FORTRESS FIGHT: MARA-LC40 @ $11.60

BE SS: $40.55  |  CC-SS: $15.44  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-05 21:42

MARA-LC40 @ $11.60   UNDERWATER $28.95 (71.4% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
MARA reports 2026-08-06 (Thu), TOMORROW. The recommended CC (2d) 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: $15.44 (banked floor $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$33,004/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-7,300fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$16,502/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$33,004/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 $15.44 (probe: $15.5C 16d) brings only $3,750/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
$714
Hole (after banked)
$6,586
was $7,300 · 10% earned back
Cycles closed
1
Credit in flight
$0
CC-SS · banked floor (info)
$15.44 → $15.18
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 44 (live) · RSI 48 · MACD bearish, hist falling
DAILYMIXED (provisional) · RSI 47 · %B 43 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.54 (+34%) · daily UBB $13.02 · 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: 158 contracts at $13.50 / 2d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($16,502/mo); it brings $16,590/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 184 × $13/2d for $33,120/mo, but breach risk rises to 15% (+6pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 182 × $14/2d (94% survival, $10,920/mo).
Downside anchor: the primary mortgages $29,561 (269% of IC) ONLY on a full V-bounce all the way to SS $41, recoverable in 0.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 158 contracts realizes $-5,925 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 · 7 Aug 2026 (2d) · sell 158 × $13.50, 90% survival, $16,590/mo (E[net] $15,169/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 🏆7 Aug 2026 · 2d158 × $13.5090%$16,590$15,169
NEXT FRIDAY14 Aug 2026 · 9d155 × $1377%$16,533$1,890
E[net] arithmetic on the grand pick: keep $1,106 with probability 92%; on the 8% touch you roll, paying $7,263 to close and taking $7,254 back from the best priced door (net cash $8) 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 · 7 Aug 2026 · 2d · E[net] $15,169/mo 🏆 GRAND PICK

🎯 Engine pick: sell 158 × $13.50 (50% normal), 90% survival, breach 10%, $16,590/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $14 rung (33% normal) lifts survival to 94% (breach 10% → 6%) for $5,670/mo less (34% income) buys safety you do not really need here.
MARA  spot $11.60 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal182 × $147 Aug2d20.7%94%hist 99%12%hist 6%+27pp$728$10,920-$5,670$25,497
Sell 182 × $14 20.7% OTM over spot $11.60 7 Aug 2026 (2d, $0.05 mid)
= $728 credit for the 2d cycle → $10,920/mo projected
Survival (stays ≤ $14)
94%
Breach risk
6%
POP (stays ≤ $14.05)
94%
EV / mo
+$5,265
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+27pp
96% whole by 9mo vs 69% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$8,772/mo
median; plan ~$5,965/mo after 68% keep · $5,710 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.6 mo [0.3-1.3], 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)
5%
Flat exit net (mid-life)
-$8,064
Free roll-up
+$1/wk
Safest escape (by 28 Aug 2026)
$17 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 182 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.68/sh now → $0.48 mid-life (likely $0.53–$1.10)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 149 simulated challenges: the $14 strike is typically first touched on day 2 of 2, at $15 (overshoots $0.68). 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 (182 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1414 Aug 20268d left+$0.49/sh+$8,861
cycle +$9,589
[+$8,137…+$9,936] · 100% credit
68%
surv 54%
+$5,667 SAFE
cap gain +$12,967
Max even-money escape in the band~$1628 Aug 202622d left+$0.17/sh+$3,133
cycle +$3,861
[-$1,267…+$3,154] · 69% credit
80%
surv 76%
+$3,300 SAFE
cap gain +$10,600
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)~$1514 Aug 20268d left+$0.12/sh+$2,115
cycle +$2,843
[-$1,481…+$2,042] · 63% credit
74%
surv 67%
+$181 SAFE
cap gain +$7,481
Safety roll (pay small debit, max POP)~$1728 Aug 202622d left-$0.01/sh-$173
cycle +$555
[-$5,923…-$319] · 21% credit
85%
surv 82%
+$1,393 SAFE
cap gain +$8,693
budget: banked $728 debit $173 (24% used ≈ 0.1 wk of income) → whole cycle still +$555 cash · rolled 182 ct earn ≈ $11,753/mo while parked; 18 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$10,920/mo
vs 50% target ($16,502/mo)-34%
vs normal income ($33,004/mo)33% covered
Net income (after hedge)$10,954/mo
Downside budget
⚠ $14 is $1 below CC-SS $15.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,497
… as % of IC ($11,000)231.8%
… as % of ML ($11,000)231.8%
Recovery months (at normal income)0.8 mo
Surgical close (182 ct)$-6,825
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 $0.04 collected) or spot ≥ $14.05 (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 $13.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.05
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
≥ $14.05
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 (2.5σ)$728$-3,194+$4,106+$546
+2.5%$14.35 (2.9σ)$-5,642$-9,074-$1,774-$5,824
+5%$14.70 (3.2σ)$-12,012$-14,954-$7,654-$12,194
SS (= V-bounce)$40.55 (30.2σ)$-482,482$-475,424-$468,124-$217,854
V-BOUNCE STRESS (stock → CC-SS $15.44, where you are whole again, by expiry)
Starting unrealized P&L: $-7,300
+ Fortress recovery (un-capped): +$5,377
− CC assignment net of premium (182 × $14): -$25,497
+ Conservative CC premium (18 × $26): +$18
Total Position P&L @ SS: $-27,402 ($-20,102 vs today)
Do-nothing baseline at SS: $-1,723 (this trade vs do-nothing: $-25,679, the opportunity cost of earning $10,920/mo FIGHT income now)
BB-reversion stress (→ $15.54 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,300, position total $-29,066 ($-21,766 vs today)
🎯 50% normal158 × $13.507 Aug2d16.4%90%hist 99%20%hist 6%+35pp$1,106$16,590$29,561
Sell 158 × $13.50 16.4% OTM over spot $11.60 7 Aug 2026 (2d, $0.08 mid)
= $1,106 credit for the 2d cycle → $16,590/mo projected
Survival (stays ≤ $13.50)
90%
Breach risk
10%
POP (stays ≤ $13.58)
91%
EV / mo
+$6,912
📈 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
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,689/mo
median; plan ~$9,308/mo after 68% keep · $6,547 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)
8%
Flat exit net (mid-life)
-$6,157
Free roll-up
+$1/wk
Safest escape (by 28 Aug 2026)
$17 @ 85% POP
83% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.65/sh now → $0.46 mid-life (likely $0.49–$0.93)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 255 simulated challenges: the $14 strike is typically first touched on day 2 of 2, at $14 (overshoots $0.59). 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)~$1414 Aug 20268d left+$0.46/sh+$7,254
cycle +$8,360
[+$6,782…+$8,290] · 100% credit
68%
surv 54%
+$3,762 SAFE
cap gain +$11,062
Max even-money escape in the band~$1628 Aug 202622d left+$0.13/sh+$2,066
cycle +$3,172
[-$896…+$2,542] · 66% credit
81%
surv 77%
+$1,934 SAFE
cap gain +$9,234
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 20268d left+$0.09/sh+$1,474
cycle +$2,580
[-$874…+$1,791] · 64% credit
75%
surv 67%
-$758 NOT
cap gain +$6,542
Safety roll (pay small debit, max POP)~$1728 Aug 202622d left-$0.04/sh-$671
cycle +$435
[-$4,582…-$503] · 18% credit
85%
surv 83%
+$597 SAFE
cap gain +$7,897
budget: banked $1,106 debit $671 (61% used ≈ 0.2 wk of income) → whole cycle still +$435 cash · rolled 158 ct earn ≈ $8,989/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$16,590/mo
vs 50% target ($16,502/mo)+1%
vs normal income ($33,004/mo)50% covered
Net income (after hedge)$16,669/mo
Downside budget
⚠ $13.50 is $2 below CC-SS $15.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,561
… as % of IC ($11,000)268.7%
… as % of ML ($11,000)268.7%
Recovery months (at normal income)0.9 mo
Surgical close (158 ct)$-5,925
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 ≥ $13.58 (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 $13.02 (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
$13-13.58
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.58
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (2.0σ)$1,106$-3,492+$3,808+$948
+2.5%$13.84 (2.3σ)$-4,226$-8,352-$1,052-$4,384
+5%$14.18 (2.7σ)$-9,559$-13,212-$5,912-$9,717
SS (= V-bounce)$40.55 (30.2σ)$-426,284$-454,122-$446,822-$196,552
V-BOUNCE STRESS (stock → CC-SS $15.44, where you are whole again, by expiry)
Starting unrealized P&L: $-7,300
+ Fortress recovery (un-capped): +$5,377
− CC assignment net of premium (158 × $13.50): -$29,561
+ Conservative CC premium (42 × $26): +$42
Total Position P&L @ SS: $-31,441 ($-24,141 vs today)
Do-nothing baseline at SS: $-1,723 (this trade vs do-nothing: $-29,719, the opportunity cost of earning $16,590/mo FIGHT income now)
BB-reversion stress (→ $15.54 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,126, position total $-32,868 ($-25,568 vs today)
🛡 safe yield200 × $13.507 Aug2d16.4%90%hist 99%20%hist 6%+37pp$1,400$21,000+$4,410$37,419
Sell 200 × $13.50 16.4% OTM over spot $11.60 7 Aug 2026 (2d, $0.08 mid)
= $1,400 credit for the 2d cycle → $21,000/mo projected
Survival (stays ≤ $13.50)
90%
Breach risk
10%
POP (stays ≤ $13.58)
91%
EV / mo
+$8,749
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+37pp
100% whole by 9mo vs 62% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$17,625/mo
median; plan ~$11,985/mo after 68% keep · $6,647 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.4 mo [0.2-0.6], 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)
8%
Flat exit net (mid-life)
-$7,793
Free roll-up
+$1/wk
Safest escape (by 28 Aug 2026)
$17 @ 85% POP
83% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.65/sh now → $0.46 mid-life (likely $0.48–$0.93)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 251 simulated challenges: the $14 strike is typically first touched on day 2 of 2, at $14 (overshoots $0.58). 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)~$1414 Aug 20268d left+$0.46/sh+$9,182
cycle +$10,582
[+$8,653…+$10,535] · 100% credit
68%
surv 54%
+$5,943 SAFE
cap gain +$13,243
Max even-money escape in the band~$1628 Aug 202622d left+$0.13/sh+$2,615
cycle +$4,015
[-$1,060…+$3,389] · 66% credit
81%
surv 77%
+$2,735 SAFE
cap gain +$10,035
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 20268d left+$0.09/sh+$1,865
cycle +$3,265
[-$1,116…+$2,401] · 65% credit
75%
surv 67%
-$114 NOT
cap gain +$7,186
Safety roll (pay small debit, max POP)~$1728 Aug 202622d left-$0.04/sh-$849
cycle +$551
[-$5,776…-$422] · 20% credit
85%
surv 83%
+$671 SAFE
cap gain +$7,971
budget: banked $1,400 debit $849 (61% used ≈ 0.2 wk of income) → whole cycle still +$551 cash · rolled 200 ct earn ≈ $11,378/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$21,000/mo
vs 50% target ($16,502/mo)+27%
vs normal income ($33,004/mo)64% covered
Net income (after hedge)$21,000/mo
Downside budget
⚠ $13.50 is $2 below CC-SS $15.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,419
… as % of IC ($11,000)340.2%
… as % of ML ($11,000)340.2%
Recovery months (at normal income)1.1 mo
Surgical close (200 ct)$-7,500
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 ≥ $13.58 (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 $13.02 (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
$13-13.58
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.58
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (2.0σ)$1,400$-3,240+$4,060+$1,200
+2.5%$13.84 (2.3σ)$-5,350$-9,517-$2,217-$5,550
+5%$14.18 (2.7σ)$-12,100$-15,795-$8,495-$12,300
SS (= V-bounce)$40.55 (30.2σ)$-539,600$-506,370-$499,070-$248,800
V-BOUNCE STRESS (stock → CC-SS $15.44, where you are whole again, by expiry)
Starting unrealized P&L: $-7,300
+ Fortress recovery (un-capped): +$5,377
− CC assignment net of premium (200 × $13.50): -$37,419
Total Position P&L @ SS: $-39,341 ($-32,041 vs today)
Do-nothing baseline at SS: $-1,723 (this trade vs do-nothing: $-37,619, the opportunity cost of earning $21,000/mo FIGHT income now)
BB-reversion stress (→ $15.54 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$39,400, position total $-41,184 ($-33,884 vs today)
100% normal184 × $137 Aug2d12.1%85%hist 95%32%hist 22%+33pp$2,208$33,120+$16,530$42,705
Sell 184 × $13 12.1% OTM over spot $11.60 7 Aug 2026 (2d, $0.14 mid)
= $2,208 credit for the 2d cycle → $33,120/mo projected
Survival (stays ≤ $13)
85%
Breach risk
15%
POP (stays ≤ $13.13)
87%
EV / mo
+$11,010
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+33pp
100% whole by 9mo vs 67% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$29,950/mo
median; plan ~$20,366/mo after 68% keep · $7,969 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)
17%
Flat exit net (mid-life)
-$5,827
Free roll-up
+$1/wk
Safest escape (by 28 Aug 2026)
$16 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 184 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.62/sh now → $0.44 mid-life (likely $0.50–$0.93)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 512 simulated challenges: the $13 strike is typically first touched on day 2 of 2, at $14 (overshoots $0.58). 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 (184 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1314 Aug 20268d left+$0.43/sh+$7,952
cycle +$10,160
[+$7,268…+$8,756] · 100% credit
68%
surv 53%
+$4,836 SAFE
cap gain +$12,136
Reliable up-and-out (highest cap still free ≥60%)~$1528 Aug 202622d left+$0.23/sh+$4,244
cycle +$6,452
[+$1,136…+$4,195] · 83% credit
79%
surv 74%
+$3,788 SAFE
cap gain +$11,088
Up-and-out for even (raise the cap, free)~$1414 Aug 20268d left+$0.07/sh+$1,312
cycle +$3,520
[-$1,731…+$1,142] · 52% credit
75%
surv 68%
-$544 NOT
cap gain +$6,756
Max even-money escape in the band~$1528 Aug 202622d left+$0.09/sh+$1,687
cycle +$3,895
[-$2,309…+$1,498] · 52% credit
82%
surv 78%
+$1,932 SAFE
cap gain +$9,232
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1628 Aug 202622d left-$0.07/sh-$1,335
cycle +$873
[-$6,378…-$1,763] · 7% credit
86%
surv 84%
+$309 SAFE
cap gain +$7,609
budget: banked $2,208 debit $1,335 (60% used ≈ 0.2 wk of income) → whole cycle still +$873 cash · rolled 184 ct earn ≈ $9,137/mo while parked; 16 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$33,120/mo
vs 50% target ($16,502/mo)+101%
vs normal income ($33,004/mo)100% covered
Net income (after hedge)$33,150/mo
Downside budget
⚠ $13 is $2 below CC-SS $15.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,705
… as % of IC ($11,000)388.2%
… as % of ML ($11,000)388.2%
Recovery months (at normal income)1.3 mo
Surgical close (184 ct)$-6,992
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 $0.12 collected) or spot ≥ $13.13 (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 $13.02 (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
$13-13.13
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.13
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.5σ)$2,208$-3,116+$4,184+$2,024
+2.5%$13.32 (1.8σ)$-3,772$-8,641-$1,341-$3,956
+5%$13.65 (2.1σ)$-9,752$-14,166-$6,866-$9,936
SS (= V-bounce)$40.55 (30.2σ)$-504,712$-494,746-$487,446-$237,176
V-BOUNCE STRESS (stock → CC-SS $15.44, where you are whole again, by expiry)
Starting unrealized P&L: $-7,300
+ Fortress recovery (un-capped): +$5,377
− CC assignment net of premium (184 × $13): -$42,705
+ Conservative CC premium (16 × $26): +$16
Total Position P&L @ SS: $-44,612 ($-37,312 vs today)
Do-nothing baseline at SS: $-1,723 (this trade vs do-nothing: $-42,889, the opportunity cost of earning $33,120/mo FIGHT income now)
BB-reversion stress (→ $15.54 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$44,528, position total $-46,296 ($-38,996 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 · 14 Aug 2026 · 9d · E[net] $1,890/mo

🎯 Engine pick: sell 155 × $13 (50% normal), 77% survival, breach 23%, $16,533/mo.
⚖️ Worth a safer step: the $13.50 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $5,607/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 $11.60 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $14.5014 Aug9d25.0%91%hist 99%18%hist 6%+38pp$2,000$6,667-$9,867$16,819
Sell 200 × $14.50 25.0% OTM over spot $11.60 14 Aug 2026 (9d, $0.14 mid)
= $2,000 credit for the 9d cycle → $6,667/mo projected
Survival (stays ≤ $14.50)
91%
Breach risk
9%
POP (stays ≤ $14.64)
92%
EV / mo
+$2,903
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+38pp
98% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,679/mo
median; plan ~$3,862/mo after 68% keep · $5,895 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.6-1.8], 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)
13%
Flat exit net (mid-life)
-$13,979
Free roll-up
+$0/wk
Safest escape (by 28 Aug 2026)
$16 @ 79% POP
73% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.13/sh now → $0.80 mid-life (likely $0.69–$1.10)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 383 simulated challenges: the $14 strike is typically first touched on day 6 of 9, at $15 (overshoots $0.49). 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)~$1421 Aug 202612d left+$0.31/sh+$6,138
cycle +$8,138
[+$5,448…+$8,794] · 100% credit
67%
surv 54%
+$4,898 SAFE
cap gain +$12,198
Reliable up-and-out (highest cap still free ≥60%)~$1528 Aug 202618d left+$0.18/sh+$3,627
cycle +$5,627
[+$2,344…+$6,689] · 94% credit
73%
surv 64%
+$3,647 SAFE
cap gain +$10,947
Up-and-out for even (raise the cap, free)~$1521 Aug 202612d left+$0.13/sh+$2,645
cycle +$4,645
[+$1,381…+$4,933] · 89% credit
69%
surv 59%
+$1,965 SAFE
cap gain +$9,265
Max even-money escape in the band~$1628 Aug 202618d left+$0.01/sh+$270
cycle +$2,270
[-$1,546…+$3,035] · 60% credit
76%
surv 69%
+$990 SAFE
cap gain +$8,290
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1628 Aug 202618d left-$0.04/sh-$731
cycle +$1,269
[-$2,562…+$1,843] · 45% credit
79%
surv 73%
+$690 SAFE
cap gain +$7,990
budget: banked $2,000 debit $731 (37% used ≈ 0.5 wk of income) → whole cycle still +$1,269 cash · rolled 200 ct earn ≈ $25,414/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$6,667/mo
vs 50% target ($16,502/mo)-60%
vs normal income ($33,004/mo)20% covered
Net income (after hedge)$6,667/mo
Downside budget
⚠ $14.50 is $1 below CC-SS $15.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,819
… as % of IC ($11,000)152.9%
… as % of ML ($11,000)152.9%
Recovery months (at normal income)0.5 mo
Surgical close (200 ct)$-8,100
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 ≥ $14.64 (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 $13.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.64
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
≥ $14.64
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$14.50 (1.4σ)$2,000$-1,240+$6,060+$1,800
+2.5%$14.86 (1.6σ)$-5,250$-7,982-$682-$5,450
+5%$15.23 (1.8σ)$-12,500$-14,725-$7,425-$12,700
SS (= V-bounce)$40.55 (14.3σ)$-519,000$-485,770-$478,470-$228,200
V-BOUNCE STRESS (stock → CC-SS $15.44, where you are whole again, by expiry)
Starting unrealized P&L: $-7,300
+ Fortress recovery (un-capped): +$5,377
− CC assignment net of premium (200 × $14.50): -$16,819
Total Position P&L @ SS: $-18,741 ($-11,441 vs today)
Do-nothing baseline at SS: $-1,723 (this trade vs do-nothing: $-17,019, the opportunity cost of earning $6,667/mo FIGHT income now)
BB-reversion stress (→ $15.54 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$18,800, position total $-20,584 ($-13,284 vs today)
33% normal ← lean149 × $13.5014 Aug9d16.4%83%hist 95%36%hist 22%+38pp$3,278$10,927-$5,607$25,642
Sell 149 × $13.50 16.4% OTM over spot $11.60 14 Aug 2026 (9d, $0.26 mid)
= $3,278 credit for the 9d cycle → $10,927/mo projected
Survival (stays ≤ $13.50)
83%
Breach risk
17%
POP (stays ≤ $13.76)
86%
EV / mo
+$3,518
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+38pp
100% whole by 9mo vs 62% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10,950/mo
median; plan ~$7,446/mo after 68% keep · $7,226 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.7 mo [0.4-1.1], 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)
28%
Flat exit net (mid-life)
-$7,421
Free roll-up
+$0/wk
Safest escape (by 28 Aug 2026)
$15 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 149 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.01/sh now → $0.72 mid-life (likely $0.71–$1.09)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 852 simulated challenges: the $14 strike is typically first touched on day 5 of 9, at $14 (overshoots $0.46). 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 (149 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1421 Aug 202612d left+$0.28/sh+$4,111
cycle +$7,389
[+$3,038…+$5,367] · 100% credit
67%
surv 54%
+$2,800 SAFE
cap gain +$10,100
Max even-money escape in the band~$1428 Aug 202618d left+$0.13/sh+$1,924
cycle +$5,202
[+$283…+$3,121] · 80% credit
73%
surv 65%
+$1,873 SAFE
cap gain +$9,173
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)~$1421 Aug 202612d left+$0.10/sh+$1,557
cycle +$4,835
[+$130…+$2,430] · 79% credit
69%
surv 60%
+$807 SAFE
cap gain +$8,107
Safety roll (pay small debit, max POP)~$1528 Aug 202618d left-$0.09/sh-$1,305
cycle +$1,973
[-$3,350…-$408] · 21% credit
80%
surv 75%
+$44 SAFE
cap gain +$7,344
budget: banked $3,278 debit $1,305 (40% used ≈ 0.5 wk of income) → whole cycle still +$1,973 cash · rolled 149 ct earn ≈ $15,655/mo while parked; 51 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$10,927/mo
vs 50% target ($16,502/mo)-34%
vs normal income ($33,004/mo)33% covered
Net income (after hedge)$11,022/mo
Downside budget
⚠ $13.50 is $2 below CC-SS $15.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,642
… as % of IC ($11,000)233.1%
… as % of ML ($11,000)233.1%
Recovery months (at normal income)0.8 mo
Surgical close (149 ct)$-5,960
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.22 collected) or spot ≥ $13.76 (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 $13.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.76
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
≥ $13.76
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$13.50 (≤1σ, normal week)$3,278$-1,311+$5,989+$3,129
+2.5%$13.84 (1.1σ)$-1,751$-5,867+$1,433-$1,900
+5%$14.18 (1.3σ)$-6,780$-10,423-$3,123-$6,929
SS (= V-bounce)$40.55 (14.3σ)$-399,767$-440,691-$433,391-$183,121
V-BOUNCE STRESS (stock → CC-SS $15.44, where you are whole again, by expiry)
Starting unrealized P&L: $-7,300
+ Fortress recovery (un-capped): +$5,377
− CC assignment net of premium (149 × $13.50): -$25,642
+ Conservative CC premium (51 × $26): +$51
Total Position P&L @ SS: $-27,514 ($-20,214 vs today)
Do-nothing baseline at SS: $-1,723 (this trade vs do-nothing: $-25,791, the opportunity cost of earning $10,927/mo FIGHT income now)
BB-reversion stress (→ $15.54 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,118, position total $-28,851 ($-21,551 vs today)
🎯 50% normal155 × $1314 Aug9d12.1%77%hist 92%49%hist 32%+46pp$4,960$16,533$32,875
Sell 155 × $13 12.1% OTM over spot $11.60 14 Aug 2026 (9d, $0.34 mid)
= $4,960 credit for the 9d cycle → $16,533/mo projected
Survival (stays ≤ $13)
77%
Breach risk
23%
POP (stays ≤ $13.35)
81%
EV / mo
+$4,507
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+46pp
100% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$18,834/mo
median; plan ~$12,807/mo after 68% keep · $9,603 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.4 mo [0.2-0.6], measured ONLY among the 100% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
38%
Flat exit net (mid-life)
-$5,564
Free roll-up
+$0/wk
Safest escape (by 28 Aug 2026)
$15 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 155 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.96/sh now → $0.68 mid-life (likely $0.74–$1.09)≈ $0 at expiry  |  you banked $0.32/sh, so a flat mid-life exit nets -$0.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,152 simulated challenges: the $13 strike is typically first touched on day 5 of 9, at $13 (overshoots $0.43). 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 (155 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1321 Aug 202612d left+$0.26/sh+$4,045
cycle +$9,005
[+$2,678…+$4,678] · 100% credit
67%
surv 54%
+$3,710 SAFE
cap gain +$11,010
Up-and-out for even (raise the cap, free)~$1321 Aug 202612d left+$0.09/sh+$1,414
cycle +$6,374
[-$326…+$1,658] · 64% credit
70%
surv 60%
+$1,639 SAFE
cap gain +$8,939
Max even-money escape in the band~$1428 Aug 202618d left+$0.10/sh+$1,618
cycle +$6,578
[-$476…+$2,061] · 61% credit
74%
surv 66%
+$2,543 SAFE
cap gain +$9,843
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1528 Aug 202618d left-$0.24/sh-$3,708
cycle +$1,252
[-$6,857…-$3,872] · 4% credit
83%
surv 80%
-$683 NOT
cap gain +$6,617
budget: banked $4,960 debit $3,708 (75% used ≈ 1.0 wk of income) → whole cycle still +$1,252 cash · rolled 155 ct earn ≈ $11,361/mo while parked; 45 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$16,533/mo
vs 50% target ($16,502/mo)+0%
vs normal income ($33,004/mo)50% covered
Net income (after hedge)$16,618/mo
Downside budget
⚠ $13 is $2 below CC-SS $15.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,875
… as % of IC ($11,000)298.9%
… as % of ML ($11,000)298.9%
Recovery months (at normal income)1.0 mo
Surgical close (155 ct)$-6,045
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 $0.32 collected) or spot ≥ $13.35 (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 $13.02 (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
$13-13.35
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
≥ $13.35
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 (≤1σ, normal week)$4,960$-335+$6,965+$4,805
+2.5%$13.32 (≤1σ, normal week)$-77$-4,917+$2,383-$232
+5%$13.65 (1.0σ)$-5,115$-9,500-$2,200-$5,270
SS (= V-bounce)$40.55 (14.3σ)$-422,065$-454,265-$446,965-$196,695
V-BOUNCE STRESS (stock → CC-SS $15.44, where you are whole again, by expiry)
Starting unrealized P&L: $-7,300
+ Fortress recovery (un-capped): +$5,377
− CC assignment net of premium (155 × $13): -$32,875
+ Conservative CC premium (45 × $26): +$45
Total Position P&L @ SS: $-34,752 ($-27,452 vs today)
Do-nothing baseline at SS: $-1,723 (this trade vs do-nothing: $-33,030, the opportunity cost of earning $16,533/mo FIGHT income now)
BB-reversion stress (→ $15.54 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$34,410, position total $-36,149 ($-28,849 vs today)
100% normal171 × $1214 Aug9d3.4%61%hist 78%83%hist 81%+42pp$9,918$33,060+$16,527$48,922
Sell 171 × $12 3.4% OTM over spot $11.60 14 Aug 2026 (9d, $0.61 mid)
= $9,918 credit for the 9d cycle → $33,060/mo projected
Survival (stays ≤ $12)
61%
Breach risk
39%
POP (stays ≤ $12.62)
71%
EV / mo
+$3,534
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+42pp
100% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$78,055/mo
median; plan ~$53,078/mo after 68% keep · $10,219 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)
69%
Flat exit net (mid-life)
-$407
Free roll-up
+$0/wk
Safest escape (by 21 Aug 2026)
$15 @ 91% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 171 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.85/sh now → $0.60 mid-life (likely $0.81–$1.12)≈ $0 at expiry  |  you banked $0.58/sh, so a flat mid-life exit nets -$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,067 simulated challenges: the $12 strike is typically first touched on day 3 of 9, 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 (171 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1228 Aug 202618d left+$0.28/sh+$4,840
cycle +$14,758
[+$2,670…+$3,899] · 100% credit
71%
surv 60%
+$8,608 SAFE
cap gain +$15,908
Roll out (same strike, buy time)~$1221 Aug 202612d left+$0.23/sh+$3,969
cycle +$13,887
[+$2,034…+$3,121] · 99% credit
67%
surv 54%
+$7,176 SAFE
cap gain +$14,476
Up-and-out for even (raise the cap, free)~$1221 Aug 202612d left+$0.07/sh+$1,124
cycle +$11,042
[-$1,454…-$32] · 24% credit
70%
surv 60%
+$4,891 SAFE
cap gain +$12,191
Max even-money escape in the band~$1328 Aug 202618d left+$0.06/sh+$989
cycle +$10,907
[-$2,182…-$468] · 19% credit
74%
surv 67%
+$5,457 SAFE
cap gain +$12,757
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1521 Aug 202612d left-$0.49/sh-$8,382
cycle +$1,536
[-$14,746…-$10,912]
91%
surv 91%
-$415 NOT
cap gain +$6,885
budget: banked $9,918 debit $8,382 (85% used ≈ 1.1 wk of income) → whole cycle still +$1,536 cash · rolled 171 ct earn ≈ $4,856/mo while parked; 29 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$33,060/mo
vs 50% target ($16,502/mo)+100%
vs normal income ($33,004/mo)100% covered
Net income (after hedge)$33,114/mo
Downside budget
⚠ $12 is $3 below CC-SS $15.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$48,922
… as % of IC ($11,000)444.7%
… as % of ML ($11,000)444.7%
Recovery months (at normal income)1.5 mo
Surgical close (171 ct)$-6,840
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.58 collected) or spot ≥ $12.62 (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 $13.02 (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
$12-12.62
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
≥ $12.62
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)$9,918$3,207+$10,507+$9,747
+2.5%$12.30 (≤1σ, normal week)$4,788$-1,503+$5,797+$4,617
+5%$12.60 (≤1σ, normal week)$-342$-6,213+$1,087-$513
SS (= V-bounce)$40.55 (14.3σ)$-478,287$-487,223-$479,923-$229,653
V-BOUNCE STRESS (stock → CC-SS $15.44, where you are whole again, by expiry)
Starting unrealized P&L: $-7,300
+ Fortress recovery (un-capped): +$5,377
− CC assignment net of premium (171 × $12): -$48,922
+ Conservative CC premium (29 × $26): +$29
Total Position P&L @ SS: $-50,816 ($-43,516 vs today)
Do-nothing baseline at SS: $-1,723 (this trade vs do-nothing: $-49,093, the opportunity cost of earning $33,060/mo FIGHT income now)
BB-reversion stress (→ $15.54 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$50,616, position total $-52,371 ($-45,071 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 (16 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 16 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: 0.070 (IBKR)  |  Recovery@SS: +$5,377 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,723

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.502d7 Aug 2026$0.07158/200$16,590$16,66990%91%+$6,912-$29,561268.7%$-31,441 (vs do-nothing $-29,719)
$132d7 Aug 2026$0.1292/200$16,560$16,76285%87%+$5,505-$21,353194.1%$-23,167 (vs do-nothing $-21,445)
$139d14 Aug 2026$0.32155/200$16,533$16,61877%81%+$4,507-$32,875298.9%$-34,752 (vs do-nothing $-33,030)
$12.502d7 Aug 2026$0.2153/200$16,695$16,97176%80%+$4,438-$14,474131.6%$-16,250 (vs do-nothing $-14,527)
$1316d21 Aug 2026$0.47188/200$16,568$16,59074%79%+$3,774-$37,054336.9%$-38,964 (vs do-nothing $-37,242)
$12.509d14 Aug 2026$0.43116/200$16,627$16,78470%77%+$2,921-$29,127264.8%$-30,965 (vs do-nothing $-29,243)
$12.5016d21 Aug 2026$0.60147/200$16,538$16,63768%76%+$2,938-$34,412312.8%$-36,281 (vs do-nothing $-34,559)
$12.5023d28 Aug 2026$0.72176/200$16,529$16,57466%75%+$1,848-$39,089355.4%$-40,987 (vs do-nothing $-39,265)
$122d7 Aug 2026$0.3631/200$16,740$17,05764%73%+$3,503-$9,55186.8%$-11,304 (vs do-nothing $-9,582)
$129d14 Aug 2026$0.5886/200$16,627$16,84061%71%+$1,777-$24,604223.7%$-26,413 (vs do-nothing $-24,690)
$1216d21 Aug 2026$0.77115/200$16,603$16,76260%71%+$521-$30,716279.2%$-32,553 (vs do-nothing $-30,831)
$1223d28 Aug 2026$0.95134/200$16,604$16,72860%72%+$2,319-$33,379303.4%$-35,235 (vs do-nothing $-33,513)
$11.5023d28 Aug 2026$1.10116/200$16,643$16,80154%69%+$1,010-$32,955299.6%$-34,793 (vs do-nothing $-33,071)
Show 3 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11.5016d21 Aug 2026$0.9890/200$16,538$16,74453%67%+$280-$26,648242.3%$-28,461 (vs do-nothing $-26,738)
$11.509d14 Aug 2026$0.8360/200$16,600$16,86252%67%+$1,884-$18,666169.7%$-20,448 (vs do-nothing $-18,726)
$11.502d7 Aug 2026$0.5421/200$17,010$17,34649%66%+$1,495-$7,14264.9%$-8,886 (vs do-nothing $-7,163)

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  |  2026-08-05 21:42