FORTRESS FIGHT: BMNR @ $15.57

BE SS: $17.13  |  CC-SS: $19.84  |  50 contracts (5,000 sh)  |  2026-07-08 01:49 |  ⌂ PORTFOLIO

BMNR @ $15.57   UNDERWATER $1.55 (9.1% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.84  |  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$10,547/mo95% ann ROI on ML
Hedge rolling cost$716/mo
Unrealized P&L$-23,825fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,273/mo
HEDGE COVER
$716/mo
NORMAL INCOME
$10,547/mo (ATM CC, chain)
IC VELOCITY
3.0 mo to earn back $31,250
ML VELOCITY
6.8 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.84 (probe: $20C 16d) brings only $1,500/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 20 (live) · RSI 39 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 46 · %B 59 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.86 (+21%) · daily UBB $17.44 · 1-wk expected move ±$2 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-08: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 30 contracts at $17 / 2d. This is the safest strike (survival 89%, breach 11%) that still earns 50% of normal income ($5,273/mo); it brings $5,400/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 34 × $16.50/2d for $10,710/mo, but breach risk rises to 20% (+9pp 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 × $20/2d (99+% survival, $720/mo).
Downside anchor: the primary mortgages $8,151 (26% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 0.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 30 contracts realizes $-14,325 and cuts bleed by $430/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 30 × $17, 89% survival, $5,400/mo (E[net] $3,067/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 · 2d30 × $1789%$5,400$3,067
NEXT FRIDAY17 Jul 2026 · 9d38 × $1775%$5,320$1,644

📅 THIS FRIDAY · 10 Jul 2026 · 2d · E[net] $3,067/mo 🏆 GRAND PICK

🎯 Engine pick: sell 30 × $17 (primary), 89% survival, breach 11%, $5,400/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 94% (breach 11% → 6%) for $150/mo less (3% income) buys safety you do not really need here.
BMNR  spot $15.57 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge48 × $2010 Jul2d28.4%99+%1%$48$720-$4,680$0
Sell 48 × $20 28.4% OTM over spot $15.57 10 Jul 2026 (2d, $0.01 mid)
= $48 credit for the 2d cycle → $720/mo projected
Survival (stays ≤ $20)
99+%
Breach risk
0%
POP (stays ≤ $20.02)
99+%
EV / mo
+$701
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-2.3] median, 0.1 mo faster than no FIGHT (1.4 mo)  ·  57% of paths whole by 9 mo (vs 75% without)  ·  ~0.0 challenges expected  ·  median CC cash $-1,795
🛡 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)
0%
Flat exit net (mid-life)
-$2,406
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$22 @ 80% POP
75% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.72/sh now → $0.51 mid-life → ≈ $0 at expiry  |  you banked $0.01/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (48 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2017 Jul 20268d left+$0.44/sh+$2,099
cycle +$2,147
68%
surv 52%
Up-and-out for even (raise the cap, free)~$2117 Jul 20268d left+$0.07/sh+$352
cycle +$400
75%
surv 67%
Max even-money escape in the band~$2224 Jul 202615d left+$0.05/sh+$236
cycle +$284
80%
surv 75%
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$720/mo
vs 50% target ($5,273/mo)-86%
vs normal income ($10,547/mo)7% covered
Net income (after hedge)$229/mo
Downside budget
✓ $20 is at/above CC-SS $19.84: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (48 ct)$-22,896
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.00/sh (~25% of the $0.01 collected) or spot ≥ $20.02 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $20)); NOT the premium you collected. Momentum override: two daily closes above $17.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $19.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$20-20.02
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $20.02
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$20.00 (4.3σ)$48$479+$24,304+$11,568
+2.5%$20.50 (4.8σ)$-2,352$774+$24,599+$11,568
+5%$21.00 (5.3σ)$-4,752$1,069+$24,894+$11,568
V-BOUNCE STRESS (stock → CC-SS $19.84, where you are whole again, by expiry)
Starting unrealized P&L: $-23,825
+ Fortress recovery (un-capped): +$23,825
− CC assignment net of premium (48 × $20): -$0
− Conservative CC assignment net of premium (2 × $17): -$447
Total Position P&L @ SS: $-447 (+$23,378 vs today)
Do-nothing baseline at SS: $-11,185 (this trade vs do-nothing: +$10,738, the opportunity cost of earning $720/mo FIGHT income now)
33% normal34 × $17.5010 Jul2d12.4%94%11%$238$3,570-$1,830$7,708
Sell 34 × $17.50 12.4% OTM over spot $15.57 10 Jul 2026 (2d, $0.08 mid)
= $238 credit for the 2d cycle → $3,570/mo projected
Survival (stays ≤ $17.50)
94%
Breach risk
6%
POP (stays ≤ $17.57)
95%
EV / mo
+$2,844
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-3.2] median  ·  75% of paths whole by 9 mo (vs 82% without)  ·  ~2.4 challenges expected  ·  median CC cash $6,229
🛡 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)
4%
Flat exit net (mid-life)
-$1,283
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$20 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 34 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: $0.63/sh now → $0.45 mid-life (likely $0.45–$0.94)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 125 simulated challenges: the $18 strike is typically first touched on day 2 of 2, at $18 (overshoots $0.48). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (34 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1817 Jul 20268d left+$0.45/sh+$1,532
cycle +$1,770
[+$1,050…+$1,666] · 95% credit
68%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$1924 Jul 202615d left+$0.18/sh+$597
cycle +$835
[-$365…+$670] · 64% credit
77%
surv 71%
Up-and-out for even (raise the cap, free)~$1817 Jul 20268d left+$0.09/sh+$309
cycle +$547
[-$539…+$345] · 51% credit
76%
surv 68%
Max even-money escape in the band~$1924 Jul 202615d left+$0.06/sh+$215
cycle +$453
[-$858…+$264] · 42% credit
81%
surv 76%
Safety roll (pay small debit, max POP)~$2024 Jul 202615d left-$0.04/sh-$134
cycle +$104
[-$1,317…-$105] · 18% credit
83%
surv 80%
budget: banked $238 debit $134 (56% used ≈ 0.2 wk of income) → whole cycle still +$104 cash · rolled 34 ct earn ≈ $2,774/mo while parked; 16 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$3,570/mo
vs 50% target ($5,273/mo)-32%
vs normal income ($10,547/mo)34% covered
Net income (after hedge)$4,654/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,708
… as % of IC ($31,250)24.7%
… as % of ML ($71,250)10.8%
Recovery months (at normal income)0.7 mo
Surgical close (34 ct)$-16,218
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.07 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 $17.44 (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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (1.9σ)$238$-12,666+$11,159-$102
+2.5%$17.94 (2.3σ)$-1,250$-12,408+$11,417-$102
+5%$18.38 (2.7σ)$-2,737$-12,150+$11,675-$102
V-BOUNCE STRESS (stock → CC-SS $19.84, where you are whole again, by expiry)
Starting unrealized P&L: $-23,825
+ Fortress recovery (un-capped): +$23,825
− CC assignment net of premium (34 × $17.50): -$7,708
− Conservative CC assignment net of premium (16 × $17): -$3,579
Total Position P&L @ SS: $-11,287 (+$12,538 vs today)
Do-nothing baseline at SS: $-11,185 (this trade vs do-nothing: $-102, the opportunity cost of earning $3,570/mo FIGHT income now)
🛡 safe yield50 × $17.5010 Jul2d12.4%94%11%$350$5,250-$150$11,335
Sell 50 × $17.50 12.4% OTM over spot $15.57 10 Jul 2026 (2d, $0.08 mid)
= $350 credit for the 2d cycle → $5,250/mo projected
Survival (stays ≤ $17.50)
94%
Breach risk
6%
POP (stays ≤ $17.57)
95%
EV / mo
+$4,182
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.6-2.9] median, 0.1 mo faster than no FIGHT (1.5 mo)  ·  63% of paths whole by 9 mo (vs 78% without)  ·  ~2.6 challenges expected  ·  median CC cash $3,978
🛡 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)
5%
Flat exit net (mid-life)
-$1,887
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$20 @ 83% POP
80% 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: $0.63/sh now → $0.45 mid-life (likely $0.42–$0.87)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 158 simulated challenges: the $18 strike is typically first touched on day 2 of 2, at $18 (overshoots $0.43). 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)~$1817 Jul 20268d left+$0.45/sh+$2,253
cycle +$2,603
[+$1,687…+$2,490] · 96% credit
68%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$1924 Jul 202615d left+$0.18/sh+$877
cycle +$1,227
[-$310…+$1,064] · 68% credit
77%
surv 71%
Up-and-out for even (raise the cap, free)~$1817 Jul 20268d left+$0.09/sh+$454
cycle +$804
[-$599…+$577] · 58% credit
76%
surv 68%
Max even-money escape in the band~$1924 Jul 202615d left+$0.06/sh+$317
cycle +$667
[-$1,017…+$476] · 46% credit
81%
surv 76%
Safety roll (pay small debit, max POP)~$2024 Jul 202615d left-$0.04/sh-$197
cycle +$153
[-$1,676…-$59] · 20% credit
83%
surv 80%
budget: banked $350 debit $197 (56% used ≈ 0.2 wk of income) → whole cycle still +$153 cash · rolled 50 ct earn ≈ $4,080/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$5,250/mo
vs 50% target ($5,273/mo)-0%
vs normal income ($10,547/mo)50% covered
Net income (after hedge)$4,534/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,335
… as % of IC ($31,250)36.3%
… as % of ML ($71,250)15.9%
Recovery months (at normal income)1.1 mo
Surgical close (50 ct)$-23,850
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.07 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 $17.44 (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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (1.9σ)$350$-12,714+$11,111-$150
+2.5%$17.94 (2.3σ)$-1,838$-12,456+$11,369-$150
+5%$18.38 (2.7σ)$-4,025$-12,198+$11,627-$150
V-BOUNCE STRESS (stock → CC-SS $19.84, where you are whole again, by expiry)
Starting unrealized P&L: $-23,825
+ Fortress recovery (un-capped): +$23,825
− CC assignment net of premium (50 × $17.50): -$11,335
Total Position P&L @ SS: $-11,335 (+$12,490 vs today)
Do-nothing baseline at SS: $-11,185 (this trade vs do-nothing: $-150, the opportunity cost of earning $5,250/mo FIGHT income now)
🎯 50% normal30 × $1710 Jul2d9.1%89%12%$360$5,400$8,151
Sell 30 × $17 9.1% OTM over spot $15.57 10 Jul 2026 (2d, $0.13 mid)
= $360 credit for the 2d cycle → $5,400/mo projected
Survival (stays ≤ $17)
89%
Breach risk
11%
POP (stays ≤ $17.13)
91%
EV / mo
+$3,760
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-2.6] median, 0.1 mo faster than no FIGHT (1.4 mo)  ·  73% of paths whole by 9 mo (vs 76% without)  ·  ~6.0 challenges expected  ·  median CC cash $10,851
🛡 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)
-$944
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$20 @ 86% POP
84% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.61/sh now → $0.43 mid-life (likely $0.46–$0.89)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 358 simulated challenges: the $17 strike is typically first touched on day 2 of 2, at $17 (overshoots $0.43). 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)~$1717 Jul 20268d left+$0.45/sh+$1,353
cycle +$1,713
[+$960…+$1,416] · 97% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$1824 Jul 202615d left+$0.18/sh+$525
cycle +$885
[-$255…+$514] · 65% credit
77%
surv 71%
Up-and-out for even (raise the cap, free)~$1817 Jul 20268d left+$0.09/sh+$277
cycle +$637
[-$430…+$253] · 54% credit
76%
surv 68%
Max even-money escape in the band~$1924 Jul 202615d left+$0.06/sh+$191
cycle +$551
[-$681…+$164] · 43% credit
81%
surv 76%
reaches SS ✓
Safety roll (pay small debit, max POP)~$2024 Jul 202615d left-$0.12/sh-$357
cycle +$3
[-$1,397…-$408]
86%
surv 84%
budget: banked $360 debit $357 (99% used ≈ 0.3 wk of income) → whole cycle still +$3 cash · rolled 30 ct earn ≈ $1,893/mo while parked; 20 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$5,400/mo
vs 50% target ($5,273/mo)+2%
vs normal income ($10,547/mo)51% covered
Net income (after hedge)$6,934/mo
Downside budget
⚠ $17 is $3 below CC-SS $19.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,151
… as % of IC ($31,250)26.1%
… as % of ML ($71,250)11.4%
Recovery months (at normal income)0.8 mo
Surgical close (30 ct)$-14,325
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $17.13 (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 $17.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.13
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
≥ $17.13
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (1.4σ)$360$-14,299+$9,526-$1,440
+2.5%$17.42 (1.8σ)$-915$-14,048+$9,777-$1,440
+5%$17.85 (2.2σ)$-2,190$-13,798+$10,027-$1,440
V-BOUNCE STRESS (stock → CC-SS $19.84, where you are whole again, by expiry)
Starting unrealized P&L: $-23,825
+ Fortress recovery (un-capped): +$23,825
− CC assignment net of premium (30 × $17): -$8,151
− Conservative CC assignment net of premium (20 × $17): -$4,474
Total Position P&L @ SS: $-12,625 (+$11,200 vs today)
Do-nothing baseline at SS: $-11,185 (this trade vs do-nothing: $-1,440, the opportunity cost of earning $5,400/mo FIGHT income now)
100% normal34 × $16.5010 Jul2d5.9%80%41%$714$10,710+$5,310$10,632
Sell 34 × $16.50 5.9% OTM over spot $15.57 10 Jul 2026 (2d, $0.22 mid)
= $714 credit for the 2d cycle → $10,710/mo projected
Survival (stays ≤ $16.50)
80%
Breach risk
20%
POP (stays ≤ $16.72)
85%
EV / mo
+$6,094
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.5-2.8] median, 0.2 mo faster than no FIGHT (1.3 mo)  ·  80% of paths whole by 9 mo (vs 77% without)  ·  ~11.4 challenges expected  ·  median CC cash $15,834
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
24%
Flat exit net (mid-life)
-$720
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$20 @ 89% POP
88% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 34 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 $0.48–$0.93)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 724 simulated challenges: the $16 strike is typically first touched on day 1 of 2, 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 (34 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1617 Jul 20268d left+$0.45/sh+$1,532
cycle +$2,246
[+$1,021…+$1,509] · 95% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$1824 Jul 202615d left+$0.17/sh+$591
cycle +$1,305
[-$394…+$493] · 61% credit
78%
surv 71%
Up-and-out for even (raise the cap, free)~$1717 Jul 20268d left+$0.09/sh+$316
cycle +$1,030
[-$537…+$228] · 45% credit
76%
surv 69%
Max even-money escape in the band~$1824 Jul 202615d left+$0.06/sh+$215
cycle +$929
[-$870…+$102] · 33% credit
81%
surv 77%
reaches SS ✓
Safety roll (pay small debit, max POP)~$2024 Jul 202615d left-$0.18/sh-$601
cycle +$113
[-$1,954…-$758]
89%
surv 88%
budget: banked $714 debit $601 (84% used ≈ 0.2 wk of income) → whole cycle still +$113 cash · rolled 34 ct earn ≈ $1,666/mo while parked; 16 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$10,710/mo
vs 50% target ($5,273/mo)+103%
vs normal income ($10,547/mo)102% covered
Net income (after hedge)$11,794/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,632
… as % of IC ($31,250)34.0%
… as % of ML ($71,250)14.9%
Recovery months (at normal income)1.0 mo
Surgical close (34 ct)$-16,235
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $16.72 (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 $17.44 (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
$16-16.72
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
≥ $16.72
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (≤1σ, normal week)$714$-16,980+$6,845-$1,326
+2.5%$16.91 (1.3σ)$-688$-16,077+$7,748-$2,728
+5%$17.32 (1.7σ)$-2,091$-15,694+$8,132-$3,026
V-BOUNCE STRESS (stock → CC-SS $19.84, where you are whole again, by expiry)
Starting unrealized P&L: $-23,825
+ Fortress recovery (un-capped): +$23,825
− CC assignment net of premium (34 × $16.50): -$10,632
− Conservative CC assignment net of premium (16 × $17): -$3,579
Total Position P&L @ SS: $-14,211 (+$9,614 vs today)
Do-nothing baseline at SS: $-11,185 (this trade vs do-nothing: $-3,026, the opportunity cost of earning $10,710/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] $1,644/mo

🎯 Engine pick: sell 38 × $17 (primary), 75% survival, breach 25%, $5,320/mo.
⚖️ Worth a safer step: the $18 rung (33% normal) lifts survival to 86% (breach 25% → 14%) for $1,793/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 $18 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $15.57 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge27 × $2017 Jul9d28.4%95%10%$216$720-$4,600$0
Sell 27 × $20 28.4% OTM over spot $15.57 17 Jul 2026 (9d, $0.08 mid)
= $216 credit for the 9d cycle → $720/mo projected
Survival (stays ≤ $20)
95%
Breach risk
5%
POP (stays ≤ $20.09)
95%
EV / mo
+$461
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.5-2.4] median, 0.1 mo faster than no FIGHT (1.0 mo)  ·  65% of paths whole by 9 mo (vs 73% without)  ·  ~0.6 challenges expected  ·  median CC cash $6,601
🛡 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)
5%
Flat exit net (mid-life)
-$2,140
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$20 @ 70% POP
59% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 27 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: $1.23/sh now → $0.87 mid-life (likely $0.62–$1.14)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 137 simulated challenges: the $20 strike is typically first touched on day 7 of 9, at $21 (overshoots $0.54). 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 (27 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2024 Jul 202612d left+$0.23/sh+$614
cycle +$830
[+$657…+$1,253] · 99% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$2024 Jul 202612d left+$0.00/sh+$13
cycle +$229
[-$60…+$550] · 66% credit
70%
surv 59%
Max even-money escape in the band~$2024 Jul 202612d left+$0.00/sh+$13
cycle +$229
[-$60…+$550] · 66% credit
70%
surv 59%
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$720/mo
vs 50% target ($5,273/mo)-86%
vs normal income ($10,547/mo)7% covered
Net income (after hedge)$2,592/mo
Downside budget
✓ $20 is at/above CC-SS $19.84: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (27 ct)$-12,879
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 collected) or spot ≥ $20.09 (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 $17.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $19.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$20-20.09
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
≥ $20.09
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$20.00 (2.0σ)$216$-4,393+$19,432+$6,696
+2.5%$20.50 (2.3σ)$-1,134$-4,098+$19,727+$6,696
+5%$21.00 (2.5σ)$-2,484$-3,803+$20,022+$6,696
V-BOUNCE STRESS (stock → CC-SS $19.84, where you are whole again, by expiry)
Starting unrealized P&L: $-23,825
+ Fortress recovery (un-capped): +$23,825
− CC assignment net of premium (27 × $20): -$0
− Conservative CC assignment net of premium (23 × $17): -$5,145
Total Position P&L @ SS: $-5,145 (+$18,680 vs today)
Do-nothing baseline at SS: $-11,185 (this trade vs do-nothing: +$6,040, the opportunity cost of earning $720/mo FIGHT income now)
🛡 safe yield50 × $1917 Jul9d22.0%92%17%$550$1,833-$3,487$3,635
Sell 50 × $19 22.0% OTM over spot $15.57 17 Jul 2026 (9d, $0.14 mid)
= $550 credit for the 9d cycle → $1,833/mo projected
Survival (stays ≤ $19)
92%
Breach risk
8%
POP (stays ≤ $19.14)
93%
EV / mo
+$882
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-3.0] median, 0.1 mo SLOWER than no FIGHT (1.4 mo): roll costs eat the credits at this rung  ·  70% of paths whole by 9 mo (vs 81% without)  ·  ~1.5 challenges expected  ·  median CC cash $1,523
🛡 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)
-$3,594
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$19 @ 70% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.17/sh now → $0.83 mid-life (likely $0.70–$1.14)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 292 simulated challenges: the $19 strike is typically first touched on day 7 of 9, at $20 (overshoots $0.53). 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)~$1924 Jul 202612d left+$0.25/sh+$1,257
cycle +$1,807
[+$1,081…+$2,008] · 99% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$1924 Jul 202612d left+$0.03/sh+$151
cycle +$701
[-$233…+$799] · 62% credit
70%
surv 59%
Max even-money escape in the band~$1924 Jul 202612d left+$0.03/sh+$151
cycle +$701
[-$233…+$799] · 62% credit
70%
surv 59%
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$1,833/mo
vs 50% target ($5,273/mo)-65%
vs normal income ($10,547/mo)17% covered
Net income (after hedge)$1,117/mo
Downside budget
⚠ $19 is $1 below CC-SS $19.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,635
… as % of IC ($31,250)11.6%
… as % of ML ($71,250)5.1%
Recovery months (at normal income)0.3 mo
Surgical close (50 ct)$-23,975
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 ≥ $19.14 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $19)); NOT the premium you collected. Momentum override: two daily closes above $17.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $18.81Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$19-19.14
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
≥ $19.14
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$19.00 (1.6σ)$550$-4,129+$19,696+$7,550
+2.5%$19.47 (1.8σ)$-1,825$-3,849+$19,976+$7,550
+5%$19.95 (2.0σ)$-4,200$-3,569+$20,256+$7,550
V-BOUNCE STRESS (stock → CC-SS $19.84, where you are whole again, by expiry)
Starting unrealized P&L: $-23,825
+ Fortress recovery (un-capped): +$23,825
− CC assignment net of premium (50 × $19): -$3,635
Total Position P&L @ SS: $-3,635 (+$20,190 vs today)
Do-nothing baseline at SS: $-11,185 (this trade vs do-nothing: +$7,550, the opportunity cost of earning $1,833/mo FIGHT income now)
33% normal ← lean46 × $1817 Jul9d15.6%86%30%$1,058$3,527-$1,793$7,393
Sell 46 × $18 15.6% OTM over spot $15.57 17 Jul 2026 (9d, $0.24 mid)
= $1,058 credit for the 9d cycle → $3,527/mo projected
Survival (stays ≤ $18)
86%
Breach risk
14%
POP (stays ≤ $18.24)
88%
EV / mo
+$1,653
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.6-2.5] median, 0.1 mo faster than no FIGHT (1.3 mo)  ·  66% of paths whole by 9 mo (vs 76% without)  ·  ~3.1 challenges expected  ·  median CC cash $6,115
🛡 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)
20%
Flat exit net (mid-life)
-$2,554
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$19 @ 74% POP
66% 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: $1.11/sh now → $0.79 mid-life (likely $0.74–$1.17)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$0.56/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 609 simulated challenges: the $18 strike is typically first touched on day 6 of 9, 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 (46 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1824 Jul 202612d left+$0.27/sh+$1,249
cycle +$2,307
[+$960…+$1,720] · 100% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$1824 Jul 202612d left+$0.05/sh+$239
cycle +$1,297
[-$248…+$556] · 56% credit
70%
surv 59%
Max even-money escape in the band~$1824 Jul 202612d left+$0.05/sh+$239
cycle +$1,297
[-$248…+$556] · 56% credit
70%
surv 59%
Safety roll (pay small debit, max POP)~$1924 Jul 202612d left-$0.12/sh-$549
cycle +$509
[-$1,214…-$312] · 15% credit
74%
surv 66%
budget: banked $1,058 debit $549 (52% used ≈ 0.7 wk of income) → whole cycle still +$509 cash · rolled 46 ct earn ≈ $7,658/mo while parked; 4 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$3,527/mo
vs 50% target ($5,273/mo)-33%
vs normal income ($10,547/mo)33% covered
Net income (after hedge)$3,261/mo
Downside budget
⚠ $18 is $2 below CC-SS $19.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,393
… as % of IC ($31,250)23.7%
… as % of ML ($71,250)10.4%
Recovery months (at normal income)0.7 mo
Surgical close (46 ct)$-21,965
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.23 collected) or spot ≥ $18.24 (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 $17.44 (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
$18-18.24
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
≥ $18.24
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.1σ)$1,058$-9,371+$14,454+$2,898
+2.5%$18.45 (1.3σ)$-1,012$-9,106+$14,719+$2,898
+5%$18.90 (1.5σ)$-3,082$-8,840+$14,985+$2,898
V-BOUNCE STRESS (stock → CC-SS $19.84, where you are whole again, by expiry)
Starting unrealized P&L: $-23,825
+ Fortress recovery (un-capped): +$23,825
− CC assignment net of premium (46 × $18): -$7,393
− Conservative CC assignment net of premium (4 × $17): -$895
Total Position P&L @ SS: $-8,287 (+$15,538 vs today)
Do-nothing baseline at SS: $-11,185 (this trade vs do-nothing: +$2,898, the opportunity cost of earning $3,527/mo FIGHT income now)
🎯 50% normal38 × $1717 Jul9d9.1%75%39%$1,596$5,320$9,185
Sell 38 × $17 9.1% OTM over spot $15.57 17 Jul 2026 (9d, $0.43 mid)
= $1,596 credit for the 9d cycle → $5,320/mo projected
Survival (stays ≤ $17)
75%
Breach risk
25%
POP (stays ≤ $17.43)
81%
EV / mo
+$1,938
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.7-2.5] median, 0.1 mo faster than no FIGHT (1.4 mo)  ·  76% of paths whole by 9 mo (vs 81% without)  ·  ~5.5 challenges expected  ·  median CC cash $7,409
🛡 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)
39%
Flat exit net (mid-life)
-$1,222
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$19 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 38 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.05/sh now → $0.74 mid-life (likely $0.84–$1.21)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,174 simulated challenges: the $17 strike is typically first touched on day 4 of 9, at $17 (overshoots $0.46). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (38 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1724 Jul 202612d left+$0.29/sh+$1,095
cycle +$2,691
[+$707…+$1,173] · 99% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$1724 Jul 202612d left+$0.07/sh+$266
cycle +$1,862
[-$277…+$244] · 43% credit
71%
surv 59%
Max even-money escape in the band~$1724 Jul 202612d left+$0.07/sh+$266
cycle +$1,862
[-$277…+$244] · 43% credit
71%
surv 59%
reaches SS ✓
Safety roll (pay small debit, max POP)~$1924 Jul 202612d left-$0.37/sh-$1,391
cycle +$205
[-$2,385…-$1,601]
82%
surv 78%
budget: banked $1,596 debit $1,391 (87% used ≈ 1.1 wk of income) → whole cycle still +$205 cash · rolled 38 ct earn ≈ $3,568/mo while parked; 12 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$5,320/mo
vs 50% target ($5,273/mo)+1%
vs normal income ($10,547/mo)50% covered
Net income (after hedge)$5,954/mo
Downside budget
⚠ $17 is $3 below CC-SS $19.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,185
… as % of IC ($31,250)29.4%
… as % of ML ($71,250)12.9%
Recovery months (at normal income)0.9 mo
Surgical close (38 ct)$-18,145
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.42 collected) or spot ≥ $17.43 (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 $17.44 (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
$17-17.43
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
≥ $17.43
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$1,596$-13,543+$10,282-$684
+2.5%$17.42 (≤1σ, normal week)$-19$-13,292+$10,533-$684
+5%$17.85 (1.0σ)$-1,634$-13,042+$10,783-$684
V-BOUNCE STRESS (stock → CC-SS $19.84, where you are whole again, by expiry)
Starting unrealized P&L: $-23,825
+ Fortress recovery (un-capped): +$23,825
− CC assignment net of premium (38 × $17): -$9,185
− Conservative CC assignment net of premium (12 × $17): -$2,684
Total Position P&L @ SS: $-11,869 (+$11,956 vs today)
Do-nothing baseline at SS: $-11,185 (this trade vs do-nothing: $-684, the opportunity cost of earning $5,320/mo FIGHT income now)
100% normal45 × $1617 Jul9d2.7%60%84%$3,195$10,650+$5,330$14,072
Sell 45 × $16 2.7% OTM over spot $15.57 17 Jul 2026 (9d, $0.73 mid)
= $3,195 credit for the 9d cycle → $10,650/mo projected
Survival (stays ≤ $16)
60%
Breach risk
40%
POP (stays ≤ $16.73)
72%
EV / mo
+$2,288
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.5-3.0] median, 0.2 mo faster than no FIGHT (1.6 mo)  ·  72% of paths whole by 9 mo (vs 75% without)  ·  ~13.6 challenges expected  ·  median CC cash $11,415
🛡 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)
67%
Flat exit net (mid-life)
+$54
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$19 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 45 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: $0.99/sh now → $0.70 mid-life (likely $0.94–$1.30)≈ $0 at expiry  |  you banked $0.71/sh, so a flat mid-life exit nets +$0.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,021 simulated challenges: the $16 strike is typically first touched on day 3 of 9, 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 (45 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1624 Jul 202612d left+$0.30/sh+$1,354
cycle +$4,549
[+$773…+$1,095] · 100% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$1624 Jul 202612d left+$0.08/sh+$381
cycle +$3,576
[-$435…+$20] · 27% credit
71%
surv 60%
Max even-money escape in the band~$1624 Jul 202612d left+$0.08/sh+$381
cycle +$3,576
[-$435…+$20] · 27% credit
71%
surv 60%
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1924 Jul 202612d left-$0.55/sh-$2,463
cycle +$732
[-$4,429…-$3,188]
91%
surv 90%
budget: banked $3,195 debit $2,463 (77% used ≈ 1.0 wk of income) → whole cycle still +$732 cash · rolled 45 ct earn ≈ $1,696/mo while parked; 5 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$10,650/mo
vs 50% target ($5,273/mo)+102%
vs normal income ($10,547/mo)101% covered
Net income (after hedge)$10,497/mo
Downside budget
⚠ $16 is $4 below CC-SS $19.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,072
… as % of IC ($31,250)45.0%
… as % of ML ($71,250)19.7%
Recovery months (at normal income)1.3 mo
Surgical close (45 ct)$-21,555
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.71 collected) or spot ≥ $16.73 (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 $17.44 (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
$16-16.73
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
≥ $16.73
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$3,195$-17,954+$5,871+$495
+2.5%$16.40 (≤1σ, normal week)$1,395$-17,518+$6,307-$1,305
+5%$16.80 (≤1σ, normal week)$-405$-17,082+$6,743-$3,105
SS (= V-bounce)$17.13 (≤1σ, normal week)$-1,890$-16,788+$7,037-$4,005
V-BOUNCE STRESS (stock → CC-SS $19.84, where you are whole again, by expiry)
Starting unrealized P&L: $-23,825
+ Fortress recovery (un-capped): +$23,825
− CC assignment net of premium (45 × $16): -$14,072
− Conservative CC assignment net of premium (5 × $17): -$1,119
Total Position P&L @ SS: $-15,190 (+$8,635 vs today)
Do-nothing baseline at SS: $-11,185 (this trade vs do-nothing: $-4,005, the opportunity cost of earning $10,650/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: 1.118 (IBKR)  |  Recovery@SS: +$23,825 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-11,185

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172d10 Jul 2026$0.1230/50$5,400$6,93489%91%+$3,760-$8,15126.1%$-12,625 (vs do-nothing $-1,440)
$16.502d10 Jul 2026$0.2117/50$5,355$8,35280%85%+$3,047-$5,31617.0%$-12,698 (vs do-nothing $-1,513)
$179d17 Jul 2026$0.4238/50$5,320$5,95475%81%+$1,938-$9,18529.4%$-11,869 (vs do-nothing $-684)
$1716d24 Jul 2026$0.6047/50$5,288$4,90972%78%+$1,305-$10,51433.6%$-11,185 (vs do-nothing +$0)
$16.509d17 Jul 2026$0.5430/50$5,400$6,93468%76%+$1,506-$8,39126.9%$-12,865 (vs do-nothing $-1,680)
$162d10 Jul 2026$0.3511/50$5,775$9,44766%77%+$2,358-$3,83612.3%$-12,560 (vs do-nothing $-1,375)
$16.5016d24 Jul 2026$0.7737/50$5,342$6,08866%75%+$1,205-$9,49830.4%$-12,406 (vs do-nothing $-1,221)
$169d17 Jul 2026$0.7123/50$5,443$7,76560%72%+$1,170-$7,19223.0%$-13,232 (vs do-nothing $-2,047)
$1616d24 Jul 2026$0.9430/50$5,288$6,82259%72%+$915-$8,69127.8%$-13,165 (vs do-nothing $-1,980)
$15.5016d24 Jul 2026$1.2024/50$5,400$7,60953%68%+$903-$7,52924.1%$-13,345 (vs do-nothing $-2,160)
$15.509d17 Jul 2026$0.9318/50$5,580$8,46451%68%+$907-$6,13319.6%$-13,291 (vs do-nothing $-2,106)
$15.502d10 Jul 2026$0.567/50$5,880$10,00249%69%+$1,487-$2,6448.5%$-12,263 (vs do-nothing $-1,078)

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 01:49