FORTRESS FIGHT: BMNR @ $14.46

BE SS: $17.13  |  CC-SS: $19.90  |  50 contracts (5,000 sh)  |  2026-07-08 21:34 |  ⌂ PORTFOLIO

BMNR @ $14.46   UNDERWATER $2.67 (15.6% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.90  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $10 exp 2028-01-21 (entry $13.315/sh)
SP: $18 exp 2028-01-21 (entry $7.355/sh)
HP: $10 exp 2026-08-21 (entry $0.258/sh)

Economics

Max Loss$71,250(ND $6.25 + SW $8) x 5000
Normal income ref$9,188/mo95% ann ROI on ML
Hedge rolling cost$989/mo
Unrealized P&L$-29,925fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,594/mo
HEDGE COVER
$989/mo
NORMAL INCOME
$9,188/mo (ATM CC, chain)
IC VELOCITY
3.4 mo to earn back $31,250
ML VELOCITY
7.8 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.90 (probe: $20C 16d) brings only $469/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; CC-SS ratchets down as premium accrues.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 11 (live) · RSI 36 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 40 · %B 38 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.80 (+30%) · daily UBB $17.23 · 1-wk expected move ±$2 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-11: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 31 contracts at $16 / 2d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($4,594/mo); it brings $4,650/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 37 × $15.50/2d for $9,435/mo, but breach risk rises to 20% (+8pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 33 × $17.50/2d (97% survival, $990/mo).
Downside anchor: the primary mortgages $11,767 (38% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 31 contracts realizes $-18,647 and cuts bleed by $613/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 · 10 Jul 2026 (2d) · sell 31 × $16, 88% survival, $4,650/mo (E[net] $2,518/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 🏆10 Jul 2026 · 2d31 × $1688%$4,650$2,518
NEXT FRIDAY17 Jul 2026 · 9d40 × $1678%$4,667$1,261

📅 THIS FRIDAY · 10 Jul 2026 · 2d · E[net] $2,518/mo 🏆 GRAND PICK

🎯 Engine pick: sell 31 × $16 (primary), 88% survival, breach 12%, $4,650/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $17.50 rung (🛡 safe yield) lifts survival to 97% (breach 12% → 3%) for $3,150/mo less (68% income) buys safety you do not really need here.
BMNR  spot $14.46 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge33 × $17.5010 Jul2d21.0%97%7%$66$990-$3,660$7,841
Sell 33 × $17.50 21.0% OTM over spot $14.46 10 Jul 2026 (2d, $0.07 mid)
= $66 credit for the 2d cycle → $990/mo projected
Survival (stays ≤ $17.50)
97%
Breach risk
3%
POP (stays ≤ $17.57)
97%
EV / mo
+$523
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [1.0-3.7] median  ·  54% of paths whole by 9 mo (vs 58% without)  ·  ~0.1 challenges expected  ·  median CC cash $-140
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$1,466
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$19 @ 78% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 33 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.66/sh now → $0.46 mid-life → ≈ $0 at expiry  |  you banked $0.02/sh, so a flat mid-life exit nets -$0.44/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (33 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1817 Jul 20268d left+$0.33/sh+$1,099
cycle +$1,165
67%
surv 52%
Up-and-out for even (raise the cap, free)~$1817 Jul 20268d left+$0.12/sh+$399
cycle +$465
71%
surv 62%
Max even-money escape in the band~$1924 Jul 202615d left+$0.07/sh+$242
cycle +$308
78%
surv 73%
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$990/mo
vs 50% target ($4,594/mo)-78%
vs normal income ($9,188/mo)11% covered
Net income (after hedge)$894/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,841
… as % of IC ($31,250)25.1%
… as % of ML ($71,250)11.0%
Recovery months (at normal income)0.9 mo
Surgical close (33 ct)$-19,916
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 $0.02 collected) or spot ≥ $17.57 (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 $17.23 (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
$17-17.57
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (3.1σ)$66$-13,498+$16,427+$792
+2.5%$17.94 (3.6σ)$-1,378$-13,277+$16,648+$792
+5%$18.38 (4.0σ)$-2,822$-13,056+$16,869+$792
V-BOUNCE STRESS (stock → CC-SS $19.90, where you are whole again, by expiry)
Starting unrealized P&L: $-29,925
+ Fortress recovery (un-capped): +$29,925
− CC assignment net of premium (33 × $17.50): -$7,841
− Conservative CC assignment net of premium (17 × $17): -$4,447
Total Position P&L @ SS: $-12,288 (+$17,637 vs today)
Do-nothing baseline at SS: $-13,080 (this trade vs do-nothing: +$792, the opportunity cost of earning $990/mo FIGHT income now)
🛡 safe yield50 × $17.5010 Jul2d21.0%97%7%$100$1,500-$3,150$11,880
Sell 50 × $17.50 21.0% OTM over spot $14.46 10 Jul 2026 (2d, $0.07 mid)
= $100 credit for the 2d cycle → $1,500/mo projected
Survival (stays ≤ $17.50)
97%
Breach risk
3%
POP (stays ≤ $17.57)
97%
EV / mo
+$793
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.8-3.7] median, 0.1 mo faster than no FIGHT (1.8 mo)  ·  50% of paths whole by 9 mo (vs 59% without)  ·  ~0.2 challenges expected  ·  median CC cash $-7,723
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$2,221
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$19 @ 78% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.66/sh now → $0.46 mid-life → ≈ $0 at expiry  |  you banked $0.02/sh, so a flat mid-life exit nets -$0.44/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1817 Jul 20268d left+$0.33/sh+$1,665
cycle +$1,765
67%
surv 52%
Up-and-out for even (raise the cap, free)~$1817 Jul 20268d left+$0.12/sh+$605
cycle +$705
71%
surv 62%
Max even-money escape in the band~$1924 Jul 202615d left+$0.07/sh+$367
cycle +$467
78%
surv 73%
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$1,500/mo
vs 50% target ($4,594/mo)-67%
vs normal income ($9,188/mo)16% covered
Net income (after hedge)$511/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,880
… as % of IC ($31,250)38.0%
… as % of ML ($71,250)16.7%
Recovery months (at normal income)1.3 mo
Surgical close (50 ct)$-30,175
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 $0.02 collected) or spot ≥ $17.57 (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 $17.23 (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
$17-17.57
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (3.1σ)$100$-13,090+$16,835+$1,200
+2.5%$17.94 (3.6σ)$-2,088$-12,869+$17,056+$1,200
+5%$18.38 (4.0σ)$-4,275$-12,648+$17,277+$1,200
V-BOUNCE STRESS (stock → CC-SS $19.90, where you are whole again, by expiry)
Starting unrealized P&L: $-29,925
+ Fortress recovery (un-capped): +$29,925
− CC assignment net of premium (50 × $17.50): -$11,880
Total Position P&L @ SS: $-11,880 (+$18,045 vs today)
Do-nothing baseline at SS: $-13,080 (this trade vs do-nothing: +$1,200, the opportunity cost of earning $1,500/mo FIGHT income now)
33% normal21 × $1610 Jul2d10.7%88%25%$210$3,150-$1,500$7,972
Sell 21 × $16 10.7% OTM over spot $14.46 10 Jul 2026 (2d, $0.13 mid)
= $210 credit for the 2d cycle → $3,150/mo projected
Survival (stays ≤ $16)
88%
Breach risk
12%
POP (stays ≤ $16.13)
90%
EV / mo
+$1,591
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [1.0-3.4] median, 0.1 mo faster than no FIGHT (1.8 mo)  ·  60% of paths whole by 9 mo (vs 59% without)  ·  ~5.4 challenges expected  ·  median CC cash $9,906
🛡 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)
10%
Flat exit net (mid-life)
-$681
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$18 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 21 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.60/sh now → $0.42 mid-life (likely $0.44–$0.86)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 306 simulated challenges: the $16 strike is typically first touched on day 2 of 2, at $16 (overshoots $0.46). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (21 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1617 Jul 20268d left+$0.34/sh+$717
cycle +$927
[+$456…+$790] · 93% credit
67%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$1724 Jul 202615d left+$0.19/sh+$401
cycle +$611
[-$66…+$440] · 72% credit
75%
surv 68%
Up-and-out for even (raise the cap, free)~$1717 Jul 20268d left+$0.13/sh+$274
cycle +$484
[-$133…+$301] · 67% credit
72%
surv 63%
Max even-money escape in the band~$1824 Jul 202615d left+$0.08/sh+$167
cycle +$377
[-$369…+$186] · 48% credit
79%
surv 73%
reaches SS ✓
Safety roll (pay small debit, max POP)~$1824 Jul 202615d left-$0.05/sh-$112
cycle +$98
[-$742…-$114] · 13% credit
82%
surv 78%
budget: banked $210 debit $112 (53% used ≈ 0.2 wk of income) → whole cycle still +$98 cash · rolled 21 ct earn ≈ $1,559/mo while parked; 29 ct free to re-sell · clears SS ✓
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$3,150/mo
vs 50% target ($4,594/mo)-31%
vs normal income ($9,188/mo)34% covered
Net income (after hedge)$3,684/mo
Downside budget
⚠ $16 is $4 below CC-SS $19.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,972
… as % of IC ($31,250)25.5%
… as % of ML ($71,250)11.2%
Recovery months (at normal income)0.9 mo
Surgical close (21 ct)$-12,632
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $16.13 (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 $17.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.13
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
≥ $16.13
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (1.6σ)$210$-20,425+$9,500-$378
+2.5%$16.40 (2.0σ)$-630$-19,063+$10,862-$1,218
+5%$16.80 (2.4σ)$-1,470$-17,701+$12,224-$2,058
SS (= V-bounce)$17.13 (2.7σ)$-2,163$-16,955+$12,970-$2,478
V-BOUNCE STRESS (stock → CC-SS $19.90, where you are whole again, by expiry)
Starting unrealized P&L: $-29,925
+ Fortress recovery (un-capped): +$29,925
− CC assignment net of premium (21 × $16): -$7,972
− Conservative CC assignment net of premium (29 × $17): -$7,586
Total Position P&L @ SS: $-15,558 (+$14,367 vs today)
Do-nothing baseline at SS: $-13,080 (this trade vs do-nothing: $-2,478, the opportunity cost of earning $3,150/mo FIGHT income now)
🎯 50% normal31 × $1610 Jul2d10.7%88%11%$310$4,650$11,767
Sell 31 × $16 10.7% OTM over spot $14.46 10 Jul 2026 (2d, $0.13 mid)
= $310 credit for the 2d cycle → $4,650/mo projected
Survival (stays ≤ $16)
88%
Breach risk
12%
POP (stays ≤ $16.13)
90%
EV / mo
+$2,349
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-3.7] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  64% of paths whole by 9 mo (vs 62% without)  ·  ~5.4 challenges expected  ·  median CC cash $9,203
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$1,006
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$18 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 31 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.60/sh now → $0.42 mid-life (likely $0.43–$0.88)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 324 simulated challenges: the $16 strike is typically first touched on day 2 of 2, at $16 (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 (31 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1617 Jul 20268d left+$0.34/sh+$1,058
cycle +$1,368
[+$651…+$1,169] · 92% credit
67%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$1724 Jul 202615d left+$0.19/sh+$591
cycle +$901
[-$127…+$653] · 70% credit
75%
surv 68%
Up-and-out for even (raise the cap, free)~$1717 Jul 20268d left+$0.13/sh+$404
cycle +$714
[-$215…+$448] · 65% credit
72%
surv 63%
Max even-money escape in the band~$1824 Jul 202615d left+$0.08/sh+$246
cycle +$556
[-$573…+$278] · 47% credit
79%
surv 73%
reaches SS ✓
Safety roll (pay small debit, max POP)~$1824 Jul 202615d left-$0.05/sh-$165
cycle +$145
[-$1,124…-$164] · 14% credit
82%
surv 78%
budget: banked $310 debit $165 (53% used ≈ 0.2 wk of income) → whole cycle still +$145 cash · rolled 31 ct earn ≈ $2,302/mo while parked; 19 ct free to re-sell · clears SS ✓
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$4,650/mo
vs 50% target ($4,594/mo)+1%
vs normal income ($9,188/mo)51% covered
Net income (after hedge)$4,659/mo
Downside budget
⚠ $16 is $4 below CC-SS $19.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,767
… as % of IC ($31,250)37.7%
… as % of ML ($71,250)16.5%
Recovery months (at normal income)1.3 mo
Surgical close (31 ct)$-18,647
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $16.13 (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 $17.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.13
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
≥ $16.13
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (1.6σ)$310$-20,605+$9,320-$558
+2.5%$16.40 (2.0σ)$-930$-19,643+$10,282-$1,798
+5%$16.80 (2.4σ)$-2,170$-18,681+$11,244-$3,038
SS (= V-bounce)$17.13 (2.7σ)$-3,193$-18,135+$11,790-$3,658
V-BOUNCE STRESS (stock → CC-SS $19.90, where you are whole again, by expiry)
Starting unrealized P&L: $-29,925
+ Fortress recovery (un-capped): +$29,925
− CC assignment net of premium (31 × $16): -$11,767
− Conservative CC assignment net of premium (19 × $17): -$4,970
Total Position P&L @ SS: $-16,738 (+$13,187 vs today)
Do-nothing baseline at SS: $-13,080 (this trade vs do-nothing: $-3,658, the opportunity cost of earning $4,650/mo FIGHT income now)
100% normal37 × $15.5010 Jul2d7.2%80%40%$629$9,435+$4,785$15,636
Sell 37 × $15.50 7.2% OTM over spot $14.46 10 Jul 2026 (2d, $0.19 mid)
= $629 credit for the 2d cycle → $9,435/mo projected
Survival (stays ≤ $15.50)
80%
Breach risk
20%
POP (stays ≤ $15.69)
84%
EV / mo
+$3,970
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-3.8] median, 0.2 mo faster than no FIGHT (2.3 mo)  ·  70% of paths whole by 9 mo (vs 59% without)  ·  ~11.7 challenges expected  ·  median CC cash $17,296
🛡 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)
22%
Flat exit net (mid-life)
-$892
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$18 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 37 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.58/sh now → $0.41 mid-life (likely $0.45–$0.91)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 654 simulated challenges: the $16 strike is typically first touched on day 2 of 2, at $16 (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 (37 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1617 Jul 20268d left+$0.34/sh+$1,267
cycle +$1,896
[+$707…+$1,265] · 92% credit
67%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$1724 Jul 202615d left+$0.19/sh+$705
cycle +$1,334
[-$267…+$659] · 70% credit
75%
surv 68%
Up-and-out for even (raise the cap, free)~$1617 Jul 20268d left+$0.13/sh+$488
cycle +$1,117
[-$347…+$445] · 65% credit
72%
surv 63%
Max even-money escape in the band~$1724 Jul 202615d left+$0.08/sh+$295
cycle +$924
[-$796…+$229] · 47% credit
79%
surv 74%
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1824 Jul 202615d left-$0.13/sh-$486
cycle +$143
[-$1,875…-$582]
85%
surv 83%
budget: banked $629 debit $486 (77% used ≈ 0.2 wk of income) → whole cycle still +$143 cash · rolled 37 ct earn ≈ $2,070/mo while parked; 13 ct free to re-sell · clears SS ✓
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$9,435/mo
vs 50% target ($4,594/mo)+105%
vs normal income ($9,188/mo)103% covered
Net income (after hedge)$9,129/mo
Downside budget
⚠ $15.50 is $4 below CC-SS $19.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,636
… as % of IC ($31,250)50.0%
… as % of ML ($71,250)21.9%
Recovery months (at normal income)1.7 mo
Surgical close (37 ct)$-22,219
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 ≥ $15.69 (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 $17.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.69
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
≥ $15.69
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (1.1σ)$629$-23,207+$6,718-$407
+2.5%$15.89 (1.5σ)$-805$-22,507+$7,418-$1,841
+5%$16.28 (1.9σ)$-2,239$-21,808+$8,117-$3,275
SS (= V-bounce)$17.13 (2.7σ)$-5,402$-20,434+$9,491-$5,957
V-BOUNCE STRESS (stock → CC-SS $19.90, where you are whole again, by expiry)
Starting unrealized P&L: $-29,925
+ Fortress recovery (un-capped): +$29,925
− CC assignment net of premium (37 × $15.50): -$15,636
− Conservative CC assignment net of premium (13 × $17): -$3,401
Total Position P&L @ SS: $-19,037 (+$10,888 vs today)
Do-nothing baseline at SS: $-13,080 (this trade vs do-nothing: $-5,957, the opportunity cost of earning $9,435/mo FIGHT income now)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on BMNR are the tiebreakers.

📅 NEXT FRIDAY · 17 Jul 2026 · 9d · E[net] $1,261/mo

🎯 Engine pick: sell 40 × $16 (primary), 78% survival, breach 22%, $4,667/mo.
⚖️ Worth a safer step: the $17 rung (33% normal) lifts survival to 87% (breach 22% → 13%) for $1,600/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $17 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $14.46 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge30 × $1817 Jul9d24.5%92%16%$300$1,000-$3,667$5,388
Sell 30 × $18 24.5% OTM over spot $14.46 17 Jul 2026 (9d, $0.12 mid)
= $300 credit for the 9d cycle → $1,000/mo projected
Survival (stays ≤ $18)
92%
Breach risk
8%
POP (stays ≤ $18.11)
93%
EV / mo
+$469
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.8-3.8] median, 0.1 mo faster than no FIGHT (1.9 mo)  ·  51% of paths whole by 9 mo (vs 54% without)  ·  ~1.4 challenges expected  ·  median CC cash $4,577
🛡 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)
8%
Flat exit net (mid-life)
-$2,133
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$19 @ 71% POP
61% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 30 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.15/sh now → $0.81 mid-life (likely $0.63–$1.06)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 242 simulated challenges: the $18 strike is typically first touched on day 7 of 9, 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 (30 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1824 Jul 202612d left+$0.11/sh+$324
cycle +$624
[+$194…+$816] · 89% credit
66%
surv 53%
Up-and-out for even (raise the cap, free)~$1824 Jul 202612d left+$0.11/sh+$320
cycle +$620
[+$193…+$806] · 89% credit
67%
surv 53%
Max even-money escape in the band~$1824 Jul 202612d left+$0.11/sh+$320
cycle +$620
[+$193…+$806] · 89% credit
67%
surv 53%
Safety roll (pay small debit, max POP)~$1924 Jul 202612d left-$0.08/sh-$233
cycle +$67
[-$473…+$211] · 39% credit
71%
surv 61%
budget: banked $300 debit $233 (78% used ≈ 1.0 wk of income) → whole cycle still +$67 cash · rolled 30 ct earn ≈ $5,500/mo while parked; 20 ct free to re-sell
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$1,000/mo
vs 50% target ($4,594/mo)-78%
vs normal income ($9,188/mo)11% covered
Net income (after hedge)$1,061/mo
Downside budget
⚠ $18 is $2 below CC-SS $19.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,388
… as % of IC ($31,250)17.2%
… as % of ML ($71,250)7.6%
Recovery months (at normal income)0.6 mo
Surgical close (30 ct)$-18,000
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $18.11 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $17.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.11
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $18.11
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.7σ)$300$-11,577+$18,348+$2,460
+2.5%$18.45 (1.9σ)$-1,050$-11,350+$18,575+$2,460
+5%$18.90 (2.1σ)$-2,400$-11,123+$18,802+$2,460
V-BOUNCE STRESS (stock → CC-SS $19.90, where you are whole again, by expiry)
Starting unrealized P&L: $-29,925
+ Fortress recovery (un-capped): +$29,925
− CC assignment net of premium (30 × $18): -$5,388
− Conservative CC assignment net of premium (20 × $17): -$5,232
Total Position P&L @ SS: $-10,620 (+$19,305 vs today)
Do-nothing baseline at SS: $-13,080 (this trade vs do-nothing: +$2,460, the opportunity cost of earning $1,000/mo FIGHT income now)
🛡 safe yield50 × $1817 Jul9d24.5%92%16%$500$1,667-$3,000$8,980
Sell 50 × $18 24.5% OTM over spot $14.46 17 Jul 2026 (9d, $0.12 mid)
= $500 credit for the 9d cycle → $1,667/mo projected
Survival (stays ≤ $18)
92%
Breach risk
8%
POP (stays ≤ $18.11)
93%
EV / mo
+$782
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [1.0-3.6] median  ·  52% of paths whole by 9 mo (vs 56% without)  ·  ~1.5 challenges expected  ·  median CC cash $488
🛡 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)
8%
Flat exit net (mid-life)
-$3,555
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$19 @ 71% POP
61% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.15/sh now → $0.81 mid-life (likely $0.68–$1.14)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 225 simulated challenges: the $18 strike is typically first touched on day 7 of 9, at $18 (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 (50 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1824 Jul 202612d left+$0.11/sh+$540
cycle +$1,040
[+$289…+$1,319] · 86% credit
66%
surv 53%
Up-and-out for even (raise the cap, free)~$1824 Jul 202612d left+$0.11/sh+$533
cycle +$1,033
[+$285…+$1,302] · 86% credit
67%
surv 53%
Max even-money escape in the band~$1824 Jul 202612d left+$0.11/sh+$533
cycle +$1,033
[+$285…+$1,302] · 86% credit
67%
surv 53%
Safety roll (pay small debit, max POP)~$1924 Jul 202612d left-$0.08/sh-$388
cycle +$112
[-$831…+$281] · 34% credit
71%
surv 61%
budget: banked $500 debit $388 (78% used ≈ 1.0 wk of income) → whole cycle still +$112 cash · rolled 50 ct earn ≈ $9,166/mo while parked; 0 ct free to re-sell
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$1,667/mo
vs 50% target ($4,594/mo)-64%
vs normal income ($9,188/mo)18% covered
Net income (after hedge)$678/mo
Downside budget
⚠ $18 is $2 below CC-SS $19.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,980
… as % of IC ($31,250)28.7%
… as % of ML ($71,250)12.6%
Recovery months (at normal income)1.0 mo
Surgical close (50 ct)$-30,000
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $18.11 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $17.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.11
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $18.11
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.7σ)$500$-9,937+$19,988+$4,100
+2.5%$18.45 (1.9σ)$-1,750$-9,710+$20,215+$4,100
+5%$18.90 (2.1σ)$-4,000$-9,483+$20,442+$4,100
V-BOUNCE STRESS (stock → CC-SS $19.90, where you are whole again, by expiry)
Starting unrealized P&L: $-29,925
+ Fortress recovery (un-capped): +$29,925
− CC assignment net of premium (50 × $18): -$8,980
Total Position P&L @ SS: $-8,980 (+$20,945 vs today)
Do-nothing baseline at SS: $-13,080 (this trade vs do-nothing: +$4,100, the opportunity cost of earning $1,667/mo FIGHT income now)
33% normal ← lean46 × $1717 Jul9d17.6%87%27%$920$3,067-$1,600$12,401
Sell 46 × $17 17.6% OTM over spot $14.46 17 Jul 2026 (9d, $0.21 mid)
= $920 credit for the 9d cycle → $3,067/mo projected
Survival (stays ≤ $17)
87%
Breach risk
13%
POP (stays ≤ $17.21)
89%
EV / mo
+$1,413
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.6] median  ·  58% of paths whole by 9 mo (vs 58% without)  ·  ~3.1 challenges expected  ·  median CC cash $4,205
🛡 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)
17%
Flat exit net (mid-life)
-$2,603
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$18 @ 71% POP
61% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 46 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.08/sh now → $0.77 mid-life (likely $0.67–$1.14)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 509 simulated challenges: the $17 strike is typically first touched on day 6 of 9, at $17 (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 (46 ct)POP / surv
of new CC
Up-and-out for even (raise the cap, free)~$1724 Jul 202612d left+$0.13/sh+$603
cycle +$1,523
[+$177…+$1,176] · 87% credit
67%
surv 54%
Max even-money escape in the band~$1724 Jul 202612d left+$0.13/sh+$603
cycle +$1,523
[+$177…+$1,176] · 87% credit
67%
surv 54%
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1724 Jul 202612d left+$0.13/sh+$611
cycle +$1,531
[+$178…+$1,192] · 87% credit
66%
surv 53%
Safety roll (pay small debit, max POP)~$1824 Jul 202612d left-$0.05/sh-$243
cycle +$677
[-$791…+$184] · 32% credit
71%
surv 61%
budget: banked $920 debit $243 (26% used ≈ 0.3 wk of income) → whole cycle still +$677 cash · rolled 46 ct earn ≈ $8,202/mo while parked; 4 ct free to re-sell · clears SS ✓
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$3,067/mo
vs 50% target ($4,594/mo)-33%
vs normal income ($9,188/mo)33% covered
Net income (after hedge)$2,288/mo
Downside budget
⚠ $17 is $3 below CC-SS $19.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,401
… as % of IC ($31,250)39.7%
… as % of ML ($71,250)17.4%
Recovery months (at normal income)1.3 mo
Surgical close (46 ct)$-27,577
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $17.21 (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 $17.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.21
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
≥ $17.21
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (1.2σ)$920$-14,910+$15,015-$368
+2.5%$17.42 (1.4σ)$-1,035$-14,696+$15,229-$368
+5%$17.85 (1.6σ)$-2,990$-14,481+$15,444-$368
V-BOUNCE STRESS (stock → CC-SS $19.90, where you are whole again, by expiry)
Starting unrealized P&L: $-29,925
+ Fortress recovery (un-capped): +$29,925
− CC assignment net of premium (46 × $17): -$12,401
− Conservative CC assignment net of premium (4 × $17): -$1,046
Total Position P&L @ SS: $-13,448 (+$16,477 vs today)
Do-nothing baseline at SS: $-13,080 (this trade vs do-nothing: $-368, the opportunity cost of earning $3,067/mo FIGHT income now)
🎯 50% normal40 × $1617 Jul9d10.7%78%35%$1,400$4,667$14,184
Sell 40 × $16 10.7% OTM over spot $14.46 17 Jul 2026 (9d, $0.38 mid)
= $1,400 credit for the 9d cycle → $4,667/mo projected
Survival (stays ≤ $16)
78%
Breach risk
22%
POP (stays ≤ $16.38)
82%
EV / mo
+$1,616
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.8-3.7] median  ·  60% of paths whole by 9 mo (vs 59% without)  ·  ~6.6 challenges expected  ·  median CC cash $7,536
🛡 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)
35%
Flat exit net (mid-life)
-$1,484
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$18 @ 79% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 40 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.02/sh now → $0.72 mid-life (likely $0.77–$1.16)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,063 simulated challenges: the $16 strike is typically first touched on day 5 of 9, at $16 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (40 ct)POP / surv
of new CC
Up-and-out for even (raise the cap, free)~$1624 Jul 202612d left+$0.15/sh+$608
cycle +$2,008
[+$105…+$671] · 83% credit
67%
surv 54%
Max even-money escape in the band~$1624 Jul 202612d left+$0.15/sh+$608
cycle +$2,008
[+$105…+$671] · 83% credit
67%
surv 54%
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1624 Jul 202612d left+$0.15/sh+$616
cycle +$2,016
[+$103…+$681] · 83% credit
67%
surv 53%
Safety roll (pay small debit, max POP)~$1824 Jul 202612d left-$0.33/sh-$1,323
cycle +$77
[-$2,278…-$1,434]
79%
surv 75%
budget: banked $1,400 debit $1,323 (95% used ≈ 1.2 wk of income) → whole cycle still +$77 cash · rolled 40 ct earn ≈ $3,901/mo while parked; 10 ct free to re-sell · clears SS ✓
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$4,667/mo
vs 50% target ($4,594/mo)+2%
vs normal income ($9,188/mo)51% covered
Net income (after hedge)$4,203/mo
Downside budget
⚠ $16 is $4 below CC-SS $19.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,184
… as % of IC ($31,250)45.4%
… as % of ML ($71,250)19.9%
Recovery months (at normal income)1.5 mo
Surgical close (40 ct)$-24,040
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 $0.35 collected) or spot ≥ $16.38 (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 $17.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.38
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
≥ $16.38
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$1,400$-19,767+$10,158+$280
+2.5%$16.40 (≤1σ, normal week)$-200$-19,165+$10,760-$1,320
+5%$16.80 (1.1σ)$-1,800$-18,563+$11,362-$2,920
SS (= V-bounce)$17.13 (1.3σ)$-3,120$-18,197+$11,728-$3,720
V-BOUNCE STRESS (stock → CC-SS $19.90, where you are whole again, by expiry)
Starting unrealized P&L: $-29,925
+ Fortress recovery (un-capped): +$29,925
− CC assignment net of premium (40 × $16): -$14,184
− Conservative CC assignment net of premium (10 × $17): -$2,616
Total Position P&L @ SS: $-16,800 (+$13,125 vs today)
Do-nothing baseline at SS: $-13,080 (this trade vs do-nothing: $-3,720, the opportunity cost of earning $4,667/mo FIGHT income now)
100% normal50 × $1517 Jul9d3.7%63%78%$2,800$9,333+$4,667$21,680
Sell 50 × $15 3.7% OTM over spot $14.46 17 Jul 2026 (9d, $0.62 mid)
= $2,800 credit for the 9d cycle → $9,333/mo projected
Survival (stays ≤ $15)
63%
Breach risk
37%
POP (stays ≤ $15.62)
73%
EV / mo
+$1,333
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.9-3.3] median, 0.1 mo faster than no FIGHT (1.8 mo)  ·  60% of paths whole by 9 mo (vs 57% without)  ·  ~14.7 challenges expected  ·  median CC cash $8,558
🛡 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)
64%
Flat exit net (mid-life)
-$579
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$18 @ 87% POP
85% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.96/sh now → $0.68 mid-life (likely $0.89–$1.23)≈ $0 at expiry  |  you banked $0.56/sh, so a flat mid-life exit nets -$0.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,919 simulated challenges: the $15 strike is typically first touched on day 3 of 9, at $15 (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
Up-and-out for even (raise the cap, free)~$1524 Jul 202612d left+$0.17/sh+$846
cycle +$3,646
[+$20…+$506] · 77% credit
67%
surv 54%
Max even-money escape in the band~$1524 Jul 202612d left+$0.17/sh+$846
cycle +$3,646
[+$20…+$506] · 77% credit
67%
surv 54%
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1524 Jul 202612d left+$0.17/sh+$858
cycle +$3,658
[+$15…+$512] · 76% credit
67%
surv 53%
Safety roll (pay small debit, max POP)~$1824 Jul 202612d left-$0.49/sh-$2,442
cycle +$358
[-$4,384…-$3,191]
87%
surv 85%
budget: banked $2,800 debit $2,442 (87% used ≈ 1.1 wk of income) → whole cycle still +$358 cash · rolled 50 ct earn ≈ $2,342/mo while parked; 0 ct free to re-sell · clears SS ✓
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$9,333/mo
vs 50% target ($4,594/mo)+103%
vs normal income ($9,188/mo)102% covered
Net income (after hedge)$8,345/mo
Downside budget
⚠ $15 is $5 below CC-SS $19.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,680
… as % of IC ($31,250)69.4%
… as % of ML ($71,250)30.4%
Recovery months (at normal income)2.4 mo
Surgical close (50 ct)$-30,250
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 $0.56 collected) or spot ≥ $15.62 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $15)); NOT the premium you collected. Momentum override: two daily closes above $17.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.62
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
≥ $15.62
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (≤1σ, normal week)$2,800$-24,152+$5,773+$1,400
+2.5%$15.37 (≤1σ, normal week)$925$-23,963+$5,962-$475
+5%$15.75 (≤1σ, normal week)$-950$-23,774+$6,151-$2,350
SS (= V-bounce)$17.13 (1.3σ)$-7,850$-23,077+$6,848-$8,600
V-BOUNCE STRESS (stock → CC-SS $19.90, where you are whole again, by expiry)
Starting unrealized P&L: $-29,925
+ Fortress recovery (un-capped): +$29,925
− CC assignment net of premium (50 × $15): -$21,680
Total Position P&L @ SS: $-21,680 (+$8,245 vs today)
Do-nothing baseline at SS: $-13,080 (this trade vs do-nothing: $-8,600, the opportunity cost of earning $9,333/mo FIGHT income now)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on BMNR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (12 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 12 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: 1.101 (IBKR)  |  Recovery@SS: +$29,925 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-13,080

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$162d10 Jul 2026$0.1031/50$4,650$4,65988%90%+$2,349-$11,76737.7%$-16,738 (vs do-nothing $-3,658)
$15.502d10 Jul 2026$0.1719/50$4,845$5,48480%84%+$2,038-$8,02925.7%$-16,139 (vs do-nothing $-3,059)
$169d17 Jul 2026$0.3540/50$4,667$4,20378%82%+$1,616-$14,18445.4%$-16,800 (vs do-nothing $-3,720)
$1616d24 Jul 2026$0.4950/50$4,594$3,60574%79%+$1,085-$17,03054.5%$-17,030 (vs do-nothing $-3,950)
$15.509d17 Jul 2026$0.4035/50$4,667$4,46671%77%+$780-$13,98644.8%$-17,910 (vs do-nothing $-4,830)
$152d10 Jul 2026$0.2612/50$4,680$5,68669%76%+$1,153-$5,56317.8%$-15,504 (vs do-nothing $-2,424)
$15.5016d24 Jul 2026$0.6041/50$4,612$4,09668%76%+$743-$15,56349.8%$-17,918 (vs do-nothing $-4,838)
$159d17 Jul 2026$0.5625/50$4,667$4,99163%73%+$667-$10,84034.7%$-17,380 (vs do-nothing $-4,300)
$1516d24 Jul 2026$0.8031/50$4,650$4,65961%72%+$757-$12,69740.6%$-17,668 (vs do-nothing $-4,588)
$14.5016d24 Jul 2026$0.9825/50$4,594$4,91854%69%+$474-$11,04035.3%$-17,580 (vs do-nothing $-4,500)
$14.509d17 Jul 2026$0.7718/50$4,620$5,31154%69%+$544-$8,32726.6%$-16,698 (vs do-nothing $-3,618)
$14.502d10 Jul 2026$0.438/50$5,160$6,37653%68%+$681-$3,97312.7%$-14,960 (vs do-nothing $-1,880)

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 v6.0  |  2026-07-08 21:34