FORTRESS FIGHT: BMNR-LC23-1782 @ $15.97

BE SS: $30.29  |  CC-SS: $21.78  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-20 21:37

BMNR-LC23-1782BBCHALF MAX @ $15.97   UNDERWATER $14.31 (47.3% below BE SS)

PARTIAL: 100 of 150 contracts already capped (100x $16C). FIGHTing the 50 uncapped; all figures (income, hedge, cap give-up) are for that slice.

50 of 150 contracts (5,000 sh uncapped)  |  BE SS: $30.29  |  CC-SS: $21.78  |  IV: HIGH  |  Accounts: Joint:1782

LC: $23 exp 2028-01-21 (entry $6.155/sh)
SP: $65 exp 2028-01-21 (entry $48.015/sh)
HP: $25 exp 2028-01-21 (entry $12.331/sh)

Economics

Max Loss$52,353(ND $-29.53 + SW $40) x 5000
Normal income ref$12,000/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $6,914/mo (info only, already in marks)
Unrealized P&L$-22,475fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,000/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$12,000/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
4.4 mo to earn back $52,353
Deep drawdown confirmed: a CC at CC-SS $21.78 (probe: $22C 11d) brings only $273/mo (<20% of normal), 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
$0
Hole (after banked)
$22,475
was $22,475 · 0% earned back
Cycles closed
0
Credit in flight
$1,724
Open legAcctCredit/shIn flightOpened
100x $16.5C 24 Jul 2026U6241782$0.17$1,7242026-07-18
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 28 (live) · RSI 40 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 51 · %B 82 · hist falling (nightly)
LEVELS20W MA (bounce target) $18.52 (+16%) · daily UBB $16.60 · 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: 50 contracts at $17.50 / 4d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($6,000/mo); it brings $6,000/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 42 × $16.50/4d for $12,285/mo, but breach risk rises to 35% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 48 × $18/4d (90% survival, $3,960/mo).
Downside anchor: the primary mortgages $20,599 (0% of IC) ONLY on a full V-bounce all the way to SS $30, recoverable in 1.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 50 contracts realizes $-22,575 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 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 (4d) · sell 50 × $17.50, 82% survival, $6,000/mo (E[net] $1,941/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 · 4d50 × $17.5082%$6,000$1,941
NEXT FRIDAY31 Jul 2026 · 11d41 × $1768%$6,038$1,379

📅 THIS FRIDAY · 24 Jul 2026 · 4d · E[net] $1,941/mo 🏆 GRAND PICK

🎯 Engine pick: sell 50 × $17.50 (primary), 82% survival, breach 18%, $6,000/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $18 rung (🛡 safe yield) lifts survival to 90% (breach 18% → 10%) for $1,875/mo less (31% income) buys safety you do not really need here.
BMNR  spot $15.97 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal48 × $1824 Jul4d12.7%90%20%+9pp$528$3,960-$2,040$17,615
Sell 48 × $18 12.7% OTM over spot $15.97 24 Jul 2026 (4d, $0.11 mid)
= $528 credit for the 4d cycle → $3,960/mo projected
Survival (stays ≤ $18)
90%
Breach risk
10%
POP (stays ≤ $18.11)
92%
EV / mo
+$2,452
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
68% whole by 9mo vs 59% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,581/mo
median; plan ~$1,755/mo after 68% keep · $9,074 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.7-3.4], measured ONLY among the 68% 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)
13%
Flat exit net (mid-life)
-$2,008
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$21 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 48 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: $0.75/sh now → $0.53 mid-life (likely $0.49–$0.86)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 387 simulated challenges: the $18 strike is typically first touched on day 3 of 4, at $18 (overshoots $0.44). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (48 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+$0.32/sh+$1,529
cycle +$2,057
[+$1,136…+$1,937] · 96% credit
66%
surv 53%
-$11,302 NOT
cap gain +$11,173
Up-and-out for even (raise the cap, free)~$1931 Jul 20269d left+$0.13/sh+$609
cycle +$1,137
[+$26…+$920] · 76% credit
71%
surv 61%
-$9,859 NOT
cap gain +$12,616
Reliable up-and-out (highest cap still free ≥60%)~$2014 Aug 202623d left+$0.12/sh+$564
cycle +$1,092
[-$368…+$891] · 64% credit
77%
surv 73%
-$3,154 NOT
cap gain +$19,321
Max even-money escape in the band~$2114 Aug 202623d left+$0.03/sh+$122
cycle +$650
[-$858…+$411] · 48% credit
80%
surv 76%
-$1,346 NOT
cap gain +$21,129
SS $30 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$3,960/mo
vs 50% target ($6,000/mo)-34%
vs normal income ($12,000/mo)33% covered
Net income (after hedge)$3,967/mo
Downside budget
⚠ $18 is $4 below CC-SS $21.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,615
… as % of IC ($0)0.0%
… as % of ML ($52,353)33.6%
Recovery months (at normal income)1.5 mo
Surgical close (48 ct)$-21,600
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 ≥ $18.11 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.11
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $18.11
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.3σ)$528$-12,831+$9,645+$432
+2.5%$18.45 (1.6σ)$-1,632$-12,966+$9,510-$1,728
+5%$18.90 (1.9σ)$-3,792$-13,101+$9,375-$3,888
SS (= V-bounce)$30.29 (9.4σ)$-58,464$-17,776+$4,700-$28,368
V-BOUNCE STRESS (stock → CC-SS $21.78, where you are whole again, by expiry)
Starting unrealized P&L: $-22,475
+ Fortress recovery (un-capped): +$26,122
− CC assignment net of premium (48 × $18): -$17,615
+ Conservative CC premium (2 × $24): +$4
Total Position P&L @ SS: $-13,964 (+$8,511 vs today)
Do-nothing baseline at SS: $3,747 (this trade vs do-nothing: $-17,711, the opportunity cost of earning $3,960/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,968, position total $-12,987 (+$9,489 vs today)
🛡 safe yield50 × $1824 Jul4d12.7%90%20%+9pp$550$4,125-$1,875$18,349
Sell 50 × $18 12.7% OTM over spot $15.97 24 Jul 2026 (4d, $0.11 mid)
= $550 credit for the 4d cycle → $4,125/mo projected
Survival (stays ≤ $18)
90%
Breach risk
10%
POP (stays ≤ $18.11)
92%
EV / mo
+$2,554
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
73% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,743/mo
median; plan ~$1,865/mo after 68% keep · $7,830 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-3.1], measured ONLY among the 73% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$2,092
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$21 @ 80% POP
76% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.75/sh now → $0.53 mid-life (likely $0.47–$0.90)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 363 simulated challenges: the $18 strike is typically first touched on day 3 of 4, at $18 (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 (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 20269d left+$0.32/sh+$1,593
cycle +$2,143
[+$1,133…+$2,041] · 96% credit
66%
surv 53%
-$11,220 NOT
cap gain +$11,255
Reliable up-and-out (highest cap still free ≥60%)~$197 Aug 202616d left+$0.22/sh+$1,107
cycle +$1,657
[+$322…+$1,511] · 82% credit
73%
surv 65%
-$7,093 NOT
cap gain +$15,382
Up-and-out for even (raise the cap, free)~$1931 Jul 20269d left+$0.13/sh+$634
cycle +$1,184
[-$24…+$989] · 74% credit
71%
surv 61%
-$9,816 NOT
cap gain +$12,659
Max even-money escape in the band~$2114 Aug 202623d left+$0.03/sh+$127
cycle +$677
[-$1,008…+$472] · 39% credit
80%
surv 76%
-$1,323 NOT
cap gain +$21,152
SS $30 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$4,125/mo
vs 50% target ($6,000/mo)-31%
vs normal income ($12,000/mo)34% covered
Net income (after hedge)$4,125/mo
Downside budget
⚠ $18 is $4 below CC-SS $21.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,349
… as % of IC ($0)0.0%
… as % of ML ($52,353)35.0%
Recovery months (at normal income)1.5 mo
Surgical close (50 ct)$-22,500
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 ≥ $18.11 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.11
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $18.11
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.3σ)$550$-12,813+$9,663+$450
+2.5%$18.45 (1.6σ)$-1,700$-13,038+$9,438-$1,800
+5%$18.90 (1.9σ)$-3,950$-13,263+$9,213-$4,050
SS (= V-bounce)$30.29 (9.4σ)$-60,900$-18,958+$3,518-$29,550
V-BOUNCE STRESS (stock → CC-SS $21.78, where you are whole again, by expiry)
Starting unrealized P&L: $-22,475
+ Fortress recovery (un-capped): +$26,122
− CC assignment net of premium (50 × $18): -$18,349
Total Position P&L @ SS: $-14,702 (+$7,773 vs today)
Do-nothing baseline at SS: $3,747 (this trade vs do-nothing: $-18,449, the opportunity cost of earning $4,125/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,050, position total $-13,073 (+$9,403 vs today)
🎯 50% normal50 × $17.5024 Jul4d9.5%82%21%+12pp$800$6,000$20,599
Sell 50 × $17.50 9.5% OTM over spot $15.97 24 Jul 2026 (4d, $0.18 mid)
= $800 credit for the 4d cycle → $6,000/mo projected
Survival (stays ≤ $17.50)
82%
Breach risk
18%
POP (stays ≤ $17.68)
85%
EV / mo
+$1,643
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
72% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~2.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,142/mo
median; plan ~$2,137/mo after 68% keep · $9,477 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-3.3], 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)
21%
Flat exit net (mid-life)
-$1,769
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$20 @ 80% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.73/sh now → $0.51 mid-life (likely $0.52–$0.87)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 632 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 (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 20269d left+$0.32/sh+$1,608
cycle +$2,408
[+$1,087…+$1,938] · 95% credit
66%
surv 53%
-$13,204 NOT
cap gain +$9,271
Reliable up-and-out (highest cap still free ≥60%)~$197 Aug 202616d left+$0.22/sh+$1,111
cycle +$1,911
[+$281…+$1,338] · 81% credit
73%
surv 66%
-$9,089 NOT
cap gain +$13,386
Up-and-out for even (raise the cap, free)~$1831 Jul 20269d left+$0.13/sh+$652
cycle +$1,452
[-$28…+$863] · 73% credit
71%
surv 61%
-$11,798 NOT
cap gain +$10,677
Max even-money escape in the band~$2014 Aug 202623d left+$0.03/sh+$135
cycle +$935
[-$1,004…+$271] · 36% credit
80%
surv 77%
-$3,315 NOT
cap gain +$19,160
SS $30 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$6,000/mo
vs 50% target ($6,000/mo)+0%
vs normal income ($12,000/mo)50% covered
Net income (after hedge)$6,000/mo
Downside budget
⚠ $17.50 is $4 below CC-SS $21.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,599
… as % of IC ($0)0.0%
… as % of ML ($52,353)39.3%
Recovery months (at normal income)1.7 mo
Surgical close (50 ct)$-22,575
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 $0.16 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 $16.60 (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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (1.0σ)$800$-14,813+$7,663+$700
+2.5%$17.94 (1.3σ)$-1,388$-15,031+$7,444-$1,488
+5%$18.38 (1.6σ)$-3,575$-15,250+$7,225-$3,675
SS (= V-bounce)$30.29 (9.4σ)$-63,150$-21,208+$1,268-$31,800
V-BOUNCE STRESS (stock → CC-SS $21.78, where you are whole again, by expiry)
Starting unrealized P&L: $-22,475
+ Fortress recovery (un-capped): +$26,122
− CC assignment net of premium (50 × $17.50): -$20,599
Total Position P&L @ SS: $-16,952 (+$5,523 vs today)
Do-nothing baseline at SS: $3,747 (this trade vs do-nothing: $-20,699, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,300, position total $-15,323 (+$7,153 vs today)
100% normal42 × $16.5024 Jul4d3.3%65%72%+16pp$1,638$12,285+$6,285$20,537
Sell 42 × $16.50 3.3% OTM over spot $15.97 24 Jul 2026 (4d, $0.42 mid)
= $1,638 credit for the 4d cycle → $12,285/mo projected
Survival (stays ≤ $16.50)
65%
Breach risk
35%
POP (stays ≤ $16.91)
74%
EV / mo
+$2,802
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+16pp
79% whole by 9mo vs 62% doing nothing
FIRE DRILLS
~5.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,494/mo
median; plan ~$3,056/mo after 68% keep · $12,734 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.8-3.3], measured ONLY among the 79% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
53%
Flat exit net (mid-life)
-$396
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$21 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 42 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.68/sh now → $0.48 mid-life (likely $0.62–$1.00)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,585 simulated challenges: the $16 strike is typically first touched on day 2 of 4, at $17 (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 (42 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 20269d left+$0.33/sh+$1,369
cycle +$3,007
[+$683…+$1,232] · 94% credit
66%
surv 53%
-$17,089 NOT
cap gain +$5,386
Reliable up-and-out (highest cap still free ≥60%)~$187 Aug 202616d left+$0.22/sh+$929
cycle +$2,567
[-$162…+$648] · 69% credit
73%
surv 66%
-$12,917 NOT
cap gain +$9,558
Up-and-out for even (raise the cap, free)~$1731 Jul 20269d left+$0.14/sh+$568
cycle +$2,206
[-$331…+$338] · 57% credit
71%
surv 62%
-$15,528 NOT
cap gain +$6,947
Max even-money escape in the band~$1914 Aug 202623d left+$0.03/sh+$117
cycle +$1,755
[-$1,335…-$276] · 14% credit
81%
surv 77%
-$6,979 NOT
cap gain +$15,496
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$217 Aug 202616d left-$0.31/sh-$1,309
cycle +$329
[-$3,111…-$1,773]
90%
surv 90%
-$1,655 NOT
cap gain +$20,820
budget: banked $1,638 debit $1,309 (80% used ≈ 0.5 wk of income) → whole cycle still +$329 cash · rolled 42 ct earn ≈ $1,361/mo while parked; 8 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$12,285/mo
vs 50% target ($6,000/mo)+105%
vs normal income ($12,000/mo)102% covered
Net income (after hedge)$12,312/mo
Downside budget
⚠ $16.50 is $5 below CC-SS $21.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,537
… as % of IC ($0)0.0%
… as % of ML ($52,353)39.2%
Recovery months (at normal income)1.7 mo
Surgical close (42 ct)$-18,984
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $16.91 (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 $16.60 (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
$16-16.91
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
≥ $16.91
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$16.50 (≤1σ, normal week)$1,638$-18,459+$4,016+$1,554
+2.5%$16.91 (≤1σ, normal week)$-94$-18,335+$4,140-$178
+5%$17.32 (≤1σ, normal week)$-1,827$-18,211+$4,264-$1,911
SS (= V-bounce)$30.29 (9.4σ)$-56,280$-19,354+$3,122-$29,946
V-BOUNCE STRESS (stock → CC-SS $21.78, where you are whole again, by expiry)
Starting unrealized P&L: $-22,475
+ Fortress recovery (un-capped): +$26,122
− CC assignment net of premium (42 × $16.50): -$20,537
+ Conservative CC premium (8 × $24): +$16
Total Position P&L @ SS: $-16,875 (+$5,600 vs today)
Do-nothing baseline at SS: $3,747 (this trade vs do-nothing: $-20,621, the opportunity cost of earning $12,285/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,846, position total $-17,853 (+$4,623 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] $1,379/mo

🎯 Engine pick: sell 41 × $17 (primary), 68% survival, breach 32%, $6,038/mo.
Stay at the pick. Stepping safer (the $18 rung (33% normal) lifts survival to 80% (breach 32% → 20%) for $2,065/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
BMNR  spot $15.97 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $2031 Jul11d25.2%93%14%+5pp$600$1,636-$4,402$8,299
Sell 50 × $20 25.2% OTM over spot $15.97 31 Jul 2026 (11d, $0.14 mid)
= $600 credit for the 11d cycle → $1,636/mo projected
Survival (stays ≤ $20)
93%
Breach risk
7%
POP (stays ≤ $20.14)
94%
EV / mo
+$1,013
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
59% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,115/mo
median; plan ~$758/mo after 68% keep · $5,985 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [0.9-4.4], measured ONLY among the 59% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
9%
Flat exit net (mid-life)
-$3,881
Free roll-up
none
Safest escape (by 14 Aug 2026)
$21 @ 67% POP
59% 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 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.27/sh now → $0.90 mid-life (likely $0.72–$1.27)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 267 simulated challenges: the $20 strike is typically first touched on day 8 of 11, at $21 (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 (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$2014 Aug 202620d left+$0.15/sh+$731
cycle +$1,331
[+$148…+$1,764] · 80% credit
64%
surv 54%
-$2,919 NOT
cap gain +$19,556
SS $30 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-$0.07/sh-$329
cycle +$271
[-$1,121…+$567] · 40% credit
67%
surv 59%
-$1,729 NOT
cap gain +$20,746
budget: banked $600 debit $329 (55% used ≈ 0.9 wk of income) → whole cycle still +$271 cash · rolled 50 ct earn ≈ $6,228/mo while parked; 0 ct free to re-sell
Roll out (same strike, buy time)~$207 Aug 202612d left-$0.10/sh-$491
cycle +$109
[-$1,133…+$400] · 35% credit
63%
surv 53%
-$4,253 NOT
cap gain +$18,222
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$1,636/mo
vs 50% target ($6,000/mo)-73%
vs normal income ($12,000/mo)14% covered
Net income (after hedge)$1,636/mo
Downside budget
⚠ $20 is $2 below CC-SS $21.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,299
… as % of IC ($0)0.0%
… as % of ML ($52,353)15.9%
Recovery months (at normal income)0.7 mo
Surgical close (50 ct)$-22,550
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 $0.12 collected) or spot ≥ $20.14 (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 $16.60 (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
$20-20.14
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
≥ $20.14
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 (1.6σ)$600$-3,763+$18,713+$500
+2.5%$20.50 (1.8σ)$-1,900$-4,013+$18,463-$2,000
+5%$21.00 (2.0σ)$-4,400$-4,263+$18,213-$4,500
SS (= V-bounce)$30.29 (5.7σ)$-50,850$-8,908+$13,568-$19,500
V-BOUNCE STRESS (stock → CC-SS $21.78, where you are whole again, by expiry)
Starting unrealized P&L: $-22,475
+ Fortress recovery (un-capped): +$26,122
− CC assignment net of premium (50 × $20): -$8,299
Total Position P&L @ SS: $-4,652 (+$17,823 vs today)
Do-nothing baseline at SS: $3,747 (this trade vs do-nothing: $-8,399, the opportunity cost of earning $1,636/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 $-11,023 (+$11,453 vs today)
33% normal47 × $1831 Jul11d12.7%80%42%+7pp$1,457$3,974-$2,065$16,308
Sell 47 × $18 12.7% OTM over spot $15.97 31 Jul 2026 (11d, $0.35 mid)
= $1,457 credit for the 11d cycle → $3,974/mo projected
Survival (stays ≤ $18)
80%
Breach risk
20%
POP (stays ≤ $18.35)
83%
EV / mo
+$1,019
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
64% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,109/mo
median; plan ~$1,434/mo after 68% keep · $8,497 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.4], 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)
33%
Flat exit net (mid-life)
-$2,334
Free roll-up
none
Safest escape (by 14 Aug 2026)
$20 @ 78% POP
74% 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 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.14/sh now → $0.81 mid-life (likely $0.83–$1.24)≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 979 simulated challenges: the $18 strike is typically first touched on day 6 of 11, at $19 (overshoots $0.50). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (47 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$1814 Aug 202620d left+$0.19/sh+$890
cycle +$2,347
[+$31…+$1,071] · 76% credit
65%
surv 54%
-$10,897 NOT
cap gain +$11,578
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$187 Aug 202612d left-$0.04/sh-$206
cycle +$1,251
[-$1,059…-$101] · 23% credit
64%
surv 53%
-$12,105 NOT
cap gain +$10,370
Safety roll (pay small debit, max POP)~$2014 Aug 202620d left-$0.25/sh-$1,176
cycle +$281
[-$2,338…-$1,185] · 5% credit
78%
surv 74%
-$3,963 NOT
cap gain +$18,512
budget: banked $1,457 debit $1,176 (81% used ≈ 1.3 wk of income) → whole cycle still +$281 cash · rolled 47 ct earn ≈ $3,922/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$3,974/mo
vs 50% target ($6,000/mo)-34%
vs normal income ($12,000/mo)33% covered
Net income (after hedge)$3,984/mo
Downside budget
⚠ $18 is $4 below CC-SS $21.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,308
… as % of IC ($0)0.0%
… as % of ML ($52,353)31.2%
Recovery months (at normal income)1.4 mo
Surgical close (47 ct)$-21,315
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.31 collected) or spot ≥ $18.35 (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 $16.60 (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
$18-18.35
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
≥ $18.35
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)$1,457$-11,900+$10,576+$1,363
+2.5%$18.45 (≤1σ, normal week)$-658$-11,990+$10,486-$752
+5%$18.90 (1.2σ)$-2,773$-12,080+$10,396-$2,867
SS (= V-bounce)$30.29 (5.7σ)$-56,306$-16,245+$6,230-$26,837
V-BOUNCE STRESS (stock → CC-SS $21.78, where you are whole again, by expiry)
Starting unrealized P&L: $-22,475
+ Fortress recovery (un-capped): +$26,122
− CC assignment net of premium (47 × $18): -$16,308
+ Conservative CC premium (3 × $24): +$6
Total Position P&L @ SS: $-12,655 (+$9,820 vs today)
Do-nothing baseline at SS: $3,747 (this trade vs do-nothing: $-16,402, the opportunity cost of earning $3,974/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$987, position total $-12,004 (+$10,472 vs today)
🎯 50% normal41 × $1731 Jul11d6.4%68%55%+8pp$2,214$6,038$17,383
Sell 41 × $17 6.4% OTM over spot $15.97 31 Jul 2026 (11d, $0.57 mid)
= $2,214 credit for the 11d cycle → $6,038/mo projected
Survival (stays ≤ $17)
68%
Breach risk
32%
POP (stays ≤ $17.57)
75%
EV / mo
+$900
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
65% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~2.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,485/mo
median; plan ~$1,690/mo after 68% keep · $8,406 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.6-2.7], measured ONLY among the 65% 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)
-$909
Free roll-up
none
Safest escape (by 14 Aug 2026)
$20 @ 83% POP
82% 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 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.08/sh now → $0.76 mid-life (likely $0.92–$1.27)≈ $0 at expiry  |  you banked $0.54/sh, so a flat mid-life exit nets -$0.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,641 simulated challenges: the $17 strike is typically first touched on day 4 of 11, 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
Reliable up-and-out (highest cap still free ≥60%)~$1714 Aug 202620d left+$0.21/sh+$845
cycle +$3,059
[-$61…+$630] · 71% credit
65%
surv 54%
-$14,673 NOT
cap gain +$7,802
Max even-money escape in the band~$1814 Aug 202620d left+$0.00/sh+$3
cycle +$2,217
[-$1,062…-$286] · 16% credit
68%
surv 60%
-$13,265 NOT
cap gain +$9,210
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$177 Aug 202612d left-$0.02/sh-$83
cycle +$2,131
[-$976…-$318] · 14% credit
64%
surv 53%
-$15,714 NOT
cap gain +$6,761
Safety roll (pay small debit, max POP)~$2014 Aug 202620d left-$0.50/sh-$2,040
cycle +$174
[-$3,583…-$2,529]
83%
surv 82%
-$4,058 NOT
cap gain +$18,417
budget: banked $2,214 debit $2,040 (92% used ≈ 1.5 wk of income) → whole cycle still +$174 cash · rolled 41 ct earn ≈ $1,625/mo while parked; 9 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,038/mo
vs 50% target ($6,000/mo)+1%
vs normal income ($12,000/mo)50% covered
Net income (after hedge)$6,068/mo
Downside budget
⚠ $17 is $5 below CC-SS $21.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,383
… as % of IC ($0)0.0%
… as % of ML ($52,353)33.2%
Recovery months (at normal income)1.4 mo
Surgical close (41 ct)$-18,573
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.54 collected) or spot ≥ $17.57 (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 $16.60 (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
$17-17.57
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
≥ $17.57
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$2,214$-15,631+$6,844+$2,132
+2.5%$17.42 (≤1σ, normal week)$472$-15,461+$7,014+$390
+5%$17.85 (≤1σ, normal week)$-1,271$-15,291+$7,185-$1,353
SS (= V-bounce)$30.29 (5.7σ)$-52,275$-15,976+$6,500-$26,568
V-BOUNCE STRESS (stock → CC-SS $21.78, where you are whole again, by expiry)
Starting unrealized P&L: $-22,475
+ Fortress recovery (un-capped): +$26,122
− CC assignment net of premium (41 × $17): -$17,383
+ Conservative CC premium (9 × $24): +$18
Total Position P&L @ SS: $-13,719 (+$8,756 vs today)
Do-nothing baseline at SS: $3,747 (this trade vs do-nothing: $-17,465, the opportunity cost of earning $6,038/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,018, position total $-15,023 (+$7,453 vs today)
100% normal50 × $1631 Jul11d0.2%54%99%+15pp$4,400$12,000+$5,962$24,499
Sell 50 × $16 0.2% OTM over spot $15.97 31 Jul 2026 (11d, $0.94 mid)
= $4,400 credit for the 11d cycle → $12,000/mo projected
Survival (stays ≤ $16)
54%
Breach risk
46%
POP (stays ≤ $16.94)
67%
EV / mo
+$550
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
74% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~6.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,258/mo
median; plan ~$2,895/mo after 68% keep · $9,172 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.6-2.8], measured ONLY among the 74% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
81%
Flat exit net (mid-life)
+$815
Free roll-up
none
Safest escape (by 7 Aug 2026)
$20 @ 93% POP
93% 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 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.01/sh now → $0.72 mid-life (likely $1.02–$1.39)≈ $0 at expiry  |  you banked $0.88/sh, so a flat mid-life exit nets +$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,418 simulated challenges: the $16 strike is typically first touched on day 2 of 11, at $17 (overshoots $0.55). 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
Max even-money escape in the band~$1714 Aug 202620d left+$0.02/sh+$85
cycle +$4,485
[-$1,649…-$764] · 5% credit
68%
surv 60%
-$15,515 NOT
cap gain +$6,960
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$167 Aug 202612d left+$0.00/sh+$4
cycle +$4,404
[-$1,450…-$718] · 5% credit
64%
surv 53%
-$17,959 NOT
cap gain +$4,516
Safety roll (pay small debit, max POP)~$207 Aug 202612d left-$0.61/sh-$3,058
cycle +$1,342
[-$5,651…-$4,151]
93%
surv 93%
-$2,908 NOT
cap gain +$19,567
budget: banked $4,400 debit $3,058 (70% used ≈ 1.1 wk of income) → whole cycle still +$1,342 cash · rolled 50 ct earn ≈ $1,316/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$12,000/mo
vs 50% target ($6,000/mo)+100%
vs normal income ($12,000/mo)100% covered
Net income (after hedge)$12,000/mo
Downside budget
⚠ $16 is $6 below CC-SS $21.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,499
… as % of IC ($0)0.0%
… as % of ML ($52,353)46.8%
Recovery months (at normal income)2.0 mo
Surgical close (50 ct)$-22,775
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.22/sh (~25% of the $0.88 collected) or spot ≥ $16.94 (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 $16.60 (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
$16-16.94
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
≥ $16.94
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$16.00 (≤1σ, normal week)$4,400$-17,963+$4,512+$4,300
+2.5%$16.40 (≤1σ, normal week)$2,400$-18,163+$4,313+$2,300
+5%$16.80 (≤1σ, normal week)$400$-18,363+$4,112+$300
SS (= V-bounce)$30.29 (5.7σ)$-67,050$-25,108-$2,632-$35,700
V-BOUNCE STRESS (stock → CC-SS $21.78, where you are whole again, by expiry)
Starting unrealized P&L: $-22,475
+ Fortress recovery (un-capped): +$26,122
− CC assignment net of premium (50 × $16): -$24,499
Total Position P&L @ SS: $-20,852 (+$1,623 vs today)
Do-nothing baseline at SS: $3,747 (this trade vs do-nothing: $-24,599, the opportunity cost of earning $12,000/mo FIGHT income now)
BB-reversion stress (→ $18.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,200, position total $-19,223 (+$3,253 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 (10 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 10 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: +$26,122 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $3,747

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$17.504d24 Jul 2026$0.1650/50$6,000$6,00082%85%+$1,643-$20,5990.0%$-16,952 (vs do-nothing $-20,699)
$174d24 Jul 2026$0.2730/50$6,075$6,14276%81%+$2,298-$13,5300.0%$-9,843 (vs do-nothing $-13,590)
$1711d31 Jul 2026$0.5441/50$6,038$6,06868%75%+$900-$17,3830.0%$-13,719 (vs do-nothing $-17,465)
$1718d7 Aug 2026$0.7548/50$6,000$6,00766%75%+$525-$19,3430.0%$-15,692 (vs do-nothing $-19,439)
$16.504d24 Jul 2026$0.3921/50$6,142$6,23965%74%+$1,401-$10,2690.0%$-6,564 (vs do-nothing $-10,311)
$16.5011d31 Jul 2026$0.6932/50$6,022$6,08261%71%+$540-$14,6880.0%$-11,005 (vs do-nothing $-14,752)
$1625d14 Aug 2026$1.0648/50$6,106$6,11255%67%$-1,215-$22,6550.0%$-19,004 (vs do-nothing $-22,751)
$1618d7 Aug 2026$0.8642/50$6,020$6,04754%67%$-1,520-$20,6630.0%$-17,001 (vs do-nothing $-20,747)
$1611d31 Jul 2026$0.8825/50$6,000$6,08354%67%+$275-$12,2500.0%$-8,553 (vs do-nothing $-12,300)
$164d24 Jul 2026$0.5914/50$6,195$6,31553%68%+$927-$7,2660.0%$-3,547 (vs do-nothing $-7,294)

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  |  2026-07-20 21:37