FORTRESS FIGHT: BMNR @ $14.62

BE SS: $17.13  |  CC-SS: $19.71  |  50 contracts (5,000 sh)  |  2026-07-09 21:37 |  ⌂ PORTFOLIO

BMNR @ $14.62   UNDERWATER $2.51 (14.7% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.71  |  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$8,850/mo95% ann ROI on ML
Hedge rolling cost$1,012/mo
Unrealized P&L$-28,200fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,425/mo
HEDGE COVER
$1,012/mo
NORMAL INCOME
$8,850/mo (ATM CC, chain)
IC VELOCITY
3.5 mo to earn back $31,250
ML VELOCITY
8.1 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.71 (probe: $19.5C 15d) brings only $600/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 12 (live) · RSI 37 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 41 · %B 41 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.82 (+29%) · daily UBB $17.18 · 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: 43 contracts at $16 / 8d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($4,425/mo); it brings $4,515/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 41 × $15/8d for $8,917/mo, but breach risk rises to 40% (+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 34 × $17.50/8d (92% survival, $1,020/mo).
Downside anchor: the primary mortgages $14,748 (47% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 43 contracts realizes $-24,381 and cuts bleed by $870/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 43 × $16, 78% survival, $4,515/mo (E[net] $762/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 · 8d43 × $1678%$4,515$762

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $762/mo 🏆 GRAND PICK

🎯 Engine pick: sell 43 × $16 (primary), 78% survival, breach 22%, $4,515/mo.
⚖️ Worth a safer step: the $16.50 rung (33% normal) lifts survival to 84% (breach 22% → 16%) for $1,545/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 $16.50 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $14.62 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge34 × $17.5017 Jul8d19.7%92%17%$272$1,020-$3,495$7,241
Sell 34 × $17.50 19.7% OTM over spot $14.62 17 Jul 2026 (8d, $0.13 mid)
= $272 credit for the 8d cycle → $1,020/mo projected
Survival (stays ≤ $17.50)
92%
Breach risk
8%
POP (stays ≤ $17.63)
93%
EV / mo
+$425
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.8-3.6] median  ·  56% of paths whole by 9 mo (vs 60% without)  ·  ~2.1 challenges expected  ·  median CC cash $2,295
🛡 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)
-$2,141
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$18 @ 70% POP
59% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.00/sh now → $0.71 mid-life (likely $0.62–$0.96)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 295 simulated challenges: the $18 strike is typically first touched on day 6 of 8, at $18 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (34 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1824 Jul 202611d left+$0.19/sh+$644
cycle +$916
[+$429…+$1,060] · 95% credit
66%
surv 53%
Up-and-out for even (raise the cap, free)~$1824 Jul 202611d left+$0.05/sh+$185
cycle +$457
[-$80…+$529] · 68% credit
70%
surv 59%
Max even-money escape in the band~$1824 Jul 202611d left+$0.05/sh+$185
cycle +$457
[-$80…+$529] · 68% 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$1,020/mo
vs 50% target ($4,425/mo)-77%
vs normal income ($8,850/mo)12% covered
Net income (after hedge)$840/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,241
… as % of IC ($31,250)23.2%
… as % of ML ($71,250)10.2%
Recovery months (at normal income)0.8 mo
Surgical close (34 ct)$-19,346
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 ≥ $17.63 (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 $17.18 (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)$272$-12,344+$15,856+$1,088
+2.5%$17.94 (1.7σ)$-1,216$-12,109+$16,091+$1,088
+5%$18.38 (2.0σ)$-2,703$-11,875+$16,325+$1,088
V-BOUNCE STRESS (stock → CC-SS $19.71, where you are whole again, by expiry)
Starting unrealized P&L: $-28,200
+ Fortress recovery (un-capped): +$28,200
− CC assignment net of premium (34 × $17.50): -$7,241
− Conservative CC assignment net of premium (16 × $17): -$3,920
Total Position P&L @ SS: $-11,161 (+$17,039 vs today)
Do-nothing baseline at SS: $-12,249 (this trade vs do-nothing: +$1,088, the opportunity cost of earning $1,020/mo FIGHT income now)
🛡 safe yield50 × $17.5017 Jul8d19.7%92%17%$400$1,500-$3,015$10,649
Sell 50 × $17.50 19.7% OTM over spot $14.62 17 Jul 2026 (8d, $0.13 mid)
= $400 credit for the 8d cycle → $1,500/mo projected
Survival (stays ≤ $17.50)
92%
Breach risk
8%
POP (stays ≤ $17.63)
93%
EV / mo
+$624
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.8-3.2] median  ·  57% of paths whole by 9 mo (vs 62% without)  ·  ~2.2 challenges expected  ·  median CC cash $-5
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$3,149
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$18 @ 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.00/sh now → $0.71 mid-life (likely $0.56–$1.01)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 334 simulated challenges: the $18 strike is typically first touched on day 6 of 8, at $18 (overshoots $0.45). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1824 Jul 202611d left+$0.19/sh+$947
cycle +$1,347
[+$621…+$1,774] · 94% credit
66%
surv 53%
Up-and-out for even (raise the cap, free)~$1824 Jul 202611d left+$0.05/sh+$271
cycle +$671
[-$178…+$966] · 68% credit
70%
surv 59%
Max even-money escape in the band~$1824 Jul 202611d left+$0.05/sh+$271
cycle +$671
[-$178…+$966] · 68% 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$1,500/mo
vs 50% target ($4,425/mo)-66%
vs normal income ($8,850/mo)17% covered
Net income (after hedge)$488/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,649
… as % of IC ($31,250)34.1%
… as % of ML ($71,250)14.9%
Recovery months (at normal income)1.2 mo
Surgical close (50 ct)$-28,450
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 ≥ $17.63 (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 $17.18 (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)$400$-11,832+$16,368+$1,600
+2.5%$17.94 (1.7σ)$-1,788$-11,597+$16,603+$1,600
+5%$18.38 (2.0σ)$-3,975$-11,363+$16,837+$1,600
V-BOUNCE STRESS (stock → CC-SS $19.71, where you are whole again, by expiry)
Starting unrealized P&L: $-28,200
+ Fortress recovery (un-capped): +$28,200
− CC assignment net of premium (50 × $17.50): -$10,649
Total Position P&L @ SS: $-10,649 (+$17,551 vs today)
Do-nothing baseline at SS: $-12,249 (this trade vs do-nothing: +$1,600, the opportunity cost of earning $1,500/mo FIGHT income now)
33% normal ← lean44 × $16.5017 Jul8d12.9%84%33%$792$2,970-$1,545$13,331
Sell 44 × $16.50 12.9% OTM over spot $14.62 17 Jul 2026 (8d, $0.28 mid)
= $792 credit for the 8d cycle → $2,970/mo projected
Survival (stays ≤ $16.50)
84%
Breach risk
16%
POP (stays ≤ $16.78)
87%
EV / mo
+$978
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.9-3.2] median, 0.1 mo faster than no FIGHT (1.8 mo)  ·  63% of paths whole by 9 mo (vs 66% without)  ·  ~4.9 challenges expected  ·  median CC cash $3,576
🛡 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)
-$2,152
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$17 @ 74% POP
67% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.95/sh now → $0.67 mid-life (likely $0.65–$1.03)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$0.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 733 simulated challenges: the $16 strike is typically first touched on day 5 of 8, 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 (44 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1624 Jul 202611d left+$0.21/sh+$910
cycle +$1,702
[+$465…+$1,138] · 93% credit
66%
surv 53%
Up-and-out for even (raise the cap, free)~$1724 Jul 202611d left+$0.07/sh+$316
cycle +$1,108
[-$212…+$508] · 59% credit
70%
surv 59%
Max even-money escape in the band~$1724 Jul 202611d left+$0.07/sh+$316
cycle +$1,108
[-$212…+$508] · 59% credit
70%
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)~$1724 Jul 202611d left-$0.12/sh-$507
cycle +$285
[-$1,214…-$385] · 10% credit
74%
surv 67%
budget: banked $792 debit $507 (64% used ≈ 0.7 wk of income) → whole cycle still +$285 cash · rolled 44 ct earn ≈ $6,647/mo while parked; 6 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$2,970/mo
vs 50% target ($4,425/mo)-33%
vs normal income ($8,850/mo)34% covered
Net income (after hedge)$2,270/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,331
… as % of IC ($31,250)42.7%
… as % of ML ($71,250)18.7%
Recovery months (at normal income)1.5 mo
Surgical close (44 ct)$-25,256
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 ≥ $16.78 (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 $17.18 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $16.34Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.78
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
≥ $16.78
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 (≤1σ, normal week)$792$-16,819+$11,381-$352
+2.5%$16.91 (1.2σ)$-1,023$-16,350+$11,850-$2,167
+5%$17.32 (1.4σ)$-2,838$-16,077+$12,123-$2,552
V-BOUNCE STRESS (stock → CC-SS $19.71, where you are whole again, by expiry)
Starting unrealized P&L: $-28,200
+ Fortress recovery (un-capped): +$28,200
− CC assignment net of premium (44 × $16.50): -$13,331
− Conservative CC assignment net of premium (6 × $17): -$1,470
Total Position P&L @ SS: $-14,801 (+$13,399 vs today)
Do-nothing baseline at SS: $-12,249 (this trade vs do-nothing: $-2,552, the opportunity cost of earning $2,970/mo FIGHT income now)
🎯 50% normal43 × $1617 Jul8d9.5%78%36%$1,204$4,515$14,748
Sell 43 × $16 9.5% OTM over spot $14.62 17 Jul 2026 (8d, $0.31 mid)
= $1,204 credit for the 8d cycle → $4,515/mo projected
Survival (stays ≤ $16)
78%
Breach risk
22%
POP (stays ≤ $16.31)
82%
EV / mo
+$1,375
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.5] median, 0.1 mo faster than no FIGHT (1.9 mo)  ·  67% of paths whole by 9 mo (vs 67% without)  ·  ~6.8 challenges expected  ·  median CC cash $5,701
🛡 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)
36%
Flat exit net (mid-life)
-$1,586
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$17 @ 78% POP
74% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.92/sh now → $0.65 mid-life (likely $0.71–$1.06)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,076 simulated challenges: the $16 strike is typically first touched on day 4 of 8, at $16 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (43 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1624 Jul 202611d left+$0.21/sh+$922
cycle +$2,126
[+$409…+$999] · 93% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$1624 Jul 202611d left+$0.08/sh+$341
cycle +$1,545
[-$249…+$330] · 53% credit
70%
surv 59%
Max even-money escape in the band~$1624 Jul 202611d left+$0.08/sh+$341
cycle +$1,545
[-$249…+$330] · 53% credit
70%
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)~$1724 Jul 202611d left-$0.27/sh-$1,145
cycle +$59
[-$2,148…-$1,296] · 1% credit
78%
surv 74%
budget: banked $1,204 debit $1,145 (95% used ≈ 1.1 wk of income) → whole cycle still +$59 cash · rolled 43 ct earn ≈ $4,488/mo while parked; 7 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$4,515/mo
vs 50% target ($4,425/mo)+2%
vs normal income ($8,850/mo)51% covered
Net income (after hedge)$3,867/mo
Downside budget
⚠ $16 is $4 below CC-SS $19.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,748
… as % of IC ($31,250)47.2%
… as % of ML ($71,250)20.7%
Recovery months (at normal income)1.7 mo
Surgical close (43 ct)$-24,381
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 $0.28 collected) or spot ≥ $16.31 (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 $17.18 (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
$16-16.31
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
≥ $16.31
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)$1,204$-19,148+$9,052+$86
+2.5%$16.40 (≤1σ, normal week)$-516$-18,654+$9,546-$1,634
+5%$16.80 (1.1σ)$-2,236$-18,160+$10,040-$3,354
SS (= V-bounce)$17.13 (1.3σ)$-3,655$-17,843+$10,357-$4,214
V-BOUNCE STRESS (stock → CC-SS $19.71, where you are whole again, by expiry)
Starting unrealized P&L: $-28,200
+ Fortress recovery (un-capped): +$28,200
− CC assignment net of premium (43 × $16): -$14,748
− Conservative CC assignment net of premium (7 × $17): -$1,715
Total Position P&L @ SS: $-16,463 (+$11,737 vs today)
Do-nothing baseline at SS: $-12,249 (this trade vs do-nothing: $-4,214, the opportunity cost of earning $4,515/mo FIGHT income now)
100% normal41 × $1517 Jul8d2.6%60%83%$2,378$8,917+$4,402$16,932
Sell 41 × $15 2.6% OTM over spot $14.62 17 Jul 2026 (8d, $0.62 mid)
= $2,378 credit for the 8d cycle → $8,917/mo projected
Survival (stays ≤ $15)
60%
Breach risk
40%
POP (stays ≤ $15.62)
72%
EV / mo
+$1,643
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.2] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  63% of paths whole by 9 mo (vs 61% without)  ·  ~17.3 challenges expected  ·  median CC cash $8,781
🛡 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)
66%
Flat exit net (mid-life)
-$116
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 41 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: $0.86/sh now → $0.61 mid-life (likely $0.82–$1.15)≈ $0 at expiry  |  you banked $0.58/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,965 simulated challenges: the $15 strike is typically first touched on day 3 of 8, at $15 (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 (41 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1524 Jul 202611d left+$0.23/sh+$929
cycle +$3,307
[+$266…+$630] · 88% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$1524 Jul 202611d left+$0.09/sh+$376
cycle +$2,754
[-$379…+$44] · 32% credit
70%
surv 60%
Max even-money escape in the band~$1524 Jul 202611d left+$0.09/sh+$376
cycle +$2,754
[-$379…+$44] · 32% credit
70%
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)~$1824 Jul 202611d left-$0.52/sh-$2,149
cycle +$229
[-$3,976…-$2,843]
92%
surv 92%
budget: banked $2,378 debit $2,149 (90% used ≈ 1.0 wk of income) → whole cycle still +$229 cash · rolled 41 ct earn ≈ $941/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$8,917/mo
vs 50% target ($4,425/mo)+102%
vs normal income ($8,850/mo)101% covered
Net income (after hedge)$8,374/mo
Downside budget
⚠ $15 is $5 below CC-SS $19.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,932
… as % of IC ($31,250)54.2%
… as % of ML ($71,250)23.8%
Recovery months (at normal income)1.9 mo
Surgical close (41 ct)$-23,308
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.58 collected) or spot ≥ $15.62 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $15)); NOT the premium you collected. Momentum override: two daily closes above $17.18 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $15.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (≤1σ, normal week)$2,378$-23,457+$4,743+$1,312
+2.5%$15.37 (≤1σ, normal week)$841$-22,919+$5,281-$225
+5%$15.75 (≤1σ, normal week)$-697$-22,381+$5,819-$1,763
SS (= V-bounce)$17.13 (1.3σ)$-6,355$-20,517+$7,683-$6,888
V-BOUNCE STRESS (stock → CC-SS $19.71, where you are whole again, by expiry)
Starting unrealized P&L: $-28,200
+ Fortress recovery (un-capped): +$28,200
− CC assignment net of premium (41 × $15): -$16,932
− Conservative CC assignment net of premium (9 × $17): -$2,205
Total Position P&L @ SS: $-19,137 (+$9,063 vs today)
Do-nothing baseline at SS: $-12,249 (this trade vs do-nothing: $-6,888, the opportunity cost of earning $8,917/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: 1.107 (IBKR)  |  Recovery@SS: +$28,200 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-12,249

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$168d17 Jul 2026$0.2843/50$4,515$3,86778%82%+$1,375-$14,74847.2%$-16,463 (vs do-nothing $-4,214)
$1615d24 Jul 2026$0.4748/50$4,512$3,60472%78%+$675-$15,55149.8%$-16,041 (vs do-nothing $-3,792)
$15.508d17 Jul 2026$0.4030/50$4,500$4,52870%77%+$1,033-$11,43036.6%$-16,329 (vs do-nothing $-4,080)
$15.5015d24 Jul 2026$0.6435/50$4,480$4,24866%75%+$668-$12,49440.0%$-16,169 (vs do-nothing $-3,920)
$158d17 Jul 2026$0.5821/50$4,567$5,06460%72%+$842-$8,67327.8%$-15,777 (vs do-nothing $-3,528)
$1515d24 Jul 2026$0.8327/50$4,482$4,66659%71%+$546-$10,47633.5%$-16,110 (vs do-nothing $-3,861)
$14.5015d24 Jul 2026$1.0023/50$4,600$4,99252%67%+$198-$9,68331.0%$-16,297 (vs do-nothing $-4,048)
$14.508d17 Jul 2026$0.7816/50$4,680$5,43650%67%+$487-$7,08822.7%$-15,417 (vs do-nothing $-3,168)

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 21:37