FORTRESS FIGHT: MARA-LC20-1782 @ $10.96

BE SS: $24.33  |  CC-SS: $19.04  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 21:37

MARA-LC20-1782BBC @ $10.96   UNDERWATER $13.37 (55.0% 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: $19.04  |  IV: HIGH  |  Accounts: Joint:1782

LC: $20 exp 2028-01-21 (entry $7.699/sh)
SP: $17 exp 2028-01-21 (entry $6.180/sh)
HP: $10 exp 2028-01-21 (entry $2.815/sh)

Economics

Max Loss$56,650(ND $4.33 + SW $7) x 5000
Normal income ref$7,179/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,044/mo (info only, already in marks)
Unrealized P&L$-31,200fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,589/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$7,179/mo (ATM CC, chain)
IC VELOCITY
3.0 mo to earn back $21,650
ML VELOCITY
7.9 mo to earn back $56,650
Deep drawdown confirmed: a CC at CC-SS $19.04 (probe: $19C 14d) brings only $214/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 43 (live) · RSI 45 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 36 · %B 8 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.88 (+45%) · daily UBB $15.27 · 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: 45 contracts at $12 / 7d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($3,589/mo); it brings $3,664/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 × $11/7d for $7,350/mo, but breach risk rises to 46% (+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 × $13/7d (90% survival, $1,714/mo).
Downside anchor: the primary mortgages $30,832 (142% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 4.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 45 contracts realizes $-28,125 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 45 × $12, 78% survival, $3,664/mo (E[net] $605/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 · 7d45 × $1278%$3,664$605

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $605/mo 🏆 GRAND PICK

🎯 Engine pick: sell 45 × $12 (primary), 78% survival, breach 22%, $3,664/mo.
⚖️ Worth a safer step: the $13 rung (🛡 safe yield) lifts survival to 90% (breach 22% → 10%) for $1,950/mo less (53% 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 $10.96 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield ← lean50 × $1324 Jul7d18.6%90%20%+7pp$400$1,714-$1,950$29,808
Sell 50 × $13 18.6% OTM over spot $10.96 24 Jul 2026 (7d, $0.08 mid)
= $400 credit for the 7d cycle → $1,714/mo projected
Survival (stays ≤ $13)
90%
Breach risk
10%
POP (stays ≤ $13.09)
91%
EV / mo
+$755
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
40% whole by 9mo vs 33% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,057/mo
median; plan ~$719/mo after 68% keep · $7,576 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.4 mo [1.9-5.3], measured ONLY among the 40% 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)
11%
Flat exit net (mid-life)
-$2,228
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$15 @ 79% POP
75% 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: $0.74/sh now → $0.53 mid-life (likely $0.43–$0.75)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 343 simulated challenges: the $13 strike is typically first touched on day 5 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 (50 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+$0.23/sh+$1,149
cycle +$1,549
[+$948…+$1,722] · 99% credit
66%
surv 53%
-$22,347 NOT
cap gain +$8,853
Max even-money escape in the band~$1514 Aug 202624d left+$0.05/sh+$247
cycle +$647
[-$191…+$795] · 67% credit
79%
surv 75%
-$15,947 NOT
cap gain +$15,253
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1431 Jul 202610d left+$0.05/sh+$227
cycle +$627
[-$203…+$580] · 61% credit
69%
surv 62%
-$21,336 NOT
cap gain +$9,864
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$1,714/mo
vs 50% target ($3,589/mo)-52%
vs normal income ($7,179/mo)24% covered
Net income (after hedge)$1,714/mo
Downside budget
⚠ $13 is $6 below CC-SS $19.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,808
… as % of IC ($21,650)137.7%
… as % of ML ($56,650)52.6%
Recovery months (at normal income)4.2 mo
Surgical close (50 ct)$-31,225
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 $0.08 collected) or spot ≥ $13.09 (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 $15.27 (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
$13-13.09
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
≥ $13.09
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 0.72 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.4σ)$400$-23,497+$7,703+$350
+2.5%$13.32 (1.6σ)$-1,225$-23,958+$7,242-$1,275
+5%$13.65 (1.9σ)$-2,850$-24,420+$6,780-$2,900
SS (= V-bounce)$24.33 (9.3σ)$-56,250$-39,585-$8,385-$44,650
V-BOUNCE STRESS (stock → CC-SS $19.04, where you are whole again, by expiry)
Starting unrealized P&L: $-31,200
+ Fortress recovery (un-capped): +$28,932
− CC assignment net of premium (50 × $13): -$29,808
Total Position P&L @ SS: $-32,076 ($-876 vs today)
Do-nothing baseline at SS: $-2,218 (this trade vs do-nothing: $-29,858, the opportunity cost of earning $1,714/mo FIGHT income now)
BB-reversion stress (→ $15.88 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$14,000, position total $-27,586 (+$3,614 vs today)
33% normal30 × $1224 Jul7d9.5%78%47%+5pp$570$2,443-$1,221$20,555
Sell 30 × $12 9.5% OTM over spot $10.96 24 Jul 2026 (7d, $0.20 mid)
= $570 credit for the 7d cycle → $2,443/mo projected
Survival (stays ≤ $12)
78%
Breach risk
22%
POP (stays ≤ $12.20)
81%
EV / mo
+$535
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
40% whole by 9mo vs 34% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,113/mo
median; plan ~$757/mo after 68% keep · $8,230 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.4 mo [2.1-5.4], measured ONLY among the 40% 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)
35%
Flat exit net (mid-life)
-$820
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$15 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 30 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 $0.48–$0.77)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,038 simulated challenges: the $12 strike is typically first touched on day 4 of 7, at $12 (overshoots $0.34). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (30 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$1314 Aug 202624d left+$0.29/sh+$870
cycle +$1,440
[+$574…+$977] · 98% credit
75%
surv 67%
-$22,294 NOT
cap gain +$8,906
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1231 Jul 202610d left+$0.20/sh+$611
cycle +$1,181
[+$384…+$708] · 97% credit
66%
surv 53%
-$26,276 NOT
cap gain +$4,924
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.03/sh+$84
cycle +$654
[-$312…+$96] · 35% credit
70%
surv 63%
-$24,870 NOT
cap gain +$6,330
Safety roll (pay small debit, max POP)~$1514 Aug 202624d left-$0.17/sh-$503
cycle +$67
[-$1,068…-$492] · 5% credit
86%
surv 84%
-$16,507 NOT
cap gain +$14,693
budget: banked $570 debit $503 (88% used ≈ 0.9 wk of income) → whole cycle still +$67 cash · rolled 30 ct earn ≈ $1,108/mo while parked; 20 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$2,443/mo
vs 50% target ($3,589/mo)-32%
vs normal income ($7,179/mo)34% covered
Net income (after hedge)$2,486/mo
Downside budget
⚠ $12 is $7 below CC-SS $19.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,555
… as % of IC ($21,650)94.9%
… as % of ML ($56,650)36.3%
Recovery months (at normal income)2.9 mo
Surgical close (30 ct)$-18,750
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.19 collected) or spot ≥ $12.20 (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 $15.27 (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
$12-12.20
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $12.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.72 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$570$-26,887+$4,313+$540
+2.5%$12.30 (≤1σ, normal week)$-330$-26,713+$4,487-$360
+5%$12.60 (1.1σ)$-1,230$-26,539+$4,661-$1,260
SS (= V-bounce)$24.33 (9.3σ)$-36,420$-24,395+$6,805-$29,460
V-BOUNCE STRESS (stock → CC-SS $19.04, where you are whole again, by expiry)
Starting unrealized P&L: $-31,200
+ Fortress recovery (un-capped): +$28,932
− CC assignment net of premium (30 × $12): -$20,555
+ Conservative CC premium (20 × $22): +$20
Total Position P&L @ SS: $-22,803 (+$8,397 vs today)
Do-nothing baseline at SS: $-2,218 (this trade vs do-nothing: $-20,585, the opportunity cost of earning $2,443/mo FIGHT income now)
BB-reversion stress (→ $15.88 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,070, position total $-24,636 (+$6,564 vs today)
🎯 50% normal45 × $1224 Jul7d9.5%78%34%+9pp$855$3,664$30,832
Sell 45 × $12 9.5% OTM over spot $10.96 24 Jul 2026 (7d, $0.20 mid)
= $855 credit for the 7d cycle → $3,664/mo projected
Survival (stays ≤ $12)
78%
Breach risk
22%
POP (stays ≤ $12.20)
81%
EV / mo
+$802
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
40% whole by 9mo vs 32% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,614/mo
median; plan ~$1,097/mo after 68% keep · $11,391 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.3 mo [2.1-5.8], measured ONLY among the 40% 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)
34%
Flat exit net (mid-life)
-$1,230
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$15 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 45 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 $0.49–$0.77)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,027 simulated challenges: the $12 strike is typically first touched on day 4 of 7, at $12 (overshoots $0.34). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (45 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$1314 Aug 202624d left+$0.29/sh+$1,305
cycle +$2,160
[+$861…+$1,403] · 99% credit
75%
surv 67%
-$21,589 NOT
cap gain +$9,611
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1231 Jul 202610d left+$0.20/sh+$916
cycle +$1,771
[+$576…+$1,010] · 98% credit
66%
surv 53%
-$25,700 NOT
cap gain +$5,500
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.03/sh+$126
cycle +$981
[-$475…+$120] · 31% credit
70%
surv 63%
-$24,558 NOT
cap gain +$6,642
Safety roll (pay small debit, max POP)~$1514 Aug 202624d left-$0.17/sh-$755
cycle +$100
[-$1,602…-$772] · 4% credit
86%
surv 84%
-$16,489 NOT
cap gain +$14,711
budget: banked $855 debit $755 (88% used ≈ 0.9 wk of income) → whole cycle still +$100 cash · rolled 45 ct earn ≈ $1,663/mo while parked; 5 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,664/mo
vs 50% target ($3,589/mo)+2%
vs normal income ($7,179/mo)51% covered
Net income (after hedge)$3,675/mo
Downside budget
⚠ $12 is $7 below CC-SS $19.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,832
… as % of IC ($21,650)142.4%
… as % of ML ($56,650)54.4%
Recovery months (at normal income)4.3 mo
Surgical close (45 ct)$-28,125
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.19 collected) or spot ≥ $12.20 (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 $15.27 (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
$12-12.20
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $12.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.72 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$855$-26,617+$4,583+$810
+2.5%$12.30 (≤1σ, normal week)$-495$-26,893+$4,307-$540
+5%$12.60 (1.1σ)$-1,845$-27,169+$4,031-$1,890
SS (= V-bounce)$24.33 (9.3σ)$-54,630$-39,125-$7,925-$44,190
V-BOUNCE STRESS (stock → CC-SS $19.04, where you are whole again, by expiry)
Starting unrealized P&L: $-31,200
+ Fortress recovery (un-capped): +$28,932
− CC assignment net of premium (45 × $12): -$30,832
+ Conservative CC premium (5 × $22): +$5
Total Position P&L @ SS: $-33,095 ($-1,895 vs today)
Do-nothing baseline at SS: $-2,218 (this trade vs do-nothing: $-30,877, the opportunity cost of earning $3,664/mo FIGHT income now)
BB-reversion stress (→ $15.88 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$16,605, position total $-30,186 (+$1,014 vs today)
100% normal35 × $1124 Jul7d0.4%54%98%+14pp$1,715$7,350+$3,686$26,431
Sell 35 × $11 0.4% OTM over spot $10.96 24 Jul 2026 (7d, $0.52 mid)
= $1,715 credit for the 7d cycle → $7,350/mo projected
Survival (stays ≤ $11)
54%
Breach risk
46%
POP (stays ≤ $11.52)
67%
EV / mo
+$508
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
44% whole by 9mo vs 30% doing nothing
FIRE DRILLS
~13.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,856/mo
median; plan ~$1,262/mo after 68% keep · $13,520 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.7 mo [2.2-5.8], measured ONLY among the 44% 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)
77%
Flat exit net (mid-life)
+$298
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$16 @ 95% POP
95% 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: $0.57/sh now → $0.40 mid-life (likely $0.57–$0.86)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets +$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,315 simulated challenges: the $11 strike is typically first touched on day 2 of 7, at $11 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (35 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1131 Jul 202610d left+$0.18/sh+$626
cycle +$2,341
[+$202…+$414] · 92% credit
66%
surv 53%
-$28,701 NOT
cap gain +$2,499
Max even-money escape in the band~$1214 Aug 202624d left+$0.21/sh+$752
cycle +$2,467
[+$169…+$471] · 87% credit
76%
surv 69%
-$24,852 NOT
cap gain +$6,348
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1231 Jul 202610d left+$0.01/sh+$40
cycle +$1,755
[-$677…-$230] · 7% credit
71%
surv 64%
-$27,354 NOT
cap gain +$3,846
Safety roll (pay small debit, max POP)~$167 Aug 202618d left-$0.34/sh-$1,176
cycle +$539
[-$2,482…-$1,651]
95%
surv 95%
-$14,249 NOT
cap gain +$16,951
budget: banked $1,715 debit $1,176 (69% used ≈ 0.7 wk of income) → whole cycle still +$539 cash · rolled 35 ct earn ≈ $402/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$7,350/mo
vs 50% target ($3,589/mo)+105%
vs normal income ($7,179/mo)102% covered
Net income (after hedge)$7,382/mo
Downside budget
⚠ $11 is $8 below CC-SS $19.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,431
… as % of IC ($21,650)122.1%
… as % of ML ($56,650)46.7%
Recovery months (at normal income)3.7 mo
Surgical close (35 ct)$-21,945
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 ≥ $11.52 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $11)); NOT the premium you collected. Momentum override: two daily closes above $15.27 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $10.89Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$11-11.52
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
≥ $11.52
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 0.72 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.00 (≤1σ, normal week)$1,715$-29,327+$1,873+$1,680
+2.5%$11.27 (≤1σ, normal week)$753$-29,305+$1,895+$718
+5%$11.55 (≤1σ, normal week)$-210$-29,283+$1,917-$245
SS (= V-bounce)$24.33 (9.3σ)$-44,940$-31,755-$555-$36,820
V-BOUNCE STRESS (stock → CC-SS $19.04, where you are whole again, by expiry)
Starting unrealized P&L: $-31,200
+ Fortress recovery (un-capped): +$28,932
− CC assignment net of premium (35 × $11): -$26,431
+ Conservative CC premium (15 × $22): +$15
Total Position P&L @ SS: $-28,683 (+$2,517 vs today)
Do-nothing baseline at SS: $-2,218 (this trade vs do-nothing: $-26,466, the opportunity cost of earning $7,350/mo FIGHT income now)
BB-reversion stress (→ $15.88 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$15,365, position total $-28,936 (+$2,264 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on MARA are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (10 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 10 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.716 (IBKR)  |  Recovery@SS: +$28,932 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,218

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$127d24 Jul 2026$0.1945/50$3,664$3,67578%81%+$802-$30,832142.4%$-33,095 (vs do-nothing $-30,877)
$1228d14 Aug 2026$0.6850/50$3,643$3,64368%78%+$517-$31,808146.9%$-34,076 (vs do-nothing $-31,858)
$11.507d24 Jul 2026$0.3128/50$3,720$3,76767%75%+$524-$20,24893.5%$-22,494 (vs do-nothing $-20,276)
$11.5014d31 Jul 2026$0.5034/50$3,643$3,67763%73%$-671-$23,941110.6%$-26,193 (vs do-nothing $-23,975)
$11.5021d7 Aug 2026$0.6937/50$3,647$3,67563%75%+$360-$25,351117.1%$-27,606 (vs do-nothing $-25,388)
$11.5028d14 Aug 2026$0.8042/50$3,600$3,61762%75%+$199-$28,315130.8%$-30,575 (vs do-nothing $-28,357)
$1128d14 Aug 2026$0.8042/50$3,600$3,61756%70%$-688-$30,415140.5%$-32,675 (vs do-nothing $-30,457)
$1121d7 Aug 2026$0.9028/50$3,600$3,64755%70%+$295-$19,99692.4%$-22,242 (vs do-nothing $-20,024)
$1114d31 Jul 2026$0.6725/50$3,589$3,64354%68%$-29-$18,42985.1%$-20,672 (vs do-nothing $-18,454)
$117d24 Jul 2026$0.4918/50$3,780$3,84954%67%+$261-$13,59362.8%$-15,829 (vs do-nothing $-13,611)

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 21:37