FORTRESS FIGHT: BMNR-LC10 @ $16.79

BE SS: $17.13  |  CC-SS: $20.64  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-21 11:04

BMNR-LC10 @ $16.79   UNDERWATER $0.34 (2.0% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $20.64  |  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$8,912/mo95% ann ROI on ML
Hedge rolling cost$484/mo
Unrealized P&L$-21,800fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,456/mo
HEDGE COVER
$484/mo
NORMAL INCOME
$8,912/mo (ATM CC, chain)
IC VELOCITY
3.5 mo to earn back $31,250
ML VELOCITY
8.0 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $20.64 (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 97 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $24.26 (+45%) · daily UBB $16.91 · 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 83%, breach 17%) that still earns 50% of normal income ($4,456/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 38 × $17.50/3d for $9,120/mo, but breach risk rises to 28% (+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 $7,998 (26% 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, 83% survival, $4,480/mo (E[net] $1,442/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 × $1883%$4,480$1,442
NEXT FRIDAY31 Jul 2026 · 10d39 × $1873%$4,563$1,038

📅 THIS FRIDAY · 24 Jul 2026 · 3d · E[net] $1,442/mo 🏆 GRAND PICK

🎯 Engine pick: sell 32 × $18 (primary), 83% survival, breach 17%, $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 17% → 9%) for $480/mo less (11% income) buys safety you do not really need here.
BMNR  spot $16.79 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge49 × $2024 Jul3d19.2%99%3%-39pp$49$490-$3,990$3,084
Sell 49 × $20 19.2% OTM over spot $16.79 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
+$381
📈 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 · $325 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)
-$2,198
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: $0.65/sh now → $0.46 mid-life → ≈ $0 at expiry  |  you banked $0.01/sh, so a flat mid-life exit nets -$0.45/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+$0.37/sh+$1,831
cycle +$1,880
67%
surv 52%
-$5,678 NOT
cap gain +$16,122
Up-and-out for even (raise the cap, free)~$2131 Jul 20268d left+$0.07/sh+$354
cycle +$403
73%
surv 65%
-$4,010 NOT
cap gain +$17,790
Max even-money escape in the band~$2314 Aug 202622d left+$0.05/sh+$230
cycle +$279
82%
surv 79%
+$4,666 SAFE
cap gain +$26,466
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 ($4,456/mo)-89%
vs normal income ($8,912/mo)5% covered
Net income (after hedge)$228/mo
Downside budget
⚠ $20 is $1 below CC-SS $20.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,084
… as % of IC ($31,250)9.9%
… as % of ML ($71,250)4.3%
Recovery months (at normal income)0.3 mo
Surgical close (49 ct)$-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 $16.91 (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 (2.6σ)$49$-7,509+$14,290+$11,123
+2.5%$20.50 (3.0σ)$-2,401$-7,759+$14,040+$11,123
+5%$21.00 (3.5σ)$-4,851$-8,009+$13,790+$11,123
V-BOUNCE STRESS (stock → CC-SS $20.64, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,344
− CC assignment net of premium (49 × $20): -$3,084
− Conservative CC assignment net of premium (1 × $17): -$290
Total Position P&L @ SS: $-7,829 (+$13,971 vs today)
Do-nothing baseline at SS: $-18,952 (this trade vs do-nothing: +$11,123, the opportunity cost of earning $490/mo FIGHT income now)
33% normal37 × $18.5024 Jul3d10.2%91%19%-25pp$296$2,960-$1,520$7,619
Sell 37 × $18.50 10.2% OTM over spot $16.79 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
+$1,759
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-25pp
75% 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
$4,324/mo
median; plan ~$2,940/mo after 68% keep · $13,532 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.7-3.6], measured ONLY among the 75% 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)
12%
Flat exit net (mid-life)
-$1,273
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$22 @ 85% POP
82% 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: $0.60/sh now → $0.42 mid-life (likely $0.42–$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 348 simulated challenges: the $18 strike is typically first touched on day 2 of 3, at $19 (overshoots $0.49). 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+$0.38/sh+$1,422
cycle +$1,718
[+$1,098…+$1,604] · 98% credit
67%
surv 52%
-$13,353 NOT
cap gain +$8,447
Reliable up-and-out (highest cap still free ≥60%)~$2114 Aug 202622d left+$0.17/sh+$647
cycle +$943
[-$270…+$774] · 67% credit
80%
surv 76%
-$7,039 NOT
cap gain +$14,761
Up-and-out for even (raise the cap, free)~$1931 Jul 20268d left+$0.09/sh+$317
cycle +$613
[-$347…+$436] · 59% credit
74%
surv 66%
-$12,170 NOT
cap gain +$9,630
Max even-money escape in the band~$2114 Aug 202622d left+$0.05/sh+$197
cycle +$493
[-$848…+$302] · 44% credit
82%
surv 79%
-$5,889 NOT
cap gain +$15,911
Safety roll (pay small debit, max POP)~$2214 Aug 202622d left-$0.04/sh-$140
cycle +$156
[-$1,287…-$60] · 21% credit
85%
surv 82%
-$4,627 NOT
cap gain +$17,173
budget: banked $296 debit $140 (47% used ≈ 0.2 wk of income) → whole cycle still +$156 cash · rolled 37 ct earn ≈ $1,949/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 ($4,456/mo)-34%
vs normal income ($8,912/mo)33% covered
Net income (after hedge)$5,362/mo
Downside budget
⚠ $18.50 is $2 below CC-SS $20.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,619
… as % of IC ($31,250)24.4%
… as % of ML ($71,250)10.7%
Recovery months (at normal income)0.9 mo
Surgical close (37 ct)$-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 $16.91 (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)$296$-14,774+$7,026+$3,108
+2.5%$18.96 (1.8σ)$-1,415$-15,006+$6,794+$3,108
+5%$19.43 (2.2σ)$-3,127$-15,237+$6,563+$3,108
V-BOUNCE STRESS (stock → CC-SS $20.64, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,344
− CC assignment net of premium (37 × $18.50): -$7,619
− Conservative CC assignment net of premium (13 × $17): -$3,769
Total Position P&L @ SS: $-15,844 (+$5,956 vs today)
Do-nothing baseline at SS: $-18,952 (this trade vs do-nothing: +$3,108, the opportunity cost of earning $2,960/mo FIGHT income now)
🛡 safe yield50 × $18.5024 Jul3d10.2%91%19%-29pp$400$4,000-$480$10,296
Sell 50 × $18.50 10.2% OTM over spot $16.79 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
+$2,377
📈 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
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,338/mo
median; plan ~$1,590/mo after 68% keep · $6,995 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)
-$1,721
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$22 @ 85% POP
82% 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: $0.60/sh now → $0.42 mid-life (likely $0.40–$0.80)≈ $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 $0.46). 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 (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+$0.38/sh+$1,921
cycle +$2,321
[+$1,592…+$2,186] · 98% credit
67%
surv 52%
-$11,761 NOT
cap gain +$10,039
Reliable up-and-out (highest cap still free ≥60%)~$2114 Aug 202622d left+$0.17/sh+$875
cycle +$1,275
[-$195…+$1,067] · 71% credit
80%
surv 76%
-$2,840 NOT
cap gain +$18,960
Up-and-out for even (raise the cap, free)~$1931 Jul 20268d left+$0.09/sh+$428
cycle +$828
[-$357…+$610] · 63% credit
74%
surv 66%
-$10,037 NOT
cap gain +$11,763
Max even-money escape in the band~$2114 Aug 202622d left+$0.05/sh+$267
cycle +$667
[-$962…+$440] · 46% credit
82%
surv 79%
-$1,198 NOT
cap gain +$20,602
Safety roll (pay small debit, max POP)~$2214 Aug 202622d left-$0.04/sh-$189
cycle +$211
[-$1,542…-$42] · 22% credit
85%
surv 82%
+$596 SAFE
cap gain +$22,396
budget: banked $400 debit $189 (47% used ≈ 0.2 wk of income) → whole cycle still +$211 cash · rolled 50 ct earn ≈ $2,634/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 ($4,456/mo)-10%
vs normal income ($8,912/mo)45% covered
Net income (after hedge)$3,516/mo
Downside budget
⚠ $18.50 is $2 below CC-SS $20.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,296
… as % of IC ($31,250)32.9%
… as % of ML ($71,250)14.5%
Recovery months (at normal income)1.2 mo
Surgical close (50 ct)$-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 $16.91 (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)$400$-13,682+$8,118+$4,200
+2.5%$18.96 (1.8σ)$-1,912$-13,914+$7,886+$4,200
+5%$19.43 (2.2σ)$-4,225$-14,145+$7,655+$4,200
V-BOUNCE STRESS (stock → CC-SS $20.64, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,344
− CC assignment net of premium (50 × $18.50): -$10,296
Total Position P&L @ SS: $-14,752 (+$7,048 vs today)
Do-nothing baseline at SS: $-18,952 (this trade vs do-nothing: +$4,200, the opportunity cost of earning $4,000/mo FIGHT income now)
🎯 50% normal32 × $1824 Jul3d7.2%83%23%-17pp$448$4,480$7,998
Sell 32 × $18 7.2% OTM over spot $16.79 24 Jul 2026 (3d, $0.15 mid)
= $448 credit for the 3d cycle → $4,480/mo projected
Survival (stays ≤ $18)
83%
Breach risk
17%
POP (stays ≤ $18.15)
86%
EV / mo
+$2,032
📈 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
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,060/mo
median; plan ~$4,121/mo after 68% keep · $13,321 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)
-$873
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: $0.58/sh now → $0.41 mid-life (likely $0.42–$0.77)≈ $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 690 simulated challenges: the $18 strike is typically first touched on day 2 of 3, at $18 (overshoots $0.41). 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+$0.39/sh+$1,236
cycle +$1,684
[+$986…+$1,378] · 99% credit
67%
surv 52%
-$15,116 NOT
cap gain +$6,684
Reliable up-and-out (highest cap still free ≥60%)~$2014 Aug 202622d left+$0.17/sh+$557
cycle +$1,005
[-$113…+$626] · 71% credit
80%
surv 76%
-$9,815 NOT
cap gain +$11,985
Up-and-out for even (raise the cap, free)~$1931 Jul 20268d left+$0.09/sh+$284
cycle +$732
[-$204…+$355] · 59% credit
74%
surv 66%
-$14,138 NOT
cap gain +$7,662
Max even-money escape in the band~$2114 Aug 202622d left+$0.05/sh+$173
cycle +$621
[-$587…+$218] · 37% credit
83%
surv 80%
-$8,849 NOT
cap gain +$12,951
Safety roll (pay small debit, max POP)~$2214 Aug 202622d left-$0.14/sh-$436
cycle +$12
[-$1,330…-$424] · 1% credit
89%
surv 88%
-$5,408 NOT
cap gain +$16,392
budget: banked $448 debit $436 (97% used ≈ 0.4 wk of income) → whole cycle still +$12 cash · rolled 32 ct earn ≈ $1,207/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 ($4,456/mo)+1%
vs normal income ($8,912/mo)50% covered
Net income (after hedge)$7,992/mo
Downside budget
⚠ $18 is $3 below CC-SS $20.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,998
… as % of IC ($31,250)25.6%
… as % of ML ($71,250)11.2%
Recovery months (at normal income)0.9 mo
Surgical close (32 ct)$-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 $16.91 (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 (≤1σ, normal week)$448$-16,352+$5,448+$1,280
+2.5%$18.45 (1.4σ)$-992$-16,577+$5,222+$1,280
+5%$18.90 (1.7σ)$-2,432$-16,802+$4,997+$1,280
V-BOUNCE STRESS (stock → CC-SS $20.64, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,344
− CC assignment net of premium (32 × $18): -$7,998
− Conservative CC assignment net of premium (18 × $17): -$5,219
Total Position P&L @ SS: $-17,672 (+$4,128 vs today)
Do-nothing baseline at SS: $-18,952 (this trade vs do-nothing: +$1,280, the opportunity cost of earning $4,480/mo FIGHT income now)
100% normal38 × $17.5024 Jul3d4.3%72%57%-18pp$912$9,120+$4,640$11,017
Sell 38 × $17.50 4.3% OTM over spot $16.79 24 Jul 2026 (3d, $0.26 mid)
= $912 credit for the 3d cycle → $9,120/mo projected
Survival (stays ≤ $17.50)
72%
Breach risk
28%
POP (stays ≤ $17.76)
79%
EV / mo
+$2,730
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-18pp
82% 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
$6,112/mo
median; plan ~$4,156/mo after 68% keep · $15,261 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.8-3.1], measured ONLY among the 82% 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)
-$613
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 38 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 → $0.40 mid-life (likely $0.48–$0.84)≈ $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 1,129 simulated challenges: the $18 strike is typically first touched on day 2 of 3, 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)~$1831 Jul 20268d left+$0.39/sh+$1,474
cycle +$2,386
[+$1,079…+$1,546] · 99% credit
67%
surv 52%
-$15,909 NOT
cap gain +$5,891
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202622d left+$0.27/sh+$1,035
cycle +$1,947
[+$124…+$934] · 79% credit
78%
surv 72%
-$10,688 NOT
cap gain +$11,112
Up-and-out for even (raise the cap, free)~$1831 Jul 20268d left+$0.09/sh+$347
cycle +$1,259
[-$377…+$266] · 48% credit
74%
surv 66%
-$14,676 NOT
cap gain +$7,124
Max even-money escape in the band~$2014 Aug 202622d left+$0.05/sh+$204
cycle +$1,116
[-$928…+$18] · 26% credit
83%
surv 80%
-$8,219 NOT
cap gain +$13,581
Safety roll (pay small debit, max POP)~$2314 Aug 202622d left-$0.23/sh-$877
cycle +$35
[-$2,331…-$1,128]
92%
surv 91%
-$1,050 NOT
cap gain +$20,750
budget: banked $912 debit $877 (96% used ≈ 0.4 wk of income) → whole cycle still +$35 cash · rolled 38 ct earn ≈ $884/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$9,120/mo
vs 50% target ($4,456/mo)+105%
vs normal income ($8,912/mo)102% covered
Net income (after hedge)$11,300/mo
Downside budget
⚠ $17.50 is $3 below CC-SS $20.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,017
… as % of IC ($31,250)35.3%
… as % of ML ($71,250)15.5%
Recovery months (at normal income)1.2 mo
Surgical close (38 ct)$-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 < $0.06/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 $16.91 (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)$912$-17,382+$4,418+$0
+2.5%$17.94 (≤1σ, normal week)$-750$-17,601+$4,199+$0
+5%$18.38 (1.3σ)$-2,413$-17,820+$3,980+$0
V-BOUNCE STRESS (stock → CC-SS $20.64, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,344
− CC assignment net of premium (38 × $17.50): -$11,017
− Conservative CC assignment net of premium (12 × $17): -$3,479
Total Position P&L @ SS: $-18,952 (+$2,848 vs today)
Do-nothing baseline at SS: $-18,952 (this trade vs do-nothing: +$0, the opportunity cost of earning $9,120/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] $1,038/mo

🎯 Engine pick: sell 39 × $18 (primary), 73% survival, breach 27%, $4,563/mo.
⚖️ Worth a safer step: the $19 rung (33% normal) lifts survival to 84% (breach 27% → 16%) for $1,602/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 $16.79 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge41 × $21.5031 Jul10d28.1%96%7%-31pp$164$492-$4,071$0
Sell 41 × $21.50 28.1% OTM over spot $16.79 31 Jul 2026 (10d, $0.06 mid)
= $164 credit for the 10d cycle → $492/mo projected
Survival (stays ≤ $21.50)
96%
Breach risk
4%
POP (stays ≤ $21.56)
97%
EV / mo
+$275
📈 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
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,898/mo
median; plan ~$1,290/mo after 68% keep · $5,661 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.6-3.2], 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)
3%
Flat exit net (mid-life)
-$3,098
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: $1.12/sh now → $0.80 mid-life (likely $0.61–$1.03)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 102 simulated challenges: the $22 strike is typically first touched on day 8 of 10, at $22 (overshoots $0.57). 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+$0.23/sh+$950
cycle +$1,114
[+$1,011…+$1,740] · 99% credit
67%
surv 53%
-$2,852 NOT
cap gain +$18,948
Up-and-out for even (raise the cap, free)~$227 Aug 202612d left+$0.13/sh+$540
cycle +$704
[+$513…+$1,247] · 95% credit
68%
surv 56%
-$2,489 NOT
cap gain +$19,311
Max even-money escape in the band~$2314 Aug 202619d left+$0.04/sh+$158
cycle +$322
[-$157…+$856] · 74% credit
75%
surv 67%
+$730 SAFE
cap gain +$22,530
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 ($4,456/mo)-89%
vs normal income ($8,912/mo)6% covered
Net income (after hedge)$2,006/mo
Downside budget
✓ $21.50 is at/above CC-SS $20.64: 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 $16.91 (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)$164$-3,802+$17,998+$15,580
+2.5%$22.04 (2.4σ)$-2,040$-4,071+$17,729+$15,580
+5%$22.57 (2.6σ)$-4,243$-4,340+$17,460+$15,580
V-BOUNCE STRESS (stock → CC-SS $20.64, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,344
− CC assignment net of premium (41 × $21.50): -$0
− Conservative CC assignment net of premium (9 × $17): -$2,609
Total Position P&L @ SS: $-7,065 (+$14,735 vs today)
Do-nothing baseline at SS: $-18,952 (this trade vs do-nothing: +$11,887, the opportunity cost of earning $492/mo FIGHT income now)
🛡 safe yield50 × $2031 Jul10d19.2%91%18%-36pp$550$1,650-$2,913$2,646
Sell 50 × $20 19.2% OTM over spot $16.79 31 Jul 2026 (10d, $0.12 mid)
= $550 credit for the 10d cycle → $1,650/mo projected
Survival (stays ≤ $20)
91%
Breach risk
9%
POP (stays ≤ $20.12)
92%
EV / mo
+$780
📈 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
$635/mo
median; plan ~$432/mo after 68% keep · $2,198 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.7-3.6], 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)
-$3,151
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$22 @ 77% POP
72% 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: $1.05/sh now → $0.74 mid-life (likely $0.59–$1.02)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.63/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+$0.26/sh+$1,324
cycle +$1,874
[+$1,166…+$1,968] · 100% credit
67%
surv 53%
-$5,458 NOT
cap gain +$16,342
Up-and-out for even (raise the cap, free)~$207 Aug 202612d left+$0.17/sh+$826
cycle +$1,376
[+$603…+$1,419] · 97% credit
68%
surv 56%
-$4,989 NOT
cap gain +$16,811
Max even-money escape in the band~$2114 Aug 202619d left+$0.07/sh+$348
cycle +$898
[-$134…+$954] · 69% credit
75%
surv 67%
-$967 NOT
cap gain +$20,833
Safety roll (pay small debit, max POP)~$2214 Aug 202619d left-$0.11/sh-$535
cycle +$15
[-$1,198…+$38] · 25% credit
77%
surv 72%
+$400 SAFE
cap gain +$22,200
budget: banked $550 debit $535 (97% used ≈ 1.4 wk of income) → whole cycle still +$15 cash · rolled 50 ct earn ≈ $4,999/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$1,650/mo
vs 50% target ($4,456/mo)-63%
vs normal income ($8,912/mo)19% covered
Net income (after hedge)$1,166/mo
Downside budget
⚠ $20 is $1 below CC-SS $20.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,646
… as % of IC ($31,250)8.5%
… as % of ML ($71,250)3.7%
Recovery months (at normal income)0.3 mo
Surgical close (50 ct)$-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 $16.91 (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 (1.4σ)$550$-6,782+$15,018+$11,850
+2.5%$20.50 (1.7σ)$-1,950$-7,032+$14,768+$11,850
+5%$21.00 (1.9σ)$-4,450$-7,282+$14,518+$11,850
V-BOUNCE STRESS (stock → CC-SS $20.64, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,344
− CC assignment net of premium (50 × $20): -$2,646
Total Position P&L @ SS: $-7,102 (+$14,698 vs today)
Do-nothing baseline at SS: $-18,952 (this trade vs do-nothing: +$11,850, the opportunity cost of earning $1,650/mo FIGHT income now)
33% normal ← lean47 × $1931 Jul10d13.2%84%33%-33pp$987$2,961-$1,602$6,718
Sell 47 × $19 13.2% OTM over spot $16.79 31 Jul 2026 (10d, $0.22 mid)
= $987 credit for the 10d cycle → $2,961/mo projected
Survival (stays ≤ $19)
84%
Breach risk
16%
POP (stays ≤ $19.22)
86%
EV / mo
+$1,062
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-33pp
67% 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
$1,991/mo
median; plan ~$1,354/mo after 68% keep · $6,470 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.6-3.1], measured ONLY among the 67% 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)
-$2,318
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 47 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 $0.68–$1.06)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 717 simulated challenges: the $19 strike is typically first touched on day 6 of 10, at $19 (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 (47 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+$0.28/sh+$1,329
cycle +$2,316
[+$1,038…+$1,668] · 100% credit
67%
surv 53%
-$9,894 NOT
cap gain +$11,906
Up-and-out for even (raise the cap, free)~$197 Aug 202612d left+$0.18/sh+$863
cycle +$1,850
[+$504…+$1,158] · 97% credit
68%
surv 56%
-$9,458 NOT
cap gain +$12,342
Reliable up-and-out (highest cap still free ≥60%)~$2014 Aug 202619d left+$0.26/sh+$1,200
cycle +$2,187
[+$698…+$1,510] · 97% credit
72%
surv 62%
-$7,021 NOT
cap gain +$14,779
Max even-money escape in the band~$2014 Aug 202619d left+$0.09/sh+$401
cycle +$1,388
[-$233…+$617] · 58% credit
75%
surv 67%
-$5,719 NOT
cap gain +$16,081
Safety roll (pay small debit, max POP)~$2114 Aug 202619d left-$0.19/sh-$882
cycle +$105
[-$1,801…-$762] · 9% credit
81%
surv 77%
-$2,802 NOT
cap gain +$18,998
budget: banked $987 debit $882 (89% used ≈ 1.3 wk of income) → whole cycle still +$105 cash · rolled 47 ct earn ≈ $3,826/mo while parked; 3 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$2,961/mo
vs 50% target ($4,456/mo)-34%
vs normal income ($8,912/mo)33% covered
Net income (after hedge)$3,143/mo
Downside budget
⚠ $19 is $2 below CC-SS $20.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,718
… as % of IC ($31,250)21.5%
… as % of ML ($71,250)9.4%
Recovery months (at normal income)0.8 mo
Surgical close (47 ct)$-20,539
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 $16.91 (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 (≤1σ, normal week)$987$-11,223+$10,576+$6,909
+2.5%$19.47 (1.2σ)$-1,245$-11,461+$10,339+$6,909
+5%$19.95 (1.4σ)$-3,478$-11,698+$10,102+$6,909
V-BOUNCE STRESS (stock → CC-SS $20.64, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,344
− CC assignment net of premium (47 × $19): -$6,718
− Conservative CC assignment net of premium (3 × $17): -$870
Total Position P&L @ SS: $-12,043 (+$9,757 vs today)
Do-nothing baseline at SS: $-18,952 (this trade vs do-nothing: +$6,909, the opportunity cost of earning $2,961/mo FIGHT income now)
🎯 50% normal39 × $1831 Jul10d7.2%73%45%-28pp$1,521$4,563$8,772
Sell 39 × $18 7.2% OTM over spot $16.79 31 Jul 2026 (10d, $0.41 mid)
= $1,521 credit for the 10d cycle → $4,563/mo projected
Survival (stays ≤ $18)
73%
Breach risk
27%
POP (stays ≤ $18.41)
78%
EV / mo
+$969
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-28pp
72% whole by 9mo vs 100% 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
$4,107/mo
median; plan ~$2,793/mo after 68% keep · $11,802 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 72% 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)
-$1,077
Free roll-up
+$1/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 39 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: $0.94/sh now → $0.67 mid-life (likely $0.75–$1.08)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,357 simulated challenges: the $18 strike is typically first touched on day 4 of 10, at $18 (overshoots $0.41). 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 (39 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+$0.30/sh+$1,160
cycle +$2,681
[+$837…+$1,197] · 100% credit
67%
surv 53%
-$13,937 NOT
cap gain +$7,863
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202619d left+$0.27/sh+$1,036
cycle +$2,557
[+$512…+$1,017] · 97% credit
72%
surv 62%
-$11,631 NOT
cap gain +$10,169
Max even-money escape in the band~$1914 Aug 202619d left+$0.10/sh+$379
cycle +$1,900
[-$253…+$297] · 47% credit
75%
surv 68%
-$10,587 NOT
cap gain +$11,213
Up-and-out for even (raise the cap, free)~$197 Aug 202612d left+$0.01/sh+$38
cycle +$1,559
[-$471…-$42] · 23% credit
73%
surv 64%
-$12,628 NOT
cap gain +$9,172
Safety roll (pay small debit, max POP)~$2114 Aug 202619d left-$0.36/sh-$1,416
cycle +$105
[-$2,499…-$1,640]
86%
surv 84%
-$5,583 NOT
cap gain +$16,217
budget: banked $1,521 debit $1,416 (93% used ≈ 1.3 wk of income) → whole cycle still +$105 cash · rolled 39 ct earn ≈ $1,866/mo while parked; 11 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$4,563/mo
vs 50% target ($4,456/mo)+2%
vs normal income ($8,912/mo)51% covered
Net income (after hedge)$6,521/mo
Downside budget
⚠ $18 is $3 below CC-SS $20.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,772
… as % of IC ($31,250)28.1%
… as % of ML ($71,250)12.3%
Recovery months (at normal income)1.0 mo
Surgical close (39 ct)$-17,082
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 $16.91 (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)$1,521$-15,097+$6,702+$2,535
+2.5%$18.45 (≤1σ, normal week)$-234$-15,322+$6,478+$2,535
+5%$18.90 (≤1σ, normal week)$-1,989$-15,547+$6,252+$2,535
V-BOUNCE STRESS (stock → CC-SS $20.64, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,344
− CC assignment net of premium (39 × $18): -$8,772
− Conservative CC assignment net of premium (11 × $17): -$3,189
Total Position P&L @ SS: $-16,417 (+$5,383 vs today)
Do-nothing baseline at SS: $-18,952 (this trade vs do-nothing: +$2,535, the opportunity cost of earning $4,563/mo FIGHT income now)
100% normal41 × $1731 Jul10d1.3%56%92%-23pp$3,034$9,102+$4,539$11,887
Sell 41 × $17 1.3% OTM over spot $16.79 31 Jul 2026 (10d, $0.76 mid)
= $3,034 credit for the 10d cycle → $9,102/mo projected
Survival (stays ≤ $17)
56%
Breach risk
44%
POP (stays ≤ $17.76)
69%
EV / mo
+$1,163
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-23pp
77% whole by 9mo vs 100% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~5.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,888/mo
median; plan ~$3,324/mo after 68% keep · $11,915 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.6-2.9], measured ONLY among the 77% 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)
+$455
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$21 @ 90% POP
89% 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: $0.89/sh now → $0.63 mid-life (likely $0.86–$1.19)≈ $0 at expiry  |  you banked $0.74/sh, so a flat mid-life exit nets +$0.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,257 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 (41 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+$0.31/sh+$1,266
cycle +$4,300
[+$834…+$1,028] · 100% credit
67%
surv 53%
-$15,866 NOT
cap gain +$5,934
Reliable up-and-out (highest cap still free ≥60%)~$1814 Aug 202619d left+$0.27/sh+$1,115
cycle +$4,149
[+$385…+$748] · 93% credit
72%
surv 62%
-$13,444 NOT
cap gain +$8,356
Max even-money escape in the band~$1814 Aug 202619d left+$0.11/sh+$432
cycle +$3,466
[-$460…+$12] · 27% credit
76%
surv 68%
-$12,327 NOT
cap gain +$9,473
reaches SS ✓
Up-and-out for even (raise the cap, free)~$187 Aug 202612d left+$0.02/sh+$93
cycle +$3,127
[-$612…-$224] · 9% credit
73%
surv 64%
-$14,465 NOT
cap gain +$7,335
Safety roll (pay small debit, max POP)~$2114 Aug 202619d left-$0.43/sh-$1,772
cycle +$1,262
[-$3,476…-$2,461]
90%
surv 89%
-$3,730 NOT
cap gain +$18,070
budget: banked $3,034 debit $1,772 (58% used ≈ 0.8 wk of income) → whole cycle still +$1,262 cash · rolled 41 ct earn ≈ $1,275/mo while parked; 9 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$9,102/mo
vs 50% target ($4,456/mo)+104%
vs normal income ($8,912/mo)102% covered
Net income (after hedge)$10,616/mo
Downside budget
⚠ $17 is $4 below CC-SS $20.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,887
… as % of IC ($31,250)38.0%
… as % of ML ($71,250)16.7%
Recovery months (at normal income)1.3 mo
Surgical close (41 ct)$-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 < $0.18/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 $16.91 (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)$3,034$-17,132+$4,668+$0
+2.5%$17.42 (≤1σ, normal week)$1,292$-17,345+$4,455+$0
+5%$17.85 (≤1σ, normal week)$-451$-17,558+$4,242+$0
V-BOUNCE STRESS (stock → CC-SS $20.64, where you are whole again, by expiry)
Starting unrealized P&L: $-21,800
+ Fortress recovery (un-capped): +$17,344
− CC assignment net of premium (41 × $17): -$11,887
− Conservative CC assignment net of premium (9 × $17): -$2,609
Total Position P&L @ SS: $-18,952 (+$2,848 vs today)
Do-nothing baseline at SS: $-18,952 (this trade vs do-nothing: +$0, the opportunity cost of earning $9,102/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: +$17,344 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-18,952

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$183d24 Jul 2026$0.1432/50$4,480$7,99283%86%+$2,032-$7,99825.6%$-17,672 (vs do-nothing +$1,280)
$1810d31 Jul 2026$0.3939/50$4,563$6,52173%78%+$969-$8,77228.1%$-16,417 (vs do-nothing +$2,535)
$17.503d24 Jul 2026$0.2419/50$4,560$10,95872%79%+$1,365-$5,50917.6%$-18,952 (vs do-nothing +$0)
$1817d7 Aug 2026$0.6639/50$4,542$6,50069%76%+$862-$7,71924.7%$-15,364 (vs do-nothing +$3,588)
$1824d14 Aug 2026$0.8741/50$4,459$5,97367%75%+$904-$7,25423.2%$-14,319 (vs do-nothing +$4,633)
$17.5010d31 Jul 2026$0.5428/50$4,536$8,93665%74%+$744-$7,27823.3%$-18,112 (vs do-nothing +$840)
$17.5017d7 Aug 2026$0.8231/50$4,486$8,22063%73%+$691-$7,19023.0%$-17,154 (vs do-nothing +$1,798)
$17.5024d14 Aug 2026$1.0435/50$4,550$7,39662%72%+$779-$7,34823.5%$-16,152 (vs do-nothing +$2,800)
$173d24 Jul 2026$0.4012/50$4,800$12,75258%70%+$785-$3,88712.4%$-19,360 (vs do-nothing $-408)
$1724d14 Aug 2026$1.2429/50$4,495$8,67357%70%+$638-$6,95822.3%$-17,502 (vs do-nothing +$1,450)
$1710d31 Jul 2026$0.7421/50$4,662$10,61656%69%+$596-$6,08919.5%$-18,952 (vs do-nothing +$0)
$1717d7 Aug 2026$1.0126/50$4,634$9,47856%69%+$548-$6,83621.9%$-18,250 (vs do-nothing +$702)
$16.5024d14 Aug 2026$1.4625/50$4,562$9,62951%67%+$492-$6,69821.4%$-18,402 (vs do-nothing +$550)
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$1.2421/50$4,595$10,54950%66%+$411-$6,08919.5%$-18,952 (vs do-nothing +$0)
$16.5010d31 Jul 2026$0.9716/50$4,656$11,72047%65%+$364-$5,07116.2%$-19,384 (vs do-nothing $-432)
$16.503d24 Jul 2026$0.638/50$5,040$13,88043%62%+$291-$2,8079.0%$-19,440 (vs do-nothing $-488)

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 11:04