FORTRESS FIGHT: MARA-LC20-1782 @ $11.72

BE SS: $24.33  |  CC-SS: $19.26  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-20 22:52

MARA-LC20-1782BBCHALF MAX @ $11.72   UNDERWATER $12.61 (51.8% 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.

50 contracts (5,000 sh)  |  BE SS: $24.33  |  CC-SS: $19.26  |  IV: HIGH  |  Accounts: Joint:1782

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

Economics

Max Loss$56,650(ND $4.33 + SW $7) x 5000
Normal income ref$8,727/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $995/mo (info only, already in marks)
Unrealized P&L$-29,400fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,364/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$8,727/mo (ATM CC, chain)
IC VELOCITY
2.5 mo to earn back $21,650
ML VELOCITY
6.5 mo to earn back $56,650
Deep drawdown confirmed: a CC at CC-SS $19.26 (probe: $19C 11d) brings only $136/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
$-659
Hole (after banked)
$30,059
was $29,400 · -2% earned back
Cycles closed
1
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 50 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 26 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.73 (+34%) · daily UBB $14.97 · 1-wk expected move ±$2 (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: 28 contracts at $12.50 / 4d. This is the safest strike (survival 74%, breach 26%) that still earns 50% of normal income ($4,364/mo); it brings $4,410/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 32 × $12/4d for $8,880/mo, but breach risk rises to 39% (+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 50 × $13.50/4d (91% survival, $2,250/mo).
Downside anchor: the primary mortgages $18,327 (85% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 2.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 28 contracts realizes $-16,492 and cuts bleed by $0/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 50 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: THIS FRIDAY · 24 Jul 2026 (4d) · sell 28 × $12.50, 74% survival, $4,410/mo (E[net] $1,218/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 · 4d28 × $12.5074%$4,410$1,218
NEXT FRIDAY31 Jul 2026 · 11d50 × $1376%$4,364$499

📅 THIS FRIDAY · 24 Jul 2026 · 4d · E[net] $1,218/mo 🏆 GRAND PICK

🎯 Engine pick: sell 28 × $12.50 (primary), 74% survival, breach 26%, $4,410/mo.
⚖️ Worth a safer step: the $13 rung (33% normal) lifts survival to 84% (breach 26% → 16%) for $1,522/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 $13 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $11.72 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $13.5024 Jul4d15.2%91%18%+8pp$300$2,250-$2,160$28,477
Sell 50 × $13.50 15.2% OTM over spot $11.72 24 Jul 2026 (4d, $0.07 mid)
= $300 credit for the 4d cycle → $2,250/mo projected
Survival (stays ≤ $13.50)
91%
Breach risk
9%
POP (stays ≤ $13.56)
92%
EV / mo
+$1,041
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
50% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~1.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,436/mo
median; plan ~$976/mo after 68% keep · $8,598 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.6-4.9], 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)
12%
Flat exit net (mid-life)
-$1,925
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.63/sh now → $0.44 mid-life (likely $0.40–$0.72)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 358 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 20269d left+$0.41/sh+$2,058
cycle +$2,358
[+$2,059…+$2,470] · 100% credit
67%
surv 53%
-$20,519 NOT
cap gain +$8,881
Up-and-out for even (raise the cap, free)~$1431 Jul 20269d left+$0.10/sh+$506
cycle +$806
[+$181…+$828] · 85% credit
74%
surv 66%
-$19,212 NOT
cap gain +$10,188
Reliable up-and-out (highest cap still free ≥60%)~$1614 Aug 202623d left+$0.08/sh+$421
cycle +$721
[-$179…+$786] · 68% credit
82%
surv 79%
-$11,967 NOT
cap gain +$17,433
Max even-money escape in the band~$1714 Aug 202623d left+$0.02/sh+$78
cycle +$378
[-$607…+$412] · 50% credit
85%
surv 82%
-$10,477 NOT
cap gain +$18,923
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
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$2,250/mo
vs 50% target ($4,364/mo)-48%
vs normal income ($8,727/mo)26% covered
Net income (after hedge)$2,250/mo
Downside budget
⚠ $13.50 is $6 below CC-SS $19.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,477
… as % of IC ($21,650)131.5%
… as % of ML ($56,650)50.3%
Recovery months (at normal income)3.3 mo
Surgical close (50 ct)$-29,425
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $13.56 (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 $14.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.56
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
≥ $13.56
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 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.4σ)$300$-22,576+$6,824+$250
+2.5%$13.84 (1.7σ)$-1,387$-23,027+$6,373-$1,437
+5%$14.18 (2.0σ)$-3,075$-23,477+$5,923-$3,125
SS (= V-bounce)$24.33 (10.0σ)$-53,850$-37,034-$7,634-$42,250
V-BOUNCE STRESS (stock → CC-SS $19.26, where you are whole again, by expiry)
Starting unrealized P&L: $-29,400
+ Fortress recovery (un-capped): +$27,617
− CC assignment net of premium (50 × $13.50): -$28,477
Total Position P&L @ SS: $-30,260 ($-860 vs today)
Do-nothing baseline at SS: $-1,733 (this trade vs do-nothing: $-28,527, the opportunity cost of earning $2,250/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,850, position total $-25,553 (+$3,847 vs today)
33% normal ← lean35 × $1324 Jul4d10.9%84%32%+7pp$385$2,888-$1,522$21,509
Sell 35 × $13 10.9% OTM over spot $11.72 24 Jul 2026 (4d, $0.12 mid)
= $385 credit for the 4d cycle → $2,888/mo projected
Survival (stays ≤ $13)
84%
Breach risk
16%
POP (stays ≤ $13.12)
86%
EV / mo
+$892
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
46% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,536/mo
median; plan ~$1,044/mo after 68% keep · $9,779 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.7-4.9], 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)
23%
Flat exit net (mid-life)
-$1,086
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$16 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 35 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.59/sh now → $0.42 mid-life (likely $0.42–$0.70)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 682 simulated challenges: the $13 strike is typically first touched on day 3 of 4, at $13 (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 (35 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+$0.39/sh+$1,357
cycle +$1,742
[+$1,260…+$1,624] · 100% credit
67%
surv 53%
-$22,952 NOT
cap gain +$6,448
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202623d left+$0.17/sh+$612
cycle +$997
[+$202…+$781] · 85% credit
81%
surv 77%
-$15,341 NOT
cap gain +$14,059
Up-and-out for even (raise the cap, free)~$1431 Jul 20269d left+$0.08/sh+$281
cycle +$666
[+$1…+$425] · 75% credit
75%
surv 67%
-$21,169 NOT
cap gain +$8,231
Max even-money escape in the band~$1614 Aug 202623d left+$0.05/sh+$175
cycle +$560
[-$318…+$303] · 48% credit
83%
surv 80%
-$13,945 NOT
cap gain +$15,455
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-$0.10/sh-$367
cycle +$18
[-$929…-$306] · 9% credit
86%
surv 84%
-$14,487 NOT
cap gain +$14,913
budget: banked $385 debit $367 (95% used ≈ 0.6 wk of income) → whole cycle still +$18 cash · rolled 35 ct earn ≈ $2,071/mo while parked; 15 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,888/mo
vs 50% target ($4,364/mo)-34%
vs normal income ($8,727/mo)33% covered
Net income (after hedge)$2,912/mo
Downside budget
⚠ $13 is $6 below CC-SS $19.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,509
… as % of IC ($21,650)99.3%
… as % of ML ($56,650)38.0%
Recovery months (at normal income)2.5 mo
Surgical close (35 ct)$-20,615
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 $0.11 collected) or spot ≥ $13.12 (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 $14.97 (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
$13-13.12
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
≥ $13.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.0σ)$385$-24,309+$5,091+$350
+2.5%$13.32 (1.3σ)$-752$-24,255+$5,145-$787
+5%$13.65 (1.5σ)$-1,890$-24,202+$5,198-$1,925
SS (= V-bounce)$24.33 (10.0σ)$-39,270$-25,934+$3,466-$31,150
V-BOUNCE STRESS (stock → CC-SS $19.26, where you are whole again, by expiry)
Starting unrealized P&L: $-29,400
+ Fortress recovery (un-capped): +$27,617
− CC assignment net of premium (35 × $13): -$21,509
+ Conservative CC premium (15 × $22): +$15
Total Position P&L @ SS: $-23,277 (+$6,123 vs today)
Do-nothing baseline at SS: $-1,733 (this trade vs do-nothing: $-21,544, the opportunity cost of earning $2,888/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,170, position total $-23,858 (+$5,542 vs today)
🎯 50% normal28 × $12.5024 Jul4d6.7%74%38%+9pp$588$4,410$18,327
Sell 28 × $12.50 6.7% OTM over spot $11.72 24 Jul 2026 (4d, $0.22 mid)
= $588 credit for the 4d cycle → $4,410/mo projected
Survival (stays ≤ $12.50)
74%
Breach risk
26%
POP (stays ≤ $12.72)
79%
EV / mo
+$1,000
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
46% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~6.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,809/mo
median; plan ~$1,230/mo after 68% keep · $11,675 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.5-5.5], 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)
38%
Flat exit net (mid-life)
-$522
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 28 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: $0.56/sh now → $0.40 mid-life (likely $0.46–$0.76)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,150 simulated challenges: the $12 strike is typically first touched on day 2 of 4, at $13 (overshoots $0.41). 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 (28 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+$0.36/sh+$1,021
cycle +$1,609
[+$887…+$1,170] · 100% credit
67%
surv 53%
-$24,910 NOT
cap gain +$4,490
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202623d left+$0.14/sh+$379
cycle +$967
[-$64…+$349] · 69% credit
82%
surv 78%
-$17,196 NOT
cap gain +$12,204
Up-and-out for even (raise the cap, free)~$1331 Jul 20269d left+$0.06/sh+$169
cycle +$757
[-$137…+$155] · 49% credit
75%
surv 68%
-$22,903 NOT
cap gain +$6,497
Max even-money escape in the band~$1514 Aug 202623d left+$0.02/sh+$51
cycle +$639
[-$483…-$7] · 24% credit
84%
surv 81%
-$15,691 NOT
cap gain +$13,709
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1714 Aug 202623d left-$0.18/sh-$492
cycle +$96
[-$1,191…-$599]
90%
surv 89%
-$10,737 NOT
cap gain +$18,663
budget: banked $588 debit $492 (84% used ≈ 0.5 wk of income) → whole cycle still +$96 cash · rolled 28 ct earn ≈ $807/mo while parked; 22 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,410/mo
vs 50% target ($4,364/mo)+1%
vs normal income ($8,727/mo)51% covered
Net income (after hedge)$4,447/mo
Downside budget
⚠ $12.50 is $7 below CC-SS $19.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,327
… as % of IC ($21,650)84.7%
… as % of ML ($56,650)32.4%
Recovery months (at normal income)2.1 mo
Surgical close (28 ct)$-16,492
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $12.72 (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 $14.97 (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
$12-12.72
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
≥ $12.72
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$588$-25,931+$3,469+$560
+2.5%$12.81 (≤1σ, normal week)$-287$-25,661+$3,739-$315
+5%$13.12 (1.1σ)$-1,162$-25,391+$4,009-$1,190
SS (= V-bounce)$24.33 (10.0σ)$-32,536$-20,824+$8,576-$26,040
V-BOUNCE STRESS (stock → CC-SS $19.26, where you are whole again, by expiry)
Starting unrealized P&L: $-29,400
+ Fortress recovery (un-capped): +$27,617
− CC assignment net of premium (28 × $12.50): -$18,327
+ Conservative CC premium (22 × $22): +$22
Total Position P&L @ SS: $-20,088 (+$9,312 vs today)
Do-nothing baseline at SS: $-1,733 (this trade vs do-nothing: $-18,355, the opportunity cost of earning $4,410/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,456, position total $-23,137 (+$6,263 vs today)
100% normal32 × $1224 Jul4d2.4%61%82%+12pp$1,184$8,880+$4,470$22,033
Sell 32 × $12 2.4% OTM over spot $11.72 24 Jul 2026 (4d, $0.38 mid)
= $1,184 credit for the 4d cycle → $8,880/mo projected
Survival (stays ≤ $12)
61%
Breach risk
39%
POP (stays ≤ $12.38)
71%
EV / mo
+$1,196
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
49% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~11.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,578/mo
median; plan ~$1,753/mo after 68% keep · $15,997 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.4-4.5], 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)
59%
Flat exit net (mid-life)
-$11
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$15 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 32 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: $0.53/sh now → $0.37 mid-life (likely $0.48–$0.80)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$0.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,765 simulated challenges: the $12 strike is typically first touched on day 2 of 4, at $12 (overshoots $0.44). 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 (32 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+$0.34/sh+$1,095
cycle +$2,279
[+$924…+$1,096] · 100% credit
67%
surv 53%
-$26,077 NOT
cap gain +$3,323
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202623d left+$0.20/sh+$635
cycle +$1,819
[+$70…+$478] · 79% credit
79%
surv 75%
-$20,013 NOT
cap gain +$9,387
Max even-money escape in the band~$1414 Aug 202623d left+$0.10/sh+$315
cycle +$1,499
[-$332…+$120] · 42% credit
82%
surv 79%
-$18,501 NOT
cap gain +$10,899
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 20269d left+$0.04/sh+$133
cycle +$1,317
[-$311…+$1] · 25% credit
76%
surv 69%
-$24,180 NOT
cap gain +$5,220
Safety roll (pay small debit, max POP)~$157 Aug 202616d left-$0.19/sh-$606
cycle +$578
[-$1,534…-$848]
90%
surv 89%
-$15,756 NOT
cap gain +$13,644
budget: banked $1,184 debit $606 (51% used ≈ 0.3 wk of income) → whole cycle still +$578 cash · rolled 32 ct earn ≈ $1,104/mo while parked; 18 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$8,880/mo
vs 50% target ($4,364/mo)+104%
vs normal income ($8,727/mo)102% covered
Net income (after hedge)$8,910/mo
Downside budget
⚠ $12 is $7 below CC-SS $19.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,033
… as % of IC ($21,650)101.8%
… as % of ML ($56,650)38.9%
Recovery months (at normal income)2.5 mo
Surgical close (32 ct)$-18,848
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.37 collected) or spot ≥ $12.38 (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 $14.97 (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
$12-12.38
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
≥ $12.38
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$1,184$-27,172+$2,228+$1,152
+2.5%$12.30 (≤1σ, normal week)$224$-27,032+$2,368+$192
+5%$12.60 (≤1σ, normal week)$-736$-26,893+$2,507-$768
SS (= V-bounce)$24.33 (10.0σ)$-38,272$-25,632+$3,768-$30,848
V-BOUNCE STRESS (stock → CC-SS $19.26, where you are whole again, by expiry)
Starting unrealized P&L: $-29,400
+ Fortress recovery (un-capped): +$27,617
− CC assignment net of premium (32 × $12): -$22,033
+ Conservative CC premium (18 × $22): +$18
Total Position P&L @ SS: $-23,798 (+$5,602 vs today)
Do-nothing baseline at SS: $-1,733 (this trade vs do-nothing: $-22,065, the opportunity cost of earning $8,880/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,752, position total $-25,437 (+$3,963 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] $499/mo

🎯 Engine pick: sell 50 × $13 (primary), 76% survival, breach 24%, $4,364/mo.
⚖️ Worth a safer step: the $14.50 rung (🛡 safe yield) lifts survival to 91% (breach 24% → 9%) for $3,000/mo less (69% 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 $14.50 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $11.72 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield ← lean50 × $14.5031 Jul11d23.7%91%19%+6pp$500$1,364-$3,000$23,277
Sell 50 × $14.50 23.7% OTM over spot $11.72 31 Jul 2026 (11d, $0.12 mid)
= $500 credit for the 11d cycle → $1,364/mo projected
Survival (stays ≤ $14.50)
91%
Breach risk
9%
POP (stays ≤ $14.62)
92%
EV / mo
+$557
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
44% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$864/mo
median; plan ~$587/mo after 68% keep · $5,632 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.9-4.4], 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)
14%
Flat exit net (mid-life)
-$3,649
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$16 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.17/sh now → $0.83 mid-life (likely $0.70–$1.09)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 419 simulated challenges: the $14 strike is typically first touched on day 7 of 11, at $15 (overshoots $0.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$147 Aug 202612d left+$0.34/sh+$1,705
cycle +$2,205
[+$1,599…+$2,403] · 100% credit
68%
surv 54%
-$17,006 NOT
cap gain +$12,394
Max even-money escape in the band~$1614 Aug 202620d left+$0.12/sh+$577
cycle +$1,077
[+$227…+$1,292] · 85% credit
75%
surv 67%
-$13,443 NOT
cap gain +$15,957
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)~$157 Aug 202612d left+$0.02/sh+$96
cycle +$596
[-$241…+$582] · 56% credit
73%
surv 64%
-$15,757 NOT
cap gain +$13,643
Safety roll (pay small debit, max POP)~$1614 Aug 202620d left-$0.03/sh-$141
cycle +$359
[-$600…+$497] · 41% credit
77%
surv 71%
-$12,329 NOT
cap gain +$17,071
budget: banked $500 debit $141 (28% used ≈ 0.4 wk of income) → whole cycle still +$359 cash · rolled 50 ct earn ≈ $6,013/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$1,364/mo
vs 50% target ($4,364/mo)-69%
vs normal income ($8,727/mo)16% covered
Net income (after hedge)$1,364/mo
Downside budget
⚠ $14.50 is $5 below CC-SS $19.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,277
… as % of IC ($21,650)107.5%
… as % of ML ($56,650)41.1%
Recovery months (at normal income)2.7 mo
Surgical close (50 ct)$-29,475
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 ≥ $14.62 (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 $14.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.62
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
≥ $14.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.3σ)$500$-18,711+$10,689+$450
+2.5%$14.86 (1.5σ)$-1,312$-19,195+$10,205-$1,362
+5%$15.23 (1.7σ)$-3,125$-19,679+$9,721-$3,175
SS (= V-bounce)$24.33 (6.0σ)$-48,650$-31,834-$2,434-$37,050
V-BOUNCE STRESS (stock → CC-SS $19.26, where you are whole again, by expiry)
Starting unrealized P&L: $-29,400
+ Fortress recovery (un-capped): +$27,617
− CC assignment net of premium (50 × $14.50): -$23,277
Total Position P&L @ SS: $-25,060 (+$4,340 vs today)
Do-nothing baseline at SS: $-1,733 (this trade vs do-nothing: $-23,327, the opportunity cost of earning $1,364/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$5,650, position total $-20,353 (+$9,047 vs today)
33% normal33 × $1331 Jul11d10.9%76%51%+4pp$1,056$2,880-$1,484$19,587
Sell 33 × $13 10.9% OTM over spot $11.72 31 Jul 2026 (11d, $0.33 mid)
= $1,056 credit for the 11d cycle → $2,880/mo projected
Survival (stays ≤ $13)
76%
Breach risk
24%
POP (stays ≤ $13.34)
80%
EV / mo
+$723
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
45% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,221/mo
median; plan ~$830/mo after 68% keep · $8,130 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 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)
41%
Flat exit net (mid-life)
-$1,257
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 33 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: $0.99/sh now → $0.70 mid-life (likely $0.77–$1.11)≈ $0 at expiry  |  you banked $0.32/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,243 simulated challenges: the $13 strike is typically first touched on day 5 of 11, at $13 (overshoots $0.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (33 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$137 Aug 202612d left+$0.29/sh+$958
cycle +$2,014
[+$724…+$1,048] · 100% credit
68%
surv 54%
-$22,678 NOT
cap gain +$6,722
Up-and-out for even (raise the cap, free)~$137 Aug 202612d left+$0.17/sh+$565
cycle +$1,621
[+$290…+$595] · 98% credit
70%
surv 58%
-$22,044 NOT
cap gain +$7,356
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202620d left+$0.21/sh+$703
cycle +$1,759
[+$308…+$736] · 96% credit
73%
surv 64%
-$20,074 NOT
cap gain +$9,326
Max even-money escape in the band~$1414 Aug 202620d left+$0.04/sh+$130
cycle +$1,186
[-$360…+$116] · 33% credit
76%
surv 69%
-$18,814 NOT
cap gain +$10,586
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 202620d left-$0.31/sh-$1,027
cycle +$29
[-$1,770…-$1,152] · 1% credit
84%
surv 81%
-$14,474 NOT
cap gain +$14,926
budget: banked $1,056 debit $1,027 (97% used ≈ 1.5 wk of income) → whole cycle still +$29 cash · rolled 33 ct earn ≈ $1,930/mo while parked; 17 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$2,880/mo
vs 50% target ($4,364/mo)-34%
vs normal income ($8,727/mo)33% covered
Net income (after hedge)$2,908/mo
Downside budget
⚠ $13 is $6 below CC-SS $19.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,587
… as % of IC ($21,650)90.5%
… as % of ML ($56,650)34.6%
Recovery months (at normal income)2.2 mo
Surgical close (33 ct)$-19,454
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.32 collected) or spot ≥ $13.34 (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 $14.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.34
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
≥ $13.34
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$1,056$-23,636+$5,764+$1,023
+2.5%$13.32 (≤1σ, normal week)$-16$-23,517+$5,883-$49
+5%$13.65 (≤1σ, normal week)$-1,089$-23,399+$6,001-$1,122
SS (= V-bounce)$24.33 (6.0σ)$-36,333$-23,461+$5,939-$28,677
V-BOUNCE STRESS (stock → CC-SS $19.26, where you are whole again, by expiry)
Starting unrealized P&L: $-29,400
+ Fortress recovery (un-capped): +$27,617
− CC assignment net of premium (33 × $13): -$19,587
+ Conservative CC premium (17 × $22): +$17
Total Position P&L @ SS: $-21,353 (+$8,047 vs today)
Do-nothing baseline at SS: $-1,733 (this trade vs do-nothing: $-19,620, the opportunity cost of earning $2,880/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,953, position total $-22,639 (+$6,761 vs today)
🎯 50% normal50 × $1331 Jul11d10.9%76%40%+11pp$1,600$4,364$29,677
Sell 50 × $13 10.9% OTM over spot $11.72 31 Jul 2026 (11d, $0.33 mid)
= $1,600 credit for the 11d cycle → $4,364/mo projected
Survival (stays ≤ $13)
76%
Breach risk
24%
POP (stays ≤ $13.34)
80%
EV / mo
+$1,095
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
45% whole by 9mo vs 34% doing nothing
FIRE DRILLS
~2.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,735/mo
median; plan ~$1,180/mo after 68% keep · $12,555 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.7-4.8], 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)
40%
Flat exit net (mid-life)
-$1,905
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 50 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: $0.99/sh now → $0.70 mid-life (likely $0.75–$1.11)≈ $0 at expiry  |  you banked $0.32/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,213 simulated challenges: the $13 strike is typically first touched on day 5 of 11, at $13 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$137 Aug 202612d left+$0.29/sh+$1,451
cycle +$3,051
[+$1,099…+$1,632] · 100% credit
68%
surv 54%
-$21,658 NOT
cap gain +$7,742
Up-and-out for even (raise the cap, free)~$137 Aug 202612d left+$0.17/sh+$857
cycle +$2,457
[+$443…+$980] · 98% credit
70%
surv 58%
-$21,226 NOT
cap gain +$8,174
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202620d left+$0.21/sh+$1,066
cycle +$2,666
[+$474…+$1,214] · 96% credit
73%
surv 64%
-$19,184 NOT
cap gain +$10,216
Max even-money escape in the band~$1414 Aug 202620d left+$0.04/sh+$197
cycle +$1,797
[-$532…+$258] · 33% credit
76%
surv 69%
-$18,220 NOT
cap gain +$11,180
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 202620d left-$0.31/sh-$1,556
cycle +$44
[-$2,690…-$1,628] · 2% credit
84%
surv 81%
-$14,476 NOT
cap gain +$14,924
budget: banked $1,600 debit $1,556 (97% used ≈ 1.5 wk of income) → whole cycle still +$44 cash · rolled 50 ct earn ≈ $2,923/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$4,364/mo
vs 50% target ($4,364/mo)+0%
vs normal income ($8,727/mo)50% covered
Net income (after hedge)$4,364/mo
Downside budget
⚠ $13 is $6 below CC-SS $19.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,677
… as % of IC ($21,650)137.1%
… as % of ML ($56,650)52.4%
Recovery months (at normal income)3.4 mo
Surgical close (50 ct)$-29,475
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.32 collected) or spot ≥ $13.34 (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 $14.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.34
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
≥ $13.34
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$1,600$-23,109+$6,291+$1,550
+2.5%$13.32 (≤1σ, normal week)$-25$-23,543+$5,857-$75
+5%$13.65 (≤1σ, normal week)$-1,650$-23,977+$5,423-$1,700
SS (= V-bounce)$24.33 (6.0σ)$-55,050$-38,234-$8,834-$43,450
V-BOUNCE STRESS (stock → CC-SS $19.26, where you are whole again, by expiry)
Starting unrealized P&L: $-29,400
+ Fortress recovery (un-capped): +$27,617
− CC assignment net of premium (50 × $13): -$29,677
Total Position P&L @ SS: $-31,460 ($-2,060 vs today)
Do-nothing baseline at SS: $-1,733 (this trade vs do-nothing: $-29,727, the opportunity cost of earning $4,364/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,050, position total $-26,753 (+$2,647 vs today)
100% normal50 × $1231 Jul11d2.4%59%88%+14pp$3,200$8,727+$4,364$33,077
Sell 50 × $12 2.4% OTM over spot $11.72 31 Jul 2026 (11d, $0.66 mid)
= $3,200 credit for the 11d cycle → $8,727/mo projected
Survival (stays ≤ $12)
59%
Breach risk
41%
POP (stays ≤ $12.65)
70%
EV / mo
+$1,187
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
52% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~7.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,465/mo
median; plan ~$1,676/mo after 68% keep · $15,906 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 52% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
72%
Flat exit net (mid-life)
+$97
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.88/sh now → $0.62 mid-life (likely $0.85–$1.16)≈ $0 at expiry  |  you banked $0.64/sh, so a flat mid-life exit nets +$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,175 simulated challenges: the $12 strike is typically first touched on day 3 of 11, at $12 (overshoots $0.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$127 Aug 202612d left+$0.26/sh+$1,292
cycle +$4,492
[+$837…+$1,057] · 100% credit
68%
surv 54%
-$23,882 NOT
cap gain +$5,518
Up-and-out for even (raise the cap, free)~$127 Aug 202612d left+$0.14/sh+$699
cycle +$3,899
[+$141…+$412] · 88% credit
70%
surv 59%
-$23,448 NOT
cap gain +$5,952
Max even-money escape in the band~$1314 Aug 202620d left+$0.16/sh+$797
cycle +$3,997
[-$29…+$384] · 73% credit
73%
surv 65%
-$21,518 NOT
cap gain +$7,882
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 202620d left-$0.46/sh-$2,279
cycle +$921
[-$4,186…-$3,090]
90%
surv 89%
-$13,599 NOT
cap gain +$15,801
budget: banked $3,200 debit $2,279 (71% used ≈ 1.1 wk of income) → whole cycle still +$921 cash · rolled 50 ct earn ≈ $1,236/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$8,727/mo
vs 50% target ($4,364/mo)+100%
vs normal income ($8,727/mo)100% covered
Net income (after hedge)$8,727/mo
Downside budget
⚠ $12 is $7 below CC-SS $19.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,077
… as % of IC ($21,650)152.8%
… as % of ML ($56,650)58.4%
Recovery months (at normal income)3.8 mo
Surgical close (50 ct)$-29,475
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.64 collected) or spot ≥ $12.65 (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 $14.97 (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
$12-12.65
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
≥ $12.65
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.73 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$3,200$-25,174+$4,226+$3,150
+2.5%$12.30 (≤1σ, normal week)$1,700$-25,574+$3,826+$1,650
+5%$12.60 (≤1σ, normal week)$200$-25,975+$3,425+$150
SS (= V-bounce)$24.33 (6.0σ)$-58,450$-41,634-$12,234-$46,850
V-BOUNCE STRESS (stock → CC-SS $19.26, where you are whole again, by expiry)
Starting unrealized P&L: $-29,400
+ Fortress recovery (un-capped): +$27,617
− CC assignment net of premium (50 × $12): -$33,077
Total Position P&L @ SS: $-34,860 ($-5,460 vs today)
Do-nothing baseline at SS: $-1,733 (this trade vs do-nothing: $-33,127, the opportunity cost of earning $8,727/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$15,450, position total $-30,153 ($-753 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 (14 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 14 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: 0.733 (IBKR)  |  Recovery@SS: +$27,617 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,733

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1311d31 Jul 2026$0.3250/50$4,364$4,36476%80%+$1,095-$29,677137.1%$-31,460 (vs do-nothing $-29,727)
$12.504d24 Jul 2026$0.2128/50$4,410$4,44774%79%+$1,000-$18,32784.7%$-20,088 (vs do-nothing $-18,355)
$1318d7 Aug 2026$0.5548/50$4,400$4,40371%78%+$679-$27,386126.5%$-29,167 (vs do-nothing $-27,434)
$12.5011d31 Jul 2026$0.4635/50$4,391$4,41668%75%+$838-$22,034101.8%$-23,802 (vs do-nothing $-22,069)
$12.5018d7 Aug 2026$0.7137/50$4,378$4,40065%74%+$547-$22,368103.3%$-24,138 (vs do-nothing $-22,405)
$12.5025d14 Aug 2026$0.8842/50$4,435$4,44965%74%+$644-$24,676114.0%$-26,451 (vs do-nothing $-24,718)
$124d24 Jul 2026$0.3716/50$4,440$4,49761%71%+$598-$11,01750.9%$-12,765 (vs do-nothing $-11,033)
$1211d31 Jul 2026$0.6425/50$4,364$4,40559%70%+$593-$16,53876.4%$-18,296 (vs do-nothing $-16,563)
$1225d14 Aug 2026$1.0734/50$4,366$4,39259%71%+$523-$21,03097.1%$-22,797 (vs do-nothing $-21,064)
$1218d7 Aug 2026$0.9030/50$4,500$4,53359%71%+$598-$19,06688.1%$-20,829 (vs do-nothing $-19,096)
$11.5025d14 Aug 2026$1.2829/50$4,454$4,48953%68%+$393-$18,77986.7%$-20,540 (vs do-nothing $-18,808)
$11.5018d7 Aug 2026$1.1124/50$4,440$4,48351%68%+$405-$15,94973.7%$-17,706 (vs do-nothing $-15,973)
$11.5011d31 Jul 2026$0.8619/50$4,456$4,50849%66%+$365-$13,10160.5%$-14,853 (vs do-nothing $-13,120)
Show 1 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11.504d24 Jul 2026$0.5910/50$4,425$4,49245%64%+$248-$7,16533.1%$-8,908 (vs do-nothing $-7,175)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 50 contracts at the conservative CC.

fortress_fight.py v6.2  |  2026-07-20 22:52