FORTRESS FIGHT: MARA-LC20-1782 @ $11.42

BE SS: $24.33  |  CC-SS: $19.24  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-19 19:27

MARA-LC20-1782BBC @ $11.42   UNDERWATER $12.91 (53.1% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 10 days. The recommended CC (5d) 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: $19.24  |  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$1,100/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $218/mo (info only, already in marks)
Unrealized P&L$-6,020fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$550/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$1,100/mo (ATM CC, chain)
IC VELOCITY
3.9 mo to earn back $4,330
ML VELOCITY
10.3 mo to earn back $11,330
Deep drawdown confirmed: a CC at CC-SS $19.24 (probe: $19C 12d) brings only $25/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)
$6,020
was $6,020 · 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 48 (live) · RSI 45 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 41 · %B 17 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.87 (+39%) · daily UBB $15.26 · 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: 7 contracts at $12 / 5d. This is the safest strike (survival 70%, breach 30%) that still earns 50% of normal income ($550/mo); it brings $588/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 8 × $11.50/5d for $1,200/mo, but breach risk rises to 45% (+15pp 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 × $14.50/12d (94% survival, $150/mo).
Downside anchor: the primary mortgages $4,967 (115% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 4.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 7 contracts realizes $-4,218 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 (5d) · sell 7 × $12, 70% survival, $588/mo (E[net] $167/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 · 5d7 × $1270%$588$167

📅 NEXT FRIDAY · 24 Jul 2026 · 5d · E[net] $167/mo 🏆 GRAND PICK

🎯 Engine pick: sell 7 × $12 (primary), 70% survival, breach 30%, $588/mo.
⚖️ Worth a safer step: the $12.50 rung (33% normal) lifts survival to 81% (breach 30% → 19%) for $204/mo less (35% 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 $12.50 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $11.42 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $14.5031 Jul12d27.0%94%13%+1pp$60$150-$438$4,675
Sell 10 × $14.50 27.0% OTM over spot $11.42 31 Jul 2026 (12d, $0.07 mid)
= $60 credit for the 12d cycle → $150/mo projected
Survival (stays ≤ $14.50)
94%
Breach risk
6%
POP (stays ≤ $14.56)
94%
EV / mo
+$67
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
44% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$99/mo
median; plan ~$67/mo after 68% keep · $658 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.6-4.7], 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)
10%
Flat exit net (mid-life)
-$482
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$16 @ 72% POP
67% 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 6 of 12); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.77/sh now → $0.54 mid-life (likely $0.40–$0.69)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 294 simulated challenges: the $14 strike is typically first touched on day 9 of 12, at $15 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$147 Aug 202613d left+$0.23/sh+$230
cycle +$290
[+$234…+$330] · 100% credit
64%
surv 54%
-$2,958 NOT
cap gain +$3,062
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202620d left+$0.36/sh+$362
cycle +$422
[+$383…+$497] · 100% credit
70%
surv 61%
-$2,304 NOT
cap gain +$3,716
Up-and-out for even (raise the cap, free)~$157 Aug 202613d left+$0.06/sh+$59
cycle +$119
[+$34…+$146] · 90% credit
68%
surv 62%
-$2,607 NOT
cap gain +$3,413
Max even-money escape in the band~$157 Aug 202613d left+$0.06/sh+$59
cycle +$119
[+$34…+$146] · 90% credit
68%
surv 62%
-$2,607 NOT
cap gain +$3,413
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 202613d left-$0.05/sh-$47
cycle +$13
[-$88…+$28] · 36% credit
72%
surv 67%
-$2,263 NOT
cap gain +$3,757
budget: banked $60 debit $47 (79% used ≈ 1.4 wk of income) → whole cycle still +$13 cash · rolled 10 ct earn ≈ $1,141/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$150/mo
vs 50% target ($550/mo)-73%
vs normal income ($1,100/mo)14% covered
Net income (after hedge)$150/mo
Downside budget
⚠ $14.50 is $5 below CC-SS $19.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,675
… as % of IC ($4,330)108.0%
… as % of ML ($11,330)41.3%
Recovery months (at normal income)4.3 mo
Surgical close (10 ct)$-6,025
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $14.56 (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 $15.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 7d left3-6d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.56
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.56
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.6σ)$60$-3,188+$2,832+$50
+2.5%$14.86 (1.8σ)$-302$-3,224+$2,796-$312
+5%$15.23 (2.0σ)$-665$-3,261+$2,760-$675
SS (= V-bounce)$24.33 (6.8σ)$-9,770$-4,171+$1,849-$6,450
V-BOUNCE STRESS (stock → CC-SS $19.24, where you are whole again, by expiry)
Starting unrealized P&L: $-6,020
+ Fortress recovery (un-capped): +$7,034
− CC assignment net of premium (10 × $14.50): -$4,675
Total Position P&L @ SS: $-3,662 (+$2,358 vs today)
Do-nothing baseline at SS: $1,024 (this trade vs do-nothing: $-4,685, the opportunity cost of earning $150/mo FIGHT income now)
BB-reversion stress (→ $15.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$1,310, position total $-3,325 (+$2,695 vs today)
33% normal ← lean8 × $12.5024 Jul5d9.5%81%40%+3pp$64$384-$204$5,324
Sell 8 × $12.50 9.5% OTM over spot $11.42 24 Jul 2026 (5d, $0.08 mid)
= $64 credit for the 5d cycle → $384/mo projected
Survival (stays ≤ $12.50)
81%
Breach risk
19%
POP (stays ≤ $12.59)
82%
EV / mo
$-105
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
47% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$183/mo
median; plan ~$125/mo after 68% keep · $1,244 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.8-4.8], measured ONLY among the 47% 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)
27%
Flat exit net (mid-life)
-$119
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$16 @ 89% POP
88% 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 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.32/sh now → $0.23 mid-life (likely $0.25–$0.39)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 797 simulated challenges: the $12 strike is typically first touched on day 3 of 5, 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 (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+$0.22/sh+$177
cycle +$241
[+$169…+$208] · 100% credit
62%
surv 53%
-$4,805 NOT
cap gain +$1,215
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.08/sh+$64
cycle +$128
[+$35…+$73] · 92% credit
70%
surv 64%
-$4,396 NOT
cap gain +$1,624
Max even-money escape in the band~$1514 Aug 202624d left+$0.08/sh+$64
cycle +$128
[+$12…+$71] · 80% credit
82%
surv 80%
-$2,596 NOT
cap gain +$3,424
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 202616d left-$0.07/sh-$57
cycle +$7
[-$123…-$58] · 5% credit
89%
surv 88%
-$2,267 NOT
cap gain +$3,753
budget: banked $64 debit $57 (89% used ≈ 0.6 wk of income) → whole cycle still +$7 cash · rolled 8 ct earn ≈ $237/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$384/mo
vs 50% target ($550/mo)-30%
vs normal income ($1,100/mo)35% covered
Net income (after hedge)$389/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,324
… as % of IC ($4,330)123.0%
… as % of ML ($11,330)47.0%
Recovery months (at normal income)4.8 mo
Surgical close (8 ct)$-4,820
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 ≥ $12.59 (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 $15.26 (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
$12-12.59
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
≥ $12.59
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$64$-4,982+$1,038+$56
+2.5%$12.81 (1.1σ)$-186$-4,951+$1,069-$194
+5%$13.12 (1.4σ)$-436$-4,920+$1,100-$444
SS (= V-bounce)$24.33 (10.6σ)$-9,400$-4,465+$1,555-$6,744
V-BOUNCE STRESS (stock → CC-SS $19.24, where you are whole again, by expiry)
Starting unrealized P&L: $-6,020
+ Fortress recovery (un-capped): +$7,034
− CC assignment net of premium (8 × $12.50): -$5,324
+ Conservative CC premium (2 × $21): +$2
Total Position P&L @ SS: $-4,308 (+$1,712 vs today)
Do-nothing baseline at SS: $1,024 (this trade vs do-nothing: $-5,332, the opportunity cost of earning $384/mo FIGHT income now)
BB-reversion stress (→ $15.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$2,632, position total $-4,645 (+$1,375 vs today)
🎯 50% normal7 × $1224 Jul5d5.1%70%47%+4pp$98$588$4,967
Sell 7 × $12 5.1% OTM over spot $11.42 24 Jul 2026 (5d, $0.15 mid)
= $98 credit for the 5d cycle → $588/mo projected
Survival (stays ≤ $12)
70%
Breach risk
30%
POP (stays ≤ $12.14)
73%
EV / mo
$-250
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
46% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~6.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$222/mo
median; plan ~$151/mo after 68% keep · $1,556 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.7-5.1], 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)
47%
Flat exit net (mid-life)
-$53
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$15 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 7 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.30/sh now → $0.22 mid-life (likely $0.26–$0.39)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,399 simulated challenges: the $12 strike is typically first touched on day 2 of 5, at $12 (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 (7 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+$0.21/sh+$145
cycle +$243
[+$129…+$154] · 100% credit
62%
surv 53%
-$5,252 NOT
cap gain +$768
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.07/sh+$47
cycle +$145
[+$16…+$46] · 90% credit
70%
surv 65%
-$4,828 NOT
cap gain +$1,192
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202624d left+$0.08/sh+$54
cycle +$152
[-$3…+$44] · 73% credit
79%
surv 77%
-$3,471 NOT
cap gain +$2,549
Max even-money escape in the band~$1514 Aug 202624d left+$0.06/sh+$40
cycle +$138
[-$18…+$29] · 59% credit
83%
surv 81%
-$3,035 NOT
cap gain +$2,985
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$157 Aug 202616d left-$0.08/sh-$59
cycle +$39
[-$129…-$75] · 0% credit
90%
surv 90%
-$2,684 NOT
cap gain +$3,336
budget: banked $98 debit $59 (60% used ≈ 0.4 wk of income) → whole cycle still +$39 cash · rolled 7 ct earn ≈ $171/mo while parked; 3 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$588/mo
vs 50% target ($550/mo)+7%
vs normal income ($1,100/mo)53% covered
Net income (after hedge)$596/mo
Downside budget
⚠ $12 is $7 below CC-SS $19.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,967
… as % of IC ($4,330)114.7%
… as % of ML ($11,330)43.8%
Recovery months (at normal income)4.5 mo
Surgical close (7 ct)$-4,218
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 $0.14 collected) or spot ≥ $12.14 (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 $15.26 (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
$12-12.14
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
≥ $12.14
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$98$-5,397+$623+$91
+2.5%$12.30 (≤1σ, normal week)$-112$-5,337+$683-$119
+5%$12.60 (≤1σ, normal week)$-322$-5,277+$743-$329
SS (= V-bounce)$24.33 (10.6σ)$-8,533$-3,930+$2,090-$6,209
V-BOUNCE STRESS (stock → CC-SS $19.24, where you are whole again, by expiry)
Starting unrealized P&L: $-6,020
+ Fortress recovery (un-capped): +$7,034
− CC assignment net of premium (7 × $12): -$4,967
+ Conservative CC premium (3 × $21): +$3
Total Position P&L @ SS: $-3,950 (+$2,070 vs today)
Do-nothing baseline at SS: $1,024 (this trade vs do-nothing: $-4,974, the opportunity cost of earning $588/mo FIGHT income now)
BB-reversion stress (→ $15.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$2,611, position total $-4,623 (+$1,397 vs today)
100% normal8 × $11.5024 Jul5d0.7%55%94%+9pp$200$1,200+$612$5,988
Sell 8 × $11.50 0.7% OTM over spot $11.42 24 Jul 2026 (5d, $0.26 mid)
= $200 credit for the 5d cycle → $1,200/mo projected
Survival (stays ≤ $11.50)
55%
Breach risk
45%
POP (stays ≤ $11.76)
63%
EV / mo
$-599
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
49% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~13.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$308/mo
median; plan ~$210/mo after 68% keep · $2,099 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.5-4.9], measured ONLY among the 49% 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)
72%
Flat exit net (mid-life)
+$39
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$15 @ 92% POP
91% 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 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.28/sh now → $0.20 mid-life (likely $0.28–$0.44)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets +$0.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,162 simulated challenges: the $12 strike is typically first touched on day 2 of 5, at $12 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$0.19/sh+$156
cycle +$356
[+$137…+$149] · 100% credit
62%
surv 53%
-$5,590 NOT
cap gain +$430
Reliable up-and-out (highest cap still free ≥60%)~$137 Aug 202616d left+$0.14/sh+$115
cycle +$315
[+$64…+$92] · 97% credit
75%
surv 71%
-$4,659 NOT
cap gain +$1,361
Up-and-out for even (raise the cap, free)~$1231 Jul 202610d left+$0.06/sh+$45
cycle +$245
[-$5…+$24] · 69% credit
70%
surv 66%
-$5,179 NOT
cap gain +$841
Max even-money escape in the band~$1414 Aug 202624d left+$0.03/sh+$28
cycle +$228
[-$67…-$5] · 19% credit
84%
surv 82%
-$3,396 NOT
cap gain +$2,624
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$157 Aug 202616d left-$0.10/sh-$76
cycle +$124
[-$192…-$115]
92%
surv 91%
-$3,050 NOT
cap gain +$2,970
budget: banked $200 debit $76 (38% used ≈ 0.3 wk of income) → whole cycle still +$124 cash · rolled 8 ct earn ≈ $159/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$1,200/mo
vs 50% target ($550/mo)+118%
vs normal income ($1,100/mo)109% covered
Net income (after hedge)$1,205/mo
Downside budget
⚠ $11.50 is $8 below CC-SS $19.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,988
… as % of IC ($4,330)138.3%
… as % of ML ($11,330)52.9%
Recovery months (at normal income)5.4 mo
Surgical close (8 ct)$-4,820
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 $0.25 collected) or spot ≥ $11.76 (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 $15.26 (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
$11-11.76
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
≥ $11.76
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.50 (≤1σ, normal week)$200$-5,746+$274+$192
+2.5%$11.79 (≤1σ, normal week)$-30$-5,717+$303-$38
+5%$12.08 (≤1σ, normal week)$-260$-5,689+$332-$268
SS (= V-bounce)$24.33 (10.6σ)$-10,064$-5,129+$891-$7,408
V-BOUNCE STRESS (stock → CC-SS $19.24, where you are whole again, by expiry)
Starting unrealized P&L: $-6,020
+ Fortress recovery (un-capped): +$7,034
− CC assignment net of premium (8 × $11.50): -$5,988
+ Conservative CC premium (2 × $21): +$2
Total Position P&L @ SS: $-4,972 (+$1,048 vs today)
Do-nothing baseline at SS: $1,024 (this trade vs do-nothing: $-5,996, the opportunity cost of earning $1,200/mo FIGHT income now)
BB-reversion stress (→ $15.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$3,296, position total $-5,309 (+$711 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: 0.900 (fallback)  |  Recovery@SS: +$7,034 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $1,024

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$12.5012d31 Jul 2026$0.2210/10$550$55073%77%$-130-$6,515150.5%$-5,502 (vs do-nothing $-6,525)
$12.5019d7 Aug 2026$0.3810/10$600$60070%75%$-127-$6,355146.8%$-5,342 (vs do-nothing $-6,365)
$125d24 Jul 2026$0.147/10$588$59670%73%$-250-$4,967114.7%$-3,950 (vs do-nothing $-4,974)
$1212d31 Jul 2026$0.308/10$600$60565%71%$-218-$5,548128.1%$-4,532 (vs do-nothing $-5,556)
$1219d7 Aug 2026$0.488/10$606$61163%70%$-171-$5,404124.8%$-4,388 (vs do-nothing $-5,412)
$1226d14 Aug 2026$0.678/10$618$62363%71%$-29-$5,252121.3%$-4,236 (vs do-nothing $-5,260)
$11.5026d14 Aug 2026$0.806/10$554$56456%67%$-104-$4,16196.1%$-3,143 (vs do-nothing $-4,167)
$11.5019d7 Aug 2026$0.646/10$606$61655%66%$-121-$4,25798.3%$-3,239 (vs do-nothing $-4,263)
$11.5012d31 Jul 2026$0.445/10$550$56355%64%$-203-$3,64884.2%$-2,629 (vs do-nothing $-3,653)
$11.505d24 Jul 2026$0.254/10$600$61555%63%$-300-$2,99469.1%$-1,974 (vs do-nothing $-2,998)

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  |  2026-07-19 19:27