FORTRESS FIGHT: MARA-LC20-1782 @ $12.18

BE SS: $24.33  |  CC-SS: $19.18  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-15 21:39

MARA-LC20-1782 @ $12.18   UNDERWATER $12.15 (49.9% 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: $19.18  |  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$7,596/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $973/mo (info only, already in marks)
Unrealized P&L$-27,400fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,798/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$7,596/mo (ATM CC, chain)
IC VELOCITY
2.9 mo to earn back $21,650
ML VELOCITY
7.5 mo to earn back $56,650
Deep drawdown confirmed: a CC at CC-SS $19.18 (probe: $18.5C 16d) brings only $94/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 56 (live) · RSI 50 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 19 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.94 (+31%) · daily UBB $15.30 · 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: 29 contracts at $13.50 / 2d. This is the safest strike (survival 94%, breach 6%) that still earns 50% of normal income ($3,798/mo); it brings $3,915/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 27 × $13/2d for $7,695/mo, but breach risk rises to 16% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 42 × $14/2d (98% survival, $2,520/mo).
Downside anchor: the primary mortgages $16,200 (75% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 2.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 29 contracts realizes $-15,906 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 29 × $13.50, 94% survival, $3,915/mo (E[net] $2,725/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 · 2d29 × $13.5094%$3,915$2,725
NEXT FRIDAY24 Jul 2026 · 9d38 × $13.5078%$3,800$776

📅 THIS FRIDAY · 17 Jul 2026 · 2d · E[net] $2,725/mo 🏆 GRAND PICK

🎯 Engine pick: sell 29 × $13.50 (primary), 94% survival, breach 6%, $3,915/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 98% (breach 6% → 2%) for $1,395/mo less (36% income) buys safety you do not really need here.
MARA  spot $12.18 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal42 × $1417 Jul2d14.9%98%4%$168$2,520-$1,395$21,571
Sell 42 × $14 14.9% OTM over spot $12.18 17 Jul 2026 (2d, $0.04 mid)
= $168 credit for the 2d cycle → $2,520/mo projected
Survival (stays ≤ $14)
98%
Breach risk
2%
POP (stays ≤ $14.04)
98%
EV / mo
+$2,396
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.6-4.9] median  ·  45% of paths whole by 9 mo (vs 40% without)  ·  ~1.9 challenges expected  ·  median CC cash $4,182
🛡 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)
2%
Flat exit net (mid-life)
-$1,694
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$15 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 42 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: $0.63/sh now → $0.44 mid-life (likely $0.45–$0.94)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 51 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 (42 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+$0.50/sh+$2,097
cycle +$2,265
[+$1,456…+$2,243] · 96% credit
70%
surv 53%
-$18,365 NOT
cap gain +$9,035
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202615d left+$0.35/sh+$1,480
cycle +$1,648
[+$508…+$1,617] · 86% credit
74%
surv 65%
-$15,935 NOT
cap gain +$11,465
Up-and-out for even (raise the cap, free)~$1524 Jul 20268d left+$0.11/sh+$456
cycle +$624
[-$651…+$494] · 57% credit
76%
surv 68%
-$16,959 NOT
cap gain +$10,441
Max even-money escape in the band~$1531 Jul 202615d left+$0.11/sh+$441
cycle +$609
[-$835…+$521] · 55% credit
77%
surv 71%
-$15,116 NOT
cap gain +$12,284
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1524 Jul 20268d left-$0.03/sh-$139
cycle +$29
[-$1,448…-$142] · 12% credit
80%
surv 75%
-$15,696 NOT
cap gain +$11,704
budget: banked $168 debit $139 (83% used ≈ 0.2 wk of income) → whole cycle still +$29 cash · rolled 42 ct earn ≈ $6,462/mo while parked; 8 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$2,520/mo
vs 50% target ($3,798/mo)-34%
vs normal income ($7,596/mo)33% covered
Net income (after hedge)$2,535/mo
Downside budget
⚠ $14 is $5 below CC-SS $19.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,571
… as % of IC ($21,650)99.6%
… as % of ML ($56,650)38.1%
Recovery months (at normal income)2.8 mo
Surgical close (42 ct)$-23,037
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.04 collected) or spot ≥ $14.04 (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 $15.30 (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
$14-14.04
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
≥ $14.04
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (2.2σ)$168$-20,462+$6,938+$126
+2.5%$14.35 (2.6σ)$-1,302$-20,632+$6,768-$1,344
+5%$14.70 (3.0σ)$-2,772$-20,801+$6,599-$2,814
SS (= V-bounce)$24.33 (14.7σ)$-43,218$-30,136-$2,736-$18,774
V-BOUNCE STRESS (stock → CC-SS $19.18, where you are whole again, by expiry)
Starting unrealized P&L: $-27,400
+ Fortress recovery (un-capped): +$25,991
− CC assignment net of premium (42 × $14): -$21,571
− Conservative CC assignment net of premium (8 × $18.50): -$533
Total Position P&L @ SS: $-23,513 (+$3,887 vs today)
Do-nothing baseline at SS: $-4,739 (this trade vs do-nothing: $-18,774, the opportunity cost of earning $2,520/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,980, position total $-21,403 (+$5,997 vs today)
🎯 50% normal29 × $13.5017 Jul2d10.8%94%7%$261$3,915$16,200
Sell 29 × $13.50 10.8% OTM over spot $12.18 17 Jul 2026 (2d, $0.10 mid)
= $261 credit for the 2d cycle → $3,915/mo projected
Survival (stays ≤ $13.50)
94%
Breach risk
6%
POP (stays ≤ $13.60)
95%
EV / mo
+$3,437
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.6-4.8] median  ·  54% of paths whole by 9 mo (vs 42% without)  ·  ~6.2 challenges expected  ·  median CC cash $9,493
🛡 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)
7%
Flat exit net (mid-life)
-$953
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$15 @ 81% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 29 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: $0.59/sh now → $0.42 mid-life (likely $0.44–$0.79)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 196 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 (29 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+$0.47/sh+$1,368
cycle +$1,629
[+$1,057…+$1,440] · 97% credit
70%
surv 53%
-$20,845 NOT
cap gain +$6,555
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202615d left+$0.32/sh+$915
cycle +$1,176
[+$408…+$965] · 87% credit
75%
surv 66%
-$18,252 NOT
cap gain +$9,148
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.09/sh+$250
cycle +$511
[-$318…+$245] · 51% credit
76%
surv 68%
-$18,916 NOT
cap gain +$8,484
Max even-money escape in the band~$1531 Jul 202615d left+$0.08/sh+$232
cycle +$493
[-$428…+$234] · 47% credit
77%
surv 72%
-$17,077 NOT
cap gain +$10,323
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1524 Jul 20268d left-$0.05/sh-$149
cycle +$112
[-$834…-$179] · 9% credit
81%
surv 76%
-$17,458 NOT
cap gain +$9,942
budget: banked $261 debit $149 (57% used ≈ 0.2 wk of income) → whole cycle still +$112 cash · rolled 29 ct earn ≈ $3,992/mo while parked; 21 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$3,915/mo
vs 50% target ($3,798/mo)+3%
vs normal income ($7,596/mo)52% covered
Net income (after hedge)$3,954/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,200
… as % of IC ($21,650)74.8%
… as % of ML ($56,650)28.6%
Recovery months (at normal income)2.1 mo
Surgical close (29 ct)$-15,906
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 $15.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.60
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.60
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.6σ)$261$-22,213+$5,187+$232
+2.5%$13.84 (2.0σ)$-718$-21,938+$5,462-$747
+5%$14.18 (2.4σ)$-1,697$-21,663+$5,737-$1,726
SS (= V-bounce)$24.33 (14.7σ)$-31,146$-25,630+$1,770-$14,268
V-BOUNCE STRESS (stock → CC-SS $19.18, where you are whole again, by expiry)
Starting unrealized P&L: $-27,400
+ Fortress recovery (un-capped): +$25,991
− CC assignment net of premium (29 × $13.50): -$16,200
− Conservative CC assignment net of premium (21 × $18.50): -$1,399
Total Position P&L @ SS: $-19,007 (+$8,393 vs today)
Do-nothing baseline at SS: $-4,739 (this trade vs do-nothing: $-14,268, the opportunity cost of earning $3,915/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$6,815, position total $-20,225 (+$7,175 vs today)
🛡 safe yield50 × $13.5017 Jul2d10.8%94%12%$450$6,750+$2,835$27,930
Sell 50 × $13.50 10.8% OTM over spot $12.18 17 Jul 2026 (2d, $0.10 mid)
= $450 credit for the 2d cycle → $6,750/mo projected
Survival (stays ≤ $13.50)
94%
Breach risk
6%
POP (stays ≤ $13.60)
95%
EV / mo
+$5,926
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.5-4.7] median  ·  54% of paths whole by 9 mo (vs 38% without)  ·  ~6.2 challenges expected  ·  median CC cash $14,370
🛡 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)
7%
Flat exit net (mid-life)
-$1,643
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$15 @ 81% POP
76% 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: $0.59/sh now → $0.42 mid-life (likely $0.43–$0.83)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 220 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 (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+$0.47/sh+$2,359
cycle +$2,809
[+$1,753…+$2,500] · 95% credit
70%
surv 53%
-$19,687 NOT
cap gain +$7,713
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202615d left+$0.32/sh+$1,577
cycle +$2,027
[+$600…+$1,690] · 85% credit
75%
surv 66%
-$17,421 NOT
cap gain +$9,979
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.09/sh+$431
cycle +$881
[-$617…+$430] · 57% credit
76%
surv 68%
-$18,567 NOT
cap gain +$8,833
Max even-money escape in the band~$1531 Jul 202615d left+$0.08/sh+$400
cycle +$850
[-$866…+$439] · 54% credit
77%
surv 72%
-$16,741 NOT
cap gain +$10,659
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1524 Jul 20268d left-$0.05/sh-$258
cycle +$192
[-$1,513…-$280] · 10% credit
81%
surv 76%
-$17,398 NOT
cap gain +$10,002
budget: banked $450 debit $258 (57% used ≈ 0.2 wk of income) → whole cycle still +$192 cash · rolled 50 ct earn ≈ $6,883/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$6,750/mo
vs 50% target ($3,798/mo)+78%
vs normal income ($7,596/mo)89% covered
Net income (after hedge)$6,750/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,930
… as % of IC ($21,650)129.0%
… as % of ML ($56,650)49.3%
Recovery months (at normal income)3.7 mo
Surgical close (50 ct)$-27,425
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/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 $15.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.60
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.60
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.6σ)$450$-22,045+$5,355+$400
+2.5%$13.84 (2.0σ)$-1,237$-22,479+$4,921-$1,287
+5%$14.18 (2.4σ)$-2,925$-22,913+$4,487-$2,975
SS (= V-bounce)$24.33 (14.7σ)$-53,700$-35,962-$8,562-$24,600
V-BOUNCE STRESS (stock → CC-SS $19.18, where you are whole again, by expiry)
Starting unrealized P&L: $-27,400
+ Fortress recovery (un-capped): +$25,991
− CC assignment net of premium (50 × $13.50): -$27,930
Total Position P&L @ SS: $-29,339 ($-1,939 vs today)
Do-nothing baseline at SS: $-4,739 (this trade vs do-nothing: $-24,600, the opportunity cost of earning $6,750/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,750, position total $-25,181 (+$2,219 vs today)
100% normal27 × $1317 Jul2d6.7%84%33%$513$7,695+$3,780$16,162
Sell 27 × $13 6.7% OTM over spot $12.18 17 Jul 2026 (2d, $0.20 mid)
= $513 credit for the 2d cycle → $7,695/mo projected
Survival (stays ≤ $13)
84%
Breach risk
16%
POP (stays ≤ $13.20)
89%
EV / mo
+$5,794
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.5-4.5] median, 0.1 mo SLOWER than no FIGHT (2.7 mo): roll costs eat the credits at this rung  ·  64% of paths whole by 9 mo (vs 42% without)  ·  ~15.9 challenges expected  ·  median CC cash $17,347
🛡 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)
18%
Flat exit net (mid-life)
-$552
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 27 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: $0.56/sh now → $0.39 mid-life (likely $0.44–$0.83)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$0.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 541 simulated challenges: the $13 strike is typically first touched on day 2 of 2, at $13 (overshoots $0.34). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (27 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+$0.44/sh+$1,201
cycle +$1,714
[+$842…+$1,189] · 96% credit
70%
surv 53%
-$22,616 NOT
cap gain +$4,784
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202615d left+$0.28/sh+$756
cycle +$1,269
[+$184…+$728] · 83% credit
75%
surv 66%
-$20,014 NOT
cap gain +$7,386
Up-and-out for even (raise the cap, free)~$1424 Jul 20268d left+$0.07/sh+$176
cycle +$689
[-$440…+$129] · 40% credit
77%
surv 69%
-$20,594 NOT
cap gain +$6,806
Max even-money escape in the band~$1431 Jul 202615d left+$0.06/sh+$152
cycle +$665
[-$594…+$98] · 34% credit
78%
surv 73%
-$18,761 NOT
cap gain +$8,639
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-$0.15/sh-$412
cycle +$101
[-$1,285…-$486]
88%
surv 87%
-$13,751 NOT
cap gain +$13,649
budget: banked $513 debit $412 (80% used ≈ 0.2 wk of income) → whole cycle still +$101 cash · rolled 27 ct earn ≈ $1,308/mo while parked; 23 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,695/mo
vs 50% target ($3,798/mo)+103%
vs normal income ($7,596/mo)101% covered
Net income (after hedge)$7,738/mo
Downside budget
⚠ $13 is $6 below CC-SS $19.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,162
… as % of IC ($21,650)74.7%
… as % of ML ($56,650)28.5%
Recovery months (at normal income)2.1 mo
Surgical close (27 ct)$-14,810
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 $0.19 collected) or spot ≥ $13.20 (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 $15.30 (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
$13-13.20
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
≥ $13.20
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)$513$-23,817+$3,583+$486
+2.5%$13.32 (1.4σ)$-364$-23,487+$3,913-$391
+5%$13.65 (1.8σ)$-1,242$-23,157+$4,243-$1,269
SS (= V-bounce)$24.33 (14.7σ)$-30,078$-25,726+$1,674-$14,364
V-BOUNCE STRESS (stock → CC-SS $19.18, where you are whole again, by expiry)
Starting unrealized P&L: $-27,400
+ Fortress recovery (un-capped): +$25,991
− CC assignment net of premium (27 × $13): -$16,162
− Conservative CC assignment net of premium (23 × $18.50): -$1,532
Total Position P&L @ SS: $-19,103 (+$8,297 vs today)
Do-nothing baseline at SS: $-4,739 (this trade vs do-nothing: $-14,364, the opportunity cost of earning $7,695/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,425, position total $-20,833 (+$6,567 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] $776/mo

🎯 Engine pick: sell 38 × $13.50 (primary), 78% survival, breach 22%, $3,800/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 84% (breach 22% → 16%) for $1,233/mo less (32% 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 $12.18 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $1524 Jul9d23.2%92%16%$300$1,000-$2,800$20,580
Sell 50 × $15 23.2% OTM over spot $12.18 24 Jul 2026 (9d, $0.11 mid)
= $300 credit for the 9d cycle → $1,000/mo projected
Survival (stays ≤ $15)
92%
Breach risk
8%
POP (stays ≤ $15.11)
93%
EV / mo
+$253
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.6-5.3] median  ·  46% of paths whole by 9 mo (vs 42% without)  ·  ~2.6 challenges expected  ·  median CC cash $4,177
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$3,794
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 74% POP
65% 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: $1.16/sh now → $0.82 mid-life (likely $0.67–$1.06)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 288 simulated challenges: the $15 strike is typically first touched on day 6 of 9, at $15 (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 (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+$0.24/sh+$1,205
cycle +$1,505
[+$1,065…+$1,953] · 98% credit
68%
surv 54%
-$15,418 NOT
cap gain +$11,982
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.08/sh+$375
cycle +$675
[+$145…+$1,095] · 83% credit
70%
surv 58%
-$15,058 NOT
cap gain +$12,342
Max even-money escape in the band~$1531 Jul 202612d left+$0.08/sh+$375
cycle +$675
[+$145…+$1,095] · 83% credit
70%
surv 58%
-$15,058 NOT
cap gain +$12,342
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-$0.05/sh-$250
cycle +$50
[-$549…+$396] · 44% credit
74%
surv 65%
-$13,826 NOT
cap gain +$13,574
budget: banked $300 debit $250 (83% used ≈ 1.1 wk of income) → whole cycle still +$50 cash · rolled 50 ct earn ≈ $9,609/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$1,000/mo
vs 50% target ($3,798/mo)-74%
vs normal income ($7,596/mo)13% covered
Net income (after hedge)$1,000/mo
Downside budget
⚠ $15 is $4 below CC-SS $19.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,580
… as % of IC ($21,650)95.1%
… as % of ML ($56,650)36.3%
Recovery months (at normal income)2.7 mo
Surgical close (50 ct)$-27,650
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 ≥ $15.11 (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 $15.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.11
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
≥ $15.11
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.6σ)$300$-16,623+$10,777+$250
+2.5%$15.37 (1.8σ)$-1,575$-17,105+$10,295-$1,625
+5%$15.75 (2.0σ)$-3,450$-17,587+$9,813-$3,500
SS (= V-bounce)$24.33 (6.9σ)$-46,350$-28,612-$1,212-$17,250
V-BOUNCE STRESS (stock → CC-SS $19.18, where you are whole again, by expiry)
Starting unrealized P&L: $-27,400
+ Fortress recovery (un-capped): +$25,991
− CC assignment net of premium (50 × $15): -$20,580
Total Position P&L @ SS: $-21,989 (+$5,411 vs today)
Do-nothing baseline at SS: $-4,739 (this trade vs do-nothing: $-17,250, the opportunity cost of earning $1,000/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$4,400, position total $-17,831 (+$9,569 vs today)
33% normal ← lean35 × $1424 Jul9d14.9%84%33%$770$2,567-$1,233$17,346
Sell 35 × $14 14.9% OTM over spot $12.18 24 Jul 2026 (9d, $0.23 mid)
= $770 credit for the 9d cycle → $2,567/mo projected
Survival (stays ≤ $14)
84%
Breach risk
16%
POP (stays ≤ $14.22)
87%
EV / mo
+$1,232
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.5-4.4] median  ·  55% of paths whole by 9 mo (vs 46% without)  ·  ~5.0 challenges expected  ·  median CC cash $8,373
🛡 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)
24%
Flat exit net (mid-life)
-$1,799
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 74% POP
66% 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: $1.04/sh now → $0.73 mid-life (likely $0.67–$1.08)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 732 simulated challenges: the $14 strike is typically first touched on day 5 of 9, 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 (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+$0.22/sh+$754
cycle +$1,524
[+$498…+$1,101] · 98% credit
68%
surv 54%
-$19,099 NOT
cap gain +$8,301
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.05/sh+$185
cycle +$955
[-$167…+$454] · 59% credit
70%
surv 59%
-$18,478 NOT
cap gain +$8,922
Max even-money escape in the band~$1431 Jul 202612d left+$0.05/sh+$185
cycle +$955
[-$167…+$454] · 59% credit
70%
surv 59%
-$18,478 NOT
cap gain +$8,922
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.08/sh-$270
cycle +$500
[-$663…-$51] · 22% credit
74%
surv 66%
-$17,075 NOT
cap gain +$10,325
budget: banked $770 debit $270 (35% used ≈ 0.5 wk of income) → whole cycle still +$500 cash · rolled 35 ct earn ≈ $5,750/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$2,567/mo
vs 50% target ($3,798/mo)-32%
vs normal income ($7,596/mo)34% covered
Net income (after hedge)$2,595/mo
Downside budget
⚠ $14 is $5 below CC-SS $19.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,346
… as % of IC ($21,650)80.1%
… as % of ML ($56,650)30.6%
Recovery months (at normal income)2.3 mo
Surgical close (35 ct)$-19,198
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 $0.22 collected) or spot ≥ $14.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.22
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.22
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.0σ)$770$-19,853+$7,547+$735
+2.5%$14.35 (1.2σ)$-455$-19,778+$7,622-$490
+5%$14.70 (1.4σ)$-1,680$-19,702+$7,698-$1,715
SS (= V-bounce)$24.33 (6.9σ)$-35,385$-26,377+$1,023-$15,015
V-BOUNCE STRESS (stock → CC-SS $19.18, where you are whole again, by expiry)
Starting unrealized P&L: $-27,400
+ Fortress recovery (un-capped): +$25,991
− CC assignment net of premium (35 × $14): -$17,346
− Conservative CC assignment net of premium (15 × $18.50): -$999
Total Position P&L @ SS: $-19,754 (+$7,646 vs today)
Do-nothing baseline at SS: $-4,739 (this trade vs do-nothing: $-15,015, the opportunity cost of earning $2,567/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$6,020, position total $-19,436 (+$7,964 vs today)
🎯 50% normal38 × $13.5024 Jul9d10.8%78%34%$1,140$3,800$20,429
Sell 38 × $13.50 10.8% OTM over spot $12.18 24 Jul 2026 (9d, $0.32 mid)
= $1,140 credit for the 9d cycle → $3,800/mo projected
Survival (stays ≤ $13.50)
78%
Breach risk
22%
POP (stays ≤ $13.82)
82%
EV / mo
+$1,458
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.5-3.8] median, 0.1 mo faster than no FIGHT (2.5 mo)  ·  48% of paths whole by 9 mo (vs 42% without)  ·  ~7.8 challenges expected  ·  median CC cash $10,681
🛡 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)
34%
Flat exit net (mid-life)
-$1,495
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$14 @ 75% POP
67% 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: $0.98/sh now → $0.69 mid-life (likely $0.74–$1.11)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,033 simulated challenges: the $14 strike is typically first touched on day 5 of 9, at $14 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (38 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+$0.20/sh+$772
cycle +$1,912
[+$381…+$960] · 96% credit
68%
surv 53%
-$20,572 NOT
cap gain +$6,828
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.04/sh+$161
cycle +$1,301
[-$317…+$253] · 41% credit
70%
surv 59%
-$19,993 NOT
cap gain +$7,407
Max even-money escape in the band~$1431 Jul 202612d left+$0.04/sh+$161
cycle +$1,301
[-$317…+$253] · 41% credit
70%
surv 59%
-$19,993 NOT
cap gain +$7,407
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1431 Jul 202612d left-$0.09/sh-$340
cycle +$800
[-$886…-$315] · 12% credit
75%
surv 67%
-$18,637 NOT
cap gain +$8,763
budget: banked $1,140 debit $340 (30% used ≈ 0.4 wk of income) → whole cycle still +$800 cash · rolled 38 ct earn ≈ $5,737/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$3,800/mo
vs 50% target ($3,798/mo)+0%
vs normal income ($7,596/mo)50% covered
Net income (after hedge)$3,822/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,429
… as % of IC ($21,650)94.4%
… as % of ML ($56,650)36.1%
Recovery months (at normal income)2.7 mo
Surgical close (38 ct)$-20,900
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.30 collected) or spot ≥ $13.82 (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 $15.30 (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
$13-13.82
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$1,140$-21,343+$6,057+$1,102
+2.5%$13.84 (≤1σ, normal week)$-142$-21,372+$6,028-$180
+5%$14.18 (1.1σ)$-1,425$-21,401+$5,999-$1,463
SS (= V-bounce)$24.33 (6.9σ)$-40,014$-29,260-$1,860-$17,898
V-BOUNCE STRESS (stock → CC-SS $19.18, where you are whole again, by expiry)
Starting unrealized P&L: $-27,400
+ Fortress recovery (un-capped): +$25,991
− CC assignment net of premium (38 × $13.50): -$20,429
− Conservative CC assignment net of premium (12 × $18.50): -$799
Total Position P&L @ SS: $-22,637 (+$4,763 vs today)
Do-nothing baseline at SS: $-4,739 (this trade vs do-nothing: $-17,898, the opportunity cost of earning $3,800/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,132, position total $-21,551 (+$5,849 vs today)
100% normal38 × $12.5024 Jul9d2.6%60%85%$2,280$7,600+$3,800$23,089
Sell 38 × $12.50 2.6% OTM over spot $12.18 24 Jul 2026 (9d, $0.67 mid)
= $2,280 credit for the 9d cycle → $7,600/mo projected
Survival (stays ≤ $12.50)
60%
Breach risk
40%
POP (stays ≤ $13.16)
73%
EV / mo
+$1,762
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.5-4.8] median  ·  52% of paths whole by 9 mo (vs 38% without)  ·  ~21.3 challenges expected  ·  median CC cash $14,177
🛡 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)
68%
Flat exit net (mid-life)
-$58
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 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: $0.87/sh now → $0.62 mid-life (likely $0.83–$1.15)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,049 simulated challenges: the $12 strike is typically first touched on day 3 of 9, at $13 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (38 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202612d left+$0.18/sh+$682
cycle +$2,962
[+$155…+$445] · 89% credit
67%
surv 53%
-$23,236 NOT
cap gain +$4,164
Up-and-out for even (raise the cap, free)~$1331 Jul 202612d left+$0.02/sh+$85
cycle +$2,365
[-$577…-$214] · 12% credit
70%
surv 59%
-$22,644 NOT
cap gain +$4,756
Max even-money escape in the band~$1331 Jul 202612d left+$0.02/sh+$85
cycle +$2,365
[-$577…-$214] · 12% credit
70%
surv 59%
-$22,644 NOT
cap gain +$4,756
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-$0.48/sh-$1,841
cycle +$439
[-$3,229…-$2,386]
91%
surv 90%
-$15,282 NOT
cap gain +$12,118
budget: banked $2,280 debit $1,841 (81% used ≈ 1.1 wk of income) → whole cycle still +$439 cash · rolled 38 ct earn ≈ $1,243/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$7,600/mo
vs 50% target ($3,798/mo)+100%
vs normal income ($7,596/mo)100% covered
Net income (after hedge)$7,622/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,089
… as % of IC ($21,650)106.6%
… as % of ML ($56,650)40.8%
Recovery months (at normal income)3.0 mo
Surgical close (38 ct)$-21,071
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $13.16 (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 $15.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-13.16
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
≥ $13.16
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$2,280$-23,918+$3,482+$2,242
+2.5%$12.81 (≤1σ, normal week)$1,093$-23,945+$3,455+$1,055
+5%$13.12 (≤1σ, normal week)$-95$-23,972+$3,428-$133
SS (= V-bounce)$24.33 (6.9σ)$-42,674$-31,920-$4,520-$20,558
V-BOUNCE STRESS (stock → CC-SS $19.18, where you are whole again, by expiry)
Starting unrealized P&L: $-27,400
+ Fortress recovery (un-capped): +$25,991
− CC assignment net of premium (38 × $12.50): -$23,089
− Conservative CC assignment net of premium (12 × $18.50): -$799
Total Position P&L @ SS: $-25,297 (+$2,103 vs today)
Do-nothing baseline at SS: $-4,739 (this trade vs do-nothing: $-20,558, the opportunity cost of earning $7,600/mo FIGHT income now)
BB-reversion stress (→ $15.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,792, position total $-24,211 (+$3,189 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 (11 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 11 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: 0.743 (IBKR)  |  Recovery@SS: +$25,991 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,739

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.502d17 Jul 2026$0.0929/50$3,915$3,95494%95%+$3,437-$16,20074.8%$-19,007 (vs do-nothing $-14,268)
$132d17 Jul 2026$0.1914/50$3,990$4,05884%89%+$3,005-$8,38038.7%$-12,187 (vs do-nothing $-7,448)
$13.509d24 Jul 2026$0.3038/50$3,800$3,82278%82%+$1,458-$20,42994.4%$-22,637 (vs do-nothing $-17,898)
$139d24 Jul 2026$0.4327/50$3,870$3,91370%78%+$1,208-$15,51471.7%$-18,455 (vs do-nothing $-13,716)
$1316d31 Jul 2026$0.6134/50$3,889$3,91967%76%+$957-$18,92587.4%$-21,399 (vs do-nothing $-16,660)
$12.502d17 Jul 2026$0.368/50$4,320$4,39966%80%+$2,495-$5,05323.3%$-9,259 (vs do-nothing $-4,520)
$12.509d24 Jul 2026$0.6019/50$3,800$3,85860%73%+$881-$11,54553.3%$-15,018 (vs do-nothing $-10,279)
$12.5016d31 Jul 2026$0.7428/50$3,885$3,92659%72%+$526-$16,62176.8%$-19,495 (vs do-nothing $-14,756)
$1216d31 Jul 2026$0.9921/50$3,898$3,95251%68%+$465-$12,99160.0%$-16,331 (vs do-nothing $-11,592)
$129d24 Jul 2026$0.9213/50$3,987$4,05649%69%+$994-$8,13337.6%$-12,006 (vs do-nothing $-7,267)
$122d17 Jul 2026$0.635/50$4,725$4,80943%72%+$1,895-$3,27315.1%$-7,679 (vs do-nothing $-2,940)

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 21:39