FORTRESS FIGHT: MARA-LC20-1782 @ $10.66

BE SS: $24.33  |  CC-SS: $18.98  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-18 03:37

MARA-LC20-1782BBC @ $10.66   UNDERWATER $13.67 (56.2% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 11 days. The recommended CC (6d) 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.
PARTIAL: 40 of 50 contracts already capped (40x $12C). FIGHTing the 10 uncapped; all figures (income, hedge, cap give-up) are for that slice.

10 of 50 contracts (1,000 sh uncapped)  |  BE SS: $24.33  |  CC-SS: $18.98  |  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$11,330(ND $4.33 + SW $7) x 1000
Normal income ref$1,569/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $209/mo (info only, already in marks)
Unrealized P&L$-6,405fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$785/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$1,569/mo (ATM CC, chain)
IC VELOCITY
2.8 mo to earn back $4,330
ML VELOCITY
7.2 mo to earn back $11,330
Deep drawdown confirmed: a CC at CC-SS $18.98 (probe: $19C 13d) brings only $23/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-13; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-13
$0
Hole (after banked)
$6,405
was $6,405 · 0% earned back
Cycles closed
0
Credit in flight
$541
Open legAcctCredit/shIn flightOpened
40x $12C 24 Jul 2026U6241782$0.14$5412026-07-18
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 40 (live) · RSI 45 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 34 · %B 4 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.87 (+49%) · daily UBB $15.34 · 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: 8 contracts at $11.50 / 6d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($785/mo); it brings $880/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 9 × $11/6d for $1,710/mo, but breach risk rises to 37% (+13pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 10 × $12.50/6d (92% survival, $350/mo).
Downside anchor: the primary mortgages $5,806 (134% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 3.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 8 contracts realizes $-5,132 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 10 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 (6d) · sell 8 × $11.50, 76% survival, $880/mo (E[net] $235/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 · 6d8 × $11.5076%$880$235

📅 NEXT FRIDAY · 24 Jul 2026 · 6d · E[net] $235/mo 🏆 GRAND PICK

🎯 Engine pick: sell 8 × $11.50 (primary), 76% survival, breach 24%, $880/mo.
⚖️ Worth a safer step: the $12 rung (33% normal) lifts survival to 85% (breach 24% → 15%) for $360/mo less (41% 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 $12 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $10.66 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $12.5024 Jul6d17.3%92%16%+6pp$70$350-$530$6,408
Sell 10 × $12.50 17.3% OTM over spot $10.66 24 Jul 2026 (6d, $0.08 mid)
= $70 credit for the 6d cycle → $350/mo projected
Survival (stays ≤ $12.50)
92%
Breach risk
8%
POP (stays ≤ $12.58)
93%
EV / mo
+$221
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
36% whole by 9mo vs 30% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$241/mo
median; plan ~$164/mo after 68% keep · $1,745 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.9 mo [2.5-5.8], measured ONLY among the 36% 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)
-$446
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$15 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.73/sh now → $0.52 mid-life (likely $0.41–$0.74)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 334 simulated challenges: the $12 strike is typically first touched on day 5 of 6, at $13 (overshoots $0.33). 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 (10 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+$0.35/sh+$349
cycle +$419
[+$341…+$469] · 100% credit
68%
surv 53%
-$4,674 NOT
cap gain +$1,731
Max even-money escape in the band~$1514 Aug 202624d left+$0.08/sh+$76
cycle +$146
[-$5…+$194] · 74% credit
82%
surv 78%
-$3,279 NOT
cap gain +$3,126
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.01/sh+$11
cycle +$81
[-$52…+$100] · 55% credit
76%
surv 68%
-$4,413 NOT
cap gain +$1,992
Safety roll (pay small debit, max POP)~$1514 Aug 202624d left-$0.04/sh-$36
cycle +$34
[-$141…+$78] · 42% credit
84%
surv 81%
-$3,034 NOT
cap gain +$3,371
budget: banked $70 debit $36 (52% used ≈ 0.4 wk of income) → whole cycle still +$34 cash · rolled 10 ct earn ≈ $599/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$350/mo
vs 50% target ($785/mo)-55%
vs normal income ($1,569/mo)22% covered
Net income (after hedge)$350/mo
Downside budget
⚠ $12.50 is $6 below CC-SS $18.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,408
… as % of IC ($4,330)148.0%
… as % of ML ($11,330)56.6%
Recovery months (at normal income)4.1 mo
Surgical close (10 ct)$-6,415
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.07 collected) or spot ≥ $12.58 (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 $15.34 (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
$12-12.58
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
≥ $12.58
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 0.71 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (1.4σ)$70$-5,023+$1,382+$60
+2.5%$12.81 (1.7σ)$-242$-5,113+$1,292-$252
+5%$13.12 (1.9σ)$-555$-5,202+$1,203-$565
SS (= V-bounce)$24.33 (10.7σ)$-11,760$-8,418-$2,013-$8,440
V-BOUNCE STRESS (stock → CC-SS $18.98, where you are whole again, by expiry)
Starting unrealized P&L: $-6,405
+ Fortress recovery (un-capped): +$5,931
− CC assignment net of premium (10 × $12.50): -$6,408
Total Position P&L @ SS: $-6,882 ($-477 vs today)
Do-nothing baseline at SS: $-464 (this trade vs do-nothing: $-6,418, the opportunity cost of earning $350/mo FIGHT income now)
BB-reversion stress (→ $15.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$3,300, position total $-5,990 (+$415 vs today)
33% normal ← lean8 × $1224 Jul6d12.6%85%30%+9pp$104$520-$360$5,478
Sell 8 × $12 12.6% OTM over spot $10.66 24 Jul 2026 (6d, $0.14 mid)
= $104 credit for the 6d cycle → $520/mo projected
Survival (stays ≤ $12)
85%
Breach risk
15%
POP (stays ≤ $12.13)
87%
EV / mo
+$249
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
34% whole by 9mo vs 26% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$291/mo
median; plan ~$198/mo after 68% keep · $2,132 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.0 mo [2.3-6.3], measured ONLY among the 34% 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)
21%
Flat exit net (mid-life)
-$283
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$15 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.68/sh now → $0.48 mid-life (likely $0.48–$0.78)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 627 simulated challenges: the $12 strike is typically first touched on day 4 of 6, at $12 (overshoots $0.33). 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 (8 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+$0.33/sh+$262
cycle +$366
[+$232…+$312] · 100% credit
68%
surv 53%
-$5,081 NOT
cap gain +$1,324
Up-and-out for even (raise the cap, free)~$1231 Jul 202610d left+$0.18/sh+$142
cycle +$246
[+$91…+$177] · 97% credit
72%
surv 60%
-$4,960 NOT
cap gain +$1,445
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202624d left+$0.14/sh+$111
cycle +$215
[+$13…+$150] · 78% credit
80%
surv 75%
-$3,921 NOT
cap gain +$2,484
Max even-money escape in the band~$1414 Aug 202624d left+$0.04/sh+$32
cycle +$136
[-$83…+$65] · 45% credit
82%
surv 79%
-$3,643 NOT
cap gain +$2,762
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1514 Aug 202624d left-$0.12/sh-$97
cycle +$7
[-$240…-$78] · 12% credit
87%
surv 85%
-$3,060 NOT
cap gain +$3,345
budget: banked $104 debit $97 (94% used ≈ 0.8 wk of income) → whole cycle still +$7 cash · rolled 8 ct earn ≈ $362/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$520/mo
vs 50% target ($785/mo)-34%
vs normal income ($1,569/mo)33% covered
Net income (after hedge)$525/mo
Downside budget
⚠ $12 is $7 below CC-SS $18.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,478
… as % of IC ($4,330)126.5%
… as % of ML ($11,330)48.4%
Recovery months (at normal income)3.5 mo
Surgical close (8 ct)$-5,128
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 $0.13 collected) or spot ≥ $12.13 (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 $15.34 (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
$12-12.13
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
≥ $12.13
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 0.71 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (1.1σ)$104$-5,344+$1,061+$96
+2.5%$12.30 (1.3σ)$-136$-5,370+$1,035-$144
+5%$12.60 (1.5σ)$-376$-5,396+$1,009-$384
SS (= V-bounce)$24.33 (10.7σ)$-9,760$-7,082-$677-$7,104
V-BOUNCE STRESS (stock → CC-SS $18.98, where you are whole again, by expiry)
Starting unrealized P&L: $-6,405
+ Fortress recovery (un-capped): +$5,931
− CC assignment net of premium (8 × $12): -$5,478
+ Conservative CC premium (2 × $21): +$2
Total Position P&L @ SS: $-5,951 (+$454 vs today)
Do-nothing baseline at SS: $-464 (this trade vs do-nothing: $-5,486, the opportunity cost of earning $520/mo FIGHT income now)
BB-reversion stress (→ $15.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$2,992, position total $-5,680 (+$725 vs today)
🎯 50% normal8 × $11.5024 Jul6d7.9%76%36%+12pp$176$880$5,806
Sell 8 × $11.50 7.9% OTM over spot $10.66 24 Jul 2026 (6d, $0.23 mid)
= $176 credit for the 6d cycle → $880/mo projected
Survival (stays ≤ $11.50)
76%
Breach risk
24%
POP (stays ≤ $11.73)
81%
EV / mo
+$328
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
46% whole by 9mo vs 33% doing nothing
FIRE DRILLS
~4.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$385/mo
median; plan ~$262/mo after 68% keep · $2,728 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.6 mo [2.1-6.1], 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)
36%
Flat exit net (mid-life)
-$186
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$15 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.64/sh now → $0.45 mid-life (likely $0.49–$0.75)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,070 simulated challenges: the $12 strike is typically first touched on day 3 of 6, at $12 (overshoots $0.31). 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 (8 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+$0.31/sh+$246
cycle +$422
[+$198…+$277] · 100% credit
68%
surv 53%
-$5,382 NOT
cap gain +$1,023
Up-and-out for even (raise the cap, free)~$1231 Jul 202610d left+$0.16/sh+$125
cycle +$301
[+$65…+$144] · 93% credit
72%
surv 60%
-$5,260 NOT
cap gain +$1,145
Reliable up-and-out (highest cap still free ≥60%)~$1314 Aug 202624d left+$0.10/sh+$80
cycle +$256
[-$32…+$86] · 62% credit
80%
surv 76%
-$4,236 NOT
cap gain +$2,169
Max even-money escape in the band~$1414 Aug 202624d left+$0.01/sh+$5
cycle +$181
[-$123…+$4] · 26% credit
83%
surv 80%
-$3,955 NOT
cap gain +$2,450
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1514 Aug 202624d left-$0.20/sh-$163
cycle +$13
[-$320…-$175] · 1% credit
91%
surv 90%
-$3,054 NOT
cap gain +$3,351
budget: banked $176 debit $163 (93% used ≈ 0.8 wk of income) → whole cycle still +$13 cash · rolled 8 ct earn ≈ $248/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$880/mo
vs 50% target ($785/mo)+12%
vs normal income ($1,569/mo)56% covered
Net income (after hedge)$885/mo
Downside budget
⚠ $11.50 is $7 below CC-SS $18.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,806
… as % of IC ($4,330)134.1%
… as % of ML ($11,330)51.2%
Recovery months (at normal income)3.7 mo
Surgical close (8 ct)$-5,132
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.22 collected) or spot ≥ $11.73 (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 $15.34 (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
$11-11.73
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
≥ $11.73
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 0.71 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.50 (≤1σ, normal week)$176$-5,628+$777+$168
+2.5%$11.79 (≤1σ, normal week)$-54$-5,653+$752-$62
+5%$12.08 (1.1σ)$-284$-5,678+$727-$292
SS (= V-bounce)$24.33 (10.7σ)$-10,088$-7,410-$1,005-$7,432
V-BOUNCE STRESS (stock → CC-SS $18.98, where you are whole again, by expiry)
Starting unrealized P&L: $-6,405
+ Fortress recovery (un-capped): +$5,931
− CC assignment net of premium (8 × $11.50): -$5,806
+ Conservative CC premium (2 × $21): +$2
Total Position P&L @ SS: $-6,279 (+$126 vs today)
Do-nothing baseline at SS: $-464 (this trade vs do-nothing: $-5,814, the opportunity cost of earning $880/mo FIGHT income now)
BB-reversion stress (→ $15.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$3,320, position total $-6,008 (+$397 vs today)
100% normal9 × $1124 Jul6d3.2%63%77%+16pp$342$1,710+$830$6,838
Sell 9 × $11 3.2% OTM over spot $10.66 24 Jul 2026 (6d, $0.39 mid)
= $342 credit for the 6d cycle → $1,710/mo projected
Survival (stays ≤ $11)
63%
Breach risk
37%
POP (stays ≤ $11.39)
74%
EV / mo
+$468
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+16pp
45% whole by 9mo vs 29% doing nothing
FIRE DRILLS
~8.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$531/mo
median; plan ~$361/mo after 68% keep · $3,719 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.8 mo [2.1-6.1], 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)
60%
Flat exit net (mid-life)
-$38
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$15 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.60/sh now → $0.42 mid-life (likely $0.56–$0.82)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$0.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,807 simulated challenges: the $11 strike is typically first touched on day 2 of 6, at $11 (overshoots $0.32). 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 (9 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+$0.29/sh+$258
cycle +$600
[+$191…+$235] · 100% credit
68%
surv 53%
-$5,561 NOT
cap gain +$844
Up-and-out for even (raise the cap, free)~$1131 Jul 202610d left+$0.14/sh+$123
cycle +$465
[+$31…+$88] · 88% credit
72%
surv 61%
-$5,454 NOT
cap gain +$951
Reliable up-and-out (highest cap still free ≥60%)~$1214 Aug 202624d left+$0.20/sh+$184
cycle +$526
[+$41…+$130] · 87% credit
78%
surv 72%
-$4,680 NOT
cap gain +$1,725
Max even-money escape in the band~$1314 Aug 202624d left+$0.07/sh+$59
cycle +$401
[-$117…-$7] · 23% credit
81%
surv 77%
-$4,449 NOT
cap gain +$1,956
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1514 Aug 202624d left-$0.22/sh-$200
cycle +$142
[-$443…-$287]
92%
surv 91%
-$3,282 NOT
cap gain +$3,123
budget: banked $342 debit $200 (59% used ≈ 0.5 wk of income) → whole cycle still +$142 cash · rolled 9 ct earn ≈ $224/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,710/mo
vs 50% target ($785/mo)+118%
vs normal income ($1,569/mo)109% covered
Net income (after hedge)$1,712/mo
Downside budget
⚠ $11 is $8 below CC-SS $18.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,838
… as % of IC ($4,330)157.9%
… as % of ML ($11,330)60.4%
Recovery months (at normal income)4.4 mo
Surgical close (9 ct)$-5,773
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 $0.38 collected) or spot ≥ $11.39 (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 $15.34 (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
$11-11.39
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
≥ $11.39
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 0.71 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.00 (≤1σ, normal week)$342$-5,820+$585+$333
+2.5%$11.27 (≤1σ, normal week)$95$-5,871+$534+$86
+5%$11.55 (≤1σ, normal week)$-153$-5,922+$483-$162
SS (= V-bounce)$24.33 (10.7σ)$-11,655$-8,645-$2,240-$8,667
V-BOUNCE STRESS (stock → CC-SS $18.98, where you are whole again, by expiry)
Starting unrealized P&L: $-6,405
+ Fortress recovery (un-capped): +$5,931
− CC assignment net of premium (9 × $11): -$6,838
+ Conservative CC premium (1 × $21): +$1
Total Position P&L @ SS: $-7,311 ($-906 vs today)
Do-nothing baseline at SS: $-464 (this trade vs do-nothing: $-6,847, the opportunity cost of earning $1,710/mo FIGHT income now)
BB-reversion stress (→ $15.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$4,041, position total $-6,730 ($-325 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: 0.713 (IBKR)  |  Recovery@SS: +$5,931 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-464

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11.506d24 Jul 2026$0.228/10$880$88576%81%+$328-$5,806134.1%$-6,279 (vs do-nothing $-5,814)
$11.5013d31 Jul 2026$0.448/10$812$81770%77%+$217-$5,630130.0%$-6,103 (vs do-nothing $-5,638)
$11.5020d7 Aug 2026$0.659/10$878$88068%77%+$250-$6,145141.9%$-6,618 (vs do-nothing $-6,154)
$11.5027d14 Aug 2026$0.809/10$800$80266%76%+$188-$6,010138.8%$-6,483 (vs do-nothing $-6,019)
$116d24 Jul 2026$0.385/10$950$96263%74%+$260-$3,79987.7%$-4,268 (vs do-nothing $-3,804)
$1113d31 Jul 2026$0.626/10$858$86861%72%+$182-$4,415102.0%$-4,885 (vs do-nothing $-4,421)
$1120d7 Aug 2026$0.817/10$851$85760%73%+$178-$5,017115.9%$-5,489 (vs do-nothing $-5,024)
$1127d14 Aug 2026$0.978/10$862$86760%73%+$161-$5,606129.5%$-6,079 (vs do-nothing $-5,614)
$10.5027d14 Aug 2026$1.147/10$887$89453%69%+$102-$5,136118.6%$-5,608 (vs do-nothing $-5,143)
$10.5020d7 Aug 2026$1.016/10$909$91852%69%+$132-$4,481103.5%$-4,951 (vs do-nothing $-4,487)
$10.5013d31 Jul 2026$0.845/10$969$98150%68%+$147-$3,81988.2%$-4,288 (vs do-nothing $-3,824)
$10.506d24 Jul 2026$0.603/10$900$91647%67%+$145-$2,36354.6%$-2,831 (vs do-nothing $-2,366)

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 10 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-18 03:37