FORTRESS FIGHT: MARA-LC20-1782 @ $12.03

BE SS: $24.33  |  CC-SS: $19.23  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

MARA-LC20-1782BBC @ $12.03   UNDERWATER $12.30 (50.6% 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: $19.23  |  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$8,800/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $975/mo (info only, already in marks)
Unrealized P&L$-28,150fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,400/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$8,800/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 $19.23 (probe: $19C 15d) brings only $100/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 18 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.95 (+33%) · daily UBB $15.19 · 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: 34 contracts at $13 / 8d. This is the safest strike (survival 74%, breach 26%) that still earns 50% of normal income ($4,400/mo); it brings $4,462/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 48 × $12.50/8d for $8,820/mo, but breach risk rises to 36% (+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 50 × $14.50/8d (92% survival, $1,312/mo).
Downside anchor: the primary mortgages $19,988 (92% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 2.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 34 contracts realizes $-19,159 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 34 × $13, 74% survival, $4,462/mo (E[net] $1,071/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 · 8d34 × $1374%$4,462$1,071

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $1,071/mo 🏆 GRAND PICK

🎯 Engine pick: sell 34 × $13 (primary), 74% survival, breach 26%, $4,462/mo.
⚖️ Worth a safer step: the $13.50 rung (33% normal) lifts survival to 82% (breach 26% → 18%) for $1,492/mo less (33% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $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 $12.03 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $14.5024 Jul8d20.5%92%17%$350$1,312-$3,150$23,294
Sell 50 × $14.50 20.5% OTM over spot $12.03 24 Jul 2026 (8d, $0.11 mid)
= $350 credit for the 8d cycle → $1,312/mo projected
Survival (stays ≤ $14.50)
92%
Breach risk
8%
POP (stays ≤ $14.61)
92%
EV / mo
+$517
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.4-4.9] median  ·  42% of paths whole by 9 mo (vs 40% without)  ·  ~3.1 challenges expected  ·  median CC cash $5,378
🛡 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)
-$3,405
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 71% POP
61% 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: $1.06/sh now → $0.75 mid-life (likely $0.60–$1.05)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 327 simulated challenges: the $14 strike is typically first touched on day 6 of 8, 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 202611d left+$0.28/sh+$1,382
cycle +$1,732
[+$1,220…+$2,216] · 99% credit
68%
surv 53%
-$17,279 NOT
cap gain +$10,871
Reliable up-and-out (highest cap still free ≥60%)~$157 Aug 202618d left+$0.06/sh+$322
cycle +$672
[-$301…+$1,093] · 65% credit
69%
surv 60%
-$16,600 NOT
cap gain +$11,550
Up-and-out for even (raise the cap, free)~$1531 Jul 202611d left+$0.00/sh+$1
cycle +$351
[-$430…+$647] · 53% credit
71%
surv 61%
-$16,921 NOT
cap gain +$11,229
Max even-money escape in the band~$1531 Jul 202611d left+$0.00/sh+$1
cycle +$351
[-$430…+$647] · 53% credit
71%
surv 61%
-$16,921 NOT
cap gain +$11,229
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,312/mo
vs 50% target ($4,400/mo)-70%
vs normal income ($8,800/mo)15% covered
Net income (after hedge)$1,312/mo
Downside budget
⚠ $14.50 is $5 below CC-SS $19.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,294
… as % of IC ($21,650)107.6%
… as % of ML ($56,650)41.1%
Recovery months (at normal income)2.6 mo
Surgical close (50 ct)$-28,350
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 $0.07 collected) or spot ≥ $14.61 (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
$14-14.61
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
≥ $14.61
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)$350$-18,661+$9,489+$250
+2.5%$14.86 (1.7σ)$-1,462$-19,132+$9,018-$1,562
+5%$15.23 (1.9σ)$-3,275$-19,603+$8,546-$3,375
SS (= V-bounce)$24.33 (7.5σ)$-48,800$-31,440-$3,290-$27,250
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-28,150
+ Fortress recovery (un-capped): +$26,635
− CC assignment net of premium (50 × $14.50): -$23,294
Total Position P&L @ SS: $-24,808 (+$3,342 vs today)
Do-nothing baseline at SS: $-1,415 (this trade vs do-nothing: $-23,394, the opportunity cost of earning $1,312/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$6,900, position total $-20,546 (+$7,604 vs today)
33% normal ← lean36 × $13.5024 Jul8d12.2%82%38%$792$2,970-$1,492$19,831
Sell 36 × $13.50 12.2% OTM over spot $12.03 24 Jul 2026 (8d, $0.25 mid)
= $792 credit for the 8d cycle → $2,970/mo projected
Survival (stays ≤ $13.50)
82%
Breach risk
18%
POP (stays ≤ $13.75)
85%
EV / mo
+$1,231
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.5-4.2] median, 0.2 mo faster than no FIGHT (2.6 mo)  ·  50% of paths whole by 9 mo (vs 42% without)  ·  ~7.0 challenges expected  ·  median CC cash $9,465
🛡 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)
28%
Flat exit net (mid-life)
-$1,623
Free roll-up
none
Safest escape (by 31 Jul 2026)
$14 @ 76% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 36 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: $0.95/sh now → $0.67 mid-life (likely $0.67–$1.06)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 847 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 (36 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+$0.25/sh+$886
cycle +$1,678
[+$570…+$1,110] · 98% credit
68%
surv 53%
-$21,005 NOT
cap gain +$7,145
Max even-money escape in the band~$147 Aug 202618d left+$0.04/sh+$154
cycle +$946
[-$542…+$311] · 41% credit
69%
surv 60%
-$19,998 NOT
cap gain +$8,152
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 202611d left-$0.18/sh-$656
cycle +$136
[-$1,270…-$570] · 6% credit
76%
surv 69%
-$18,958 NOT
cap gain +$9,192
budget: banked $792 debit $656 (83% used ≈ 1.0 wk of income) → whole cycle still +$136 cash · rolled 36 ct earn ≈ $4,796/mo while parked; 14 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 ($4,400/mo)-33%
vs normal income ($8,800/mo)34% covered
Net income (after hedge)$3,026/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,831
… as % of IC ($21,650)91.6%
… as % of ML ($56,650)35.0%
Recovery months (at normal income)2.3 mo
Surgical close (36 ct)$-20,376
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 ≥ $13.75 (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
$13-13.75
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
≥ $13.75
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)$792$-21,891+$6,259+$720
+2.5%$13.84 (1.1σ)$-423$-21,857+$6,293-$495
+5%$14.18 (1.3σ)$-1,638$-21,823+$6,327-$1,710
SS (= V-bounce)$24.33 (7.5σ)$-38,196$-26,870+$1,280-$22,680
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-28,150
+ Fortress recovery (un-capped): +$26,635
− CC assignment net of premium (36 × $13.50): -$19,831
+ Conservative CC premium (14 × $20): +$28
Total Position P&L @ SS: $-21,318 (+$6,832 vs today)
Do-nothing baseline at SS: $-1,415 (this trade vs do-nothing: $-19,903, the opportunity cost of earning $2,970/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,028, position total $-21,646 (+$6,504 vs today)
🎯 50% normal34 × $1324 Jul8d8.1%74%42%$1,190$4,462$19,988
Sell 34 × $13 8.1% OTM over spot $12.03 24 Jul 2026 (8d, $0.35 mid)
= $1,190 credit for the 8d cycle → $4,462/mo projected
Survival (stays ≤ $13)
74%
Breach risk
26%
POP (stays ≤ $13.36)
80%
EV / mo
+$1,652
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.5-5.0] median, 0.1 mo faster than no FIGHT (3.1 mo)  ·  51% of paths whole by 9 mo (vs 41% without)  ·  ~11.0 challenges expected  ·  median CC cash $11,961
🛡 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)
-$960
Free roll-up
none
Safest escape (by 7 Aug 2026)
$15 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 34 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: $0.89/sh now → $0.63 mid-life (likely $0.73–$1.06)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,262 simulated challenges: the $13 strike is typically first touched on day 4 of 8, at $13 (overshoots $0.36). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (34 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1331 Jul 202611d left+$0.23/sh+$787
cycle +$1,977
[+$440…+$823] · 99% credit
68%
surv 53%
-$22,552 NOT
cap gain +$5,598
Max even-money escape in the band~$137 Aug 202618d left+$0.03/sh+$110
cycle +$1,300
[-$616…+$1] · 25% credit
69%
surv 61%
-$21,490 NOT
cap gain +$6,660
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$157 Aug 202618d left-$0.25/sh-$855
cycle +$335
[-$1,734…-$1,061] · 2% credit
81%
surv 77%
-$16,905 NOT
cap gain +$11,245
budget: banked $1,190 debit $855 (72% used ≈ 0.8 wk of income) → whole cycle still +$335 cash · rolled 34 ct earn ≈ $2,158/mo while parked; 16 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$4,462/mo
vs 50% target ($4,400/mo)+1%
vs normal income ($8,800/mo)51% covered
Net income (after hedge)$4,526/mo
Downside budget
⚠ $13 is $6 below CC-SS $19.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,988
… as % of IC ($21,650)92.3%
… as % of ML ($56,650)35.3%
Recovery months (at normal income)2.3 mo
Surgical close (34 ct)$-19,159
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 ≥ $13.36 (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 $15.19 (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
$13-13.36
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
≥ $13.36
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)$1,190$-23,339+$4,811+$1,122
+2.5%$13.32 (≤1σ, normal week)$85$-23,241+$4,909+$17
+5%$13.65 (≤1σ, normal week)$-1,020$-23,144+$5,006-$1,088
SS (= V-bounce)$24.33 (7.5σ)$-37,332$-26,868+$1,282-$22,678
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-28,150
+ Fortress recovery (un-capped): +$26,635
− CC assignment net of premium (34 × $13): -$19,988
+ Conservative CC premium (16 × $20): +$32
Total Position P&L @ SS: $-21,470 (+$6,680 vs today)
Do-nothing baseline at SS: $-1,415 (this trade vs do-nothing: $-20,056, the opportunity cost of earning $4,462/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,840, position total $-22,454 (+$5,696 vs today)
100% normal48 × $12.5024 Jul8d3.9%64%76%$2,352$8,820+$4,358$29,946
Sell 48 × $12.50 3.9% OTM over spot $12.03 24 Jul 2026 (8d, $0.52 mid)
= $2,352 credit for the 8d cycle → $8,820/mo projected
Survival (stays ≤ $12.50)
64%
Breach risk
36%
POP (stays ≤ $13.02)
74%
EV / mo
+$2,273
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [1.8-5.4] median, 0.2 mo SLOWER than no FIGHT (2.9 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 39% without)  ·  ~18.3 challenges expected  ·  median CC cash $17,873
🛡 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)
60%
Flat exit net (mid-life)
-$504
Free roll-up
none
Safest escape (by 7 Aug 2026)
$16 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 48 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.84/sh now → $0.59 mid-life (likely $0.76–$1.07)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,789 simulated challenges: the $12 strike is typically first touched on day 3 of 8, at $13 (overshoots $0.36). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (48 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+$0.22/sh+$1,043
cycle +$3,395
[+$477…+$876] · 97% credit
68%
surv 53%
-$23,012 NOT
cap gain +$5,138
Max even-money escape in the band~$137 Aug 202618d left+$0.02/sh+$108
cycle +$2,460
[-$1,082…-$308] · 15% credit
69%
surv 61%
-$22,208 NOT
cap gain +$5,942
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-$0.47/sh-$2,246
cycle +$106
[-$4,076…-$2,882]
92%
surv 91%
-$11,612 NOT
cap gain +$16,538
budget: banked $2,352 debit $2,246 (95% used ≈ 1.1 wk of income) → whole cycle still +$106 cash · rolled 48 ct earn ≈ $1,017/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,820/mo
vs 50% target ($4,400/mo)+100%
vs normal income ($8,800/mo)100% covered
Net income (after hedge)$8,828/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,946
… as % of IC ($21,650)138.3%
… as % of ML ($56,650)52.9%
Recovery months (at normal income)3.4 mo
Surgical close (48 ct)$-27,168
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.49 collected) or spot ≥ $13.02 (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
$12-13.02
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
≥ $13.02
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)$2,352$-24,055+$4,095+$2,256
+2.5%$12.81 (≤1σ, normal week)$852$-24,399+$3,751+$756
+5%$13.12 (≤1σ, normal week)$-648$-24,742+$3,408-$744
SS (= V-bounce)$24.33 (7.5σ)$-54,432$-37,934-$9,784-$33,744
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-28,150
+ Fortress recovery (un-capped): +$26,635
− CC assignment net of premium (48 × $12.50): -$29,946
+ Conservative CC premium (2 × $20): +$4
Total Position P&L @ SS: $-31,457 ($-3,307 vs today)
Do-nothing baseline at SS: $-1,415 (this trade vs do-nothing: $-30,042, the opportunity cost of earning $8,820/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$14,208, position total $-27,850 (+$300 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 (8 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 8 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: 0.740 (IBKR)  |  Recovery@SS: +$26,635 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,415

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$138d24 Jul 2026$0.3534/50$4,462$4,52674%80%+$1,652-$19,98892.3%$-21,470 (vs do-nothing $-20,056)
$1315d31 Jul 2026$0.4747/50$4,418$4,43070%77%+$959-$27,066125.0%$-28,575 (vs do-nothing $-27,160)
$12.508d24 Jul 2026$0.4924/50$4,410$4,51464%74%+$1,137-$14,97369.2%$-16,436 (vs do-nothing $-15,021)
$12.5015d31 Jul 2026$0.6335/50$4,410$4,47062%74%+$668-$21,34698.6%$-22,830 (vs do-nothing $-21,416)
$12.5022d7 Aug 2026$0.6550/50$4,432$4,43261%73%$-552-$30,394140.4%$-31,908 (vs do-nothing $-30,494)
$1222d7 Aug 2026$0.9933/50$4,455$4,52354%70%+$218-$20,58895.1%$-22,069 (vs do-nothing $-20,654)
$1215d31 Jul 2026$0.9125/50$4,550$4,65053%70%+$769-$15,79773.0%$-17,262 (vs do-nothing $-15,847)
$128d24 Jul 2026$0.7017/50$4,462$4,59452%69%+$818-$11,09951.3%$-12,548 (vs do-nothing $-11,133)

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 21:38