FORTRESS FIGHT: MARA-LC20-1782 @ $12.25

BE SS: $24.33  |  CC-SS: $19.03  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 22:11

MARA-LC20-1782 @ $12.25   UNDERWATER $12.08 (49.7% 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: $19.03  |  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$8,182/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,077/mo (info only, already in marks)
Unrealized P&L$-26,500fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,091/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$8,182/mo (ATM CC, chain)
IC VELOCITY
2.6 mo to earn back $21,650
ML VELOCITY
6.9 mo to earn back $56,650
Deep drawdown confirmed: a CC at CC-SS $19.03 (probe: $19C 11d) brings only $136/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 57 (live) · RSI 50 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 16 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.95 (+30%) · daily UBB $15.40 · 1-wk expected move ±$2 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 46 contracts at $13.50 / 4d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($4,091/mo); it brings $4,140/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 30 × $12.50/4d for $8,325/mo, but breach risk rises to 40% (+23pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 50 × $14.50/4d (94% survival, $1,500/mo).
Downside anchor: the primary mortgages $24,898 (115% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 3.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 46 contracts realizes $-24,426 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 46 × $13.50, 83% survival, $4,140/mo (E[net] $1,172/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 · 4d46 × $13.5083%$4,140$1,172
NEXT FRIDAY24 Jul 2026 · 11d50 × $13.5075%$4,091$425

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $1,172/mo 🏆 GRAND PICK

🎯 Engine pick: sell 46 × $13.50 (primary), 83% survival, breach 17%, $4,140/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $14.50 rung (🛡 safe yield) lifts survival to 94% (breach 17% → 6%) for $2,640/mo less (64% income) buys safety you do not really need here.
MARA  spot $12.25 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $14.5017 Jul4d18.4%94%13%$200$1,500-$2,640$22,463
Sell 50 × $14.50 18.4% OTM over spot $12.25 17 Jul 2026 (4d, $0.04 mid)
= $200 credit for the 4d cycle → $1,500/mo projected
Survival (stays ≤ $14.50)
94%
Breach risk
6%
POP (stays ≤ $14.54)
94%
EV / mo
+$641
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.1-4.6] median, 0.1 mo SLOWER than no FIGHT (2.3 mo): roll costs eat the credits at this rung  ·  52% of paths whole by 9 mo (vs 46% without)  ·  ~3.8 challenges expected  ·  median CC cash $5,460
🛡 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)
6%
Flat exit net (mid-life)
-$2,019
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$17 @ 82% POP
78% 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: $0.63/sh now → $0.44 mid-life (likely $0.36–$0.70)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 179 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $15 (overshoots $0.43). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$0.26/sh+$1,300
cycle +$1,500
[+$1,114…+$1,725] · 96% credit
64%
surv 53%
-$16,619 NOT
cap gain +$9,881
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.12/sh+$582
cycle +$782
[+$371…+$960] · 89% credit
74%
surv 66%
-$14,543 NOT
cap gain +$11,957
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202616d left+$0.13/sh+$633
cycle +$833
[+$294…+$1,066] · 86% credit
79%
surv 74%
-$10,767 NOT
cap gain +$15,733
Max even-money escape in the band~$1731 Jul 202616d left+$0.02/sh+$99
cycle +$299
[-$347…+$510] · 52% credit
82%
surv 78%
-$9,439 NOT
cap gain +$17,061
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,500/mo
vs 50% target ($4,091/mo)-63%
vs normal income ($8,182/mo)18% covered
Net income (after hedge)$1,500/mo
Downside budget
⚠ $14.50 is $5 below CC-SS $19.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,463
… as % of IC ($21,650)103.8%
… as % of ML ($56,650)39.7%
Recovery months (at normal income)2.7 mo
Surgical close (50 ct)$-26,525
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.04 collected) or spot ≥ $14.54 (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 $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.54
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
≥ $14.54
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.8σ)$200$-17,919+$8,581+$150
+2.5%$14.86 (2.1σ)$-1,612$-18,381+$8,119-$1,662
+5%$15.23 (2.4σ)$-3,425$-18,843+$7,657-$3,475
SS (= V-bounce)$24.33 (9.8σ)$-48,950$-30,452-$3,952-$27,350
V-BOUNCE STRESS (stock → CC-SS $19.03, where you are whole again, by expiry)
Starting unrealized P&L: $-26,500
+ Fortress recovery (un-capped): +$25,265
− CC assignment net of premium (50 × $14.50): -$22,463
Total Position P&L @ SS: $-23,698 (+$2,802 vs today)
Do-nothing baseline at SS: $-1,185 (this trade vs do-nothing: $-22,513, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,050, position total $-19,767 (+$6,733 vs today)
33% normal31 × $13.5017 Jul4d10.2%83%35%$372$2,790-$1,350$16,779
Sell 31 × $13.50 10.2% OTM over spot $12.25 17 Jul 2026 (4d, $0.13 mid)
= $372 credit for the 4d cycle → $2,790/mo projected
Survival (stays ≤ $13.50)
83%
Breach risk
17%
POP (stays ≤ $13.63)
85%
EV / mo
+$773
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.3-4.8] median, 0.1 mo faster than no FIGHT (2.7 mo)  ·  53% of paths whole by 9 mo (vs 46% without)  ·  ~11.0 challenges expected  ·  median CC cash $8,495
🛡 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)
21%
Flat exit net (mid-life)
-$861
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 31 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.56/sh now → $0.40 mid-life (likely $0.41–$0.73)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 637 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (31 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+$0.23/sh+$720
cycle +$1,092
[+$485…+$879] · 96% credit
64%
surv 53%
-$20,733 NOT
cap gain +$5,767
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.19/sh+$602
cycle +$974
[+$323…+$753] · 92% credit
77%
surv 70%
-$16,195 NOT
cap gain +$10,305
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.08/sh+$238
cycle +$610
[-$33…+$357] · 72% credit
74%
surv 67%
-$18,421 NOT
cap gain +$8,079
Max even-money escape in the band~$1531 Jul 202616d left+$0.07/sh+$206
cycle +$578
[-$192…+$314] · 57% credit
80%
surv 76%
-$14,728 NOT
cap gain +$11,772
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-$0.10/sh-$302
cycle +$70
[-$863…-$257] · 8% credit
86%
surv 84%
-$11,511 NOT
cap gain +$14,989
budget: banked $372 debit $302 (81% used ≈ 0.5 wk of income) → whole cycle still +$70 cash · rolled 31 ct earn ≈ $1,744/mo while parked; 19 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$2,790/mo
vs 50% target ($4,091/mo)-32%
vs normal income ($8,182/mo)34% covered
Net income (after hedge)$2,842/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,779
… as % of IC ($21,650)77.5%
… as % of ML ($56,650)29.6%
Recovery months (at normal income)2.1 mo
Surgical close (31 ct)$-16,461
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $13.63 (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
$13-13.63
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
≥ $13.63
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.0σ)$372$-21,453+$5,047+$341
+2.5%$13.84 (1.3σ)$-674$-21,242+$5,258-$705
+5%$14.18 (1.6σ)$-1,721$-21,031+$5,469-$1,752
SS (= V-bounce)$24.33 (9.8σ)$-33,201$-22,911+$3,589-$19,809
V-BOUNCE STRESS (stock → CC-SS $19.03, where you are whole again, by expiry)
Starting unrealized P&L: $-26,500
+ Fortress recovery (un-capped): +$25,265
− CC assignment net of premium (31 × $13.50): -$16,779
+ Conservative CC premium (19 × $20): +$19
Total Position P&L @ SS: $-17,995 (+$8,505 vs today)
Do-nothing baseline at SS: $-1,185 (this trade vs do-nothing: $-16,810, the opportunity cost of earning $2,790/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,223, position total $-19,921 (+$6,578 vs today)
🎯 50% normal46 × $13.5017 Jul4d10.2%83%22%$552$4,140$24,898
Sell 46 × $13.50 10.2% OTM over spot $12.25 17 Jul 2026 (4d, $0.13 mid)
= $552 credit for the 4d cycle → $4,140/mo projected
Survival (stays ≤ $13.50)
83%
Breach risk
17%
POP (stays ≤ $13.63)
85%
EV / mo
+$1,147
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-3.8] median, 0.1 mo faster than no FIGHT (2.4 mo)  ·  58% of paths whole by 9 mo (vs 48% without)  ·  ~10.2 challenges expected  ·  median CC cash $10,469
🛡 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)
-$1,277
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
84% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.56/sh now → $0.40 mid-life (likely $0.39–$0.69)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 649 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (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 (46 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+$0.23/sh+$1,068
cycle +$1,620
[+$744…+$1,347] · 96% credit
64%
surv 53%
-$20,219 NOT
cap gain +$6,281
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.19/sh+$893
cycle +$1,445
[+$514…+$1,167] · 94% credit
77%
surv 70%
-$15,738 NOT
cap gain +$10,762
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.08/sh+$353
cycle +$905
[+$0…+$571] · 75% credit
74%
surv 67%
-$18,141 NOT
cap gain +$8,359
Max even-money escape in the band~$1531 Jul 202616d left+$0.07/sh+$306
cycle +$858
[-$201…+$529] · 59% credit
80%
surv 76%
-$14,463 NOT
cap gain +$12,037
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-$0.10/sh-$449
cycle +$103
[-$1,180…-$311] · 8% credit
86%
surv 84%
-$11,493 NOT
cap gain +$15,007
budget: banked $552 debit $449 (81% used ≈ 0.5 wk of income) → whole cycle still +$103 cash · rolled 46 ct earn ≈ $2,588/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$4,140/mo
vs 50% target ($4,091/mo)+1%
vs normal income ($8,182/mo)51% covered
Net income (after hedge)$4,151/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,898
… as % of IC ($21,650)115.0%
… as % of ML ($56,650)44.0%
Recovery months (at normal income)3.0 mo
Surgical close (46 ct)$-24,426
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $13.63 (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
$13-13.63
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
≥ $13.63
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.0σ)$552$-21,288+$5,212+$506
+2.5%$13.84 (1.3σ)$-1,000$-21,583+$4,917-$1,046
+5%$14.18 (1.6σ)$-2,553$-21,878+$4,622-$2,599
SS (= V-bounce)$24.33 (9.8σ)$-49,266$-32,496-$5,996-$29,394
V-BOUNCE STRESS (stock → CC-SS $19.03, where you are whole again, by expiry)
Starting unrealized P&L: $-26,500
+ Fortress recovery (un-capped): +$25,265
− CC assignment net of premium (46 × $13.50): -$24,898
+ Conservative CC premium (4 × $20): +$4
Total Position P&L @ SS: $-26,129 (+$371 vs today)
Do-nothing baseline at SS: $-1,185 (this trade vs do-nothing: $-24,944, the opportunity cost of earning $4,140/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,718, position total $-23,431 (+$3,068 vs today)
100% normal30 × $12.5017 Jul4d2.0%60%84%$1,110$8,325+$4,185$18,488
Sell 30 × $12.50 2.0% OTM over spot $12.25 17 Jul 2026 (4d, $0.38 mid)
= $1,110 credit for the 4d cycle → $8,325/mo projected
Survival (stays ≤ $12.50)
60%
Breach risk
40%
POP (stays ≤ $12.88)
70%
EV / mo
+$1,066
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.4-4.5] median  ·  55% of paths whole by 9 mo (vs 45% without)  ·  ~31.9 challenges expected  ·  median CC cash $14,296
🛡 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)
58%
Flat exit net (mid-life)
+$49
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 30 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: $0.50/sh now → $0.35 mid-life (likely $0.46–$0.77)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets +$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,747 simulated challenges: the $12 strike is typically first touched on day 2 of 4, at $13 (overshoots $0.43). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (30 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1224 Jul 20269d left+$0.21/sh+$618
cycle +$1,728
[+$243…+$513] · 92% credit
64%
surv 53%
-$23,821 NOT
cap gain +$2,679
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202616d left+$0.13/sh+$394
cycle +$1,504
[-$60…+$247] · 69% credit
78%
surv 72%
-$19,388 NOT
cap gain +$7,112
Up-and-out for even (raise the cap, free)~$1324 Jul 20269d left+$0.04/sh+$121
cycle +$1,231
[-$280…-$15] · 23% credit
75%
surv 68%
-$21,524 NOT
cap gain +$4,976
Max even-money escape in the band~$1431 Jul 202616d left+$0.01/sh+$40
cycle +$1,150
[-$537…-$141] · 14% credit
81%
surv 78%
-$17,880 NOT
cap gain +$8,620
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-$0.22/sh-$659
cycle +$451
[-$1,574…-$903]
92%
surv 92%
-$11,129 NOT
cap gain +$15,371
budget: banked $1,110 debit $659 (59% used ≈ 0.3 wk of income) → whole cycle still +$451 cash · rolled 30 ct earn ≈ $755/mo while parked; 20 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$8,325/mo
vs 50% target ($4,091/mo)+104%
vs normal income ($8,182/mo)102% covered
Net income (after hedge)$8,380/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,488
… as % of IC ($21,650)85.4%
… as % of ML ($56,650)32.6%
Recovery months (at normal income)2.3 mo
Surgical close (30 ct)$-15,915
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.37 collected) or spot ≥ $12.88 (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≥ 4d left3d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.88
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $12.88
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$1,110$-24,439+$2,061+$1,080
+2.5%$12.81 (≤1σ, normal week)$173$-24,212+$2,288+$143
+5%$13.12 (≤1σ, normal week)$-765$-23,986+$2,514-$795
SS (= V-bounce)$24.33 (9.8σ)$-34,380$-24,522+$1,978-$21,420
V-BOUNCE STRESS (stock → CC-SS $19.03, where you are whole again, by expiry)
Starting unrealized P&L: $-26,500
+ Fortress recovery (un-capped): +$25,265
− CC assignment net of premium (30 × $12.50): -$18,488
+ Conservative CC premium (20 × $20): +$20
Total Position P&L @ SS: $-19,703 (+$6,797 vs today)
Do-nothing baseline at SS: $-1,185 (this trade vs do-nothing: $-18,518, the opportunity cost of earning $8,325/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,240, position total $-21,937 (+$4,562 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] $425/mo

🎯 Engine pick: sell 50 × $13.50 (primary), 75% survival, breach 25%, $4,091/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 82% (breach 25% → 18%) for $1,342/mo less (33% 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 $12.25 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $1524 Jul11d22.4%90%20%$550$1,500-$2,591$19,613
Sell 50 × $15 22.4% OTM over spot $12.25 24 Jul 2026 (11d, $0.11 mid)
= $550 credit for the 11d cycle → $1,500/mo projected
Survival (stays ≤ $15)
90%
Breach risk
10%
POP (stays ≤ $15.12)
91%
EV / mo
+$618
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.4-4.6] median  ·  45% of paths whole by 9 mo (vs 42% without)  ·  ~2.6 challenges expected  ·  median CC cash $5,909
🛡 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)
15%
Flat exit net (mid-life)
-$3,200
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 73% POP
64% 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: $1.06/sh now → $0.75 mid-life (likely $0.60–$1.01)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.64/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 441 simulated challenges: the $15 strike is typically first touched on day 7 of 11, at $15 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$0.21/sh+$1,054
cycle +$1,604
[+$906…+$1,773] · 100% credit
66%
surv 54%
-$14,652 NOT
cap gain +$11,848
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.03/sh+$140
cycle +$690
[-$96…+$708] · 68% credit
73%
surv 64%
-$12,773 NOT
cap gain +$13,727
Max even-money escape in the band~$1631 Jul 202612d left+$0.03/sh+$140
cycle +$690
[-$96…+$708] · 68% credit
73%
surv 64%
-$12,773 NOT
cap gain +$13,727
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,500/mo
vs 50% target ($4,091/mo)-63%
vs normal income ($8,182/mo)18% covered
Net income (after hedge)$1,500/mo
Downside budget
⚠ $15 is $4 below CC-SS $19.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,613
… as % of IC ($21,650)90.6%
… as % of ML ($56,650)34.6%
Recovery months (at normal income)2.4 mo
Surgical close (50 ct)$-26,525
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.11 collected) or spot ≥ $15.12 (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
$15-15.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $15.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.3σ)$550$-15,706+$10,794+$500
+2.5%$15.37 (1.5σ)$-1,325$-16,184+$10,316-$1,375
+5%$15.75 (1.7σ)$-3,200$-16,662+$9,838-$3,250
SS (= V-bounce)$24.33 (5.9σ)$-46,100$-27,602-$1,102-$24,500
V-BOUNCE STRESS (stock → CC-SS $19.03, where you are whole again, by expiry)
Starting unrealized P&L: $-26,500
+ Fortress recovery (un-capped): +$25,265
− CC assignment net of premium (50 × $15): -$19,613
Total Position P&L @ SS: $-20,848 (+$5,652 vs today)
Do-nothing baseline at SS: $-1,185 (this trade vs do-nothing: $-19,663, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$4,200, position total $-16,917 (+$9,582 vs today)
33% normal ← lean48 × $1424 Jul11d14.3%82%38%$1,008$2,749-$1,342$23,149
Sell 48 × $14 14.3% OTM over spot $12.25 24 Jul 2026 (11d, $0.22 mid)
= $1,008 credit for the 11d cycle → $2,749/mo projected
Survival (stays ≤ $14)
82%
Breach risk
18%
POP (stays ≤ $14.22)
84%
EV / mo
+$694
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.5-4.0] median  ·  50% of paths whole by 9 mo (vs 44% without)  ·  ~5.1 challenges expected  ·  median CC cash $8,791
🛡 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)
-$2,224
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 48 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: $0.95/sh now → $0.67 mid-life (likely $0.66–$1.05)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 902 simulated challenges: the $14 strike is typically first touched on day 6 of 11, at $14 (overshoots $0.44). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (48 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)~$1431 Jul 202612d left+$0.19/sh+$912
cycle +$1,920
[+$680…+$1,210] · 100% credit
70%
surv 57%
-$17,128 NOT
cap gain +$9,372
Max even-money escape in the band~$1431 Jul 202612d left+$0.19/sh+$912
cycle +$1,920
[+$680…+$1,210] · 100% credit
70%
surv 57%
-$17,128 NOT
cap gain +$9,372
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.19/sh+$904
cycle +$1,912
[+$570…+$1,212] · 99% credit
66%
surv 54%
-$18,067 NOT
cap gain +$8,433
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.15/sh-$698
cycle +$310
[-$1,233…-$608] · 8% credit
77%
surv 71%
-$15,013 NOT
cap gain +$11,487
budget: banked $1,008 debit $698 (69% used ≈ 1.1 wk of income) → whole cycle still +$310 cash · rolled 48 ct earn ≈ $6,337/mo while parked; 2 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$2,749/mo
vs 50% target ($4,091/mo)-33%
vs normal income ($8,182/mo)34% covered
Net income (after hedge)$2,755/mo
Downside budget
⚠ $14 is $5 below CC-SS $19.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,149
… as % of IC ($21,650)106.9%
… as % of ML ($56,650)40.9%
Recovery months (at normal income)2.8 mo
Surgical close (48 ct)$-25,488
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $14.22 (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
$14-14.22
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
≥ $14.22
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$1,008$-18,971+$7,529+$960
+2.5%$14.35 (1.0σ)$-672$-19,347+$7,153-$720
+5%$14.70 (1.2σ)$-2,352$-19,724+$6,776-$2,400
SS (= V-bounce)$24.33 (5.9σ)$-48,576$-30,942-$4,442-$27,840
V-BOUNCE STRESS (stock → CC-SS $19.03, where you are whole again, by expiry)
Starting unrealized P&L: $-26,500
+ Fortress recovery (un-capped): +$25,265
− CC assignment net of premium (48 × $14): -$23,149
+ Conservative CC premium (2 × $20): +$2
Total Position P&L @ SS: $-24,381 (+$2,119 vs today)
Do-nothing baseline at SS: $-1,185 (this trade vs do-nothing: $-23,197, the opportunity cost of earning $2,749/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,352, position total $-21,067 (+$5,432 vs today)
🎯 50% normal50 × $13.5024 Jul11d10.2%75%42%$1,500$4,091$26,163
Sell 50 × $13.50 10.2% OTM over spot $12.25 24 Jul 2026 (11d, $0.32 mid)
= $1,500 credit for the 11d cycle → $4,091/mo projected
Survival (stays ≤ $13.50)
75%
Breach risk
25%
POP (stays ≤ $13.81)
79%
EV / mo
+$446
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.3-4.9] median, 0.1 mo SLOWER than no FIGHT (2.6 mo): roll costs eat the credits at this rung  ·  52% of paths whole by 9 mo (vs 42% without)  ·  ~7.9 challenges expected  ·  median CC cash $10,565
🛡 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)
-$1,683
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 82% POP
78% 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: $0.90/sh now → $0.64 mid-life (likely $0.70–$1.01)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,267 simulated challenges: the $14 strike is typically first touched on day 5 of 11, at $14 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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)~$1431 Jul 202612d left+$0.17/sh+$867
cycle +$2,367
[+$568…+$1,020] · 100% credit
70%
surv 58%
-$18,546 NOT
cap gain +$7,954
Max even-money escape in the band~$1431 Jul 202612d left+$0.17/sh+$867
cycle +$2,367
[+$568…+$1,020] · 100% credit
70%
surv 58%
-$18,546 NOT
cap gain +$7,954
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.18/sh+$888
cycle +$2,388
[+$487…+$1,039] · 100% credit
66%
surv 54%
-$19,456 NOT
cap gain +$7,044
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.28/sh-$1,379
cycle +$121
[-$2,147…-$1,506]
82%
surv 78%
-$15,204 NOT
cap gain +$11,296
budget: banked $1,500 debit $1,379 (92% used ≈ 1.5 wk of income) → whole cycle still +$121 cash · rolled 50 ct earn ≈ $4,509/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$4,091/mo
vs 50% target ($4,091/mo)+0%
vs normal income ($8,182/mo)50% covered
Net income (after hedge)$4,091/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,163
… as % of IC ($21,650)120.8%
… as % of ML ($56,650)46.2%
Recovery months (at normal income)3.2 mo
Surgical close (50 ct)$-26,575
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.30 collected) or spot ≥ $13.81 (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
$13-13.81
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
≥ $13.81
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$1,500$-20,344+$6,156+$1,450
+2.5%$13.84 (≤1σ, normal week)$-187$-20,774+$5,726-$237
+5%$14.18 (≤1σ, normal week)$-1,875$-21,204+$5,296-$1,925
SS (= V-bounce)$24.33 (5.9σ)$-52,650$-34,152-$7,652-$31,050
V-BOUNCE STRESS (stock → CC-SS $19.03, where you are whole again, by expiry)
Starting unrealized P&L: $-26,500
+ Fortress recovery (un-capped): +$25,265
− CC assignment net of premium (50 × $13.50): -$26,163
Total Position P&L @ SS: $-27,398 ($-898 vs today)
Do-nothing baseline at SS: $-1,185 (this trade vs do-nothing: $-26,213, the opportunity cost of earning $4,091/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,750, position total $-23,467 (+$3,032 vs today)
100% normal50 × $12.5024 Jul11d2.0%58%89%$3,000$8,182+$4,091$29,663
Sell 50 × $12.50 2.0% OTM over spot $12.25 24 Jul 2026 (11d, $0.64 mid)
= $3,000 credit for the 11d cycle → $8,182/mo projected
Survival (stays ≤ $12.50)
58%
Breach risk
42%
POP (stays ≤ $13.13)
69%
EV / mo
+$243
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.4-4.2] median, 0.1 mo faster than no FIGHT (2.6 mo)  ·  57% of paths whole by 9 mo (vs 46% without)  ·  ~19.8 challenges expected  ·  median CC cash $13,647
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
73%
Flat exit net (mid-life)
+$172
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 90% 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: $0.80/sh now → $0.57 mid-life (likely $0.78–$1.08)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets +$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,199 simulated challenges: the $12 strike is typically first touched on day 3 of 11, at $13 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$0.14/sh+$709
cycle +$3,709
[+$319…+$477] · 100% credit
70%
surv 58%
-$20,929 NOT
cap gain +$5,571
Max even-money escape in the band~$1331 Jul 202612d left+$0.14/sh+$709
cycle +$3,709
[+$319…+$477] · 100% credit
70%
surv 58%
-$20,929 NOT
cap gain +$5,571
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+$0.16/sh+$784
cycle +$3,784
[+$248…+$475] · 96% credit
66%
surv 53%
-$21,784 NOT
cap gain +$4,716
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.41/sh-$2,072
cycle +$928
[-$3,547…-$2,687]
90%
surv 89%
-$14,397 NOT
cap gain +$12,103
budget: banked $3,000 debit $2,072 (69% used ≈ 1.1 wk of income) → whole cycle still +$928 cash · rolled 50 ct earn ≈ $1,890/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$8,182/mo
vs 50% target ($4,091/mo)+100%
vs normal income ($8,182/mo)100% covered
Net income (after hedge)$8,182/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,663
… as % of IC ($21,650)137.0%
… as % of ML ($56,650)52.4%
Recovery months (at normal income)3.6 mo
Surgical close (50 ct)$-26,675
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $13.13 (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
$12-13.13
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
≥ $13.13
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$3,000$-22,569+$3,931+$2,950
+2.5%$12.81 (≤1σ, normal week)$1,438$-22,967+$3,533+$1,388
+5%$13.12 (≤1σ, normal week)$-125$-23,366+$3,134-$175
SS (= V-bounce)$24.33 (5.9σ)$-56,150$-37,652-$11,152-$34,550
V-BOUNCE STRESS (stock → CC-SS $19.03, where you are whole again, by expiry)
Starting unrealized P&L: $-26,500
+ Fortress recovery (un-capped): +$25,265
− CC assignment net of premium (50 × $12.50): -$29,663
Total Position P&L @ SS: $-30,898 ($-4,398 vs today)
Do-nothing baseline at SS: $-1,185 (this trade vs do-nothing: $-29,713, the opportunity cost of earning $8,182/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$14,250, position total $-26,967 ($-468 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 (9 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 9 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: 0.745 (IBKR)  |  Recovery@SS: +$25,265 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,185

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.504d17 Jul 2026$0.1246/50$4,140$4,15183%85%+$1,147-$24,898115.0%$-26,129 (vs do-nothing $-24,944)
$13.5011d24 Jul 2026$0.3050/50$4,091$4,09175%79%+$446-$26,163120.8%$-27,398 (vs do-nothing $-26,213)
$134d17 Jul 2026$0.2126/50$4,095$4,16073%78%+$758-$15,13969.9%$-16,350 (vs do-nothing $-15,165)
$13.5018d31 Jul 2026$0.5149/50$4,165$4,16872%78%+$867-$24,611113.7%$-25,845 (vs do-nothing $-24,660)
$1311d24 Jul 2026$0.4435/50$4,200$4,24168%75%+$716-$19,57490.4%$-20,794 (vs do-nothing $-19,609)
$1318d31 Jul 2026$0.6538/50$4,117$4,14965%74%+$614-$20,45494.5%$-21,677 (vs do-nothing $-20,492)
$12.504d17 Jul 2026$0.3715/50$4,162$4,25860%70%+$533-$9,24442.7%$-10,444 (vs do-nothing $-9,259)
$12.5011d24 Jul 2026$0.6025/50$4,091$4,15958%69%+$121-$14,83268.5%$-16,041 (vs do-nothing $-14,857)
$12.5018d31 Jul 2026$0.8430/50$4,200$4,25558%70%+$467-$17,07878.9%$-18,293 (vs do-nothing $-17,108)

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 22:11