FORTRESS FIGHT: BMNR-LC10 @ $15.61

BE SS: $17.13  |  CC-SS: $19.36  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

BMNR-LC10 @ $15.61   UNDERWATER $1.52 (8.9% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
BMNR reports 2026-07-16 (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. Wait for the print, or sell only an expiry that closes BEFORE 2026-07-16.

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.36  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $10 exp 2028-01-21 (entry $13.315/sh)
SP: $18 exp 2028-01-21 (entry $7.355/sh)
HP: $10 exp 2026-08-21 (entry $0.258/sh)

Economics

Max Loss$71,250(ND $6.25 + SW $8) x 5000
Normal income ref$8,550/mo95% ann ROI on ML
Hedge rolling cost$2,500/mo
Unrealized P&L$-21,325fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,275/mo
HEDGE COVER
$2,500/mo
NORMAL INCOME
$8,550/mo (ATM CC, chain)
IC VELOCITY
3.7 mo to earn back $31,250
ML VELOCITY
8.3 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.36 (probe: $19.5C 15d) brings only $100/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; the banked-floor (info) shows how far premium would ratchet the floor, but the recommended CC-SS stays the pure recovery strike.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 23 (live) · RSI 40 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 50 · %B 72 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.67 (+20%) · daily UBB $16.64 · 1-wk expected move ±$2 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-16: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 44 contracts at $17 / 8d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($4,275/mo); it brings $4,290/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 44 × $16/8d for $8,580/mo, but breach risk rises to 40% (+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 40 × $17.50/8d (83% survival, $2,550/mo).
Downside anchor: the primary mortgages $9,234 (30% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 44 contracts realizes $-18,898 and cuts bleed by $2,200/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 50 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 · 24 Jul 2026 (8d) · sell 44 × $17, 77% survival, $4,290/mo (E[net] $924/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 8d44 × $1777%$4,290$924

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $924/mo 🏆 GRAND PICK

🎯 Engine pick: sell 44 × $17 (primary), 77% survival, breach 23%, $4,290/mo.
⚖️ Worth a safer step: the $17.50 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $1,421/mo less (33% 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 $17.50 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $15.61 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge40 × $17.5024 Jul8d12.1%83%35%$680$2,550-$1,740$6,755
Sell 40 × $17.50 12.1% OTM over spot $15.61 24 Jul 2026 (8d, $0.22 mid)
= $680 credit for the 8d cycle → $2,550/mo projected
Survival (stays ≤ $17.50)
83%
Breach risk
17%
POP (stays ≤ $17.71)
85%
EV / mo
+$511
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.6-2.9] median, 0.3 mo faster than no FIGHT (1.5 mo)  ·  60% of paths whole by 9 mo (vs 68% without)  ·  ~4.9 challenges expected  ·  median CC cash $-689
🛡 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)
25%
Flat exit net (mid-life)
-$1,729
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$19 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 40 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: $0.85/sh now → $0.60 mid-life (likely $0.57–$0.92)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 736 simulated challenges: the $18 strike is typically first touched on day 5 of 8, at $18 (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 (40 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 202611d left+$0.22/sh+$893
cycle +$1,573
[+$606…+$1,198] · 99% credit
66%
surv 53%
-$8,924 NOT
cap gain +$12,401
Reliable up-and-out (highest cap still free ≥60%)~$187 Aug 202618d left+$0.24/sh+$962
cycle +$1,642
[+$504…+$1,225] · 93% credit
68%
surv 59%
-$6,985 NOT
cap gain +$14,340
Max even-money escape in the band~$187 Aug 202618d left+$0.08/sh+$319
cycle +$999
[-$235…+$522] · 59% credit
72%
surv 65%
-$5,260 NOT
cap gain +$16,065
Up-and-out for even (raise the cap, free)~$1831 Jul 202611d left+$0.05/sh+$204
cycle +$884
[-$192…+$401] · 56% credit
69%
surv 59%
-$7,743 NOT
cap gain +$13,582
Safety roll (pay small debit, max POP)~$197 Aug 202618d left-$0.06/sh-$236
cycle +$444
[-$889…-$72] · 22% credit
76%
surv 70%
-$3,448 NOT
cap gain +$17,877
budget: banked $680 debit $236 (35% used ≈ 0.4 wk of income) → whole cycle still +$444 cash · rolled 40 ct earn ≈ $3,621/mo while parked; 10 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 -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$2,550/mo
vs 50% target ($4,275/mo)-40%
vs normal income ($8,550/mo)30% covered
Net income (after hedge)$970/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.36: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,755
… as % of IC ($31,250)21.6%
… as % of ML ($71,250)9.5%
Recovery months (at normal income)0.8 mo
Surgical close (40 ct)$-17,240
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 ≥ $17.71 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.71
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
≥ $17.71
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (≤1σ, normal week)$680$-9,817+$11,508+$840
+2.5%$17.94 (1.2σ)$-1,070$-9,496+$11,829+$840
+5%$18.38 (1.4σ)$-2,820$-9,174+$12,151+$840
V-BOUNCE STRESS (stock → CC-SS $19.36, where you are whole again, by expiry)
Starting unrealized P&L: $-21,325
+ Fortress recovery (un-capped): +$21,527
− CC assignment net of premium (40 × $17.50): -$6,755
− Conservative CC assignment net of premium (10 × $17): -$1,899
Total Position P&L @ SS: $-8,451 (+$12,874 vs today)
Do-nothing baseline at SS: $-9,291 (this trade vs do-nothing: +$840, the opportunity cost of earning $2,550/mo FIGHT income now)
33% normal ← lean45 × $17.5024 Jul8d12.1%83%35%$765$2,869-$1,421$7,599
Sell 45 × $17.50 12.1% OTM over spot $15.61 24 Jul 2026 (8d, $0.22 mid)
= $765 credit for the 8d cycle → $2,869/mo projected
Survival (stays ≤ $17.50)
83%
Breach risk
17%
POP (stays ≤ $17.71)
85%
EV / mo
+$575
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-3.1] median  ·  66% of paths whole by 9 mo (vs 71% without)  ·  ~4.8 challenges expected  ·  median CC cash $-1,198
🛡 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)
25%
Flat exit net (mid-life)
-$1,945
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$19 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 45 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: $0.85/sh now → $0.60 mid-life (likely $0.57–$0.94)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 751 simulated challenges: the $18 strike is typically first touched on day 5 of 8, at $18 (overshoots $0.45). 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 (45 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 202611d left+$0.22/sh+$1,005
cycle +$1,770
[+$674…+$1,315] · 98% credit
66%
surv 53%
-$8,707 NOT
cap gain +$12,618
Reliable up-and-out (highest cap still free ≥60%)~$187 Aug 202618d left+$0.24/sh+$1,082
cycle +$1,847
[+$516…+$1,331] · 93% credit
68%
surv 59%
-$6,563 NOT
cap gain +$14,762
Max even-money escape in the band~$187 Aug 202618d left+$0.08/sh+$359
cycle +$1,124
[-$315…+$581] · 58% credit
72%
surv 65%
-$4,668 NOT
cap gain +$16,657
Up-and-out for even (raise the cap, free)~$1831 Jul 202611d left+$0.05/sh+$229
cycle +$994
[-$259…+$416] · 56% credit
69%
surv 59%
-$7,415 NOT
cap gain +$13,910
Safety roll (pay small debit, max POP)~$197 Aug 202618d left-$0.06/sh-$266
cycle +$499
[-$1,068…-$74] · 21% credit
76%
surv 70%
-$2,675 NOT
cap gain +$18,650
budget: banked $765 debit $266 (35% used ≈ 0.4 wk of income) → whole cycle still +$499 cash · rolled 45 ct earn ≈ $4,074/mo while parked; 5 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 -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$2,869/mo
vs 50% target ($4,275/mo)-33%
vs normal income ($8,550/mo)34% covered
Net income (after hedge)$829/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.36: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,599
… as % of IC ($31,250)24.3%
… as % of ML ($71,250)10.7%
Recovery months (at normal income)0.9 mo
Surgical close (45 ct)$-19,395
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 ≥ $17.71 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.71
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
≥ $17.71
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (≤1σ, normal week)$765$-9,712+$11,613+$945
+2.5%$17.94 (1.2σ)$-1,204$-9,391+$11,934+$945
+5%$18.38 (1.4σ)$-3,172$-9,069+$12,256+$945
V-BOUNCE STRESS (stock → CC-SS $19.36, where you are whole again, by expiry)
Starting unrealized P&L: $-21,325
+ Fortress recovery (un-capped): +$21,527
− CC assignment net of premium (45 × $17.50): -$7,599
− Conservative CC assignment net of premium (5 × $17): -$949
Total Position P&L @ SS: $-8,346 (+$12,979 vs today)
Do-nothing baseline at SS: $-9,291 (this trade vs do-nothing: +$945, the opportunity cost of earning $2,869/mo FIGHT income now)
🎯 50% normal44 × $1724 Jul8d8.9%77%35%$1,144$4,290$9,234
Sell 44 × $17 8.9% OTM over spot $15.61 24 Jul 2026 (8d, $0.29 mid)
= $1,144 credit for the 8d cycle → $4,290/mo projected
Survival (stays ≤ $17)
77%
Breach risk
23%
POP (stays ≤ $17.29)
81%
EV / mo
+$826
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.6-2.5] median, 0.1 mo faster than no FIGHT (1.3 mo)  ·  62% of paths whole by 9 mo (vs 68% without)  ·  ~6.8 challenges expected  ·  median CC cash $235
🛡 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)
35%
Flat exit net (mid-life)
-$1,430
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$18 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 44 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: $0.83/sh now → $0.59 mid-life (likely $0.62–$0.96)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,046 simulated challenges: the $17 strike is typically first touched on day 4 of 8, at $17 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (44 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1731 Jul 202611d left+$0.23/sh+$1,014
cycle +$2,158
[+$618…+$1,149] · 98% credit
66%
surv 53%
-$10,891 NOT
cap gain +$10,434
Reliable up-and-out (highest cap still free ≥60%)~$177 Aug 202618d left+$0.25/sh+$1,080
cycle +$2,224
[+$445…+$1,175] · 92% credit
69%
surv 59%
-$8,797 NOT
cap gain +$12,528
Max even-money escape in the band~$187 Aug 202618d left+$0.09/sh+$376
cycle +$1,520
[-$374…+$410] · 51% credit
72%
surv 65%
-$6,932 NOT
cap gain +$14,393
reaches SS ✓
Up-and-out for even (raise the cap, free)~$1731 Jul 202611d left+$0.06/sh+$257
cycle +$1,401
[-$282…+$314] · 48% credit
69%
surv 59%
-$9,619 NOT
cap gain +$11,706
Safety roll (pay small debit, max POP)~$1831 Jul 202611d left-$0.22/sh-$947
cycle +$197
[-$1,807…-$1,028] · 2% credit
79%
surv 74%
-$5,688 NOT
cap gain +$15,637
budget: banked $1,144 debit $947 (83% used ≈ 1.0 wk of income) → whole cycle still +$197 cash · rolled 44 ct earn ≈ $4,439/mo while parked; 6 ct free to re-sell · clears SS ✓
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 -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$4,290/mo
vs 50% target ($4,275/mo)+0%
vs normal income ($8,550/mo)50% covered
Net income (after hedge)$2,342/mo
Downside budget
⚠ $17 is $2 below CC-SS $19.36: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,234
… as % of IC ($31,250)29.5%
… as % of ML ($71,250)13.0%
Recovery months (at normal income)1.1 mo
Surgical close (44 ct)$-18,898
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $17.29 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $17)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.29
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
≥ $17.29
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$1,144$-11,905+$9,420-$880
+2.5%$17.42 (≤1σ, normal week)$-726$-11,592+$9,733-$880
+5%$17.85 (1.2σ)$-2,596$-11,280+$10,045-$880
V-BOUNCE STRESS (stock → CC-SS $19.36, where you are whole again, by expiry)
Starting unrealized P&L: $-21,325
+ Fortress recovery (un-capped): +$21,527
− CC assignment net of premium (44 × $17): -$9,234
− Conservative CC assignment net of premium (6 × $17): -$1,139
Total Position P&L @ SS: $-10,171 (+$11,154 vs today)
Do-nothing baseline at SS: $-9,291 (this trade vs do-nothing: $-880, the opportunity cost of earning $4,290/mo FIGHT income now)
100% normal44 × $1624 Jul8d2.5%60%83%$2,288$8,580+$4,290$12,490
Sell 44 × $16 2.5% OTM over spot $15.61 24 Jul 2026 (8d, $0.55 mid)
= $2,288 credit for the 8d cycle → $8,580/mo projected
Survival (stays ≤ $16)
60%
Breach risk
40%
POP (stays ≤ $16.55)
71%
EV / mo
+$638
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.4] median, 0.1 mo faster than no FIGHT (1.1 mo)  ·  66% of paths whole by 9 mo (vs 70% without)  ·  ~15.2 challenges expected  ·  median CC cash $2,037
🛡 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)
65%
Flat exit net (mid-life)
-$135
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 44 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: $0.78/sh now → $0.55 mid-life (likely $0.73–$1.01)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,951 simulated challenges: the $16 strike is typically first touched on day 3 of 8, at $16 (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 (44 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202611d left+$0.24/sh+$1,065
cycle +$3,353
[+$555…+$823] · 98% credit
66%
surv 53%
-$15,431 NOT
cap gain +$5,894
Reliable up-and-out (highest cap still free ≥60%)~$167 Aug 202618d left+$0.25/sh+$1,112
cycle +$3,400
[+$294…+$764] · 88% credit
69%
surv 59%
-$13,119 NOT
cap gain +$8,206
Up-and-out for even (raise the cap, free)~$1631 Jul 202611d left+$0.07/sh+$314
cycle +$2,602
[-$370…+$27] · 28% credit
70%
surv 60%
-$13,917 NOT
cap gain +$7,408
Max even-money escape in the band~$177 Aug 202618d left+$0.09/sh+$415
cycle +$2,703
[-$536…+$22] · 27% credit
72%
surv 65%
-$10,948 NOT
cap gain +$10,377
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.45/sh-$1,972
cycle +$316
[-$3,546…-$2,569]
92%
surv 92%
-$434 NOT
cap gain +$20,891
budget: banked $2,288 debit $1,972 (86% used ≈ 1.0 wk of income) → whole cycle still +$316 cash · rolled 44 ct earn ≈ $1,230/mo while parked; 6 ct free to re-sell · clears SS ✓
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 -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$8,580/mo
vs 50% target ($4,275/mo)+101%
vs normal income ($8,550/mo)100% covered
Net income (after hedge)$6,632/mo
Downside budget
⚠ $16 is $3 below CC-SS $19.36: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,490
… as % of IC ($31,250)40.0%
… as % of ML ($71,250)17.5%
Recovery months (at normal income)1.5 mo
Surgical close (44 ct)$-18,920
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.52 collected) or spot ≥ $16.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.55
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
≥ $16.55
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$2,288$-16,496+$4,829+$264
+2.5%$16.40 (≤1σ, normal week)$528$-15,962+$5,363-$1,496
+5%$16.80 (≤1σ, normal week)$-1,232$-15,428+$5,897-$3,256
SS (= V-bounce)$17.13 (≤1σ, normal week)$-2,684$-15,065+$6,260-$4,136
V-BOUNCE STRESS (stock → CC-SS $19.36, where you are whole again, by expiry)
Starting unrealized P&L: $-21,325
+ Fortress recovery (un-capped): +$21,527
− CC assignment net of premium (44 × $16): -$12,490
− Conservative CC assignment net of premium (6 × $17): -$1,139
Total Position P&L @ SS: $-13,427 (+$7,898 vs today)
Do-nothing baseline at SS: $-9,291 (this trade vs do-nothing: $-4,136, the opportunity cost of earning $8,580/mo FIGHT income now)
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 BMNR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (11 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 11 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: 1.147 (IBKR)  |  Recovery@SS: +$21,527 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,291

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$178d24 Jul 2026$0.2644/50$4,290$2,34277%81%+$826-$9,23429.5%$-10,171 (vs do-nothing $-880)
$1715d31 Jul 2026$0.4647/50$4,324$2,10072%78%+$682-$8,92428.6%$-9,291 (vs do-nothing +$0)
$16.508d24 Jul 2026$0.3632/50$4,320$3,47670%76%+$466-$7,99625.6%$-11,211 (vs do-nothing $-1,920)
$16.5015d31 Jul 2026$0.5738/50$4,332$2,93666%74%+$344-$8,69727.8%$-10,773 (vs do-nothing $-1,482)
$16.5022d7 Aug 2026$0.7343/50$4,280$2,42465%74%+$76-$9,15329.3%$-10,280 (vs do-nothing $-989)
$168d24 Jul 2026$0.5222/50$4,290$4,36660%71%+$319-$6,24520.0%$-11,359 (vs do-nothing $-2,068)
$1615d31 Jul 2026$0.7429/50$4,292$3,72459%70%+$221-$7,59424.3%$-11,379 (vs do-nothing $-2,088)
$1622d7 Aug 2026$0.8936/50$4,369$3,15759%72%$-72-$8,88728.4%$-11,343 (vs do-nothing $-2,052)
$15.5022d7 Aug 2026$1.1328/50$4,315$3,83953%68%+$4-$7,64024.4%$-11,615 (vs do-nothing $-2,324)
$15.5015d31 Jul 2026$0.9623/50$4,416$4,40052%67%+$167-$6,66721.3%$-11,591 (vs do-nothing $-2,300)
$15.508d24 Jul 2026$0.7117/50$4,526$5,06250%65%+$59-$5,35317.1%$-11,416 (vs do-nothing $-2,125)

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 50 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-16 21:38