FORTRESS FIGHT: MARA-LC20-1782 @ $11.93

BE SS: $24.33  |  CC-SS: $18.80  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-15 03:39

MARA-LC20-1782 @ $11.93   UNDERWATER $12.40 (51.0% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 14 days. The recommended CC (2d) 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: $18.80  |  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$8,812/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,000/mo (info only, already in marks)
Unrealized P&L$-26,775fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,406/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$8,812/mo (ATM CC, chain)
IC VELOCITY
2.5 mo to earn back $21,650
ML VELOCITY
6.4 mo to earn back $56,650
Deep drawdown confirmed: a CC at CC-SS $18.80 (probe: $19C 16d) brings only $188/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 54 (live) · RSI 49 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 14 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.92 (+33%) · daily UBB $15.34 · 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: 49 contracts at $13.50 / 2d. This is the safest strike (survival 94%, breach 6%) that still earns 50% of normal income ($4,406/mo); it brings $4,410/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 46 × $13/2d for $8,970/mo, but breach risk rises to 13% (+7pp vs the primary). The lower strike is hit by a smaller bounce.
Downside anchor: the primary mortgages $25,675 (119% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 2.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 49 contracts realizes $-26,264 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 (2d) · sell 49 × $13.50, 94% survival, $4,410/mo (E[net] $2,745/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 · 2d49 × $13.5094%$4,410$2,745
NEXT FRIDAY24 Jul 2026 · 9d38 × $1374%$4,433$1,031

📅 THIS FRIDAY · 17 Jul 2026 · 2d · E[net] $2,745/mo 🏆 GRAND PICK

🎯 Engine pick: sell 49 × $13.50 (primary), 94% survival, breach 6%, $4,410/mo.
This is already the safest rung on the ladder, take it.
MARA  spot $11.93 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal33 × $13.5017 Jul2d13.2%94%11%$198$2,970-$1,440$17,291
Sell 33 × $13.50 13.2% OTM over spot $11.93 17 Jul 2026 (2d, $0.07 mid)
= $198 credit for the 2d cycle → $2,970/mo projected
Survival (stays ≤ $13.50)
94%
Breach risk
6%
POP (stays ≤ $13.56)
95%
EV / mo
+$2,394
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.4-4.4] median, 0.1 mo SLOWER than no FIGHT (2.3 mo): roll costs eat the credits at this rung  ·  57% of paths whole by 9 mo (vs 48% without)  ·  ~5.3 challenges expected  ·  median CC cash $10,156
🛡 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)
5%
Flat exit net (mid-life)
-$1,221
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 33 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.61/sh now → $0.43 mid-life (likely $0.42–$0.71)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 144 simulated challenges: the $14 strike is typically first touched on day 2 of 2, at $14 (overshoots $0.32). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (33 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20268d left+$0.38/sh+$1,255
cycle +$1,453
[+$1,032…+$1,395] · 97% credit
68%
surv 53%
-$19,472 NOT
cap gain +$7,303
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202615d left+$0.12/sh+$406
cycle +$604
[-$50…+$511] · 74% credit
80%
surv 74%
-$14,503 NOT
cap gain +$12,272
Max even-money escape in the band~$1631 Jul 202615d left+$0.02/sh+$77
cycle +$275
[-$452…+$161] · 43% credit
83%
surv 79%
-$12,980 NOT
cap gain +$13,795
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)~$1524 Jul 20268d left+$0.01/sh+$43
cycle +$241
[-$416…+$95] · 36% credit
78%
surv 72%
-$16,718 NOT
cap gain +$10,057
Safety roll (pay small debit, max POP)~$1631 Jul 202615d left-$0.04/sh-$143
cycle +$55
[-$709…-$74] · 19% credit
86%
surv 83%
-$11,348 NOT
cap gain +$15,427
budget: banked $198 debit $143 (72% used ≈ 0.2 wk of income) → whole cycle still +$55 cash · rolled 33 ct earn ≈ $2,552/mo while parked; 17 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,970/mo
vs 50% target ($4,406/mo)-33%
vs normal income ($8,812/mo)34% covered
Net income (after hedge)$3,034/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,291
… as % of IC ($21,650)79.9%
… as % of ML ($56,650)30.5%
Recovery months (at normal income)2.0 mo
Surgical close (33 ct)$-17,688
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 $0.06 collected) or spot ≥ $13.56 (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 $15.34 (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
$13-13.56
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
≥ $13.56
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 (1.9σ)$198$-20,726+$6,049+$132
+2.5%$13.84 (2.3σ)$-916$-20,589+$6,186-$982
+5%$14.18 (2.7σ)$-2,030$-20,453+$6,322-$2,096
SS (= V-bounce)$24.33 (14.9σ)$-35,541$-20,301+$6,474-$27,918
V-BOUNCE STRESS (stock → CC-SS $18.80, where you are whole again, by expiry)
Starting unrealized P&L: $-26,775
+ Fortress recovery (un-capped): +$25,453
− CC assignment net of premium (33 × $13.50): -$17,291
+ Conservative CC premium (17 × $22): +$34
Total Position P&L @ SS: $-18,580 (+$8,195 vs today)
Do-nothing baseline at SS: $-1,222 (this trade vs do-nothing: $-17,357, the opportunity cost of earning $2,970/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,788, position total $-19,746 (+$7,029 vs today)
🎯 50% normal49 × $13.5017 Jul2d13.2%94%5%$294$4,410$25,675
Sell 49 × $13.50 13.2% OTM over spot $11.93 17 Jul 2026 (2d, $0.07 mid)
= $294 credit for the 2d cycle → $4,410/mo projected
Survival (stays ≤ $13.50)
94%
Breach risk
6%
POP (stays ≤ $13.56)
95%
EV / mo
+$3,555
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-4.3] median, 0.1 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung  ·  55% of paths whole by 9 mo (vs 42% without)  ·  ~5.4 challenges expected  ·  median CC cash $13,954
🛡 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)
5%
Flat exit net (mid-life)
-$1,813
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 49 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.61/sh now → $0.43 mid-life (likely $0.42–$0.74)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 158 simulated challenges: the $14 strike is typically first touched on day 2 of 2, at $14 (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 (49 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+$0.38/sh+$1,863
cycle +$2,157
[+$1,486…+$2,073] · 96% credit
68%
surv 53%
-$18,799 NOT
cap gain +$7,976
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202615d left+$0.12/sh+$603
cycle +$897
[-$138…+$763] · 68% credit
80%
surv 74%
-$14,242 NOT
cap gain +$12,533
Max even-money escape in the band~$1631 Jul 202615d left+$0.02/sh+$114
cycle +$408
[-$740…+$243] · 39% credit
83%
surv 79%
-$12,879 NOT
cap gain +$13,896
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)~$1524 Jul 20268d left+$0.01/sh+$65
cycle +$359
[-$733…+$145] · 34% credit
78%
surv 72%
-$16,633 NOT
cap gain +$10,142
Safety roll (pay small debit, max POP)~$1631 Jul 202615d left-$0.04/sh-$213
cycle +$81
[-$1,146…-$106] · 19% credit
86%
surv 83%
-$11,353 NOT
cap gain +$15,422
budget: banked $294 debit $213 (72% used ≈ 0.2 wk of income) → whole cycle still +$81 cash · rolled 49 ct earn ≈ $3,789/mo while parked; 1 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$4,410/mo
vs 50% target ($4,406/mo)+0%
vs normal income ($8,812/mo)50% covered
Net income (after hedge)$4,414/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,675
… as % of IC ($21,650)118.6%
… as % of ML ($56,650)45.3%
Recovery months (at normal income)2.9 mo
Surgical close (49 ct)$-26,264
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 $0.06 collected) or spot ≥ $13.56 (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 $15.34 (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
$13-13.56
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
≥ $13.56
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 (1.9σ)$294$-20,662+$6,113+$196
+2.5%$13.84 (2.3σ)$-1,360$-21,065+$5,710-$1,458
+5%$14.18 (2.7σ)$-3,014$-21,469+$5,306-$3,112
SS (= V-bounce)$24.33 (14.9σ)$-52,773$-33,837-$7,062-$41,454
V-BOUNCE STRESS (stock → CC-SS $18.80, where you are whole again, by expiry)
Starting unrealized P&L: $-26,775
+ Fortress recovery (un-capped): +$25,453
− CC assignment net of premium (49 × $13.50): -$25,675
+ Conservative CC premium (1 × $22): +$2
Total Position P&L @ SS: $-26,995 ($-220 vs today)
Do-nothing baseline at SS: $-1,222 (this trade vs do-nothing: $-25,773, the opportunity cost of earning $4,410/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,564, position total $-23,554 (+$3,221 vs today)
🛡 safe yield50 × $13.5017 Jul2d13.2%94%11%$300$4,500+$90$26,199
Sell 50 × $13.50 13.2% OTM over spot $11.93 17 Jul 2026 (2d, $0.07 mid)
= $300 credit for the 2d cycle → $4,500/mo projected
Survival (stays ≤ $13.50)
94%
Breach risk
6%
POP (stays ≤ $13.56)
95%
EV / mo
+$3,628
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.2-4.0] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  57% of paths whole by 9 mo (vs 42% without)  ·  ~5.2 challenges expected  ·  median CC cash $13,443
🛡 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)
-$1,850
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.61/sh now → $0.43 mid-life (likely $0.45–$0.82)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 176 simulated challenges: the $14 strike is typically first touched on day 2 of 2, at $14 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20268d left+$0.38/sh+$1,901
cycle +$2,201
[+$1,349…+$2,018] · 94% credit
68%
surv 53%
-$18,757 NOT
cap gain +$8,018
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202615d left+$0.12/sh+$615
cycle +$915
[-$383…+$614] · 65% credit
80%
surv 74%
-$14,226 NOT
cap gain +$12,549
Max even-money escape in the band~$1631 Jul 202615d left+$0.02/sh+$116
cycle +$416
[-$1,016…+$97] · 36% credit
83%
surv 79%
-$12,873 NOT
cap gain +$13,902
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)~$1524 Jul 20268d left+$0.01/sh+$66
cycle +$366
[-$980…+$43] · 30% credit
78%
surv 72%
-$16,628 NOT
cap gain +$10,147
Safety roll (pay small debit, max POP)~$1631 Jul 202615d left-$0.04/sh-$217
cycle +$83
[-$1,443…-$247] · 15% credit
86%
surv 83%
-$11,353 NOT
cap gain +$15,422
budget: banked $300 debit $217 (72% used ≈ 0.2 wk of income) → whole cycle still +$83 cash · rolled 50 ct earn ≈ $3,866/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,500/mo
vs 50% target ($4,406/mo)+2%
vs normal income ($8,812/mo)51% covered
Net income (after hedge)$4,500/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,199
… as % of IC ($21,650)121.0%
… as % of ML ($56,650)46.2%
Recovery months (at normal income)3.0 mo
Surgical close (50 ct)$-26,800
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 $0.06 collected) or spot ≥ $13.56 (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 $15.34 (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
$13-13.56
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
≥ $13.56
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 (1.9σ)$300$-20,658+$6,117+$200
+2.5%$13.84 (2.3σ)$-1,387$-21,095+$5,680-$1,487
+5%$14.18 (2.7σ)$-3,075$-21,532+$5,243-$3,175
SS (= V-bounce)$24.33 (14.9σ)$-53,850$-34,683-$7,908-$42,300
V-BOUNCE STRESS (stock → CC-SS $18.80, where you are whole again, by expiry)
Starting unrealized P&L: $-26,775
+ Fortress recovery (un-capped): +$25,453
− CC assignment net of premium (50 × $13.50): -$26,199
Total Position P&L @ SS: $-27,521 ($-746 vs today)
Do-nothing baseline at SS: $-1,222 (this trade vs do-nothing: $-26,299, the opportunity cost of earning $4,500/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,800, position total $-23,792 (+$2,983 vs today)
100% normal46 × $1317 Jul2d9.0%87%26%$598$8,970+$4,560$26,081
Sell 46 × $13 9.0% OTM over spot $11.93 17 Jul 2026 (2d, $0.14 mid)
= $598 credit for the 2d cycle → $8,970/mo projected
Survival (stays ≤ $13)
87%
Breach risk
13%
POP (stays ≤ $13.13)
90%
EV / mo
+$6,361
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.4-4.3] median, 0.2 mo faster than no FIGHT (2.6 mo)  ·  73% of paths whole by 9 mo (vs 40% without)  ·  ~10.8 challenges expected  ·  median CC cash $20,689
🛡 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)
-$1,271
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 46 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.57/sh now → $0.41 mid-life (likely $0.43–$0.77)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 425 simulated challenges: the $13 strike is typically first touched on day 2 of 2, at $13 (overshoots $0.35). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (46 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1324 Jul 20268d left+$0.36/sh+$1,646
cycle +$2,244
[+$1,155…+$1,771] · 93% credit
68%
surv 53%
-$20,559 NOT
cap gain +$6,216
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202615d left+$0.23/sh+$1,047
cycle +$1,645
[+$297…+$1,127] · 81% credit
77%
surv 69%
-$17,193 NOT
cap gain +$9,582
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.17/sh+$782
cycle +$1,380
[+$140…+$820] · 78% credit
74%
surv 64%
-$19,311 NOT
cap gain +$7,464
Max even-money escape in the band~$1531 Jul 202615d left+$0.09/sh+$414
cycle +$1,012
[-$468…+$442] · 59% credit
80%
surv 75%
-$15,974 NOT
cap gain +$10,801
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 202615d left-$0.07/sh-$328
cycle +$270
[-$1,386…-$362] · 8% credit
86%
surv 84%
-$13,010 NOT
cap gain +$13,765
budget: banked $598 debit $328 (55% used ≈ 0.2 wk of income) → whole cycle still +$270 cash · rolled 46 ct earn ≈ $3,083/mo while parked; 4 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,970/mo
vs 50% target ($4,406/mo)+104%
vs normal income ($8,812/mo)102% covered
Net income (after hedge)$8,985/mo
Downside budget
⚠ $13 is $6 below CC-SS $18.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,081
… as % of IC ($21,650)120.5%
… as % of ML ($56,650)46.0%
Recovery months (at normal income)3.0 mo
Surgical close (46 ct)$-24,656
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 $0.13 collected) or spot ≥ $13.13 (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 $15.34 (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
$13-13.13
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.13
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.3σ)$598$-22,205+$4,570+$506
+2.5%$13.32 (1.7σ)$-897$-22,496+$4,279-$989
+5%$13.65 (2.1σ)$-2,392$-22,786+$3,989-$2,484
SS (= V-bounce)$24.33 (14.9σ)$-51,520$-33,277-$6,502-$40,894
V-BOUNCE STRESS (stock → CC-SS $18.80, where you are whole again, by expiry)
Starting unrealized P&L: $-26,775
+ Fortress recovery (un-capped): +$25,453
− CC assignment net of premium (46 × $13): -$26,081
+ Conservative CC premium (4 × $22): +$8
Total Position P&L @ SS: $-27,395 ($-620 vs today)
Do-nothing baseline at SS: $-1,222 (this trade vs do-nothing: $-26,173, the opportunity cost of earning $8,970/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,834, position total $-24,818 (+$1,957 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 · 9d · E[net] $1,031/mo

🎯 Engine pick: sell 38 × $13 (primary), 74% survival, breach 26%, $4,433/mo.
⚖️ Worth a safer step: the $13.50 rung (33% normal) lifts survival to 82% (breach 26% → 18%) for $1,517/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $13.50 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $11.93 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $14.5024 Jul9d21.5%91%19%$600$2,000-$2,433$20,899
Sell 50 × $14.50 21.5% OTM over spot $11.93 24 Jul 2026 (9d, $0.12 mid)
= $600 credit for the 9d cycle → $2,000/mo projected
Survival (stays ≤ $14.50)
91%
Breach risk
9%
POP (stays ≤ $14.62)
92%
EV / mo
+$1,086
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.7-5.0] median  ·  49% of paths whole by 9 mo (vs 42% without)  ·  ~2.9 challenges expected  ·  median CC cash $7,806
🛡 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)
-$3,215
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 76% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.08/sh now → $0.76 mid-life (likely $0.57–$1.07)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.64/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 325 simulated challenges: the $14 strike is typically first touched on day 6 of 9, at $15 (overshoots $0.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.32/sh+$1,594
cycle +$2,194
[+$1,479…+$2,372] · 100% credit
68%
surv 54%
-$15,059 NOT
cap gain +$11,716
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.09/sh+$434
cycle +$1,034
[+$138…+$1,046] · 86% credit
72%
surv 62%
-$14,107 NOT
cap gain +$12,668
Max even-money escape in the band~$1531 Jul 202612d left+$0.09/sh+$434
cycle +$1,034
[+$138…+$1,046] · 86% credit
72%
surv 62%
-$14,107 NOT
cap gain +$12,668
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.09/sh-$460
cycle +$140
[-$898…+$133] · 30% credit
76%
surv 68%
-$13,149 NOT
cap gain +$13,626
budget: banked $600 debit $460 (77% used ≈ 1.0 wk of income) → whole cycle still +$140 cash · rolled 50 ct earn ≈ $8,385/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,000/mo
vs 50% target ($4,406/mo)-55%
vs normal income ($8,812/mo)23% covered
Net income (after hedge)$2,000/mo
Downside budget
⚠ $14.50 is $4 below CC-SS $18.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,899
… as % of IC ($21,650)96.5%
… as % of ML ($56,650)36.9%
Recovery months (at normal income)2.4 mo
Surgical close (50 ct)$-26,800
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $14.62 (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 $15.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.62
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
≥ $14.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.5σ)$600$-16,653+$10,122+$500
+2.5%$14.86 (1.7σ)$-1,212$-17,123+$9,652-$1,312
+5%$15.23 (1.9σ)$-3,025$-17,592+$9,183-$3,125
SS (= V-bounce)$24.33 (7.0σ)$-48,550$-29,383-$2,608-$37,000
V-BOUNCE STRESS (stock → CC-SS $18.80, where you are whole again, by expiry)
Starting unrealized P&L: $-26,775
+ Fortress recovery (un-capped): +$25,453
− CC assignment net of premium (50 × $14.50): -$20,899
Total Position P&L @ SS: $-22,221 (+$4,554 vs today)
Do-nothing baseline at SS: $-1,222 (this trade vs do-nothing: $-20,999, the opportunity cost of earning $2,000/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$6,500, position total $-18,492 (+$8,283 vs today)
33% normal ← lean35 × $13.5024 Jul9d13.2%82%38%$875$2,917-$1,517$17,674
Sell 35 × $13.50 13.2% OTM over spot $11.93 24 Jul 2026 (9d, $0.27 mid)
= $875 credit for the 9d cycle → $2,917/mo projected
Survival (stays ≤ $13.50)
82%
Breach risk
18%
POP (stays ≤ $13.77)
85%
EV / mo
+$1,252
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.6-4.6] median, 0.1 mo faster than no FIGHT (2.8 mo)  ·  49% of paths whole by 9 mo (vs 41% without)  ·  ~6.5 challenges expected  ·  median CC cash $9,244
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
29%
Flat exit net (mid-life)
-$1,512
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 77% POP
70% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.96/sh now → $0.68 mid-life (likely $0.71–$1.06)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 865 simulated challenges: the $14 strike is typically first touched on day 5 of 9, 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 (35 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+$0.28/sh+$995
cycle +$1,870
[+$787…+$1,197] · 100% credit
68%
surv 54%
-$19,058 NOT
cap gain +$7,717
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.28/sh+$997
cycle +$1,872
[+$811…+$1,195] · 100% credit
69%
surv 55%
-$18,796 NOT
cap gain +$7,979
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.05/sh+$183
cycle +$1,058
[-$136…+$308] · 55% credit
73%
surv 63%
-$17,759 NOT
cap gain +$9,016
Max even-money escape in the band~$1431 Jul 202612d left+$0.05/sh+$183
cycle +$1,058
[-$136…+$308] · 55% credit
73%
surv 63%
-$17,759 NOT
cap gain +$9,016
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-$0.12/sh-$424
cycle +$451
[-$867…-$383] · 10% credit
77%
surv 70%
-$16,512 NOT
cap gain +$10,263
budget: banked $875 debit $424 (48% used ≈ 0.6 wk of income) → whole cycle still +$451 cash · rolled 35 ct earn ≈ $4,909/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$2,917/mo
vs 50% target ($4,406/mo)-34%
vs normal income ($8,812/mo)33% covered
Net income (after hedge)$2,973/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,674
… as % of IC ($21,650)81.6%
… as % of ML ($56,650)31.2%
Recovery months (at normal income)2.0 mo
Surgical close (35 ct)$-18,795
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.25 collected) or spot ≥ $13.77 (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 $15.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.77
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
≥ $13.77
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$875$-20,053+$6,722+$805
+2.5%$13.84 (1.1σ)$-306$-19,984+$6,791-$376
+5%$14.18 (1.3σ)$-1,488$-19,915+$6,860-$1,558
SS (= V-bounce)$24.33 (7.0σ)$-37,030$-21,328+$5,447-$28,945
V-BOUNCE STRESS (stock → CC-SS $18.80, where you are whole again, by expiry)
Starting unrealized P&L: $-26,775
+ Fortress recovery (un-capped): +$25,453
− CC assignment net of premium (35 × $13.50): -$17,674
+ Conservative CC premium (15 × $22): +$30
Total Position P&L @ SS: $-18,967 (+$7,808 vs today)
Do-nothing baseline at SS: $-1,222 (this trade vs do-nothing: $-17,744, the opportunity cost of earning $2,917/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,595, position total $-19,557 (+$7,218 vs today)
🎯 50% normal38 × $1324 Jul9d9.0%74%42%$1,330$4,433$20,709
Sell 38 × $13 9.0% OTM over spot $11.93 24 Jul 2026 (9d, $0.39 mid)
= $1,330 credit for the 9d cycle → $4,433/mo projected
Survival (stays ≤ $13)
74%
Breach risk
26%
POP (stays ≤ $13.38)
80%
EV / mo
+$1,477
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.5-5.1] median  ·  52% of paths whole by 9 mo (vs 42% without)  ·  ~9.8 challenges expected  ·  median CC cash $11,886
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
42%
Flat exit net (mid-life)
-$1,114
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 38 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.91/sh now → $0.64 mid-life (likely $0.74–$1.06)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,253 simulated challenges: the $13 strike is typically first touched on day 4 of 9, at $13 (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 (38 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+$0.27/sh+$1,017
cycle +$2,347
[+$720…+$1,077] · 100% credit
68%
surv 53%
-$20,439 NOT
cap gain +$6,336
Reliable up-and-out (highest cap still free ≥60%)~$1331 Jul 202612d left+$0.27/sh+$1,012
cycle +$2,342
[+$743…+$1,072] · 100% credit
69%
surv 55%
-$20,185 NOT
cap gain +$6,590
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.04/sh+$136
cycle +$1,466
[-$278…+$105] · 34% credit
73%
surv 63%
-$19,209 NOT
cap gain +$7,566
Max even-money escape in the band~$1431 Jul 202612d left+$0.04/sh+$136
cycle +$1,466
[-$278…+$105] · 34% credit
73%
surv 63%
-$19,209 NOT
cap gain +$7,566
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-$0.26/sh-$1,000
cycle +$330
[-$1,716…-$1,161]
81%
surv 77%
-$16,640 NOT
cap gain +$10,135
budget: banked $1,330 debit $1,000 (75% used ≈ 1.0 wk of income) → whole cycle still +$330 cash · rolled 38 ct earn ≈ $3,610/mo while parked; 12 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$4,433/mo
vs 50% target ($4,406/mo)+1%
vs normal income ($8,812/mo)50% covered
Net income (after hedge)$4,478/mo
Downside budget
⚠ $13 is $6 below CC-SS $18.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,709
… as % of IC ($21,650)95.7%
… as % of ML ($56,650)36.6%
Recovery months (at normal income)2.3 mo
Surgical close (38 ct)$-20,482
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $13.38 (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 $15.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.38
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
≥ $13.38
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)$1,330$-21,457+$5,318+$1,254
+2.5%$13.32 (≤1σ, normal week)$95$-21,488+$5,287+$19
+5%$13.65 (≤1σ, normal week)$-1,140$-21,518+$5,257-$1,216
SS (= V-bounce)$24.33 (7.0σ)$-41,724$-25,329+$1,446-$32,946
V-BOUNCE STRESS (stock → CC-SS $18.80, where you are whole again, by expiry)
Starting unrealized P&L: $-26,775
+ Fortress recovery (un-capped): +$25,453
− CC assignment net of premium (38 × $13): -$20,709
+ Conservative CC premium (12 × $22): +$24
Total Position P&L @ SS: $-22,008 (+$4,767 vs today)
Do-nothing baseline at SS: $-1,222 (this trade vs do-nothing: $-20,785, the opportunity cost of earning $4,433/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,766, position total $-21,734 (+$5,041 vs today)
100% normal38 × $1224 Jul9d0.6%55%97%$2,698$8,993+$4,560$23,141
Sell 38 × $12 0.6% OTM over spot $11.93 24 Jul 2026 (9d, $0.73 mid)
= $2,698 credit for the 9d cycle → $8,993/mo projected
Survival (stays ≤ $12)
55%
Breach risk
45%
POP (stays ≤ $12.73)
70%
EV / mo
+$1,809
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.5-4.5] median, 0.1 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  54% of paths whole by 9 mo (vs 40% without)  ·  ~28.6 challenges expected  ·  median CC cash $14,772
🛡 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)
78%
Flat exit net (mid-life)
+$537
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$15 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 38 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.80/sh now → $0.57 mid-life (likely $0.80–$1.14)≈ $0 at expiry  |  you banked $0.71/sh, so a flat mid-life exit nets +$0.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,337 simulated challenges: the $12 strike is typically first touched on day 2 of 9, at $12 (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 (38 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%)~$1231 Jul 202612d left+$0.23/sh+$877
cycle +$3,575
[+$520…+$655] · 100% credit
69%
surv 55%
-$22,658 NOT
cap gain +$4,117
Roll out (same strike, buy time)~$1231 Jul 202612d left+$0.24/sh+$896
cycle +$3,594
[+$502…+$657] · 100% credit
68%
surv 53%
-$22,897 NOT
cap gain +$3,878
Up-and-out for even (raise the cap, free)~$1331 Jul 202612d left+$0.00/sh+$19
cycle +$2,717
[-$566…-$281] · 7% credit
73%
surv 64%
-$21,663 NOT
cap gain +$5,112
Max even-money escape in the band~$1331 Jul 202612d left+$0.00/sh+$19
cycle +$2,717
[-$566…-$281] · 7% credit
73%
surv 64%
-$21,663 NOT
cap gain +$5,112
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.46/sh-$1,747
cycle +$951
[-$3,249…-$2,358]
92%
surv 92%
-$14,166 NOT
cap gain +$12,609
budget: banked $2,698 debit $1,747 (65% used ≈ 0.8 wk of income) → whole cycle still +$951 cash · rolled 38 ct earn ≈ $1,035/mo while parked; 12 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$8,993/mo
vs 50% target ($4,406/mo)+104%
vs normal income ($8,812/mo)102% covered
Net income (after hedge)$9,038/mo
Downside budget
⚠ $12 is $7 below CC-SS $18.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,141
… as % of IC ($21,650)106.9%
… as % of ML ($56,650)40.8%
Recovery months (at normal income)2.6 mo
Surgical close (38 ct)$-20,444
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.71 collected) or spot ≥ $12.73 (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 $15.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $11.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.73
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
≥ $12.73
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$12.00 (≤1σ, normal week)$2,698$-23,794+$2,981+$2,622
+2.5%$12.30 (≤1σ, normal week)$1,558$-23,822+$2,953+$1,482
+5%$12.60 (≤1σ, normal week)$418$-23,851+$2,924+$342
SS (= V-bounce)$24.33 (7.0σ)$-44,156$-27,761-$986-$35,378
V-BOUNCE STRESS (stock → CC-SS $18.80, where you are whole again, by expiry)
Starting unrealized P&L: $-26,775
+ Fortress recovery (un-capped): +$25,453
− CC assignment net of premium (38 × $12): -$23,141
+ Conservative CC premium (12 × $22): +$24
Total Position P&L @ SS: $-24,440 (+$2,335 vs today)
Do-nothing baseline at SS: $-1,222 (this trade vs do-nothing: $-23,217, the opportunity cost of earning $8,993/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,198, position total $-24,166 (+$2,609 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 2-45 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: 0.741 (IBKR)  |  Recovery@SS: +$25,453 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,222

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.502d17 Jul 2026$0.0649/50$4,410$4,41494%95%+$3,555-$25,675118.6%$-26,995 (vs do-nothing $-25,773)
$132d17 Jul 2026$0.1323/50$4,485$4,58687%90%+$3,181-$13,04060.2%$-14,309 (vs do-nothing $-13,086)
$139d24 Jul 2026$0.3538/50$4,433$4,47874%80%+$1,477-$20,70995.7%$-22,008 (vs do-nothing $-20,785)
$12.502d17 Jul 2026$0.2512/50$4,500$4,64274%82%+$2,477-$7,26033.5%$-8,506 (vs do-nothing $-7,284)
$1316d31 Jul 2026$0.5444/50$4,455$4,47871%78%+$1,248-$23,143106.9%$-24,453 (vs do-nothing $-23,231)
$12.509d24 Jul 2026$0.5226/50$4,507$4,59765%75%+$1,293-$15,02769.4%$-16,302 (vs do-nothing $-15,079)
$12.5016d31 Jul 2026$0.7134/50$4,526$4,58663%74%+$1,055-$19,00587.8%$-20,296 (vs do-nothing $-19,073)
$1216d31 Jul 2026$0.9425/50$4,406$4,50055%70%+$896-$14,64967.7%$-15,922 (vs do-nothing $-14,699)
$122d17 Jul 2026$0.447/50$4,620$4,78155%72%+$1,700-$4,45220.6%$-5,688 (vs do-nothing $-4,466)
$129d24 Jul 2026$0.7119/50$4,497$4,61355%70%+$905-$11,57153.4%$-12,831 (vs do-nothing $-11,609)

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  |  2026-07-15 03:39