FORTRESS FIGHT: MARA-LC40 @ $11.90

BE SS: $40.55  |  CC-SS: $15.18  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-31 21:46

MARA-LC40 @ $11.90   UNDERWATER $28.65 (70.7% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
MARA reports 2026-08-06 (Thu), in 6 days. The recommended CC (7d) 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: $15.18  |  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$36,429/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-6,300fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$18,214/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$36,429/mo (ATM CC, chain)
IC VELOCITY
0.3 mo to earn back $11,000
ML VELOCITY
0.3 mo to earn back $11,000
Deep drawdown confirmed: a CC at CC-SS $15.18 (probe: $15C 14d) brings only $5,143/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)
$6,300
was $6,300 · 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 50 (live) · RSI 49 · MACD bearish, hist falling
DAILYMIXED (provisional) · RSI 48 · %B 49 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.73 (+32%) · daily UBB $13.29 · 1-wk expected move ±$2 (chain IV)
SETUPNo tilt: engine default. (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: 138 contracts at $13 / 7d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($18,214/mo); it brings $18,334/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 194 × $12.50/7d for $36,583/mo, but breach risk rises to 34% (+11pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 200 × $15/7d (93% survival, $6,000/mo).
Downside anchor: the primary mortgages $25,822 (235% 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 138 contracts realizes $-4,554 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 (7d) · sell 138 × $13, 77% survival, $18,334/mo (E[net] $3,672/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 · 7d138 × $1377%$18,334$3,672
E[net] arithmetic on the grand pick: keep $4,278 with probability 61%; on the 39% touch you roll, paying $8,323 to close and taking $3,917 back from the best priced door (net cash $4,405) 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 · 7d · E[net] $3,672/mo 🏆 GRAND PICK

🎯 Engine pick: sell 138 × $13 (50% normal), 77% survival, breach 23%, $18,334/mo.
⚖️ Worth a safer step: the $13.50 rung (33% normal) lifts survival to 84% (breach 23% → 16%) for $6,249/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $13.50 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $11.90 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $157 Aug7d26.1%93%hist 100%14%hist 5%+31pp$1,400$6,000-$12,334$2,223
Sell 200 × $15 26.1% OTM over spot $11.90 7 Aug 2026 (7d, $0.08 mid)
= $1,400 credit for the 7d cycle → $6,000/mo projected
Survival (stays ≤ $15)
93%
Breach risk
7%
POP (stays ≤ $15.07)
94%
EV / mo
+$2,948
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+31pp
94% whole by 9mo vs 62% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,936/mo
median; plan ~$3,357/mo after 68% keep · $5,424 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.5-2.1], measured ONLY among the 94% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
8%
Flat exit net (mid-life)
-$13,551
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$17 @ 79% POP
75% 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 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.06/sh now → $0.75 mid-life (likely $0.59–$1.05)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 237 simulated challenges: the $15 strike is typically first touched on day 5 of 7, at $16 (overshoots $0.53). 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)~$1514 Aug 202610d left+$0.31/sh+$6,101
cycle +$7,501
[+$6,025…+$10,034] · 99% credit
68%
surv 54%
+$6,100 SAFE
cap gain +$12,400
Up-and-out for even (raise the cap, free)~$1614 Aug 202610d left+$0.05/sh+$1,072
cycle +$2,472
[-$143…+$4,395] · 73% credit
72%
surv 62%
+$2,019 SAFE
cap gain +$8,319
Max even-money escape in the band~$1721 Aug 202618d left+$0.05/sh+$981
cycle +$2,381
[-$605…+$4,749] · 69% credit
77%
surv 71%
+$3,509 SAFE
cap gain +$9,809
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1721 Aug 202618d left-$0.07/sh-$1,320
cycle +$80
[-$3,232…+$2,224] · 40% credit
79%
surv 75%
+$1,998 SAFE
cap gain +$8,298
budget: banked $1,400 debit $1,320 (94% used ≈ 1.0 wk of income) → whole cycle still +$80 cash · rolled 200 ct earn ≈ $22,718/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$6,000/mo
vs 50% target ($18,214/mo)-67%
vs normal income ($36,429/mo)16% covered
Net income (after hedge)$6,000/mo
Downside budget
⚠ $15 is $0 below CC-SS $15.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,223
… as % of IC ($11,000)20.2%
… as % of ML ($11,000)20.2%
Recovery months (at normal income)0.1 mo
Surgical close (200 ct)$-6,400
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 ≥ $15.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $15)); NOT the premium you collected. Momentum override: two daily closes above $13.29 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.07
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
≥ $15.07
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 0.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.9σ)$1,400$-1+$6,299+$1,200
+2.5%$15.37 (2.2σ)$-6,100$-6,909-$609-$6,300
+5%$15.75 (2.4σ)$-13,600$-13,816-$7,516-$13,800
SS (= V-bounce)$40.55 (17.9σ)$-509,600$-470,632-$464,332-$198,800
V-BOUNCE STRESS (stock → CC-SS $15.18, where you are whole again, by expiry)
Starting unrealized P&L: $-6,300
+ Fortress recovery (un-capped): +$5,185
− CC assignment net of premium (200 × $15): -$2,223
Total Position P&L @ SS: $-3,338 (+$2,962 vs today)
Do-nothing baseline at SS: $-915 (this trade vs do-nothing: $-2,423, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,200, position total $-13,448 ($-7,148 vs today)
33% normal ← lean141 × $13.507 Aug7d13.5%84%hist 99%33%hist 18%+37pp$2,820$12,086-$6,249$20,884
Sell 141 × $13.50 13.5% OTM over spot $11.90 7 Aug 2026 (7d, $0.23 mid)
= $2,820 credit for the 7d cycle → $12,086/mo projected
Survival (stays ≤ $13.50)
84%
Breach risk
16%
POP (stays ≤ $13.72)
87%
EV / mo
+$6,147
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+37pp
100% whole by 9mo vs 63% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$12,076/mo
median; plan ~$8,212/mo after 68% keep · $6,501 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.6 mo [0.4-0.9], measured ONLY among the 100% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
28%
Flat exit net (mid-life)
-$6,175
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$16 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 141 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.90/sh now → $0.64 mid-life (likely $0.62–$1.01)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 839 simulated challenges: the $14 strike is typically first touched on day 4 of 7, at $14 (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 (141 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1414 Aug 202610d left+$0.26/sh+$3,600
cycle +$6,420
[+$2,671…+$4,821] · 100% credit
68%
surv 53%
+$2,707 SAFE
cap gain +$9,007
Max even-money escape in the band~$1521 Aug 202618d left+$0.13/sh+$1,820
cycle +$4,640
[+$254…+$2,882] · 81% credit
75%
surv 68%
+$2,667 SAFE
cap gain +$8,967
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)~$1414 Aug 202610d left+$0.01/sh+$151
cycle +$2,971
[-$1,383…+$945] · 37% credit
72%
surv 63%
+$207 SAFE
cap gain +$6,507
Safety roll (pay small debit, max POP)~$1621 Aug 202618d left-$0.14/sh-$1,942
cycle +$878
[-$4,298…-$1,375] · 15% credit
81%
surv 77%
+$484 SAFE
cap gain +$6,784
budget: banked $2,820 debit $1,942 (69% used ≈ 0.7 wk of income) → whole cycle still +$878 cash · rolled 141 ct earn ≈ $11,754/mo while parked; 59 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$12,086/mo
vs 50% target ($18,214/mo)-34%
vs normal income ($36,429/mo)33% covered
Net income (after hedge)$12,170/mo
Downside budget
⚠ $13.50 is $2 below CC-SS $15.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,884
… as % of IC ($11,000)189.9%
… as % of ML ($11,000)189.9%
Recovery months (at normal income)0.6 mo
Surgical close (141 ct)$-4,794
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 ≥ $13.72 (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 $13.29 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.72
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
≥ $13.72
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 0.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.0σ)$2,820$-892+$5,408+$2,679
+2.5%$13.84 (1.2σ)$-1,939$-5,118+$1,182-$2,080
+5%$14.18 (1.4σ)$-6,698$-9,343-$3,043-$6,839
SS (= V-bounce)$40.55 (17.9σ)$-378,585$-431,303-$425,003-$159,471
V-BOUNCE STRESS (stock → CC-SS $15.18, where you are whole again, by expiry)
Starting unrealized P&L: $-6,300
+ Fortress recovery (un-capped): +$5,185
− CC assignment net of premium (141 × $13.50): -$20,884
+ Conservative CC premium (59 × $25): +$59
Total Position P&L @ SS: $-21,940 ($-15,640 vs today)
Do-nothing baseline at SS: $-915 (this trade vs do-nothing: $-21,025, the opportunity cost of earning $12,086/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,623, position total $-28,812 ($-22,512 vs today)
🎯 50% normal138 × $137 Aug7d9.2%77%hist 96%49%hist 28%+40pp$4,278$18,334$25,822
Sell 138 × $13 9.2% OTM over spot $11.90 7 Aug 2026 (7d, $0.33 mid)
= $4,278 credit for the 7d cycle → $18,334/mo projected
Survival (stays ≤ $13)
77%
Breach risk
23%
POP (stays ≤ $13.32)
82%
EV / mo
+$7,782
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+40pp
100% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$20,630/mo
median; plan ~$14,028/mo after 68% keep · $8,603 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.4 mo [0.2-0.5], 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)
39%
Flat exit net (mid-life)
-$4,045
Free roll-up
+$0/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 138 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.85/sh now → $0.60 mid-life (likely $0.70–$1.03)≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,182 simulated challenges: the $13 strike is typically first touched on day 3 of 7, at $13 (overshoots $0.42). 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 (138 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)~$1314 Aug 202610d left+$0.24/sh+$3,297
cycle +$7,575
[+$2,131…+$3,587] · 100% credit
69%
surv 55%
+$3,235 SAFE
cap gain +$9,535
Roll out (same strike, buy time)~$1314 Aug 202610d left+$0.24/sh+$3,307
cycle +$7,585
[+$2,029…+$3,575] · 100% credit
68%
surv 53%
+$3,086 SAFE
cap gain +$9,386
Reliable up-and-out (highest cap still free ≥60%)~$1421 Aug 202618d left+$0.28/sh+$3,917
cycle +$8,195
[+$2,327…+$4,115] · 99% credit
72%
surv 62%
+$4,645 SAFE
cap gain +$10,945
Max even-money escape in the band~$1421 Aug 202618d left+$0.10/sh+$1,383
cycle +$5,661
[-$615…+$1,292] · 55% credit
76%
surv 68%
+$2,900 SAFE
cap gain +$9,200
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 202618d left-$0.29/sh-$3,941
cycle +$337
[-$7,447…-$4,608] · 0% credit
84%
surv 82%
-$53 NOT
cap gain +$6,247
budget: banked $4,278 debit $3,941 (92% used ≈ 0.9 wk of income) → whole cycle still +$337 cash · rolled 138 ct earn ≈ $7,304/mo while parked; 62 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$18,334/mo
vs 50% target ($18,214/mo)+1%
vs normal income ($36,429/mo)50% covered
Net income (after hedge)$18,423/mo
Downside budget
⚠ $13 is $2 below CC-SS $15.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,822
… as % of IC ($11,000)234.7%
… as % of ML ($11,000)234.7%
Recovery months (at normal income)0.7 mo
Surgical close (138 ct)$-4,554
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.31 collected) or spot ≥ $13.32 (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 $13.29 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.32
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
≥ $13.32
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 0.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$4,278$-221+$6,079+$4,140
+2.5%$13.32 (≤1σ, normal week)$-207$-4,193+$2,107-$345
+5%$13.65 (1.1σ)$-4,692$-8,164-$1,864-$4,830
SS (= V-bounce)$40.55 (17.9σ)$-375,912$-433,292-$426,992-$161,460
V-BOUNCE STRESS (stock → CC-SS $15.18, where you are whole again, by expiry)
Starting unrealized P&L: $-6,300
+ Fortress recovery (un-capped): +$5,185
− CC assignment net of premium (138 × $13): -$25,822
+ Conservative CC premium (62 × $25): +$62
Total Position P&L @ SS: $-26,875 ($-20,575 vs today)
Do-nothing baseline at SS: $-915 (this trade vs do-nothing: $-25,960, the opportunity cost of earning $18,334/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$33,396, position total $-33,582 ($-27,282 vs today)
100% normal194 × $12.507 Aug7d5.0%66%hist 80%73%hist 59%+37pp$8,536$36,583+$18,249$43,479
Sell 194 × $12.50 5.0% OTM over spot $11.90 7 Aug 2026 (7d, $0.47 mid)
= $8,536 credit for the 7d cycle → $36,583/mo projected
Survival (stays ≤ $12.50)
66%
Breach risk
34%
POP (stays ≤ $12.97)
74%
EV / mo
+$5,988
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+37pp
100% whole by 9mo vs 63% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$51,679/mo
median; plan ~$35,142/mo after 68% keep · $8,573 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.2 mo [0.1-0.2], 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)
54%
Flat exit net (mid-life)
-$2,505
Free roll-up
+$0/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 194 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.80/sh now → $0.57 mid-life (likely $0.71–$1.04)≈ $0 at expiry  |  you banked $0.44/sh, so a flat mid-life exit nets -$0.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,632 simulated challenges: the $12 strike is typically first touched on day 3 of 7, at $13 (overshoots $0.42). 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 (194 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)~$1314 Aug 202610d left+$0.22/sh+$4,290
cycle +$12,826
[+$2,548…+$4,043] · 100% credit
69%
surv 55%
+$7,640 SAFE
cap gain +$13,940
Roll out (same strike, buy time)~$1214 Aug 202610d left+$0.22/sh+$4,355
cycle +$12,891
[+$2,414…+$3,952] · 100% credit
68%
surv 53%
+$7,546 SAFE
cap gain +$13,846
Reliable up-and-out (highest cap still free ≥60%)~$1321 Aug 202618d left+$0.25/sh+$4,899
cycle +$13,435
[+$2,377…+$4,356] · 98% credit
73%
surv 63%
+$9,039 SAFE
cap gain +$15,339
Max even-money escape in the band~$1421 Aug 202618d left+$0.07/sh+$1,408
cycle +$9,944
[-$1,798…+$504] · 32% credit
76%
surv 69%
+$6,337 SAFE
cap gain +$12,637
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 202618d left-$0.40/sh-$7,794
cycle +$742
[-$14,414…-$9,910]
90%
surv 89%
+$1,086 SAFE
cap gain +$7,386
budget: banked $8,536 debit $7,794 (91% used ≈ 0.9 wk of income) → whole cycle still +$742 cash · rolled 194 ct earn ≈ $5,413/mo while parked; 6 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$36,583/mo
vs 50% target ($18,214/mo)+101%
vs normal income ($36,429/mo)100% covered
Net income (after hedge)$36,591/mo
Downside budget
⚠ $12.50 is $3 below CC-SS $15.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,479
… as % of IC ($11,000)395.3%
… as % of ML ($11,000)395.3%
Recovery months (at normal income)1.2 mo
Surgical close (194 ct)$-6,790
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.44 collected) or spot ≥ $12.97 (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 $13.29 (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
$12-12.97
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
≥ $12.97
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 0.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$8,536$3,191+$9,491+$8,342
+2.5%$12.81 (≤1σ, normal week)$2,474$-2,378+$3,922+$2,280
+5%$13.12 (≤1σ, normal week)$-3,589$-7,947-$1,647-$3,783
SS (= V-bounce)$40.55 (17.9σ)$-535,634$-505,990-$499,690-$234,158
V-BOUNCE STRESS (stock → CC-SS $15.18, where you are whole again, by expiry)
Starting unrealized P&L: $-6,300
+ Fortress recovery (un-capped): +$5,185
− CC assignment net of premium (194 × $12.50): -$43,479
+ Conservative CC premium (6 × $25): +$6
Total Position P&L @ SS: $-44,588 ($-38,288 vs today)
Do-nothing baseline at SS: $-915 (this trade vs do-nothing: $-43,673, the opportunity cost of earning $36,583/mo FIGHT income now)
BB-reversion stress (→ $15.73 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$54,126, position total $-54,368 ($-48,068 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 (10 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 10 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: 0.079 (IBKR)  |  Recovery@SS: +$5,185 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-915

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$137d7 Aug 2026$0.31138/200$18,334$18,42377%82%+$7,782-$25,822234.7%$-26,875 (vs do-nothing $-25,960)
$1314d14 Aug 2026$0.49174/200$18,270$18,30771%78%+$4,066-$29,426267.5%$-30,515 (vs do-nothing $-29,600)
$1321d21 Aug 2026$0.66194/200$18,291$18,30069%77%+$3,907-$29,511268.3%$-30,620 (vs do-nothing $-29,705)
$12.507d7 Aug 2026$0.4497/200$18,291$18,43966%74%+$2,994-$21,739197.6%$-22,751 (vs do-nothing $-21,836)
$12.5014d14 Aug 2026$0.61140/200$18,300$18,38664%73%+$2,239-$28,996263.6%$-30,051 (vs do-nothing $-29,136)
$12.5021d21 Aug 2026$0.84152/200$18,240$18,30963%73%+$3,363-$27,986254.4%$-29,053 (vs do-nothing $-28,138)
$1228d28 Aug 2026$1.12152/200$18,240$18,30957%70%+$1,460-$31,330284.8%$-32,397 (vs do-nothing $-31,482)
$1221d21 Aug 2026$1.04123/200$18,274$18,38456%70%+$2,598-$26,336239.4%$-27,374 (vs do-nothing $-26,459)
$1214d14 Aug 2026$0.85100/200$18,214$18,35756%70%+$2,786-$23,312211.9%$-24,327 (vs do-nothing $-23,412)
$127d7 Aug 2026$0.6368/200$18,360$18,54955%69%+$2,060-$17,348157.7%$-18,331 (vs do-nothing $-17,416)

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  |  2026-07-31 21:46