 NOT
cap gain +$7,252
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.46/sh-$2,314
cycle +$1,986
[-$4,125…-$3,049]
91%
surv 89%
-$11,634 NOT
cap gain +$13,866
budget: banked $4,300 debit $2,314 (54% used ≈ 0.9 wk of income) → whole cycle still +$1,986 cash · rolled 50 ct earn ≈ $2,437/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 $18.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,838
… as % of IC ($21,650)128.6%
… as % of ML ($56,650)49.1%
Recovery months (at normal income)2.4 mo
Surgical close (50 ct)$-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)$4,300$-20,885+$4,615+$4,250
+2.5%$12.81 (≤1σ, normal week)$2,738$-21,041+$4,459+$2,688
+5%$13.12 (≤1σ, normal week)$1,175$-21,197+$4,302+$1,125
SS (= V-bounce)$24.33 (6.6σ)$-54,850$-26,800-$1,300-$53,250
V-BOUNCE STRESS (stock → CC-SS $18.93, where you are whole again, by expiry)
Starting unrealized P&L: $-25,500
+ Fortress recovery (un-capped): +$29,239
− CC assignment net of premium (50 × $12.50): -$27,838
Total Position P&L @ SS: $-24,099 (+$1,401 vs today)
Do-nothing baseline at SS: $3,789 (this trade vs do-nothing: $-27,888, 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 $-22,595 (+$2,905 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: +$29,239 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $3,789

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.504d17 Jul 2026$0.2433/50$5,940$5,98684%89%+$4,430-$17,11979.1%$-13,363 (vs do-nothing $-17,152)
$13.5011d24 Jul 2026$0.4746/50$5,896$5,90774%81%+$2,860-$22,805105.3%$-19,062 (vs do-nothing $-22,851)
$134d17 Jul 2026$0.3921/50$6,142$6,22272%82%+$3,769-$11,62953.7%$-7,861 (vs do-nothing $-11,650)
$1311d24 Jul 2026$0.6335/50$6,014$6,05565%76%+$2,373-$18,54285.6%$-14,787 (vs do-nothing $-18,577)
$1318d31 Jul 2026$0.8542/50$5,950$5,97263%75%+$1,899-$21,32698.5%$-17,579 (vs do-nothing $-21,368)
$12.5018d31 Jul 2026$1.1332/50$6,027$6,07655%72%+$1,825-$16,95278.3%$-13,195 (vs do-nothing $-16,984)
$12.5011d24 Jul 2026$0.8625/50$5,864$5,93254%72%+$1,912-$13,91964.3%$-10,155 (vs do-nothing $-13,944)
$12.504d17 Jul 2026$0.6113/50$5,948$6,04854%75%+$2,770-$7,56334.9%$-3,787 (vs do-nothing $-7,576)

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 19:31