$MSFT CALENDAR 270617/260702 CALL 500.0/CALL 500.0$ Calendar spread. 

$MSFT RATIO_SPREAD_1X2 260626 PUT 415.0/PUT 420.0$ Front spreads. 

$MARA 20260626 12.5 PUT$ Cash secured put

$MSFT DIAGONAL 270617/260626 CALL 360.0/CALL 450.0$ Taking some profits off the table 

$COIN 20260626 170.0 PUT$ Cash secured put 

$IBIT 20260626 38.0 PUT$ Nibbling

$COIN 20260626 170.0 PUT$ Cash secured put 

$MSFT DIAGONAL 260626/260605 CALL 450.0/CALL 440.0$ Rolling out and up the short leg 

$MSFT CALENDAR 270115/260605 CALL 480.0/CALL 480.0$ Taking some profits 

Mathematical Money | May 30, 2026 Another 10,000 MARA shares got called away this week. On paper that looks like a worse position. The math says the opposite. If you've been following along, last week's post was about getting called away on the first 2,000. I wrote about how the assignment wasn't a disaster, even though it felt like one. This week the rest of the May expiry wave hit. About 6,500 more shares assigned at $10–$11 strikes when the stock was trading above $14. Plus the earlier 3,500 from May 9 and May 16 expiries that I covered last week. By the time the dust settled, the share count had dropped from 44,546 in mid-May to 34,546 today. Let me show you what that actually did to the position. The FIFO Math Nobody Explains Here's the part most retail traders never see, and it's the

$SPY 20260529 690.0 PUT$ Front spread expire 

$SPY 20260529 675.0 PUT$ Front spread expire 

$MARA 20260529 11.0 CALL$ Keeping the premiums after assignment 

$MARA 20260529 12.0 CALL$ Keeping the premium after assignment 

$MARA Holdings(MARA)$ Assigned to sell 4500 shares at 11

$MARA Holdings(MARA)$ Assigned to sell 4000 shares at 12.

$MARA 20260626 12.0 PUT$ Cash secured put 

$MARA 20260626 12.0 PUT$ Replacing the earlier sell put. Rolling out and up

$MARA 20260605 11.0 PUT$ Closing almost worthless sell put