FORTRESS FIGHT: BMNR-LC23-1299 @ $16.09

BE SS: $39.13  |  CC-SS: $36.92  |  75 contracts (7,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-20 22:52

BMNR-LC23-1299BBCHALF MAX @ $16.09   UNDERWATER $23.05 (58.9% below BE SS)

75 contracts (7,500 sh)  |  BE SS: $39.13  |  CC-SS: $36.92  |  IV: HIGH  |  Accounts: Main:1299

LC: $23 exp 2028-01-21 (entry $6.149/sh)
SP: $65 exp 2028-01-21 (entry $48.333/sh)
HP: $25 exp 2028-01-21 (entry $12.312/sh)

Economics

Max Loss$75,959(ND $-29.87 + SW $40) x 7500
Normal income ref$18,102/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $7,559/mo (info only, already in marks)
Unrealized P&L$-165,825fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$9,051/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$18,102/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
4.2 mo to earn back $75,959
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $36.92 in the fetched chain; the deepest available is $24C (11d, $409/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-16; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-16
$-1,388
Hole (after banked)
$167,212
was $165,825 · -1% earned back
Cycles closed
1
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 29 (live) · RSI 40 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 52 · %B 85 · hist falling (nightly)
LEVELS20W MA (bounce target) $18.52 (+15%) · daily UBB $16.63 · 1-wk expected move ±$2 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 71 contracts at $17.50 / 4d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($9,051/mo); it brings $9,053/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 58 × $16.50/4d for $18,270/mo, but breach risk rises to 38% (+20pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 75 × $18.50/4d (92% survival, $3,375/mo).
Downside anchor: the primary mortgages $136,674 (0% of IC) ONLY on a full V-bounce all the way to SS $39, recoverable in 7.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 71 contracts realizes $-157,016 and cuts bleed by $0/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 75 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 (4d) · sell 71 × $17.50, 82% survival, $9,053/mo (E[net] $2,974/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 · 4d71 × $17.5082%$9,053$2,974
NEXT FRIDAY31 Jul 2026 · 11d74 × $17.5074%$9,082$2,213

📅 THIS FRIDAY · 24 Jul 2026 · 4d · E[net] $2,974/mo 🏆 GRAND PICK

🎯 Engine pick: sell 71 × $17.50 (primary), 82% survival, breach 18%, $9,053/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 92% (breach 18% → 8%) for $5,678/mo less (63% income) buys safety you do not really need here.
BMNR  spot $16.09 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield75 × $18.5024 Jul4d15.0%92%16%+3pp$450$3,375-$5,678$137,699
Sell 75 × $18.50 15.0% OTM over spot $16.09 24 Jul 2026 (4d, $0.07 mid)
= $450 credit for the 4d cycle → $3,375/mo projected
Survival (stays ≤ $18.50)
92%
Breach risk
8%
POP (stays ≤ $18.57)
93%
EV / mo
+$1,537
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
20% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,356/mo
median; plan ~$1,602/mo after 68% keep · $18,541 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.2 mo [2.5-7.0], measured ONLY among the 20% 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)
7%
Flat exit net (mid-life)
-$3,316
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$21 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 75 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.71/sh now → $0.50 mid-life (likely $0.44–$0.79)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 223 simulated challenges: the $18 strike is typically first touched on day 3 of 4, 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 (75 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 20269d left+$0.40/sh+$3,014
cycle +$3,464
[+$2,888…+$3,686] · 100% credit
67%
surv 52%
-$143,994 NOT
cap gain +$21,831
Reliable up-and-out (highest cap still free ≥60%)~$2114 Aug 202623d left+$0.11/sh+$805
cycle +$1,255
[-$265…+$1,419] · 70% credit
81%
surv 76%
-$127,838 NOT
cap gain +$37,987
Up-and-out for even (raise the cap, free)~$1931 Jul 20269d left+$0.05/sh+$349
cycle +$799
[-$404…+$835] · 60% credit
75%
surv 67%
-$139,701 NOT
cap gain +$26,124
Max even-money escape in the band~$2114 Aug 202623d left+$0.00/sh+$36
cycle +$486
[-$1,197…+$589] · 40% credit
83%
surv 80%
-$124,804 NOT
cap gain +$41,021
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,375/mo
vs 50% target ($9,051/mo)-63%
vs normal income ($18,102/mo)19% covered
Net income (after hedge)$3,375/mo
Downside budget
⚠ $18.50 is $18 below CC-SS $36.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$137,699
… as % of IC ($0)0.0%
… as % of ML ($75,959)181.3%
Recovery months (at normal income)7.6 mo
Surgical close (75 ct)$-165,862
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 $0.06 collected) or spot ≥ $18.57 (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 $16.63 (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
$18-18.57
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
≥ $18.57
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.50 (1.7σ)$450$-147,009+$18,816+$300
+2.5%$18.96 (2.0σ)$-3,019$-146,960+$18,865-$3,169
+5%$19.43 (2.3σ)$-6,488$-146,912+$18,913-$6,638
SS (= V-bounce)$39.13 (16.1σ)$-154,275$-144,843+$20,982-$40,950
V-BOUNCE STRESS (stock → CC-SS $36.92, where you are whole again, by expiry)
Starting unrealized P&L: $-165,825
+ Fortress recovery (un-capped): +$158,450
− CC assignment net of premium (75 × $18.50): -$137,699
Total Position P&L @ SS: $-145,075 (+$20,750 vs today)
Do-nothing baseline at SS: $-104,125 (this trade vs do-nothing: $-40,950, the opportunity cost of earning $3,375/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-147,307 (+$18,518 vs today)
33% normal47 × $17.5024 Jul4d8.8%82%37%+4pp$799$5,993-$3,060$90,475
Sell 47 × $17.50 8.8% OTM over spot $16.09 24 Jul 2026 (4d, $0.17 mid)
= $799 credit for the 4d cycle → $5,993/mo projected
Survival (stays ≤ $17.50)
82%
Breach risk
18%
POP (stays ≤ $17.68)
85%
EV / mo
+$2,141
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
22% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~5.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,404/mo
median; plan ~$2,314/mo after 68% keep · $27,660 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.7 mo [3.4-7.1], measured ONLY among the 22% 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)
25%
Flat exit net (mid-life)
-$1,433
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$21 @ 87% POP
86% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.67/sh now → $0.47 mid-life (likely $0.48–$0.86)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 737 simulated challenges: the $18 strike is typically first touched on day 3 of 4, at $18 (overshoots $0.48). 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)~$1831 Jul 20269d left+$0.41/sh+$1,912
cycle +$2,711
[+$1,608…+$2,268] · 100% credit
67%
surv 53%
-$152,297 NOT
cap gain +$13,528
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202623d left+$0.24/sh+$1,125
cycle +$1,924
[+$254…+$1,340] · 82% credit
79%
surv 73%
-$138,520 NOT
cap gain +$27,305
Up-and-out for even (raise the cap, free)~$1831 Jul 20269d left+$0.05/sh+$251
cycle +$1,050
[-$473…+$404] · 47% credit
75%
surv 68%
-$146,999 NOT
cap gain +$18,826
Max even-money escape in the band~$2014 Aug 202623d left+$0.01/sh+$40
cycle +$839
[-$1,100…+$166] · 29% credit
83%
surv 80%
-$132,000 NOT
cap gain +$33,825
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2114 Aug 202623d left-$0.13/sh-$619
cycle +$180
[-$1,942…-$559] · 7% credit
87%
surv 86%
-$125,054 NOT
cap gain +$40,771
budget: banked $799 debit $619 (77% used ≈ 0.4 wk of income) → whole cycle still +$180 cash · rolled 47 ct earn ≈ $2,105/mo while parked; 28 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$5,993/mo
vs 50% target ($9,051/mo)-34%
vs normal income ($18,102/mo)33% covered
Net income (after hedge)$6,145/mo
Downside budget
⚠ $17.50 is $19 below CC-SS $36.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$90,475
… as % of IC ($0)0.0%
… as % of ML ($75,959)119.1%
Recovery months (at normal income)5.0 mo
Surgical close (47 ct)$-103,940
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $17.68 (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 $16.63 (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
$17-17.68
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
≥ $17.68
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (≤1σ, normal week)$799$-154,209+$11,616+$705
+2.5%$17.94 (1.3σ)$-1,257$-152,938+$12,887-$1,351
+5%$18.38 (1.6σ)$-3,314$-151,667+$14,158-$3,408
SS (= V-bounce)$39.13 (16.1σ)$-100,862$-133,738+$32,087-$29,845
V-BOUNCE STRESS (stock → CC-SS $36.92, where you are whole again, by expiry)
Starting unrealized P&L: $-165,825
+ Fortress recovery (un-capped): +$158,450
− CC assignment net of premium (47 × $17.50): -$90,475
− Conservative CC assignment net of premium (28 × $24): -$36,120
Total Position P&L @ SS: $-133,970 (+$31,855 vs today)
Do-nothing baseline at SS: $-104,125 (this trade vs do-nothing: $-29,845, the opportunity cost of earning $5,993/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,995, position total $-151,246 (+$14,579 vs today)
🎯 50% normal71 × $17.5024 Jul4d8.8%82%24%+5pp$1,207$9,053$136,674
Sell 71 × $17.50 8.8% OTM over spot $16.09 24 Jul 2026 (4d, $0.17 mid)
= $1,207 credit for the 4d cycle → $9,053/mo projected
Survival (stays ≤ $17.50)
82%
Breach risk
18%
POP (stays ≤ $17.68)
85%
EV / mo
+$3,235
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
23% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~5.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,971/mo
median; plan ~$3,381/mo after 68% keep · $39,067 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.9 mo [3.8-6.3], measured ONLY among the 23% 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)
-$2,165
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$21 @ 87% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 71 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.67/sh now → $0.47 mid-life (likely $0.49–$0.85)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 721 simulated challenges: the $18 strike is typically first touched on day 3 of 4, 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 (71 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 20269d left+$0.41/sh+$2,889
cycle +$4,096
[+$2,428…+$3,400] · 100% credit
67%
surv 53%
-$150,960 NOT
cap gain +$14,865
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202623d left+$0.24/sh+$1,699
cycle +$2,906
[+$457…+$1,961] · 84% credit
79%
surv 73%
-$137,586 NOT
cap gain +$28,239
Up-and-out for even (raise the cap, free)~$1831 Jul 20269d left+$0.05/sh+$380
cycle +$1,587
[-$649…+$548] · 47% credit
75%
surv 68%
-$146,511 NOT
cap gain +$19,314
Max even-money escape in the band~$2014 Aug 202623d left+$0.01/sh+$61
cycle +$1,268
[-$1,569…+$160] · 30% credit
83%
surv 80%
-$131,620 NOT
cap gain +$34,205
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2114 Aug 202623d left-$0.13/sh-$934
cycle +$273
[-$2,844…-$936] · 5% credit
87%
surv 86%
-$125,010 NOT
cap gain +$40,815
budget: banked $1,207 debit $934 (77% used ≈ 0.4 wk of income) → whole cycle still +$273 cash · rolled 71 ct earn ≈ $3,180/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$9,053/mo
vs 50% target ($9,051/mo)+0%
vs normal income ($18,102/mo)50% covered
Net income (after hedge)$9,074/mo
Downside budget
⚠ $17.50 is $19 below CC-SS $36.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$136,674
… as % of IC ($0)0.0%
… as % of ML ($75,959)179.9%
Recovery months (at normal income)7.6 mo
Surgical close (71 ct)$-157,016
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $17.68 (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 $16.63 (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
$17-17.68
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
≥ $17.68
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (≤1σ, normal week)$1,207$-153,849+$11,976+$1,065
+2.5%$17.94 (1.3σ)$-1,899$-153,628+$12,197-$2,041
+5%$18.38 (1.6σ)$-5,006$-153,407+$12,418-$5,148
SS (= V-bounce)$39.13 (16.1σ)$-152,366$-148,978+$16,847-$45,085
V-BOUNCE STRESS (stock → CC-SS $36.92, where you are whole again, by expiry)
Starting unrealized P&L: $-165,825
+ Fortress recovery (un-capped): +$158,450
− CC assignment net of premium (71 × $17.50): -$136,674
− Conservative CC assignment net of premium (4 × $24): -$5,160
Total Position P&L @ SS: $-149,210 (+$16,615 vs today)
Do-nothing baseline at SS: $-104,125 (this trade vs do-nothing: $-45,085, the opportunity cost of earning $9,053/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,035, position total $-153,334 (+$12,491 vs today)
100% normal58 × $16.5024 Jul4d2.6%62%78%+8pp$2,436$18,270+$9,217$116,000
Sell 58 × $16.50 2.6% OTM over spot $16.09 24 Jul 2026 (4d, $0.43 mid)
= $2,436 credit for the 4d cycle → $18,270/mo projected
Survival (stays ≤ $16.50)
62%
Breach risk
38%
POP (stays ≤ $16.93)
72%
EV / mo
+$3,424
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
25% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~13.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,060/mo
median; plan ~$4,121/mo after 68% keep · $49,288 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.9 mo [3.2-6.7], measured ONLY among the 25% 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)
55%
Flat exit net (mid-life)
-$162
Free roll-up
+$1/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 58 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.63/sh now → $0.45 mid-life (likely $0.58–$0.96)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,640 simulated challenges: the $16 strike is typically first touched on day 2 of 4, at $17 (overshoots $0.51). 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 (58 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 20269d left+$0.41/sh+$2,371
cycle +$4,807
[+$1,808…+$2,323] · 100% credit
67%
surv 53%
-$157,828 NOT
cap gain +$7,997
Reliable up-and-out (highest cap still free ≥60%)~$1814 Aug 202623d left+$0.23/sh+$1,358
cycle +$3,794
[-$147…+$951] · 72% credit
79%
surv 74%
-$144,277 NOT
cap gain +$21,548
Up-and-out for even (raise the cap, free)~$1731 Jul 20269d left+$0.06/sh+$335
cycle +$2,771
[-$874…-$2] · 25% credit
75%
surv 68%
-$152,906 NOT
cap gain +$12,919
Max even-money escape in the band~$1914 Aug 202623d left+$0.01/sh+$52
cycle +$2,488
[-$1,853…-$446] · 13% credit
84%
surv 81%
-$137,979 NOT
cap gain +$27,846
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2114 Aug 202623d left-$0.24/sh-$1,395
cycle +$1,041
[-$3,814…-$2,016]
91%
surv 90%
-$124,215 NOT
cap gain +$41,610
budget: banked $2,436 debit $1,395 (57% used ≈ 0.3 wk of income) → whole cycle still +$1,041 cash · rolled 58 ct earn ≈ $1,569/mo while parked; 17 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$18,270/mo
vs 50% target ($9,051/mo)+102%
vs normal income ($18,102/mo)101% covered
Net income (after hedge)$18,363/mo
Downside budget
⚠ $16.50 is $20 below CC-SS $36.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$116,000
… as % of IC ($0)0.0%
… as % of ML ($75,959)152.7%
Recovery months (at normal income)6.4 mo
Surgical close (58 ct)$-128,325
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 $0.42 collected) or spot ≥ $16.93 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.34Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.93
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.93
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (≤1σ, normal week)$2,436$-160,199+$5,626+$2,320
+2.5%$16.91 (≤1σ, normal week)$44$-159,454+$6,371-$72
+5%$17.32 (≤1σ, normal week)$-2,349$-158,710+$7,115-$2,465
SS (= V-bounce)$39.13 (16.1σ)$-128,818$-145,073+$20,752-$41,180
V-BOUNCE STRESS (stock → CC-SS $36.92, where you are whole again, by expiry)
Starting unrealized P&L: $-165,825
+ Fortress recovery (un-capped): +$158,450
− CC assignment net of premium (58 × $16.50): -$116,000
− Conservative CC assignment net of premium (17 × $24): -$21,930
Total Position P&L @ SS: $-145,305 (+$20,520 vs today)
Do-nothing baseline at SS: $-104,125 (this trade vs do-nothing: $-41,180, the opportunity cost of earning $18,270/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,280, position total $-156,553 (+$9,272 vs today)
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 · 11d · E[net] $2,213/mo

🎯 Engine pick: sell 74 × $17.50 (primary), 74% survival, breach 26%, $9,082/mo.
Stay at the pick. Stepping safer (the $18 rung (33% normal) lifts survival to 79% (breach 26% → 21%) for $3,055/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
BMNR  spot $16.09 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield75 × $19.5031 Jul11d21.2%90%20%+1pp$975$2,659-$6,423$129,674
Sell 75 × $19.50 21.2% OTM over spot $16.09 31 Jul 2026 (11d, $0.14 mid)
= $975 credit for the 11d cycle → $2,659/mo projected
Survival (stays ≤ $19.50)
90%
Breach risk
10%
POP (stays ≤ $19.64)
91%
EV / mo
+$965
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
14% whole by 9mo vs 13% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,666/mo
median; plan ~$1,133/mo after 68% keep · $14,276 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo [3.3-7.0], measured ONLY among the 14% 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)
-$5,318
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$21 @ 76% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 75 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.19/sh now → $0.84 mid-life (likely $0.72–$1.14)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 371 simulated challenges: the $20 strike is typically first touched on day 7 of 11, 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 (75 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+$0.23/sh+$1,710
cycle +$2,685
[+$1,484…+$2,838] · 100% credit
68%
surv 53%
-$137,169 NOT
cap gain +$28,656
Max even-money escape in the band~$2014 Aug 202620d left+$0.11/sh+$846
cycle +$1,821
[+$213…+$1,851] · 82% credit
73%
surv 64%
-$131,074 NOT
cap gain +$34,751
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$207 Aug 202612d left+$0.05/sh+$382
cycle +$1,357
[-$60…+$1,254] · 71% credit
71%
surv 59%
-$135,341 NOT
cap gain +$30,484
Safety roll (pay small debit, max POP)~$2114 Aug 202620d left-$0.07/sh-$503
cycle +$472
[-$1,374…+$353] · 34% credit
76%
surv 69%
-$128,621 NOT
cap gain +$37,204
budget: banked $975 debit $503 (52% used ≈ 0.8 wk of income) → whole cycle still +$472 cash · rolled 75 ct earn ≈ $8,685/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$2,659/mo
vs 50% target ($9,051/mo)-71%
vs normal income ($18,102/mo)15% covered
Net income (after hedge)$2,659/mo
Downside budget
⚠ $19.50 is $17 below CC-SS $36.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$129,674
… as % of IC ($0)0.0%
… as % of ML ($75,959)170.7%
Recovery months (at normal income)7.2 mo
Surgical close (75 ct)$-165,900
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 $0.13 collected) or spot ≥ $19.64 (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 $16.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $19.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$19-19.64
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
≥ $19.64
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$19.50 (1.4σ)$975$-138,879+$26,946+$825
+2.5%$19.99 (1.6σ)$-2,681$-138,828+$26,997-$2,831
+5%$20.48 (1.9σ)$-6,338$-138,777+$27,048-$6,488
SS (= V-bounce)$39.13 (9.7σ)$-146,250$-136,818+$29,007-$32,925
V-BOUNCE STRESS (stock → CC-SS $36.92, where you are whole again, by expiry)
Starting unrealized P&L: $-165,825
+ Fortress recovery (un-capped): +$158,450
− CC assignment net of premium (75 × $19.50): -$129,674
Total Position P&L @ SS: $-137,050 (+$28,775 vs today)
Do-nothing baseline at SS: $-104,125 (this trade vs do-nothing: $-32,925, the opportunity cost of earning $2,659/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-147,307 (+$18,518 vs today)
33% normal65 × $1831 Jul11d11.9%79%44%+5pp$2,210$6,027-$3,055$120,769
Sell 65 × $18 11.9% OTM over spot $16.09 31 Jul 2026 (11d, $0.34 mid)
= $2,210 credit for the 11d cycle → $6,027/mo projected
Survival (stays ≤ $18)
79%
Breach risk
21%
POP (stays ≤ $18.34)
83%
EV / mo
+$1,839
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
20% whole by 9mo vs 16% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,874/mo
median; plan ~$1,955/mo after 68% keep · $24,970 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo [3.2-7.3], measured ONLY among the 20% 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)
32%
Flat exit net (mid-life)
-$2,824
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$20 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 65 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.09/sh now → $0.77 mid-life (likely $0.84–$1.20)≈ $0 at expiry  |  you banked $0.34/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 962 simulated challenges: the $18 strike is typically first touched on day 6 of 11, at $18 (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 (65 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+$0.26/sh+$1,684
cycle +$3,894
[+$1,134…+$1,933] · 100% credit
68%
surv 53%
-$147,348 NOT
cap gain +$18,477
Max even-money escape in the band~$1914 Aug 202620d left+$0.14/sh+$905
cycle +$3,115
[-$64…+$973] · 70% credit
73%
surv 64%
-$141,168 NOT
cap gain +$24,657
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$187 Aug 202612d left+$0.08/sh+$537
cycle +$2,747
[-$168…+$619] · 62% credit
71%
surv 59%
-$145,338 NOT
cap gain +$20,487
Safety roll (pay small debit, max POP)~$2014 Aug 202620d left-$0.27/sh-$1,768
cycle +$442
[-$3,321…-$1,955] · 4% credit
82%
surv 78%
-$132,433 NOT
cap gain +$33,392
budget: banked $2,210 debit $1,768 (80% used ≈ 1.3 wk of income) → whole cycle still +$442 cash · rolled 65 ct earn ≈ $4,900/mo while parked; 10 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,027/mo
vs 50% target ($9,051/mo)-33%
vs normal income ($18,102/mo)33% covered
Net income (after hedge)$6,082/mo
Downside budget
⚠ $18 is $19 below CC-SS $36.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$120,769
… as % of IC ($0)0.0%
… as % of ML ($75,959)159.0%
Recovery months (at normal income)6.7 mo
Surgical close (65 ct)$-143,748
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.34 collected) or spot ≥ $18.34 (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 $16.63 (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
$18-18.34
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
≥ $18.34
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (≤1σ, normal week)$2,210$-149,031+$16,794+$2,080
+2.5%$18.45 (≤1σ, normal week)$-715$-148,534+$17,291-$845
+5%$18.90 (1.2σ)$-3,640$-148,037+$17,788-$3,770
SS (= V-bounce)$39.13 (9.7σ)$-135,135$-140,813+$25,012-$36,920
V-BOUNCE STRESS (stock → CC-SS $36.92, where you are whole again, by expiry)
Starting unrealized P&L: $-165,825
+ Fortress recovery (un-capped): +$158,450
− CC assignment net of premium (65 × $18): -$120,769
− Conservative CC assignment net of premium (10 × $24): -$12,900
Total Position P&L @ SS: $-141,045 (+$24,780 vs today)
Do-nothing baseline at SS: $-104,125 (this trade vs do-nothing: $-36,920, the opportunity cost of earning $6,027/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,170, position total $-148,457 (+$17,368 vs today)
🎯 50% normal74 × $17.5031 Jul11d8.8%74%45%+4pp$3,330$9,082$140,377
Sell 74 × $17.50 8.8% OTM over spot $16.09 31 Jul 2026 (11d, $0.46 mid)
= $3,330 credit for the 11d cycle → $9,082/mo projected
Survival (stays ≤ $17.50)
74%
Breach risk
26%
POP (stays ≤ $17.96)
79%
EV / mo
+$2,379
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
18% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,745/mo
median; plan ~$2,547/mo after 68% keep · $31,544 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo [3.5-6.9], measured ONLY among the 18% 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)
-$2,242
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$21 @ 86% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 74 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.06/sh now → $0.75 mid-life (likely $0.85–$1.21)≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,356 simulated challenges: the $18 strike is typically first touched on day 5 of 11, 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 (74 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+$0.27/sh+$1,980
cycle +$5,310
[+$1,283…+$2,091] · 100% credit
68%
surv 53%
-$149,752 NOT
cap gain +$16,073
Max even-money escape in the band~$1814 Aug 202620d left+$0.15/sh+$1,080
cycle +$4,410
[-$141…+$961] · 68% credit
73%
surv 64%
-$143,694 NOT
cap gain +$22,131
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$187 Aug 202612d left+$0.09/sh+$677
cycle +$4,007
[-$197…+$614] · 59% credit
71%
surv 59%
-$147,899 NOT
cap gain +$17,926
Safety roll (pay small debit, max POP)~$2114 Aug 202620d left-$0.43/sh-$3,173
cycle +$157
[-$5,434…-$3,676]
86%
surv 85%
-$128,933 NOT
cap gain +$36,892
budget: banked $3,330 debit $3,173 (95% used ≈ 1.5 wk of income) → whole cycle still +$157 cash · rolled 74 ct earn ≈ $3,599/mo while parked; 1 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$9,082/mo
vs 50% target ($9,051/mo)+0%
vs normal income ($18,102/mo)50% covered
Net income (after hedge)$9,087/mo
Downside budget
⚠ $17.50 is $19 below CC-SS $36.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$140,377
… as % of IC ($0)0.0%
… as % of ML ($75,959)184.8%
Recovery months (at normal income)7.8 mo
Surgical close (74 ct)$-163,725
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.45 collected) or spot ≥ $17.96 (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 $16.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.96
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
≥ $17.96
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (≤1σ, normal week)$3,330$-151,732+$14,093+$3,182
+2.5%$17.94 (≤1σ, normal week)$92$-151,642+$14,183-$56
+5%$18.38 (≤1σ, normal week)$-3,145$-151,553+$14,272-$3,293
SS (= V-bounce)$39.13 (9.7σ)$-156,732$-148,811+$17,014-$44,918
V-BOUNCE STRESS (stock → CC-SS $36.92, where you are whole again, by expiry)
Starting unrealized P&L: $-165,825
+ Fortress recovery (un-capped): +$158,450
− CC assignment net of premium (74 × $17.50): -$140,377
− Conservative CC assignment net of premium (1 × $24): -$1,290
Total Position P&L @ SS: $-149,043 (+$16,782 vs today)
Do-nothing baseline at SS: $-104,125 (this trade vs do-nothing: $-44,918, the opportunity cost of earning $9,082/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,218, position total $-151,523 (+$14,302 vs today)
100% normal69 × $1631 Jul11d-0.5%52%99+%·$6,693$18,254+$9,172$137,654
Sell 69 × $16 0.5% ITM over spot $16.09 31 Jul 2026 (11d, $0.99 mid)
= $6,693 credit for the 11d cycle → $18,254/mo projected
Survival (stays ≤ $16)
52%
Breach risk
48%
POP (stays ≤ $17.00)
67%
EV / mo
+$2,232
🛡 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)
100%
Flat exit net (mid-life)
+$1,943
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$21 @ 93% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 69 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.97/sh now → $0.69 mid-life → ≈ $0 at expiry  |  you banked $0.97/sh, so a flat mid-life exit nets +$0.28/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (69 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$167 Aug 202612d left+$0.29/sh+$1,986
cycle +$8,679
68%
surv 53%
-$157,134 NOT
cap gain +$8,691
Up-and-out for even (raise the cap, free)~$167 Aug 202612d left+$0.08/sh+$548
cycle +$7,241
72%
surv 61%
-$155,416 NOT
cap gain +$10,409
Max even-money escape in the band~$1714 Aug 202620d left+$0.13/sh+$900
cycle +$7,593
74%
surv 66%
-$151,261 NOT
cap gain +$14,564
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2114 Aug 202620d left-$0.55/sh-$3,774
cycle +$2,919
93%
surv 92%
-$125,516 NOT
cap gain +$40,309
budget: banked $6,693 debit $3,774 (56% used ≈ 0.9 wk of income) → whole cycle still +$2,919 cash · rolled 69 ct earn ≈ $1,464/mo while parked; 6 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$18,254/mo
vs 50% target ($9,051/mo)+102%
vs normal income ($18,102/mo)101% covered
Net income (after hedge)$18,286/mo
Downside budget
⚠ $16 is $21 below CC-SS $36.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$137,654
… as % of IC ($0)0.0%
… as % of ML ($75,959)181.2%
Recovery months (at normal income)7.6 mo
Surgical close (69 ct)$-152,732
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.97 collected) or spot ≥ $17.00 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-17.00
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
≥ $17.00
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$6,693$-159,120+$6,705+$6,555
+2.5%$16.40 (≤1σ, normal week)$3,933$-159,484+$6,341+$3,795
+5%$16.80 (≤1σ, normal week)$1,173$-159,202+$6,623+$1,035
SS (= V-bounce)$39.13 (9.7σ)$-152,904$-152,538+$13,287-$48,645
V-BOUNCE STRESS (stock → CC-SS $36.92, where you are whole again, by expiry)
Starting unrealized P&L: $-165,825
+ Fortress recovery (un-capped): +$158,450
− CC assignment net of premium (69 × $16): -$137,654
− Conservative CC assignment net of premium (6 × $24): -$7,740
Total Position P&L @ SS: $-152,770 (+$13,055 vs today)
Do-nothing baseline at SS: $-104,125 (this trade vs do-nothing: $-48,645, the opportunity cost of earning $18,254/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,695, position total $-157,990 (+$7,835 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on BMNR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (14 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 14 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.014 (IBKR)  |  Recovery@SS: +$158,450 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-104,125

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$17.504d24 Jul 2026$0.1771/75$9,053$9,07482%85%+$3,235-$136,6740.0%$-149,210 (vs do-nothing $-45,085)
$17.5011d31 Jul 2026$0.4574/75$9,082$9,08774%79%+$2,379-$140,3770.0%$-149,043 (vs do-nothing $-44,918)
$174d24 Jul 2026$0.2745/75$9,113$9,27673%79%+$2,453-$88,4250.0%$-134,500 (vs do-nothing $-30,375)
$1711d31 Jul 2026$0.5858/75$9,175$9,26767%75%+$1,869-$112,1720.0%$-141,477 (vs do-nothing $-37,352)
$1718d7 Aug 2026$0.8168/75$9,180$9,21865%74%+$1,756-$129,9470.0%$-146,353 (vs do-nothing $-42,228)
$1725d14 Aug 2026$1.0175/75$9,090$9,09064%74%+$1,745-$141,8240.0%$-149,200 (vs do-nothing $-45,075)
$16.504d24 Jul 2026$0.4229/75$9,135$9,38662%72%+$1,712-$58,0000.0%$-124,715 (vs do-nothing $-20,590)
$16.5011d31 Jul 2026$0.7644/75$9,120$9,28960%71%+$1,527-$86,5040.0%$-133,869 (vs do-nothing $-29,744)
$16.5018d7 Aug 2026$1.0055/75$9,167$9,27659%71%+$1,500-$106,8100.0%$-139,985 (vs do-nothing $-35,860)
$16.5025d14 Aug 2026$1.1964/75$9,139$9,19959%71%+$1,428-$123,0720.0%$-144,637 (vs do-nothing $-40,512)
$1625d14 Aug 2026$1.4154/75$9,137$9,25153%69%+$1,191-$105,3540.0%$-139,819 (vs do-nothing $-35,694)
$1618d7 Aug 2026$1.2145/75$9,075$9,23953%68%+$1,151-$88,6950.0%$-134,770 (vs do-nothing $-30,645)
$1611d31 Jul 2026$0.9735/75$9,259$9,47752%67%+$1,132-$69,8250.0%$-128,800 (vs do-nothing $-24,675)
Show 1 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$164d24 Jul 2026$0.6419/75$9,120$9,42550%66%+$1,186-$38,5320.0%$-118,147 (vs do-nothing $-14,022)

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 75 contracts at the conservative CC.

fortress_fight.py v6.2  |  2026-07-20 22:52