FORTRESS FIGHT: MARA-LC40 @ $10.83

BE SS: $40.55  |  CC-SS: $14.92  |  200 contracts (20,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-06 21:36

MARA-LC40 @ $10.83   UNDERWATER $29.72 (73.3% below BE SS)

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

200 contracts (20,000 sh)  |  BE SS: $40.55  |  CC-SS: $14.92 (banked floor $14.64)  |  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$30,800/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-7,000fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$15,400/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$30,800/mo (ATM CC, chain)
IC VELOCITY
0.4 mo to earn back $11,000
ML VELOCITY
0.4 mo to earn back $11,000
Deep drawdown confirmed: a CC at CC-SS $14.92 (probe: $15C 15d) brings only $3,600/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)
$6,286
was $7,000 · 10% earned back
Cycles closed
1
Credit in flight
$0
CC-SS · banked floor (info)
$14.92 → $14.64
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 34 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 19 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $15.54 (+43%) · daily UBB $12.95 · 1-wk expected move ±$1 (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: 187 contracts at $12.50 / 8d. This is the safest strike (survival 86%, breach 14%) that still earns 50% of normal income ($15,400/mo); it brings $15,428/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 187 × $11.50/8d for $30,855/mo, but breach risk rises to 31% (+17pp 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 × $15/22d (93% survival, $4,091/mo).
Downside anchor: the primary mortgages $41,146 (374% of IC) ONLY on a full V-bounce all the way to SS $41, recoverable in 1.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 187 contracts realizes $-6,826 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 · 14 Aug 2026 (8d) · sell 187 × $12.50, 86% survival, $15,428/mo (E[net] $3,493/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆14 Aug 2026 · 8d187 × $12.5086%$15,428$3,493
E[net] arithmetic on the grand pick: keep $4,114 with probability 78%; on the 22% touch you roll, paying $12,936 to close and taking $2,496 back from the best priced door (net cash $10,440) 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 · 14 Aug 2026 · 8d · E[net] $3,493/mo 🏆 GRAND PICK

🎯 Engine pick: sell 187 × $12.50 (50% normal), 86% survival, breach 14%, $15,428/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $13 rung (33% normal) lifts survival to 88% (breach 14% → 12%) for $5,246/mo less (34% income) buys safety you do not really need here.
MARA  spot $10.83 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield200 × $13.5014 Aug8d24.7%91%hist 99%18%hist 6%+41pp$1,800$6,750-$8,678$26,606
Sell 200 × $13.50 24.7% OTM over spot $10.83 14 Aug 2026 (8d, $0.11 mid)
= $1,800 credit for the 8d cycle → $6,750/mo projected
Survival (stays ≤ $13.50)
91%
Breach risk
9%
POP (stays ≤ $13.61)
92%
EV / mo
+$2,978
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+41pp
98% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,640/mo
median; plan ~$3,835/mo after 68% keep · $6,539 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 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)
7%
Flat exit net (mid-life)
-$13,792
Free roll-up
+$0/wk
Safest escape (by 28 Aug 2026)
$15 @ 76% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 200 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.10/sh now → $0.78 mid-life (likely $0.61–$1.01)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 218 simulated challenges: the $14 strike is typically first touched on day 6 of 8, at $14 (overshoots $0.39). 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
Up-and-out for even (raise the cap, free)~$1421 Aug 202611d left+$0.16/sh+$3,197
cycle +$4,997
[+$2,655…+$6,540] · 95% credit
69%
surv 56%
+$1,405 SAFE
cap gain +$8,405
Roll out (same strike, buy time)~$1421 Aug 202611d left+$0.15/sh+$2,911
cycle +$4,711
[+$2,212…+$6,383] · 93% credit
67%
surv 54%
+$915 SAFE
cap gain +$7,915
Max even-money escape in the band~$1528 Aug 202618d left+$0.08/sh+$1,562
cycle +$3,362
[+$334…+$5,014] · 79% credit
76%
surv 68%
+$970 SAFE
cap gain +$7,970
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,750/mo
vs 50% target ($15,400/mo)-56%
vs normal income ($30,800/mo)22% covered
Net income (after hedge)$6,750/mo
Downside budget
⚠ $13.50 is $1 below CC-SS $14.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,606
… as % of IC ($11,000)241.9%
… as % of ML ($11,000)241.9%
Recovery months (at normal income)0.9 mo
Surgical close (200 ct)$-7,400
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 $0.09 collected) or spot ≥ $13.61 (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 $12.95 (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
$13-13.61
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
≥ $13.61
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.7σ)$1,800$-1,996+$5,004+$1,600
+2.5%$13.84 (1.9σ)$-4,950$-8,341-$1,341-$5,150
+5%$14.18 (2.1σ)$-11,700$-14,686-$7,686-$11,900
SS (= V-bounce)$40.55 (18.9σ)$-539,200$-510,536-$503,536-$248,400
V-BOUNCE STRESS (stock → CC-SS $14.92, where you are whole again, by expiry)
Starting unrealized P&L: $-7,000
+ Fortress recovery (un-capped): +$4,908
− CC assignment net of premium (200 × $13.50): -$26,606
Total Position P&L @ SS: $-28,698 ($-21,698 vs today)
Do-nothing baseline at SS: $-1,892 (this trade vs do-nothing: $-26,806, the opportunity cost of earning $6,750/mo FIGHT income now)
BB-reversion stress (→ $15.54 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$39,000, position total $-40,348 ($-33,348 vs today)
33% normal181 × $1314 Aug8d20.0%88%hist 95%25%hist 18%+44pp$2,715$10,181-$5,246$32,043
Sell 181 × $13 20.0% OTM over spot $10.83 14 Aug 2026 (8d, $0.16 mid)
= $2,715 credit for the 8d cycle → $10,181/mo projected
Survival (stays ≤ $13)
88%
Breach risk
12%
POP (stays ≤ $13.16)
89%
EV / mo
+$4,713
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+44pp
100% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$9,250/mo
median; plan ~$6,290/mo after 68% keep · $6,215 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.5-1.1], measured ONLY among the 100% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$10,590
Free roll-up
+$0/wk
Safest escape (by 28 Aug 2026)
$15 @ 78% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 181 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.04/sh now → $0.74 mid-life (likely $0.61–$1.04)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$0.59/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 413 simulated challenges: the $13 strike is typically first touched on day 6 of 8, at $13 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (181 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)~$1321 Aug 202611d left+$0.15/sh+$2,651
cycle +$5,366
[+$1,423…+$5,165] · 92% credit
69%
surv 56%
+$1,193 SAFE
cap gain +$8,193
Roll out (same strike, buy time)~$1321 Aug 202611d left+$0.14/sh+$2,485
cycle +$5,200
[+$1,104…+$5,076] · 86% credit
67%
surv 54%
+$823 SAFE
cap gain +$7,823
Max even-money escape in the band~$1428 Aug 202618d left+$0.05/sh+$935
cycle +$3,650
[-$1,029…+$3,456] · 64% credit
76%
surv 68%
+$677 SAFE
cap gain +$7,677
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-$0.15/sh-$2,645
cycle +$70
[-$5,199…-$206] · 22% credit
78%
surv 73%
-$2,303 NOT
cap gain +$4,697
budget: banked $2,715 debit $2,645 (97% used ≈ 1.1 wk of income) → whole cycle still +$70 cash · rolled 181 ct earn ≈ $17,766/mo while parked; 19 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$10,181/mo
vs 50% target ($15,400/mo)-34%
vs normal income ($30,800/mo)33% covered
Net income (after hedge)$10,219/mo
Downside budget
⚠ $13 is $2 below CC-SS $14.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,043
… as % of IC ($11,000)291.3%
… as % of ML ($11,000)291.3%
Recovery months (at normal income)1.0 mo
Surgical close (181 ct)$-6,516
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.15 collected) or spot ≥ $13.16 (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 $12.95 (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
$13-13.16
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
≥ $13.16
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (1.4σ)$2,715$-1,662+$5,338+$2,534
+2.5%$13.32 (1.6σ)$-3,167$-7,154-$154-$3,348
+5%$13.65 (1.8σ)$-9,050$-12,647-$5,647-$9,231
SS (= V-bounce)$40.55 (18.9σ)$-495,940$-494,902-$487,902-$232,766
V-BOUNCE STRESS (stock → CC-SS $14.92, where you are whole again, by expiry)
Starting unrealized P&L: $-7,000
+ Fortress recovery (un-capped): +$4,908
− CC assignment net of premium (181 × $13): -$32,043
+ Conservative CC premium (19 × $26): +$19
Total Position P&L @ SS: $-34,115 ($-27,115 vs today)
Do-nothing baseline at SS: $-1,892 (this trade vs do-nothing: $-32,224, the opportunity cost of earning $10,181/mo FIGHT income now)
BB-reversion stress (→ $15.54 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$43,259, position total $-44,588 ($-37,588 vs today)
🎯 50% normal187 × $12.5014 Aug8d15.4%86%hist 95%30%hist 22%+46pp$4,114$15,428$41,146
Sell 187 × $12.50 15.4% OTM over spot $10.83 14 Aug 2026 (8d, $0.23 mid)
= $4,114 credit for the 8d cycle → $15,428/mo projected
Survival (stays ≤ $12.50)
86%
Breach risk
14%
POP (stays ≤ $12.73)
88%
EV / mo
+$9,291
📈 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
~0.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$15,652/mo
median; plan ~$10,643/mo after 68% keep · $8,191 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.5 mo [0.3-0.6], 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)
22%
Flat exit net (mid-life)
-$8,822
Free roll-up
+$0/wk
Safest escape (by 28 Aug 2026)
$14 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 187 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.98/sh now → $0.69 mid-life (likely $0.66–$1.08)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 656 simulated challenges: the $12 strike is typically first touched on day 5 of 8, at $13 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (187 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)~$1321 Aug 202611d left+$0.13/sh+$2,496
cycle +$6,610
[+$545…+$3,706] · 82% credit
69%
surv 57%
+$1,831 SAFE
cap gain +$8,831
Roll out (same strike, buy time)~$1221 Aug 202611d left+$0.13/sh+$2,416
cycle +$6,530
[+$213…+$3,661] · 77% credit
67%
surv 54%
+$1,547 SAFE
cap gain +$8,547
Reliable up-and-out (highest cap still free ≥60%)~$1328 Aug 202618d left+$0.12/sh+$2,310
cycle +$6,424
[-$431…+$3,556] · 71% credit
72%
surv 63%
+$2,245 SAFE
cap gain +$9,245
Max even-money escape in the band~$1428 Aug 202618d left+$0.03/sh+$493
cycle +$4,607
[-$2,375…+$1,549] · 41% credit
76%
surv 69%
+$1,028 SAFE
cap gain +$8,028
SS $41 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1428 Aug 202618d left-$0.16/sh-$3,030
cycle +$1,084
[-$6,718…-$2,028] · 14% credit
79%
surv 74%
-$1,895 NOT
cap gain +$5,105
budget: banked $4,114 debit $3,030 (74% used ≈ 0.9 wk of income) → whole cycle still +$1,084 cash · rolled 187 ct earn ≈ $16,510/mo while parked; 13 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$15,428/mo
vs 50% target ($15,400/mo)+0%
vs normal income ($30,800/mo)50% covered
Net income (after hedge)$15,454/mo
Downside budget
⚠ $12.50 is $2 below CC-SS $14.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,146
… as % of IC ($11,000)374.1%
… as % of ML ($11,000)374.1%
Recovery months (at normal income)1.3 mo
Surgical close (187 ct)$-6,826
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 ≥ $12.73 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $12)); NOT the premium you collected. Momentum override: two daily closes above $12.95 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-12.73
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $12.73
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (1.1σ)$4,114$-869+$6,131+$3,927
+2.5%$12.81 (1.3σ)$-1,730$-6,338+$662-$1,917
+5%$13.12 (1.5σ)$-7,574$-11,806-$4,806-$7,760
SS (= V-bounce)$40.55 (18.9σ)$-520,421$-510,659-$503,659-$248,523
V-BOUNCE STRESS (stock → CC-SS $14.92, where you are whole again, by expiry)
Starting unrealized P&L: $-7,000
+ Fortress recovery (un-capped): +$4,908
− CC assignment net of premium (187 × $12.50): -$41,146
+ Conservative CC premium (13 × $26): +$13
Total Position P&L @ SS: $-43,225 ($-36,225 vs today)
Do-nothing baseline at SS: $-1,892 (this trade vs do-nothing: $-41,333, the opportunity cost of earning $15,428/mo FIGHT income now)
BB-reversion stress (→ $15.54 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$52,734, position total $-54,069 ($-47,069 vs today)
100% normal187 × $11.5014 Aug8d6.2%69%hist 78%66%hist 55%+43pp$8,228$30,855+$15,428$55,732
Sell 187 × $11.50 6.2% OTM over spot $10.83 14 Aug 2026 (8d, $0.47 mid)
= $8,228 credit for the 8d cycle → $30,855/mo projected
Survival (stays ≤ $11.50)
69%
Breach risk
31%
POP (stays ≤ $11.97)
78%
EV / mo
+$11,293
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+43pp
100% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$32,769/mo
median; plan ~$22,283/mo after 68% keep · $8,424 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.3 mo [0.1-0.3], measured ONLY among the 100% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
52%
Flat exit net (mid-life)
-$3,155
Free roll-up
+$0/wk
Safest escape (by 28 Aug 2026)
$15 @ 90% POP
88% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 187 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.86/sh now → $0.61 mid-life (likely $0.76–$1.07)≈ $0 at expiry  |  you banked $0.44/sh, so a flat mid-life exit nets -$0.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,549 simulated challenges: the $12 strike is typically first touched on day 3 of 8, at $12 (overshoots $0.35). 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 (187 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+$0.24/sh+$4,535
cycle +$12,763
[+$1,120…+$3,753] · 89% credit
69%
surv 57%
+$6,784 SAFE
cap gain +$13,784
Up-and-out for even (raise the cap, free)~$1221 Aug 202611d left+$0.11/sh+$2,030
cycle +$10,258
[-$715…+$1,344] · 57% credit
70%
surv 57%
+$4,279 SAFE
cap gain +$11,279
Roll out (same strike, buy time)~$1221 Aug 202611d left+$0.11/sh+$2,127
cycle +$10,355
[-$923…+$1,362] · 53% credit
67%
surv 54%
+$4,172 SAFE
cap gain +$11,172
Max even-money escape in the band~$1228 Aug 202618d left+$0.08/sh+$1,519
cycle +$9,747
[-$2,310…+$483] · 31% credit
73%
surv 64%
+$4,368 SAFE
cap gain +$11,368
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-$0.39/sh-$7,290
cycle +$938
[-$13,165…-$9,260]
90%
surv 88%
-$1,441 NOT
cap gain +$5,559
budget: banked $8,228 debit $7,290 (89% used ≈ 1.0 wk of income) → whole cycle still +$938 cash · rolled 187 ct earn ≈ $6,822/mo while parked; 13 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$30,855/mo
vs 50% target ($15,400/mo)+100%
vs normal income ($30,800/mo)100% covered
Net income (after hedge)$30,881/mo
Downside budget
⚠ $11.50 is $3 below CC-SS $14.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$55,732
… as % of IC ($11,000)506.7%
… as % of ML ($11,000)506.7%
Recovery months (at normal income)1.8 mo
Surgical close (187 ct)$-7,106
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 ≥ $11.97 (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 $12.95 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $11.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$11-11.97
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
≥ $11.97
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 0.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$11.50 (≤1σ, normal week)$8,228$2,045+$9,045+$8,041
+2.5%$11.79 (≤1σ, normal week)$2,852$-2,986+$4,014+$2,665
+5%$12.08 (≤1σ, normal week)$-2,525$-8,018-$1,018-$2,712
SS (= V-bounce)$40.55 (18.9σ)$-535,007$-525,245-$518,245-$263,109
V-BOUNCE STRESS (stock → CC-SS $14.92, where you are whole again, by expiry)
Starting unrealized P&L: $-7,000
+ Fortress recovery (un-capped): +$4,908
− CC assignment net of premium (187 × $11.50): -$55,732
+ Conservative CC premium (13 × $26): +$13
Total Position P&L @ SS: $-57,811 ($-50,811 vs today)
Do-nothing baseline at SS: $-1,892 (this trade vs do-nothing: $-55,919, the opportunity cost of earning $30,855/mo FIGHT income now)
BB-reversion stress (→ $15.54 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$67,320, position total $-68,655 ($-61,655 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 (3 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: 0.060 (IBKR)  |  Recovery@SS: +$4,908 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,892

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$12.508d14 Aug 2026$0.22187/200$15,428$15,45486%88%+$9,291-$41,146374.1%$-43,225 (vs do-nothing $-41,333)
$128d14 Aug 2026$0.32129/200$15,480$15,62278%83%+$7,710-$33,544304.9%$-35,565 (vs do-nothing $-33,673)
$1215d21 Aug 2026$0.48161/200$15,456$15,53473%79%+$4,934-$39,289357.2%$-41,342 (vs do-nothing $-39,450)
$1222d28 Aug 2026$0.60189/200$15,464$15,48671%78%+$3,583-$43,854398.7%$-45,935 (vs do-nothing $-44,043)
$11.508d14 Aug 2026$0.4494/200$15,510$15,72269%78%+$5,677-$28,015254.7%$-30,001 (vs do-nothing $-28,109)
$11.5015d21 Aug 2026$0.59131/200$15,458$15,59666%75%+$3,274-$37,077337.1%$-39,100 (vs do-nothing $-37,208)
$11.5022d28 Aug 2026$0.70162/200$15,464$15,54064%74%+$1,868-$44,069400.6%$-46,123 (vs do-nothing $-44,231)
$1122d28 Aug 2026$0.86132/200$15,480$15,61657%71%+$919-$40,396367.2%$-42,420 (vs do-nothing $-40,528)
$118d14 Aug 2026$0.6069/200$15,525$15,78757%72%+$3,690-$22,910208.3%$-24,871 (vs do-nothing $-22,979)
$1115d21 Aug 2026$0.77100/200$15,400$15,60057%71%+$2,309-$31,503286.4%$-33,495 (vs do-nothing $-31,603)

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  |  2026-08-06 21:36