FORTRESS FIGHT: MARA-LC20-1782 @ $11.49

BE SS: $24.33  |  CC-SS: $19.06  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 03:39

MARA-LC20-1782BBC @ $11.49   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: $19.06  |  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$8,893/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $990/mo (info only, already in marks)
Unrealized P&L$-29,400fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,446/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$8,893/mo (ATM CC, chain)
IC VELOCITY
2.4 mo to earn back $21,650
ML VELOCITY
6.4 mo to earn back $56,650
Deep drawdown confirmed: a CC at CC-SS $19.06 (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 39 · %B 12 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.90 (+38%) · daily UBB $15.24 · 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: 40 contracts at $12.50 / 7d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($4,446/mo); it brings $4,457/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 35 × $11.50/7d for $9,000/mo, but breach risk rises to 47% (+24pp 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 (90% survival, $2,143/mo).
Downside anchor: the primary mortgages $25,197 (116% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 2.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 40 contracts realizes $-23,540 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 40 × $12.50, 77% survival, $4,457/mo (E[net] $1,203/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 · 7d40 × $12.5077%$4,457$1,203

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $1,203/mo 🏆 GRAND PICK

🎯 Engine pick: sell 40 × $12.50 (primary), 77% survival, breach 23%, $4,457/mo.
⚖️ Worth a safer step: the $13 rung (33% normal) lifts survival to 85% (breach 23% → 15%) for $1,509/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 $11.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $13.5024 Jul7d17.5%90%20%+5pp$500$2,143-$2,314$27,296
Sell 50 × $13.50 17.5% OTM over spot $11.49 24 Jul 2026 (7d, $0.11 mid)
= $500 credit for the 7d cycle → $2,143/mo projected
Survival (stays ≤ $13.50)
90%
Breach risk
10%
POP (stays ≤ $13.61)
91%
EV / mo
+$1,184
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
45% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,341/mo
median; plan ~$912/mo after 68% keep · $8,831 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.6-5.0], measured ONLY among the 45% 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)
-$2,487
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: $0.84/sh now → $0.60 mid-life (likely $0.49–$0.87)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 347 simulated challenges: the $14 strike is typically first touched on day 5 of 7, at $14 (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 (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+$0.33/sh+$1,644
cycle +$2,144
[+$1,525…+$2,289] · 100% credit
69%
surv 53%
-$19,920 NOT
cap gain +$9,480
Up-and-out for even (raise the cap, free)~$1431 Jul 202610d left+$0.12/sh+$585
cycle +$1,085
[+$309…+$1,075] · 90% credit
73%
surv 62%
-$19,118 NOT
cap gain +$10,282
Max even-money escape in the band~$1614 Aug 202624d left+$0.08/sh+$422
cycle +$922
[-$135…+$935] · 70% credit
82%
surv 78%
-$11,980 NOT
cap gain +$17,420
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-$0.05/sh-$273
cycle +$227
[-$959…+$242] · 38% credit
84%
surv 81%
-$10,851 NOT
cap gain +$18,549
budget: banked $500 debit $273 (55% used ≈ 0.6 wk of income) → whole cycle still +$227 cash · rolled 50 ct earn ≈ $3,392/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 ($4,446/mo)-52%
vs normal income ($8,893/mo)24% covered
Net income (after hedge)$2,143/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,296
… as % of IC ($21,650)126.1%
… as % of ML ($56,650)48.2%
Recovery months (at normal income)3.1 mo
Surgical close (50 ct)$-29,425
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/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 $15.24 (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 (1.4σ)$500$-21,564+$7,836+$450
+2.5%$13.84 (1.6σ)$-1,187$-22,019+$7,381-$1,237
+5%$14.18 (1.8σ)$-2,875$-22,475+$6,925-$2,925
SS (= V-bounce)$24.33 (8.7σ)$-53,650$-36,184-$6,784-$42,050
V-BOUNCE STRESS (stock → CC-SS $19.06, where you are whole again, by expiry)
Starting unrealized P&L: $-29,400
+ Fortress recovery (un-capped): +$27,627
− CC assignment net of premium (50 × $13.50): -$27,296
Total Position P&L @ SS: $-29,069 (+$331 vs today)
Do-nothing baseline at SS: $-1,723 (this trade vs do-nothing: $-27,346, the opportunity cost of earning $2,143/mo FIGHT income now)
BB-reversion stress (→ $15.90 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,500, position total $-24,804 (+$4,596 vs today)
33% normal ← lean43 × $1324 Jul7d13.1%85%31%+9pp$688$2,949-$1,509$25,367
Sell 43 × $13 13.1% OTM over spot $11.49 24 Jul 2026 (7d, $0.17 mid)
= $688 credit for the 7d cycle → $2,949/mo projected
Survival (stays ≤ $13)
85%
Breach risk
15%
POP (stays ≤ $13.17)
87%
EV / mo
+$1,390
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
50% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,580/mo
median; plan ~$1,074/mo after 68% keep · $10,458 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.7-5.5], 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)
23%
Flat exit net (mid-life)
-$1,731
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$16 @ 84% POP
82% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.80/sh now → $0.56 mid-life (likely $0.54–$0.86)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 678 simulated challenges: the $13 strike is typically first touched on day 4 of 7, 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 (43 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+$0.31/sh+$1,332
cycle +$2,020
[+$1,141…+$1,635] · 100% credit
69%
surv 53%
-$21,862 NOT
cap gain +$7,538
Up-and-out for even (raise the cap, free)~$1431 Jul 202610d left+$0.10/sh+$422
cycle +$1,110
[+$111…+$648] · 83% credit
73%
surv 63%
-$20,911 NOT
cap gain +$8,489
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202624d left+$0.11/sh+$463
cycle +$1,151
[-$81…+$698] · 70% credit
80%
surv 75%
-$15,395 NOT
cap gain +$14,005
Max even-money escape in the band~$1614 Aug 202624d left+$0.05/sh+$201
cycle +$889
[-$393…+$412] · 51% credit
82%
surv 79%
-$13,832 NOT
cap gain +$15,568
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-$0.08/sh-$356
cycle +$332
[-$1,096…-$187] · 19% credit
84%
surv 82%
-$12,563 NOT
cap gain +$16,837
budget: banked $688 debit $356 (52% used ≈ 0.5 wk of income) → whole cycle still +$332 cash · rolled 43 ct earn ≈ $2,579/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$2,949/mo
vs 50% target ($4,446/mo)-34%
vs normal income ($8,893/mo)33% covered
Net income (after hedge)$2,964/mo
Downside budget
⚠ $13 is $6 below CC-SS $19.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,367
… as % of IC ($21,650)117.2%
… as % of ML ($56,650)44.8%
Recovery months (at normal income)2.9 mo
Surgical close (43 ct)$-25,327
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 ≥ $13.17 (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 $15.24 (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
$13-13.17
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
≥ $13.17
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)$688$-23,194+$6,206+$645
+2.5%$13.32 (1.2σ)$-709$-23,405+$5,995-$752
+5%$13.65 (1.5σ)$-2,107$-23,616+$5,784-$2,150
SS (= V-bounce)$24.33 (8.7σ)$-48,031$-32,189-$2,789-$38,055
V-BOUNCE STRESS (stock → CC-SS $19.06, where you are whole again, by expiry)
Starting unrealized P&L: $-29,400
+ Fortress recovery (un-capped): +$27,627
− CC assignment net of premium (43 × $13): -$25,367
+ Conservative CC premium (7 × $22): +$7
Total Position P&L @ SS: $-27,132 (+$2,268 vs today)
Do-nothing baseline at SS: $-1,723 (this trade vs do-nothing: $-25,410, the opportunity cost of earning $2,949/mo FIGHT income now)
BB-reversion stress (→ $15.90 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,782, position total $-25,079 (+$4,321 vs today)
🎯 50% normal40 × $12.5024 Jul7d8.8%77%36%+13pp$1,040$4,457$25,197
Sell 40 × $12.50 8.8% OTM over spot $11.49 24 Jul 2026 (7d, $0.27 mid)
= $1,040 credit for the 7d cycle → $4,457/mo projected
Survival (stays ≤ $12.50)
77%
Breach risk
23%
POP (stays ≤ $12.77)
82%
EV / mo
+$1,750
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
52% whole by 9mo vs 39% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,916/mo
median; plan ~$1,303/mo after 68% keep · $12,882 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [1.9-5.2], measured ONLY among the 52% 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)
-$1,075
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$16 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 40 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: $0.75/sh now → $0.53 mid-life (likely $0.57–$0.88)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,077 simulated challenges: the $12 strike is typically first touched on day 4 of 7, 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 (40 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+$0.29/sh+$1,165
cycle +$2,205
[+$904…+$1,329] · 100% credit
69%
surv 53%
-$23,499 NOT
cap gain +$5,901
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202624d left+$0.23/sh+$926
cycle +$1,966
[+$393…+$1,004] · 91% credit
78%
surv 72%
-$18,227 NOT
cap gain +$11,173
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.08/sh+$320
cycle +$1,360
[-$58…+$377] · 68% credit
73%
surv 63%
-$22,483 NOT
cap gain +$6,917
Max even-money escape in the band~$1514 Aug 202624d left+$0.01/sh+$46
cycle +$1,086
[-$646…+$65] · 28% credit
83%
surv 80%
-$15,457 NOT
cap gain +$13,943
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-$0.25/sh-$985
cycle +$55
[-$1,849…-$1,046]
88%
surv 86%
-$14,663 NOT
cap gain +$14,737
budget: banked $1,040 debit $985 (95% used ≈ 1.0 wk of income) → whole cycle still +$55 cash · rolled 40 ct earn ≈ $1,883/mo while parked; 10 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$4,457/mo
vs 50% target ($4,446/mo)+0%
vs normal income ($8,893/mo)50% covered
Net income (after hedge)$4,479/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,197
… as % of IC ($21,650)116.4%
… as % of ML ($56,650)44.5%
Recovery months (at normal income)2.8 mo
Surgical close (40 ct)$-23,540
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 $15.24 (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)$1,040$-24,664+$4,736+$1,000
+2.5%$12.81 (≤1σ, normal week)$-210$-24,773+$4,627-$250
+5%$13.12 (1.1σ)$-1,460$-24,883+$4,517-$1,500
SS (= V-bounce)$24.33 (8.7σ)$-46,280$-31,134-$1,734-$37,000
V-BOUNCE STRESS (stock → CC-SS $19.06, where you are whole again, by expiry)
Starting unrealized P&L: $-29,400
+ Fortress recovery (un-capped): +$27,627
− CC assignment net of premium (40 × $12.50): -$25,197
+ Conservative CC premium (10 × $22): +$10
Total Position P&L @ SS: $-26,960 (+$2,440 vs today)
Do-nothing baseline at SS: $-1,723 (this trade vs do-nothing: $-25,237, the opportunity cost of earning $4,457/mo FIGHT income now)
BB-reversion stress (→ $15.90 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,560, position total $-25,854 (+$3,546 vs today)
100% normal35 × $11.5024 Jul7d0.1%53%99%+12pp$2,100$9,000+$4,543$24,357
Sell 35 × $11.50 0.1% OTM over spot $11.49 24 Jul 2026 (7d, $0.62 mid)
= $2,100 credit for the 7d cycle → $9,000/mo projected
Survival (stays ≤ $11.50)
53%
Breach risk
47%
POP (stays ≤ $12.12)
69%
EV / mo
+$1,760
📈 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
~12.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,208/mo
median; plan ~$1,501/mo after 68% keep · $15,629 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.8-5.6], 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)
75%
Flat exit net (mid-life)
+$475
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$16 @ 91% POP
90% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.66/sh now → $0.46 mid-life (likely $0.65–$0.99)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets +$0.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,259 simulated challenges: the $12 strike is typically first touched on day 2 of 7, at $12 (overshoots $0.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (35 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202610d left+$0.26/sh+$895
cycle +$2,995
[+$537…+$704] · 100% credit
68%
surv 53%
-$26,354 NOT
cap gain +$3,046
Reliable up-and-out (highest cap still free ≥60%)~$1314 Aug 202624d left+$0.26/sh+$918
cycle +$3,018
[+$211…+$590] · 87% credit
76%
surv 68%
-$22,645 NOT
cap gain +$6,755
Up-and-out for even (raise the cap, free)~$1231 Jul 202610d left+$0.05/sh+$160
cycle +$2,260
[-$375…-$79] · 14% credit
74%
surv 64%
-$25,227 NOT
cap gain +$4,173
Max even-money escape in the band~$1414 Aug 202624d left+$0.01/sh+$33
cycle +$2,133
[-$921…-$350] · 7% credit
82%
surv 78%
-$19,880 NOT
cap gain +$9,520
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-$0.29/sh-$998
cycle +$1,102
[-$2,396…-$1,508]
91%
surv 90%
-$13,611 NOT
cap gain +$15,789
budget: banked $2,100 debit $998 (48% used ≈ 0.5 wk of income) → whole cycle still +$1,102 cash · rolled 35 ct earn ≈ $783/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$9,000/mo
vs 50% target ($4,446/mo)+102%
vs normal income ($8,893/mo)101% covered
Net income (after hedge)$9,032/mo
Downside budget
⚠ $11.50 is $8 below CC-SS $19.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,357
… as % of IC ($21,650)112.5%
… as % of ML ($56,650)43.0%
Recovery months (at normal income)2.7 mo
Surgical close (35 ct)$-20,668
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 ≥ $12.12 (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 $15.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $11.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$11-12.12
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
≥ $12.12
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$11.50 (≤1σ, normal week)$2,100$-27,249+$2,151+$2,065
+2.5%$11.79 (≤1σ, normal week)$1,094$-27,206+$2,194+$1,059
+5%$12.08 (≤1σ, normal week)$87$-27,163+$2,237+$52
SS (= V-bounce)$24.33 (8.7σ)$-42,805$-28,819+$581-$34,685
V-BOUNCE STRESS (stock → CC-SS $19.06, where you are whole again, by expiry)
Starting unrealized P&L: $-29,400
+ Fortress recovery (un-capped): +$27,627
− CC assignment net of premium (35 × $11.50): -$24,357
+ Conservative CC premium (15 × $22): +$15
Total Position P&L @ SS: $-26,115 (+$3,285 vs today)
Do-nothing baseline at SS: $-1,723 (this trade vs do-nothing: $-24,392, the opportunity cost of earning $9,000/mo FIGHT income now)
BB-reversion stress (→ $15.90 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,300, position total $-26,589 (+$2,811 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 4-45 DTE band (4 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: 0.730 (IBKR)  |  Recovery@SS: +$27,627 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,723

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$12.507d24 Jul 2026$0.2640/50$4,457$4,47977%82%+$1,750-$25,197116.4%$-26,960 (vs do-nothing $-25,237)
$12.5014d31 Jul 2026$0.4646/50$4,534$4,54371%78%+$1,364-$28,057129.6%$-29,825 (vs do-nothing $-28,103)
$12.5021d7 Aug 2026$0.6747/50$4,499$4,50569%77%+$1,102-$27,679127.8%$-29,449 (vs do-nothing $-27,726)
$127d24 Jul 2026$0.4026/50$4,457$4,50966%75%+$1,290-$17,31480.0%$-19,063 (vs do-nothing $-17,340)
$1214d31 Jul 2026$0.6234/50$4,517$4,55163%74%+$1,044-$21,893101.1%$-23,650 (vs do-nothing $-21,927)
$1221d7 Aug 2026$0.8537/50$4,493$4,52162%73%+$944-$22,974106.1%$-24,734 (vs do-nothing $-23,011)
$1228d14 Aug 2026$1.0241/50$4,481$4,50062%73%+$920-$24,761114.4%$-26,525 (vs do-nothing $-24,802)
$11.5028d14 Aug 2026$1.1935/50$4,462$4,49555%70%+$650-$22,292103.0%$-24,050 (vs do-nothing $-22,327)
$11.5021d7 Aug 2026$1.0530/50$4,500$4,54355%70%+$729-$19,52890.2%$-21,280 (vs do-nothing $-19,558)
$11.5014d31 Jul 2026$0.8326/50$4,624$4,67654%69%+$795-$17,49680.8%$-19,245 (vs do-nothing $-17,522)
$11.507d24 Jul 2026$0.6018/50$4,629$4,69753%69%+$905-$12,52757.9%$-14,267 (vs do-nothing $-12,545)

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 03:39