FORTRESS FIGHT: MARA @ $12.38

BE SS: $26.40  |  CC-SS: $13.73  |  250 contracts (25,000 sh)

GENERATED2026-07-13 11:29

MARA @ $12.38   UNDERWATER $14.02 (53.1% below BE SS)

250 contracts (25,000 sh)  |  BE SS: $26.40  |  CC-SS: $13.73  |  IV: HIGH

LC: $25 exp 2027-06-17 (entry $2.627/sh)
SP: $15 exp 2027-06-17 (entry $5.241/sh)
HP: $13 exp 2027-06-17 (entry $4.025/sh)

Economics

Max Loss$85,000(ND $1.40 + SW $2) x 25000
Normal income ref$58,636/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $10,841/mo (info only, already in marks)
Unrealized P&L$-15,250fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$29,318/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$58,636/mo (ATM CC, chain)
IC VELOCITY
0.6 mo to earn back $35,000
ML VELOCITY
1.4 mo to earn back $85,000
NOT a deep drawdown: a CC at CC-SS $13.73 (probe: $13.5C 11d) still earns $32,045/mo (55% of normal). Sell the normal CC at/above CC-SS; a FIGHT CC below it is not needed here.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; CC-SS ratchets down as premium accrues.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 60 (live) · RSI 52 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 44 · %B 16 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $15.92 (+29%) · daily UBB $15.40 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 163 contracts at $13.50 / 4d. This is the safest strike (survival 85%, breach 15%) that still earns 50% of normal income ($29,318/mo); it brings $29,340/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 201 × $13/4d for $58,792/mo, but breach risk rises to 27% (+12pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 185 × $14/4d (93% survival, $19,425/mo).
Downside anchor: the primary mortgages $0 (0% of IC) ONLY on a full V-bounce all the way to SS $26, recoverable in 0.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 163 contracts realizes $-10,106 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 250 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 · 17 Jul 2026 (4d) · sell 163 × $13.50, 85% survival, $29,340/mo (E[net] $15,132/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆17 Jul 2026 · 4d163 × $13.5085%$29,340$15,132
NEXT FRIDAY24 Jul 2026 · 11d229 × $13.5075%$29,354$9,077

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $15,132/mo 🏆 GRAND PICK

🎯 Engine pick: sell 163 × $13.50 (primary), 85% survival, breach 15%, $29,340/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $14 rung (🛡 safe yield) lifts survival to 93% (breach 15% → 7%) for $3,090/mo less (11% income) buys safety you do not really need here.
MARA  spot $12.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal185 × $1417 Jul4d13.1%93%15%$2,590$19,425-$9,915$0
Sell 185 × $14 13.1% OTM over spot $12.38 17 Jul 2026 (4d, $0.15 mid)
= $2,590 credit for the 4d cycle → $19,425/mo projected
Survival (stays ≤ $14)
93%
Breach risk
7%
POP (stays ≤ $14.15)
94%
EV / mo
+$16,693
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.6] median  ·  90% of paths whole by 9 mo (vs 85% without)  ·  ~1.0 challenges expected  ·  median CC cash $2,738
🛡 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)
9%
Flat exit net (mid-life)
-$8,821
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 84% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 185 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.87/sh now → $0.62 mid-life (likely $0.53–$0.97)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 281 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.31). 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 (185 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.33/sh+$6,136
cycle +$8,726
[+$4,802…+$8,194] · 97% credit
70%
surv 53%
+$29,991 SAFE
cap gain +$45,241
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.20/sh+$3,735
cycle +$6,325
[+$1,275…+$5,802] · 83% credit
78%
surv 69%
+$52,790 SAFE
cap gain +$68,040
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.11/sh+$1,988
cycle +$4,578
[-$39…+$3,714] · 74% credit
76%
surv 65%
+$39,793 SAFE
cap gain +$55,043
Max even-money escape in the band~$1631 Jul 202616d left+$0.04/sh+$770
cycle +$3,360
[-$2,238…+$2,711] · 54% credit
81%
surv 74%
+$61,075 SAFE
cap gain +$76,325
SS $26 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.04/sh-$709
cycle +$1,881
[-$3,988…+$1,089] · 40% credit
84%
surv 79%
+$70,846 SAFE
cap gain +$86,096
budget: banked $2,590 debit $709 (27% used ≈ 0.2 wk of income) → whole cycle still +$1,881 cash · rolled 185 ct earn ≈ $20,065/mo while parked; 65 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$19,425/mo
vs 50% target ($29,318/mo)-34%
vs normal income ($58,636/mo)33% covered
Net income (after hedge)$19,602/mo
Downside budget
✓ $14 is at/above CC-SS $13.73: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($35,000)0.0%
… as % of ML ($85,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (185 ct)$-11,470
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.14 collected) or spot ≥ $14.15 (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 $15.40 (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
$14-14.15
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
≥ $14.15
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.5σ)$2,590$23,855+$39,105+$2,405
+2.5%$14.35 (1.8σ)$-3,885$25,255+$40,505-$4,070
+5%$14.70 (2.1σ)$-10,360$26,655+$41,905-$10,545
SS (= V-bounce)$26.40 (12.9σ)$-226,810$57,855+$73,105-$182,595
V-BOUNCE STRESS (stock → CC-SS $13.73, where you are whole again, by expiry)
Starting unrealized P&L: $-15,250
+ Fortress recovery (un-capped): +$30,328
− CC assignment net of premium (185 × $14): -$0
+ Conservative CC premium (65 × $24): +$65
Total Position P&L @ SS: $15,143 (+$30,393 vs today)
Do-nothing baseline at SS: $15,328 (this trade vs do-nothing: $-185, the opportunity cost of earning $19,425/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$32,930, position total $31,535 (+$46,785 vs today)
🛡 safe yield250 × $1417 Jul4d13.1%93%15%$3,500$26,250-$3,090$0
Sell 250 × $14 13.1% OTM over spot $12.38 17 Jul 2026 (4d, $0.15 mid)
= $3,500 credit for the 4d cycle → $26,250/mo projected
Survival (stays ≤ $14)
93%
Breach risk
7%
POP (stays ≤ $14.15)
94%
EV / mo
+$22,559
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.7] median  ·  93% of paths whole by 9 mo (vs 88% without)  ·  ~0.9 challenges expected  ·  median CC cash $3,500
🛡 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)
-$11,920
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 84% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 250 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.87/sh now → $0.62 mid-life (likely $0.54–$1.02)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 254 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.34). 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 (250 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.33/sh+$8,292
cycle +$11,792
[+$5,808…+$10,935] · 96% credit
70%
surv 53%
+$32,992 SAFE
cap gain +$48,242
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.20/sh+$5,048
cycle +$8,548
[+$776…+$7,555] · 81% credit
78%
surv 69%
+$54,948 SAFE
cap gain +$70,198
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.11/sh+$2,687
cycle +$6,187
[-$840…+$4,806] · 69% credit
76%
surv 65%
+$41,337 SAFE
cap gain +$56,587
Max even-money escape in the band~$1631 Jul 202616d left+$0.04/sh+$1,041
cycle +$4,541
[-$3,833…+$3,291] · 52% credit
81%
surv 74%
+$62,191 SAFE
cap gain +$77,441
SS $26 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.04/sh-$959
cycle +$2,541
[-$6,223…+$1,185] · 35% credit
84%
surv 79%
+$71,441 SAFE
cap gain +$86,691
budget: banked $3,500 debit $959 (27% used ≈ 0.2 wk of income) → whole cycle still +$2,541 cash · rolled 250 ct earn ≈ $27,115/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$26,250/mo
vs 50% target ($29,318/mo)-10%
vs normal income ($58,636/mo)45% covered
Net income (after hedge)$26,250/mo
Downside budget
✓ $14 is at/above CC-SS $13.73: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($35,000)0.0%
… as % of ML ($85,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (250 ct)$-15,500
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.14 collected) or spot ≥ $14.15 (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 $15.40 (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
$14-14.15
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
≥ $14.15
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (1.5σ)$3,500$24,700+$39,950+$3,250
+2.5%$14.35 (1.8σ)$-5,250$23,825+$39,075-$5,500
+5%$14.70 (2.1σ)$-14,000$22,950+$38,200-$14,250
SS (= V-bounce)$26.40 (12.9σ)$-306,500$-6,300+$8,950-$246,750
V-BOUNCE STRESS (stock → CC-SS $13.73, where you are whole again, by expiry)
Starting unrealized P&L: $-15,250
+ Fortress recovery (un-capped): +$30,328
− CC assignment net of premium (250 × $14): -$0
Total Position P&L @ SS: $15,078 (+$30,328 vs today)
Do-nothing baseline at SS: $15,328 (this trade vs do-nothing: $-250, the opportunity cost of earning $26,250/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$44,500, position total $19,900 (+$35,150 vs today)
🎯 50% normal163 × $13.5017 Jul4d9.0%85%20%$3,912$29,340$0
Sell 163 × $13.50 9.0% OTM over spot $12.38 17 Jul 2026 (4d, $0.25 mid)
= $3,912 credit for the 4d cycle → $29,340/mo projected
Survival (stays ≤ $13.50)
85%
Breach risk
15%
POP (stays ≤ $13.75)
90%
EV / mo
+$22,681
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.5] median  ·  94% of paths whole by 9 mo (vs 89% without)  ·  ~1.7 challenges expected  ·  median CC cash $6,618
🛡 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)
20%
Flat exit net (mid-life)
-$5,560
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 87% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 163 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.82/sh now → $0.58 mid-life (likely $0.59–$1.02)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 600 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $14 (overshoots $0.33). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (163 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.31/sh+$5,103
cycle +$9,015
[+$2,953…+$6,127] · 93% credit
70%
surv 53%
+$19,052 SAFE
cap gain +$34,302
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.17/sh+$2,709
cycle +$6,621
[-$541…+$3,358] · 69% credit
78%
surv 70%
+$41,858 SAFE
cap gain +$57,108
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.08/sh+$1,375
cycle +$5,287
[-$1,411…+$1,864] · 56% credit
77%
surv 65%
+$29,274 SAFE
cap gain +$44,524
Max even-money escape in the band~$1531 Jul 202616d left+$0.01/sh+$160
cycle +$4,072
[-$3,681…+$543] · 32% credit
81%
surv 75%
+$50,559 SAFE
cap gain +$65,809
SS $26 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.18/sh-$2,941
cycle +$971
[-$7,560…-$2,942] · 4% credit
87%
surv 84%
+$69,958 SAFE
cap gain +$85,208
budget: banked $3,912 debit $2,941 (75% used ≈ 0.4 wk of income) → whole cycle still +$971 cash · rolled 163 ct earn ≈ $12,246/mo while parked; 87 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$29,340/mo
vs 50% target ($29,318/mo)+0%
vs normal income ($58,636/mo)50% covered
Net income (after hedge)$29,577/mo
Downside budget
✓ $13.50 is at/above CC-SS $13.73: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($35,000)0.0%
… as % of ML ($85,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (163 ct)$-10,106
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.24 collected) or spot ≥ $13.75 (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 $15.40 (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
$13-13.75
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
≥ $13.75
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (1.0σ)$3,912$13,949+$29,199+$3,749
+2.5%$13.84 (1.3σ)$-1,589$16,041+$31,291-$1,752
+5%$14.18 (1.7σ)$-7,091$18,134+$33,384-$7,254
SS (= V-bounce)$26.40 (12.9σ)$-206,358$73,049+$88,299-$167,401
V-BOUNCE STRESS (stock → CC-SS $13.73, where you are whole again, by expiry)
Starting unrealized P&L: $-15,250
+ Fortress recovery (un-capped): +$30,328
− CC assignment net of premium (163 × $13.50): -$0
+ Conservative CC premium (87 × $24): +$87
Total Position P&L @ SS: $15,165 (+$30,415 vs today)
Do-nothing baseline at SS: $15,328 (this trade vs do-nothing: $-163, the opportunity cost of earning $29,340/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$35,534, position total $28,953 (+$44,203 vs today)
100% normal201 × $1317 Jul4d5.0%73%55%$7,839$58,792+$29,453$6,792
Sell 201 × $13 5.0% OTM over spot $12.38 17 Jul 2026 (4d, $0.40 mid)
= $7,839 credit for the 4d cycle → $58,792/mo projected
Survival (stays ≤ $13)
73%
Breach risk
27%
POP (stays ≤ $13.40)
83%
EV / mo
+$38,112
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.4] median  ·  98% of paths whole by 9 mo (vs 87% without)  ·  ~2.3 challenges expected  ·  median CC cash $15,005
🛡 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)
-$3,144
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 201 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.77/sh now → $0.55 mid-life (likely $0.62–$1.04)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,149 simulated challenges: the $13 strike is typically first touched on day 2 of 4, at $13 (overshoots $0.32). 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 (201 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1324 Jul 20269d left+$0.29/sh+$5,929
cycle +$13,768
[+$2,475…+$5,838] · 89% credit
70%
surv 53%
+$12,517 SAFE
cap gain +$27,767
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202616d left+$0.32/sh+$6,505
cycle +$14,344
[+$2,205…+$6,268] · 87% credit
75%
surv 63%
+$27,043 SAFE
cap gain +$42,293
Max even-money escape in the band~$1431 Jul 202616d left+$0.13/sh+$2,655
cycle +$10,494
[-$2,360…+$2,196] · 53% credit
78%
surv 70%
+$34,443 SAFE
cap gain +$49,693
SS $26 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.06/sh+$1,251
cycle +$9,090
[-$2,883…+$881] · 36% credit
77%
surv 66%
+$21,789 SAFE
cap gain +$37,039
Safety roll (pay small debit, max POP)~$1631 Jul 202616d left-$0.31/sh-$6,165
cycle +$1,674
[-$13,643…-$7,269]
90%
surv 89%
+$70,623 SAFE
cap gain +$85,873
budget: banked $7,839 debit $6,165 (79% used ≈ 0.5 wk of income) → whole cycle still +$1,674 cash · rolled 201 ct earn ≈ $9,034/mo while parked; 49 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$58,792/mo
vs 50% target ($29,318/mo)+101%
vs normal income ($58,636/mo)100% covered
Net income (after hedge)$58,926/mo
Downside budget
⚠ $13 is $1 below CC-SS $13.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,792
… as % of IC ($35,000)19.4%
… as % of ML ($85,000)8.0%
Recovery months (at normal income)0.1 mo
Surgical close (201 ct)$-12,462
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $13.40 (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 $15.40 (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
$13-13.40
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
≥ $13.40
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$7,839$6,588+$21,838+$7,638
+2.5%$13.32 (≤1σ, normal week)$1,307$7,368+$22,618+$1,106
+5%$13.65 (1.2σ)$-5,226$8,148+$23,398-$5,427
SS (= V-bounce)$26.40 (12.9σ)$-261,501$26,988+$42,238-$213,462
V-BOUNCE STRESS (stock → CC-SS $13.73, where you are whole again, by expiry)
Starting unrealized P&L: $-15,250
+ Fortress recovery (un-capped): +$30,328
− CC assignment net of premium (201 × $13): -$6,792
+ Conservative CC premium (49 × $24): +$49
Total Position P&L @ SS: $8,335 (+$23,585 vs today)
Do-nothing baseline at SS: $15,328 (this trade vs do-nothing: $-6,993, the opportunity cost of earning $58,792/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$50,853, position total $13,596 (+$28,846 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 · 24 Jul 2026 · 11d · E[net] $9,077/mo

🎯 Engine pick: sell 229 × $13.50 (primary), 75% survival, breach 25%, $29,354/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 82% (breach 25% → 18%) for $10,004/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 $14 rung, unless you need the income to cover the hedge bleed, or you expect MARA to stay flat-to-down near term.
MARA  spot $12.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield250 × $1524 Jul11d21.2%91%19%$4,250$11,591-$17,763$0
Sell 250 × $15 21.2% OTM over spot $12.38 24 Jul 2026 (11d, $0.18 mid)
= $4,250 credit for the 11d cycle → $11,591/mo projected
Survival (stays ≤ $15)
91%
Breach risk
9%
POP (stays ≤ $15.19)
92%
EV / mo
+$8,054
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.7] median  ·  90% of paths whole by 9 mo (vs 88% without)  ·  ~0.5 challenges expected  ·  median CC cash $0
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$18,750
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 78% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 250 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.30/sh now → $0.92 mid-life (likely $0.75–$1.23)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 370 simulated challenges: the $15 strike is typically first touched on day 8 of 11, at $15 (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 (250 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1531 Jul 202612d left+$0.36/sh+$8,972
cycle +$13,222
[+$8,044…+$13,241] · 100% credit
71%
surv 54%
+$56,922 SAFE
cap gain +$72,172
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.08/sh+$1,944
cycle +$6,194
[+$315…+$5,076] · 79% credit
75%
surv 62%
+$63,844 SAFE
cap gain +$79,094
Max even-money escape in the band~$1631 Jul 202612d left+$0.08/sh+$1,944
cycle +$6,194
[+$315…+$5,076] · 79% credit
75%
surv 62%
+$63,844 SAFE
cap gain +$79,094
SS $26 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.12/sh-$2,996
cycle +$1,254
[-$5,340…-$431] · 22% credit
78%
surv 69%
+$70,154 SAFE
cap gain +$85,404
budget: banked $4,250 debit $2,996 (71% used ≈ 1.1 wk of income) → whole cycle still +$1,254 cash · rolled 250 ct earn ≈ $50,009/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$11,591/mo
vs 50% target ($29,318/mo)-60%
vs normal income ($58,636/mo)20% covered
Net income (after hedge)$11,591/mo
Downside budget
✓ $15 is at/above CC-SS $13.73: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($35,000)0.0%
… as % of ML ($85,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (250 ct)$-15,625
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $15.19 (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 $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.19
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
≥ $15.19
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.5σ)$4,250$47,950+$63,200+$4,000
+2.5%$15.37 (1.7σ)$-5,125$47,012+$62,262-$5,375
+5%$15.75 (1.9σ)$-14,500$46,075+$61,325-$14,750
SS (= V-bounce)$26.40 (7.8σ)$-280,750$19,450+$34,700-$221,000
V-BOUNCE STRESS (stock → CC-SS $13.73, where you are whole again, by expiry)
Starting unrealized P&L: $-15,250
+ Fortress recovery (un-capped): +$30,328
− CC assignment net of premium (250 × $15): -$0
Total Position P&L @ SS: $15,078 (+$30,328 vs today)
Do-nothing baseline at SS: $15,328 (this trade vs do-nothing: $-250, the opportunity cost of earning $11,591/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$18,750, position total $45,650 (+$60,900 vs today)
33% normal ← lean215 × $1424 Jul11d13.1%82%38%$7,095$19,350-$10,004$0
Sell 215 × $14 13.1% OTM over spot $12.38 24 Jul 2026 (11d, $0.35 mid)
= $7,095 credit for the 11d cycle → $19,350/mo projected
Survival (stays ≤ $14)
82%
Breach risk
18%
POP (stays ≤ $14.35)
86%
EV / mo
+$11,110
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.7] median  ·  94% of paths whole by 9 mo (vs 88% without)  ·  ~0.9 challenges expected  ·  median CC cash $7,098
🛡 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)
31%
Flat exit net (mid-life)
-$10,577
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 82% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 215 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.16/sh now → $0.82 mid-life (likely $0.79–$1.23)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$0.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 927 simulated challenges: the $14 strike is typically first touched on day 6 of 11, at $14 (overshoots $0.36). 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 (215 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%)~$1431 Jul 202612d left+$0.32/sh+$6,945
cycle +$14,040
[+$5,702…+$8,478] · 100% credit
72%
surv 55%
+$37,975 SAFE
cap gain +$53,225
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.32/sh+$6,939
cycle +$14,034
[+$5,478…+$8,540] · 100% credit
71%
surv 53%
+$35,269 SAFE
cap gain +$50,519
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.04/sh+$868
cycle +$7,963
[-$1,300…+$1,762] · 48% credit
75%
surv 63%
+$43,148 SAFE
cap gain +$58,398
Max even-money escape in the band~$1531 Jul 202612d left+$0.04/sh+$868
cycle +$7,963
[-$1,300…+$1,762] · 48% credit
75%
surv 63%
+$43,148 SAFE
cap gain +$58,398
SS $26 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.31/sh-$6,559
cycle +$536
[-$10,238…-$6,260] · 1% credit
82%
surv 77%
+$58,221 SAFE
cap gain +$73,471
budget: banked $7,095 debit $6,559 (92% used ≈ 1.5 wk of income) → whole cycle still +$536 cash · rolled 215 ct earn ≈ $27,782/mo while parked; 35 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$19,350/mo
vs 50% target ($29,318/mo)-34%
vs normal income ($58,636/mo)33% covered
Net income (after hedge)$19,445/mo
Downside budget
✓ $14 is at/above CC-SS $13.73: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($35,000)0.0%
… as % of ML ($85,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (215 ct)$-13,545
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 $0.33 collected) or spot ≥ $14.35 (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 $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.35
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
≥ $14.35
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$7,095$28,330+$43,580+$6,880
+2.5%$14.35 (1.1σ)$-430$28,680+$43,930-$645
+5%$14.70 (1.3σ)$-7,955$29,030+$44,280-$8,170
SS (= V-bounce)$26.40 (7.8σ)$-259,505$32,330+$47,580-$208,120
V-BOUNCE STRESS (stock → CC-SS $13.73, where you are whole again, by expiry)
Starting unrealized P&L: $-15,250
+ Fortress recovery (un-capped): +$30,328
− CC assignment net of premium (215 × $14): -$0
+ Conservative CC premium (35 × $24): +$35
Total Position P&L @ SS: $15,113 (+$30,363 vs today)
Do-nothing baseline at SS: $15,328 (this trade vs do-nothing: $-215, the opportunity cost of earning $19,350/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$34,185, position total $30,250 (+$45,500 vs today)
🎯 50% normal229 × $13.5024 Jul11d9.0%75%42%$10,763$29,354$0
Sell 229 × $13.50 9.0% OTM over spot $12.38 24 Jul 2026 (11d, $0.49 mid)
= $10,763 credit for the 11d cycle → $29,354/mo projected
Survival (stays ≤ $13.50)
75%
Breach risk
25%
POP (stays ≤ $13.99)
82%
EV / mo
+$15,070
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.7] median  ·  94% of paths whole by 9 mo (vs 87% without)  ·  ~1.3 challenges expected  ·  median CC cash $10,776
🛡 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)
42%
Flat exit net (mid-life)
-$6,981
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$16 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 229 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.10/sh now → $0.77 mid-life (likely $0.84–$1.25)≈ $0 at expiry  |  you banked $0.47/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,257 simulated challenges: the $14 strike is typically first touched on day 5 of 11, at $14 (overshoots $0.34). 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 (229 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.31/sh+$6,993
cycle +$17,756
[+$4,923…+$7,534] · 100% credit
71%
surv 53%
+$27,727 SAFE
cap gain +$42,977
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202612d left+$0.30/sh+$6,910
cycle +$17,673
[+$5,169…+$7,467] · 100% credit
72%
surv 55%
+$30,344 SAFE
cap gain +$45,594
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.02/sh+$519
cycle +$11,282
[-$2,257…+$534] · 31% credit
75%
surv 64%
+$35,203 SAFE
cap gain +$50,453
Max even-money escape in the band~$1431 Jul 202612d left+$0.02/sh+$519
cycle +$11,282
[-$2,257…+$534] · 31% credit
75%
surv 64%
+$35,203 SAFE
cap gain +$50,453
SS $26 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.40/sh-$9,078
cycle +$1,685
[-$14,151…-$10,036]
86%
surv 83%
+$59,356 SAFE
cap gain +$74,606
budget: banked $10,763 debit $9,078 (84% used ≈ 1.3 wk of income) → whole cycle still +$1,685 cash · rolled 229 ct earn ≈ $21,665/mo while parked; 21 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$29,354/mo
vs 50% target ($29,318/mo)+0%
vs normal income ($58,636/mo)50% covered
Net income (after hedge)$29,411/mo
Downside budget
✓ $13.50 is at/above CC-SS $13.73: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($35,000)0.0%
… as % of ML ($85,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (229 ct)$-14,427
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.47 collected) or spot ≥ $13.99 (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 $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.99
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.99
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$10,763$20,734+$35,984+$10,534
+2.5%$13.84 (≤1σ, normal week)$3,034$20,599+$35,849+$2,805
+5%$14.18 (≤1σ, normal week)$-4,695$20,464+$35,714-$4,924
SS (= V-bounce)$26.40 (7.8σ)$-284,647$10,534+$25,784-$229,916
V-BOUNCE STRESS (stock → CC-SS $13.73, where you are whole again, by expiry)
Starting unrealized P&L: $-15,250
+ Fortress recovery (un-capped): +$30,328
− CC assignment net of premium (229 × $13.50): -$0
+ Conservative CC premium (21 × $24): +$21
Total Position P&L @ SS: $15,099 (+$30,349 vs today)
Do-nothing baseline at SS: $15,328 (this trade vs do-nothing: $-229, the opportunity cost of earning $29,354/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$44,655, position total $19,766 (+$35,016 vs today)
100% normal250 × $12.5024 Jul11d1.0%56%94%$21,500$58,636+$29,283$9,198
Sell 250 × $12.50 1.0% OTM over spot $12.38 24 Jul 2026 (11d, $0.87 mid)
= $21,500 credit for the 11d cycle → $58,636/mo projected
Survival (stays ≤ $12.50)
56%
Breach risk
44%
POP (stays ≤ $13.37)
73%
EV / mo
+$20,829
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.0-0.2] median, 0.2 mo faster than no FIGHT (0.2 mo)  ·  98% of paths whole by 9 mo (vs 90% without)  ·  ~2.4 challenges expected  ·  median CC cash $21,500
🛡 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)
78%
Flat exit net (mid-life)
+$4,384
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 250 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.97/sh now → $0.68 mid-life (likely $0.96–$1.31)≈ $0 at expiry  |  you banked $0.86/sh, so a flat mid-life exit nets +$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,344 simulated challenges: the $12 strike is typically first touched on day 3 of 11, 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 (250 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)~$1331 Jul 202612d left+$0.26/sh+$6,520
cycle +$28,020
[+$4,062…+$5,034] · 100% credit
72%
surv 56%
+$18,170 SAFE
cap gain +$33,420
Max even-money escape in the band~$1331 Jul 202612d left+$0.26/sh+$6,520
cycle +$28,020
[+$4,062…+$5,034] · 100% credit
72%
surv 56%
+$18,170 SAFE
cap gain +$33,420
SS $26 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1231 Jul 202612d left+$0.27/sh+$6,796
cycle +$28,296
[+$3,876…+$5,087] · 100% credit
71%
surv 53%
+$15,746 SAFE
cap gain +$30,996
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.49/sh-$12,198
cycle +$9,302
[-$20,855…-$15,997]
91%
surv 90%
+$55,702 SAFE
cap gain +$70,952
budget: banked $21,500 debit $12,198 (57% used ≈ 0.9 wk of income) → whole cycle still +$9,302 cash · rolled 250 ct earn ≈ $12,297/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$58,636/mo
vs 50% target ($29,318/mo)+100%
vs normal income ($58,636/mo)100% covered
Net income (after hedge)$58,636/mo
Downside budget
⚠ $12.50 is $1 below CC-SS $13.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,198
… as % of IC ($35,000)26.3%
… as % of ML ($85,000)10.8%
Recovery months (at normal income)0.2 mo
Surgical close (250 ct)$-15,500
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.86 collected) or spot ≥ $13.37 (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 $15.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $12.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$12-13.37
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
≥ $13.37
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$12.50 (≤1σ, normal week)$21,500$8,950+$24,200+$21,250
+2.5%$12.81 (≤1σ, normal week)$13,688$8,169+$23,419+$13,438
+5%$13.12 (≤1σ, normal week)$5,875$7,387+$22,637+$5,625
SS (= V-bounce)$26.40 (7.8σ)$-326,000$-25,800-$10,550-$266,250
V-BOUNCE STRESS (stock → CC-SS $13.73, where you are whole again, by expiry)
Starting unrealized P&L: $-15,250
+ Fortress recovery (un-capped): +$30,328
− CC assignment net of premium (250 × $12.50): -$9,198
Total Position P&L @ SS: $5,880 (+$21,130 vs today)
Do-nothing baseline at SS: $15,328 (this trade vs do-nothing: $-9,448, the opportunity cost of earning $58,636/mo FIGHT income now)
BB-reversion stress (→ $15.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$64,000, position total $400 (+$15,650 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on MARA are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (8 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 8 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.900 (fallback)  |  Recovery@SS: +$30,328 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $15,328

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.504d17 Jul 2026$0.24163/250$29,340$29,57785%90%+$22,681-$00.0%$15,362 (vs do-nothing +$34)
$13.5011d24 Jul 2026$0.47229/250$29,354$29,41175%82%+$15,070-$00.0%$20,643 (vs do-nothing +$5,315)
$134d17 Jul 2026$0.39101/250$29,542$29,94973%83%+$19,151-$3,4139.8%$11,814 (vs do-nothing $-3,514)
$1311d24 Jul 2026$0.63171/250$29,381$29,59666%77%+$12,468-$1,6744.8%$13,483 (vs do-nothing $-1,845)
$1318d31 Jul 2026$0.85207/250$29,325$29,44264%76%+$10,086-$00.0%$17,648 (vs do-nothing +$2,320)
$12.504d17 Jul 2026$0.6165/250$29,738$30,24256%76%+$15,001-$4,01611.5%$11,247 (vs do-nothing $-4,081)
$12.5018d31 Jul 2026$1.13156/250$29,380$29,63656%72%+$9,568-$1,5284.4%$13,645 (vs do-nothing $-1,684)
$12.5011d24 Jul 2026$0.86125/250$29,318$29,65956%73%+$10,415-$4,59913.1%$10,604 (vs do-nothing $-4,724)

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%). 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 250 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-13 11:29