FORTRESS FIGHT: MARA-LC40 @ $10.23

BE SS: $40.55  |  CC-SS: $15.26  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-20 21:37

MARA-LC40 @ $10.23   UNDERWATER $30.32 (74.8% below BE SS)

200 contracts (20,000 sh)  |  BE SS: $40.55  |  CC-SS: $15.26 (banked floor $15.00)  |  IV: HIGH  |  Accounts: Main:1299

LC: $40 exp 2027-01-15 (entry $0.557/sh)

Economics

Max Loss$11,000(ND $0.55 + SW $0) x 20000
Normal income ref$23,600/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-8,500fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$11,800/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$23,600/mo (ATM CC, chain)
IC VELOCITY
0.5 mo to earn back $11,000
ML VELOCITY
0.5 mo to earn back $11,000
Deep drawdown confirmed: a CC at CC-SS $15.26 (probe: $15C 15d) brings only $400/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-16; 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 2026-07-16
$714
Hole (after banked)
$7,786
was $8,500 · 8% earned back
Cycles closed
1
Credit in flight
$1,292
CC-SS · banked floor (info)
$15.26 → $15.00
Open legAcctCredit/shIn flightOpened
200x $11.5C 21 Aug 2026U10001299$0.06$1,2922026-08-18
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 21 (live) · RSI 44 · MACD bearish, hist falling
DAILYMIXED (provisional) · RSI 45 · %B 46 · hist rising (nightly)
LEVELS20W MA (bounce target) $12.08 (+18%) · daily UBB $12.30 · 1-wk expected move ±$1 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-11-04: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 186 contracts at $11.50 / 8d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($11,800/mo); it brings $11,858/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 144 × $10.50/8d for $23,760/mo, but breach risk rises to 40% (+22pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 200 × $15.50/22d (97% survival, $273/mo).
Downside anchor: the primary mortgages $66,822 (607% of IC) ONLY on a full V-bounce all the way to SS $41, recoverable in 2.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 186 contracts realizes $-8,184 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 200 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 28 Aug 2026 (8d) · sell 186 × $11.50, 82% survival, $11,858/mo (E[net] $762/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆28 Aug 2026 · 8d186 × $11.5082%$11,858$762
E[net] arithmetic on the grand pick: keep $3,162 with probability 72%; on the 28% touch you roll, paying $9,489 to close and taking $1,904 back from the best priced door (net cash $7,585) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 28 Aug 2026 · 8d · E[net] $762/mo 🏆 GRAND PICK

🎯 Engine pick: sell 186 × $11.50 (50% normal), 82% survival, breach 18%, $11,858/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $12.50 rung (🛡 safe yield) lifts survival to 92% (breach 18% → 8%) for $8,108/mo less (68% income) buys safety you do not really need here.
MARA  spot $10.23 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $12.5028 Aug8d22.2%92%hist 97%16%hist 10%+46pp$1,000$3,750-$8,108$54,251
Sell 200 × $12.50 22.2% OTM over spot $10.23 28 Aug 2026 (8d, $0.07 mid)
= $1,000 credit for the 8d cycle → $3,750/mo projected
Survival (stays ≤ $12.50)
92%
Breach risk
8%
POP (stays ≤ $12.57)
93%
EV / mo
+$1,236
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+46pp
90% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,692/mo
median; plan ~$1,830/mo after 68% keep · $7,358 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.4-3.9], measured ONLY among the 90% 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)
8%
Flat exit net (mid-life)
-$10,655
Free roll-up
+$0/wk
Safest escape (by 11 Sep 2026)
$14 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 200 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.82/sh now → $0.58 mid-life (likely $0.46–$0.84)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 248 simulated challenges: the $12 strike is typically first touched on day 6 of 8, at $13 (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 (200 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$134 Sep 202611d left+$0.13/sh+$2,647
cycle +$3,647
[+$2,072…+$5,030] · 97% credit
70%
surv 58%
-$2,313 NOT
cap gain +$6,187
Max even-money escape in the band~$1311 Sep 202618d left+$0.16/sh+$3,187
cycle +$4,187
[+$2,479…+$5,976] · 96% credit
74%
surv 65%
-$1,273 NOT
cap gain +$7,227
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$124 Sep 202611d left+$0.11/sh+$2,264
cycle +$3,264
[+$1,395…+$4,791] · 91% credit
66%
surv 53%
-$2,966 NOT
cap gain +$5,534
Safety roll (pay small debit, max POP)~$1411 Sep 202618d left-$0.03/sh-$546
cycle +$454
[-$1,998…+$1,776] · 45% credit
77%
surv 71%
-$4,506 NOT
cap gain +$3,994
budget: banked $1,000 debit $546 (55% used ≈ 0.6 wk of income) → whole cycle still +$454 cash · rolled 200 ct earn ≈ $18,515/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$3,750/mo
vs 50% target ($11,800/mo)-68%
vs normal income ($23,600/mo)16% covered
Net income (after hedge)$3,750/mo
Downside budget
⚠ $12.50 is $3 below CC-SS $15.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$54,251
… as % of IC ($11,000)493.2%
… as % of ML ($11,000)493.2%
Recovery months (at normal income)2.3 mo
Surgical close (200 ct)$-8,900
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 ≥ $12.57 (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 $12.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.57
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
≥ $12.57
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 0.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (1.7σ)$1,000$-5,230+$3,270+$800
+2.5%$12.81 (2.0σ)$-5,250$-11,167-$2,667-$5,450
+5%$13.12 (2.2σ)$-11,500$-17,105-$8,605-$11,700
SS (= V-bounce)$40.55 (23.0σ)$-560,000$-538,180-$529,680-$49,200
V-BOUNCE STRESS (stock → CC-SS $15.26, where you are whole again, by expiry)
Starting unrealized P&L: $-8,500
+ Fortress recovery (un-capped): +$5,033
− CC assignment net of premium (200 × $12.50): -$54,251
Total Position P&L @ SS: $-57,719 ($-49,219 vs today)
Do-nothing baseline at SS: $-8,519 (this trade vs do-nothing: $-49,200, the opportunity cost of earning $3,750/mo FIGHT income now)
BB-reversion stress (→ $12.08 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-6,650 (+$1,850 vs today)
33% normal123 × $11.5028 Aug8d12.4%82%hist 87%37%hist 30%+60pp$2,091$7,841-$4,016$44,189
Sell 123 × $11.50 12.4% OTM over spot $10.23 28 Aug 2026 (8d, $0.18 mid)
= $2,091 credit for the 8d cycle → $7,841/mo projected
Survival (stays ≤ $11.50)
82%
Breach risk
18%
POP (stays ≤ $11.69)
85%
EV / mo
+$2,978
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+60pp
100% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,130/mo
median; plan ~$4,169/mo after 68% keep · $9,269 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [1.0-1.9], measured ONLY among the 100% 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)
26%
Flat exit net (mid-life)
-$4,184
Free roll-up
+$0/wk
Safest escape (by 11 Sep 2026)
$13 @ 78% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 123 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.72/sh now → $0.51 mid-life (likely $0.51–$0.82)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 795 simulated challenges: the $12 strike is typically first touched on day 5 of 8, at $12 (overshoots $0.34). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (123 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$124 Sep 202611d left+$0.10/sh+$1,242
cycle +$3,333
[+$319…+$1,663] · 85% credit
70%
surv 59%
-$3,550 NOT
cap gain +$4,950
Max even-money escape in the band~$1211 Sep 202618d left+$0.10/sh+$1,259
cycle +$3,350
[+$34…+$1,769] · 77% credit
75%
surv 66%
-$3,033 NOT
cap gain +$5,467
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$124 Sep 202611d left+$0.10/sh+$1,210
cycle +$3,301
[+$29…+$1,683] · 76% credit
66%
surv 53%
-$3,852 NOT
cap gain +$4,648
Safety roll (pay small debit, max POP)~$1311 Sep 202618d left-$0.07/sh-$845
cycle +$1,246
[-$2,548…-$476] · 19% credit
78%
surv 73%
-$4,637 NOT
cap gain +$3,863
budget: banked $2,091 debit $845 (40% used ≈ 0.5 wk of income) → whole cycle still +$1,246 cash · rolled 123 ct earn ≈ $9,050/mo while parked; 77 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$7,841/mo
vs 50% target ($11,800/mo)-34%
vs normal income ($23,600/mo)33% covered
Net income (after hedge)$7,995/mo
Downside budget
⚠ $11.50 is $4 below CC-SS $15.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,189
… as % of IC ($11,000)401.7%
… as % of ML ($11,000)401.7%
Recovery months (at normal income)1.9 mo
Surgical close (123 ct)$-5,412
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $11.69 (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 $12.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $11.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$11-11.69
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $11.69
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 0.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.50 (≤1σ, normal week)$2,091$-5,062+$3,438+$1,968
+2.5%$11.79 (1.2σ)$-1,445$-8,311+$189-$1,568
+5%$12.08 (1.4σ)$-4,982$-11,560-$3,060-$5,105
SS (= V-bounce)$40.55 (23.0σ)$-355,224$-530,062-$521,562-$41,082
V-BOUNCE STRESS (stock → CC-SS $15.26, where you are whole again, by expiry)
Starting unrealized P&L: $-8,500
+ Fortress recovery (un-capped): +$5,033
− CC assignment net of premium (123 × $11.50): -$44,189
− Conservative CC assignment net of premium (77 × $15): -$1,945
Total Position P&L @ SS: $-49,601 ($-41,101 vs today)
Do-nothing baseline at SS: $-8,519 (this trade vs do-nothing: $-41,082, the opportunity cost of earning $7,841/mo FIGHT income now)
BB-reversion stress (→ $12.08 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,043, position total $-11,616 ($-3,116 vs today)
🎯 50% normal186 × $11.5028 Aug8d12.4%82%hist 87%37%hist 30%+56pp$3,162$11,858$66,822
Sell 186 × $11.50 12.4% OTM over spot $10.23 28 Aug 2026 (8d, $0.18 mid)
= $3,162 credit for the 8d cycle → $11,858/mo projected
Survival (stays ≤ $11.50)
82%
Breach risk
18%
POP (stays ≤ $11.69)
85%
EV / mo
+$4,504
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+56pp
100% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10,275/mo
median; plan ~$6,987/mo after 68% keep · $9,268 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.7-1.2], measured ONLY among the 100% 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)
28%
Flat exit net (mid-life)
-$6,327
Free roll-up
+$0/wk
Safest escape (by 11 Sep 2026)
$13 @ 78% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 186 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.72/sh now → $0.51 mid-life (likely $0.51–$0.79)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 826 simulated challenges: the $12 strike is typically first touched on day 5 of 8, at $12 (overshoots $0.32). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (186 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$124 Sep 202611d left+$0.10/sh+$1,878
cycle +$5,040
[+$694…+$2,720] · 89% credit
70%
surv 59%
-$1,906 NOT
cap gain +$6,594
Max even-money escape in the band~$1211 Sep 202618d left+$0.10/sh+$1,904
cycle +$5,066
[+$330…+$2,860] · 81% credit
75%
surv 66%
-$1,380 NOT
cap gain +$7,120
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$124 Sep 202611d left+$0.10/sh+$1,829
cycle +$4,991
[+$301…+$2,701] · 81% credit
66%
surv 53%
-$2,225 NOT
cap gain +$6,275
Safety roll (pay small debit, max POP)~$1311 Sep 202618d left-$0.07/sh-$1,278
cycle +$1,884
[-$3,568…-$649] · 20% credit
78%
surv 73%
-$4,062 NOT
cap gain +$4,438
budget: banked $3,162 debit $1,278 (40% used ≈ 0.5 wk of income) → whole cycle still +$1,884 cash · rolled 186 ct earn ≈ $13,685/mo while parked; 14 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$11,858/mo
vs 50% target ($11,800/mo)+0%
vs normal income ($23,600/mo)50% covered
Net income (after hedge)$11,886/mo
Downside budget
⚠ $11.50 is $4 below CC-SS $15.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$66,822
… as % of IC ($11,000)607.5%
… as % of ML ($11,000)607.5%
Recovery months (at normal income)2.8 mo
Surgical close (186 ct)$-8,184
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $11.69 (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 $12.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $11.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$11-11.69
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $11.69
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 0.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.50 (≤1σ, normal week)$3,162$-4,054+$4,446+$2,976
+2.5%$11.79 (1.2σ)$-2,185$-9,114-$614-$2,371
+5%$12.08 (1.4σ)$-7,533$-14,174-$5,674-$7,719
SS (= V-bounce)$40.55 (23.0σ)$-537,168$-551,104-$542,604-$62,124
V-BOUNCE STRESS (stock → CC-SS $15.26, where you are whole again, by expiry)
Starting unrealized P&L: $-8,500
+ Fortress recovery (un-capped): +$5,033
− CC assignment net of premium (186 × $11.50): -$66,822
− Conservative CC assignment net of premium (14 × $15): -$354
Total Position P&L @ SS: $-70,643 ($-62,143 vs today)
Do-nothing baseline at SS: $-8,519 (this trade vs do-nothing: $-62,124, the opportunity cost of earning $11,858/mo FIGHT income now)
BB-reversion stress (→ $12.08 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,626, position total $-14,262 ($-5,762 vs today)
100% normal144 × $10.5028 Aug8d2.6%60%hist 69%83%hist 79%+62pp$6,336$23,760+$11,902$62,245
Sell 144 × $10.50 2.6% OTM over spot $10.23 28 Aug 2026 (8d, $0.45 mid)
= $6,336 credit for the 8d cycle → $23,760/mo projected
Survival (stays ≤ $10.50)
60%
Breach risk
40%
POP (stays ≤ $10.96)
72%
EV / mo
+$5,199
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+62pp
100% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$24,640/mo
median; plan ~$16,756/mo after 68% keep · $12,283 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.4 mo [0.3-0.6], measured ONLY among the 100% 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)
66%
Flat exit net (mid-life)
-$30
Free roll-up
+$0/wk
Safest escape (by 11 Sep 2026)
$13 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 144 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.62/sh now → $0.44 mid-life (likely $0.59–$0.84)≈ $0 at expiry  |  you banked $0.44/sh, so a flat mid-life exit nets -$0.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,980 simulated challenges: the $10 strike is typically first touched on day 3 of 8, at $11 (overshoots $0.31). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (144 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$114 Sep 202611d left+$0.07/sh+$1,035
cycle +$7,371
[-$474…+$363] · 47% credit
71%
surv 60%
-$533 NOT
cap gain +$7,967
Roll out (same strike, buy time)~$104 Sep 202611d left+$0.08/sh+$1,217
cycle +$7,553
[-$687…+$398] · 44% credit
65%
surv 53%
-$621 NOT
cap gain +$7,879
Max even-money escape in the band~$1111 Sep 202618d left+$0.05/sh+$733
cycle +$7,069
[-$1,326…-$176] · 22% credit
76%
surv 68%
-$335 NOT
cap gain +$8,165
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1311 Sep 202618d left-$0.33/sh-$4,725
cycle +$1,611
[-$8,976…-$6,360]
91%
surv 90%
-$3,793 NOT
cap gain +$4,707
budget: banked $6,336 debit $4,725 (75% used ≈ 0.9 wk of income) → whole cycle still +$1,611 cash · rolled 144 ct earn ≈ $2,734/mo while parked; 56 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$23,760/mo
vs 50% target ($11,800/mo)+101%
vs normal income ($23,600/mo)101% covered
Net income (after hedge)$23,872/mo
Downside budget
⚠ $10.50 is $5 below CC-SS $15.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$62,245
… as % of IC ($11,000)565.9%
… as % of ML ($11,000)565.9%
Recovery months (at normal income)2.6 mo
Surgical close (144 ct)$-6,336
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.44 collected) or spot ≥ $10.96 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $10)); NOT the premium you collected. Momentum override: two daily closes above $12.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $10.39Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$10-10.96
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
≥ $10.96
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 0.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$10.50 (≤1σ, normal week)$6,336$-1,838+$6,662+$6,192
+2.5%$10.76 (≤1σ, normal week)$2,556$-5,355+$3,145+$2,412
+5%$11.03 (≤1σ, normal week)$-1,224$-8,873-$373-$1,368
SS (= V-bounce)$40.55 (23.0σ)$-426,384$-547,588-$539,088-$58,608
V-BOUNCE STRESS (stock → CC-SS $15.26, where you are whole again, by expiry)
Starting unrealized P&L: $-8,500
+ Fortress recovery (un-capped): +$5,033
− CC assignment net of premium (144 × $10.50): -$62,245
− Conservative CC assignment net of premium (56 × $15): -$1,414
Total Position P&L @ SS: $-67,127 ($-58,627 vs today)
Do-nothing baseline at SS: $-8,519 (this trade vs do-nothing: $-58,608, the opportunity cost of earning $23,760/mo FIGHT income now)
BB-reversion stress (→ $12.08 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$16,416, position total $-23,010 ($-14,510 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 (7 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 7 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: 0.050 (IBKR)  |  Recovery@SS: +$5,033 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-8,519

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11.508d28 Aug 2026$0.17186/200$11,858$11,88682%85%+$4,504-$66,822607.5%$-70,643 (vs do-nothing $-62,124)
$118d28 Aug 2026$0.28113/200$11,865$12,03973%79%+$3,691-$45,003409.1%$-50,668 (vs do-nothing $-42,149)
$1115d4 Sep 2026$0.38156/200$11,856$11,94469%76%+$1,616-$60,568550.6%$-65,147 (vs do-nothing $-56,628)
$1122d11 Sep 2026$0.54161/200$11,855$11,93368%76%+$2,706-$59,933544.8%$-64,386 (vs do-nothing $-55,867)
$10.508d28 Aug 2026$0.4472/200$11,880$12,13660%72%+$2,600-$31,122282.9%$-37,823 (vs do-nothing $-29,304)
$10.5015d4 Sep 2026$0.59100/200$11,800$12,00059%71%+$1,896-$41,726379.3%$-47,719 (vs do-nothing $-39,200)
$10.5022d11 Sep 2026$0.59147/200$11,827$11,93359%71%+$98-$61,337557.6%$-66,143 (vs do-nothing $-57,624)

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%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). 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 200 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-08-20 21:37