FORTRESS FIGHT: MARA-LC40 @ $10.96

BE SS: $40.55  |  CC-SS: $14.18  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-28 21:35

MARA-LC40 @ $10.96   UNDERWATER $29.58 (73.0% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
MARA reports 2026-08-07 (Fri), in 10 days. The recommended CC (3d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-08-07.

200 contracts (20,000 sh)  |  BE SS: $40.55  |  CC-SS: $14.18  |  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$28,588/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-5,800fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$14,294/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$28,588/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 $14.18 (probe: $14C 17d) brings only $4,588/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
$0
Hole (after banked)
$5,800
was $5,800 · 0% earned back
Cycles closed
0
Credit in flight
$714
Open legAcctCredit/shIn flightOpened
34x $14.5C 31 Jul 2026U10001299$0.21$7142026-07-24
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 39 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 38 · %B 9 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.71 (+43%) · daily UBB $13.52 · 1-wk expected move ±$2 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-07: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 103 contracts at $12 / 3d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($14,294/mo); it brings $14,420/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 115 × $11.50/3d for $28,750/mo, but breach risk rises to 31% (+12pp 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 × $14/10d (92% survival, $6,000/mo).
Downside anchor: the primary mortgages $21,047 (191% of IC) ONLY on a full V-bounce all the way to SS $41, recoverable in 0.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 103 contracts realizes $-3,039 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: THIS FRIDAY · 31 Jul 2026 (3d) · sell 103 × $12, 82% survival, $14,420/mo (E[net] $10,374/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆31 Jul 2026 · 3d103 × $1282%$14,420$10,374
NEXT FRIDAY7 Aug 2026 · 10d191 × $12.5079%$14,325$-12,953
E[net] arithmetic on the grand pick: keep $1,442 with probability 76%; on the 24% touch you roll, paying $4,208 to close and taking $3,928 back from the best priced door (net cash $280) 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.

📅 THIS FRIDAY · 31 Jul 2026 · 3d · E[net] $10,374/mo 🏆 GRAND PICK

🎯 Engine pick: sell 103 × $12 (50% normal), 82% survival, breach 18%, $14,420/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $12.50 rung (33% normal) lifts survival to 90% (breach 18% → 10%) for $4,940/mo less (34% income) buys safety you do not really need here.
MARA  spot $10.96 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $147 Aug10d27.7%92%hist 100%17%hist 5%+26pp$2,000$6,000-$8,420$1,669
Sell 200 × $14 27.7% OTM over spot $10.96 7 Aug 2026 (10d, $0.12 mid)
= $2,000 credit for the 10d cycle → $6,000/mo projected
Survival (stays ≤ $14)
92%
Breach risk
8%
POP (stays ≤ $14.12)
92%
EV / mo
+$2,640
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+26pp
96% whole by 9mo vs 70% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,165/mo
median; plan ~$3,512/mo after 68% keep · $5,352 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.5-1.7], measured ONLY among the 96% 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)
-$25,262
Free roll-up
none
Safest escape (by 21 Aug 2026)
$14 @ 68% POP
56% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.93/sh now → $1.36 mid-life (likely $1.04–$1.84)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$1.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 323 simulated challenges: the $14 strike is typically first touched on day 7 of 10, at $14 (overshoots $0.45). 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
Safety roll (pay small debit, max POP)~$1421 Aug 202619d left-$0.00/sh-$14
cycle +$1,986
[-$3,958…+$6,785] · 52% credit
68%
surv 56%
+$606 SAFE
cap gain +$6,406
budget: banked $2,000 debit $14 (1% used ≈ 0.0 wk of income) → whole cycle still +$1,986 cash · rolled 200 ct earn ≈ $43,022/mo while parked; 0 ct free to re-sell
Roll out (same strike, buy time)~$1414 Aug 202612d left-$0.38/sh-$7,570
cycle -$5,570
[-$11,963…-$1,508] · 18% credit
66%
surv 54%
-$6,999 NOT
cap gain -$1,199
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$6,000/mo
vs 50% target ($14,294/mo)-58%
vs normal income ($28,588/mo)21% covered
Net income (after hedge)$6,000/mo
Downside budget
⚠ $14 is $0 below CC-SS $14.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,669
… as % of IC ($11,000)15.2%
… as % of ML ($11,000)15.2%
Recovery months (at normal income)0.1 mo
Surgical close (200 ct)$-6,100
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $14.12 (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 $13.52 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.5σ)$2,000$570+$6,370+$1,800
+2.5%$14.35 (1.7σ)$-5,000$-5,926-$126-$5,200
+5%$14.70 (1.9σ)$-12,000$-12,422-$6,622-$12,200
SS (= V-bounce)$40.55 (15.1σ)$-529,000$-492,198-$486,398-$78,200
V-BOUNCE STRESS (stock → CC-SS $14.18, where you are whole again, by expiry)
Starting unrealized P&L: $-5,800
+ Fortress recovery (un-capped): +$4,635
− CC assignment net of premium (200 × $14): -$1,669
Total Position P&L @ SS: $-2,834 (+$2,966 vs today)
Do-nothing baseline at SS: $-965 (this trade vs do-nothing: $-1,869, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $15.71 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$32,200, position total $-31,167 ($-25,367 vs today)
33% normal158 × $12.5031 Jul3d14.0%90%hist 99%21%hist 13%+33pp$948$9,480-$4,940$25,650
Sell 158 × $12.50 14.0% OTM over spot $10.96 31 Jul 2026 (3d, $0.07 mid)
= $948 credit for the 3d cycle → $9,480/mo projected
Survival (stays ≤ $12.50)
90%
Breach risk
10%
POP (stays ≤ $12.57)
91%
EV / mo
+$3,391
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+33pp
99% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$8,023/mo
median; plan ~$5,456/mo after 68% keep · $5,961 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.7 mo [0.4-1.2], 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)
12%
Flat exit net (mid-life)
-$5,899
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$16 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 158 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.61/sh now → $0.43 mid-life (likely $0.43–$0.82)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 355 simulated challenges: the $12 strike is typically first touched on day 2 of 3, at $13 (overshoots $0.44). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (158 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$127 Aug 20268d left+$0.41/sh+$6,416
cycle +$7,364
[+$5,679…+$7,306] · 100% credit
68%
surv 53%
+$3,816 SAFE
cap gain +$9,616
Reliable up-and-out (highest cap still free ≥60%)~$1521 Aug 202622d left+$0.17/sh+$2,662
cycle +$3,610
[+$89…+$3,443] · 76% credit
79%
surv 75%
+$2,993 SAFE
cap gain +$8,793
Up-and-out for even (raise the cap, free)~$147 Aug 20268d left+$0.05/sh+$757
cycle +$1,705
[-$1,417…+$1,315] · 54% credit
77%
surv 71%
-$353 NOT
cap gain +$5,447
Max even-money escape in the band~$1521 Aug 202622d left+$0.01/sh+$161
cycle +$1,109
[-$3,191…+$783] · 38% credit
82%
surv 79%
+$1,211 SAFE
cap gain +$7,011
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1621 Aug 202622d left-$0.00/sh-$31
cycle +$917
[-$3,305…+$577] · 34% credit
84%
surv 82%
+$1,740 SAFE
cap gain +$7,540
budget: banked $948 debit $31 (3% used ≈ 0.0 wk of income) → whole cycle still +$917 cash · rolled 158 ct earn ≈ $9,294/mo while parked; 42 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$9,480/mo
vs 50% target ($14,294/mo)-34%
vs normal income ($28,588/mo)33% covered
Net income (after hedge)$9,606/mo
Downside budget
⚠ $12.50 is $2 below CC-SS $14.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,650
… as % of IC ($11,000)233.2%
… as % of ML ($11,000)233.2%
Recovery months (at normal income)0.9 mo
Surgical close (158 ct)$-4,819
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $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 $13.52 (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
$12-12.57
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 0.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (1.4σ)$948$-2,600+$3,200+$790
+2.5%$12.81 (1.7σ)$-3,989$-7,087-$1,287-$4,147
+5%$13.12 (2.0σ)$-8,927$-11,575-$5,775-$9,085
SS (= V-bounce)$40.55 (27.6σ)$-442,242$-500,108-$494,308-$86,110
V-BOUNCE STRESS (stock → CC-SS $14.18, where you are whole again, by expiry)
Starting unrealized P&L: $-5,800
+ Fortress recovery (un-capped): +$4,635
− CC assignment net of premium (158 × $12.50): -$25,650
+ Conservative CC premium (42 × $18): +$42
Total Position P&L @ SS: $-26,774 ($-20,974 vs today)
Do-nothing baseline at SS: $-965 (this trade vs do-nothing: $-25,808, the opportunity cost of earning $9,480/mo FIGHT income now)
BB-reversion stress (→ $15.71 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$49,770, position total $-48,695 ($-42,895 vs today)
🎯 50% normal103 × $1231 Jul3d9.4%82%hist 99%38%hist 18%+32pp$1,442$14,420$21,047
Sell 103 × $12 9.4% OTM over spot $10.96 31 Jul 2026 (3d, $0.15 mid)
= $1,442 credit for the 3d cycle → $14,420/mo projected
Survival (stays ≤ $12)
82%
Breach risk
18%
POP (stays ≤ $12.14)
84%
EV / mo
+$5,340
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+32pp
100% whole by 9mo vs 68% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$12,836/mo
median; plan ~$8,728/mo after 68% keep · $6,994 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.5 mo [0.3-0.8], 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)
24%
Flat exit net (mid-life)
-$2,766
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$16 @ 87% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 103 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.58/sh now → $0.41 mid-life (likely $0.41–$0.78)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 705 simulated challenges: the $12 strike is typically first touched on day 2 of 3, at $12 (overshoots $0.41). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (103 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$127 Aug 20268d left+$0.38/sh+$3,928
cycle +$5,370
[+$3,357…+$4,443] · 100% credit
68%
surv 53%
+$1,157 SAFE
cap gain +$6,957
Max even-money escape in the band~$1421 Aug 202622d left+$0.13/sh+$1,358
cycle +$2,800
[-$461…+$1,735] · 67% credit
80%
surv 76%
+$1,517 SAFE
cap gain +$7,317
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)~$137 Aug 20268d left+$0.03/sh+$273
cycle +$1,715
[-$1,172…+$540] · 41% credit
78%
surv 72%
-$1,008 NOT
cap gain +$4,792
Safety roll (pay small debit, max POP)~$1621 Aug 202622d left-$0.14/sh-$1,423
cycle +$19
[-$3,992…-$1,237] · 2% credit
87%
surv 86%
+$897 SAFE
cap gain +$6,697
budget: banked $1,442 debit $1,423 (99% used ≈ 0.4 wk of income) → whole cycle still +$19 cash · rolled 103 ct earn ≈ $3,798/mo while parked; 97 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$14,420/mo
vs 50% target ($14,294/mo)+1%
vs normal income ($28,588/mo)50% covered
Net income (after hedge)$14,711/mo
Downside budget
⚠ $12 is $2 below CC-SS $14.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,047
… as % of IC ($11,000)191.3%
… as % of ML ($11,000)191.3%
Recovery months (at normal income)0.7 mo
Surgical close (103 ct)$-3,039
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 $0.14 collected) or spot ≥ $12.14 (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 $13.52 (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
$12-12.14
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
≥ $12.14
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 0.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$1,442$-2,771+$3,029+$1,339
+2.5%$12.30 (1.2σ)$-1,648$-5,429+$371-$1,751
+5%$12.60 (1.5σ)$-4,738$-8,087-$2,287-$4,841
SS (= V-bounce)$40.55 (27.6σ)$-292,623$-474,459-$468,659-$60,461
V-BOUNCE STRESS (stock → CC-SS $14.18, where you are whole again, by expiry)
Starting unrealized P&L: $-5,800
+ Fortress recovery (un-capped): +$4,635
− CC assignment net of premium (103 × $12): -$21,047
+ Conservative CC premium (97 × $18): +$97
Total Position P&L @ SS: $-22,116 ($-16,316 vs today)
Do-nothing baseline at SS: $-965 (this trade vs do-nothing: $-21,150, the opportunity cost of earning $14,420/mo FIGHT income now)
BB-reversion stress (→ $15.71 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$36,771, position total $-35,641 ($-29,841 vs today)
100% normal115 × $11.5031 Jul3d4.9%69%hist 80%64%hist 51%+32pp$2,875$28,750+$14,330$27,985
Sell 115 × $11.50 4.9% OTM over spot $10.96 31 Jul 2026 (3d, $0.26 mid)
= $2,875 credit for the 3d cycle → $28,750/mo projected
Survival (stays ≤ $11.50)
69%
Breach risk
31%
POP (stays ≤ $11.76)
76%
EV / mo
+$6,100
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+32pp
100% whole by 9mo vs 68% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$27,682/mo
median; plan ~$18,824/mo after 68% keep · $8,076 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.3 mo [0.2-0.4], 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)
44%
Flat exit net (mid-life)
-$1,545
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$16 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 115 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.54/sh now → $0.38 mid-life (likely $0.48–$0.81)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$0.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,316 simulated challenges: the $12 strike is typically first touched on day 2 of 3, at $12 (overshoots $0.44). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (115 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$127 Aug 20268d left+$0.36/sh+$4,110
cycle +$6,985
[+$3,251…+$4,336] · 100% credit
68%
surv 53%
+$2,040 SAFE
cap gain +$7,840
Reliable up-and-out (highest cap still free ≥60%)~$1321 Aug 202622d left+$0.35/sh+$4,063
cycle +$6,938
[+$2,223…+$3,819] · 94% credit
75%
surv 67%
+$3,484 SAFE
cap gain +$9,284
Max even-money escape in the band~$1421 Aug 202622d left+$0.10/sh+$1,118
cycle +$3,993
[-$1,418…+$521] · 44% credit
81%
surv 77%
+$1,978 SAFE
cap gain +$7,778
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)~$137 Aug 20268d left+$0.01/sh+$72
cycle +$2,947
[-$1,956…-$415] · 18% credit
79%
surv 73%
-$507 NOT
cap gain +$5,293
Safety roll (pay small debit, max POP)~$1621 Aug 202622d left-$0.17/sh-$2,004
cycle +$871
[-$5,579…-$2,806]
90%
surv 89%
+$1,737 SAFE
cap gain +$7,537
budget: banked $2,875 debit $2,004 (70% used ≈ 0.3 wk of income) → whole cycle still +$871 cash · rolled 115 ct earn ≈ $3,294/mo while parked; 85 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$28,750/mo
vs 50% target ($14,294/mo)+101%
vs normal income ($28,588/mo)101% covered
Net income (after hedge)$29,005/mo
Downside budget
⚠ $11.50 is $3 below CC-SS $14.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,985
… as % of IC ($11,000)254.4%
… as % of ML ($11,000)254.4%
Recovery months (at normal income)1.0 mo
Surgical close (115 ct)$-3,450
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 $0.25 collected) or spot ≥ $11.76 (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 $13.52 (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
$11-11.76
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
≥ $11.76
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 0.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.50 (≤1σ, normal week)$2,875$-2,070+$3,730+$2,760
+2.5%$11.79 (≤1σ, normal week)$-431$-4,962+$838-$546
+5%$12.08 (1.0σ)$-3,738$-7,854-$2,054-$3,853
SS (= V-bounce)$40.55 (27.6σ)$-331,200$-485,988-$480,188-$71,990
V-BOUNCE STRESS (stock → CC-SS $14.18, where you are whole again, by expiry)
Starting unrealized P&L: $-5,800
+ Fortress recovery (un-capped): +$4,635
− CC assignment net of premium (115 × $11.50): -$27,985
+ Conservative CC premium (85 × $18): +$85
Total Position P&L @ SS: $-29,065 ($-23,265 vs today)
Do-nothing baseline at SS: $-965 (this trade vs do-nothing: $-28,100, the opportunity cost of earning $28,750/mo FIGHT income now)
BB-reversion stress (→ $15.71 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$45,540, position total $-44,422 ($-38,622 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on MARA are the tiebreakers.

📅 NEXT FRIDAY · 7 Aug 2026 · 10d · E[net] $-12,953/mo

🎯 Engine pick: sell 191 × $12.50 (50% normal), 79% survival, breach 21%, $14,325/mo.
⚖️ Worth a safer step: the $13 rung (33% normal) lifts survival to 84% (breach 21% → 16%) for $4,845/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 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $10.96 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $147 Aug10d27.7%92%hist 100%17%hist 5%+26pp$2,000$6,000-$8,325$1,669
Sell 200 × $14 27.7% OTM over spot $10.96 7 Aug 2026 (10d, $0.12 mid)
= $2,000 credit for the 10d cycle → $6,000/mo projected
Survival (stays ≤ $14)
92%
Breach risk
8%
POP (stays ≤ $14.12)
92%
EV / mo
+$2,640
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+26pp
96% whole by 9mo vs 70% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,165/mo
median; plan ~$3,512/mo after 68% keep · $5,352 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.5-1.7], measured ONLY among the 96% 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)
-$25,262
Free roll-up
none
Safest escape (by 21 Aug 2026)
$14 @ 68% POP
56% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.93/sh now → $1.36 mid-life (likely $1.04–$1.84)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$1.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 323 simulated challenges: the $14 strike is typically first touched on day 7 of 10, at $14 (overshoots $0.45). 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
Safety roll (pay small debit, max POP)~$1421 Aug 202619d left-$0.00/sh-$14
cycle +$1,986
[-$3,958…+$6,785] · 52% credit
68%
surv 56%
+$606 SAFE
cap gain +$6,406
budget: banked $2,000 debit $14 (1% used ≈ 0.0 wk of income) → whole cycle still +$1,986 cash · rolled 200 ct earn ≈ $43,022/mo while parked; 0 ct free to re-sell
Roll out (same strike, buy time)~$1414 Aug 202612d left-$0.38/sh-$7,570
cycle -$5,570
[-$11,963…-$1,508] · 18% credit
66%
surv 54%
-$6,999 NOT
cap gain -$1,199
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$6,000/mo
vs 50% target ($14,294/mo)-58%
vs normal income ($28,588/mo)21% covered
Net income (after hedge)$6,000/mo
Downside budget
⚠ $14 is $0 below CC-SS $14.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,669
… as % of IC ($11,000)15.2%
… as % of ML ($11,000)15.2%
Recovery months (at normal income)0.1 mo
Surgical close (200 ct)$-6,100
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $14.12 (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 $13.52 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.5σ)$2,000$570+$6,370+$1,800
+2.5%$14.35 (1.7σ)$-5,000$-5,926-$126-$5,200
+5%$14.70 (1.9σ)$-12,000$-12,422-$6,622-$12,200
SS (= V-bounce)$40.55 (15.1σ)$-529,000$-492,198-$486,398-$78,200
V-BOUNCE STRESS (stock → CC-SS $14.18, where you are whole again, by expiry)
Starting unrealized P&L: $-5,800
+ Fortress recovery (un-capped): +$4,635
− CC assignment net of premium (200 × $14): -$1,669
Total Position P&L @ SS: $-2,834 (+$2,966 vs today)
Do-nothing baseline at SS: $-965 (this trade vs do-nothing: $-1,869, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $15.71 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$32,200, position total $-31,167 ($-25,367 vs today)
33% normal ← lean158 × $137 Aug10d18.6%84%hist 99%33%hist 18%+35pp$3,160$9,480-$4,845$15,538
Sell 158 × $13 18.6% OTM over spot $10.96 7 Aug 2026 (10d, $0.22 mid)
= $3,160 credit for the 10d cycle → $9,480/mo projected
Survival (stays ≤ $13)
84%
Breach risk
16%
POP (stays ≤ $13.21)
87%
EV / mo
+$3,224
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+35pp
100% whole by 9mo vs 65% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$9,733/mo
median; plan ~$6,618/mo after 68% keep · $6,749 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)
23%
Flat exit net (mid-life)
-$16,091
Free roll-up
none
Safest escape (by 21 Aug 2026)
$13 @ 68% POP
56% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 158 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.72/sh now → $1.22 mid-life (likely $1.20–$1.85)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 678 simulated challenges: the $13 strike is typically first touched on day 6 of 10, at $13 (overshoots $0.44). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (158 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Safety roll (pay small debit, max POP)~$1321 Aug 202619d left-$0.00/sh-$31
cycle +$3,129
[-$5,163…+$1,576] · 33% credit
68%
surv 56%
+$352 SAFE
cap gain +$6,152
budget: banked $3,160 debit $31 (1% used ≈ 0.0 wk of income) → whole cycle still +$3,129 cash · rolled 158 ct earn ≈ $30,348/mo while parked; 42 ct free to re-sell
Roll out (same strike, buy time)~$1314 Aug 202612d left-$0.34/sh-$5,362
cycle -$2,202
[-$10,741…-$4,225] · 11% credit
66%
surv 54%
-$5,030 NOT
cap gain +$770
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$9,480/mo
vs 50% target ($14,294/mo)-34%
vs normal income ($28,588/mo)33% covered
Net income (after hedge)$9,606/mo
Downside budget
⚠ $13 is $1 below CC-SS $14.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,538
… as % of IC ($11,000)141.3%
… as % of ML ($11,000)141.3%
Recovery months (at normal income)0.5 mo
Surgical close (158 ct)$-4,819
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $13.21 (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 $13.52 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.21
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
≥ $13.21
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 0.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.0σ)$3,160$332+$6,132+$3,002
+2.5%$13.32 (1.2σ)$-1,975$-4,335+$1,465-$2,133
+5%$13.65 (1.4σ)$-7,110$-9,002-$3,202-$7,268
SS (= V-bounce)$40.55 (15.1σ)$-432,130$-489,996-$484,196-$75,998
V-BOUNCE STRESS (stock → CC-SS $14.18, where you are whole again, by expiry)
Starting unrealized P&L: $-5,800
+ Fortress recovery (un-capped): +$4,635
− CC assignment net of premium (158 × $13): -$15,538
+ Conservative CC premium (42 × $18): +$42
Total Position P&L @ SS: $-16,662 ($-10,862 vs today)
Do-nothing baseline at SS: $-965 (this trade vs do-nothing: $-15,696, the opportunity cost of earning $9,480/mo FIGHT income now)
BB-reversion stress (→ $15.71 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$39,658, position total $-38,583 ($-32,783 vs today)
🎯 50% normal191 × $12.507 Aug10d14.0%79%hist 96%44%hist 28%+36pp$4,775$14,325$27,379
Sell 191 × $12.50 14.0% OTM over spot $10.96 7 Aug 2026 (10d, $0.29 mid)
= $4,775 credit for the 10d cycle → $14,325/mo projected
Survival (stays ≤ $12.50)
79%
Breach risk
21%
POP (stays ≤ $12.79)
83%
EV / mo
+$2,817
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+36pp
100% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$14,536/mo
median; plan ~$9,884/mo after 68% keep · $8,250 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.5 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)
34%
Flat exit net (mid-life)
-$17,167
Free roll-up
none
Safest escape (by 21 Aug 2026)
$13 @ 71% POP
61% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 191 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.62/sh now → $1.15 mid-life (likely $1.18–$1.82)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$0.90/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,021 simulated challenges: the $12 strike is typically first touched on day 5 of 10, at $13 (overshoots $0.41). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (191 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Safety roll (pay small debit, max POP)~$1321 Aug 202619d left-$0.23/sh-$4,367
cycle +$408
[-$11,671…-$3,729] · 11% credit
71%
surv 61%
-$2,402 NOT
cap gain +$3,398
budget: banked $4,775 debit $4,367 (91% used ≈ 1.3 wk of income) → whole cycle still +$408 cash · rolled 191 ct earn ≈ $27,751/mo while parked; 9 ct free to re-sell
Roll out (same strike, buy time)~$1214 Aug 202612d left-$0.32/sh-$6,122
cycle -$1,347
[-$13,081…-$5,543] · 7% credit
66%
surv 54%
-$4,927 NOT
cap gain +$873
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$14,325/mo
vs 50% target ($14,294/mo)+0%
vs normal income ($28,588/mo)50% covered
Net income (after hedge)$14,352/mo
Downside budget
⚠ $12.50 is $2 below CC-SS $14.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,379
… as % of IC ($11,000)248.9%
… as % of ML ($11,000)248.9%
Recovery months (at normal income)1.0 mo
Surgical close (191 ct)$-6,303
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 $0.25 collected) or spot ≥ $12.79 (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 $13.52 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.79
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
≥ $12.79
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 0.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$4,775$1,194+$6,994+$4,584
+2.5%$12.81 (≤1σ, normal week)$-1,194$-4,324+$1,476-$1,385
+5%$13.12 (1.1σ)$-7,162$-9,843-$4,043-$7,354
SS (= V-bounce)$40.55 (15.1σ)$-530,980$-514,464-$508,664-$100,466
V-BOUNCE STRESS (stock → CC-SS $14.18, where you are whole again, by expiry)
Starting unrealized P&L: $-5,800
+ Fortress recovery (un-capped): +$4,635
− CC assignment net of premium (191 × $12.50): -$27,379
+ Conservative CC premium (9 × $18): +$9
Total Position P&L @ SS: $-28,535 ($-22,735 vs today)
Do-nothing baseline at SS: $-965 (this trade vs do-nothing: $-27,570, the opportunity cost of earning $14,325/mo FIGHT income now)
BB-reversion stress (→ $15.71 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$56,536, position total $-55,494 ($-49,694 vs today)
100% normal128 × $117 Aug10d0.3%54%hist 79%98%hist 90%+32pp$9,600$28,800+$14,475$31,148
Sell 128 × $11 0.3% OTM over spot $10.96 7 Aug 2026 (10d, $1.03 mid)
= $9,600 credit for the 10d cycle → $28,800/mo projected
Survival (stays ≤ $11)
54%
Breach risk
46%
POP (stays ≤ $12.03)
73%
EV / mo
+$3,931
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+32pp
100% whole by 9mo vs 68% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$171,216/mo
median; plan ~$116,427/mo after 68% keep · $10,392 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.1 mo [0.0-0.2], 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)
81%
Flat exit net (mid-life)
-$2,572
Free roll-up
none
Safest escape (by 21 Aug 2026)
$14 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 128 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.34/sh now → $0.95 mid-life (likely $1.35–$1.91)≈ $0 at expiry  |  you banked $0.75/sh, so a flat mid-life exit nets -$0.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,429 simulated challenges: the $11 strike is typically first touched on day 2 of 10, at $11 (overshoots $0.45). 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 (128 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1114 Aug 202612d left-$0.27/sh-$3,414
cycle +$6,186
[-$10,286…-$6,570] · 1% credit
66%
surv 54%
+$508 SAFE
cap gain +$6,308
Safety roll (pay small debit, max POP)~$1421 Aug 202619d left-$0.73/sh-$9,346
cycle +$254
[-$18,874…-$13,362]
88%
surv 87%
-$1,053 NOT
cap gain +$4,747
budget: banked $9,600 debit $9,346 (97% used ≈ 1.4 wk of income) → whole cycle still +$254 cash · rolled 128 ct earn ≈ $4,462/mo while parked; 72 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$28,800/mo
vs 50% target ($14,294/mo)+101%
vs normal income ($28,588/mo)101% covered
Net income (after hedge)$29,016/mo
Downside budget
⚠ $11 is $3 below CC-SS $14.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,148
… as % of IC ($11,000)283.2%
… as % of ML ($11,000)283.2%
Recovery months (at normal income)1.1 mo
Surgical close (128 ct)$-7,296
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.75 collected) or spot ≥ $12.03 (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 $13.52 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $10.89Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$11-12.03
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
≥ $12.03
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 0.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.00 (≤1σ, normal week)$9,600$3,922+$9,722+$9,472
+2.5%$11.27 (≤1σ, normal week)$6,080$798+$6,598+$5,952
+5%$11.55 (≤1σ, normal week)$2,560$-2,326+$3,474+$2,432
SS (= V-bounce)$40.55 (15.1σ)$-368,640$-494,126-$488,326-$80,128
V-BOUNCE STRESS (stock → CC-SS $14.18, where you are whole again, by expiry)
Starting unrealized P&L: $-5,800
+ Fortress recovery (un-capped): +$4,635
− CC assignment net of premium (128 × $11): -$31,148
+ Conservative CC premium (72 × $18): +$72
Total Position P&L @ SS: $-32,242 ($-26,442 vs today)
Do-nothing baseline at SS: $-965 (this trade vs do-nothing: $-31,276, the opportunity cost of earning $28,800/mo FIGHT income now)
BB-reversion stress (→ $15.71 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$50,688, position total $-49,583 ($-43,783 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 (13 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 13 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: 0.072 (IBKR)  |  Recovery@SS: +$4,635 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-965

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$123d31 Jul 2026$0.14103/200$14,420$14,71182%84%+$5,340-$21,047191.3%$-22,116 (vs do-nothing $-21,150)
$12.5010d7 Aug 2026$0.25191/200$14,325$14,35279%83%+$2,817-$27,379248.9%$-28,535 (vs do-nothing $-27,570)
$1210d7 Aug 2026$0.40120/200$14,400$14,64072%78%+$3,534-$21,401194.6%$-22,487 (vs do-nothing $-21,521)
$1217d14 Aug 2026$0.52156/200$14,315$14,44770%79%+$1,835-$25,950235.9%$-27,071 (vs do-nothing $-26,106)
$11.503d31 Jul 2026$0.2558/200$14,500$14,92669%76%+$3,077-$14,114128.3%$-15,137 (vs do-nothing $-14,172)
$1224d21 Aug 2026$0.70164/200$14,350$14,45868%75%+$1,317-$24,328221.2%$-25,458 (vs do-nothing $-24,492)
$11.5010d7 Aug 2026$0.47102/200$14,382$14,67664%76%+$743-$22,577205.2%$-23,645 (vs do-nothing $-22,679)
$11.5017d14 Aug 2026$0.67121/200$14,306$14,54363%75%+$1,206-$24,363221.5%$-25,449 (vs do-nothing $-24,484)
$11.5024d21 Aug 2026$0.84137/200$14,385$14,57462%74%+$580-$25,255229.6%$-26,358 (vs do-nothing $-25,392)
$1124d21 Aug 2026$1.06108/200$14,310$14,58656%70%+$656-$22,933208.5%$-24,007 (vs do-nothing $-23,041)
$1117d14 Aug 2026$0.81100/200$14,294$14,59455%72%$-144-$23,734215.8%$-24,800 (vs do-nothing $-23,834)
$1110d7 Aug 2026$0.7564/200$14,400$14,80854%73%+$1,965-$15,574141.6%$-16,603 (vs do-nothing $-15,638)
$113d31 Jul 2026$0.4334/200$14,620$15,11853%68%+$1,496-$9,36285.1%$-10,361 (vs do-nothing $-9,396)

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  |  2026-07-28 21:35