FORTRESS FIGHT: BMNR @ $14.69

BE SS: $17.13  |  CC-SS: $19.89  |  50 contracts (5,000 sh)  |  2026-07-09 03:37 |  ⌂ PORTFOLIO

BMNR @ $14.69   UNDERWATER $2.44 (14.2% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.89  |  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$9,991/mo95% ann ROI on ML
Hedge rolling cost$872/mo
Unrealized P&L$-28,725fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,996/mo
HEDGE COVER
$872/mo
NORMAL INCOME
$9,991/mo (ATM CC, chain)
IC VELOCITY
3.1 mo to earn back $31,250
ML VELOCITY
7.1 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.89 (probe: $20C 15d) brings only $700/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 13 (live) · RSI 37 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 41 · %B 42 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.82 (+28%) · daily UBB $17.23 · 1-wk expected move ±$2 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-11: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 38 contracts at $16 / 8d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($4,996/mo); it brings $5,130/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 39 × $15/8d for $10,238/mo, but breach risk rises to 41% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 47 × $19/8d (97% survival, $881/mo).
Downside anchor: the primary mortgages $13,396 (43% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 38 contracts realizes $-21,869 and cuts bleed by $663/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: NEXT FRIDAY · 17 Jul 2026 (8d) · sell 38 × $16, 76% survival, $5,130/mo (E[net] $1,343/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 8d38 × $1676%$5,130$1,343

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $1,343/mo 🏆 GRAND PICK

🎯 Engine pick: sell 38 × $16 (primary), 76% survival, breach 24%, $5,130/mo.
⚖️ Worth a safer step: the $17 rung (33% normal) lifts survival to 88% (breach 24% → 12%) for $1,822/mo less (36% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $17 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $14.69 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge47 × $1917 Jul8d29.3%97%6%$235$881-$4,249$3,926
Sell 47 × $19 29.3% OTM over spot $14.69 17 Jul 2026 (8d, $0.06 mid)
= $235 credit for the 8d cycle → $881/mo projected
Survival (stays ≤ $19)
97%
Breach risk
3%
POP (stays ≤ $19.05)
97%
EV / mo
+$655
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [0.9-4.1] median, 0.2 mo SLOWER than no FIGHT (1.9 mo): roll costs eat the credits at this rung  ·  53% of paths whole by 9 mo (vs 58% without)  ·  ~0.5 challenges expected  ·  median CC cash $-528
🛡 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)
-$3,601
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$19 @ 70% POP
57% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.15/sh now → $0.82 mid-life (likely $0.53–$0.96)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.77/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 93 simulated challenges: the $19 strike is typically first touched on day 7 of 8, at $19 (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)~$1924 Jul 202611d left+$0.24/sh+$1,120
cycle +$1,355
[+$1,308…+$2,245] · 100% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$1924 Jul 202611d left+$0.09/sh+$405
cycle +$640
[+$450…+$1,491] · 89% credit
70%
surv 57%
Max even-money escape in the band~$1924 Jul 202611d left+$0.09/sh+$405
cycle +$640
[+$450…+$1,491] · 89% credit
70%
surv 57%
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$881/mo
vs 50% target ($4,996/mo)-82%
vs normal income ($9,991/mo)9% covered
Net income (after hedge)$213/mo
Downside budget
⚠ $19 is $1 below CC-SS $19.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,926
… as % of IC ($31,250)12.6%
… as % of ML ($71,250)5.5%
Recovery months (at normal income)0.4 mo
Surgical close (47 ct)$-27,025
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 ≥ $19.05 (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 $17.23 (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
$19-19.05
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
≥ $19.05
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$19.00 (2.2σ)$235$-5,159+$23,566+$8,037
+2.5%$19.47 (2.5σ)$-1,997$-4,907+$23,818+$8,037
+5%$19.95 (2.7σ)$-4,230$-4,655+$24,070+$8,037
V-BOUNCE STRESS (stock → CC-SS $19.89, where you are whole again, by expiry)
Starting unrealized P&L: $-28,725
+ Fortress recovery (un-capped): +$28,725
− CC assignment net of premium (47 × $19): -$3,926
− Conservative CC assignment net of premium (3 × $17): -$764
Total Position P&L @ SS: $-4,689 (+$24,036 vs today)
Do-nothing baseline at SS: $-12,726 (this trade vs do-nothing: +$8,037, the opportunity cost of earning $881/mo FIGHT income now)
🛡 safe yield50 × $17.5017 Jul8d19.1%92%17%$600$2,250-$2,880$11,326
Sell 50 × $17.50 19.1% OTM over spot $14.69 17 Jul 2026 (8d, $0.13 mid)
= $600 credit for the 8d cycle → $2,250/mo projected
Survival (stays ≤ $17.50)
92%
Breach risk
8%
POP (stays ≤ $17.63)
92%
EV / mo
+$1,337
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.8-3.5] median  ·  59% of paths whole by 9 mo (vs 65% without)  ·  ~2.4 challenges expected  ·  median CC cash $2,080
🛡 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)
-$3,159
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$18 @ 74% POP
65% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.06/sh now → $0.75 mid-life (likely $0.62–$1.04)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 371 simulated challenges: the $18 strike is typically first touched on day 6 of 8, at $18 (overshoots $0.44). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1824 Jul 202611d left+$0.27/sh+$1,358
cycle +$1,958
[+$1,191…+$2,118] · 99% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$1824 Jul 202611d left+$0.12/sh+$604
cycle +$1,204
[+$294…+$1,216] · 89% credit
71%
surv 58%
Max even-money escape in the band~$1824 Jul 202611d left+$0.12/sh+$604
cycle +$1,204
[+$294…+$1,216] · 89% credit
71%
surv 58%
Safety roll (pay small debit, max POP)~$1824 Jul 202611d left-$0.09/sh-$448
cycle +$152
[-$920…+$60] · 27% credit
74%
surv 65%
budget: banked $600 debit $448 (75% used ≈ 0.9 wk of income) → whole cycle still +$152 cash · rolled 50 ct earn ≈ $9,029/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$2,250/mo
vs 50% target ($4,996/mo)-55%
vs normal income ($9,991/mo)23% covered
Net income (after hedge)$1,378/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,326
… as % of IC ($31,250)36.2%
… as % of ML ($71,250)15.9%
Recovery months (at normal income)1.1 mo
Surgical close (50 ct)$-28,775
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $17.63 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $17.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.63
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
≥ $17.63
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 (1.5σ)$600$-12,591+$16,134+$1,400
+2.5%$17.94 (1.7σ)$-1,588$-12,359+$16,366+$1,400
+5%$18.38 (1.9σ)$-3,775$-12,127+$16,598+$1,400
V-BOUNCE STRESS (stock → CC-SS $19.89, where you are whole again, by expiry)
Starting unrealized P&L: $-28,725
+ Fortress recovery (un-capped): +$28,725
− CC assignment net of premium (50 × $17.50): -$11,326
Total Position P&L @ SS: $-11,326 (+$17,399 vs today)
Do-nothing baseline at SS: $-12,726 (this trade vs do-nothing: +$1,400, the opportunity cost of earning $2,250/mo FIGHT income now)
33% normal ← lean49 × $1717 Jul8d15.7%88%25%$882$3,308-$1,822$13,256
Sell 49 × $17 15.7% OTM over spot $14.69 17 Jul 2026 (8d, $0.18 mid)
= $882 credit for the 8d cycle → $3,308/mo projected
Survival (stays ≤ $17)
88%
Breach risk
12%
POP (stays ≤ $17.18)
89%
EV / mo
+$1,816
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.8-3.5] median, 0.2 mo faster than no FIGHT (1.9 mo)  ·  61% of paths whole by 9 mo (vs 65% without)  ·  ~3.4 challenges expected  ·  median CC cash $4,572
🛡 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)
18%
Flat exit net (mid-life)
-$2,696
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$18 @ 75% POP
66% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.03/sh now → $0.73 mid-life (likely $0.69–$1.11)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$0.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 527 simulated challenges: the $17 strike is typically first touched on day 5 of 8, at $17 (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 (49 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1724 Jul 202611d left+$0.28/sh+$1,375
cycle +$2,257
[+$1,018…+$1,853] · 100% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$1724 Jul 202611d left+$0.13/sh+$639
cycle +$1,521
[+$164…+$1,012] · 84% credit
71%
surv 58%
Max even-money escape in the band~$1724 Jul 202611d left+$0.13/sh+$639
cycle +$1,521
[+$164…+$1,012] · 84% credit
71%
surv 58%
reaches SS ✓
Safety roll (pay small debit, max POP)~$1824 Jul 202611d left-$0.08/sh-$387
cycle +$495
[-$1,088…-$147] · 20% credit
75%
surv 66%
budget: banked $882 debit $387 (44% used ≈ 0.5 wk of income) → whole cycle still +$495 cash · rolled 49 ct earn ≈ $8,702/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$3,308/mo
vs 50% target ($4,996/mo)-34%
vs normal income ($9,991/mo)33% covered
Net income (after hedge)$2,503/mo
Downside budget
⚠ $17 is $3 below CC-SS $19.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,256
… as % of IC ($31,250)42.4%
… as % of ML ($71,250)18.6%
Recovery months (at normal income)1.3 mo
Surgical close (49 ct)$-28,175
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.18 collected) or spot ≥ $17.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $17)); NOT the premium you collected. Momentum override: two daily closes above $17.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.18
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
≥ $17.18
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 (1.2σ)$882$-15,040+$13,685-$784
+2.5%$17.42 (1.4σ)$-1,200$-14,814+$13,911-$784
+5%$17.85 (1.6σ)$-3,283$-14,589+$14,136-$784
V-BOUNCE STRESS (stock → CC-SS $19.89, where you are whole again, by expiry)
Starting unrealized P&L: $-28,725
+ Fortress recovery (un-capped): +$28,725
− CC assignment net of premium (49 × $17): -$13,256
− Conservative CC assignment net of premium (1 × $17): -$255
Total Position P&L @ SS: $-13,510 (+$15,215 vs today)
Do-nothing baseline at SS: $-12,726 (this trade vs do-nothing: $-784, the opportunity cost of earning $3,308/mo FIGHT income now)
🎯 50% normal38 × $1617 Jul8d8.9%76%39%$1,368$5,130$13,396
Sell 38 × $16 8.9% OTM over spot $14.69 17 Jul 2026 (8d, $0.37 mid)
= $1,368 credit for the 8d cycle → $5,130/mo projected
Survival (stays ≤ $16)
76%
Breach risk
24%
POP (stays ≤ $16.37)
81%
EV / mo
+$2,044
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-3.8] median, 0.2 mo faster than no FIGHT (2.1 mo)  ·  65% of paths whole by 9 mo (vs 65% without)  ·  ~7.6 challenges expected  ·  median CC cash $9,756
🛡 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)
-$1,244
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$18 @ 83% POP
79% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.97/sh now → $0.69 mid-life (likely $0.74–$1.12)≈ $0 at expiry  |  you banked $0.36/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,160 simulated challenges: the $16 strike is typically first touched on day 4 of 8, at $16 (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 (38 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1624 Jul 202611d left+$0.30/sh+$1,125
cycle +$2,493
[+$744…+$1,246] · 100% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$1624 Jul 202611d left+$0.15/sh+$557
cycle +$1,925
[+$95…+$607] · 83% credit
71%
surv 58%
Max even-money escape in the band~$1624 Jul 202611d left+$0.15/sh+$557
cycle +$1,925
[+$95…+$607] · 83% credit
71%
surv 58%
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1824 Jul 202611d left-$0.34/sh-$1,285
cycle +$83
[-$2,232…-$1,418]
83%
surv 79%
budget: banked $1,368 debit $1,285 (94% used ≈ 1.1 wk of income) → whole cycle still +$83 cash · rolled 38 ct earn ≈ $3,618/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$5,130/mo
vs 50% target ($4,996/mo)+3%
vs normal income ($9,991/mo)51% covered
Net income (after hedge)$5,074/mo
Downside budget
⚠ $16 is $4 below CC-SS $19.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,396
… as % of IC ($31,250)42.9%
… as % of ML ($71,250)18.8%
Recovery months (at normal income)1.3 mo
Surgical close (38 ct)$-21,869
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.36 collected) or spot ≥ $16.37 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $17.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.37
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
≥ $16.37
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$16.00 (≤1σ, normal week)$1,368$-19,710+$9,015+$76
+2.5%$16.40 (≤1σ, normal week)$-152$-19,018+$9,707-$1,444
+5%$16.80 (1.1σ)$-1,672$-18,326+$10,399-$2,964
SS (= V-bounce)$17.13 (1.3σ)$-2,926$-17,911+$10,814-$3,724
V-BOUNCE STRESS (stock → CC-SS $19.89, where you are whole again, by expiry)
Starting unrealized P&L: $-28,725
+ Fortress recovery (un-capped): +$28,725
− CC assignment net of premium (38 × $16): -$13,396
− Conservative CC assignment net of premium (12 × $17): -$3,054
Total Position P&L @ SS: $-16,450 (+$12,275 vs today)
Do-nothing baseline at SS: $-12,726 (this trade vs do-nothing: $-3,724, the opportunity cost of earning $5,130/mo FIGHT income now)
100% normal39 × $1517 Jul8d2.1%59%86%$2,730$10,238+$5,108$16,323
Sell 39 × $15 2.1% OTM over spot $14.69 17 Jul 2026 (8d, $0.71 mid)
= $2,730 credit for the 8d cycle → $10,238/mo projected
Survival (stays ≤ $15)
59%
Breach risk
41%
POP (stays ≤ $15.71)
72%
EV / mo
+$2,661
📈 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 (1.7 mo)  ·  66% of paths whole by 9 mo (vs 64% without)  ·  ~18.3 challenges expected  ·  median CC cash $11,477
🛡 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)
+$217
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$18 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 39 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.91/sh now → $0.64 mid-life (likely $0.87–$1.22)≈ $0 at expiry  |  you banked $0.70/sh, so a flat mid-life exit nets +$0.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,028 simulated challenges: the $15 strike is typically first touched on day 2 of 8, at $15 (overshoots $0.45). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (39 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1524 Jul 202611d left+$0.31/sh+$1,198
cycle +$3,928
[+$689…+$955] · 99% credit
69%
surv 53%
Up-and-out for even (raise the cap, free)~$1524 Jul 202611d left+$0.16/sh+$619
cycle +$3,349
[-$6…+$343] · 74% credit
71%
surv 58%
Max even-money escape in the band~$1524 Jul 202611d left+$0.16/sh+$619
cycle +$3,349
[-$6…+$343] · 74% credit
71%
surv 58%
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1824 Jul 202611d left-$0.54/sh-$2,092
cycle +$638
[-$3,868…-$2,760]
92%
surv 92%
budget: banked $2,730 debit $2,092 (77% used ≈ 0.9 wk of income) → whole cycle still +$638 cash · rolled 39 ct earn ≈ $1,146/mo while parked; 11 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$10,238/mo
vs 50% target ($4,996/mo)+105%
vs normal income ($9,991/mo)102% covered
Net income (after hedge)$10,113/mo
Downside budget
⚠ $15 is $5 below CC-SS $19.89: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,323
… as % of IC ($31,250)52.2%
… as % of ML ($71,250)22.9%
Recovery months (at normal income)1.6 mo
Surgical close (39 ct)$-22,464
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.70 collected) or spot ≥ $15.71 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $15)); NOT the premium you collected. Momentum override: two daily closes above $17.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.71
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $15.71
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$15.00 (≤1σ, normal week)$2,730$-23,912+$4,813+$1,404
+2.5%$15.37 (≤1σ, normal week)$1,268$-23,300+$5,425-$58
+5%$15.75 (≤1σ, normal week)$-195$-22,689+$6,036-$1,521
SS (= V-bounce)$17.13 (1.3σ)$-5,577$-20,583+$8,142-$6,396
V-BOUNCE STRESS (stock → CC-SS $19.89, where you are whole again, by expiry)
Starting unrealized P&L: $-28,725
+ Fortress recovery (un-capped): +$28,725
− CC assignment net of premium (39 × $15): -$16,323
− Conservative CC assignment net of premium (11 × $17): -$2,800
Total Position P&L @ SS: $-19,122 (+$9,603 vs today)
Do-nothing baseline at SS: $-12,726 (this trade vs do-nothing: $-6,396, the opportunity cost of earning $10,238/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 (8 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 8 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: 1.106 (IBKR)  |  Recovery@SS: +$28,725 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-12,726

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$168d17 Jul 2026$0.3638/50$5,130$5,07476%81%+$2,044-$13,39642.9%$-16,450 (vs do-nothing $-3,724)
$1615d24 Jul 2026$0.5844/50$5,104$4,64072%78%+$1,563-$14,54346.5%$-16,070 (vs do-nothing $-3,344)
$15.508d17 Jul 2026$0.5127/50$5,164$5,85668%77%+$1,715-$10,46333.5%$-16,317 (vs do-nothing $-3,591)
$15.5015d24 Jul 2026$0.7434/50$5,032$5,24865%75%+$1,284-$12,39439.7%$-16,466 (vs do-nothing $-3,740)
$158d17 Jul 2026$0.7020/50$5,250$6,41859%72%+$1,365-$8,37126.8%$-16,006 (vs do-nothing $-3,280)
$1515d24 Jul 2026$0.9527/50$5,130$5,82258%71%+$1,124-$10,62534.0%$-16,479 (vs do-nothing $-3,753)
$14.5015d24 Jul 2026$1.1921/50$4,998$6,09851%68%+$890-$8,81028.2%$-16,191 (vs do-nothing $-3,465)
$14.508d17 Jul 2026$0.9515/50$5,344$6,85249%68%+$1,085-$6,65321.3%$-15,561 (vs do-nothing $-2,835)

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  |  2026-07-09 03:37