FORTRESS FIGHT: MARA-LC20-1782 @ $11.48

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

GENERATED2026-07-17 01:33

MARA-LC20-1782BBC @ $11.48   UNDERWATER $12.84 (52.8% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 12 days. The recommended CC (7d) 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$8,571/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $990/mo (info only, already in marks)
Unrealized P&L$-29,900fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,286/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$8,571/mo (ATM CC, chain)
IC VELOCITY
2.5 mo to earn back $21,650
ML VELOCITY
6.6 mo to earn back $56,650
Deep drawdown confirmed: a CC at CC-SS $19.18 (probe: $19C 14d) brings only $107/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 49 (live) · RSI 47 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 40 · %B 12 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.89 (+38%) · daily UBB $15.25 · 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: 39 contracts at $12.50 / 7d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($4,286/mo); it brings $4,346/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 50 × $12/7d for $8,571/mo, but breach risk rises to 34% (+11pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 50 × $13.50/7d (91% survival, $2,143/mo).
Downside anchor: the primary mortgages $25,038 (116% 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 39 contracts realizes $-23,342 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 (7d) · sell 39 × $12.50, 76% survival, $4,346/mo (E[net] $1,222/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 · 7d39 × $12.5076%$4,346$1,222

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $1,222/mo 🏆 GRAND PICK

🎯 Engine pick: sell 39 × $12.50 (primary), 76% survival, breach 24%, $4,346/mo.
⚖️ Worth a safer step: the $13 rung (33% normal) lifts survival to 85% (breach 24% → 15%) for $1,466/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $13 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $11.48 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $13.5024 Jul7d17.5%91%20%+8pp$500$2,143-$2,203$27,901
Sell 50 × $13.50 17.5% OTM over spot $11.48 24 Jul 2026 (7d, $0.11 mid)
= $500 credit for the 7d cycle → $2,143/mo projected
Survival (stays ≤ $13.50)
91%
Breach risk
9%
POP (stays ≤ $13.61)
92%
EV / mo
+$1,221
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
46% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,368/mo
median; plan ~$930/mo after 68% keep · $8,964 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.2 mo [2.1-5.0], measured ONLY among the 46% of futures that got whole
🛡 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)
12%
Flat exit net (mid-life)
-$2,397
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.82/sh now → $0.58 mid-life (likely $0.50–$0.85)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 370 simulated challenges: the $14 strike is typically first touched on day 5 of 7, 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 (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 202610d left+$0.31/sh+$1,567
cycle +$2,067
[+$1,466…+$2,193] · 100% credit
68%
surv 53%
-$20,488 NOT
cap gain +$9,412
Up-and-out for even (raise the cap, free)~$1431 Jul 202610d left+$0.12/sh+$619
cycle +$1,119
[+$392…+$1,062] · 94% credit
73%
surv 62%
-$19,559 NOT
cap gain +$10,341
Max even-money escape in the band~$1614 Aug 202624d left+$0.05/sh+$251
cycle +$751
[-$256…+$721] · 62% credit
82%
surv 78%
-$12,638 NOT
cap gain +$17,262
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1714 Aug 202624d left-$0.03/sh-$157
cycle +$343
[-$730…+$286] · 39% credit
84%
surv 81%
-$11,223 NOT
cap gain +$18,677
budget: banked $500 debit $157 (31% used ≈ 0.3 wk of income) → whole cycle still +$343 cash · rolled 50 ct earn ≈ $3,425/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,143/mo
vs 50% target ($4,286/mo)-50%
vs normal income ($8,571/mo)25% covered
Net income (after hedge)$2,143/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)-$27,901
… as % of IC ($21,650)128.9%
… as % of ML ($56,650)49.3%
Recovery months (at normal income)3.3 mo
Surgical close (50 ct)$-29,950
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $13.61 (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 $15.25 (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
$13-13.61
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
≥ $13.61
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 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.3σ)$500$-22,055+$7,845+$450
+2.5%$13.84 (1.6σ)$-1,187$-22,513+$7,387-$1,237
+5%$14.18 (1.8σ)$-2,875$-22,970+$6,930-$2,925
SS (= V-bounce)$24.33 (8.6σ)$-53,650$-36,730-$6,830-$42,050
V-BOUNCE STRESS (stock → CC-SS $19.18, where you are whole again, by expiry)
Starting unrealized P&L: $-29,900
+ Fortress recovery (un-capped): +$28,049
− CC assignment net of premium (50 × $13.50): -$27,901
Total Position P&L @ SS: $-29,752 (+$148 vs today)
Do-nothing baseline at SS: $-1,801 (this trade vs do-nothing: $-27,951, the opportunity cost of earning $2,143/mo FIGHT income now)
BB-reversion stress (→ $15.89 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,450, position total $-25,294 (+$4,606 vs today)
33% normal ← lean42 × $1324 Jul7d13.2%85%31%+9pp$672$2,880-$1,466$25,284
Sell 42 × $13 13.2% OTM over spot $11.48 24 Jul 2026 (7d, $0.17 mid)
= $672 credit for the 7d cycle → $2,880/mo projected
Survival (stays ≤ $13)
85%
Breach risk
15%
POP (stays ≤ $13.16)
87%
EV / mo
+$1,420
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
50% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,574/mo
median; plan ~$1,070/mo after 68% keep · $10,295 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.5 mo [2.2-5.3], measured ONLY among the 50% of futures that got whole
🛡 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)
22%
Flat exit net (mid-life)
-$1,622
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 87% POP
85% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.77/sh now → $0.55 mid-life (likely $0.53–$0.90)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 671 simulated challenges: the $13 strike is typically first touched on day 4 of 7, at $13 (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 (42 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1331 Jul 202610d left+$0.29/sh+$1,239
cycle +$1,911
[+$1,029…+$1,530] · 100% credit
68%
surv 53%
-$22,459 NOT
cap gain +$7,441
Up-and-out for even (raise the cap, free)~$1431 Jul 202610d left+$0.10/sh+$438
cycle +$1,110
[+$126…+$669] · 86% credit
73%
surv 63%
-$21,382 NOT
cap gain +$8,518
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202624d left+$0.11/sh+$480
cycle +$1,152
[-$101…+$745] · 68% credit
80%
surv 75%
-$15,873 NOT
cap gain +$14,027
Max even-money escape in the band~$1614 Aug 202624d left+$0.02/sh+$65
cycle +$737
[-$596…+$292] · 37% credit
82%
surv 79%
-$14,465 NOT
cap gain +$15,435
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1714 Aug 202624d left-$0.15/sh-$611
cycle +$61
[-$1,445…-$454] · 10% credit
87%
surv 85%
-$11,496 NOT
cap gain +$18,404
budget: banked $672 debit $611 (91% used ≈ 0.9 wk of income) → whole cycle still +$61 cash · rolled 42 ct earn ≈ $2,104/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$2,880/mo
vs 50% target ($4,286/mo)-33%
vs normal income ($8,571/mo)34% covered
Net income (after hedge)$2,897/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)-$25,284
… as % of IC ($21,650)116.8%
… as % of ML ($56,650)44.6%
Recovery months (at normal income)2.9 mo
Surgical close (42 ct)$-25,137
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.16 collected) or spot ≥ $13.16 (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 $15.25 (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
$13-13.16
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 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.0σ)$672$-23,698+$6,202+$630
+2.5%$13.32 (1.2σ)$-693$-23,878+$6,022-$735
+5%$13.65 (1.4σ)$-2,058$-24,059+$5,841-$2,100
SS (= V-bounce)$24.33 (8.6σ)$-46,914$-31,850-$1,950-$37,170
V-BOUNCE STRESS (stock → CC-SS $19.18, where you are whole again, by expiry)
Starting unrealized P&L: $-29,900
+ Fortress recovery (un-capped): +$28,049
− CC assignment net of premium (42 × $13): -$25,284
+ Conservative CC premium (8 × $22): +$8
Total Position P&L @ SS: $-27,128 (+$2,772 vs today)
Do-nothing baseline at SS: $-1,801 (this trade vs do-nothing: $-25,326, the opportunity cost of earning $2,880/mo FIGHT income now)
BB-reversion stress (→ $15.89 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,466, position total $-25,302 (+$4,598 vs today)
🎯 50% normal39 × $12.5024 Jul7d8.8%76%36%+12pp$1,014$4,346$25,038
Sell 39 × $12.50 8.8% OTM over spot $11.48 24 Jul 2026 (7d, $0.27 mid)
= $1,014 credit for the 7d cycle → $4,346/mo projected
Survival (stays ≤ $12.50)
76%
Breach risk
24%
POP (stays ≤ $12.77)
81%
EV / mo
+$1,500
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
48% whole by 9mo vs 36% doing nothing
FIRE DRILLS
~3.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,849/mo
median; plan ~$1,257/mo after 68% keep · $12,638 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.4 mo [1.8-5.1], measured ONLY among the 48% of futures that got whole
🛡 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)
36%
Flat exit net (mid-life)
-$990
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 89% POP
88% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 39 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.73/sh now → $0.51 mid-life (likely $0.56–$0.87)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,091 simulated challenges: the $12 strike is typically first touched on day 4 of 7, at $13 (overshoots $0.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (39 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202610d left+$0.28/sh+$1,080
cycle +$2,094
[+$831…+$1,216] · 100% credit
68%
surv 53%
-$24,095 NOT
cap gain +$5,805
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202624d left+$0.25/sh+$967
cycle +$1,981
[+$494…+$1,033] · 95% credit
78%
surv 72%
-$18,686 NOT
cap gain +$11,214
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.09/sh+$334
cycle +$1,348
[+$1…+$382] · 75% credit
73%
surv 63%
-$22,965 NOT
cap gain +$6,935
Max even-money escape in the band~$1514 Aug 202624d left+$0.08/sh+$305
cycle +$1,319
[-$303…+$319] · 47% credit
81%
surv 76%
-$17,525 NOT
cap gain +$12,375
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1714 Aug 202624d left-$0.23/sh-$914
cycle +$100
[-$1,842…-$1,010] · 1% credit
89%
surv 88%
-$11,455 NOT
cap gain +$18,445
budget: banked $1,014 debit $914 (90% used ≈ 0.9 wk of income) → whole cycle still +$100 cash · rolled 39 ct earn ≈ $1,362/mo while parked; 11 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$4,346/mo
vs 50% target ($4,286/mo)+1%
vs normal income ($8,571/mo)51% covered
Net income (after hedge)$4,369/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)-$25,038
… as % of IC ($21,650)115.7%
… as % of ML ($56,650)44.2%
Recovery months (at normal income)2.9 mo
Surgical close (39 ct)$-23,342
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 ≥ $12.77 (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 $15.25 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.77
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $12.77
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$1,014$-25,175+$4,725+$975
+2.5%$12.81 (≤1σ, normal week)$-205$-25,255+$4,645-$244
+5%$13.12 (1.1σ)$-1,424$-25,335+$4,565-$1,462
SS (= V-bounce)$24.33 (8.6σ)$-45,123$-30,755-$855-$36,075
V-BOUNCE STRESS (stock → CC-SS $19.18, where you are whole again, by expiry)
Starting unrealized P&L: $-29,900
+ Fortress recovery (un-capped): +$28,049
− CC assignment net of premium (39 × $12.50): -$25,038
+ Conservative CC premium (11 × $22): +$11
Total Position P&L @ SS: $-26,879 (+$3,021 vs today)
Do-nothing baseline at SS: $-1,801 (this trade vs do-nothing: $-25,077, the opportunity cost of earning $4,346/mo FIGHT income now)
BB-reversion stress (→ $15.89 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,207, position total $-26,040 (+$3,860 vs today)
100% normal50 × $1224 Jul7d4.5%66%72%+20pp$2,000$8,571+$4,226$33,901
Sell 50 × $12 4.5% OTM over spot $11.48 24 Jul 2026 (7d, $0.42 mid)
= $2,000 credit for the 7d cycle → $8,571/mo projected
Survival (stays ≤ $12)
66%
Breach risk
34%
POP (stays ≤ $12.41)
75%
EV / mo
+$2,100
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+20pp
56% whole by 9mo vs 35% doing nothing
FIRE DRILLS
~6.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,832/mo
median; plan ~$1,926/mo after 68% keep · $16,834 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.8-5.0], measured ONLY among the 56% of futures that got whole
🛡 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)
57%
Flat exit net (mid-life)
-$412
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$16 @ 90% POP
89% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.68/sh now → $0.48 mid-life (likely $0.60–$0.88)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,718 simulated challenges: the $12 strike is typically first touched on day 3 of 7, at $12 (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 (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202610d left+$0.26/sh+$1,298
cycle +$3,298
[+$921…+$1,262] · 100% credit
68%
surv 53%
-$24,725 NOT
cap gain +$5,175
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202624d left+$0.21/sh+$1,026
cycle +$3,026
[+$289…+$859] · 88% credit
79%
surv 73%
-$19,475 NOT
cap gain +$10,425
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.07/sh+$337
cycle +$2,337
[-$174…+$219] · 47% credit
74%
surv 64%
-$23,808 NOT
cap gain +$6,092
Max even-money escape in the band~$1414 Aug 202624d left+$0.04/sh+$223
cycle +$2,223
[-$714…-$34] · 24% credit
81%
surv 77%
-$18,456 NOT
cap gain +$11,444
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1614 Aug 202624d left-$0.25/sh-$1,236
cycle +$764
[-$2,605…-$1,639] · 0% credit
90%
surv 89%
-$12,624 NOT
cap gain +$17,276
budget: banked $2,000 debit $1,236 (62% used ≈ 0.6 wk of income) → whole cycle still +$764 cash · rolled 50 ct earn ≈ $1,470/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$8,571/mo
vs 50% target ($4,286/mo)+100%
vs normal income ($8,571/mo)100% covered
Net income (after hedge)$8,571/mo
Downside budget
⚠ $12 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)-$33,901
… as % of IC ($21,650)156.6%
… as % of ML ($56,650)59.8%
Recovery months (at normal income)4.0 mo
Surgical close (50 ct)$-29,975
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.40 collected) or spot ≥ $12.41 (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 $15.25 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $11.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.41
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $12.41
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 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$2,000$-26,023+$3,877+$1,950
+2.5%$12.30 (≤1σ, normal week)$500$-26,429+$3,471+$450
+5%$12.60 (≤1σ, normal week)$-1,000$-26,836+$3,064-$1,050
SS (= V-bounce)$24.33 (8.6σ)$-59,650$-42,730-$12,830-$48,050
V-BOUNCE STRESS (stock → CC-SS $19.18, where you are whole again, by expiry)
Starting unrealized P&L: $-29,900
+ Fortress recovery (un-capped): +$28,049
− CC assignment net of premium (50 × $12): -$33,901
Total Position P&L @ SS: $-35,752 ($-5,852 vs today)
Do-nothing baseline at SS: $-1,801 (this trade vs do-nothing: $-33,951, the opportunity cost of earning $8,571/mo FIGHT income now)
BB-reversion stress (→ $15.89 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,450, position total $-31,294 ($-1,394 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 (12 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 12 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: 0.729 (IBKR)  |  Recovery@SS: +$28,049 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,801

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$12.507d24 Jul 2026$0.2639/50$4,346$4,36976%81%+$1,500-$25,038115.7%$-26,879 (vs do-nothing $-25,077)
$12.5014d31 Jul 2026$0.4545/50$4,339$4,35071%78%+$1,222-$28,035129.5%$-29,882 (vs do-nothing $-28,080)
$12.5021d7 Aug 2026$0.6944/50$4,337$4,35069%77%+$1,186-$26,356121.7%$-28,202 (vs do-nothing $-26,400)
$12.5028d14 Aug 2026$0.8349/50$4,357$4,36067%76%+$992-$28,665132.4%$-30,516 (vs do-nothing $-28,714)
$127d24 Jul 2026$0.4025/50$4,286$4,33966%75%+$1,050-$16,95078.3%$-18,777 (vs do-nothing $-16,975)
$1214d31 Jul 2026$0.6133/50$4,314$4,35063%74%+$938-$21,681100.1%$-23,516 (vs do-nothing $-21,714)
$1221d7 Aug 2026$0.7839/50$4,346$4,36962%73%+$639-$24,960115.3%$-26,801 (vs do-nothing $-24,999)
$1228d14 Aug 2026$1.0240/50$4,371$4,39362%73%+$884-$24,640113.8%$-26,482 (vs do-nothing $-24,680)
$11.5028d14 Aug 2026$1.1735/50$4,388$4,42055%70%+$554-$22,785105.2%$-24,622 (vs do-nothing $-22,820)
$11.5021d7 Aug 2026$1.0031/50$4,429$4,46955%70%+$569-$20,70895.7%$-22,541 (vs do-nothing $-20,739)
$11.5014d31 Jul 2026$0.8025/50$4,286$4,33954%69%+$604-$17,20079.4%$-19,027 (vs do-nothing $-17,225)
$11.507d24 Jul 2026$0.6117/50$4,444$4,51553%68%+$794-$12,01955.5%$-13,838 (vs do-nothing $-12,036)

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  |  2026-07-17 01:33