FORTRESS FIGHT: MARA-LC40 @ $12.03

BE SS: $40.55  |  CC-SS: $14.44  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

MARA-LC40 @ $12.03   UNDERWATER $28.52 (70.3% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 13 days. The recommended CC (8d) 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.

200 contracts (20,000 sh)  |  BE SS: $40.55  |  CC-SS: $14.44  |  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$35,200/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-4,900fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$17,600/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$35,200/mo (ATM CC, chain)
IC VELOCITY
0.3 mo to earn back $11,000
ML VELOCITY
0.3 mo to earn back $11,000
Deep drawdown confirmed: a CC at CC-SS $14.44 (probe: $14.5C 15d) brings only $6,000/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; the banked-floor (info) shows how far premium would ratchet the floor, but the recommended CC-SS stays the pure recovery strike.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 55 (live) · RSI 50 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 18 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.95 (+33%) · daily UBB $15.19 · 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: 135 contracts at $13 / 8d. This is the safest strike (survival 74%, breach 26%) that still earns 50% of normal income ($17,600/mo); it brings $17,719/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 192 × $12.50/8d for $35,280/mo, but breach risk rises to 36% (+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 200 × $14.50/8d (92% survival, $5,250/mo).
Downside anchor: the primary mortgages $14,773 (134% of IC) ONLY on a full V-bounce all the way to SS $41, recoverable in 0.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 135 contracts realizes $-3,375 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 · 24 Jul 2026 (8d) · sell 135 × $13, 74% survival, $17,719/mo (E[net] $4,379/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 8d135 × $1374%$17,719$4,379

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $4,379/mo 🏆 GRAND PICK

🎯 Engine pick: sell 135 × $13 (primary), 74% survival, breach 26%, $17,719/mo.
⚖️ Worth a safer step: the $13.50 rung (33% normal) lifts survival to 82% (breach 26% → 18%) for $6,086/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 $12.03 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $14.5024 Jul8d20.5%92%17%$1,400$5,250-$12,469$0
Sell 200 × $14.50 20.5% OTM over spot $12.03 24 Jul 2026 (8d, $0.11 mid)
= $1,400 credit for the 8d cycle → $5,250/mo projected
Survival (stays ≤ $14.50)
92%
Breach risk
8%
POP (stays ≤ $14.61)
92%
EV / mo
+$2,068
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.4-1.9] median, 0.2 mo faster than no FIGHT (1.0 mo)  ·  94% of paths whole by 9 mo (vs 72% without)  ·  ~0.8 challenges expected  ·  median CC cash $4,146
🛡 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)
-$13,620
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 71% POP
61% 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: $1.06/sh now → $0.75 mid-life (likely $0.55–$1.04)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 347 simulated challenges: the $14 strike is typically first touched on day 6 of 8, at $15 (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
Roll out (same strike, buy time)~$1431 Jul 202611d left+$0.28/sh+$5,529
cycle +$6,929
[+$4,960…+$9,512] · 100% credit
68%
surv 53%
+$6,722 SAFE
cap gain +$11,622
Reliable up-and-out (highest cap still free ≥60%)~$157 Aug 202618d left+$0.06/sh+$1,288
cycle +$2,688
[-$909…+$5,607] · 65% credit
69%
surv 60%
+$3,374 SAFE
cap gain +$8,274
Up-and-out for even (raise the cap, free)~$1531 Jul 202611d left+$0.00/sh+$5
cycle +$1,405
[-$1,486…+$3,632] · 55% credit
71%
surv 61%
+$2,091 SAFE
cap gain +$6,991
Max even-money escape in the band~$1531 Jul 202611d left+$0.00/sh+$5
cycle +$1,405
[-$1,486…+$3,632] · 55% credit
71%
surv 61%
+$2,091 SAFE
cap gain +$6,991
SS $41 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$5,250/mo
vs 50% target ($17,600/mo)-70%
vs normal income ($35,200/mo)15% covered
Net income (after hedge)$5,250/mo
Downside budget
✓ $14.50 is at/above CC-SS $14.44: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($11,000)0.0%
… as % of ML ($11,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (200 ct)$-5,700
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.07 collected) or spot ≥ $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 $15.19 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d 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 0.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.5σ)$1,400$1,193+$6,093+$1,000
+2.5%$14.86 (1.7σ)$-5,850$-5,368-$468-$6,250
+5%$15.23 (1.9σ)$-13,100$-11,930-$7,030-$13,500
SS (= V-bounce)$40.55 (17.3σ)$-519,600$-470,312-$465,412-$109,000
V-BOUNCE STRESS (stock → CC-SS $14.44, where you are whole again, by expiry)
Starting unrealized P&L: $-4,900
+ Fortress recovery (un-capped): +$4,587
− CC assignment net of premium (200 × $14.50): -$0
Total Position P&L @ SS: $-313 (+$4,587 vs today)
Do-nothing baseline at SS: $87 (this trade vs do-nothing: $-400, the opportunity cost of earning $5,250/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,600, position total $-25,052 ($-20,152 vs today)
33% normal ← lean141 × $13.5024 Jul8d12.2%82%38%$3,102$11,632-$6,086$10,212
Sell 141 × $13.50 12.2% OTM over spot $12.03 24 Jul 2026 (8d, $0.25 mid)
= $3,102 credit for the 8d cycle → $11,632/mo projected
Survival (stays ≤ $13.50)
82%
Breach risk
18%
POP (stays ≤ $13.75)
85%
EV / mo
+$4,822
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.4 mo [0.2-0.7] median, 0.6 mo faster than no FIGHT (1.0 mo)  ·  100% of paths whole by 9 mo (vs 77% without)  ·  ~0.6 challenges expected  ·  median CC cash $5,226
🛡 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)
-$6,357
Free roll-up
none
Safest escape (by 31 Jul 2026)
$14 @ 76% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 141 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: $0.95/sh now → $0.67 mid-life (likely $0.68–$1.06)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 838 simulated challenges: the $14 strike is typically first touched on day 5 of 8, 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 (141 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202611d left+$0.25/sh+$3,470
cycle +$6,572
[+$2,311…+$4,435] · 99% credit
68%
surv 53%
+$4,583 SAFE
cap gain +$9,483
Max even-money escape in the band~$147 Aug 202618d left+$0.04/sh+$603
cycle +$3,705
[-$2,045…+$1,191] · 39% credit
69%
surv 60%
+$2,609 SAFE
cap gain +$7,509
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1431 Jul 202611d left-$0.18/sh-$2,571
cycle +$531
[-$4,971…-$2,316] · 7% credit
76%
surv 69%
+$385 SAFE
cap gain +$5,285
budget: banked $3,102 debit $2,571 (83% used ≈ 1.0 wk of income) → whole cycle still +$531 cash · rolled 141 ct earn ≈ $18,786/mo while parked; 59 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$11,632/mo
vs 50% target ($17,600/mo)-34%
vs normal income ($35,200/mo)33% covered
Net income (after hedge)$11,868/mo
Downside budget
⚠ $13.50 is $1 below CC-SS $14.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,212
… as % of IC ($11,000)92.8%
… as % of ML ($11,000)92.8%
Recovery months (at normal income)0.3 mo
Surgical close (141 ct)$-3,878
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 ≥ $13.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $15.19 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.75
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
≥ $13.75
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 0.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$3,102$1,113+$6,013+$2,820
+2.5%$13.84 (1.1σ)$-1,657$-3,004+$1,896-$1,939
+5%$14.18 (1.3σ)$-6,416$-7,122-$2,222-$6,698
SS (= V-bounce)$40.55 (17.3σ)$-378,303$-450,142-$445,242-$88,830
V-BOUNCE STRESS (stock → CC-SS $14.44, where you are whole again, by expiry)
Starting unrealized P&L: $-4,900
+ Fortress recovery (un-capped): +$4,587
− CC assignment net of premium (141 × $13.50): -$10,212
+ Conservative CC premium (59 × $20): +$118
Total Position P&L @ SS: $-10,407 ($-5,507 vs today)
Do-nothing baseline at SS: $87 (this trade vs do-nothing: $-10,494, the opportunity cost of earning $11,632/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,443, position total $-28,777 ($-23,877 vs today)
🎯 50% normal135 × $1324 Jul8d8.1%74%42%$4,725$17,719$14,773
Sell 135 × $13 8.1% OTM over spot $12.03 24 Jul 2026 (8d, $0.35 mid)
= $4,725 credit for the 8d cycle → $17,719/mo projected
Survival (stays ≤ $13)
74%
Breach risk
26%
POP (stays ≤ $13.36)
80%
EV / mo
+$6,559
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.3 mo [0.1-0.5] median, 0.8 mo faster than no FIGHT (1.1 mo)  ·  100% of paths whole by 9 mo (vs 78% without)  ·  ~0.7 challenges expected  ·  median CC cash $6,198
🛡 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)
42%
Flat exit net (mid-life)
-$3,812
Free roll-up
none
Safest escape (by 7 Aug 2026)
$15 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 135 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: $0.89/sh now → $0.63 mid-life (likely $0.72–$1.05)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,250 simulated challenges: the $13 strike is typically first touched on day 4 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 (135 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1331 Jul 202611d left+$0.23/sh+$3,125
cycle +$7,850
[+$1,745…+$3,360] · 99% credit
68%
surv 53%
+$4,923 SAFE
cap gain +$9,823
Max even-money escape in the band~$137 Aug 202618d left+$0.03/sh+$439
cycle +$5,164
[-$2,432…+$135] · 27% credit
69%
surv 61%
+$3,130 SAFE
cap gain +$8,030
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$157 Aug 202618d left-$0.25/sh-$3,396
cycle +$1,329
[-$6,891…-$4,000] · 2% credit
81%
surv 77%
+$2,145 SAFE
cap gain +$7,045
budget: banked $4,725 debit $3,396 (72% used ≈ 0.8 wk of income) → whole cycle still +$1,329 cash · rolled 135 ct earn ≈ $8,569/mo while parked; 65 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$17,719/mo
vs 50% target ($17,600/mo)+1%
vs normal income ($35,200/mo)50% covered
Net income (after hedge)$17,979/mo
Downside budget
⚠ $13 is $1 below CC-SS $14.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,773
… as % of IC ($11,000)134.3%
… as % of ML ($11,000)134.3%
Recovery months (at normal income)0.4 mo
Surgical close (135 ct)$-3,375
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 $0.35 collected) or spot ≥ $13.36 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $13)); NOT the premium you collected. Momentum override: two daily closes above $15.19 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.36
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
≥ $13.36
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 0.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$4,725$1,798+$6,698+$4,455
+2.5%$13.32 (≤1σ, normal week)$338$-1,972+$2,928+$68
+5%$13.65 (≤1σ, normal week)$-4,050$-5,742-$842-$4,320
SS (= V-bounce)$40.55 (17.3σ)$-367,200$-451,357-$446,457-$90,045
V-BOUNCE STRESS (stock → CC-SS $14.44, where you are whole again, by expiry)
Starting unrealized P&L: $-4,900
+ Fortress recovery (un-capped): +$4,587
− CC assignment net of premium (135 × $13): -$14,773
+ Conservative CC premium (65 × $20): +$130
Total Position P&L @ SS: $-14,955 ($-10,055 vs today)
Do-nothing baseline at SS: $87 (this trade vs do-nothing: $-15,043, the opportunity cost of earning $17,719/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,100, position total $-32,422 ($-27,522 vs today)
100% normal192 × $12.5024 Jul8d3.9%64%76%$9,408$35,280+$17,561$27,922
Sell 192 × $12.50 3.9% OTM over spot $12.03 24 Jul 2026 (8d, $0.52 mid)
= $9,408 credit for the 8d cycle → $35,280/mo projected
Survival (stays ≤ $12.50)
64%
Breach risk
36%
POP (stays ≤ $13.02)
74%
EV / mo
+$9,092
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.1-0.3] median, 0.9 mo faster than no FIGHT (1.0 mo)  ·  100% of paths whole by 9 mo (vs 78% without)  ·  ~0.7 challenges expected  ·  median CC cash $9,461
🛡 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)
62%
Flat exit net (mid-life)
-$2,016
Free roll-up
none
Safest escape (by 7 Aug 2026)
$16 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 192 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: $0.84/sh now → $0.59 mid-life (likely $0.77–$1.07)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,860 simulated challenges: the $12 strike is typically first touched on day 3 of 8, at $13 (overshoots $0.35). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (192 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202611d left+$0.22/sh+$4,173
cycle +$13,581
[+$1,897…+$3,387] · 98% credit
68%
surv 53%
+$9,590 SAFE
cap gain +$14,490
Max even-money escape in the band~$137 Aug 202618d left+$0.02/sh+$432
cycle +$9,840
[-$4,356…-$1,386] · 15% credit
69%
surv 61%
+$6,742 SAFE
cap gain +$11,642
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$167 Aug 202618d left-$0.47/sh-$8,983
cycle +$425
[-$16,274…-$11,694]
92%
surv 91%
+$3,977 SAFE
cap gain +$8,877
budget: banked $9,408 debit $8,983 (95% used ≈ 1.1 wk of income) → whole cycle still +$425 cash · rolled 192 ct earn ≈ $4,068/mo while parked; 8 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$35,280/mo
vs 50% target ($17,600/mo)+100%
vs normal income ($35,200/mo)100% covered
Net income (after hedge)$35,312/mo
Downside budget
⚠ $12.50 is $2 below CC-SS $14.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,922
… as % of IC ($11,000)253.8%
… as % of ML ($11,000)253.8%
Recovery months (at normal income)0.8 mo
Surgical close (192 ct)$-5,280
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.49 collected) or spot ≥ $13.02 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $12)); NOT the premium you collected. Momentum override: two daily closes above $15.19 (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
$12-13.02
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
≥ $13.02
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 0.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$9,408$5,417+$10,317+$9,024
+2.5%$12.81 (≤1σ, normal week)$3,408$11+$4,911+$3,024
+5%$13.12 (≤1σ, normal week)$-2,592$-5,396-$495-$2,976
SS (= V-bounce)$40.55 (17.3σ)$-529,152$-496,288-$491,388-$134,976
V-BOUNCE STRESS (stock → CC-SS $14.44, where you are whole again, by expiry)
Starting unrealized P&L: $-4,900
+ Fortress recovery (un-capped): +$4,587
− CC assignment net of premium (192 × $12.50): -$27,922
+ Conservative CC premium (8 × $20): +$16
Total Position P&L @ SS: $-28,219 ($-23,319 vs today)
Do-nothing baseline at SS: $87 (this trade vs do-nothing: $-28,306, the opportunity cost of earning $35,280/mo FIGHT income now)
BB-reversion stress (→ $15.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$56,832, position total $-54,268 ($-49,368 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 (8 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 8 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: 0.095 (IBKR)  |  Recovery@SS: +$4,587 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $87

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$138d24 Jul 2026$0.35135/200$17,719$17,97974%80%+$6,559-$14,773134.3%$-14,955 (vs do-nothing $-15,043)
$1315d31 Jul 2026$0.47188/200$17,672$17,72070%77%+$3,837-$18,316166.5%$-18,605 (vs do-nothing $-18,692)
$12.508d24 Jul 2026$0.4996/200$17,640$18,05664%74%+$4,546-$13,961126.9%$-14,066 (vs do-nothing $-14,153)
$12.5015d31 Jul 2026$0.63140/200$17,640$17,88062%74%+$2,671-$18,400167.3%$-18,593 (vs do-nothing $-18,680)
$12.5022d7 Aug 2026$0.65199/200$17,639$17,64361%73%$-2,196-$25,756234.1%$-26,067 (vs do-nothing $-26,154)
$1222d7 Aug 2026$0.99131/200$17,685$17,96154%70%+$867-$19,051173.2%$-19,226 (vs do-nothing $-19,313)
$1215d31 Jul 2026$0.9197/200$17,654$18,06653%70%+$2,985-$14,882135.3%$-14,989 (vs do-nothing $-15,076)
$128d24 Jul 2026$0.7068/200$17,850$18,37852%69%+$3,272-$11,861107.8%$-11,910 (vs do-nothing $-11,997)

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 200 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-16 21:38