FORTRESS FIGHT: MARA-LC20-1782 @ $12.06

BE SS: $24.33  |  CC-SS: $19.47  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-14 03:38

MARA-LC20-1782 @ $12.06   UNDERWATER $12.26 (50.4% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 15 days. The recommended CC (3d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-07-29.

50 contracts (5,000 sh)  |  BE SS: $24.33  |  CC-SS: $19.47  |  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$8,603/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $958/mo (info only, already in marks)
Unrealized P&L$-29,025fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,301/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$8,603/mo (ATM CC, chain)
IC VELOCITY
2.5 mo to earn back $21,650
ML VELOCITY
6.6 mo to earn back $56,650
Deep drawdown confirmed: a CC at CC-SS $19.47 (probe: $19C 17d) brings only $176/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 55 (live) · RSI 49 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 13 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.93 (+32%) · daily UBB $15.44 · 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: 48 contracts at $13.50 / 3d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($4,301/mo); it brings $4,320/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 27 × $12.50/3d for $8,640/mo, but breach risk rises to 33% (+23pp vs the primary). The lower strike is hit by a smaller bounce.
Downside anchor: the primary mortgages $28,209 (130% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 3.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 48 contracts realizes $-27,888 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 (3d) · sell 48 × $13.50, 90% survival, $4,320/mo (E[net] $1,893/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 · 3d48 × $13.5090%$4,320$1,893
NEXT FRIDAY24 Jul 2026 · 10d35 × $1371%$4,305$1,063

📅 THIS FRIDAY · 17 Jul 2026 · 3d · E[net] $1,893/mo 🏆 GRAND PICK

🎯 Engine pick: sell 48 × $13.50 (primary), 90% survival, breach 10%, $4,320/mo.
This is already the safest rung on the ladder, take it.
MARA  spot $12.06 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal32 × $13.5017 Jul3d11.9%90%20%$288$2,880-$1,440$18,806
Sell 32 × $13.50 11.9% OTM over spot $12.06 17 Jul 2026 (3d, $0.10 mid)
= $288 credit for the 3d cycle → $2,880/mo projected
Survival (stays ≤ $13.50)
90%
Breach risk
10%
POP (stays ≤ $13.60)
92%
EV / mo
+$1,944
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.5-5.0] median, 0.2 mo SLOWER than no FIGHT (2.6 mo): roll costs eat the credits at this rung  ·  51% of paths whole by 9 mo (vs 40% without)  ·  ~7.4 challenges expected  ·  median CC cash $11,684
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$1,111
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 32 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.62/sh now → $0.44 mid-life (likely $0.41–$0.79)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 331 simulated challenges: the $14 strike is typically first touched on day 2 of 3, at $14 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (32 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20268d left+$0.41/sh+$1,315
cycle +$1,603
[+$1,157…+$1,484] · 100% credit
69%
surv 53%
-$22,080 NOT
cap gain +$6,945
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.11/sh+$362
cycle +$650
[-$135…+$513] · 66% credit
78%
surv 72%
-$17,709 NOT
cap gain +$11,316
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.04/sh+$131
cycle +$419
[-$307…+$254] · 45% credit
77%
surv 70%
-$19,795 NOT
cap gain +$9,230
Max even-money escape in the band~$1531 Jul 202616d left+$0.02/sh+$54
cycle +$342
[-$516…+$195] · 38% credit
81%
surv 77%
-$16,162 NOT
cap gain +$12,863
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$2,880/mo
vs 50% target ($4,301/mo)-33%
vs normal income ($8,603/mo)33% covered
Net income (after hedge)$2,934/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,806
… as % of IC ($21,650)86.9%
… as % of ML ($56,650)33.2%
Recovery months (at normal income)2.2 mo
Surgical close (32 ct)$-18,592
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $13.60 (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 $15.44 (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
$13-13.60
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
≥ $13.60
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 (1.4σ)$288$-23,395+$5,630+$256
+2.5%$13.84 (1.7σ)$-792$-23,223+$5,802-$824
+5%$14.18 (2.1σ)$-1,872$-23,051+$5,974-$1,904
SS (= V-bounce)$24.33 (12.1σ)$-34,368$-23,866+$5,159-$23,744
V-BOUNCE STRESS (stock → CC-SS $19.47, where you are whole again, by expiry)
Starting unrealized P&L: $-29,025
+ Fortress recovery (un-capped): +$27,461
− CC assignment net of premium (32 × $13.50): -$18,806
+ Conservative CC premium (18 × $21): +$18
Total Position P&L @ SS: $-20,352 (+$8,673 vs today)
Do-nothing baseline at SS: $-1,514 (this trade vs do-nothing: $-18,838, the opportunity cost of earning $2,880/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,488, position total $-22,156 (+$6,869 vs today)
🎯 50% normal48 × $13.5017 Jul3d11.9%90%12%$432$4,320$28,209
Sell 48 × $13.50 11.9% OTM over spot $12.06 17 Jul 2026 (3d, $0.10 mid)
= $432 credit for the 3d cycle → $4,320/mo projected
Survival (stays ≤ $13.50)
90%
Breach risk
10%
POP (stays ≤ $13.60)
92%
EV / mo
+$2,916
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.5-5.0] median  ·  49% of paths whole by 9 mo (vs 34% without)  ·  ~7.4 challenges expected  ·  median CC cash $16,374
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$1,666
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 81% POP
77% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.62/sh now → $0.44 mid-life (likely $0.41–$0.76)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 347 simulated challenges: the $14 strike is typically first touched on day 2 of 3, 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 (48 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20268d left+$0.41/sh+$1,973
cycle +$2,405
[+$1,758…+$2,269] · 100% credit
69%
surv 53%
-$21,294 NOT
cap gain +$7,731
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.11/sh+$544
cycle +$976
[-$134…+$792] · 71% credit
78%
surv 72%
-$17,400 NOT
cap gain +$11,625
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.04/sh+$197
cycle +$629
[-$440…+$390] · 58% credit
77%
surv 70%
-$19,601 NOT
cap gain +$9,424
Max even-money escape in the band~$1531 Jul 202616d left+$0.02/sh+$81
cycle +$513
[-$693…+$305] · 49% credit
81%
surv 77%
-$16,007 NOT
cap gain +$13,018
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$4,320/mo
vs 50% target ($4,301/mo)+0%
vs normal income ($8,603/mo)50% covered
Net income (after hedge)$4,326/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,209
… as % of IC ($21,650)130.3%
… as % of ML ($56,650)49.8%
Recovery months (at normal income)3.3 mo
Surgical close (48 ct)$-27,888
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $13.60 (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 $15.44 (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
$13-13.60
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
≥ $13.60
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 (1.4σ)$432$-23,267+$5,758+$384
+2.5%$13.84 (1.7σ)$-1,188$-23,635+$5,390-$1,236
+5%$14.18 (2.1σ)$-2,808$-24,003+$5,022-$2,856
SS (= V-bounce)$24.33 (12.1σ)$-51,552$-35,738-$6,713-$35,616
V-BOUNCE STRESS (stock → CC-SS $19.47, where you are whole again, by expiry)
Starting unrealized P&L: $-29,025
+ Fortress recovery (un-capped): +$27,461
− CC assignment net of premium (48 × $13.50): -$28,209
+ Conservative CC premium (2 × $21): +$2
Total Position P&L @ SS: $-29,771 ($-746 vs today)
Do-nothing baseline at SS: $-1,514 (this trade vs do-nothing: $-28,257, the opportunity cost of earning $4,320/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,232, position total $-25,916 (+$3,109 vs today)
🛡 safe yield50 × $13.5017 Jul3d11.9%90%20%$450$4,500+$180$29,385
Sell 50 × $13.50 11.9% OTM over spot $12.06 17 Jul 2026 (3d, $0.10 mid)
= $450 credit for the 3d cycle → $4,500/mo projected
Survival (stays ≤ $13.50)
90%
Breach risk
10%
POP (stays ≤ $13.60)
92%
EV / mo
+$3,038
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.4-4.6] median, 0.2 mo faster than no FIGHT (2.7 mo)  ·  52% of paths whole by 9 mo (vs 36% without)  ·  ~7.0 challenges expected  ·  median CC cash $16,129
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$1,735
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 81% POP
77% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.62/sh now → $0.44 mid-life (likely $0.40–$0.77)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 342 simulated challenges: the $14 strike is typically first touched on day 2 of 3, at $14 (overshoots $0.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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 20268d left+$0.41/sh+$2,055
cycle +$2,505
[+$1,812…+$2,345] · 100% credit
69%
surv 53%
-$21,196 NOT
cap gain +$7,829
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.11/sh+$566
cycle +$1,016
[-$152…+$830] · 69% credit
78%
surv 72%
-$17,361 NOT
cap gain +$11,664
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.04/sh+$205
cycle +$655
[-$441…+$434] · 52% credit
77%
surv 70%
-$19,577 NOT
cap gain +$9,448
Max even-money escape in the band~$1531 Jul 202616d left+$0.02/sh+$85
cycle +$535
[-$747…+$339] · 44% credit
81%
surv 77%
-$15,988 NOT
cap gain +$13,037
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$4,500/mo
vs 50% target ($4,301/mo)+5%
vs normal income ($8,603/mo)52% covered
Net income (after hedge)$4,500/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,385
… as % of IC ($21,650)135.7%
… as % of ML ($56,650)51.9%
Recovery months (at normal income)3.4 mo
Surgical close (50 ct)$-29,050
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $13.60 (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 $15.44 (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
$13-13.60
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
≥ $13.60
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 (1.4σ)$450$-23,251+$5,774+$400
+2.5%$13.84 (1.7σ)$-1,237$-23,687+$5,338-$1,287
+5%$14.18 (2.1σ)$-2,925$-24,122+$4,903-$2,975
SS (= V-bounce)$24.33 (12.1σ)$-53,700$-37,222-$8,197-$37,100
V-BOUNCE STRESS (stock → CC-SS $19.47, where you are whole again, by expiry)
Starting unrealized P&L: $-29,025
+ Fortress recovery (un-capped): +$27,461
− CC assignment net of premium (50 × $13.50): -$29,385
Total Position P&L @ SS: $-30,949 ($-1,924 vs today)
Do-nothing baseline at SS: $-1,514 (this trade vs do-nothing: $-29,435, the opportunity cost of earning $4,500/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,700, position total $-26,386 (+$2,639 vs today)
100% normal27 × $12.5017 Jul3d3.6%67%68%$864$8,640+$4,320$17,947
Sell 27 × $12.50 3.6% OTM over spot $12.06 17 Jul 2026 (3d, $0.33 mid)
= $864 credit for the 3d cycle → $8,640/mo projected
Survival (stays ≤ $12.50)
67%
Breach risk
33%
POP (stays ≤ $12.83)
77%
EV / mo
+$3,476
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.2 mo [1.5-4.9] median, 0.3 mo SLOWER than no FIGHT (2.9 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 36% without)  ·  ~29.1 challenges expected  ·  median CC cash $18,280
🛡 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)
47%
Flat exit net (mid-life)
-$185
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 27 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.55/sh now → $0.39 mid-life (likely $0.48–$0.83)≈ $0 at expiry  |  you banked $0.32/sh, so a flat mid-life exit nets -$0.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,403 simulated challenges: the $12 strike is typically first touched on day 2 of 3, at $13 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (27 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1224 Jul 20268d left+$0.36/sh+$981
cycle +$1,845
[+$738…+$1,018] · 99% credit
69%
surv 53%
-$25,543 NOT
cap gain +$3,482
Reliable up-and-out (highest cap still free ≥60%)~$1331 Jul 202616d left+$0.26/sh+$699
cycle +$1,563
[+$253…+$633] · 87% credit
76%
surv 68%
-$22,356 NOT
cap gain +$6,669
Max even-money escape in the band~$1431 Jul 202616d left+$0.06/sh+$154
cycle +$1,018
[-$472…+$16] · 28% credit
79%
surv 74%
-$21,046 NOT
cap gain +$7,979
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1324 Jul 20268d left+$0.00/sh+$6
cycle +$870
[-$537…-$117] · 18% credit
79%
surv 72%
-$23,050 NOT
cap gain +$5,975
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.25/sh-$666
cycle +$198
[-$1,618…-$865]
91%
surv 90%
-$14,446 NOT
cap gain +$14,579
budget: banked $864 debit $666 (77% used ≈ 0.3 wk of income) → whole cycle still +$198 cash · rolled 27 ct earn ≈ $718/mo while parked; 23 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$8,640/mo
vs 50% target ($4,301/mo)+101%
vs normal income ($8,603/mo)100% covered
Net income (after hedge)$8,709/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,947
… as % of IC ($21,650)82.9%
… as % of ML ($56,650)31.7%
Recovery months (at normal income)2.1 mo
Surgical close (27 ct)$-15,701
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 $0.32 collected) or spot ≥ $12.83 (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 $15.44 (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
$12-12.83
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
≥ $12.83
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)$864$-26,524+$2,501+$837
+2.5%$12.81 (≤1σ, normal week)$20$-26,209+$2,816-$7
+5%$13.12 (1.0σ)$-824$-25,893+$3,132-$850
SS (= V-bounce)$24.33 (12.1σ)$-31,077$-22,235+$6,790-$22,113
V-BOUNCE STRESS (stock → CC-SS $19.47, where you are whole again, by expiry)
Starting unrealized P&L: $-29,025
+ Fortress recovery (un-capped): +$27,461
− CC assignment net of premium (27 × $12.50): -$17,947
+ Conservative CC premium (23 × $21): +$23
Total Position P&L @ SS: $-19,488 (+$9,537 vs today)
Do-nothing baseline at SS: $-1,514 (this trade vs do-nothing: $-17,974, the opportunity cost of earning $8,640/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,397, position total $-23,060 (+$5,965 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 · 10d · E[net] $1,063/mo

🎯 Engine pick: sell 35 × $13 (primary), 71% survival, breach 29%, $4,305/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 85% (breach 29% → 15%) for $1,425/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 $12.06 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $1524 Jul10d24.3%93%15%$450$1,350-$2,955$21,885
Sell 50 × $15 24.3% OTM over spot $12.06 24 Jul 2026 (10d, $0.10 mid)
= $450 credit for the 10d cycle → $1,350/mo projected
Survival (stays ≤ $15)
93%
Breach risk
7%
POP (stays ≤ $15.10)
93%
EV / mo
+$750
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.8-5.2] median, 0.1 mo faster than no FIGHT (3.1 mo)  ·  40% of paths whole by 9 mo (vs 36% without)  ·  ~2.3 challenges expected  ·  median CC cash $5,995
🛡 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)
-$3,615
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 75% POP
66% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.15/sh now → $0.81 mid-life (likely $0.65–$1.09)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 280 simulated challenges: the $15 strike is typically first touched on day 7 of 10, 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)~$1531 Jul 202612d left+$0.38/sh+$1,881
cycle +$2,331
[+$1,862…+$2,578] · 100% credit
69%
surv 54%
-$15,805 NOT
cap gain +$13,220
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202612d left+$0.14/sh+$698
cycle +$1,148
[+$503…+$1,366] · 94% credit
71%
surv 60%
-$15,374 NOT
cap gain +$13,651
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.00/sh+$5
cycle +$455
[-$293…+$596] · 54% credit
75%
surv 66%
-$14,213 NOT
cap gain +$14,812
Max even-money escape in the band~$1631 Jul 202612d left+$0.00/sh+$5
cycle +$455
[-$293…+$596] · 54% credit
75%
surv 66%
-$14,213 NOT
cap gain +$14,812
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$1,350/mo
vs 50% target ($4,301/mo)-69%
vs normal income ($8,603/mo)16% covered
Net income (after hedge)$1,350/mo
Downside budget
⚠ $15 is $4 below CC-SS $19.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,885
… as % of IC ($21,650)101.1%
… as % of ML ($56,650)38.6%
Recovery months (at normal income)2.5 mo
Surgical close (50 ct)$-29,075
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $15.10 (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 $15.44 (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
$15-15.10
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
≥ $15.10
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 (1.6σ)$450$-17,686+$11,339+$400
+2.5%$15.37 (1.8σ)$-1,425$-18,170+$10,855-$1,475
+5%$15.75 (2.0σ)$-3,300$-18,654+$10,371-$3,350
SS (= V-bounce)$24.33 (6.6σ)$-46,200$-29,722-$697-$29,600
V-BOUNCE STRESS (stock → CC-SS $19.47, where you are whole again, by expiry)
Starting unrealized P&L: $-29,025
+ Fortress recovery (un-capped): +$27,461
− CC assignment net of premium (50 × $15): -$21,885
Total Position P&L @ SS: $-23,449 (+$5,576 vs today)
Do-nothing baseline at SS: $-1,514 (this trade vs do-nothing: $-21,935, the opportunity cost of earning $1,350/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$4,200, position total $-18,886 (+$10,139 vs today)
33% normal ← lean48 × $1424 Jul10d16.0%85%31%$960$2,880-$1,425$25,281
Sell 48 × $14 16.0% OTM over spot $12.06 24 Jul 2026 (10d, $0.21 mid)
= $960 credit for the 10d cycle → $2,880/mo projected
Survival (stays ≤ $14)
85%
Breach risk
15%
POP (stays ≤ $14.21)
87%
EV / mo
+$1,353
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [1.8-5.6] median, 0.1 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  50% of paths whole by 9 mo (vs 40% without)  ·  ~4.7 challenges expected  ·  median CC cash $9,946
🛡 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)
-$2,535
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 76% POP
67% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.03/sh now → $0.73 mid-life (likely $0.69–$1.06)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 665 simulated challenges: the $14 strike is typically first touched on day 6 of 10, at $14 (overshoots $0.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (48 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+$0.34/sh+$1,622
cycle +$2,582
[+$1,431…+$2,015] · 100% credit
69%
surv 54%
-$19,262 NOT
cap gain +$9,763
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.11/sh+$514
cycle +$1,474
[+$158…+$793] · 85% credit
71%
surv 60%
-$18,756 NOT
cap gain +$10,269
Max even-money escape in the band~$1431 Jul 202612d left+$0.11/sh+$514
cycle +$1,474
[+$158…+$793] · 85% credit
71%
surv 60%
-$18,756 NOT
cap gain +$10,269
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-$0.03/sh-$164
cycle +$796
[-$598…+$33] · 26% credit
76%
surv 67%
-$17,579 NOT
cap gain +$11,446
budget: banked $960 debit $164 (17% used ≈ 0.2 wk of income) → whole cycle still +$796 cash · rolled 48 ct earn ≈ $8,328/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$2,880/mo
vs 50% target ($4,301/mo)-33%
vs normal income ($8,603/mo)33% covered
Net income (after hedge)$2,886/mo
Downside budget
⚠ $14 is $5 below CC-SS $19.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,281
… as % of IC ($21,650)116.8%
… as % of ML ($56,650)44.6%
Recovery months (at normal income)2.9 mo
Surgical close (48 ct)$-27,888
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 $0.20 collected) or spot ≥ $14.21 (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 $15.44 (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
$14-14.21
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
≥ $14.21
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 (1.0σ)$960$-20,884+$8,141+$912
+2.5%$14.35 (1.2σ)$-720$-21,266+$7,759-$768
+5%$14.70 (1.4σ)$-2,400$-21,647+$7,378-$2,448
SS (= V-bounce)$24.33 (6.6σ)$-48,624$-32,810-$3,785-$32,688
V-BOUNCE STRESS (stock → CC-SS $19.47, where you are whole again, by expiry)
Starting unrealized P&L: $-29,025
+ Fortress recovery (un-capped): +$27,461
− CC assignment net of premium (48 × $14): -$25,281
+ Conservative CC premium (2 × $21): +$2
Total Position P&L @ SS: $-26,843 (+$2,182 vs today)
Do-nothing baseline at SS: $-1,514 (this trade vs do-nothing: $-25,329, the opportunity cost of earning $2,880/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,304, position total $-22,988 (+$6,037 vs today)
🎯 50% normal35 × $1324 Jul10d7.7%71%48%$1,435$4,305$21,199
Sell 35 × $13 7.7% OTM over spot $12.06 24 Jul 2026 (10d, $0.42 mid)
= $1,435 credit for the 10d cycle → $4,305/mo projected
Survival (stays ≤ $13)
71%
Breach risk
29%
POP (stays ≤ $13.43)
78%
EV / mo
+$1,287
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.6-4.6] median  ·  54% of paths whole by 9 mo (vs 46% without)  ·  ~10.4 challenges expected  ·  median CC cash $10,480
🛡 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)
48%
Flat exit net (mid-life)
-$832
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 35 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.92/sh now → $0.65 mid-life (likely $0.72–$1.05)≈ $0 at expiry  |  you banked $0.41/sh, so a flat mid-life exit nets -$0.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,430 simulated challenges: the $13 strike is typically first touched on day 4 of 10, at $13 (overshoots $0.34). 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 (35 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1331 Jul 202612d left+$0.30/sh+$1,056
cycle +$2,491
[+$808…+$1,114] · 100% credit
69%
surv 53%
-$23,051 NOT
cap gain +$5,974
Up-and-out for even (raise the cap, free)~$1331 Jul 202612d left+$0.08/sh+$268
cycle +$1,703
[-$94…+$242] · 56% credit
72%
surv 61%
-$22,225 NOT
cap gain +$6,800
Max even-money escape in the band~$1331 Jul 202612d left+$0.08/sh+$268
cycle +$1,703
[-$94…+$242] · 56% credit
72%
surv 61%
-$22,225 NOT
cap gain +$6,800
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-$0.35/sh-$1,210
cycle +$225
[-$1,948…-$1,372]
84%
surv 81%
-$18,138 NOT
cap gain +$10,887
budget: banked $1,435 debit $1,210 (84% used ≈ 1.2 wk of income) → whole cycle still +$225 cash · rolled 35 ct earn ≈ $2,642/mo while parked; 15 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$4,305/mo
vs 50% target ($4,301/mo)+0%
vs normal income ($8,603/mo)50% covered
Net income (after hedge)$4,350/mo
Downside budget
⚠ $13 is $6 below CC-SS $19.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,199
… as % of IC ($21,650)97.9%
… as % of ML ($56,650)37.4%
Recovery months (at normal income)2.5 mo
Surgical close (35 ct)$-20,370
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 $0.41 collected) or spot ≥ $13.43 (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 $15.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.43
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
≥ $13.43
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$13.00 (≤1σ, normal week)$1,435$-24,106+$4,919+$1,400
+2.5%$13.32 (≤1σ, normal week)$298$-24,038+$4,987+$263
+5%$13.65 (≤1σ, normal week)$-840$-23,970+$5,055-$875
SS (= V-bounce)$24.33 (6.6σ)$-38,220$-26,722+$2,303-$26,600
V-BOUNCE STRESS (stock → CC-SS $19.47, where you are whole again, by expiry)
Starting unrealized P&L: $-29,025
+ Fortress recovery (un-capped): +$27,461
− CC assignment net of premium (35 × $13): -$21,199
+ Conservative CC premium (15 × $21): +$15
Total Position P&L @ SS: $-22,748 (+$6,277 vs today)
Do-nothing baseline at SS: $-1,514 (this trade vs do-nothing: $-21,234, the opportunity cost of earning $4,305/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,820, position total $-23,491 (+$5,534 vs today)
100% normal50 × $12.5024 Jul10d3.6%62%80%$2,900$8,700+$4,395$31,935
Sell 50 × $12.50 3.6% OTM over spot $12.06 24 Jul 2026 (10d, $0.62 mid)
= $2,900 credit for the 10d cycle → $8,700/mo projected
Survival (stays ≤ $12.50)
62%
Breach risk
38%
POP (stays ≤ $13.12)
74%
EV / mo
+$2,275
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.8-5.1] median, 0.3 mo faster than no FIGHT (3.2 mo)  ·  56% of paths whole by 9 mo (vs 41% without)  ·  ~16.9 challenges expected  ·  median CC cash $16,880
🛡 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)
65%
Flat exit net (mid-life)
-$146
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.86/sh now → $0.61 mid-life (likely $0.80–$1.09)≈ $0 at expiry  |  you banked $0.58/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,955 simulated challenges: the $12 strike is typically first touched on day 3 of 10, at $13 (overshoots $0.36). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202612d left+$0.28/sh+$1,421
cycle +$4,321
[+$1,019…+$1,281] · 100% credit
69%
surv 53%
-$23,091 NOT
cap gain +$5,934
Up-and-out for even (raise the cap, free)~$1331 Jul 202612d left+$0.06/sh+$310
cycle +$3,210
[-$309…+$49] · 28% credit
72%
surv 61%
-$22,588 NOT
cap gain +$6,437
Max even-money escape in the band~$1331 Jul 202612d left+$0.06/sh+$310
cycle +$3,210
[-$309…+$49] · 28% credit
72%
surv 61%
-$22,588 NOT
cap gain +$6,437
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-$0.47/sh-$2,340
cycle +$560
[-$3,921…-$2,970]
91%
surv 90%
-$15,963 NOT
cap gain +$13,062
budget: banked $2,900 debit $2,340 (81% used ≈ 1.2 wk of income) → whole cycle still +$560 cash · rolled 50 ct earn ≈ $1,763/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$8,700/mo
vs 50% target ($4,301/mo)+102%
vs normal income ($8,603/mo)101% covered
Net income (after hedge)$8,700/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,935
… as % of IC ($21,650)147.5%
… as % of ML ($56,650)56.4%
Recovery months (at normal income)3.7 mo
Surgical close (50 ct)$-29,225
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.58 collected) or spot ≥ $13.12 (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 $15.44 (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
$12-13.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$2,900$-24,511+$4,514+$2,850
+2.5%$12.81 (≤1σ, normal week)$1,338$-24,914+$4,111+$1,288
+5%$13.12 (≤1σ, normal week)$-225$-25,317+$3,708-$275
SS (= V-bounce)$24.33 (6.6σ)$-56,250$-39,772-$10,747-$39,650
V-BOUNCE STRESS (stock → CC-SS $19.47, where you are whole again, by expiry)
Starting unrealized P&L: $-29,025
+ Fortress recovery (un-capped): +$27,461
− CC assignment net of premium (50 × $12.50): -$31,935
Total Position P&L @ SS: $-33,499 ($-4,474 vs today)
Do-nothing baseline at SS: $-1,514 (this trade vs do-nothing: $-31,985, the opportunity cost of earning $8,700/mo FIGHT income now)
BB-reversion stress (→ $15.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$14,250, position total $-28,936 (+$89 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 (10 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (3 expiries scanned, 10 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: 0.742 (IBKR)  |  Recovery@SS: +$27,461 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,514

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.503d17 Jul 2026$0.0948/50$4,320$4,32690%92%+$2,916-$28,209130.3%$-29,771 (vs do-nothing $-28,257)
$133d17 Jul 2026$0.1726/50$4,420$4,49281%85%+$2,357-$16,37275.6%$-17,912 (vs do-nothing $-16,398)
$1310d24 Jul 2026$0.4135/50$4,305$4,35071%78%+$1,287-$21,19997.9%$-22,748 (vs do-nothing $-21,234)
$1317d31 Jul 2026$0.6439/50$4,405$4,43868%76%+$1,221-$22,725105.0%$-24,278 (vs do-nothing $-22,764)
$12.503d17 Jul 2026$0.3214/50$4,480$4,58867%77%+$1,802-$9,30643.0%$-10,833 (vs do-nothing $-9,320)
$12.5010d24 Jul 2026$0.5825/50$4,350$4,42562%74%+$1,138-$15,96773.8%$-17,506 (vs do-nothing $-15,992)
$12.5017d31 Jul 2026$0.7832/50$4,405$4,45961%73%+$837-$19,79891.4%$-21,344 (vs do-nothing $-19,830)
$1217d31 Jul 2026$1.0424/50$4,405$4,48353%69%+$813-$15,42571.2%$-16,962 (vs do-nothing $-15,449)
$1210d24 Jul 2026$0.8018/50$4,320$4,41652%69%+$842-$12,00155.4%$-13,532 (vs do-nothing $-12,019)
$123d17 Jul 2026$0.529/50$4,680$4,80349%69%+$1,163-$6,25228.9%$-7,775 (vs do-nothing $-6,261)

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  |  2026-07-14 03:38