FORTRESS FIGHT: MARA-LC40 @ $10.45

BE SS: $40.55  |  CC-SS: $14.56  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-30 19:14

MARA-LC40 @ $10.45   UNDERWATER $30.10 (74.2% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
MARA reports 2026-08-06 (Thu), in 7 days. The recommended CC (8d) expires on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. No priced expiry closes before the print, so waiting for it is the only clean option.

200 contracts (20,000 sh)  |  BE SS: $40.55  |  CC-SS: $14.56  |  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$28,000/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-7,800fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$14,000/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$28,000/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 $14.56 (probe: $14.5C 15d) brings only $2,400/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-16; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-16
$0
Hole (after banked)
$7,800
was $7,800 · 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)
WEEKLYPULLBACK · %B 33 (live) · RSI 44 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 38 · %B 3 · hist falling (nightly)
LEVELS20W MA (bounce target) $11.80 (+13%) · daily UBB $13.53 · 1-wk expected move ±$1 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-06: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 163 contracts at $11.50 / 8d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($14,000/mo); it brings $14,059/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 183 × $10.50/8d for $28,136/mo, but breach risk rises to 46% (+22pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 200 × $13/8d (93% survival, $6,000/mo).
Downside anchor: the primary mortgages $46,157 (420% of IC) ONLY on a full V-bounce all the way to SS $41, recoverable in 1.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 163 contracts realizes $-6,928 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 · 7 Aug 2026 (8d) · sell 163 × $11.50, 76% survival, $14,059/mo (E[net] $1,472/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆7 Aug 2026 · 8d163 × $11.5076%$14,059$1,472
E[net] arithmetic on the grand pick: keep $3,749 with probability 59%; on the 41% touch you roll, paying $7,872 to close and taking $3,408 back from the best priced door (net cash $4,464) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 7 Aug 2026 · 8d · E[net] $1,472/mo 🏆 GRAND PICK

🎯 Engine pick: sell 163 × $11.50 (50% normal), 76% survival, breach 24%, $14,059/mo.
⚖️ Worth a safer step: the $12 rung (33% normal) lifts survival to 84% (breach 24% → 16%) for $4,815/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 $10.45 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $137 Aug8d24.4%93%hist 100%14%hist 5%+50pp$1,600$6,000-$8,059$29,634
Sell 200 × $13 24.4% OTM over spot $10.45 7 Aug 2026 (8d, $0.08 mid)
= $1,600 credit for the 8d cycle → $6,000/mo projected
Survival (stays ≤ $13)
93%
Breach risk
7%
POP (stays ≤ $13.09)
94%
EV / mo
+$3,844
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+50pp
98% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,927/mo
median; plan ~$3,350/mo after 68% keep · $7,748 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.9-2.6], measured ONLY among the 98% 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)
-$10,043
Free roll-up
+$0/wk
Safest escape (by 21 Aug 2026)
$15 @ 76% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 200 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.82/sh now → $0.58 mid-life (likely $0.47–$0.79)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 318 simulated challenges: the $13 strike is typically first touched on day 6 of 8, at $13 (overshoots $0.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (200 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1314 Aug 202611d left+$0.25/sh+$5,039
cycle +$6,639
[+$4,840…+$7,693] · 100% credit
66%
surv 54%
+$2,001 SAFE
cap gain +$9,801
Up-and-out for even (raise the cap, free)~$1314 Aug 202611d left+$0.26/sh+$5,109
cycle +$6,709
[+$4,945…+$7,739] · 100% credit
67%
surv 55%
+$2,133 SAFE
cap gain +$9,933
Reliable up-and-out (highest cap still free ≥60%)~$1421 Aug 202618d left+$0.28/sh+$5,566
cycle +$7,166
[+$5,085…+$8,467] · 100% credit
70%
surv 61%
+$3,210 SAFE
cap gain +$11,010
Max even-money escape in the band~$1521 Aug 202618d left+$0.00/sh+$59
cycle +$1,659
[-$1,214…+$2,257] · 58% credit
76%
surv 71%
-$1,057 NOT
cap gain +$6,743
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$6,000/mo
vs 50% target ($14,000/mo)-57%
vs normal income ($28,000/mo)21% covered
Net income (after hedge)$6,000/mo
Downside budget
⚠ $13 is $2 below CC-SS $14.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,634
… as % of IC ($11,000)269.4%
… as % of ML ($11,000)269.4%
Recovery months (at normal income)1.1 mo
Surgical close (200 ct)$-7,900
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 collected) or spot ≥ $13.09 (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 $13.53 (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
$13-13.09
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
≥ $13.09
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 0.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.6σ)$1,600$-3,038+$4,762+$1,400
+2.5%$13.32 (1.8σ)$-4,900$-9,135-$1,335-$5,100
+5%$13.65 (2.0σ)$-11,400$-15,232-$7,432-$11,600
SS (= V-bounce)$40.55 (18.9σ)$-549,400$-519,876-$512,076-$98,600
V-BOUNCE STRESS (stock → CC-SS $14.56, where you are whole again, by expiry)
Starting unrealized P&L: $-7,800
+ Fortress recovery (un-capped): +$5,099
− CC assignment net of premium (200 × $13): -$29,634
Total Position P&L @ SS: $-32,336 ($-24,536 vs today)
Do-nothing baseline at SS: $-2,501 (this trade vs do-nothing: $-29,834, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $11.80 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-6,126 (+$1,674 vs today)
33% normal ← lean145 × $127 Aug8d14.8%84%hist 99%34%hist 18%+53pp$2,465$9,244-$4,815$34,680
Sell 145 × $12 14.8% OTM over spot $10.45 7 Aug 2026 (8d, $0.18 mid)
= $2,465 credit for the 8d cycle → $9,244/mo projected
Survival (stays ≤ $12)
84%
Breach risk
16%
POP (stays ≤ $12.18)
86%
EV / mo
+$3,460
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+53pp
100% whole by 9mo vs 47% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,824/mo
median; plan ~$5,320/mo after 68% keep · $9,290 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.8-1.7], 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)
25%
Flat exit net (mid-life)
-$5,004
Free roll-up
+$0/wk
Safest escape (by 21 Aug 2026)
$14 @ 81% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 145 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: $0.73/sh now → $0.52 mid-life (likely $0.50–$0.79)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 748 simulated challenges: the $12 strike is typically first touched on day 5 of 8, at $12 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (145 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1214 Aug 202611d left+$0.22/sh+$3,233
cycle +$5,698
[+$2,466…+$4,157] · 100% credit
66%
surv 54%
-$125 NOT
cap gain +$7,675
Up-and-out for even (raise the cap, free)~$1214 Aug 202611d left+$0.22/sh+$3,246
cycle +$5,711
[+$2,519…+$4,168] · 100% credit
67%
surv 55%
-$50 NOT
cap gain +$7,750
Max even-money escape in the band~$1321 Aug 202618d left+$0.23/sh+$3,284
cycle +$5,749
[+$2,149…+$4,209] · 98% credit
71%
surv 62%
+$608 SAFE
cap gain +$8,408
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1421 Aug 202618d left-$0.12/sh-$1,713
cycle +$752
[-$3,687…-$1,239] · 12% credit
81%
surv 78%
-$2,529 NOT
cap gain +$5,271
budget: banked $2,465 debit $1,713 (69% used ≈ 0.8 wk of income) → whole cycle still +$752 cash · rolled 145 ct earn ≈ $9,594/mo while parked; 55 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$9,244/mo
vs 50% target ($14,000/mo)-34%
vs normal income ($28,000/mo)33% covered
Net income (after hedge)$9,354/mo
Downside budget
⚠ $12 is $3 below CC-SS $14.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,680
… as % of IC ($11,000)315.3%
… as % of ML ($11,000)315.3%
Recovery months (at normal income)1.2 mo
Surgical close (145 ct)$-5,800
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $12.18 (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 $13.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $11.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.18
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
≥ $12.18
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 0.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.00 (≤1σ, normal week)$2,465$-3,358+$4,442+$2,320
+2.5%$12.30 (1.2σ)$-1,885$-7,336+$464-$2,030
+5%$12.60 (1.3σ)$-6,235$-11,314-$3,514-$6,380
SS (= V-bounce)$40.55 (18.9σ)$-411,510$-505,956-$498,156-$84,680
V-BOUNCE STRESS (stock → CC-SS $14.56, where you are whole again, by expiry)
Starting unrealized P&L: $-7,800
+ Fortress recovery (un-capped): +$5,099
− CC assignment net of premium (145 × $12): -$34,680
+ Conservative CC premium (55 × $18): +$55
Total Position P&L @ SS: $-37,326 ($-29,526 vs today)
Do-nothing baseline at SS: $-2,501 (this trade vs do-nothing: $-34,825, the opportunity cost of earning $9,244/mo FIGHT income now)
BB-reversion stress (→ $11.80 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-6,071 (+$1,729 vs today)
🎯 50% normal163 × $11.507 Aug8d10.0%76%hist 96%51%hist 43%+51pp$3,749$14,059$46,157
Sell 163 × $11.50 10.0% OTM over spot $10.45 7 Aug 2026 (8d, $0.27 mid)
= $3,749 credit for the 8d cycle → $14,059/mo projected
Survival (stays ≤ $11.50)
76%
Breach risk
24%
POP (stays ≤ $11.77)
80%
EV / mo
+$2,435
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+51pp
100% whole by 9mo vs 49% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$12,163/mo
median; plan ~$8,271/mo after 68% keep · $10,292 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.5-1.1], 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)
41%
Flat exit net (mid-life)
-$4,123
Free roll-up
+$0/wk
Safest escape (by 21 Aug 2026)
$14 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 163 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: $0.68/sh now → $0.48 mid-life (likely $0.55–$0.80)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$0.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,226 simulated challenges: the $12 strike is typically first touched on day 4 of 8, at $12 (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 (163 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1214 Aug 202611d left+$0.21/sh+$3,402
cycle +$7,151
[+$2,327…+$3,689] · 100% credit
67%
surv 55%
+$752 SAFE
cap gain +$8,552
Roll out (same strike, buy time)~$1214 Aug 202611d left+$0.21/sh+$3,408
cycle +$7,157
[+$2,278…+$3,673] · 99% credit
66%
surv 54%
+$696 SAFE
cap gain +$8,496
Max even-money escape in the band~$1221 Aug 202618d left+$0.20/sh+$3,290
cycle +$7,039
[+$1,638…+$3,365] · 96% credit
71%
surv 62%
+$1,260 SAFE
cap gain +$9,060
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1421 Aug 202618d left-$0.21/sh-$3,424
cycle +$325
[-$6,383…-$4,064] · 1% credit
85%
surv 83%
-$2,974 NOT
cap gain +$4,826
budget: banked $3,749 debit $3,424 (91% used ≈ 1.1 wk of income) → whole cycle still +$325 cash · rolled 163 ct earn ≈ $7,415/mo while parked; 37 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$14,059/mo
vs 50% target ($14,000/mo)+0%
vs normal income ($28,000/mo)50% covered
Net income (after hedge)$14,133/mo
Downside budget
⚠ $11.50 is $3 below CC-SS $14.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,157
… as % of IC ($11,000)419.6%
… as % of ML ($11,000)419.6%
Recovery months (at normal income)1.6 mo
Surgical close (163 ct)$-6,928
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 $0.23 collected) or spot ≥ $11.77 (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 $13.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $11.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$11-11.77
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
≥ $11.77
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 0.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.50 (≤1σ, normal week)$3,749$-2,712+$5,088+$3,586
+2.5%$11.79 (≤1σ, normal week)$-937$-7,042+$758-$1,100
+5%$12.08 (1.0σ)$-5,624$-11,372-$3,572-$5,787
SS (= V-bounce)$40.55 (18.9σ)$-469,766$-523,640-$515,840-$102,364
V-BOUNCE STRESS (stock → CC-SS $14.56, where you are whole again, by expiry)
Starting unrealized P&L: $-7,800
+ Fortress recovery (un-capped): +$5,099
− CC assignment net of premium (163 × $11.50): -$46,157
+ Conservative CC premium (37 × $18): +$37
Total Position P&L @ SS: $-48,821 ($-41,021 vs today)
Do-nothing baseline at SS: $-2,501 (this trade vs do-nothing: $-46,320, the opportunity cost of earning $14,059/mo FIGHT income now)
BB-reversion stress (→ $11.80 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,141, position total $-7,230 (+$570 vs today)
100% normal183 × $10.507 Aug8d0.5%54%hist 79%97%hist 90%+53pp$7,503$28,136+$14,078$66,826
Sell 183 × $10.50 0.5% OTM over spot $10.45 7 Aug 2026 (8d, $0.49 mid)
= $7,503 credit for the 8d cycle → $28,136/mo projected
Survival (stays ≤ $10.50)
54%
Breach risk
46%
POP (stays ≤ $10.99)
66%
EV / mo
$-7,347
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+53pp
100% whole by 9mo vs 47% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$78,090/mo
median; plan ~$53,101/mo after 68% keep · $7,809 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.1 mo [0.0-0.3], 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)
76%
Flat exit net (mid-life)
-$210
Free roll-up
+$0/wk
Safest escape (by 21 Aug 2026)
$14 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 183 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: $0.60/sh now → $0.42 mid-life (likely $0.60–$0.88)≈ $0 at expiry  |  you banked $0.41/sh, so a flat mid-life exit nets -$0.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,295 simulated challenges: the $10 strike is typically first touched on day 2 of 8, at $11 (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 (183 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1114 Aug 202611d left+$0.18/sh+$3,289
cycle +$10,792
[+$1,624…+$2,338] · 98% credit
66%
surv 55%
+$3,133 SAFE
cap gain +$10,933
Roll out (same strike, buy time)~$1014 Aug 202611d left+$0.18/sh+$3,340
cycle +$10,843
[+$1,576…+$2,341] · 98% credit
66%
surv 54%
+$3,122 SAFE
cap gain +$10,922
Max even-money escape in the band~$1121 Aug 202618d left+$0.15/sh+$2,835
cycle +$10,338
[+$102…+$1,409] · 77% credit
71%
surv 63%
+$3,299 SAFE
cap gain +$11,099
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1421 Aug 202618d left-$0.31/sh-$5,729
cycle +$1,774
[-$11,856…-$8,140]
92%
surv 92%
-$1,545 NOT
cap gain +$6,255
budget: banked $7,503 debit $5,729 (76% used ≈ 0.9 wk of income) → whole cycle still +$1,774 cash · rolled 183 ct earn ≈ $3,307/mo while parked; 17 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$28,136/mo
vs 50% target ($14,000/mo)+101%
vs normal income ($28,000/mo)100% covered
Net income (after hedge)$28,170/mo
Downside budget
⚠ $10.50 is $4 below CC-SS $14.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$66,826
… as % of IC ($11,000)607.5%
… as % of ML ($11,000)607.5%
Recovery months (at normal income)2.4 mo
Surgical close (183 ct)$-8,601
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 $0.41 collected) or spot ≥ $10.99 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $10)); NOT the premium you collected. Momentum override: two daily closes above $13.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $10.39Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$10-10.99
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $10.99
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 0.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$10.50 (≤1σ, normal week)$7,503$-218+$7,582+$7,320
+2.5%$10.76 (≤1σ, normal week)$2,699$-4,696+$3,104+$2,516
+5%$11.03 (≤1σ, normal week)$-2,105$-9,175-$1,375-$2,288
SS (= V-bounce)$40.55 (18.9σ)$-542,412$-551,206-$543,406-$129,930
V-BOUNCE STRESS (stock → CC-SS $14.56, where you are whole again, by expiry)
Starting unrealized P&L: $-7,800
+ Fortress recovery (un-capped): +$5,099
− CC assignment net of premium (183 × $10.50): -$66,826
+ Conservative CC premium (17 × $18): +$17
Total Position P&L @ SS: $-69,511 ($-61,711 vs today)
Do-nothing baseline at SS: $-2,501 (this trade vs do-nothing: $-67,009, the opportunity cost of earning $28,136/mo FIGHT income now)
BB-reversion stress (→ $11.80 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$16,287, position total $-22,396 ($-14,596 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: 0.062 (IBKR)  |  Recovery@SS: +$5,099 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,501

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11.508d7 Aug 2026$0.23163/200$14,059$14,13376%80%+$2,435-$46,157419.6%$-48,821 (vs do-nothing $-46,320)
$11.5015d14 Aug 2026$0.37190/200$14,060$14,08071%77%+$315-$51,142464.9%$-53,834 (vs do-nothing $-51,332)
$118d7 Aug 2026$0.34110/200$14,025$14,20566%73%+$728-$35,439322.2%$-38,050 (vs do-nothing $-35,549)
$1115d14 Aug 2026$0.45156/200$14,040$14,12864%72%$-1,994-$48,543441.3%$-51,200 (vs do-nothing $-48,699)
$1122d21 Aug 2026$0.65158/200$14,005$14,08963%71%$-420-$46,005418.2%$-48,664 (vs do-nothing $-46,163)
$10.5022d21 Aug 2026$0.79130/200$14,005$14,14556%67%$-1,461-$42,532386.7%$-45,164 (vs do-nothing $-42,662)
$10.5015d14 Aug 2026$0.70100/200$14,000$14,20055%68%$-331-$33,617305.6%$-36,219 (vs do-nothing $-33,717)
$10.508d7 Aug 2026$0.4192/200$14,145$14,36154%66%$-3,694-$33,596305.4%$-36,189 (vs do-nothing $-33,688)

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  |  2026-07-30 19:14