FORTRESS FIGHT: BMNR-LC10 @ $15.61

BE SS: $17.13  |  CC-SS: $19.85  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-18 03:37

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

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.85  |  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$10,212/mo95% ann ROI on ML
Hedge rolling cost$706/mo
Unrealized P&L$-24,125fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,106/mo
HEDGE COVER
$706/mo
NORMAL INCOME
$10,212/mo (ATM CC, chain)
IC VELOCITY
3.1 mo to earn back $31,250
ML VELOCITY
7.0 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.85 (probe: $20C 13d) brings only $1,269/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
DAILYMIXED (provisional) · RSI 49 · %B 74 · hist falling (nightly)
LEVELS20W MA (bounce target) $18.67 (+20%) · daily UBB $16.52 · 1-wk expected move ±$2 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 45 contracts at $17 / 6d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($5,106/mo); it brings $5,175/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 42 × $16/6d for $10,290/mo, but breach risk rises to 38% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 29 × $19/6d (96% survival, $725/mo).
Downside anchor: the primary mortgages $11,781 (38% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 45 contracts realizes $-21,758 and cuts bleed by $635/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 (6d) · sell 45 × $17, 81% survival, $5,175/mo (E[net] $1,971/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 · 6d45 × $1781%$5,175$1,971

📅 NEXT FRIDAY · 24 Jul 2026 · 6d · E[net] $1,971/mo 🏆 GRAND PICK

🎯 Engine pick: sell 45 × $17 (primary), 81% survival, breach 19%, $5,175/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $17.50 rung (33% normal) lifts survival to 87% (breach 19% → 13%) for $1,800/mo less (35% income) buys safety you do not really need here.
BMNR  spot $15.61 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge29 × $1924 Jul6d21.8%96%8%-11pp$145$725-$4,450$2,314
Sell 29 × $19 21.8% OTM over spot $15.61 24 Jul 2026 (6d, $0.06 mid)
= $145 credit for the 6d cycle → $725/mo projected
Survival (stays ≤ $19)
96%
Breach risk
4%
POP (stays ≤ $19.05)
96%
EV / mo
+$516
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-11pp
70% whole by 9mo vs 81% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,182/mo
median; plan ~$1,484/mo after 68% keep · $5,384 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.7-2.7], measured ONLY among the 70% 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)
3%
Flat exit net (mid-life)
-$1,563
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$21 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 29 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.83/sh now → $0.59 mid-life (likely $0.40–$0.82)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 77 simulated challenges: the $19 strike is typically first touched on day 5 of 6, at $19 (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 (29 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1931 Jul 202610d left+$0.31/sh+$904
cycle +$1,049
[+$964…+$1,338] · 100% credit
67%
surv 52%
-$6,832 NOT
cap gain +$17,293
Up-and-out for even (raise the cap, free)~$1931 Jul 202610d left+$0.14/sh+$418
cycle +$563
[+$355…+$826] · 96% credit
71%
surv 59%
-$5,886 NOT
cap gain +$18,239
Max even-money escape in the band~$2114 Aug 202624d left+$0.03/sh+$82
cycle +$227
[-$222…+$568] · 61% credit
81%
surv 77%
+$1,028 SAFE
cap gain +$25,153
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$725/mo
vs 50% target ($5,106/mo)-86%
vs normal income ($10,212/mo)7% covered
Net income (after hedge)$2,345/mo
Downside budget
⚠ $19 is $1 below CC-SS $19.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,314
… as % of IC ($31,250)7.4%
… as % of ML ($71,250)3.2%
Recovery months (at normal income)0.2 mo
Surgical close (29 ct)$-14,007
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $19.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $19)); NOT the premium you collected. Momentum override: two daily closes above $16.52 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $18.81Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$19-19.05
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $19.05
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$19.00 (2.1σ)$145$-7,736+$16,389+$4,553
+2.5%$19.47 (2.4σ)$-1,232$-7,391+$16,734+$4,553
+5%$19.95 (2.7σ)$-2,610$-7,047+$17,078+$4,553
V-BOUNCE STRESS (stock → CC-SS $19.85, where you are whole again, by expiry)
Starting unrealized P&L: $-24,125
+ Fortress recovery (un-capped): +$24,291
− CC assignment net of premium (29 × $19): -$2,314
− Conservative CC assignment net of premium (21 × $17): -$4,973
Total Position P&L @ SS: $-7,121 (+$17,004 vs today)
Do-nothing baseline at SS: $-11,674 (this trade vs do-nothing: +$4,553, the opportunity cost of earning $725/mo FIGHT income now)
🛡 safe yield50 × $1824 Jul6d15.3%91%18%-12pp$500$2,500-$2,675$8,740
Sell 50 × $18 15.3% OTM over spot $15.61 24 Jul 2026 (6d, $0.11 mid)
= $500 credit for the 6d cycle → $2,500/mo projected
Survival (stays ≤ $18)
91%
Breach risk
9%
POP (stays ≤ $18.11)
92%
EV / mo
+$1,438
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-12pp
63% whole by 9mo vs 75% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$935/mo
median; plan ~$636/mo after 68% keep · $2,609 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.5], measured ONLY among the 63% 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)
9%
Flat exit net (mid-life)
-$2,289
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$20 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.79/sh now → $0.56 mid-life (likely $0.50–$0.89)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 267 simulated challenges: the $18 strike is typically first touched on day 4 of 6, 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 (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 202610d left+$0.33/sh+$1,630
cycle +$2,130
[+$1,400…+$2,163] · 100% credit
67%
surv 52%
-$8,284 NOT
cap gain +$15,841
Up-and-out for even (raise the cap, free)~$1831 Jul 202610d left+$0.16/sh+$793
cycle +$1,293
[+$388…+$1,188] · 89% credit
71%
surv 59%
-$6,860 NOT
cap gain +$17,265
Reliable up-and-out (highest cap still free ≥60%)~$2014 Aug 202624d left+$0.15/sh+$750
cycle +$1,250
[-$65…+$1,121] · 73% credit
79%
surv 73%
+$1,686 SAFE
cap gain +$25,811
Max even-money escape in the band~$2014 Aug 202624d left+$0.04/sh+$194
cycle +$694
[-$734…+$518] · 50% credit
81%
surv 77%
+$3,991 SAFE
cap gain +$28,116
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$2,500/mo
vs 50% target ($5,106/mo)-51%
vs normal income ($10,212/mo)24% covered
Net income (after hedge)$1,794/mo
Downside budget
⚠ $18 is $2 below CC-SS $19.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,740
… as % of IC ($31,250)28.0%
… as % of ML ($71,250)12.3%
Recovery months (at normal income)0.9 mo
Surgical close (50 ct)$-24,150
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $18.11 (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 $16.52 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.11
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
≥ $18.11
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$18.00 (1.5σ)$500$-9,914+$14,211+$3,100
+2.5%$18.45 (1.8σ)$-1,750$-9,587+$14,538+$3,100
+5%$18.90 (2.1σ)$-4,000$-9,261+$14,864+$3,100
V-BOUNCE STRESS (stock → CC-SS $19.85, where you are whole again, by expiry)
Starting unrealized P&L: $-24,125
+ Fortress recovery (un-capped): +$24,291
− CC assignment net of premium (50 × $18): -$8,740
Total Position P&L @ SS: $-8,574 (+$15,551 vs today)
Do-nothing baseline at SS: $-11,674 (this trade vs do-nothing: +$3,100, the opportunity cost of earning $2,500/mo FIGHT income now)
33% normal45 × $17.5024 Jul6d12.1%87%27%-11pp$675$3,375-$1,800$9,891
Sell 45 × $17.50 12.1% OTM over spot $15.61 24 Jul 2026 (6d, $0.16 mid)
= $675 credit for the 6d cycle → $3,375/mo projected
Survival (stays ≤ $17.50)
87%
Breach risk
13%
POP (stays ≤ $17.66)
89%
EV / mo
+$1,708
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-11pp
63% whole by 9mo vs 74% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,818/mo
median; plan ~$1,237/mo after 68% keep · $7,723 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.0], measured ONLY among the 63% 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)
16%
Flat exit net (mid-life)
-$1,765
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$21 @ 86% POP
84% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.77/sh now → $0.54 mid-life (likely $0.48–$0.83)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 478 simulated challenges: the $18 strike is typically first touched on day 4 of 6, at $18 (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 (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 202610d left+$0.33/sh+$1,493
cycle +$2,168
[+$1,278…+$1,947] · 100% credit
68%
surv 52%
-$11,118 NOT
cap gain +$13,007
Up-and-out for even (raise the cap, free)~$1831 Jul 202610d left+$0.16/sh+$740
cycle +$1,415
[+$398…+$1,051] · 92% credit
71%
surv 60%
-$9,807 NOT
cap gain +$14,318
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202624d left+$0.15/sh+$688
cycle +$1,363
[+$36…+$989] · 77% credit
79%
surv 73%
-$2,022 NOT
cap gain +$22,103
Max even-money escape in the band~$2014 Aug 202624d left+$0.04/sh+$190
cycle +$865
[-$548…+$477] · 46% credit
81%
surv 77%
+$93 SAFE
cap gain +$24,218
Safety roll (pay small debit, max POP)~$2114 Aug 202624d left-$0.13/sh-$575
cycle +$100
[-$1,449…-$325] · 15% credit
86%
surv 84%
+$4,553 SAFE
cap gain +$28,678
budget: banked $675 debit $575 (85% used ≈ 0.7 wk of income) → whole cycle still +$100 cash · rolled 45 ct earn ≈ $2,332/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$3,375/mo
vs 50% target ($5,106/mo)-34%
vs normal income ($10,212/mo)33% covered
Net income (after hedge)$3,223/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,891
… as % of IC ($31,250)31.7%
… as % of ML ($71,250)13.9%
Recovery months (at normal income)1.0 mo
Surgical close (45 ct)$-21,758
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 ≥ $17.66 (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 $16.52 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.66
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
≥ $17.66
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 (1.2σ)$675$-12,611+$11,514+$765
+2.5%$17.94 (1.5σ)$-1,294$-12,294+$11,831+$765
+5%$18.38 (1.7σ)$-3,262$-11,977+$12,148+$765
V-BOUNCE STRESS (stock → CC-SS $19.85, where you are whole again, by expiry)
Starting unrealized P&L: $-24,125
+ Fortress recovery (un-capped): +$24,291
− CC assignment net of premium (45 × $17.50): -$9,891
− Conservative CC assignment net of premium (5 × $17): -$1,184
Total Position P&L @ SS: $-10,909 (+$13,216 vs today)
Do-nothing baseline at SS: $-11,674 (this trade vs do-nothing: +$765, the opportunity cost of earning $3,375/mo FIGHT income now)
🎯 50% normal45 × $1724 Jul6d8.9%81%27%-8pp$1,035$5,175$11,781
Sell 45 × $17 8.9% OTM over spot $15.61 24 Jul 2026 (6d, $0.24 mid)
= $1,035 credit for the 6d cycle → $5,175/mo projected
Survival (stays ≤ $17)
81%
Breach risk
19%
POP (stays ≤ $17.24)
84%
EV / mo
+$2,270
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-8pp
71% whole by 9mo vs 79% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,591/mo
median; plan ~$1,762/mo after 68% keep · $8,328 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.7-3.2], measured ONLY among the 71% 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)
27%
Flat exit net (mid-life)
-$1,336
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$21 @ 88% POP
86% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.74/sh now → $0.53 mid-life (likely $0.56–$0.88)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 811 simulated challenges: the $17 strike is typically first touched on day 4 of 6, at $17 (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 (45 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1731 Jul 202610d left+$0.34/sh+$1,516
cycle +$2,551
[+$1,192…+$1,714] · 100% credit
68%
surv 53%
-$13,348 NOT
cap gain +$10,777
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202624d left+$0.15/sh+$696
cycle +$1,731
[-$112…+$763] · 70% credit
79%
surv 74%
-$4,267 NOT
cap gain +$19,858
Max even-money escape in the band~$1914 Aug 202624d left+$0.04/sh+$202
cycle +$1,237
[-$695…+$207] · 35% credit
82%
surv 78%
-$2,148 NOT
cap gain +$21,977
reaches SS ✓
Up-and-out for even (raise the cap, free)~$1831 Jul 202610d left+$0.00/sh+$3
cycle +$1,038
[-$622…+$19] · 26% credit
76%
surv 68%
-$10,184 NOT
cap gain +$13,941
Safety roll (pay small debit, max POP)~$2114 Aug 202624d left-$0.19/sh-$862
cycle +$173
[-$2,018…-$929] · 5% credit
88%
surv 86%
+$4,626 SAFE
cap gain +$28,751
budget: banked $1,035 debit $862 (83% used ≈ 0.7 wk of income) → whole cycle still +$173 cash · rolled 45 ct earn ≈ $1,886/mo while parked; 5 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$5,175/mo
vs 50% target ($5,106/mo)+1%
vs normal income ($10,212/mo)51% covered
Net income (after hedge)$5,023/mo
Downside budget
⚠ $17 is $3 below CC-SS $19.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,781
… as % of IC ($31,250)37.7%
… as % of ML ($71,250)16.5%
Recovery months (at normal income)1.2 mo
Surgical close (45 ct)$-21,758
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 $0.23 collected) or spot ≥ $17.24 (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 $16.52 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.24
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
≥ $17.24
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)$1,035$-14,864+$9,261-$1,125
+2.5%$17.42 (1.1σ)$-877$-14,556+$9,569-$1,125
+5%$17.85 (1.4σ)$-2,790$-14,247+$9,878-$1,125
V-BOUNCE STRESS (stock → CC-SS $19.85, where you are whole again, by expiry)
Starting unrealized P&L: $-24,125
+ Fortress recovery (un-capped): +$24,291
− CC assignment net of premium (45 × $17): -$11,781
− Conservative CC assignment net of premium (5 × $17): -$1,184
Total Position P&L @ SS: $-12,799 (+$11,326 vs today)
Do-nothing baseline at SS: $-11,674 (this trade vs do-nothing: $-1,125, the opportunity cost of earning $5,175/mo FIGHT income now)
100% normal42 × $1624 Jul6d2.5%62%80%-4pp$2,058$10,290+$5,115$14,103
Sell 42 × $16 2.5% OTM over spot $15.61 24 Jul 2026 (6d, $0.51 mid)
= $2,058 credit for the 6d cycle → $10,290/mo projected
Survival (stays ≤ $16)
62%
Breach risk
38%
POP (stays ≤ $16.50)
73%
EV / mo
+$2,534
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-4pp
73% whole by 9mo vs 77% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~5.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,751/mo
median; plan ~$2,550/mo after 68% keep · $10,582 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.8-2.9], measured ONLY among the 73% 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)
60%
Flat exit net (mid-life)
-$24
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$20 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 42 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.70/sh now → $0.50 mid-life (likely $0.65–$0.97)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$0.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,804 simulated challenges: the $16 strike is typically first touched on day 2 of 6, 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 (42 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202610d left+$0.34/sh+$1,446
cycle +$3,504
[+$1,020…+$1,295] · 100% credit
68%
surv 53%
-$17,976 NOT
cap gain +$6,149
Reliable up-and-out (highest cap still free ≥60%)~$1714 Aug 202624d left+$0.30/sh+$1,267
cycle +$3,325
[+$364…+$954] · 88% credit
77%
surv 70%
-$10,485 NOT
cap gain +$13,640
Max even-money escape in the band~$1814 Aug 202624d left+$0.05/sh+$197
cycle +$2,255
[-$952…-$212] · 16% credit
82%
surv 78%
-$6,629 NOT
cap gain +$17,496
reaches SS ✓
Up-and-out for even (raise the cap, free)~$1731 Jul 202610d left+$0.01/sh+$41
cycle +$2,099
[-$743…-$240] · 12% credit
76%
surv 68%
-$14,257 NOT
cap gain +$9,868
Safety roll (pay small debit, max POP)~$207 Aug 202617d left-$0.31/sh-$1,284
cycle +$774
[-$2,810…-$1,785]
91%
surv 90%
-$723 NOT
cap gain +$23,402
budget: banked $2,058 debit $1,284 (62% used ≈ 0.5 wk of income) → whole cycle still +$774 cash · rolled 42 ct earn ≈ $1,409/mo while parked; 8 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$10,290/mo
vs 50% target ($5,106/mo)+102%
vs normal income ($10,212/mo)101% covered
Net income (after hedge)$10,470/mo
Downside budget
⚠ $16 is $4 below CC-SS $19.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,103
… as % of IC ($31,250)45.1%
… as % of ML ($71,250)19.8%
Recovery months (at normal income)1.4 mo
Surgical close (42 ct)$-20,328
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 $0.49 collected) or spot ≥ $16.50 (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 $16.52 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.50
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
≥ $16.50
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)$2,058$-19,422+$4,703+$42
+2.5%$16.40 (≤1σ, normal week)$378$-18,812+$5,313-$1,638
+5%$16.80 (≤1σ, normal week)$-1,302$-18,202+$5,923-$3,318
SS (= V-bounce)$17.13 (≤1σ, normal week)$-2,688$-17,802+$6,323-$4,158
V-BOUNCE STRESS (stock → CC-SS $19.85, where you are whole again, by expiry)
Starting unrealized P&L: $-24,125
+ Fortress recovery (un-capped): +$24,291
− CC assignment net of premium (42 × $16): -$14,103
− Conservative CC assignment net of premium (8 × $17): -$1,894
Total Position P&L @ SS: $-15,832 (+$8,293 vs today)
Do-nothing baseline at SS: $-11,674 (this trade vs do-nothing: $-4,158, the opportunity cost of earning $10,290/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 (14 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 14 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: 1.145 (IBKR)  |  Recovery@SS: +$24,291 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-11,674

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$176d24 Jul 2026$0.2345/50$5,175$5,02381%84%+$2,270-$11,78137.7%$-12,799 (vs do-nothing $-1,125)
$1713d31 Jul 2026$0.4847/50$5,206$4,83374%79%+$1,611-$11,12935.6%$-11,674 (vs do-nothing +$0)
$16.506d24 Jul 2026$0.3431/50$5,270$6,66972%79%+$1,833-$9,32529.8%$-13,658 (vs do-nothing $-1,984)
$16.5013d31 Jul 2026$0.6137/50$5,208$5,94367%75%+$1,284-$10,13032.4%$-13,043 (vs do-nothing $-1,369)
$16.5020d7 Aug 2026$0.8342/50$5,229$5,40965%74%+$1,150-$10,57533.8%$-12,304 (vs do-nothing $-630)
$16.5027d14 Aug 2026$1.0246/50$5,213$4,95164%74%+$1,163-$10,70934.3%$-11,490 (vs do-nothing +$184)
$166d24 Jul 2026$0.4921/50$5,145$7,65162%73%+$1,267-$7,05222.6%$-13,753 (vs do-nothing $-2,079)
$1613d31 Jul 2026$0.7829/50$5,220$6,84060%71%+$1,004-$8,89728.5%$-13,704 (vs do-nothing $-2,030)
$1620d7 Aug 2026$1.0234/50$5,202$6,26859%71%+$971-$9,61530.8%$-13,238 (vs do-nothing $-1,564)
$1627d14 Aug 2026$1.2039/50$5,200$5,71359%72%+$970-$10,32733.0%$-12,766 (vs do-nothing $-1,092)
$15.5027d14 Aug 2026$1.4233/50$5,207$6,38453%69%+$829-$9,66230.9%$-13,522 (vs do-nothing $-1,848)
$15.5020d7 Aug 2026$1.2228/50$5,124$6,85552%68%+$706-$8,75828.0%$-13,802 (vs do-nothing $-2,128)
$15.5013d31 Jul 2026$0.9923/50$5,255$7,54051%67%+$748-$7,72324.7%$-13,951 (vs do-nothing $-2,277)
Show 1 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$15.506d24 Jul 2026$0.7015/50$5,250$8,42149%67%+$845-$5,47217.5%$-13,594 (vs do-nothing $-1,920)

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  |  2026-07-18 03:37