FORTRESS FIGHT: MARA-LC20-1782 @ $12.36

BE SS: $24.33  |  CC-SS: $18.86  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-14 21:38

MARA-LC20-1782 @ $12.36   UNDERWATER $11.97 (49.2% 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: $18.86  |  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$7,235/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,079/mo (info only, already in marks)
Unrealized P&L$-25,400fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,618/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$7,235/mo (ATM CC, chain)
IC VELOCITY
3.0 mo to earn back $21,650
ML VELOCITY
7.8 mo to earn back $56,650
Deep drawdown confirmed: a CC at CC-SS $18.86 (probe: $18.5C 17d) brings only $88/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 58 (live) · RSI 52 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 45 · %B 21 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.98 (+29%) · daily UBB $15.26 · 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: 41 contracts at $13.50 / 3d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($3,618/mo); it brings $3,690/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 41 × $13/3d for $7,380/mo, but breach risk rises to 29% (+11pp 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 × $14.50/3d (93% survival, $1,500/mo).
Downside anchor: the primary mortgages $21,596 (100% 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 41 contracts realizes $-20,869 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 41 × $13.50, 83% survival, $3,690/mo (E[net] $1,176/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 · 3d41 × $13.5083%$3,690$1,176
NEXT FRIDAY24 Jul 2026 · 10d44 × $13.5073%$3,696$437

📅 THIS FRIDAY · 17 Jul 2026 · 3d · E[net] $1,176/mo 🏆 GRAND PICK

🎯 Engine pick: sell 41 × $13.50 (primary), 83% survival, breach 17%, $3,690/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $14 rung (33% normal) lifts survival to 89% (breach 17% → 11%) for $1,290/mo less (35% income) buys safety you do not really need here.
MARA  spot $12.36 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $14.5017 Jul3d17.3%93%14%$150$1,500-$2,190$21,637
Sell 50 × $14.50 17.3% OTM over spot $12.36 17 Jul 2026 (3d, $0.04 mid)
= $150 credit for the 3d cycle → $1,500/mo projected
Survival (stays ≤ $14.50)
93%
Breach risk
7%
POP (stays ≤ $14.54)
93%
EV / mo
+$294
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-3.1] median  ·  54% of paths whole by 9 mo (vs 51% without)  ·  ~4.7 challenges expected  ·  median CC cash $4,567
🛡 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)
-$1,506
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$17 @ 83% POP
81% 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: $0.47/sh now → $0.33 mid-life (likely $0.28–$0.55)≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 174 simulated challenges: the $14 strike is typically first touched on day 3 of 3, at $15 (overshoots $0.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20268d left+$0.34/sh+$1,706
cycle +$1,856
[+$1,756…+$2,066] · 100% credit
64%
surv 53%
-$15,509 NOT
cap gain +$9,891
Max even-money escape in the band~$1731 Jul 202616d left+$0.05/sh+$244
cycle +$394
[-$157…+$524] · 70% credit
80%
surv 77%
-$8,935 NOT
cap gain +$16,465
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)~$1624 Jul 20268d left+$0.04/sh+$199
cycle +$349
[-$167…+$414] · 69% credit
76%
surv 71%
-$12,735 NOT
cap gain +$12,665
Safety roll (pay small debit, max POP)~$1731 Jul 202616d left-$0.01/sh-$49
cycle +$101
[-$538…+$207] · 49% credit
83%
surv 81%
-$7,350 NOT
cap gain +$18,050
budget: banked $150 debit $49 (33% used ≈ 0.1 wk of income) → whole cycle still +$101 cash · rolled 50 ct earn ≈ $3,013/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$1,500/mo
vs 50% target ($3,618/mo)-59%
vs normal income ($7,235/mo)21% covered
Net income (after hedge)$1,500/mo
Downside budget
⚠ $14.50 is $4 below CC-SS $18.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,637
… as % of IC ($21,650)99.9%
… as % of ML ($56,650)38.2%
Recovery months (at normal income)3.0 mo
Surgical close (50 ct)$-25,425
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 $0.03 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 $15.26 (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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (2.0σ)$150$-17,214+$8,186+$100
+2.5%$14.86 (2.3σ)$-1,662$-17,666+$7,734-$1,712
+5%$15.23 (2.7σ)$-3,475$-18,117+$7,283-$3,525
SS (= V-bounce)$24.33 (11.2σ)$-49,000$-29,453-$4,053-$32,400
V-BOUNCE STRESS (stock → CC-SS $18.86, where you are whole again, by expiry)
Starting unrealized P&L: $-25,400
+ Fortress recovery (un-capped): +$24,398
− CC assignment net of premium (50 × $14.50): -$21,637
Total Position P&L @ SS: $-22,639 (+$2,761 vs today)
Do-nothing baseline at SS: $-952 (this trade vs do-nothing: $-21,687, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,250, position total $-19,057 (+$6,343 vs today)
33% normal48 × $1417 Jul3d13.3%89%23%$240$2,400-$1,290$23,075
Sell 48 × $14 13.3% OTM over spot $12.36 17 Jul 2026 (3d, $0.06 mid)
= $240 credit for the 3d cycle → $2,400/mo projected
Survival (stays ≤ $14)
89%
Breach risk
11%
POP (stays ≤ $14.06)
90%
EV / mo
+$136
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [1.0-4.2] median  ·  54% of paths whole by 9 mo (vs 48% without)  ·  ~8.1 challenges expected  ·  median CC cash $7,116
🛡 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)
-$1,268
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$17 @ 84% POP
82% 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: $0.44/sh now → $0.31 mid-life (likely $0.27–$0.54)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 330 simulated challenges: the $14 strike is typically first touched on day 2 of 3, 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)~$1424 Jul 20268d left+$0.32/sh+$1,547
cycle +$1,787
[+$1,551…+$1,860] · 100% credit
64%
surv 53%
-$17,453 NOT
cap gain +$7,947
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202616d left+$0.13/sh+$625
cycle +$865
[+$309…+$862] · 89% credit
78%
surv 74%
-$12,217 NOT
cap gain +$13,183
Up-and-out for even (raise the cap, free)~$1524 Jul 20268d left+$0.02/sh+$116
cycle +$356
[-$251…+$286] · 51% credit
77%
surv 72%
-$14,604 NOT
cap gain +$10,796
Max even-money escape in the band~$1631 Jul 202616d left+$0.03/sh+$125
cycle +$365
[-$329…+$327] · 51% credit
81%
surv 78%
-$10,839 NOT
cap gain +$14,561
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1731 Jul 202616d left-$0.03/sh-$147
cycle +$93
[-$681…+$47] · 31% credit
84%
surv 82%
-$9,233 NOT
cap gain +$16,167
budget: banked $240 debit $147 (61% used ≈ 0.3 wk of income) → whole cycle still +$93 cash · rolled 48 ct earn ≈ $2,553/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$2,400/mo
vs 50% target ($3,618/mo)-34%
vs normal income ($7,235/mo)33% covered
Net income (after hedge)$2,406/mo
Downside budget
⚠ $14 is $5 below CC-SS $18.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,075
… as % of IC ($21,650)106.6%
… as % of ML ($56,650)40.7%
Recovery months (at normal income)3.2 mo
Surgical close (48 ct)$-24,432
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 $0.05 collected) or spot ≥ $14.06 (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 $15.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.06
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
≥ $14.06
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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.5σ)$240$-19,000+$6,400+$192
+2.5%$14.35 (1.9σ)$-1,440$-19,366+$6,034-$1,488
+5%$14.70 (2.2σ)$-3,120$-19,731+$5,669-$3,168
SS (= V-bounce)$24.33 (11.2σ)$-49,344$-30,461-$5,061-$33,408
V-BOUNCE STRESS (stock → CC-SS $18.86, where you are whole again, by expiry)
Starting unrealized P&L: $-25,400
+ Fortress recovery (un-capped): +$24,398
− CC assignment net of premium (48 × $14): -$23,075
+ Conservative CC premium (2 × $21): +$2
Total Position P&L @ SS: $-24,076 (+$1,324 vs today)
Do-nothing baseline at SS: $-952 (this trade vs do-nothing: $-23,123, the opportunity cost of earning $2,400/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,264, position total $-21,069 (+$4,331 vs today)
🎯 50% normal41 × $13.5017 Jul3d9.2%83%21%$369$3,690$21,596
Sell 41 × $13.50 9.2% OTM over spot $12.36 17 Jul 2026 (3d, $0.10 mid)
= $369 credit for the 3d cycle → $3,690/mo projected
Survival (stays ≤ $13.50)
83%
Breach risk
17%
POP (stays ≤ $13.60)
84%
EV / mo
+$271
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-4.0] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  54% of paths whole by 9 mo (vs 47% without)  ·  ~13.5 challenges expected  ·  median CC cash $10,155
🛡 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)
-$851
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 41 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.42/sh now → $0.30 mid-life (likely $0.30–$0.55)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 618 simulated challenges: the $14 strike is typically first touched on day 2 of 3, at $14 (overshoots $0.41). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (41 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20268d left+$0.30/sh+$1,247
cycle +$1,616
[+$1,122…+$1,397] · 100% credit
64%
surv 53%
-$19,495 NOT
cap gain +$5,905
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.10/sh+$424
cycle +$793
[+$62…+$539] · 78% credit
78%
surv 74%
-$14,159 NOT
cap gain +$11,241
Up-and-out for even (raise the cap, free)~$1524 Jul 20268d left+$0.01/sh+$38
cycle +$407
[-$367…+$101] · 37% credit
77%
surv 73%
-$16,423 NOT
cap gain +$8,977
Max even-money escape in the band~$1631 Jul 202616d left+$0.00/sh+$20
cycle +$389
[-$471…+$100] · 35% credit
82%
surv 79%
-$12,686 NOT
cap gain +$12,714
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-$0.05/sh-$203
cycle +$166
[-$766…-$150] · 9% credit
85%
surv 83%
-$11,031 NOT
cap gain +$14,369
budget: banked $369 debit $203 (55% used ≈ 0.2 wk of income) → whole cycle still +$166 cash · rolled 41 ct earn ≈ $1,908/mo while parked; 9 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,690/mo
vs 50% target ($3,618/mo)+2%
vs normal income ($7,235/mo)51% covered
Net income (after hedge)$3,717/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,596
… as % of IC ($21,650)99.8%
… as % of ML ($56,650)38.1%
Recovery months (at normal income)3.0 mo
Surgical close (41 ct)$-20,869
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 $15.26 (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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.1σ)$369$-20,741+$4,659+$328
+2.5%$13.84 (1.4σ)$-1,015$-20,858+$4,542-$1,056
+5%$14.18 (1.7σ)$-2,399$-20,974+$4,426-$2,440
SS (= V-bounce)$24.33 (11.2σ)$-44,034$-27,475-$2,075-$30,422
V-BOUNCE STRESS (stock → CC-SS $18.86, where you are whole again, by expiry)
Starting unrealized P&L: $-25,400
+ Fortress recovery (un-capped): +$24,398
− CC assignment net of premium (41 × $13.50): -$21,596
+ Conservative CC premium (9 × $21): +$9
Total Position P&L @ SS: $-22,590 (+$2,810 vs today)
Do-nothing baseline at SS: $-952 (this trade vs do-nothing: $-21,637, the opportunity cost of earning $3,690/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,799, position total $-21,597 (+$3,803 vs today)
100% normal41 × $1317 Jul3d5.2%71%59%$738$7,380+$3,690$23,277
Sell 41 × $13 5.2% OTM over spot $12.36 17 Jul 2026 (3d, $0.18 mid)
= $738 credit for the 3d cycle → $7,380/mo projected
Survival (stays ≤ $13)
71%
Breach risk
29%
POP (stays ≤ $13.19)
76%
EV / mo
+$155
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.3-3.9] median, 0.2 mo faster than no FIGHT (2.6 mo)  ·  62% of paths whole by 9 mo (vs 46% without)  ·  ~21.6 challenges expected  ·  median CC cash $13,266
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
39%
Flat exit net (mid-life)
-$416
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 41 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.40/sh now → $0.28 mid-life (likely $0.34–$0.60)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,162 simulated challenges: the $13 strike is typically first touched on day 2 of 3, at $13 (overshoots $0.45). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (41 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1324 Jul 20268d left+$0.29/sh+$1,174
cycle +$1,912
[+$1,007…+$1,285] · 100% credit
64%
surv 53%
-$21,076 NOT
cap gain +$4,324
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202616d left+$0.20/sh+$826
cycle +$1,564
[+$470…+$855] · 96% credit
75%
surv 70%
-$17,143 NOT
cap gain +$8,257
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.12/sh+$474
cycle +$1,212
[+$140…+$485] · 86% credit
73%
surv 66%
-$19,373 NOT
cap gain +$6,027
Max even-money escape in the band~$1531 Jul 202616d left+$0.08/sh+$321
cycle +$1,059
[-$202…+$274] · 59% credit
79%
surv 75%
-$15,770 NOT
cap gain +$9,630
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-$0.14/sh-$577
cycle +$161
[-$1,500…-$755]
88%
surv 87%
-$11,036 NOT
cap gain +$14,364
budget: banked $738 debit $577 (78% used ≈ 0.3 wk of income) → whole cycle still +$161 cash · rolled 41 ct earn ≈ $1,082/mo while parked; 9 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,380/mo
vs 50% target ($3,618/mo)+104%
vs normal income ($7,235/mo)102% covered
Net income (after hedge)$7,407/mo
Downside budget
⚠ $13 is $6 below CC-SS $18.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,277
… as % of IC ($21,650)107.5%
… as % of ML ($56,650)41.1%
Recovery months (at normal income)3.2 mo
Surgical close (41 ct)$-20,848
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.18 collected) or spot ≥ $13.19 (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 $15.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.19
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.19
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$738$-22,250+$3,150+$697
+2.5%$13.32 (≤1σ, normal week)$-594$-22,362+$3,038-$635
+5%$13.65 (1.2σ)$-1,927$-22,474+$2,926-$1,968
SS (= V-bounce)$24.33 (11.2σ)$-45,715$-29,156-$3,756-$32,103
V-BOUNCE STRESS (stock → CC-SS $18.86, where you are whole again, by expiry)
Starting unrealized P&L: $-25,400
+ Fortress recovery (un-capped): +$24,398
− CC assignment net of premium (41 × $13): -$23,277
+ Conservative CC premium (9 × $21): +$9
Total Position P&L @ SS: $-24,271 (+$1,129 vs today)
Do-nothing baseline at SS: $-952 (this trade vs do-nothing: $-23,318, the opportunity cost of earning $7,380/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,480, position total $-23,278 (+$2,122 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] $437/mo

🎯 Engine pick: sell 44 × $13.50 (primary), 73% survival, breach 27%, $3,696/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 80% (breach 27% → 20%) for $1,296/mo less (35% 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 $12.36 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $1524 Jul10d21.4%90%20%$500$1,500-$2,196$18,787
Sell 50 × $15 21.4% OTM over spot $12.36 24 Jul 2026 (10d, $0.12 mid)
= $500 credit for the 10d cycle → $1,500/mo projected
Survival (stays ≤ $15)
90%
Breach risk
10%
POP (stays ≤ $15.12)
91%
EV / mo
+$581
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.3-4.4] median, 0.1 mo faster than no FIGHT (2.7 mo)  ·  46% of paths whole by 9 mo (vs 44% without)  ·  ~2.7 challenges expected  ·  median CC cash $5,872
🛡 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)
14%
Flat exit net (mid-life)
-$2,826
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 71% POP
62% 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: $0.94/sh now → $0.67 mid-life (likely $0.56–$0.92)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 416 simulated challenges: the $15 strike is typically first touched on day 7 of 10, at $15 (overshoots $0.45). 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+$0.27/sh+$1,332
cycle +$1,832
[+$1,198…+$1,926] · 100% credit
66%
surv 54%
-$13,654 NOT
cap gain +$11,746
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.05/sh+$267
cycle +$767
[+$15…+$741] · 76% credit
71%
surv 62%
-$12,317 NOT
cap gain +$13,083
Max even-money escape in the band~$1631 Jul 202612d left+$0.05/sh+$267
cycle +$767
[+$15…+$741] · 76% credit
71%
surv 62%
-$12,317 NOT
cap gain +$13,083
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 ($3,618/mo)-59%
vs normal income ($7,235/mo)21% covered
Net income (after hedge)$1,500/mo
Downside budget
⚠ $15 is $4 below CC-SS $18.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,787
… as % of IC ($21,650)86.8%
… as % of ML ($56,650)33.2%
Recovery months (at normal income)2.6 mo
Surgical close (50 ct)$-25,475
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 $0.10 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 $15.26 (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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.4σ)$500$-14,987+$10,413+$450
+2.5%$15.37 (1.5σ)$-1,375$-15,454+$9,946-$1,425
+5%$15.75 (1.7σ)$-3,250$-15,921+$9,479-$3,300
SS (= V-bounce)$24.33 (6.1σ)$-46,150$-26,603-$1,203-$29,550
V-BOUNCE STRESS (stock → CC-SS $18.86, where you are whole again, by expiry)
Starting unrealized P&L: $-25,400
+ Fortress recovery (un-capped): +$24,398
− CC assignment net of premium (50 × $15): -$18,787
Total Position P&L @ SS: $-19,789 (+$5,611 vs today)
Do-nothing baseline at SS: $-952 (this trade vs do-nothing: $-18,837, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$4,400, position total $-16,207 (+$9,193 vs today)
33% normal ← lean40 × $1424 Jul10d13.3%80%42%$800$2,400-$1,296$18,629
Sell 40 × $14 13.3% OTM over spot $12.36 24 Jul 2026 (10d, $0.23 mid)
= $800 credit for the 10d cycle → $2,400/mo projected
Survival (stays ≤ $14)
80%
Breach risk
20%
POP (stays ≤ $14.23)
83%
EV / mo
+$182
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.3-4.9] median  ·  54% of paths whole by 9 mo (vs 46% without)  ·  ~6.4 challenges expected  ·  median CC cash $7,077
🛡 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)
32%
Flat exit net (mid-life)
-$1,589
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 75% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 40 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: $0.84/sh now → $0.60 mid-life (likely $0.63–$0.93)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 948 simulated challenges: the $14 strike is typically first touched on day 5 of 10, at $14 (overshoots $0.41). 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 (40 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+$0.24/sh+$955
cycle +$1,755
[+$747…+$1,147] · 100% credit
66%
surv 54%
-$17,477 NOT
cap gain +$7,923
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.24/sh+$957
cycle +$1,757
[+$795…+$1,152] · 100% credit
68%
surv 56%
-$16,949 NOT
cap gain +$8,451
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.03/sh+$105
cycle +$905
[-$211…+$180] · 41% credit
71%
surv 63%
-$15,923 NOT
cap gain +$9,477
Max even-money escape in the band~$1531 Jul 202612d left+$0.03/sh+$105
cycle +$905
[-$211…+$180] · 41% credit
71%
surv 63%
-$15,923 NOT
cap gain +$9,477
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-$0.13/sh-$505
cycle +$295
[-$966…-$507] · 7% credit
75%
surv 70%
-$14,657 NOT
cap gain +$10,743
budget: banked $800 debit $505 (63% used ≈ 0.9 wk of income) → whole cycle still +$295 cash · rolled 40 ct earn ≈ $4,708/mo while parked; 10 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$2,400/mo
vs 50% target ($3,618/mo)-34%
vs normal income ($7,235/mo)33% covered
Net income (after hedge)$2,430/mo
Downside budget
⚠ $14 is $5 below CC-SS $18.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,629
… as % of IC ($21,650)86.0%
… as % of ML ($56,650)32.9%
Recovery months (at normal income)2.6 mo
Surgical close (40 ct)$-20,440
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 ≥ $14.23 (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 $15.26 (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
$14-14.23
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
≥ $14.23
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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$800$-18,432+$6,968+$760
+2.5%$14.35 (1.0σ)$-600$-18,518+$6,882-$640
+5%$14.70 (1.2σ)$-2,000$-18,603+$6,797-$2,040
SS (= V-bounce)$24.33 (6.1σ)$-40,520$-24,293+$1,107-$27,240
V-BOUNCE STRESS (stock → CC-SS $18.86, where you are whole again, by expiry)
Starting unrealized P&L: $-25,400
+ Fortress recovery (un-capped): +$24,398
− CC assignment net of premium (40 × $14): -$18,629
+ Conservative CC premium (10 × $21): +$10
Total Position P&L @ SS: $-19,622 (+$5,778 vs today)
Do-nothing baseline at SS: $-952 (this trade vs do-nothing: $-18,669, the opportunity cost of earning $2,400/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,120, position total $-18,917 (+$6,483 vs today)
🎯 50% normal44 × $13.5024 Jul10d9.2%73%44%$1,232$3,696$22,340
Sell 44 × $13.50 9.2% OTM over spot $12.36 24 Jul 2026 (10d, $0.32 mid)
= $1,232 credit for the 10d cycle → $3,696/mo projected
Survival (stays ≤ $13.50)
73%
Breach risk
27%
POP (stays ≤ $13.82)
78%
EV / mo
+$22
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.4-4.5] median, 0.1 mo faster than no FIGHT (2.5 mo)  ·  53% of paths whole by 9 mo (vs 45% without)  ·  ~9.0 challenges expected  ·  median CC cash $8,984
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
44%
Flat exit net (mid-life)
-$1,252
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 80% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 44 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: $0.80/sh now → $0.56 mid-life (likely $0.63–$0.93)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,312 simulated challenges: the $14 strike is typically first touched on day 5 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 (44 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.22/sh+$980
cycle +$2,212
[+$755…+$1,076] · 100% credit
68%
surv 56%
-$18,375 NOT
cap gain +$7,025
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.23/sh+$992
cycle +$2,224
[+$721…+$1,086] · 100% credit
66%
surv 54%
-$18,890 NOT
cap gain +$6,510
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.01/sh+$60
cycle +$1,292
[-$338…+$44] · 28% credit
72%
surv 64%
-$17,418 NOT
cap gain +$7,982
Max even-money escape in the band~$1431 Jul 202612d left+$0.01/sh+$60
cycle +$1,292
[-$338…+$44] · 28% credit
72%
surv 64%
-$17,418 NOT
cap gain +$7,982
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-$0.25/sh-$1,112
cycle +$120
[-$1,879…-$1,260]
80%
surv 77%
-$14,836 NOT
cap gain +$10,564
budget: banked $1,232 debit $1,112 (90% used ≈ 1.3 wk of income) → whole cycle still +$120 cash · rolled 44 ct earn ≈ $3,428/mo while parked; 6 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,696/mo
vs 50% target ($3,618/mo)+2%
vs normal income ($7,235/mo)51% covered
Net income (after hedge)$3,714/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,340
… as % of IC ($21,650)103.2%
… as % of ML ($56,650)39.4%
Recovery months (at normal income)3.1 mo
Surgical close (44 ct)$-22,528
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 $0.28 collected) or spot ≥ $13.82 (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 $15.26 (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
$13-13.82
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
≥ $13.82
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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$1,232$-19,881+$5,519+$1,188
+2.5%$13.84 (≤1σ, normal week)$-253$-20,099+$5,301-$297
+5%$14.18 (≤1σ, normal week)$-1,738$-20,317+$5,083-$1,782
SS (= V-bounce)$24.33 (6.1σ)$-46,420$-28,865-$3,465-$31,812
V-BOUNCE STRESS (stock → CC-SS $18.86, where you are whole again, by expiry)
Starting unrealized P&L: $-25,400
+ Fortress recovery (un-capped): +$24,398
− CC assignment net of premium (44 × $13.50): -$22,340
+ Conservative CC premium (6 × $21): +$6
Total Position P&L @ SS: $-23,337 (+$2,063 vs today)
Do-nothing baseline at SS: $-952 (this trade vs do-nothing: $-22,384, the opportunity cost of earning $3,696/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,680, position total $-21,481 (+$3,919 vs today)
100% normal43 × $12.5024 Jul10d1.1%56%94%$2,451$7,353+$3,657$24,886
Sell 43 × $12.50 1.1% OTM over spot $12.36 24 Jul 2026 (10d, $0.60 mid)
= $2,451 credit for the 10d cycle → $7,353/mo projected
Survival (stays ≤ $12.50)
56%
Breach risk
44%
POP (stays ≤ $13.11)
67%
EV / mo
$-365
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.3-4.4] median, 0.1 mo SLOWER than no FIGHT (2.4 mo): roll costs eat the credits at this rung  ·  52% of paths whole by 9 mo (vs 41% without)  ·  ~24.2 challenges expected  ·  median CC cash $12,463
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
77%
Flat exit net (mid-life)
+$294
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 43 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.71/sh now → $0.50 mid-life (likely $0.70–$0.98)≈ $0 at expiry  |  you banked $0.57/sh, so a flat mid-life exit nets +$0.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,298 simulated challenges: the $12 strike is typically first touched on day 2 of 10, 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 (43 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+$0.19/sh+$822
cycle +$3,273
[+$544…+$657] · 100% credit
68%
surv 56%
-$21,069 NOT
cap gain +$4,331
Max even-money escape in the band~$1331 Jul 202612d left+$0.19/sh+$822
cycle +$3,273
[+$544…+$657] · 100% credit
68%
surv 56%
-$21,069 NOT
cap gain +$4,331
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+$0.20/sh+$859
cycle +$3,310
[+$514…+$653] · 100% credit
66%
surv 53%
-$21,558 NOT
cap gain +$3,842
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.43/sh-$1,830
cycle +$621
[-$3,369…-$2,457]
92%
surv 91%
-$12,455 NOT
cap gain +$12,945
budget: banked $2,451 debit $1,830 (75% used ≈ 1.1 wk of income) → whole cycle still +$621 cash · rolled 43 ct earn ≈ $818/mo while parked; 7 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,353/mo
vs 50% target ($3,618/mo)+103%
vs normal income ($7,235/mo)102% covered
Net income (after hedge)$7,374/mo
Downside budget
⚠ $12.50 is $6 below CC-SS $18.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,886
… as % of IC ($21,650)114.9%
… as % of ML ($56,650)43.9%
Recovery months (at normal income)3.4 mo
Surgical close (43 ct)$-21,994
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 $0.57 collected) or spot ≥ $13.11 (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 $15.26 (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
$12-13.11
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
≥ $13.11
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 0.75 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$2,451$-22,416+$2,984+$2,408
+2.5%$12.81 (≤1σ, normal week)$1,107$-22,587+$2,813+$1,064
+5%$13.12 (≤1σ, normal week)$-237$-22,757+$2,643-$280
SS (= V-bounce)$24.33 (6.1σ)$-48,418$-31,195-$5,795-$34,142
V-BOUNCE STRESS (stock → CC-SS $18.86, where you are whole again, by expiry)
Starting unrealized P&L: $-25,400
+ Fortress recovery (un-capped): +$24,398
− CC assignment net of premium (43 × $12.50): -$24,886
+ Conservative CC premium (7 × $21): +$7
Total Position P&L @ SS: $-25,881 ($-481 vs today)
Do-nothing baseline at SS: $-952 (this trade vs do-nothing: $-24,929, the opportunity cost of earning $7,353/mo FIGHT income now)
BB-reversion stress (→ $15.98 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,513, position total $-24,313 (+$1,087 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 3-45 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: 0.751 (IBKR)  |  Recovery@SS: +$24,398 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-952

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.503d17 Jul 2026$0.0941/50$3,690$3,71783%84%+$271-$21,59699.8%$-22,590 (vs do-nothing $-21,637)
$13.5010d24 Jul 2026$0.2844/50$3,696$3,71473%78%+$22-$22,340103.2%$-23,337 (vs do-nothing $-22,384)
$133d17 Jul 2026$0.1821/50$3,780$3,86771%76%+$79-$11,92255.1%$-12,896 (vs do-nothing $-11,943)
$13.5017d31 Jul 2026$0.4645/50$3,653$3,66870%77%+$237-$22,038101.8%$-23,036 (vs do-nothing $-22,083)
$1310d24 Jul 2026$0.4031/50$3,720$3,77765%73%$-62-$16,91878.1%$-17,901 (vs do-nothing $-16,949)
$1317d31 Jul 2026$0.6134/50$3,660$3,70864%73%+$153-$17,84182.4%$-18,827 (vs do-nothing $-17,875)
$12.503d17 Jul 2026$0.3112/50$3,720$3,83457%66%$-398-$7,25733.5%$-8,221 (vs do-nothing $-7,269)
$12.5017d31 Jul 2026$0.8226/50$3,762$3,83456%68%+$173-$14,39766.5%$-15,376 (vs do-nothing $-14,423)
$12.5010d24 Jul 2026$0.5722/50$3,762$3,84656%67%$-187-$12,73258.8%$-13,707 (vs do-nothing $-12,754)

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 21:38