FORTRESS FIGHT: MARA-LC20-1782 @ $11.71

BE SS: $24.33  |  CC-SS: $18.88  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-21 03:37

MARA-LC20-1782BBCHALF MAX @ $11.71   UNDERWATER $12.62 (51.9% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 8 days. The recommended CC (3d) 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: $18.88  |  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$8,250/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $984/mo (info only, already in marks)
Unrealized P&L$-27,900fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,125/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$8,250/mo (ATM CC, chain)
IC VELOCITY
2.6 mo to earn back $21,650
ML VELOCITY
6.9 mo to earn back $56,650
Deep drawdown confirmed: a CC at CC-SS $18.88 (probe: $18.5C 17d) brings only $265/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)
$28,559
was $27,900 · -2% earned back
Cycles closed
1
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 49 (live) · RSI 49 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 25 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.74 (+34%) · daily UBB $14.96 · 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: 38 contracts at $13 / 3d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($4,125/mo); it brings $4,180/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 38 × $12.50/3d for $8,360/mo, but breach risk rises to 22% (+10pp 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 × $13.50/3d (94% survival, $2,500/mo).
Downside anchor: the primary mortgages $21,938 (101% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 2.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 38 contracts realizes $-21,223 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 (3d) · sell 38 × $13, 88% survival, $4,180/mo (E[net] $1,800/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 · 3d38 × $1388%$4,180$1,800
NEXT FRIDAY31 Jul 2026 · 10d45 × $1377%$4,185$545

📅 THIS FRIDAY · 24 Jul 2026 · 3d · E[net] $1,800/mo 🏆 GRAND PICK

🎯 Engine pick: sell 38 × $13 (primary), 88% survival, breach 12%, $4,180/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $13.50 rung (🛡 safe yield) lifts survival to 94% (breach 12% → 6%) for $1,680/mo less (40% income) buys safety you do not really need here.
MARA  spot $11.71 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $13.5024 Jul3d15.3%94%13%+12pp$250$2,500-$1,680$26,666
Sell 50 × $13.50 15.3% OTM over spot $11.71 24 Jul 2026 (3d, $0.06 mid)
= $250 credit for the 3d cycle → $2,500/mo projected
Survival (stays ≤ $13.50)
94%
Breach risk
6%
POP (stays ≤ $13.56)
94%
EV / mo
+$1,675
📈 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
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,685/mo
median; plan ~$1,146/mo after 68% keep · $9,713 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.3-4.9], measured ONLY among the 49% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
7%
Flat exit net (mid-life)
-$2,005
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 85% POP
83% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.64/sh now → $0.45 mid-life (likely $0.40–$0.75)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 209 simulated challenges: the $14 strike is typically first touched on day 2 of 3, at $14 (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)~$1431 Jul 20268d left+$0.45/sh+$2,237
cycle +$2,487
[+$2,224…+$2,610] · 100% credit
69%
surv 53%
-$18,825 NOT
cap gain +$9,075
Up-and-out for even (raise the cap, free)~$1431 Jul 20268d left+$0.11/sh+$537
cycle +$787
[+$120…+$795] · 81% credit
76%
surv 68%
-$17,607 NOT
cap gain +$10,293
Max even-money escape in the band~$1614 Aug 202622d left+$0.14/sh+$696
cycle +$946
[+$52…+$999] · 76% credit
83%
surv 80%
-$10,109 NOT
cap gain +$17,791
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 202622d left-$0.01/sh-$31
cycle +$219
[-$858…+$258] · 45% credit
85%
surv 83%
-$9,000 NOT
cap gain +$18,900
budget: banked $250 debit $31 (12% used ≈ 0.1 wk of income) → whole cycle still +$219 cash · rolled 50 ct earn ≈ $3,034/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$2,500/mo
vs 50% target ($4,125/mo)-39%
vs normal income ($8,250/mo)30% covered
Net income (after hedge)$2,500/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,666
… as % of IC ($21,650)123.2%
… as % of ML ($56,650)47.1%
Recovery months (at normal income)3.2 mo
Surgical close (50 ct)$-27,950
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 $0.05 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 $14.96 (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 (1.7σ)$250$-21,062+$6,838+$200
+2.5%$13.84 (2.0σ)$-1,437$-21,511+$6,389-$1,487
+5%$14.18 (2.3σ)$-3,125$-21,960+$5,940-$3,175
SS (= V-bounce)$24.33 (11.9σ)$-53,900$-35,466-$7,566-$37,300
V-BOUNCE STRESS (stock → CC-SS $18.88, where you are whole again, by expiry)
Starting unrealized P&L: $-27,900
+ Fortress recovery (un-capped): +$26,344
− CC assignment net of premium (50 × $13.50): -$26,666
Total Position P&L @ SS: $-28,222 ($-322 vs today)
Do-nothing baseline at SS: $-1,506 (this trade vs do-nothing: $-26,716, the opportunity cost of earning $2,500/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,950, position total $-24,042 (+$3,858 vs today)
33% normal25 × $1324 Jul3d11.1%88%25%+7pp$275$2,750-$1,430$14,433
Sell 25 × $13 11.1% OTM over spot $11.71 24 Jul 2026 (3d, $0.11 mid)
= $275 credit for the 3d cycle → $2,750/mo projected
Survival (stays ≤ $13)
88%
Breach risk
12%
POP (stays ≤ $13.12)
90%
EV / mo
+$1,705
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
43% whole by 9mo vs 36% doing nothing
FIRE DRILLS
~3.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,643/mo
median; plan ~$1,117/mo after 68% keep · $10,579 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.5-4.8], measured ONLY among the 43% 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)
17%
Flat exit net (mid-life)
-$790
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 25 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.60/sh now → $0.43 mid-life (likely $0.42–$0.76)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 500 simulated challenges: the $13 strike is typically first touched on day 2 of 3, 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 (25 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1331 Jul 20268d left+$0.42/sh+$1,053
cycle +$1,328
[+$943…+$1,194] · 100% credit
69%
surv 53%
-$21,795 NOT
cap gain +$6,105
Up-and-out for even (raise the cap, free)~$1431 Jul 20268d left+$0.08/sh+$210
cycle +$485
[-$79…+$295] · 67% credit
77%
surv 68%
-$19,719 NOT
cap gain +$8,181
Max even-money escape in the band~$1614 Aug 202622d left+$0.10/sh+$245
cycle +$520
[-$190…+$332] · 63% credit
84%
surv 81%
-$12,344 NOT
cap gain +$15,556
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 202622d left-$0.11/sh-$270
cycle +$5
[-$852…-$212] · 7% credit
88%
surv 86%
-$9,190 NOT
cap gain +$18,710
budget: banked $275 debit $270 (98% used ≈ 0.4 wk of income) → whole cycle still +$5 cash · rolled 25 ct earn ≈ $1,084/mo while parked; 25 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$2,750/mo
vs 50% target ($4,125/mo)-33%
vs normal income ($8,250/mo)33% covered
Net income (after hedge)$2,825/mo
Downside budget
⚠ $13 is $6 below CC-SS $18.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,433
… as % of IC ($21,650)66.7%
… as % of ML ($56,650)25.5%
Recovery months (at normal income)1.7 mo
Surgical close (25 ct)$-13,962
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 $14.96 (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 (1.2σ)$275$-22,847+$5,053+$250
+2.5%$13.32 (1.5σ)$-537$-22,467+$5,433-$562
+5%$13.65 (1.8σ)$-1,350$-22,087+$5,813-$1,375
SS (= V-bounce)$24.33 (11.9σ)$-28,050$-17,916+$9,984-$19,750
V-BOUNCE STRESS (stock → CC-SS $18.88, where you are whole again, by expiry)
Starting unrealized P&L: $-27,900
+ Fortress recovery (un-capped): +$26,344
− CC assignment net of premium (25 × $13): -$14,433
+ Conservative CC premium (25 × $21): +$25
Total Position P&L @ SS: $-15,964 (+$11,936 vs today)
Do-nothing baseline at SS: $-1,506 (this trade vs do-nothing: $-14,458, the opportunity cost of earning $2,750/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$6,575, position total $-19,642 (+$8,258 vs today)
🎯 50% normal38 × $1324 Jul3d11.1%88%15%+13pp$418$4,180$21,938
Sell 38 × $13 11.1% OTM over spot $11.71 24 Jul 2026 (3d, $0.11 mid)
= $418 credit for the 3d cycle → $4,180/mo projected
Survival (stays ≤ $13)
88%
Breach risk
12%
POP (stays ≤ $13.12)
90%
EV / mo
+$2,592
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
54% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~3.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,503/mo
median; plan ~$1,702/mo after 68% keep · $14,876 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.6-4.6], measured ONLY among the 54% 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)
-$1,201
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 38 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.60/sh now → $0.43 mid-life (likely $0.40–$0.80)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 441 simulated challenges: the $13 strike is typically first touched on day 2 of 3, 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 (38 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1331 Jul 20268d left+$0.42/sh+$1,600
cycle +$2,018
[+$1,425…+$1,800] · 100% credit
69%
surv 53%
-$21,117 NOT
cap gain +$6,783
Up-and-out for even (raise the cap, free)~$1431 Jul 20268d left+$0.08/sh+$320
cycle +$738
[-$135…+$478] · 69% credit
77%
surv 68%
-$19,480 NOT
cap gain +$8,420
Max even-money escape in the band~$1614 Aug 202622d left+$0.10/sh+$373
cycle +$791
[-$335…+$546] · 61% credit
84%
surv 81%
-$12,087 NOT
cap gain +$15,813
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 202622d left-$0.11/sh-$410
cycle +$8
[-$1,343…-$265] · 7% credit
88%
surv 86%
-$9,200 NOT
cap gain +$18,700
budget: banked $418 debit $410 (98% used ≈ 0.4 wk of income) → whole cycle still +$8 cash · rolled 38 ct earn ≈ $1,648/mo while parked; 12 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$4,180/mo
vs 50% target ($4,125/mo)+1%
vs normal income ($8,250/mo)51% covered
Net income (after hedge)$4,216/mo
Downside budget
⚠ $13 is $6 below CC-SS $18.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,938
… as % of IC ($21,650)101.3%
… as % of ML ($56,650)38.7%
Recovery months (at normal income)2.7 mo
Surgical close (38 ct)$-21,223
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 $14.96 (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 (1.2σ)$418$-22,717+$5,183+$380
+2.5%$13.32 (1.5σ)$-817$-22,760+$5,140-$855
+5%$13.65 (1.8σ)$-2,052$-22,802+$5,098-$2,090
SS (= V-bounce)$24.33 (11.9σ)$-42,636$-28,186-$286-$30,020
V-BOUNCE STRESS (stock → CC-SS $18.88, where you are whole again, by expiry)
Starting unrealized P&L: $-27,900
+ Fortress recovery (un-capped): +$26,344
− CC assignment net of premium (38 × $13): -$21,938
+ Conservative CC premium (12 × $21): +$12
Total Position P&L @ SS: $-23,482 (+$4,418 vs today)
Do-nothing baseline at SS: $-1,506 (this trade vs do-nothing: $-21,976, the opportunity cost of earning $4,180/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,994, position total $-23,074 (+$4,826 vs today)
100% normal38 × $12.5024 Jul3d6.8%78%46%+16pp$836$8,360+$4,180$23,420
Sell 38 × $12.50 6.8% OTM over spot $11.71 24 Jul 2026 (3d, $0.23 mid)
= $836 credit for the 3d cycle → $8,360/mo projected
Survival (stays ≤ $12.50)
78%
Breach risk
22%
POP (stays ≤ $12.72)
83%
EV / mo
+$4,313
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+16pp
57% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~5.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,661/mo
median; plan ~$2,489/mo after 68% keep · $21,128 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.4-4.5], measured ONLY among the 57% 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)
29%
Flat exit net (mid-life)
-$690
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 38 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.57/sh now → $0.40 mid-life (likely $0.45–$0.80)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 879 simulated challenges: the $12 strike is typically first touched on day 2 of 3, 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 (38 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 20268d left+$0.40/sh+$1,503
cycle +$2,339
[+$1,281…+$1,674] · 100% credit
69%
surv 53%
-$22,631 NOT
cap gain +$5,269
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202622d left+$0.25/sh+$945
cycle +$1,781
[+$297…+$1,010] · 86% credit
79%
surv 74%
-$16,601 NOT
cap gain +$11,299
Up-and-out for even (raise the cap, free)~$1331 Jul 20268d left+$0.06/sh+$235
cycle +$1,071
[-$302…+$278] · 51% credit
77%
surv 69%
-$20,982 NOT
cap gain +$6,918
Max even-money escape in the band~$1514 Aug 202622d left+$0.06/sh+$228
cycle +$1,064
[-$587…+$230] · 39% credit
85%
surv 82%
-$13,649 NOT
cap gain +$14,251
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 202622d left-$0.17/sh-$658
cycle +$178
[-$1,773…-$747]
90%
surv 89%
-$9,030 NOT
cap gain +$18,870
budget: banked $836 debit $658 (79% used ≈ 0.3 wk of income) → whole cycle still +$178 cash · rolled 38 ct earn ≈ $1,184/mo while parked; 12 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$8,360/mo
vs 50% target ($4,125/mo)+103%
vs normal income ($8,250/mo)101% covered
Net income (after hedge)$8,396/mo
Downside budget
⚠ $12.50 is $6 below CC-SS $18.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,420
… as % of IC ($21,650)108.2%
… as % of ML ($56,650)41.3%
Recovery months (at normal income)2.8 mo
Surgical close (38 ct)$-21,223
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.22 collected) or spot ≥ $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 $14.96 (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)$836$-24,134+$3,766+$798
+2.5%$12.81 (1.0σ)$-351$-24,175+$3,725-$389
+5%$13.12 (1.3σ)$-1,539$-24,216+$3,684-$1,577
SS (= V-bounce)$24.33 (11.9σ)$-44,118$-29,668-$1,768-$31,502
V-BOUNCE STRESS (stock → CC-SS $18.88, where you are whole again, by expiry)
Starting unrealized P&L: $-27,900
+ Fortress recovery (un-capped): +$26,344
− CC assignment net of premium (38 × $12.50): -$23,420
+ Conservative CC premium (12 × $21): +$12
Total Position P&L @ SS: $-24,964 (+$2,936 vs today)
Do-nothing baseline at SS: $-1,506 (this trade vs do-nothing: $-23,458, the opportunity cost of earning $8,360/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,476, position total $-24,556 (+$3,344 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 · 10d · E[net] $545/mo

🎯 Engine pick: sell 45 × $13 (primary), 77% survival, breach 23%, $4,185/mo.
⚖️ Worth a safer step: the $13.50 rung (33% normal) lifts survival to 84% (breach 23% → 16%) for $1,413/mo less (34% 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 $13.50 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $11.71 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $14.5031 Jul10d23.9%92%17%+4pp$500$1,500-$2,685$21,416
Sell 50 × $14.50 23.9% OTM over spot $11.71 31 Jul 2026 (10d, $0.11 mid)
= $500 credit for the 10d cycle → $1,500/mo projected
Survival (stays ≤ $14.50)
92%
Breach risk
8%
POP (stays ≤ $14.61)
92%
EV / mo
+$769
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
45% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$936/mo
median; plan ~$637/mo after 68% keep · $6,157 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.6-5.2], 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)
11%
Flat exit net (mid-life)
-$3,620
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$16 @ 78% POP
72% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.16/sh now → $0.82 mid-life (likely $0.68–$1.08)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 327 simulated challenges: the $14 strike is typically first touched on day 7 of 10, at $15 (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)~$147 Aug 202612d left+$0.40/sh+$1,997
cycle +$2,497
[+$1,943…+$2,690] · 100% credit
69%
surv 54%
-$15,145 NOT
cap gain +$12,755
Max even-money escape in the band~$1614 Aug 202619d left+$0.20/sh+$983
cycle +$1,483
[+$682…+$1,707] · 94% credit
76%
surv 68%
-$11,407 NOT
cap gain +$16,493
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+$0.05/sh+$246
cycle +$746
[-$56…+$751] · 72% credit
74%
surv 64%
-$13,979 NOT
cap gain +$13,921
Safety roll (pay small debit, max POP)~$1614 Aug 202619d left-$0.00/sh-$12
cycle +$488
[-$455…+$625] · 51% credit
78%
surv 72%
-$10,567 NOT
cap gain +$17,333
budget: banked $500 debit $12 (2% used ≈ 0.0 wk of income) → whole cycle still +$488 cash · rolled 50 ct earn ≈ $6,486/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$1,500/mo
vs 50% target ($4,125/mo)-64%
vs normal income ($8,250/mo)18% covered
Net income (after hedge)$1,500/mo
Downside budget
⚠ $14.50 is $4 below CC-SS $18.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,416
… as % of IC ($21,650)98.9%
… as % of ML ($56,650)37.8%
Recovery months (at normal income)2.6 mo
Surgical close (50 ct)$-27,950
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 ≥ $14.61 (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 $14.96 (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
$14-14.61
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
≥ $14.61
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 (1.4σ)$500$-17,142+$10,758+$450
+2.5%$14.86 (1.6σ)$-1,312$-17,624+$10,276-$1,362
+5%$15.23 (1.8σ)$-3,125$-18,107+$9,793-$3,175
SS (= V-bounce)$24.33 (6.5σ)$-48,650$-30,216-$2,316-$32,050
V-BOUNCE STRESS (stock → CC-SS $18.88, where you are whole again, by expiry)
Starting unrealized P&L: $-27,900
+ Fortress recovery (un-capped): +$26,344
− CC assignment net of premium (50 × $14.50): -$21,416
Total Position P&L @ SS: $-22,972 (+$4,928 vs today)
Do-nothing baseline at SS: $-1,506 (this trade vs do-nothing: $-21,466, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$5,700, position total $-18,792 (+$9,108 vs today)
33% normal ← lean44 × $13.5031 Jul10d15.3%84%34%+10pp$924$2,772-$1,413$22,762
Sell 44 × $13.50 15.3% OTM over spot $11.71 31 Jul 2026 (10d, $0.22 mid)
= $924 credit for the 10d cycle → $2,772/mo projected
Survival (stays ≤ $13.50)
84%
Breach risk
16%
POP (stays ≤ $13.72)
86%
EV / mo
+$1,134
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
50% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,449/mo
median; plan ~$985/mo after 68% keep · $9,350 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.6-5.1], 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)
25%
Flat exit net (mid-life)
-$2,316
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$16 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 44 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.04/sh now → $0.74 mid-life (likely $0.69–$1.10)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 755 simulated challenges: the $14 strike is typically first touched on day 6 of 10, at $14 (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 (44 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+$0.36/sh+$1,581
cycle +$2,505
[+$1,349…+$1,891] · 100% credit
69%
surv 54%
-$18,801 NOT
cap gain +$9,099
Max even-money escape in the band~$1514 Aug 202619d left+$0.13/sh+$579
cycle +$1,503
[+$71…+$880] · 79% credit
77%
surv 69%
-$15,051 NOT
cap gain +$12,849
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)~$147 Aug 202612d left+$0.01/sh+$62
cycle +$986
[-$367…+$248] · 41% credit
74%
surv 65%
-$17,403 NOT
cap gain +$10,497
Safety roll (pay small debit, max POP)~$1614 Aug 202619d left-$0.18/sh-$809
cycle +$115
[-$1,578…-$613] · 10% credit
81%
surv 77%
-$12,769 NOT
cap gain +$15,131
budget: banked $924 debit $809 (88% used ≈ 1.3 wk of income) → whole cycle still +$115 cash · rolled 44 ct earn ≈ $3,839/mo while parked; 6 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$2,772/mo
vs 50% target ($4,125/mo)-33%
vs normal income ($8,250/mo)34% covered
Net income (after hedge)$2,790/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,762
… as % of IC ($21,650)105.1%
… as % of ML ($56,650)40.2%
Recovery months (at normal income)2.8 mo
Surgical close (44 ct)$-24,618
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 ≥ $13.72 (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 $14.96 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.72
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
≥ $13.72
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$13.50 (≤1σ, normal week)$924$-20,382+$7,518+$880
+2.5%$13.84 (1.1σ)$-561$-20,629+$7,271-$605
+5%$14.18 (1.3σ)$-2,046$-20,875+$7,025-$2,090
SS (= V-bounce)$24.33 (6.5σ)$-46,728$-30,286-$2,386-$32,120
V-BOUNCE STRESS (stock → CC-SS $18.88, where you are whole again, by expiry)
Starting unrealized P&L: $-27,900
+ Fortress recovery (un-capped): +$26,344
− CC assignment net of premium (44 × $13.50): -$22,762
+ Conservative CC premium (6 × $21): +$6
Total Position P&L @ SS: $-24,312 (+$3,588 vs today)
Do-nothing baseline at SS: $-1,506 (this trade vs do-nothing: $-22,806, the opportunity cost of earning $2,772/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,932, position total $-22,018 (+$5,882 vs today)
🎯 50% normal45 × $1331 Jul10d11.1%77%39%+10pp$1,395$4,185$25,079
Sell 45 × $13 11.1% OTM over spot $11.71 31 Jul 2026 (10d, $0.33 mid)
= $1,395 credit for the 10d cycle → $4,185/mo projected
Survival (stays ≤ $13)
77%
Breach risk
23%
POP (stays ≤ $13.33)
82%
EV / mo
+$1,492
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
51% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~2.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,830/mo
median; plan ~$1,244/mo after 68% keep · $11,733 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.4 mo [1.8-5.4], measured ONLY among the 51% 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)
39%
Flat exit net (mid-life)
-$1,730
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 45 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.98/sh now → $0.69 mid-life (likely $0.72–$1.11)≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,165 simulated challenges: the $13 strike is typically first touched on day 5 of 10, 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 (45 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+$0.34/sh+$1,530
cycle +$2,925
[+$1,228…+$1,777] · 100% credit
69%
surv 54%
-$20,218 NOT
cap gain +$7,682
Up-and-out for even (raise the cap, free)~$137 Aug 202612d left+$0.21/sh+$940
cycle +$2,335
[+$578…+$1,116] · 99% credit
71%
surv 58%
-$19,725 NOT
cap gain +$8,175
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202619d left+$0.25/sh+$1,144
cycle +$2,539
[+$602…+$1,347] · 97% credit
74%
surv 64%
-$17,686 NOT
cap gain +$10,214
Max even-money escape in the band~$1414 Aug 202619d left+$0.10/sh+$455
cycle +$1,850
[-$176…+$598] · 59% credit
77%
surv 70%
-$16,540 NOT
cap gain +$11,360
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 202619d left-$0.26/sh-$1,184
cycle +$211
[-$2,187…-$1,208] · 3% credit
85%
surv 82%
-$12,673 NOT
cap gain +$15,227
budget: banked $1,395 debit $1,184 (85% used ≈ 1.2 wk of income) → whole cycle still +$211 cash · rolled 45 ct earn ≈ $3,064/mo while parked; 5 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,185/mo
vs 50% target ($4,125/mo)+1%
vs normal income ($8,250/mo)51% covered
Net income (after hedge)$4,200/mo
Downside budget
⚠ $13 is $6 below CC-SS $18.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,079
… as % of IC ($21,650)115.8%
… as % of ML ($56,650)44.3%
Recovery months (at normal income)3.0 mo
Surgical close (45 ct)$-25,200
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 $0.31 collected) or spot ≥ $13.33 (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 $14.96 (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
$13-13.33
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
≥ $13.33
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)$1,395$-21,747+$6,153+$1,350
+2.5%$13.32 (≤1σ, normal week)$-67$-22,017+$5,883-$112
+5%$13.65 (1.0σ)$-1,530$-22,287+$5,613-$1,575
SS (= V-bounce)$24.33 (6.5σ)$-49,590$-32,816-$4,916-$34,650
V-BOUNCE STRESS (stock → CC-SS $18.88, where you are whole again, by expiry)
Starting unrealized P&L: $-27,900
+ Fortress recovery (un-capped): +$26,344
− CC assignment net of premium (45 × $13): -$25,079
+ Conservative CC premium (5 × $21): +$5
Total Position P&L @ SS: $-26,630 (+$1,270 vs today)
Do-nothing baseline at SS: $-1,506 (this trade vs do-nothing: $-25,124, the opportunity cost of earning $4,185/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,935, position total $-24,022 (+$3,878 vs today)
100% normal43 × $1231 Jul10d2.5%59%86%+14pp$2,752$8,256+$4,071$26,845
Sell 43 × $12 2.5% OTM over spot $11.71 31 Jul 2026 (10d, $0.67 mid)
= $2,752 credit for the 10d cycle → $8,256/mo projected
Survival (stays ≤ $12)
59%
Breach risk
41%
POP (stays ≤ $12.67)
72%
EV / mo
+$1,967
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
48% whole by 9mo vs 34% doing nothing
FIRE DRILLS
~7.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,380/mo
median; plan ~$1,619/mo after 68% keep · $16,185 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.8-5.0], 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)
71%
Flat exit net (mid-life)
+$113
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 43 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.87/sh now → $0.61 mid-life (likely $0.83–$1.14)≈ $0 at expiry  |  you banked $0.64/sh, so a flat mid-life exit nets +$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,128 simulated challenges: the $12 strike is typically first touched on day 3 of 10, at $12 (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 (43 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+$0.30/sh+$1,301
cycle +$4,053
[+$930…+$1,123] · 100% credit
69%
surv 54%
-$22,758 NOT
cap gain +$5,142
Up-and-out for even (raise the cap, free)~$127 Aug 202612d left+$0.17/sh+$736
cycle +$3,488
[+$285…+$522] · 95% credit
71%
surv 59%
-$22,240 NOT
cap gain +$5,660
Reliable up-and-out (highest cap still free ≥60%)~$1314 Aug 202619d left+$0.19/sh+$829
cycle +$3,581
[+$138…+$501] · 84% credit
74%
surv 65%
-$20,311 NOT
cap gain +$7,589
Max even-money escape in the band~$1314 Aug 202619d left+$0.04/sh+$189
cycle +$2,941
[-$632…-$184] · 16% credit
78%
surv 71%
-$19,117 NOT
cap gain +$8,783
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 202619d left-$0.44/sh-$1,878
cycle +$874
[-$3,485…-$2,531]
91%
surv 90%
-$12,009 NOT
cap gain +$15,891
budget: banked $2,752 debit $1,878 (68% used ≈ 1.0 wk of income) → whole cycle still +$874 cash · rolled 43 ct earn ≈ $1,201/mo while parked; 7 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$8,256/mo
vs 50% target ($4,125/mo)+100%
vs normal income ($8,250/mo)100% covered
Net income (after hedge)$8,277/mo
Downside budget
⚠ $12 is $7 below CC-SS $18.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,845
… as % of IC ($21,650)124.0%
… as % of ML ($56,650)47.4%
Recovery months (at normal income)3.3 mo
Surgical close (43 ct)$-24,123
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 ≥ $12.67 (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 $14.96 (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
$12-12.67
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
≥ $12.67
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)$2,752$-24,058+$3,842+$2,709
+2.5%$12.30 (≤1σ, normal week)$1,462$-24,247+$3,653+$1,419
+5%$12.60 (≤1σ, normal week)$172$-24,436+$3,464+$129
SS (= V-bounce)$24.33 (6.5σ)$-50,267$-34,157-$6,257-$35,991
V-BOUNCE STRESS (stock → CC-SS $18.88, where you are whole again, by expiry)
Starting unrealized P&L: $-27,900
+ Fortress recovery (un-capped): +$26,344
− CC assignment net of premium (43 × $12): -$26,845
+ Conservative CC premium (7 × $21): +$7
Total Position P&L @ SS: $-28,395 ($-495 vs today)
Do-nothing baseline at SS: $-1,506 (this trade vs do-nothing: $-26,888, the opportunity cost of earning $8,256/mo FIGHT income now)
BB-reversion stress (→ $15.74 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,330, position total $-26,415 (+$1,485 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 (16 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 16 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: 0.734 (IBKR)  |  Recovery@SS: +$26,344 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,506

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$133d24 Jul 2026$0.1138/50$4,180$4,21688%90%+$2,592-$21,938101.3%$-23,482 (vs do-nothing $-21,976)
$12.503d24 Jul 2026$0.2219/50$4,180$4,27378%83%+$2,157-$11,71054.1%$-13,235 (vs do-nothing $-11,729)
$1310d31 Jul 2026$0.3145/50$4,185$4,20077%82%+$1,492-$25,079115.8%$-26,630 (vs do-nothing $-25,124)
$1317d7 Aug 2026$0.5543/50$4,174$4,19572%79%+$1,161-$22,932105.9%$-24,482 (vs do-nothing $-22,975)
$1324d14 Aug 2026$0.7544/50$4,125$4,14370%78%+$1,079-$22,586104.3%$-24,136 (vs do-nothing $-22,630)
$12.5010d31 Jul 2026$0.4531/50$4,185$4,24269%77%+$1,244-$18,39385.0%$-19,930 (vs do-nothing $-18,424)
$12.5017d7 Aug 2026$0.7133/50$4,135$4,18666%75%+$990-$18,72186.5%$-20,261 (vs do-nothing $-18,754)
$12.5024d14 Aug 2026$0.9037/50$4,162$4,20265%75%+$906-$20,28793.7%$-21,831 (vs do-nothing $-20,324)
$123d24 Jul 2026$0.3811/50$4,180$4,29762%75%+$1,498-$7,15333.0%$-8,671 (vs do-nothing $-7,164)
$1210d31 Jul 2026$0.6422/50$4,224$4,30859%72%+$1,006-$13,73563.4%$-15,263 (vs do-nothing $-13,757)
$1224d14 Aug 2026$1.1130/50$4,163$4,22359%72%+$832-$17,31980.0%$-18,856 (vs do-nothing $-17,349)
$1217d7 Aug 2026$0.9226/50$4,221$4,29359%72%+$900-$15,50471.6%$-17,036 (vs do-nothing $-15,530)
$11.5024d14 Aug 2026$1.3325/50$4,156$4,23152%69%+$684-$15,13369.9%$-16,664 (vs do-nothing $-15,158)
Show 3 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11.5017d7 Aug 2026$1.1421/50$4,225$4,31251%68%+$690-$13,11160.6%$-14,638 (vs do-nothing $-13,132)
$11.5010d31 Jul 2026$0.8816/50$4,224$4,32649%68%+$751-$10,40548.1%$-11,927 (vs do-nothing $-10,421)
$11.503d24 Jul 2026$0.627/50$4,340$4,46944%67%+$979-$4,73421.9%$-6,248 (vs do-nothing $-4,741)

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  |  2026-07-21 03:37