FORTRESS FIGHT: MARA-LC40 @ $10.66

BE SS: $40.55  |  CC-SS: $13.53  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-18 03:37

MARA-LC40 @ $10.66   UNDERWATER $29.89 (73.7% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-07-29 (Wed), in 11 days. The recommended CC (6d) 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: $13.53  |  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$31,385/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-6,000fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$15,692/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$31,385/mo (ATM CC, chain)
IC VELOCITY
0.4 mo to earn back $11,000
ML VELOCITY
0.4 mo to earn back $11,000
Deep drawdown confirmed: a CC at CC-SS $13.53 (probe: $13.5C 13d) brings only $5,077/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 40 (live) · RSI 45 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 34 · %B 4 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.87 (+49%) · daily UBB $15.34 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 143 contracts at $11.50 / 6d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($15,692/mo); it brings $15,730/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 166 × $11/6d for $31,540/mo, but breach risk rises to 37% (+13pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 200 × $12.50/6d (92% survival, $7,000/mo).
Downside anchor: the primary mortgages $25,818 (235% of IC) ONLY on a full V-bounce all the way to SS $41, recoverable in 0.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 143 contracts realizes $-4,433 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 (6d) · sell 143 × $11.50, 76% survival, $15,730/mo (E[net] $3,316/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 · 6d143 × $11.5076%$15,730$3,316

📅 NEXT FRIDAY · 24 Jul 2026 · 6d · E[net] $3,316/mo 🏆 GRAND PICK

🎯 Engine pick: sell 143 × $11.50 (primary), 76% survival, breach 24%, $15,730/mo.
⚖️ Worth a safer step: the $12 rung (33% normal) lifts survival to 85% (breach 24% → 15%) for $5,330/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 $12 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $10.66 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $12.5024 Jul6d17.3%92%16%+30pp$1,400$7,000-$8,730$19,109
Sell 200 × $12.50 17.3% OTM over spot $10.66 24 Jul 2026 (6d, $0.08 mid)
= $1,400 credit for the 6d cycle → $7,000/mo projected
Survival (stays ≤ $12.50)
92%
Breach risk
8%
POP (stays ≤ $12.58)
93%
EV / mo
+$4,411
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+30pp
99% whole by 9mo vs 69% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,014/mo
median; plan ~$4,090/mo after 68% keep · $5,543 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.5-1.5], measured ONLY among the 99% 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)
-$8,914
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$15 @ 84% POP
81% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.73/sh now → $0.52 mid-life (likely $0.42–$0.72)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 334 simulated challenges: the $12 strike is typically first touched on day 4 of 6, at $13 (overshoots $0.30). 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)~$1231 Jul 202610d left+$0.35/sh+$6,985
cycle +$8,385
[+$6,767…+$9,338] · 100% credit
68%
surv 53%
+$5,771 SAFE
cap gain +$11,771
Max even-money escape in the band~$1514 Aug 202624d left+$0.08/sh+$1,518
cycle +$2,918
[-$126…+$3,739] · 73% credit
82%
surv 78%
+$4,609 SAFE
cap gain +$10,609
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1331 Jul 202610d left+$0.01/sh+$219
cycle +$1,619
[-$1,035…+$1,848] · 54% credit
76%
surv 68%
+$550 SAFE
cap gain +$6,550
Safety roll (pay small debit, max POP)~$1514 Aug 202624d left-$0.04/sh-$723
cycle +$677
[-$2,734…+$1,311] · 40% credit
84%
surv 81%
+$3,288 SAFE
cap gain +$9,288
budget: banked $1,400 debit $723 (52% used ≈ 0.4 wk of income) → whole cycle still +$677 cash · rolled 200 ct earn ≈ $11,989/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$7,000/mo
vs 50% target ($15,692/mo)-55%
vs normal income ($31,385/mo)22% covered
Net income (after hedge)$7,000/mo
Downside budget
⚠ $12.50 is $1 below CC-SS $13.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,109
… as % of IC ($11,000)173.7%
… as % of ML ($11,000)173.7%
Recovery months (at normal income)0.6 mo
Surgical close (200 ct)$-6,200
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.07 collected) or spot ≥ $12.58 (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 $15.34 (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
$12-12.58
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
≥ $12.58
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 0.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (1.4σ)$1,400$-1,214+$4,786+$1,200
+2.5%$12.81 (1.7σ)$-4,850$-6,889-$889-$5,050
+5%$13.12 (1.9σ)$-11,100$-12,564-$6,564-$11,300
SS (= V-bounce)$40.55 (23.5σ)$-559,600$-510,602-$504,602-$168,800
V-BOUNCE STRESS (stock → CC-SS $13.53, where you are whole again, by expiry)
Starting unrealized P&L: $-6,000
+ Fortress recovery (un-capped): +$5,272
− CC assignment net of premium (200 × $12.50): -$19,109
Total Position P&L @ SS: $-19,836 ($-13,836 vs today)
Do-nothing baseline at SS: $-528 (this trade vs do-nothing: $-19,309, the opportunity cost of earning $7,000/mo FIGHT income now)
BB-reversion stress (→ $15.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$66,000, position total $-62,414 ($-56,414 vs today)
33% normal ← lean160 × $1224 Jul6d12.6%85%30%+33pp$2,080$10,400-$5,330$22,327
Sell 160 × $12 12.6% OTM over spot $10.66 24 Jul 2026 (6d, $0.14 mid)
= $2,080 credit for the 6d cycle → $10,400/mo projected
Survival (stays ≤ $12)
85%
Breach risk
15%
POP (stays ≤ $12.13)
87%
EV / mo
+$4,979
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+33pp
100% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$9,796/mo
median; plan ~$6,662/mo after 68% keep · $6,531 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.7 mo [0.4-1.0], 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)
20%
Flat exit net (mid-life)
-$5,655
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$15 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 160 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.68/sh now → $0.48 mid-life (likely $0.46–$0.75)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 589 simulated challenges: the $12 strike is typically first touched on day 4 of 6, at $12 (overshoots $0.33). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (160 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202610d left+$0.33/sh+$5,245
cycle +$7,325
[+$4,645…+$6,517] · 100% credit
68%
surv 53%
+$3,831 SAFE
cap gain +$9,831
Up-and-out for even (raise the cap, free)~$1231 Jul 202610d left+$0.18/sh+$2,831
cycle +$4,911
[+$1,874…+$3,607] · 96% credit
72%
surv 60%
+$2,042 SAFE
cap gain +$8,042
Reliable up-and-out (highest cap still free ≥60%)~$1414 Aug 202624d left+$0.14/sh+$2,211
cycle +$4,291
[+$404…+$3,052] · 80% credit
80%
surv 75%
+$4,183 SAFE
cap gain +$10,183
Max even-money escape in the band~$1414 Aug 202624d left+$0.04/sh+$634
cycle +$2,714
[-$1,384…+$1,371] · 51% credit
82%
surv 79%
+$3,525 SAFE
cap gain +$9,525
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1514 Aug 202624d left-$0.12/sh-$1,948
cycle +$132
[-$4,550…-$1,355] · 14% credit
87%
surv 85%
+$2,783 SAFE
cap gain +$8,783
budget: banked $2,080 debit $1,948 (94% used ≈ 0.8 wk of income) → whole cycle still +$132 cash · rolled 160 ct earn ≈ $7,233/mo while parked; 40 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$10,400/mo
vs 50% target ($15,692/mo)-34%
vs normal income ($31,385/mo)33% covered
Net income (after hedge)$10,492/mo
Downside budget
⚠ $12 is $2 below CC-SS $13.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,327
… as % of IC ($11,000)203.0%
… as % of ML ($11,000)203.0%
Recovery months (at normal income)0.7 mo
Surgical close (160 ct)$-4,880
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.13 collected) or spot ≥ $12.13 (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 $15.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $11.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.13
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
≥ $12.13
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 0.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (1.1σ)$2,080$-1,414+$4,586+$1,920
+2.5%$12.30 (1.3σ)$-2,720$-5,662+$338-$2,880
+5%$12.60 (1.5σ)$-7,520$-9,910-$3,910-$7,680
SS (= V-bounce)$40.55 (23.5σ)$-454,720$-483,882-$477,882-$142,080
V-BOUNCE STRESS (stock → CC-SS $13.53, where you are whole again, by expiry)
Starting unrealized P&L: $-6,000
+ Fortress recovery (un-capped): +$5,272
− CC assignment net of premium (160 × $12): -$22,327
+ Conservative CC premium (40 × $21): +$40
Total Position P&L @ SS: $-23,015 ($-17,015 vs today)
Do-nothing baseline at SS: $-528 (this trade vs do-nothing: $-22,487, the opportunity cost of earning $10,400/mo FIGHT income now)
BB-reversion stress (→ $15.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$59,840, position total $-56,214 ($-50,214 vs today)
🎯 50% normal143 × $11.5024 Jul6d7.9%76%38%+39pp$3,146$15,730$25,818
Sell 143 × $11.50 7.9% OTM over spot $10.66 24 Jul 2026 (6d, $0.23 mid)
= $3,146 credit for the 6d cycle → $15,730/mo projected
Survival (stays ≤ $11.50)
76%
Breach risk
24%
POP (stays ≤ $11.73)
81%
EV / mo
+$5,855
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+39pp
100% whole by 9mo vs 61% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$16,300/mo
median; plan ~$11,084/mo after 68% keep · $6,984 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.4 mo [0.3-0.7], 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)
38%
Flat exit net (mid-life)
-$3,319
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$15 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 143 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.64/sh now → $0.45 mid-life (likely $0.49–$0.77)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,152 simulated challenges: the $12 strike is typically first touched on day 3 of 6, at $12 (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 (143 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1231 Jul 202610d left+$0.31/sh+$4,390
cycle +$7,536
[+$3,514…+$4,971] · 100% credit
68%
surv 53%
+$3,139 SAFE
cap gain +$9,139
Reliable up-and-out (highest cap still free ≥60%)~$1314 Aug 202624d left+$0.25/sh+$3,534
cycle +$6,680
[+$1,805…+$3,914] · 95% credit
78%
surv 71%
+$4,748 SAFE
cap gain +$10,748
Up-and-out for even (raise the cap, free)~$1231 Jul 202610d left+$0.16/sh+$2,239
cycle +$5,385
[+$1,106…+$2,563] · 94% credit
72%
surv 60%
+$1,613 SAFE
cap gain +$7,613
Max even-money escape in the band~$1414 Aug 202624d left+$0.01/sh+$86
cycle +$3,232
[-$2,290…+$37] · 26% credit
83%
surv 80%
+$3,140 SAFE
cap gain +$9,140
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1514 Aug 202624d left-$0.20/sh-$2,922
cycle +$224
[-$5,840…-$3,130] · 1% credit
91%
surv 90%
+$2,892 SAFE
cap gain +$8,892
budget: banked $3,146 debit $2,922 (93% used ≈ 0.8 wk of income) → whole cycle still +$224 cash · rolled 143 ct earn ≈ $4,429/mo while parked; 57 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$15,730/mo
vs 50% target ($15,692/mo)+0%
vs normal income ($31,385/mo)50% covered
Net income (after hedge)$15,862/mo
Downside budget
⚠ $11.50 is $2 below CC-SS $13.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,818
… as % of IC ($11,000)234.7%
… as % of ML ($11,000)234.7%
Recovery months (at normal income)0.8 mo
Surgical close (143 ct)$-4,433
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 ≥ $11.73 (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 $15.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $11.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$11-11.73
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
≥ $11.73
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 0.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.50 (≤1σ, normal week)$3,146$-1,251+$4,749+$3,003
+2.5%$11.79 (≤1σ, normal week)$-965$-4,834+$1,166-$1,108
+5%$12.08 (1.1σ)$-5,077$-8,416-$2,416-$5,220
SS (= V-bounce)$40.55 (23.5σ)$-412,269$-474,649-$468,649-$132,847
V-BOUNCE STRESS (stock → CC-SS $13.53, where you are whole again, by expiry)
Starting unrealized P&L: $-6,000
+ Fortress recovery (un-capped): +$5,272
− CC assignment net of premium (143 × $11.50): -$25,818
+ Conservative CC premium (57 × $21): +$57
Total Position P&L @ SS: $-26,488 ($-20,488 vs today)
Do-nothing baseline at SS: $-528 (this trade vs do-nothing: $-25,961, the opportunity cost of earning $15,730/mo FIGHT income now)
BB-reversion stress (→ $15.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$59,345, position total $-55,702 ($-49,702 vs today)
100% normal166 × $1124 Jul6d3.2%63%77%+34pp$6,308$31,540+$15,810$35,614
Sell 166 × $11 3.2% OTM over spot $10.66 24 Jul 2026 (6d, $0.39 mid)
= $6,308 credit for the 6d cycle → $31,540/mo projected
Survival (stays ≤ $11)
63%
Breach risk
37%
POP (stays ≤ $11.39)
74%
EV / mo
+$8,635
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+34pp
100% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$52,326/mo
median; plan ~$35,582/mo after 68% keep · $7,014 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.2 mo [0.1-0.3], 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)
59%
Flat exit net (mid-life)
-$694
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$15 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 166 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.60/sh now → $0.42 mid-life (likely $0.54–$0.81)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$0.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,768 simulated challenges: the $11 strike is typically first touched on day 2 of 6, at $11 (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 (166 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1131 Jul 202610d left+$0.29/sh+$4,761
cycle +$11,069
[+$3,556…+$4,572] · 100% credit
68%
surv 53%
+$5,729 SAFE
cap gain +$11,729
Up-and-out for even (raise the cap, free)~$1131 Jul 202610d left+$0.14/sh+$2,272
cycle +$8,580
[+$598…+$1,744] · 87% credit
72%
surv 61%
+$3,866 SAFE
cap gain +$9,866
Reliable up-and-out (highest cap still free ≥60%)~$1214 Aug 202624d left+$0.20/sh+$3,397
cycle +$9,705
[+$802…+$2,597] · 86% credit
78%
surv 72%
+$6,830 SAFE
cap gain +$12,830
Max even-money escape in the band~$1314 Aug 202624d left+$0.07/sh+$1,081
cycle +$7,389
[-$2,084…+$102] · 27% credit
81%
surv 77%
+$5,434 SAFE
cap gain +$11,434
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1514 Aug 202624d left-$0.22/sh-$3,692
cycle +$2,616
[-$8,026…-$5,109]
92%
surv 91%
+$4,341 SAFE
cap gain +$10,341
budget: banked $6,308 debit $3,692 (59% used ≈ 0.5 wk of income) → whole cycle still +$2,616 cash · rolled 166 ct earn ≈ $4,138/mo while parked; 34 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$31,540/mo
vs 50% target ($15,692/mo)+101%
vs normal income ($31,385/mo)100% covered
Net income (after hedge)$31,618/mo
Downside budget
⚠ $11 is $3 below CC-SS $13.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,614
… as % of IC ($11,000)323.8%
… as % of ML ($11,000)323.8%
Recovery months (at normal income)1.1 mo
Surgical close (166 ct)$-5,146
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.38 collected) or spot ≥ $11.39 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $11)); NOT the premium you collected. Momentum override: two daily closes above $15.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $10.89Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$11-11.39
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
≥ $11.39
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 0.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.00 (≤1σ, normal week)$6,308$968+$6,968+$6,142
+2.5%$11.27 (≤1σ, normal week)$1,743$-3,091+$2,909+$1,577
+5%$11.55 (≤1σ, normal week)$-2,822$-7,150-$1,150-$2,988
SS (= V-bounce)$40.55 (23.5σ)$-484,222$-501,660-$495,660-$159,858
V-BOUNCE STRESS (stock → CC-SS $13.53, where you are whole again, by expiry)
Starting unrealized P&L: $-6,000
+ Fortress recovery (un-capped): +$5,272
− CC assignment net of premium (166 × $11): -$35,614
+ Conservative CC premium (34 × $21): +$34
Total Position P&L @ SS: $-36,308 ($-30,308 vs today)
Do-nothing baseline at SS: $-528 (this trade vs do-nothing: $-35,780, the opportunity cost of earning $31,540/mo FIGHT income now)
BB-reversion stress (→ $15.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$74,534, position total $-70,914 ($-64,914 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 (12 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 12 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: 0.092 (IBKR)  |  Recovery@SS: +$5,272 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-528

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11.506d24 Jul 2026$0.22143/200$15,730$15,86276%81%+$5,855-$25,818234.7%$-26,488 (vs do-nothing $-25,961)
$11.5013d31 Jul 2026$0.44155/200$15,738$15,84270%77%+$4,200-$24,574223.4%$-25,257 (vs do-nothing $-24,729)
$11.5020d7 Aug 2026$0.65161/200$15,698$15,78868%77%+$4,468-$22,145201.3%$-22,833 (vs do-nothing $-22,306)
$11.5027d14 Aug 2026$0.80177/200$15,733$15,78666%76%+$3,704-$21,690197.2%$-22,395 (vs do-nothing $-21,867)
$116d24 Jul 2026$0.3883/200$15,770$16,04063%74%+$4,317-$17,807161.9%$-18,418 (vs do-nothing $-17,890)
$1113d31 Jul 2026$0.62110/200$15,738$15,94661%72%+$3,331-$20,960190.5%$-21,597 (vs do-nothing $-21,070)
$1120d7 Aug 2026$0.81130/200$15,795$15,95760%73%+$3,304-$22,301202.7%$-22,958 (vs do-nothing $-22,431)
$1127d14 Aug 2026$0.97146/200$15,736$15,86060%73%+$2,945-$22,709206.4%$-23,383 (vs do-nothing $-22,855)
$10.5027d14 Aug 2026$1.14124/200$15,707$15,88253%69%+$1,810-$23,379212.5%$-24,031 (vs do-nothing $-23,503)
$10.5020d7 Aug 2026$1.01104/200$15,756$15,97852%69%+$2,288-$20,961190.6%$-21,592 (vs do-nothing $-21,065)
$10.5013d31 Jul 2026$0.8481/200$15,702$15,97650%68%+$2,374-$17,702160.9%$-18,311 (vs do-nothing $-17,783)
$10.506d24 Jul 2026$0.6053/200$15,900$16,23947%67%+$2,557-$12,855116.9%$-13,435 (vs do-nothing $-12,908)

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  |  2026-07-18 03:37