FORTRESS FIGHT: MARA-LC20-1782 @ $11.17

BE SS: $24.33  |  CC-SS: $19.30  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-20 21:37

MARA-LC20-1782BBCHALF MAX @ $11.17   UNDERWATER $13.16 (54.1% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 9 days. The recommended CC (4d) 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: $19.30  |  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$1,855/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $207/mo (info only, already in marks)
Unrealized P&L$-6,230fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$927/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$1,855/mo (ATM CC, chain)
IC VELOCITY
2.3 mo to earn back $4,330
ML VELOCITY
6.1 mo to earn back $11,330
Deep drawdown confirmed: a CC at CC-SS $19.30 (probe: $19C 11d) brings only $27/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)
$6,230
was $6,230 · 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 43 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 38 · %B 16 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.72 (+41%) · daily UBB $15.04 · 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: 10 contracts at $12.50 / 4d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($927/mo); it brings $975/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 6 × $11.50/4d for $1,890/mo, but breach risk rises to 37% (+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 10 × $13/4d (91% survival, $525/mo).
Downside anchor: the primary mortgages $6,673 (154% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 3.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-6,240 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: THIS FRIDAY · 24 Jul 2026 (4d) · sell 10 × $12.50, 88% survival, $975/mo (E[net] $398/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆24 Jul 2026 · 4d10 × $12.5088%$975$398
NEXT FRIDAY31 Jul 2026 · 11d9 × $1270%$1,031$123

📅 THIS FRIDAY · 24 Jul 2026 · 4d · E[net] $398/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $12.50 (primary), 88% survival, breach 12%, $975/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $13 rung (🛡 safe yield) lifts survival to 91% (breach 12% → 9%) for $450/mo less (46% income) buys safety you do not really need here.
MARA  spot $11.17 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $1324 Jul4d16.4%91%18%+6pp$70$525-$450$6,233
Sell 10 × $13 16.4% OTM over spot $11.17 24 Jul 2026 (4d, $0.08 mid)
= $70 credit for the 4d cycle → $525/mo projected
Survival (stays ≤ $13)
91%
Breach risk
9%
POP (stays ≤ $13.07)
92%
EV / mo
+$277
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
50% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$319/mo
median; plan ~$217/mo after 68% keep · $1,857 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.1-4.4], measured ONLY among the 50% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
7%
Flat exit net (mid-life)
-$454
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.74/sh now → $0.52 mid-life (likely $0.44–$0.75)≈ $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 224 simulated challenges: the $13 strike is typically first touched on day 3 of 4, 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)~$1331 Jul 20269d left+$0.37/sh+$369
cycle +$439
[+$336…+$465] · 99% credit
69%
surv 53%
-$4,144 NOT
cap gain +$2,086
Up-and-out for even (raise the cap, free)~$1331 Jul 20269d left+$0.24/sh+$238
cycle +$308
[+$194…+$329] · 95% credit
72%
surv 59%
-$3,978 NOT
cap gain +$2,252
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202623d left+$0.19/sh+$192
cycle +$262
[+$110…+$297] · 87% credit
79%
surv 74%
-$2,674 NOT
cap gain +$3,556
Max even-money escape in the band~$1514 Aug 202623d left+$0.02/sh+$19
cycle +$89
[-$94…+$117] · 53% credit
81%
surv 78%
-$2,397 NOT
cap gain +$3,833
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1614 Aug 202623d left-$0.05/sh-$47
cycle +$23
[-$167…+$49] · 34% credit
84%
surv 81%
-$2,013 NOT
cap gain +$4,217
budget: banked $70 debit $47 (66% used ≈ 0.4 wk of income) → whole cycle still +$23 cash · rolled 10 ct earn ≈ $623/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$525/mo
vs 50% target ($927/mo)-43%
vs normal income ($1,855/mo)28% covered
Net income (after hedge)$525/mo
Downside budget
⚠ $13 is $6 below CC-SS $19.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,233
… as % of IC ($4,330)144.0%
… as % of ML ($11,330)55.0%
Recovery months (at normal income)3.4 mo
Surgical close (10 ct)$-6,235
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 ≥ $13.07 (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 $15.04 (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
$13-13.07
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
≥ $13.07
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$13.00 (1.6σ)$70$-4,513+$1,717+$60
+2.5%$13.32 (1.9σ)$-255$-4,545+$1,685-$265
+5%$13.65 (2.2σ)$-580$-4,578+$1,652-$590
SS (= V-bounce)$24.33 (11.6σ)$-11,260$-5,646+$584-$6,940
V-BOUNCE STRESS (stock → CC-SS $19.30, where you are whole again, by expiry)
Starting unrealized P&L: $-6,230
+ Fortress recovery (un-capped): +$7,320
− CC assignment net of premium (10 × $13): -$6,233
Total Position P&L @ SS: $-5,143 (+$1,087 vs today)
Do-nothing baseline at SS: $1,100 (this trade vs do-nothing: $-6,243, the opportunity cost of earning $525/mo FIGHT income now)
BB-reversion stress (→ $15.72 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$2,650, position total $-4,785 (+$1,445 vs today)
33% normal7 × $12.5024 Jul4d11.9%88%25%+11pp$91$683-$292$4,671
Sell 7 × $12.50 11.9% OTM over spot $11.17 24 Jul 2026 (4d, $0.14 mid)
= $91 credit for the 4d cycle → $683/mo projected
Survival (stays ≤ $12.50)
88%
Breach risk
12%
POP (stays ≤ $12.64)
90%
EV / mo
+$442
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
50% whole by 9mo vs 39% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$405/mo
median; plan ~$275/mo after 68% keep · $2,487 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.7-5.3], measured ONLY among the 50% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
15%
Flat exit net (mid-life)
-$254
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$15 @ 85% POP
82% 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 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.70/sh now → $0.49 mid-life (likely $0.47–$0.82)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 461 simulated challenges: the $12 strike is typically first touched on day 3 of 4, 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 (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 20269d left+$0.35/sh+$243
cycle +$334
[+$192…+$297] · 98% credit
69%
surv 53%
-$4,696 NOT
cap gain +$1,534
Up-and-out for even (raise the cap, free)~$1331 Jul 20269d left+$0.22/sh+$151
cycle +$242
[+$87…+$197] · 92% credit
72%
surv 60%
-$4,491 NOT
cap gain +$1,739
Max even-money escape in the band~$1414 Aug 202623d left+$0.15/sh+$106
cycle +$197
[-$5…+$151] · 73% credit
80%
surv 74%
-$3,186 NOT
cap gain +$3,044
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 202623d left-$0.08/sh-$53
cycle +$38
[-$194…-$17] · 20% credit
85%
surv 82%
-$2,445 NOT
cap gain +$3,785
budget: banked $91 debit $53 (58% used ≈ 0.3 wk of income) → whole cycle still +$38 cash · rolled 7 ct earn ≈ $382/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$683/mo
vs 50% target ($927/mo)-26%
vs normal income ($1,855/mo)37% covered
Net income (after hedge)$688/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,671
… as % of IC ($4,330)107.9%
… as % of ML ($11,330)41.2%
Recovery months (at normal income)2.5 mo
Surgical close (7 ct)$-4,368
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 ≥ $12.64 (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 $15.04 (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
$12-12.64
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
≥ $12.64
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 (1.2σ)$91$-4,939+$1,291+$84
+2.5%$12.81 (1.5σ)$-128$-4,877+$1,353-$135
+5%$13.12 (1.7σ)$-346$-4,814+$1,416-$354
SS (= V-bounce)$24.33 (11.6σ)$-8,190$-3,872+$2,358-$5,166
V-BOUNCE STRESS (stock → CC-SS $19.30, where you are whole again, by expiry)
Starting unrealized P&L: $-6,230
+ Fortress recovery (un-capped): +$7,320
− CC assignment net of premium (7 × $12.50): -$4,671
+ Conservative CC premium (3 × $20): +$3
Total Position P&L @ SS: $-3,578 (+$2,652 vs today)
Do-nothing baseline at SS: $1,100 (this trade vs do-nothing: $-4,678, the opportunity cost of earning $683/mo FIGHT income now)
BB-reversion stress (→ $15.72 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$2,163, position total $-4,295 (+$1,935 vs today)
🎯 50% normal10 × $12.5024 Jul4d11.9%88%16%+12pp$130$975$6,673
Sell 10 × $12.50 11.9% OTM over spot $11.17 24 Jul 2026 (4d, $0.14 mid)
= $130 credit for the 4d cycle → $975/mo projected
Survival (stays ≤ $12.50)
88%
Breach risk
12%
POP (stays ≤ $12.64)
90%
EV / mo
+$632
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
55% whole by 9mo vs 43% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$560/mo
median; plan ~$381/mo after 68% keep · $3,093 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.3-4.2], measured ONLY among the 55% 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)
16%
Flat exit net (mid-life)
-$363
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$15 @ 85% POP
82% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.70/sh now → $0.49 mid-life (likely $0.47–$0.79)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 468 simulated challenges: the $12 strike is typically first touched on day 3 of 4, at $13 (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 (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 20269d left+$0.35/sh+$347
cycle +$477
[+$280…+$428] · 99% credit
69%
surv 53%
-$4,556 NOT
cap gain +$1,674
Up-and-out for even (raise the cap, free)~$1331 Jul 20269d left+$0.22/sh+$215
cycle +$345
[+$136…+$286] · 91% credit
72%
surv 60%
-$4,391 NOT
cap gain +$1,839
Max even-money escape in the band~$1414 Aug 202623d left+$0.15/sh+$151
cycle +$281
[+$18…+$224] · 79% credit
80%
surv 74%
-$3,105 NOT
cap gain +$3,125
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 202623d left-$0.08/sh-$75
cycle +$55
[-$248…-$19] · 22% credit
85%
surv 82%
-$2,431 NOT
cap gain +$3,799
budget: banked $130 debit $75 (58% used ≈ 0.3 wk of income) → whole cycle still +$55 cash · rolled 10 ct earn ≈ $545/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$975/mo
vs 50% target ($927/mo)+5%
vs normal income ($1,855/mo)53% covered
Net income (after hedge)$975/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,673
… as % of IC ($4,330)154.1%
… as % of ML ($11,330)58.9%
Recovery months (at normal income)3.6 mo
Surgical close (10 ct)$-6,240
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 ≥ $12.64 (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 $15.04 (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
$12-12.64
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
≥ $12.64
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 (1.2σ)$130$-4,903+$1,327+$120
+2.5%$12.81 (1.5σ)$-182$-4,934+$1,296-$192
+5%$13.12 (1.7σ)$-495$-4,966+$1,264-$505
SS (= V-bounce)$24.33 (11.6σ)$-11,700$-6,086+$144-$7,380
V-BOUNCE STRESS (stock → CC-SS $19.30, where you are whole again, by expiry)
Starting unrealized P&L: $-6,230
+ Fortress recovery (un-capped): +$7,320
− CC assignment net of premium (10 × $12.50): -$6,673
Total Position P&L @ SS: $-5,583 (+$647 vs today)
Do-nothing baseline at SS: $1,100 (this trade vs do-nothing: $-6,683, the opportunity cost of earning $975/mo FIGHT income now)
BB-reversion stress (→ $15.72 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$3,090, position total $-5,225 (+$1,005 vs today)
100% normal6 × $11.5024 Jul4d3.0%63%76%+14pp$252$1,890+$915$4,430
Sell 6 × $11.50 3.0% OTM over spot $11.17 24 Jul 2026 (4d, $0.43 mid)
= $252 credit for the 4d cycle → $1,890/mo projected
Survival (stays ≤ $11.50)
63%
Breach risk
37%
POP (stays ≤ $11.94)
76%
EV / mo
+$781
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
59% whole by 9mo vs 45% doing nothing
FIRE DRILLS
~9.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$596/mo
median; plan ~$405/mo after 68% keep · $3,361 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.6-4.8], measured ONLY among the 59% 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)
55%
Flat exit net (mid-life)
-$8
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 6 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.61/sh now → $0.43 mid-life (likely $0.55–$0.93)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$0.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,657 simulated challenges: the $12 strike is typically first touched on day 2 of 4, at $12 (overshoots $0.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1214 Aug 202623d left+$0.46/sh+$275
cycle +$527
[+$171…+$256] · 98% credit
75%
surv 66%
-$4,655 NOT
cap gain +$1,575
Roll out (same strike, buy time)~$1231 Jul 20269d left+$0.31/sh+$183
cycle +$435
[+$104…+$171] · 97% credit
68%
surv 53%
-$5,494 NOT
cap gain +$736
Up-and-out for even (raise the cap, free)~$1231 Jul 20269d left+$0.17/sh+$103
cycle +$355
[+$7…+$82] · 78% credit
72%
surv 60%
-$5,277 NOT
cap gain +$953
Max even-money escape in the band~$1314 Aug 202623d left+$0.08/sh+$46
cycle +$298
[-$116…+$1] · 25% credit
81%
surv 76%
-$3,984 NOT
cap gain +$2,246
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 202623d left-$0.24/sh-$147
cycle +$105
[-$374…-$204]
91%
surv 90%
-$2,377 NOT
cap gain +$3,853
budget: banked $252 debit $147 (58% used ≈ 0.3 wk of income) → whole cycle still +$105 cash · rolled 6 ct earn ≈ $148/mo while parked; 4 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$1,890/mo
vs 50% target ($927/mo)+104%
vs normal income ($1,855/mo)102% covered
Net income (after hedge)$1,897/mo
Downside budget
⚠ $11.50 is $8 below CC-SS $19.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,430
… as % of IC ($4,330)102.3%
… as % of ML ($11,330)39.1%
Recovery months (at normal income)2.4 mo
Surgical close (6 ct)$-3,747
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 $0.42 collected) or spot ≥ $11.94 (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 $15.04 (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
$11-11.94
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
≥ $11.94
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)$252$-5,677+$553+$246
+2.5%$11.79 (≤1σ, normal week)$80$-5,591+$639+$74
+5%$12.08 (≤1σ, normal week)$-93$-5,504+$726-$99
SS (= V-bounce)$24.33 (11.6σ)$-7,446$-3,560+$2,670-$4,854
V-BOUNCE STRESS (stock → CC-SS $19.30, where you are whole again, by expiry)
Starting unrealized P&L: $-6,230
+ Fortress recovery (un-capped): +$7,320
− CC assignment net of premium (6 × $11.50): -$4,430
+ Conservative CC premium (4 × $20): +$4
Total Position P&L @ SS: $-3,336 (+$2,894 vs today)
Do-nothing baseline at SS: $1,100 (this trade vs do-nothing: $-4,436, the opportunity cost of earning $1,890/mo FIGHT income now)
BB-reversion stress (→ $15.72 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$2,280, position total $-4,411 (+$1,819 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.

📅 NEXT FRIDAY · 31 Jul 2026 · 11d · E[net] $123/mo

🎯 Engine pick: sell 9 × $12 (primary), 70% survival, breach 30%, $1,031/mo.
Stay at the pick. Stepping safer (the $12.50 rung (33% normal) lifts survival to 77% (breach 30% → 23%) for $344/mo less (33% income)) buys little extra safety; the income is doing real work covering the bleed.
MARA  spot $11.17 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $1431 Jul11d25.3%92%16%+4pp$100$273-$758$5,203
Sell 10 × $14 25.3% OTM over spot $11.17 31 Jul 2026 (11d, $0.12 mid)
= $100 credit for the 11d cycle → $273/mo projected
Survival (stays ≤ $14)
92%
Breach risk
8%
POP (stays ≤ $14.12)
93%
EV / mo
+$154
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
44% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$175/mo
median; plan ~$119/mo after 68% keep · $1,129 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.4-4.1], 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)
12%
Flat exit net (mid-life)
-$803
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$15 @ 74% POP
64% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.28/sh now → $0.90 mid-life (likely $0.76–$1.23)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.80/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 363 simulated challenges: the $14 strike is typically first touched on day 7 of 11, at $14 (overshoots $0.43). 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
Max even-money escape in the band~$1514 Aug 202620d left+$0.29/sh+$289
cycle +$389
[+$228…+$448] · 99% credit
74%
surv 64%
-$2,547 NOT
cap gain +$3,683
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$147 Aug 202612d left+$0.18/sh+$178
cycle +$278
[+$117…+$322] · 93% credit
68%
surv 54%
-$3,405 NOT
cap gain +$2,825
Up-and-out for even (raise the cap, free)~$147 Aug 202612d left+$0.03/sh+$28
cycle +$128
[-$59…+$151] · 62% credit
70%
surv 59%
-$3,258 NOT
cap gain +$2,972
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$273/mo
vs 50% target ($927/mo)-71%
vs normal income ($1,855/mo)15% covered
Net income (after hedge)$273/mo
Downside budget
⚠ $14 is $5 below CC-SS $19.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,203
… as % of IC ($4,330)120.2%
… as % of ML ($11,330)45.9%
Recovery months (at normal income)2.8 mo
Surgical close (10 ct)$-6,250
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $14.12 (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 $15.04 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.5σ)$100$-3,583+$2,647+$90
+2.5%$14.35 (1.7σ)$-250$-3,618+$2,612-$260
+5%$14.70 (1.9σ)$-600$-3,653+$2,577-$610
SS (= V-bounce)$24.33 (7.0σ)$-10,230$-4,616+$1,614-$5,910
V-BOUNCE STRESS (stock → CC-SS $19.30, where you are whole again, by expiry)
Starting unrealized P&L: $-6,230
+ Fortress recovery (un-capped): +$7,320
− CC assignment net of premium (10 × $14): -$5,203
Total Position P&L @ SS: $-4,113 (+$2,117 vs today)
Do-nothing baseline at SS: $1,100 (this trade vs do-nothing: $-5,213, the opportunity cost of earning $273/mo FIGHT income now)
BB-reversion stress (→ $15.72 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$1,620, position total $-3,755 (+$2,475 vs today)
33% normal9 × $12.5031 Jul11d11.9%77%48%+8pp$252$687-$344$5,871
Sell 9 × $12.50 11.9% OTM over spot $11.17 31 Jul 2026 (11d, $0.39 mid)
= $252 credit for the 11d cycle → $687/mo projected
Survival (stays ≤ $12.50)
77%
Breach risk
23%
POP (stays ≤ $12.89)
83%
EV / mo
+$179
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
49% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$300/mo
median; plan ~$204/mo after 68% keep · $1,974 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.7-4.5], 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)
37%
Flat exit net (mid-life)
-$429
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$14 @ 80% POP
75% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.07/sh now → $0.76 mid-life (likely $0.79–$1.18)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,115 simulated challenges: the $12 strike is typically first touched on day 5 of 11, 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 (9 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 202620d left+$0.19/sh+$170
cycle +$422
[+$60…+$200] · 92% credit
75%
surv 65%
-$3,863 NOT
cap gain +$2,367
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$127 Aug 202612d left+$0.15/sh+$134
cycle +$386
[+$32…+$164] · 87% credit
68%
surv 54%
-$4,646 NOT
cap gain +$1,584
Up-and-out for even (raise the cap, free)~$137 Aug 202612d left+$0.00/sh+$2
cycle +$254
[-$119…+$16] · 30% credit
71%
surv 59%
-$4,481 NOT
cap gain +$1,749
Safety roll (pay small debit, max POP)~$1414 Aug 202620d left-$0.21/sh-$185
cycle +$67
[-$368…-$179] · 5% credit
80%
surv 75%
-$3,318 NOT
cap gain +$2,912
budget: banked $252 debit $185 (73% used ≈ 1.2 wk of income) → whole cycle still +$67 cash · rolled 9 ct earn ≈ $745/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$687/mo
vs 50% target ($927/mo)-26%
vs normal income ($1,855/mo)37% covered
Net income (after hedge)$689/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,871
… as % of IC ($4,330)135.6%
… as % of ML ($11,330)51.8%
Recovery months (at normal income)3.2 mo
Surgical close (9 ct)$-5,706
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.28 collected) or spot ≥ $12.89 (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 $15.04 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.89
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
≥ $12.89
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)$252$-4,780+$1,450+$243
+2.5%$12.81 (≤1σ, normal week)$-29$-4,780+$1,450-$38
+5%$13.12 (1.0σ)$-310$-4,780+$1,450-$320
SS (= V-bounce)$24.33 (7.0σ)$-10,395$-5,213+$1,017-$6,507
V-BOUNCE STRESS (stock → CC-SS $19.30, where you are whole again, by expiry)
Starting unrealized P&L: $-6,230
+ Fortress recovery (un-capped): +$7,320
− CC assignment net of premium (9 × $12.50): -$5,871
+ Conservative CC premium (1 × $20): +$1
Total Position P&L @ SS: $-4,780 (+$1,450 vs today)
Do-nothing baseline at SS: $1,100 (this trade vs do-nothing: $-5,880, the opportunity cost of earning $687/mo FIGHT income now)
BB-reversion stress (→ $15.72 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$2,646, position total $-4,780 (+$1,450 vs today)
🎯 50% normal9 × $1231 Jul11d7.4%70%52%+9pp$378$1,031$6,195
Sell 9 × $12 7.4% OTM over spot $11.17 31 Jul 2026 (11d, $0.46 mid)
= $378 credit for the 11d cycle → $1,031/mo projected
Survival (stays ≤ $12)
70%
Breach risk
30%
POP (stays ≤ $12.46)
77%
EV / mo
+$236
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
48% whole by 9mo vs 39% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$373/mo
median; plan ~$254/mo after 68% keep · $2,354 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.4-4.7], measured ONLY among the 48% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
52%
Flat exit net (mid-life)
-$262
Free roll-up
none
Safest escape (by 14 Aug 2026)
$15 @ 86% POP
85% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.00/sh now → $0.71 mid-life (likely $0.85–$1.20)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,560 simulated challenges: the $12 strike is typically first touched on day 4 of 11, at $12 (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 (9 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 202620d left+$0.16/sh+$142
cycle +$520
[+$11…+$114] · 79% credit
75%
surv 66%
-$4,215 NOT
cap gain +$2,015
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$127 Aug 202612d left+$0.14/sh+$126
cycle +$504
[+$6…+$105] · 78% credit
68%
surv 54%
-$4,978 NOT
cap gain +$1,252
Safety roll (pay small debit, max POP)~$1514 Aug 202620d left-$0.42/sh-$377
cycle +$1
[-$647…-$459]
86%
surv 85%
-$2,934 NOT
cap gain +$3,296
budget: banked $378 debit $377 (100% used ≈ 1.6 wk of income) → whole cycle still +$1 cash · rolled 9 ct earn ≈ $395/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$1,031/mo
vs 50% target ($927/mo)+11%
vs normal income ($1,855/mo)56% covered
Net income (after hedge)$1,033/mo
Downside budget
⚠ $12 is $7 below CC-SS $19.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,195
… as % of IC ($4,330)143.1%
… as % of ML ($11,330)54.7%
Recovery months (at normal income)3.3 mo
Surgical close (9 ct)$-5,643
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 $0.42 collected) or spot ≥ $12.46 (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 $15.04 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $11.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.46
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
≥ $12.46
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)$378$-5,104+$1,126+$369
+2.5%$12.30 (≤1σ, normal week)$108$-5,104+$1,126+$99
+5%$12.60 (≤1σ, normal week)$-162$-5,104+$1,126-$171
SS (= V-bounce)$24.33 (7.0σ)$-10,719$-5,537+$693-$6,831
V-BOUNCE STRESS (stock → CC-SS $19.30, where you are whole again, by expiry)
Starting unrealized P&L: $-6,230
+ Fortress recovery (un-capped): +$7,320
− CC assignment net of premium (9 × $12): -$6,195
+ Conservative CC premium (1 × $20): +$1
Total Position P&L @ SS: $-5,104 (+$1,126 vs today)
Do-nothing baseline at SS: $1,100 (this trade vs do-nothing: $-6,204, the opportunity cost of earning $1,031/mo FIGHT income now)
BB-reversion stress (→ $15.72 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$2,970, position total $-5,104 (+$1,126 vs today)
100% normal9 × $1131 Jul11d-1.5%50%99+%·$765$2,086+$1,055$6,708
Sell 9 × $11 1.5% ITM over spot $11.17 31 Jul 2026 (11d, $0.93 mid)
= $765 credit for the 11d cycle → $2,086/mo projected
Survival (stays ≤ $11)
50%
Breach risk
50%
POP (stays ≤ $11.93)
68%
EV / mo
+$319
🛡 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)
100%
Flat exit net (mid-life)
+$205
Free roll-up
none
Safest escape (by 14 Aug 2026)
$15 @ 94% POP
93% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.88/sh now → $0.62 mid-life → ≈ $0 at expiry  |  you banked $0.85/sh, so a flat mid-life exit nets +$0.23/sh  |  roll rows are incremental, the banked premium stays yours
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)~$117 Aug 202612d left+$0.12/sh+$111
cycle +$876
68%
surv 53%
-$5,353 NOT
cap gain +$877
Max even-money escape in the band~$1214 Aug 202620d left+$0.04/sh+$36
cycle +$801
77%
surv 69%
-$4,681 NOT
cap gain +$1,549
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 202620d left-$0.52/sh-$470
cycle +$295
94%
surv 93%
-$2,487 NOT
cap gain +$3,743
budget: banked $765 debit $470 (61% used ≈ 1.0 wk of income) → whole cycle still +$295 cash · rolled 9 ct earn ≈ $136/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$2,086/mo
vs 50% target ($927/mo)+125%
vs normal income ($1,855/mo)112% covered
Net income (after hedge)$2,088/mo
Downside budget
⚠ $11 is $8 below CC-SS $19.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,708
… as % of IC ($4,330)154.9%
… as % of ML ($11,330)59.2%
Recovery months (at normal income)3.6 mo
Surgical close (9 ct)$-5,674
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.85 collected) or spot ≥ $11.93 (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 $15.04 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $10.89Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$11-11.93
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
≥ $11.93
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$11.00 (≤1σ, normal week)$765$-5,464+$766+$756
+2.5%$11.27 (≤1σ, normal week)$518$-5,617+$613+$509
+5%$11.55 (≤1σ, normal week)$270$-5,617+$613+$261
SS (= V-bounce)$24.33 (7.0σ)$-11,232$-6,050+$180-$7,344
V-BOUNCE STRESS (stock → CC-SS $19.30, where you are whole again, by expiry)
Starting unrealized P&L: $-6,230
+ Fortress recovery (un-capped): +$7,320
− CC assignment net of premium (9 × $11): -$6,708
+ Conservative CC premium (1 × $20): +$1
Total Position P&L @ SS: $-5,617 (+$613 vs today)
Do-nothing baseline at SS: $1,100 (this trade vs do-nothing: $-6,717, the opportunity cost of earning $2,086/mo FIGHT income now)
BB-reversion stress (→ $15.72 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$3,483, position total $-5,617 (+$613 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 (13 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 13 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: +$7,320 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $1,100

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$12.504d24 Jul 2026$0.1310/10$975$97588%90%+$632-$6,673154.1%$-5,583 (vs do-nothing $-6,683)
$124d24 Jul 2026$0.236/10$1,035$1,04276%81%+$412-$4,24498.0%$-3,150 (vs do-nothing $-4,250)
$1211d31 Jul 2026$0.429/10$1,031$1,03370%77%+$236-$6,195143.1%$-5,104 (vs do-nothing $-6,204)
$1218d7 Aug 2026$0.6010/10$1,000$1,00067%76%+$167-$6,703154.8%$-5,613 (vs do-nothing $-6,713)
$1225d14 Aug 2026$0.899/10$961$96366%76%+$266-$5,772133.3%$-4,681 (vs do-nothing $-5,781)
$11.504d24 Jul 2026$0.423/10$945$95763%76%+$390-$2,21551.2%$-1,118 (vs do-nothing $-2,218)
$11.5011d31 Jul 2026$0.656/10$1,064$1,07060%73%+$259-$4,29299.1%$-3,198 (vs do-nothing $-4,298)
$11.5018d7 Aug 2026$0.778/10$1,027$1,03060%72%+$129-$5,627129.9%$-4,535 (vs do-nothing $-5,635)
$11.5025d14 Aug 2026$0.959/10$1,026$1,02860%73%+$140-$6,168142.4%$-5,077 (vs do-nothing $-6,177)
$1125d14 Aug 2026$1.177/10$983$98853%70%+$111-$4,993115.3%$-3,900 (vs do-nothing $-5,000)
$1118d7 Aug 2026$0.996/10$990$99751%69%+$95-$4,388101.3%$-3,294 (vs do-nothing $-4,394)
$1111d31 Jul 2026$0.855/10$1,159$1,16750%68%+$177-$3,72786.1%$-2,632 (vs do-nothing $-3,732)
$114d24 Jul 2026$0.692/10$1,035$1,04846%69%+$327-$1,52335.2%$-425 (vs do-nothing $-1,525)

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 v6.2  |  2026-07-20 21:37