FORTRESS FIGHT: BMNR-LC10 @ $16.75

BE SS: $17.13  |  CC-SS: $20.61  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-21 10:56

BMNR-LC10 @ $16.75   UNDERWATER $0.38 (2.2% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $20.61  |  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$8,735/mo95% ann ROI on ML
Hedge rolling cost$484/mo
Unrealized P&L$-21,800fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,368/mo
HEDGE COVER
$484/mo
NORMAL INCOME
$8,735/mo (ATM CC, chain)
IC VELOCITY
3.6 mo to earn back $31,250
ML VELOCITY
8.2 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $20.61 (probe: $20.5C 17d) brings only $1,588/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)
WEEKLYNEUTRAL · %B 34 (live) · RSI 42 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 56 · %B 96 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $24.26 (+45%) · daily UBB $16.90 · 1-wk expected move ±$2 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 32 contracts at $18 / 3d. This is the safest strike (survival 84%, breach 16%) that still earns 50% of normal income ($4,368/mo); it brings $4,480/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 37 × $17.50/3d for $8,880/mo, but breach risk rises to 27% (+11pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 49 × $20/3d (99% survival, $490/mo).
Downside anchor: the primary mortgages $7,889 (25% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 0.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 32 contracts realizes $-13,984 and cuts bleed by $310/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: THIS FRIDAY · 24 Jul 2026 (3d) · sell 32 × $18, 84% survival, $4,480/mo (E[net] $1,524/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 🏆24 Jul 2026 · 3d32 × $1884%$4,480$1,524
NEXT FRIDAY31 Jul 2026 · 10d38 × $1873%$4,446$850

📅 THIS FRIDAY · 24 Jul 2026 · 3d · E[net] $1,524/mo 🏆 GRAND PICK

🎯 Engine pick: sell 32 × $18 (primary), 84% survival, breach 16%, $4,480/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $18.50 rung (🛡 safe yield) lifts survival to 91% (breach 16% → 9%) for $480/mo less (11% income) buys safety you do not really need here.
BMNR  spot $16.75 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge49 × $2024 Jul3d19.4%99%3%-39pp$49$490-$3,990$2,916
Sell 49 × $20 19.4% OTM over spot $16.75 24 Jul 2026 (3d, $0.01 mid)
= $49 credit for the 3d cycle → $490/mo projected
Survival (stays ≤ $20)
99%
Breach risk
1%
POP (stays ≤ $20.02)
99%
EV / mo
+$391
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-39pp
61% whole by 9mo vs 100% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$153/mo
median; plan ~$104/mo after 68% keep · $339 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 61% 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)
1%
Flat exit net (mid-life)
-$2,163
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$23 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 49 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.64/sh now → $0.45 mid-life → ≈ $0 at expiry  |  you banked $0.01/sh, so a flat mid-life exit nets -$0.44/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (49 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2031 Jul 20268d left+$0.40/sh+$1,951
cycle +$2,000
67%
surv 52%
-$5,401 NOT
cap gain +$16,399
Up-and-out for even (raise the cap, free)~$2131 Jul 20268d left+$0.08/sh+$390
cycle +$439
74%
surv 66%
-$3,662 NOT
cap gain +$18,138
Max even-money escape in the band~$2314 Aug 202622d left+$0.05/sh+$269
cycle +$318
82%
surv 79%
+$5,017 SAFE
cap gain +$26,817
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$490/mo
vs 50% target ($4,368/mo)-89%
vs normal income ($8,735/mo)6% covered
Net income (after hedge)$228/mo
Downside budget
⚠ $20 is $1 below CC-SS $20.61: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,916
… as % of IC ($31,250)9.3%
… as % of ML ($71,250)4.1%
Recovery months (at normal income)0.3 mo
Surgical close (49 ct)$-21,388
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.00/sh (~25% of the $0.01 collected) or spot ≥ $20.02 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $20)); NOT the premium you collected. Momentum override: two daily closes above $16.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $19.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$20-20.02
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
≥ $20.02
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$20.00 (2.7σ)$49$-7,352+$14,448+$11,123
+2.5%$20.50 (3.1σ)$-2,401$-7,602+$14,198+$11,123
+5%$21.00 (3.5σ)$-4,851$-7,852+$13,948+$11,123
V-BOUNCE STRESS (stock → CC-SS $20.61, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,348
− CC assignment net of premium (49 × $20): -$2,916
− Conservative CC assignment net of premium (1 × $17): -$287
Total Position P&L @ SS: $-7,655 (+$14,145 vs today)
Do-nothing baseline at SS: $-18,778 (this trade vs do-nothing: +$11,123, the opportunity cost of earning $490/mo FIGHT income now)
33% normal37 × $18.5024 Jul3d10.4%91%18%-26pp$296$2,960-$1,520$7,493
Sell 37 × $18.50 10.4% OTM over spot $16.75 24 Jul 2026 (3d, $0.08 mid)
= $296 credit for the 3d cycle → $2,960/mo projected
Survival (stays ≤ $18.50)
91%
Breach risk
9%
POP (stays ≤ $18.59)
92%
EV / mo
+$1,846
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-26pp
74% whole by 9mo vs 100% 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
$4,360/mo
median; plan ~$2,965/mo after 68% keep · $13,205 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.7-3.3], measured ONLY among the 74% 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)
11%
Flat exit net (mid-life)
-$1,249
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$22 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 37 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.59/sh now → $0.42 mid-life (likely $0.41–$0.85)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 344 simulated challenges: the $18 strike is typically first touched on day 2 of 3, at $19 (overshoots $0.50). 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 (37 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 20268d left+$0.41/sh+$1,508
cycle +$1,804
[+$1,255…+$1,692] · 100% credit
67%
surv 52%
-$13,109 NOT
cap gain +$8,691
Reliable up-and-out (highest cap still free ≥60%)~$2114 Aug 202622d left+$0.18/sh+$675
cycle +$971
[-$195…+$803] · 69% credit
80%
surv 76%
-$6,742 NOT
cap gain +$15,058
Up-and-out for even (raise the cap, free)~$1931 Jul 20268d left+$0.09/sh+$341
cycle +$637
[-$273…+$460] · 61% credit
74%
surv 66%
-$11,876 NOT
cap gain +$9,924
Max even-money escape in the band~$2114 Aug 202622d left+$0.06/sh+$225
cycle +$521
[-$779…+$324] · 46% credit
83%
surv 80%
-$5,592 NOT
cap gain +$16,208
Safety roll (pay small debit, max POP)~$2214 Aug 202622d left-$0.03/sh-$113
cycle +$183
[-$1,221…-$40] · 22% credit
85%
surv 83%
-$4,330 NOT
cap gain +$17,470
budget: banked $296 debit $113 (38% used ≈ 0.2 wk of income) → whole cycle still +$183 cash · rolled 37 ct earn ≈ $1,953/mo while parked; 13 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 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$2,960/mo
vs 50% target ($4,368/mo)-32%
vs normal income ($8,735/mo)34% covered
Net income (after hedge)$5,362/mo
Downside budget
⚠ $18.50 is $2 below CC-SS $20.61: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,493
… as % of IC ($31,250)24.0%
… as % of ML ($71,250)10.5%
Recovery months (at normal income)0.9 mo
Surgical close (37 ct)$-16,150
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 collected) or spot ≥ $18.59 (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 $16.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $18.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.59
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
≥ $18.59
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$18.50 (1.4σ)$296$-14,617+$7,183+$3,108
+2.5%$18.96 (1.8σ)$-1,415$-14,848+$6,952+$3,108
+5%$19.43 (2.2σ)$-3,127$-15,079+$6,720+$3,108
V-BOUNCE STRESS (stock → CC-SS $20.61, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,348
− CC assignment net of premium (37 × $18.50): -$7,493
− Conservative CC assignment net of premium (13 × $17): -$3,725
Total Position P&L @ SS: $-15,670 (+$6,130 vs today)
Do-nothing baseline at SS: $-18,778 (this trade vs do-nothing: +$3,108, the opportunity cost of earning $2,960/mo FIGHT income now)
🛡 safe yield50 × $18.5024 Jul3d10.4%91%18%-29pp$400$4,000-$480$10,126
Sell 50 × $18.50 10.4% OTM over spot $16.75 24 Jul 2026 (3d, $0.08 mid)
= $400 credit for the 3d cycle → $4,000/mo projected
Survival (stays ≤ $18.50)
91%
Breach risk
9%
POP (stays ≤ $18.59)
92%
EV / mo
+$2,495
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-29pp
71% whole by 9mo vs 100% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,338/mo
median; plan ~$1,590/mo after 68% keep · $7,095 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.1], 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)
11%
Flat exit net (mid-life)
-$1,688
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$22 @ 85% POP
83% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.59/sh now → $0.42 mid-life (likely $0.40–$0.79)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 323 simulated challenges: the $18 strike is typically first touched on day 2 of 3, at $19 (overshoots $0.47). 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 20268d left+$0.41/sh+$2,037
cycle +$2,437
[+$1,779…+$2,297] · 100% credit
67%
surv 52%
-$11,488 NOT
cap gain +$10,312
Reliable up-and-out (highest cap still free ≥60%)~$2114 Aug 202622d left+$0.18/sh+$912
cycle +$1,312
[-$100…+$1,109] · 72% credit
80%
surv 76%
-$2,488 NOT
cap gain +$19,312
Up-and-out for even (raise the cap, free)~$1931 Jul 20268d left+$0.09/sh+$461
cycle +$861
[-$254…+$644] · 67% credit
74%
surv 66%
-$9,689 NOT
cap gain +$12,111
Max even-money escape in the band~$2114 Aug 202622d left+$0.06/sh+$304
cycle +$704
[-$872…+$481] · 49% credit
83%
surv 80%
-$846 NOT
cap gain +$20,954
Safety roll (pay small debit, max POP)~$2214 Aug 202622d left-$0.03/sh-$153
cycle +$247
[-$1,456…+$1] · 25% credit
85%
surv 83%
+$947 SAFE
cap gain +$22,747
budget: banked $400 debit $153 (38% used ≈ 0.2 wk of income) → whole cycle still +$247 cash · rolled 50 ct earn ≈ $2,639/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 -0.4 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$4,000/mo
vs 50% target ($4,368/mo)-8%
vs normal income ($8,735/mo)46% covered
Net income (after hedge)$3,516/mo
Downside budget
⚠ $18.50 is $2 below CC-SS $20.61: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,126
… as % of IC ($31,250)32.4%
… as % of ML ($71,250)14.2%
Recovery months (at normal income)1.2 mo
Surgical close (50 ct)$-21,825
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 collected) or spot ≥ $18.59 (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 $16.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $18.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.59
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
≥ $18.59
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$18.50 (1.4σ)$400$-13,525+$8,275+$4,200
+2.5%$18.96 (1.8σ)$-1,912$-13,756+$8,044+$4,200
+5%$19.43 (2.2σ)$-4,225$-13,987+$7,812+$4,200
V-BOUNCE STRESS (stock → CC-SS $20.61, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,348
− CC assignment net of premium (50 × $18.50): -$10,126
Total Position P&L @ SS: $-14,578 (+$7,222 vs today)
Do-nothing baseline at SS: $-18,778 (this trade vs do-nothing: +$4,200, the opportunity cost of earning $4,000/mo FIGHT income now)
🎯 50% normal32 × $1824 Jul3d7.5%84%23%-17pp$448$4,480$7,889
Sell 32 × $18 7.5% OTM over spot $16.75 24 Jul 2026 (3d, $0.15 mid)
= $448 credit for the 3d cycle → $4,480/mo projected
Survival (stays ≤ $18)
84%
Breach risk
16%
POP (stays ≤ $18.15)
87%
EV / mo
+$2,189
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-17pp
83% whole by 9mo vs 100% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,114/mo
median; plan ~$4,157/mo after 68% keep · $13,478 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.8-3.5], measured ONLY among the 83% 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)
23%
Flat exit net (mid-life)
-$852
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$22 @ 89% POP
88% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 32 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.57/sh now → $0.41 mid-life (likely $0.41–$0.75)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 682 simulated challenges: the $18 strike is typically first touched on day 2 of 3, at $18 (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 (32 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 20268d left+$0.41/sh+$1,309
cycle +$1,757
[+$1,112…+$1,456] · 100% credit
67%
surv 52%
-$14,886 NOT
cap gain +$6,914
Reliable up-and-out (highest cap still free ≥60%)~$2014 Aug 202622d left+$0.18/sh+$580
cycle +$1,028
[-$38…+$657] · 74% credit
81%
surv 76%
-$9,540 NOT
cap gain +$12,260
Up-and-out for even (raise the cap, free)~$1931 Jul 20268d left+$0.10/sh+$304
cycle +$752
[-$123…+$386] · 65% credit
74%
surv 66%
-$13,866 NOT
cap gain +$7,934
Max even-money escape in the band~$2114 Aug 202622d left+$0.06/sh+$196
cycle +$644
[-$507…+$256] · 41% credit
83%
surv 80%
-$8,574 NOT
cap gain +$13,226
Safety roll (pay small debit, max POP)~$2214 Aug 202622d left-$0.13/sh-$413
cycle +$35
[-$1,251…-$389] · 2% credit
89%
surv 88%
-$5,133 NOT
cap gain +$16,667
budget: banked $448 debit $413 (92% used ≈ 0.4 wk of income) → whole cycle still +$35 cash · rolled 32 ct earn ≈ $1,209/mo while parked; 18 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$4,480/mo
vs 50% target ($4,368/mo)+3%
vs normal income ($8,735/mo)51% covered
Net income (after hedge)$7,992/mo
Downside budget
⚠ $18 is $3 below CC-SS $20.61: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,889
… as % of IC ($31,250)25.2%
… as % of ML ($71,250)11.1%
Recovery months (at normal income)0.9 mo
Surgical close (32 ct)$-13,984
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 ≥ $18.15 (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 $16.90 (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
$18-18.15
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
≥ $18.15
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$18.00 (1.0σ)$448$-16,195+$5,605+$1,280
+2.5%$18.45 (1.4σ)$-992$-16,420+$5,380+$1,280
+5%$18.90 (1.8σ)$-2,432$-16,645+$5,155+$1,280
V-BOUNCE STRESS (stock → CC-SS $20.61, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,348
− CC assignment net of premium (32 × $18): -$7,889
− Conservative CC assignment net of premium (18 × $17): -$5,157
Total Position P&L @ SS: $-17,498 (+$4,302 vs today)
Do-nothing baseline at SS: $-18,778 (this trade vs do-nothing: +$1,280, the opportunity cost of earning $4,480/mo FIGHT income now)
100% normal37 × $17.5024 Jul3d4.5%73%55%-17pp$888$8,880+$4,400$10,601
Sell 37 × $17.50 4.5% OTM over spot $16.75 24 Jul 2026 (3d, $0.26 mid)
= $888 credit for the 3d cycle → $8,880/mo projected
Survival (stays ≤ $17.50)
73%
Breach risk
27%
POP (stays ≤ $17.76)
79%
EV / mo
+$2,997
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-17pp
83% whole by 9mo vs 100% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,390/mo
median; plan ~$4,345/mo after 68% keep · $12,641 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.8-2.7], measured ONLY among the 83% 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)
38%
Flat exit net (mid-life)
-$574
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$23 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 37 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.56/sh now → $0.40 mid-life (likely $0.47–$0.81)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,133 simulated challenges: the $18 strike is typically first touched on day 2 of 3, 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 (37 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 20268d left+$0.41/sh+$1,517
cycle +$2,405
[+$1,225…+$1,618] · 100% credit
67%
surv 52%
-$15,708 NOT
cap gain +$6,092
Reliable up-and-out (highest cap still free ≥60%)~$2014 Aug 202622d left+$0.18/sh+$664
cycle +$1,552
[-$210…+$554] · 65% credit
81%
surv 76%
-$9,361 NOT
cap gain +$12,439
Up-and-out for even (raise the cap, free)~$1831 Jul 20268d left+$0.10/sh+$360
cycle +$1,248
[-$264…+$308] · 55% credit
75%
surv 66%
-$14,465 NOT
cap gain +$7,335
Max even-money escape in the band~$2014 Aug 202622d left+$0.06/sh+$225
cycle +$1,113
[-$769…+$71] · 30% credit
83%
surv 80%
-$8,200 NOT
cap gain +$13,600
Safety roll (pay small debit, max POP)~$2314 Aug 202622d left-$0.22/sh-$829
cycle +$59
[-$2,156…-$1,059]
92%
surv 91%
-$1,254 NOT
cap gain +$20,546
budget: banked $888 debit $829 (93% used ≈ 0.4 wk of income) → whole cycle still +$59 cash · rolled 37 ct earn ≈ $863/mo while parked; 13 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 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$8,880/mo
vs 50% target ($4,368/mo)+103%
vs normal income ($8,735/mo)102% covered
Net income (after hedge)$11,282/mo
Downside budget
⚠ $17.50 is $3 below CC-SS $20.61: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,601
… as % of IC ($31,250)33.9%
… as % of ML ($71,250)14.9%
Recovery months (at normal income)1.2 mo
Surgical close (37 ct)$-16,206
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 ≥ $17.76 (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 $16.90 (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
$17-17.76
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
≥ $17.76
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$17.50 (≤1σ, normal week)$888$-17,225+$4,575+$0
+2.5%$17.94 (≤1σ, normal week)$-731$-17,444+$4,356+$0
+5%$18.38 (1.3σ)$-2,350$-17,662+$4,138+$0
V-BOUNCE STRESS (stock → CC-SS $20.61, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,348
− CC assignment net of premium (37 × $17.50): -$10,601
− Conservative CC assignment net of premium (13 × $17): -$3,725
Total Position P&L @ SS: $-18,778 (+$3,022 vs today)
Do-nothing baseline at SS: $-18,778 (this trade vs do-nothing: +$0, the opportunity cost of earning $8,880/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.

📅 NEXT FRIDAY · 31 Jul 2026 · 10d · E[net] $850/mo

🎯 Engine pick: sell 38 × $18 (primary), 73% survival, breach 27%, $4,446/mo.
⚖️ Worth a safer step: the $19 rung (33% normal) lifts survival to 85% (breach 27% → 15%) for $1,548/mo less (35% 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 $19 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $16.75 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge41 × $21.5031 Jul10d28.4%97%7%-31pp$164$492-$3,954$0
Sell 41 × $21.50 28.4% OTM over spot $16.75 31 Jul 2026 (10d, $0.06 mid)
= $164 credit for the 10d cycle → $492/mo projected
Survival (stays ≤ $21.50)
97%
Breach risk
3%
POP (stays ≤ $21.56)
97%
EV / mo
+$286
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-31pp
70% whole by 9mo vs 100% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,901/mo
median; plan ~$1,293/mo after 68% keep · $5,718 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.3], 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)
-$3,261
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$23 @ 75% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 41 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.18/sh now → $0.84 mid-life (likely $0.66–$1.08)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.80/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 101 simulated challenges: the $22 strike is typically first touched on day 8 of 10, at $22 (overshoots $0.58). 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 (41 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$227 Aug 202612d left+$0.21/sh+$851
cycle +$1,015
[+$902…+$1,678] · 98% credit
67%
surv 53%
-$2,794 NOT
cap gain +$19,006
Max even-money escape in the band~$2214 Aug 202619d left+$0.17/sh+$703
cycle +$867
[+$518…+$1,490] · 92% credit
72%
surv 62%
-$242 NOT
cap gain +$21,558
Up-and-out for even (raise the cap, free)~$227 Aug 202612d left+$0.09/sh+$373
cycle +$537
[+$342…+$1,103] · 89% credit
69%
surv 56%
-$2,372 NOT
cap gain +$19,428
Safety roll (pay small debit, max POP)~$2314 Aug 202619d left-$0.00/sh-$5
cycle +$159
[-$349…+$736] · 61% credit
75%
surv 67%
+$850 SAFE
cap gain +$22,650
budget: banked $164 debit $5 (3% used ≈ 0.0 wk of income) → whole cycle still +$159 cash · rolled 41 ct earn ≈ $5,400/mo while parked; 9 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$492/mo
vs 50% target ($4,368/mo)-89%
vs normal income ($8,735/mo)6% covered
Net income (after hedge)$2,006/mo
Downside budget
✓ $21.50 is at/above CC-SS $20.61: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (41 ct)$-17,958
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 $0.04 collected) or spot ≥ $21.56 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $22)); NOT the premium you collected. Momentum override: two daily closes above $16.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $21.29Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$21-21.56
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
≥ $21.56
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$21.50 (2.1σ)$164$-3,645+$18,155+$15,580
+2.5%$22.04 (2.4σ)$-2,040$-3,914+$17,886+$15,580
+5%$22.57 (2.6σ)$-4,243$-4,182+$17,618+$15,580
V-BOUNCE STRESS (stock → CC-SS $20.61, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,348
− CC assignment net of premium (41 × $21.50): -$0
− Conservative CC assignment net of premium (9 × $17): -$2,579
Total Position P&L @ SS: $-7,030 (+$14,770 vs today)
Do-nothing baseline at SS: $-18,778 (this trade vs do-nothing: +$11,747, the opportunity cost of earning $492/mo FIGHT income now)
🛡 safe yield50 × $2031 Jul10d19.4%92%17%-36pp$550$1,650-$2,796$2,476
Sell 50 × $20 19.4% OTM over spot $16.75 31 Jul 2026 (10d, $0.12 mid)
= $550 credit for the 10d cycle → $1,650/mo projected
Survival (stays ≤ $20)
92%
Breach risk
8%
POP (stays ≤ $20.12)
92%
EV / mo
+$816
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-36pp
64% whole by 9mo vs 100% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$671/mo
median; plan ~$457/mo after 68% keep · $2,180 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.8-3.6], measured ONLY among the 64% 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)
11%
Flat exit net (mid-life)
-$3,336
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$21 @ 75% POP
67% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.10/sh now → $0.78 mid-life (likely $0.64–$1.07)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 337 simulated challenges: the $20 strike is typically first touched on day 7 of 10, at $20 (overshoots $0.47). 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)~$207 Aug 202612d left+$0.24/sh+$1,216
cycle +$1,766
[+$1,025…+$1,900] · 99% credit
67%
surv 53%
-$5,409 NOT
cap gain +$16,391
Reliable up-and-out (highest cap still free ≥60%)~$2114 Aug 202619d left+$0.20/sh+$1,018
cycle +$1,568
[+$604…+$1,715] · 93% credit
72%
surv 62%
-$2,232 NOT
cap gain +$19,568
Up-and-out for even (raise the cap, free)~$207 Aug 202612d left+$0.13/sh+$636
cycle +$1,186
[+$339…+$1,247] · 90% credit
69%
surv 56%
-$4,864 NOT
cap gain +$16,936
Max even-money escape in the band~$2114 Aug 202619d left+$0.03/sh+$163
cycle +$713
[-$371…+$766] · 57% credit
75%
surv 67%
-$837 NOT
cap gain +$20,963
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$1,650/mo
vs 50% target ($4,368/mo)-62%
vs normal income ($8,735/mo)19% covered
Net income (after hedge)$1,166/mo
Downside budget
⚠ $20 is $1 below CC-SS $20.61: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,476
… as % of IC ($31,250)7.9%
… as % of ML ($71,250)3.5%
Recovery months (at normal income)0.3 mo
Surgical close (50 ct)$-21,875
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 $0.11 collected) or spot ≥ $20.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $20)); NOT the premium you collected. Momentum override: two daily closes above $16.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $19.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$20-20.12
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
≥ $20.12
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$20.00 (1.5σ)$550$-6,625+$15,175+$11,850
+2.5%$20.50 (1.7σ)$-1,950$-6,875+$14,925+$11,850
+5%$21.00 (1.9σ)$-4,450$-7,125+$14,675+$11,850
V-BOUNCE STRESS (stock → CC-SS $20.61, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,348
− CC assignment net of premium (50 × $20): -$2,476
Total Position P&L @ SS: $-6,928 (+$14,872 vs today)
Do-nothing baseline at SS: $-18,778 (this trade vs do-nothing: +$11,850, the opportunity cost of earning $1,650/mo FIGHT income now)
33% normal ← lean46 × $1931 Jul10d13.4%85%32%-31pp$966$2,898-$1,548$6,418
Sell 46 × $19 13.4% OTM over spot $16.75 31 Jul 2026 (10d, $0.22 mid)
= $966 credit for the 10d cycle → $2,898/mo projected
Survival (stays ≤ $19)
85%
Breach risk
15%
POP (stays ≤ $19.22)
87%
EV / mo
+$1,109
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-31pp
69% whole by 9mo vs 100% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,123/mo
median; plan ~$1,444/mo after 68% keep · $6,947 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-3.2], measured ONLY among the 69% 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)
24%
Flat exit net (mid-life)
-$2,430
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$21 @ 78% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 46 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.04/sh now → $0.74 mid-life (likely $0.70–$1.12)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 705 simulated challenges: the $19 strike is typically first touched on day 6 of 10, at $19 (overshoots $0.47). 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 (46 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$197 Aug 202612d left+$0.26/sh+$1,209
cycle +$2,175
[+$899…+$1,567] · 100% credit
67%
surv 53%
-$10,004 NOT
cap gain +$11,796
Reliable up-and-out (highest cap still free ≥60%)~$2014 Aug 202619d left+$0.22/sh+$1,012
cycle +$1,978
[+$476…+$1,374] · 92% credit
72%
surv 62%
-$7,126 NOT
cap gain +$14,674
Up-and-out for even (raise the cap, free)~$197 Aug 202612d left+$0.15/sh+$677
cycle +$1,643
[+$273…+$994] · 91% credit
69%
surv 57%
-$9,511 NOT
cap gain +$12,289
Max even-money escape in the band~$2014 Aug 202619d left+$0.05/sh+$231
cycle +$1,197
[-$442…+$500] · 49% credit
75%
surv 68%
-$5,857 NOT
cap gain +$15,943
Safety roll (pay small debit, max POP)~$2114 Aug 202619d left-$0.12/sh-$571
cycle +$395
[-$1,443…-$368] · 15% credit
78%
surv 73%
-$4,609 NOT
cap gain +$17,191
budget: banked $966 debit $571 (59% used ≈ 0.9 wk of income) → whole cycle still +$395 cash · rolled 46 ct earn ≈ $4,461/mo while parked; 4 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$2,898/mo
vs 50% target ($4,368/mo)-34%
vs normal income ($8,735/mo)33% covered
Net income (after hedge)$3,302/mo
Downside budget
⚠ $19 is $2 below CC-SS $20.61: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,418
… as % of IC ($31,250)20.5%
… as % of ML ($71,250)9.0%
Recovery months (at normal income)0.7 mo
Surgical close (46 ct)$-20,102
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $19.22 (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 $16.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $18.81Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$19-19.22
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
≥ $19.22
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$19.00 (1.0σ)$966$-11,213+$10,587+$6,762
+2.5%$19.47 (1.2σ)$-1,219$-11,450+$10,350+$6,762
+5%$19.95 (1.4σ)$-3,404$-11,688+$10,112+$6,762
V-BOUNCE STRESS (stock → CC-SS $20.61, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,348
− CC assignment net of premium (46 × $19): -$6,418
− Conservative CC assignment net of premium (4 × $17): -$1,146
Total Position P&L @ SS: $-12,016 (+$9,784 vs today)
Do-nothing baseline at SS: $-18,778 (this trade vs do-nothing: +$6,762, the opportunity cost of earning $2,898/mo FIGHT income now)
🎯 50% normal38 × $1831 Jul10d7.5%73%45%-22pp$1,482$4,446$8,418
Sell 38 × $18 7.5% OTM over spot $16.75 31 Jul 2026 (10d, $0.41 mid)
= $1,482 credit for the 10d cycle → $4,446/mo projected
Survival (stays ≤ $18)
73%
Breach risk
27%
POP (stays ≤ $18.41)
79%
EV / mo
+$1,056
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-22pp
78% whole by 9mo vs 100% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,364/mo
median; plan ~$2,967/mo after 68% keep · $11,830 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.8-3.6], measured ONLY among the 78% 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)
45%
Flat exit net (mid-life)
-$1,176
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$21 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 38 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.99/sh now → $0.70 mid-life (likely $0.79–$1.17)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$0.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,353 simulated challenges: the $18 strike is typically first touched on day 5 of 10, at $18 (overshoots $0.46). 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 (38 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$187 Aug 202612d left+$0.28/sh+$1,060
cycle +$2,542
[+$692…+$1,099] · 99% credit
67%
surv 53%
-$13,945 NOT
cap gain +$7,855
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202619d left+$0.23/sh+$882
cycle +$2,364
[+$276…+$843] · 90% credit
73%
surv 63%
-$11,648 NOT
cap gain +$10,152
Up-and-out for even (raise the cap, free)~$187 Aug 202612d left+$0.16/sh+$623
cycle +$2,105
[+$175…+$605] · 88% credit
69%
surv 57%
-$13,557 NOT
cap gain +$8,243
Max even-money escape in the band~$1914 Aug 202619d left+$0.06/sh+$242
cycle +$1,724
[-$488…+$147] · 34% credit
76%
surv 68%
-$10,638 NOT
cap gain +$11,162
Safety roll (pay small debit, max POP)~$2114 Aug 202619d left-$0.32/sh-$1,198
cycle +$284
[-$2,320…-$1,428] · 1% credit
84%
surv 81%
-$7,128 NOT
cap gain +$14,672
budget: banked $1,482 debit $1,198 (81% used ≈ 1.2 wk of income) → whole cycle still +$284 cash · rolled 38 ct earn ≈ $2,305/mo while parked; 12 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$4,446/mo
vs 50% target ($4,368/mo)+2%
vs normal income ($8,735/mo)51% covered
Net income (after hedge)$6,626/mo
Downside budget
⚠ $18 is $3 below CC-SS $20.61: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,418
… as % of IC ($31,250)26.9%
… as % of ML ($71,250)11.8%
Recovery months (at normal income)1.0 mo
Surgical close (38 ct)$-16,644
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 ≥ $18.41 (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 $16.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.41
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
≥ $18.41
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$18.00 (≤1σ, normal week)$1,482$-15,005+$6,795+$2,470
+2.5%$18.45 (≤1σ, normal week)$-228$-15,230+$6,570+$2,470
+5%$18.90 (≤1σ, normal week)$-1,938$-15,455+$6,345+$2,470
V-BOUNCE STRESS (stock → CC-SS $20.61, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,348
− CC assignment net of premium (38 × $18): -$8,418
− Conservative CC assignment net of premium (12 × $17): -$3,438
Total Position P&L @ SS: $-16,308 (+$5,492 vs today)
Do-nothing baseline at SS: $-18,778 (this trade vs do-nothing: +$2,470, the opportunity cost of earning $4,446/mo FIGHT income now)
100% normal40 × $1731 Jul10d1.5%57%90%-21pp$2,960$8,880+$4,434$11,461
Sell 40 × $17 1.5% OTM over spot $16.75 31 Jul 2026 (10d, $0.76 mid)
= $2,960 credit for the 10d cycle → $8,880/mo projected
Survival (stays ≤ $17)
57%
Breach risk
43%
POP (stays ≤ $17.76)
70%
EV / mo
+$1,333
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-21pp
79% whole by 9mo vs 100% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~4.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,027/mo
median; plan ~$3,419/mo after 68% keep · $12,430 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.3], measured ONLY among the 79% 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)
75%
Flat exit net (mid-life)
+$318
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$21 @ 91% POP
90% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.93/sh now → $0.66 mid-life (likely $0.91–$1.25)≈ $0 at expiry  |  you banked $0.74/sh, so a flat mid-life exit nets +$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,248 simulated challenges: the $17 strike is typically first touched on day 3 of 10, at $17 (overshoots $0.47). 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)~$177 Aug 202612d left+$0.29/sh+$1,168
cycle +$4,128
[+$678…+$893] · 100% credit
67%
surv 53%
-$15,807 NOT
cap gain +$5,993
Up-and-out for even (raise the cap, free)~$177 Aug 202612d left+$0.18/sh+$709
cycle +$3,669
[+$122…+$398] · 85% credit
69%
surv 57%
-$15,391 NOT
cap gain +$6,409
Reliable up-and-out (highest cap still free ≥60%)~$1814 Aug 202619d left+$0.24/sh+$960
cycle +$3,920
[+$160…+$541] · 85% credit
73%
surv 63%
-$13,390 NOT
cap gain +$8,410
Max even-money escape in the band~$1814 Aug 202619d left+$0.07/sh+$294
cycle +$3,254
[-$662…-$162] · 15% credit
76%
surv 69%
-$12,306 NOT
cap gain +$9,494
reaches SS ✓
Safety roll (pay small debit, max POP)~$2114 Aug 202619d left-$0.46/sh-$1,855
cycle +$1,105
[-$3,619…-$2,580]
91%
surv 90%
-$3,955 NOT
cap gain +$17,845
budget: banked $2,960 debit $1,855 (63% used ≈ 0.9 wk of income) → whole cycle still +$1,105 cash · rolled 40 ct earn ≈ $1,244/mo while parked; 10 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$8,880/mo
vs 50% target ($4,368/mo)+103%
vs normal income ($8,735/mo)102% covered
Net income (after hedge)$10,616/mo
Downside budget
⚠ $17 is $4 below CC-SS $20.61: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,461
… as % of IC ($31,250)36.7%
… as % of ML ($71,250)16.1%
Recovery months (at normal income)1.3 mo
Surgical close (40 ct)$-17,520
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.74 collected) or spot ≥ $17.76 (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 $16.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.76
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
≥ $17.76
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$17.00 (≤1σ, normal week)$2,960$-16,975+$4,825+$0
+2.5%$17.42 (≤1σ, normal week)$1,260$-17,187+$4,613+$0
+5%$17.85 (≤1σ, normal week)$-440$-17,400+$4,400+$0
V-BOUNCE STRESS (stock → CC-SS $20.61, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,348
− CC assignment net of premium (40 × $17): -$11,461
− Conservative CC assignment net of premium (10 × $17): -$2,865
Total Position P&L @ SS: $-18,778 (+$3,022 vs today)
Do-nothing baseline at SS: $-18,778 (this trade vs do-nothing: +$0, the opportunity cost of earning $8,880/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 (16 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 16 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: +$17,348 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-18,778

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$183d24 Jul 2026$0.1432/50$4,480$7,99284%87%+$2,189-$7,88925.2%$-17,498 (vs do-nothing +$1,280)
$17.503d24 Jul 2026$0.2419/50$4,560$10,95873%79%+$1,539-$5,44417.4%$-18,778 (vs do-nothing +$0)
$1810d31 Jul 2026$0.3938/50$4,446$6,62673%79%+$1,056-$8,41826.9%$-16,308 (vs do-nothing +$2,470)
$1817d7 Aug 2026$0.6638/50$4,426$6,60669%76%+$920-$7,39223.7%$-15,282 (vs do-nothing +$3,496)
$1824d14 Aug 2026$0.8741/50$4,459$5,97368%76%+$971-$7,11422.8%$-14,145 (vs do-nothing +$4,633)
$17.5010d31 Jul 2026$0.5427/50$4,374$8,99666%74%+$823-$6,92622.2%$-17,968 (vs do-nothing +$810)
$17.5017d7 Aug 2026$0.8231/50$4,486$8,22063%73%+$771-$7,08422.7%$-16,980 (vs do-nothing +$1,798)
$17.5024d14 Aug 2026$1.0434/50$4,420$7,48862%73%+$822-$7,02222.5%$-16,058 (vs do-nothing +$2,720)
$173d24 Jul 2026$0.4011/50$4,400$12,57459%71%+$884-$3,52611.3%$-19,152 (vs do-nothing $-374)
$1710d31 Jul 2026$0.7420/50$4,440$10,61657%70%+$666-$5,73018.3%$-18,778 (vs do-nothing +$0)
$1724d14 Aug 2026$1.2429/50$4,495$8,67357%70%+$702-$6,85921.9%$-17,328 (vs do-nothing +$1,450)
$1717d7 Aug 2026$1.0125/50$4,456$9,52257%70%+$603-$6,48820.8%$-18,103 (vs do-nothing +$675)
$16.5024d14 Aug 2026$1.4624/50$4,380$9,66851%68%+$532-$6,34820.3%$-18,250 (vs do-nothing +$528)
Show 3 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16.5017d7 Aug 2026$1.2420/50$4,376$10,55350%67%+$462-$5,73018.3%$-18,778 (vs do-nothing +$0)
$16.5010d31 Jul 2026$0.9716/50$4,656$11,72048%66%+$461-$5,01616.1%$-19,210 (vs do-nothing $-432)
$16.503d24 Jul 2026$0.637/50$4,410$13,47244%63%+$404-$2,4337.8%$-19,205 (vs do-nothing $-427)

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 v6.2  |  2026-07-21 10:56