FORTRESS FIGHT: BMNR @ $15.11

BE SS: $17.13  |  CC-SS: $19.63  |  50 contracts (5,000 sh)  |  2026-07-08 03:37 |  ⌂ PORTFOLIO

BMNR @ $15.11   UNDERWATER $2.02 (11.8% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.63  |  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$9,703/mo95% ann ROI on ML
Hedge rolling cost$716/mo
Unrealized P&L$-25,200fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,852/mo
HEDGE COVER
$716/mo
NORMAL INCOME
$9,703/mo (ATM CC, chain)
IC VELOCITY
3.2 mo to earn back $31,250
ML VELOCITY
7.3 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.63 (probe: $19.5C 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 16 (live) · RSI 38 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 44 · %B 49 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.84 (+25%) · daily UBB $17.38 · 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 2026-07-08: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 41 contracts at $17 / 2d. This is the safest strike (survival 93%, breach 7%) that still earns 50% of normal income ($4,852/mo); it brings $4,920/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 47 × $16.50/2d for $9,870/mo, but breach risk rises to 12% (+5pp 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 $10,435 (33% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 41 contracts realizes $-20,705 and cuts bleed by $587/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 41 × $17, 93% survival, $4,920/mo (E[net] $3,566/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 · 2d41 × $1793%$4,920$3,566
NEXT FRIDAY17 Jul 2026 · 9d49 × $1781%$4,900$1,507

📅 THIS FRIDAY · 10 Jul 2026 · 2d · E[net] $3,566/mo 🏆 GRAND PICK

🎯 Engine pick: sell 41 × $17 (primary), 93% survival, breach 7%, $4,920/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $17.50 rung (33% normal) lifts survival to 96% (breach 7% → 4%) for $1,695/mo less (34% income) buys safety you do not really need here.
BMNR  spot $15.11 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge48 × $2010 Jul2d32.4%99+%1%$48$720-$4,200$0
Sell 48 × $20 32.4% OTM over spot $15.11 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
+$700
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.6-2.8] median, 0.1 mo faster than no FIGHT (1.5 mo)  ·  55% of paths whole by 9 mo (vs 70% without)  ·  ~0.0 challenges expected  ·  median CC cash $-2,720
🛡 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)
-$2,438
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: $0.73/sh now → $0.52 mid-life → ≈ $0 at expiry  |  you banked $0.01/sh, so a flat mid-life exit nets -$0.51/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+$0.41/sh+$1,964
cycle +$2,012
68%
surv 52%
Up-and-out for even (raise the cap, free)~$2117 Jul 20268d left+$0.07/sh+$318
cycle +$366
75%
surv 67%
Max even-money escape in the band~$2224 Jul 202615d left+$0.04/sh+$205
cycle +$253
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 ($4,852/mo)-85%
vs normal income ($9,703/mo)7% covered
Net income (after hedge)$184/mo
Downside budget
✓ $20 is at/above CC-SS $19.63: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (48 ct)$-24,216
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 $17.38 (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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$20.00 (4.9σ)$48$1,634+$26,834+$12,144
+2.5%$20.50 (5.4σ)$-2,352$1,921+$27,121+$12,144
+5%$21.00 (5.9σ)$-4,752$2,209+$27,409+$12,144
V-BOUNCE STRESS (stock → CC-SS $19.63, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (48 × $20): -$0
− Conservative CC assignment net of premium (2 × $17): -$429
Total Position P&L @ SS: $-429 (+$24,771 vs today)
Do-nothing baseline at SS: $-10,726 (this trade vs do-nothing: +$10,297, the opportunity cost of earning $720/mo FIGHT income now)
33% normal43 × $17.5010 Jul2d15.9%96%8%$215$3,225-$1,695$8,923
Sell 43 × $17.50 15.9% OTM over spot $15.11 10 Jul 2026 (2d, $0.06 mid)
= $215 credit for the 2d cycle → $3,225/mo projected
Survival (stays ≤ $17.50)
96%
Breach risk
4%
POP (stays ≤ $17.55)
97%
EV / mo
+$2,656
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-3.0] median  ·  63% of paths whole by 9 mo (vs 74% without)  ·  ~0.9 challenges expected  ·  median CC cash $1,835
🛡 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)
2%
Flat exit net (mid-life)
-$1,733
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 43 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: $0.64/sh now → $0.45 mid-life (likely $0.41–$0.79)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 73 simulated challenges: the $18 strike is typically first touched on day 2 of 2, at $18 (overshoots $0.37). 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 (43 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1817 Jul 20268d left+$0.43/sh+$1,841
cycle +$2,056
[+$1,492…+$2,068] · 97% credit
68%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$1924 Jul 202615d left+$0.18/sh+$791
cycle +$1,006
[+$5…+$988] · 77% credit
77%
surv 71%
Up-and-out for even (raise the cap, free)~$1817 Jul 20268d left+$0.09/sh+$376
cycle +$591
[-$317…+$514] · 64% credit
76%
surv 68%
Max even-money escape in the band~$1924 Jul 202615d left+$0.06/sh+$261
cycle +$476
[-$627…+$435] · 53% credit
80%
surv 76%
Safety roll (pay small debit, max POP)~$2024 Jul 202615d left-$0.02/sh-$93
cycle +$122
[-$1,049…+$66] · 36% credit
83%
surv 80%
budget: banked $215 debit $93 (43% used ≈ 0.1 wk of income) → whole cycle still +$122 cash · rolled 43 ct earn ≈ $3,712/mo while parked; 7 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$3,225/mo
vs 50% target ($4,852/mo)-34%
vs normal income ($9,703/mo)33% covered
Net income (after hedge)$3,139/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,923
… as % of IC ($31,250)28.6%
… as % of ML ($71,250)12.5%
Recovery months (at normal income)0.9 mo
Surgical close (43 ct)$-21,693
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 $0.05 collected) or spot ≥ $17.55 (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 $17.38 (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
$17-17.55
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
≥ $17.55
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (2.4σ)$215$-11,647+$13,553+$301
+2.5%$17.94 (2.8σ)$-1,666$-11,395+$13,805+$301
+5%$18.38 (3.3σ)$-3,548$-11,144+$14,056+$301
V-BOUNCE STRESS (stock → CC-SS $19.63, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (43 × $17.50): -$8,923
− Conservative CC assignment net of premium (7 × $17): -$1,502
Total Position P&L @ SS: $-10,425 (+$14,775 vs today)
Do-nothing baseline at SS: $-10,726 (this trade vs do-nothing: +$301, the opportunity cost of earning $3,225/mo FIGHT income now)
🎯 50% normal41 × $1710 Jul2d12.5%93%5%$328$4,920$10,435
Sell 41 × $17 12.5% OTM over spot $15.11 10 Jul 2026 (2d, $0.09 mid)
= $328 credit for the 2d cycle → $4,920/mo projected
Survival (stays ≤ $17)
93%
Breach risk
7%
POP (stays ≤ $17.09)
94%
EV / mo
+$3,708
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.7-3.4] median, 0.2 mo faster than no FIGHT (1.5 mo)  ·  63% of paths whole by 9 mo (vs 70% without)  ·  ~2.7 challenges expected  ·  median CC cash $7,006
🛡 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)
-$1,477
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$19 @ 84% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 41 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.62/sh now → $0.44 mid-life (likely $0.44–$0.92)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 150 simulated challenges: the $17 strike is typically first touched on day 2 of 2, 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 (41 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1717 Jul 20268d left+$0.43/sh+$1,761
cycle +$2,089
[+$1,169…+$1,923] · 95% credit
68%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$1824 Jul 202615d left+$0.18/sh+$754
cycle +$1,082
[-$359…+$848] · 69% credit
77%
surv 71%
Up-and-out for even (raise the cap, free)~$1817 Jul 20268d left+$0.09/sh+$367
cycle +$695
[-$644…+$413] · 53% credit
76%
surv 68%
Max even-money escape in the band~$1924 Jul 202615d left+$0.06/sh+$253
cycle +$581
[-$997…+$314] · 45% credit
80%
surv 76%
reaches SS ✓
Safety roll (pay small debit, max POP)~$1924 Jul 202615d left-$0.02/sh-$82
cycle +$246
[-$1,425…-$43] · 21% credit
84%
surv 80%
budget: banked $328 debit $82 (25% used ≈ 0.1 wk of income) → whole cycle still +$246 cash · rolled 41 ct earn ≈ $3,446/mo while parked; 9 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$4,920/mo
vs 50% target ($4,852/mo)+1%
vs normal income ($9,703/mo)51% covered
Net income (after hedge)$5,014/mo
Downside budget
⚠ $17 is $3 below CC-SS $19.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,435
… as % of IC ($31,250)33.4%
… as % of ML ($71,250)14.6%
Recovery months (at normal income)1.1 mo
Surgical close (41 ct)$-20,705
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 ≥ $17.09 (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 $17.38 (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
$17-17.09
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
≥ $17.09
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (1.9σ)$328$-13,875+$11,325-$1,640
+2.5%$17.42 (2.3σ)$-1,414$-13,631+$11,569-$1,640
+5%$17.85 (2.7σ)$-3,157$-13,387+$11,813-$1,640
V-BOUNCE STRESS (stock → CC-SS $19.63, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (41 × $17): -$10,435
− Conservative CC assignment net of premium (9 × $17): -$1,931
Total Position P&L @ SS: $-12,366 (+$12,834 vs today)
Do-nothing baseline at SS: $-10,726 (this trade vs do-nothing: $-1,640, the opportunity cost of earning $4,920/mo FIGHT income now)
🛡 safe yield50 × $1710 Jul2d12.5%93%14%$400$6,000+$1,080$12,726
Sell 50 × $17 12.5% OTM over spot $15.11 10 Jul 2026 (2d, $0.09 mid)
= $400 credit for the 2d cycle → $6,000/mo projected
Survival (stays ≤ $17)
93%
Breach risk
7%
POP (stays ≤ $17.09)
94%
EV / mo
+$4,522
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.7-3.7] median, 0.1 mo SLOWER than no FIGHT (1.5 mo): roll costs eat the credits at this rung  ·  64% of paths whole by 9 mo (vs 70% without)  ·  ~2.6 challenges expected  ·  median CC cash $3,959
🛡 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)
-$1,801
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$19 @ 84% 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: $0.62/sh now → $0.44 mid-life (likely $0.43–$0.80)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 160 simulated challenges: the $17 strike is typically first touched on day 2 of 2, at $17 (overshoots $0.39). 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)~$1717 Jul 20268d left+$0.43/sh+$2,147
cycle +$2,547
[+$1,655…+$2,360] · 96% credit
68%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$1824 Jul 202615d left+$0.18/sh+$920
cycle +$1,320
[-$75…+$1,062] · 72% credit
77%
surv 71%
Up-and-out for even (raise the cap, free)~$1817 Jul 20268d left+$0.09/sh+$447
cycle +$847
[-$491…+$529] · 62% credit
76%
surv 68%
Max even-money escape in the band~$1924 Jul 202615d left+$0.06/sh+$308
cycle +$708
[-$836…+$415] · 49% credit
80%
surv 76%
reaches SS ✓
Safety roll (pay small debit, max POP)~$1924 Jul 202615d left-$0.02/sh-$100
cycle +$300
[-$1,351…-$18] · 22% credit
84%
surv 80%
budget: banked $400 debit $100 (25% used ≈ 0.1 wk of income) → whole cycle still +$300 cash · rolled 50 ct earn ≈ $4,202/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$6,000/mo
vs 50% target ($4,852/mo)+24%
vs normal income ($9,703/mo)62% covered
Net income (after hedge)$5,284/mo
Downside budget
⚠ $17 is $3 below CC-SS $19.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,726
… as % of IC ($31,250)40.7%
… as % of ML ($71,250)17.9%
Recovery months (at normal income)1.3 mo
Surgical close (50 ct)$-25,250
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 collected) or spot ≥ $17.09 (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 $17.38 (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
$17-17.09
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
≥ $17.09
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (1.9σ)$400$-14,235+$10,965-$2,000
+2.5%$17.42 (2.3σ)$-1,725$-13,991+$11,209-$2,000
+5%$17.85 (2.7σ)$-3,850$-13,747+$11,453-$2,000
V-BOUNCE STRESS (stock → CC-SS $19.63, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (50 × $17): -$12,726
Total Position P&L @ SS: $-12,726 (+$12,474 vs today)
Do-nothing baseline at SS: $-10,726 (this trade vs do-nothing: $-2,000, the opportunity cost of earning $6,000/mo FIGHT income now)
100% normal47 × $16.5010 Jul2d9.2%88%25%$658$9,870+$4,950$14,030
Sell 47 × $16.50 9.2% OTM over spot $15.11 10 Jul 2026 (2d, $0.15 mid)
= $658 credit for the 2d cycle → $9,870/mo projected
Survival (stays ≤ $16.50)
88%
Breach risk
12%
POP (stays ≤ $16.64)
90%
EV / mo
+$6,696
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.8-3.4] median, 0.1 mo faster than no FIGHT (1.8 mo)  ·  78% of paths whole by 9 mo (vs 78% without)  ·  ~6.0 challenges expected  ·  median CC cash $11,354
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$1,350
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$19 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 47 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.60/sh now → $0.43 mid-life (likely $0.45–$0.89)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 347 simulated challenges: the $16 strike is typically first touched on day 2 of 2, 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 (47 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1617 Jul 20268d left+$0.43/sh+$2,021
cycle +$2,679
[+$1,379…+$2,112] · 94% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$1824 Jul 202615d left+$0.18/sh+$861
cycle +$1,519
[-$393…+$844] · 65% credit
77%
surv 71%
Up-and-out for even (raise the cap, free)~$1717 Jul 20268d left+$0.09/sh+$427
cycle +$1,085
[-$703…+$401] · 51% credit
76%
surv 68%
Max even-money escape in the band~$1824 Jul 202615d left+$0.06/sh+$290
cycle +$948
[-$1,126…+$257] · 39% credit
81%
surv 76%
reaches SS ✓
Safety roll (pay small debit, max POP)~$1924 Jul 202615d left-$0.11/sh-$520
cycle +$138
[-$2,199…-$585]
86%
surv 84%
budget: banked $658 debit $520 (79% used ≈ 0.2 wk of income) → whole cycle still +$138 cash · rolled 47 ct earn ≈ $2,976/mo while parked; 3 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$9,870/mo
vs 50% target ($4,852/mo)+103%
vs normal income ($9,703/mo)102% covered
Net income (after hedge)$9,424/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,030
… as % of IC ($31,250)44.9%
… as % of ML ($71,250)19.7%
Recovery months (at normal income)1.4 mo
Surgical close (47 ct)$-23,711
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.14 collected) or spot ≥ $16.64 (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 $17.38 (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
$16-16.64
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.64
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (1.4σ)$658$-16,621+$8,579-$1,598
+2.5%$16.91 (1.8σ)$-1,281$-16,260+$8,940-$3,537
+5%$17.32 (2.2σ)$-3,219$-15,996+$9,203-$3,948
V-BOUNCE STRESS (stock → CC-SS $19.63, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (47 × $16.50): -$14,030
− Conservative CC assignment net of premium (3 × $17): -$644
Total Position P&L @ SS: $-14,674 (+$10,526 vs today)
Do-nothing baseline at SS: $-10,726 (this trade vs do-nothing: $-3,948, the opportunity cost of earning $9,870/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] $1,507/mo

🎯 Engine pick: sell 49 × $17 (primary), 81% survival, breach 19%, $4,900/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $17.50 rung (33% normal) lifts survival to 85% (breach 19% → 15%) for $1,673/mo less (34% income) buys safety you do not really need here.
BMNR  spot $15.11 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge36 × $2017 Jul9d32.4%96%8%$216$720-$4,180$0
Sell 36 × $20 32.4% OTM over spot $15.11 17 Jul 2026 (9d, $0.07 mid)
= $216 credit for the 9d cycle → $720/mo projected
Survival (stays ≤ $20)
96%
Breach risk
4%
POP (stays ≤ $20.07)
96%
EV / mo
+$438
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-3.4] median  ·  65% of paths whole by 9 mo (vs 74% without)  ·  ~0.4 challenges expected  ·  median CC cash $3,652
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$2,934
Free roll-up
none
Safest escape (by 24 Jul 2026)
$20 @ 70% POP
58% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 36 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: $1.24/sh now → $0.88 mid-life (likely $0.55–$1.13)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.82/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 90 simulated challenges: the $20 strike is typically first touched on day 7 of 9, at $21 (overshoots $0.52). 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 (36 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2024 Jul 202612d left+$0.17/sh+$615
cycle +$831
[+$820…+$1,581] · 99% credit
67%
surv 53%
Max even-money escape in the band~$2024 Jul 202612d left+$0.22/sh+$786
cycle +$1,002
[+$1,022…+$1,768] · 99% credit
66%
surv 51%
Safety roll (pay small debit, max POP)~$2024 Jul 202612d left-$0.01/sh-$21
cycle +$195
[-$21…+$885] · 72% credit
70%
surv 58%
budget: banked $216 debit $21 (10% used ≈ 0.1 wk of income) → whole cycle still +$195 cash · rolled 36 ct earn ≈ $7,823/mo while parked; 14 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$720/mo
vs 50% target ($4,852/mo)-85%
vs normal income ($9,703/mo)7% covered
Net income (after hedge)$1,264/mo
Downside budget
✓ $20 is at/above CC-SS $19.63: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (36 ct)$-18,198
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $20.07 (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 $17.38 (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
$20-20.07
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
≥ $20.07
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$20.00 (2.3σ)$216$-1,222+$23,978+$9,288
+2.5%$20.50 (2.5σ)$-1,584$-935+$24,265+$9,288
+5%$21.00 (2.8σ)$-3,384$-647+$24,553+$9,288
V-BOUNCE STRESS (stock → CC-SS $19.63, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (36 × $20): -$0
− Conservative CC assignment net of premium (14 × $17): -$3,003
Total Position P&L @ SS: $-3,003 (+$22,197 vs today)
Do-nothing baseline at SS: $-10,726 (this trade vs do-nothing: +$7,723, the opportunity cost of earning $720/mo FIGHT income now)
🛡 safe yield50 × $18.5017 Jul9d22.5%92%18%$600$2,000-$2,900$5,026
Sell 50 × $18.50 22.5% OTM over spot $15.11 17 Jul 2026 (9d, $0.15 mid)
= $600 credit for the 9d cycle → $2,000/mo projected
Survival (stays ≤ $18.50)
92%
Breach risk
8%
POP (stays ≤ $18.65)
92%
EV / mo
+$978
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-3.4] median, 0.1 mo faster than no FIGHT (1.5 mo)  ·  64% of paths whole by 9 mo (vs 74% without)  ·  ~1.4 challenges expected  ·  median CC cash $1,994
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
9%
Flat exit net (mid-life)
-$3,447
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: $1.14/sh now → $0.81 mid-life (likely $0.64–$1.15)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 274 simulated challenges: the $18 strike is typically first touched on day 6 of 9, at $19 (overshoots $0.50). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1824 Jul 202612d left+$0.21/sh+$1,049
cycle +$1,649
[+$838…+$1,928] · 99% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$1924 Jul 202612d left+$0.03/sh+$169
cycle +$769
[-$288…+$910] · 64% credit
70%
surv 59%
Max even-money escape in the band~$1924 Jul 202612d left+$0.03/sh+$169
cycle +$769
[-$288…+$910] · 64% 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$2,000/mo
vs 50% target ($4,852/mo)-59%
vs normal income ($9,703/mo)21% covered
Net income (after hedge)$1,284/mo
Downside budget
⚠ $18.50 is $1 below CC-SS $19.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,026
… as % of IC ($31,250)16.1%
… as % of ML ($71,250)7.1%
Recovery months (at normal income)0.5 mo
Surgical close (50 ct)$-25,350
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 ≥ $18.65 (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 $17.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $18.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.65
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
≥ $18.65
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.50 (1.6σ)$600$-5,673+$19,527+$5,700
+2.5%$18.96 (1.8σ)$-1,712$-5,407+$19,793+$5,700
+5%$19.43 (2.0σ)$-4,025$-5,141+$20,059+$5,700
V-BOUNCE STRESS (stock → CC-SS $19.63, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (50 × $18.50): -$5,026
Total Position P&L @ SS: $-5,026 (+$20,174 vs today)
Do-nothing baseline at SS: $-10,726 (this trade vs do-nothing: +$5,700, the opportunity cost of earning $2,000/mo FIGHT income now)
33% normal44 × $17.5017 Jul9d15.9%85%30%$968$3,227-$1,673$8,383
Sell 44 × $17.50 15.9% OTM over spot $15.11 17 Jul 2026 (9d, $0.23 mid)
= $968 credit for the 9d cycle → $3,227/mo projected
Survival (stays ≤ $17.50)
85%
Breach risk
15%
POP (stays ≤ $17.73)
87%
EV / mo
+$1,369
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-2.7] median  ·  66% of paths whole by 9 mo (vs 72% without)  ·  ~3.1 challenges expected  ·  median CC cash $5,791
🛡 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)
19%
Flat exit net (mid-life)
-$2,401
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$18 @ 74% POP
66% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 44 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 $0.72–$1.14)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 579 simulated challenges: the $18 strike is typically first touched on day 6 of 9, at $18 (overshoots $0.46). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (44 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1824 Jul 202612d left+$0.23/sh+$1,017
cycle +$1,985
[+$660…+$1,452] · 99% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$1824 Jul 202612d left+$0.06/sh+$245
cycle +$1,213
[-$220…+$557] · 60% credit
70%
surv 59%
Max even-money escape in the band~$1824 Jul 202612d left+$0.06/sh+$245
cycle +$1,213
[-$220…+$557] · 60% credit
70%
surv 59%
Safety roll (pay small debit, max POP)~$1824 Jul 202612d left-$0.10/sh-$430
cycle +$538
[-$1,008…-$199] · 18% credit
74%
surv 66%
budget: banked $968 debit $430 (44% used ≈ 0.6 wk of income) → whole cycle still +$538 cash · rolled 44 ct earn ≈ $7,346/mo while parked; 6 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$3,227/mo
vs 50% target ($4,852/mo)-33%
vs normal income ($9,703/mo)33% covered
Net income (after hedge)$3,051/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,383
… as % of IC ($31,250)26.8%
… as % of ML ($71,250)11.8%
Recovery months (at normal income)0.9 mo
Surgical close (44 ct)$-22,242
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 $0.22 collected) or spot ≥ $17.73 (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 $17.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.73
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
≥ $17.73
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (1.1σ)$968$-10,892+$14,308+$1,056
+2.5%$17.94 (1.3σ)$-957$-10,640+$14,560+$1,056
+5%$18.38 (1.5σ)$-2,882$-10,389+$14,811+$1,056
V-BOUNCE STRESS (stock → CC-SS $19.63, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (44 × $17.50): -$8,383
− Conservative CC assignment net of premium (6 × $17): -$1,287
Total Position P&L @ SS: $-9,670 (+$15,530 vs today)
Do-nothing baseline at SS: $-10,726 (this trade vs do-nothing: +$1,056, the opportunity cost of earning $3,227/mo FIGHT income now)
🎯 50% normal49 × $1717 Jul9d12.5%81%28%$1,470$4,900$11,393
Sell 49 × $17 12.5% OTM over spot $15.11 17 Jul 2026 (9d, $0.32 mid)
= $1,470 credit for the 9d cycle → $4,900/mo projected
Survival (stays ≤ $17)
81%
Breach risk
19%
POP (stays ≤ $17.32)
84%
EV / mo
+$1,888
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.6-2.9] median, 0.2 mo faster than no FIGHT (1.6 mo)  ·  69% of paths whole by 9 mo (vs 75% without)  ·  ~4.2 challenges expected  ·  median CC cash $6,508
🛡 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)
28%
Flat exit net (mid-life)
-$2,174
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$18 @ 78% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 49 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.05/sh now → $0.74 mid-life (likely $0.73–$1.13)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$0.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 838 simulated challenges: the $17 strike is typically first touched on day 5 of 9, 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 (49 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1724 Jul 202612d left+$0.24/sh+$1,177
cycle +$2,647
[+$730…+$1,490] · 99% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$1724 Jul 202612d left+$0.07/sh+$320
cycle +$1,790
[-$244…+$564] · 54% credit
70%
surv 59%
Max even-money escape in the band~$1724 Jul 202612d left+$0.07/sh+$320
cycle +$1,790
[-$244…+$564] · 54% credit
70%
surv 59%
reaches SS ✓
Safety roll (pay small debit, max POP)~$1824 Jul 202612d left-$0.25/sh-$1,229
cycle +$241
[-$2,148…-$1,169] · 2% credit
78%
surv 72%
budget: banked $1,470 debit $1,229 (84% used ≈ 1.1 wk of income) → whole cycle still +$241 cash · rolled 49 ct earn ≈ $6,039/mo while parked; 1 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$4,900/mo
vs 50% target ($4,852/mo)+1%
vs normal income ($9,703/mo)50% covered
Net income (after hedge)$4,274/mo
Downside budget
⚠ $17 is $3 below CC-SS $19.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,393
… as % of IC ($31,250)36.5%
… as % of ML ($71,250)16.0%
Recovery months (at normal income)1.2 mo
Surgical close (49 ct)$-24,769
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.30 collected) or spot ≥ $17.32 (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 $17.38 (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
$17-17.32
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
≥ $17.32
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$1,470$-13,117+$12,083-$882
+2.5%$17.42 (1.1σ)$-612$-12,873+$12,327-$882
+5%$17.85 (1.3σ)$-2,695$-12,629+$12,571-$882
V-BOUNCE STRESS (stock → CC-SS $19.63, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (49 × $17): -$11,393
− Conservative CC assignment net of premium (1 × $17): -$215
Total Position P&L @ SS: $-11,608 (+$13,592 vs today)
Do-nothing baseline at SS: $-10,726 (this trade vs do-nothing: $-882, the opportunity cost of earning $4,900/mo FIGHT income now)
100% normal41 × $15.5017 Jul9d2.6%60%84%$2,911$9,703+$4,803$14,002
Sell 41 × $15.50 2.6% OTM over spot $15.11 17 Jul 2026 (9d, $0.74 mid)
= $2,911 credit for the 9d cycle → $9,703/mo projected
Survival (stays ≤ $15.50)
60%
Breach risk
40%
POP (stays ≤ $16.24)
72%
EV / mo
+$2,145
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.6-3.1] median, 0.1 mo faster than no FIGHT (1.3 mo)  ·  71% of paths whole by 9 mo (vs 70% without)  ·  ~14.3 challenges expected  ·  median CC cash $9,265
🛡 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)
68%
Flat exit net (mid-life)
+$131
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 41 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 $0.92–$1.27)≈ $0 at expiry  |  you banked $0.71/sh, so a flat mid-life exit nets +$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,039 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 (41 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1624 Jul 202612d left+$0.26/sh+$1,076
cycle +$3,987
[+$493…+$800] · 97% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$1624 Jul 202612d left+$0.09/sh+$363
cycle +$3,274
[-$378…+$32] · 28% credit
71%
surv 59%
Max even-money escape in the band~$1624 Jul 202612d left+$0.09/sh+$363
cycle +$3,274
[-$378…+$32] · 28% credit
71%
surv 59%
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-$0.53/sh-$2,158
cycle +$753
[-$3,914…-$2,826]
91%
surv 90%
budget: banked $2,911 debit $2,158 (74% used ≈ 1.0 wk of income) → whole cycle still +$753 cash · rolled 41 ct earn ≈ $1,555/mo while parked; 9 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$9,703/mo
vs 50% target ($4,852/mo)+100%
vs normal income ($9,703/mo)100% covered
Net income (after hedge)$9,797/mo
Downside budget
⚠ $15.50 is $4 below CC-SS $19.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,002
… as % of IC ($31,250)44.8%
… as % of ML ($71,250)19.7%
Recovery months (at normal income)1.4 mo
Surgical close (41 ct)$-20,787
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 ≥ $16.24 (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 $17.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-16.24
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
≥ $16.24
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (≤1σ, normal week)$2,911$-19,655+$5,545+$943
+2.5%$15.89 (≤1σ, normal week)$1,322$-19,083+$6,117-$646
+5%$16.28 (≤1σ, normal week)$-267$-18,512+$6,688-$2,235
SS (= V-bounce)$17.13 (≤1σ, normal week)$-3,772$-17,368+$7,832-$5,207
V-BOUNCE STRESS (stock → CC-SS $19.63, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (41 × $15.50): -$14,002
− Conservative CC assignment net of premium (9 × $17): -$1,931
Total Position P&L @ SS: $-15,933 (+$9,267 vs today)
Do-nothing baseline at SS: $-10,726 (this trade vs do-nothing: $-5,207, the opportunity cost of earning $9,703/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 (14 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 14 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.115 (IBKR)  |  Recovery@SS: +$25,200 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-10,726

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172d10 Jul 2026$0.0841/50$4,920$5,01493%94%+$3,708-$10,43533.4%$-12,366 (vs do-nothing $-1,640)
$16.502d10 Jul 2026$0.1424/50$5,040$6,66488%90%+$3,419-$7,16422.9%$-12,742 (vs do-nothing $-2,016)
$179d17 Jul 2026$0.3049/50$4,900$4,27481%84%+$1,888-$11,39336.5%$-11,608 (vs do-nothing $-882)
$162d10 Jul 2026$0.2315/50$5,175$7,60979%84%+$2,891-$5,09316.3%$-12,601 (vs do-nothing $-1,875)
$16.509d17 Jul 2026$0.4037/50$4,933$5,38775%80%+$1,622-$10,08332.3%$-12,872 (vs do-nothing $-2,146)
$16.5016d24 Jul 2026$0.6044/50$4,950$4,77472%78%+$1,285-$11,11135.6%$-12,398 (vs do-nothing $-1,672)
$169d17 Jul 2026$0.5328/50$4,947$6,21168%76%+$1,324-$8,66727.7%$-13,386 (vs do-nothing $-2,660)
$1616d24 Jul 2026$0.7734/50$4,909$5,63366%75%+$1,180-$9,70831.1%$-13,140 (vs do-nothing $-2,414)
$15.502d10 Jul 2026$0.379/50$4,995$7,96965%76%+$2,062-$3,38010.8%$-12,175 (vs do-nothing $-1,449)
$15.509d17 Jul 2026$0.7121/50$4,970$6,86460%72%+$1,099-$7,17223.0%$-13,393 (vs do-nothing $-2,667)
$15.5016d24 Jul 2026$0.9229/50$5,002$6,17759%71%+$853-$9,29529.7%$-13,800 (vs do-nothing $-3,074)
$1516d24 Jul 2026$1.1423/50$4,916$6,63052%68%+$673-$8,01625.7%$-13,808 (vs do-nothing $-3,082)
$159d17 Jul 2026$0.9116/50$4,853$7,19751%68%+$740-$5,94419.0%$-13,238 (vs do-nothing $-2,512)
Show 1 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$152d10 Jul 2026$0.556/50$4,950$8,19448%68%+$1,119-$2,4457.8%$-11,884 (vs do-nothing $-1,158)

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 03:37