FORTRESS FIGHT: MARA-LC20-1782 @ $12.09

BE SS: $24.33  |  CC-SS: $19.39  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 16:07

MARA-LC20-1782BBC @ $12.09   UNDERWATER $12.24 (50.3% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 13 days. The recommended CC (8d) 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: $19.39  |  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$9,400/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $975/mo (info only, already in marks)
Unrealized P&L$-28,100fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,700/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$9,400/mo (ATM CC, chain)
IC VELOCITY
2.3 mo to earn back $21,650
ML VELOCITY
6.0 mo to earn back $56,650
Deep drawdown confirmed: a CC at CC-SS $19.39 (probe: $19C 15d) brings only $200/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; the banked-floor (info) shows how far premium would ratchet the floor, but the recommended CC-SS stays the pure recovery strike.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 55 (live) · RSI 50 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 19 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.95 (+32%) · daily UBB $15.19 · 1-wk expected move ±$1 (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 / 8d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($4,700/mo); it brings $4,778/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 43 × $12.50/8d for $9,514/mo, but breach risk rises to 37% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 50 × $14.50/8d (92% survival, $2,250/mo).
Downside anchor: the primary mortgages $27,568 (127% 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 $-27,611 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: NEXT FRIDAY · 24 Jul 2026 (8d) · sell 49 × $13.50, 82% survival, $4,778/mo (E[net] $1,451/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 8d49 × $13.5082%$4,778$1,451

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $1,451/mo 🏆 GRAND PICK

🎯 Engine pick: sell 49 × $13.50 (primary), 82% survival, breach 18%, $4,778/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $14.50 rung (🛡 safe yield) lifts survival to 92% (breach 18% → 8%) for $2,528/mo less (53% income) buys safety you do not really need here.
MARA  spot $12.09 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $14.5024 Jul8d19.9%92%17%$600$2,250-$2,528$23,830
Sell 50 × $14.50 19.9% OTM over spot $12.09 24 Jul 2026 (8d, $0.13 mid)
= $600 credit for the 8d cycle → $2,250/mo projected
Survival (stays ≤ $14.50)
92%
Breach risk
8%
POP (stays ≤ $14.63)
93%
EV / mo
+$1,507
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.3-4.2] median, 0.1 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  51% of paths whole by 9 mo (vs 44% without)  ·  ~2.8 challenges expected  ·  median CC cash $8,732
🛡 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)
-$3,195
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$16 @ 77% POP
70% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.07/sh now → $0.76 mid-life (likely $0.61–$1.06)≈ $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 316 simulated challenges: the $14 strike is typically first touched on day 6 of 8, at $15 (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 (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 202611d left+$0.37/sh+$1,849
cycle +$2,449
[+$1,791…+$2,674] · 100% credit
70%
surv 53%
-$14,806 NOT
cap gain +$13,294
Up-and-out for even (raise the cap, free)~$1531 Jul 202611d left+$0.18/sh+$910
cycle +$1,510
[+$691…+$1,548] · 97% credit
73%
surv 60%
-$13,900 NOT
cap gain +$14,200
Max even-money escape in the band~$167 Aug 202618d left+$0.07/sh+$346
cycle +$946
[-$178…+$1,042] · 67% credit
77%
surv 70%
-$9,964 NOT
cap gain +$18,136
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,250/mo
vs 50% target ($4,700/mo)-52%
vs normal income ($9,400/mo)24% covered
Net income (after hedge)$2,250/mo
Downside budget
⚠ $14.50 is $5 below CC-SS $19.39: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,830
… as % of IC ($21,650)110.1%
… as % of ML ($56,650)42.1%
Recovery months (at normal income)2.5 mo
Surgical close (50 ct)$-28,150
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 ≥ $14.63 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.19 (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
$14-14.63
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.63
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.5σ)$600$-16,655+$11,445+$500
+2.5%$14.86 (1.7σ)$-1,212$-16,836+$11,264-$1,312
+5%$15.23 (2.0σ)$-3,025$-17,017+$11,082-$3,125
SS (= V-bounce)$24.33 (7.7σ)$-48,550$-21,570+$6,530-$37,000
V-BOUNCE STRESS (stock → CC-SS $19.39, where you are whole again, by expiry)
Starting unrealized P&L: $-28,100
+ Fortress recovery (un-capped): +$32,832
− CC assignment net of premium (50 × $14.50): -$23,830
Total Position P&L @ SS: $-19,098 (+$9,002 vs today)
Do-nothing baseline at SS: $4,832 (this trade vs do-nothing: $-23,930, the opportunity cost of earning $2,250/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$6,650, position total $-17,380 (+$10,720 vs today)
33% normal32 × $13.5024 Jul8d11.7%82%38%$832$3,120-$1,658$18,004
Sell 32 × $13.50 11.7% OTM over spot $12.09 24 Jul 2026 (8d, $0.28 mid)
= $832 credit for the 8d cycle → $3,120/mo projected
Survival (stays ≤ $13.50)
82%
Breach risk
18%
POP (stays ≤ $13.78)
85%
EV / mo
+$1,627
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.3-4.2] median, 0.2 mo SLOWER than no FIGHT (2.4 mo): roll costs eat the credits at this rung  ·  53% of paths whole by 9 mo (vs 44% without)  ·  ~6.6 challenges expected  ·  median CC cash $10,177
🛡 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)
29%
Flat exit net (mid-life)
-$1,335
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$16 @ 84% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 32 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.96/sh now → $0.68 mid-life (likely $0.69–$1.07)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 876 simulated challenges: the $14 strike is typically first touched on day 5 of 8, at $14 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (32 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202611d left+$0.33/sh+$1,056
cycle +$1,888
[+$823…+$1,252] · 100% credit
70%
surv 53%
-$19,831 NOT
cap gain +$8,269
Reliable up-and-out (highest cap still free ≥60%)~$147 Aug 202618d left+$0.26/sh+$829
cycle +$1,661
[+$434…+$976] · 95% credit
76%
surv 66%
-$15,963 NOT
cap gain +$12,137
Up-and-out for even (raise the cap, free)~$1431 Jul 202611d left+$0.14/sh+$451
cycle +$1,283
[+$153…+$575] · 89% credit
73%
surv 60%
-$18,591 NOT
cap gain +$9,509
Max even-money escape in the band~$157 Aug 202618d left+$0.02/sh+$50
cycle +$882
[-$499…+$144] · 34% credit
78%
surv 71%
-$14,492 NOT
cap gain +$13,608
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$167 Aug 202618d left-$0.19/sh-$621
cycle +$211
[-$1,291…-$585] · 7% credit
84%
surv 80%
-$10,663 NOT
cap gain +$17,437
budget: banked $832 debit $621 (75% used ≈ 0.9 wk of income) → whole cycle still +$211 cash · rolled 32 ct earn ≈ $2,576/mo while parked; 18 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$3,120/mo
vs 50% target ($4,700/mo)-34%
vs normal income ($9,400/mo)33% covered
Net income (after hedge)$3,192/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.39: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,004
… as % of IC ($21,650)83.2%
… as % of ML ($56,650)31.8%
Recovery months (at normal income)1.9 mo
Surgical close (32 ct)$-18,032
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 $0.26 collected) or spot ≥ $13.78 (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 $15.19 (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
$13-13.78
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
≥ $13.78
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$832$-20,887+$7,213+$768
+2.5%$13.84 (1.1σ)$-248$-20,448+$7,652-$312
+5%$14.18 (1.3σ)$-1,328$-20,009+$8,090-$1,392
SS (= V-bounce)$24.33 (7.7σ)$-33,824$-11,002+$17,098-$26,432
V-BOUNCE STRESS (stock → CC-SS $19.39, where you are whole again, by expiry)
Starting unrealized P&L: $-28,100
+ Fortress recovery (un-capped): +$32,832
− CC assignment net of premium (32 × $13.50): -$18,004
+ Conservative CC premium (18 × $22): +$36
Total Position P&L @ SS: $-13,235 (+$14,865 vs today)
Do-nothing baseline at SS: $4,832 (this trade vs do-nothing: $-18,068, the opportunity cost of earning $3,120/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,008, position total $-17,702 (+$10,398 vs today)
🎯 50% normal49 × $13.5024 Jul8d11.7%82%27%$1,274$4,778$27,568
Sell 49 × $13.50 11.7% OTM over spot $12.09 24 Jul 2026 (8d, $0.28 mid)
= $1,274 credit for the 8d cycle → $4,778/mo projected
Survival (stays ≤ $13.50)
82%
Breach risk
18%
POP (stays ≤ $13.78)
85%
EV / mo
+$2,491
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.4-4.6] median, 0.1 mo faster than no FIGHT (2.4 mo)  ·  57% of paths whole by 9 mo (vs 48% without)  ·  ~6.5 challenges expected  ·  median CC cash $13,820
🛡 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)
27%
Flat exit net (mid-life)
-$2,044
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$16 @ 84% POP
80% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.96/sh now → $0.68 mid-life (likely $0.68–$1.06)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 802 simulated challenges: the $14 strike is typically first touched on day 5 of 8, at $14 (overshoots $0.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (49 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202611d left+$0.33/sh+$1,617
cycle +$2,891
[+$1,296…+$2,036] · 100% credit
70%
surv 53%
-$18,862 NOT
cap gain +$9,238
Reliable up-and-out (highest cap still free ≥60%)~$147 Aug 202618d left+$0.26/sh+$1,269
cycle +$2,543
[+$719…+$1,575] · 96% credit
76%
surv 66%
-$15,115 NOT
cap gain +$12,985
Up-and-out for even (raise the cap, free)~$1431 Jul 202611d left+$0.14/sh+$690
cycle +$1,964
[+$280…+$940] · 91% credit
73%
surv 60%
-$17,944 NOT
cap gain +$10,156
Max even-money escape in the band~$157 Aug 202618d left+$0.02/sh+$76
cycle +$1,350
[-$709…+$255] · 36% credit
78%
surv 71%
-$14,058 NOT
cap gain +$14,042
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$167 Aug 202618d left-$0.19/sh-$951
cycle +$323
[-$1,922…-$829] · 9% credit
84%
surv 80%
-$10,585 NOT
cap gain +$17,515
budget: banked $1,274 debit $951 (75% used ≈ 0.9 wk of income) → whole cycle still +$323 cash · rolled 49 ct earn ≈ $3,945/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$4,778/mo
vs 50% target ($4,700/mo)+2%
vs normal income ($9,400/mo)51% covered
Net income (after hedge)$4,782/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.39: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,568
… as % of IC ($21,650)127.3%
… as % of ML ($56,650)48.7%
Recovery months (at normal income)2.9 mo
Surgical close (49 ct)$-27,611
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 $0.26 collected) or spot ≥ $13.78 (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 $15.19 (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
$13-13.78
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
≥ $13.78
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$1,274$-20,479+$7,621+$1,176
+2.5%$13.84 (1.1σ)$-380$-20,614+$7,486-$478
+5%$14.18 (1.3σ)$-2,034$-20,749+$7,351-$2,132
SS (= V-bounce)$24.33 (7.7σ)$-51,793$-25,044+$3,056-$40,474
V-BOUNCE STRESS (stock → CC-SS $19.39, where you are whole again, by expiry)
Starting unrealized P&L: $-28,100
+ Fortress recovery (un-capped): +$32,832
− CC assignment net of premium (49 × $13.50): -$27,568
+ Conservative CC premium (1 × $22): +$2
Total Position P&L @ SS: $-22,833 (+$5,267 vs today)
Do-nothing baseline at SS: $4,832 (this trade vs do-nothing: $-27,666, the opportunity cost of earning $4,778/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,731, position total $-21,459 (+$6,641 vs today)
100% normal43 × $12.5024 Jul8d3.4%63%79%$2,537$9,514+$4,736$27,073
Sell 43 × $12.50 3.4% OTM over spot $12.09 24 Jul 2026 (8d, $0.59 mid)
= $2,537 credit for the 8d cycle → $9,514/mo projected
Survival (stays ≤ $12.50)
63%
Breach risk
37%
POP (stays ≤ $13.10)
75%
EV / mo
+$3,623
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.3-4.4] median, 0.1 mo faster than no FIGHT (2.7 mo)  ·  62% of paths whole by 9 mo (vs 46% without)  ·  ~17.3 challenges expected  ·  median CC cash $16,540
🛡 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)
63%
Flat exit net (mid-life)
-$42
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$16 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 43 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.85/sh now → $0.60 mid-life (likely $0.79–$1.08)≈ $0 at expiry  |  you banked $0.59/sh, so a flat mid-life exit nets -$0.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,900 simulated challenges: the $12 strike is typically first touched on day 3 of 8, 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 (43 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202611d left+$0.29/sh+$1,258
cycle +$3,795
[+$831…+$1,111] · 100% credit
70%
surv 53%
-$22,446 NOT
cap gain +$5,654
Max even-money escape in the band~$137 Aug 202618d left+$0.19/sh+$818
cycle +$3,355
[+$100…+$523] · 82% credit
76%
surv 67%
-$18,791 NOT
cap gain +$9,309
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)~$1331 Jul 202611d left+$0.10/sh+$440
cycle +$2,977
[-$93…+$222] · 62% credit
73%
surv 61%
-$21,419 NOT
cap gain +$6,681
Safety roll (pay small debit, max POP)~$167 Aug 202618d left-$0.47/sh-$2,008
cycle +$529
[-$3,663…-$2,679]
92%
surv 91%
-$8,117 NOT
cap gain +$19,983
budget: banked $2,537 debit $2,008 (79% used ≈ 0.9 wk of income) → whole cycle still +$529 cash · rolled 43 ct earn ≈ $951/mo while parked; 7 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$9,514/mo
vs 50% target ($4,700/mo)+102%
vs normal income ($9,400/mo)101% covered
Net income (after hedge)$9,542/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.39: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,073
… as % of IC ($21,650)125.0%
… as % of ML ($56,650)47.8%
Recovery months (at normal income)2.9 mo
Surgical close (43 ct)$-24,187
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 $0.59 collected) or spot ≥ $13.10 (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 $15.19 (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
$12-13.10
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.10
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$2,537$-23,704+$4,396+$2,451
+2.5%$12.81 (≤1σ, normal week)$1,193$-23,641+$4,458+$1,107
+5%$13.12 (≤1σ, normal week)$-150$-23,579+$4,521-$236
SS (= V-bounce)$24.33 (7.7σ)$-48,332$-22,969+$5,131-$38,399
V-BOUNCE STRESS (stock → CC-SS $19.39, where you are whole again, by expiry)
Starting unrealized P&L: $-28,100
+ Fortress recovery (un-capped): +$32,832
− CC assignment net of premium (43 × $12.50): -$27,073
+ Conservative CC premium (7 × $22): +$14
Total Position P&L @ SS: $-22,327 (+$5,773 vs today)
Do-nothing baseline at SS: $4,832 (this trade vs do-nothing: $-27,159, the opportunity cost of earning $9,514/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,298, position total $-23,014 (+$5,086 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 4-45 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: 0.900 (fallback)  |  Recovery@SS: +$32,832 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $4,832

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.508d24 Jul 2026$0.2649/50$4,778$4,78282%85%+$2,491-$27,568127.3%$-22,833 (vs do-nothing $-27,666)
$138d24 Jul 2026$0.4032/50$4,800$4,87273%80%+$2,167-$19,15688.5%$-14,387 (vs do-nothing $-19,220)
$1315d31 Jul 2026$0.6139/50$4,758$4,80269%78%+$1,662-$22,527104.0%$-17,772 (vs do-nothing $-22,605)
$1322d7 Aug 2026$0.8541/50$4,752$4,78867%76%+$1,480-$22,698104.8%$-17,948 (vs do-nothing $-22,780)
$12.508d24 Jul 2026$0.5922/50$4,868$4,98063%75%+$1,853-$13,85164.0%$-9,063 (vs do-nothing $-13,895)
$12.5015d31 Jul 2026$0.8030/50$4,800$4,88061%74%+$1,459-$18,25884.3%$-13,486 (vs do-nothing $-18,318)
$12.5022d7 Aug 2026$1.0533/50$4,725$4,79360%74%+$1,309-$19,25989.0%$-14,493 (vs do-nothing $-19,325)
$1222d7 Aug 2026$1.2827/50$4,713$4,80553%71%+$1,126-$16,48676.1%$-11,708 (vs do-nothing $-16,540)
$1215d31 Jul 2026$1.0323/50$4,738$4,84652%70%+$1,129-$14,61967.5%$-9,833 (vs do-nothing $-14,665)
$128d24 Jul 2026$0.8216/50$4,920$5,05650%70%+$1,416-$10,50648.5%$-5,705 (vs do-nothing $-10,538)

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  |  2026-07-16 16:07