FORTRESS FIGHT: BMNR @ $14.70

BE SS: $17.13  |  CC-SS: $19.88  |  50 contracts (5,000 sh)  |  2026-07-10 02:12 |  ⌂ PORTFOLIO

BMNR @ $14.70   UNDERWATER $2.43 (14.2% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.88  |  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$9,482/mo95% ann ROI on ML
Hedge rolling cost$786/mo
Unrealized P&L$-28,650fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,741/mo
HEDGE COVER
$786/mo
NORMAL INCOME
$9,482/mo (ATM CC, chain)
IC VELOCITY
3.3 mo to earn back $31,250
ML VELOCITY
7.5 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.88 (probe: $20C 14d) brings only $536/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 42 · %B 43 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.82 (+28%) · 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: 37 contracts at $16 / 7d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($4,741/mo); it brings $4,757/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 36 × $15/7d for $9,566/mo, but breach risk rises to 41% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 46 × $18.50/7d (97% survival, $789/mo).
Downside anchor: the primary mortgages $13,231 (42% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 37 contracts realizes $-21,220 and cuts bleed by $581/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 (7d) · sell 37 × $16, 79% survival, $4,757/mo (E[net] $1,425/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 · 7d37 × $1679%$4,757$1,425

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,425/mo 🏆 GRAND PICK

🎯 Engine pick: sell 37 × $16 (primary), 79% survival, breach 21%, $4,757/mo.
⚖️ Worth a safer step: the $16.50 rung (33% normal) lifts survival to 85% (breach 21% → 15%) for $1,586/mo less (33% 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 $14.70 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge46 × $18.5017 Jul7d25.9%97%7%$184$789-$3,969$6,145
Sell 46 × $18.50 25.9% OTM over spot $14.70 17 Jul 2026 (7d, $0.04 mid)
= $184 credit for the 7d cycle → $789/mo projected
Survival (stays ≤ $18.50)
97%
Breach risk
3%
POP (stays ≤ $18.55)
97%
EV / mo
+$564
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [0.9-3.7] median  ·  54% of paths whole by 9 mo (vs 62% without)  ·  ~0.6 challenges expected  ·  median CC cash $-52
🛡 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)
-$3,040
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$20 @ 76% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 46 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.99/sh now → $0.70 mid-life (likely $0.51–$1.05)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 87 simulated challenges: the $18 strike is typically first touched on day 6 of 7, 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 (46 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1824 Jul 202610d left+$0.24/sh+$1,108
cycle +$1,292
[+$1,030…+$1,975] · 98% credit
68%
surv 52%
-$6,805 NOT
cap gain +$21,845
Max even-money escape in the band~$1931 Jul 202618d left+$0.17/sh+$787
cycle +$971
[+$374…+$1,660] · 86% credit
73%
surv 63%
-$2,996 NOT
cap gain +$25,654
Up-and-out for even (raise the cap, free)~$1924 Jul 202610d left+$0.09/sh+$423
cycle +$607
[+$171…+$1,217] · 83% credit
71%
surv 58%
-$5,925 NOT
cap gain +$22,725
Safety roll (pay small debit, max POP)~$2031 Jul 202618d left-$0.01/sh-$59
cycle +$125
[-$760…+$774] · 51% credit
76%
surv 69%
-$1,276 NOT
cap gain +$27,374
budget: banked $184 debit $59 (32% used ≈ 0.3 wk of income) → whole cycle still +$125 cash · rolled 46 ct earn ≈ $5,276/mo while parked; 4 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
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$789/mo
vs 50% target ($4,741/mo)-83%
vs normal income ($9,482/mo)8% covered
Net income (after hedge)$243/mo
Downside budget
⚠ $18.50 is $1 below CC-SS $19.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,145
… as % of IC ($31,250)19.7%
… as % of ML ($71,250)8.6%
Recovery months (at normal income)0.6 mo
Surgical close (46 ct)$-26,381
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.04 collected) or spot ≥ $18.55 (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 $17.18 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $18.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.55
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
≥ $18.55
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$18.50 (2.2σ)$184$-7,912+$20,738+$5,796
+2.5%$18.96 (2.5σ)$-1,943$-7,667+$20,983+$5,796
+5%$19.43 (2.8σ)$-4,071$-7,422+$21,228+$5,796
V-BOUNCE STRESS (stock → CC-SS $19.88, where you are whole again, by expiry)
Starting unrealized P&L: $-28,650
+ Fortress recovery (un-capped): +$28,650
− CC assignment net of premium (46 × $18.50): -$6,145
− Conservative CC assignment net of premium (4 × $17): -$1,038
Total Position P&L @ SS: $-7,183 (+$21,467 vs today)
Do-nothing baseline at SS: $-12,979 (this trade vs do-nothing: +$5,796, the opportunity cost of earning $789/mo FIGHT income now)
🛡 safe yield50 × $1717 Jul7d15.7%90%20%$650$2,786-$1,971$13,729
Sell 50 × $17 15.7% OTM over spot $14.70 17 Jul 2026 (7d, $0.14 mid)
= $650 credit for the 7d cycle → $2,786/mo projected
Survival (stays ≤ $17)
90%
Breach risk
10%
POP (stays ≤ $17.14)
91%
EV / mo
+$1,681
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.1-3.5] median  ·  60% of paths whole by 9 mo (vs 64% without)  ·  ~3.0 challenges expected  ·  median CC cash $4,057
🛡 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)
13%
Flat exit net (mid-life)
-$2,570
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 80% POP
75% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.91/sh now → $0.64 mid-life (likely $0.59–$0.97)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 379 simulated challenges: the $17 strike is typically first touched on day 5 of 7, at $17 (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 (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1724 Jul 202610d left+$0.27/sh+$1,349
cycle +$1,999
[+$1,020…+$1,786] · 98% credit
68%
surv 53%
-$13,904 NOT
cap gain +$14,746
Reliable up-and-out (highest cap still free ≥60%)~$1831 Jul 202618d left+$0.19/sh+$971
cycle +$1,621
[+$388…+$1,429] · 86% credit
73%
surv 64%
-$9,830 NOT
cap gain +$18,820
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.12/sh+$611
cycle +$1,261
[+$208…+$1,025] · 83% credit
71%
surv 58%
-$12,956 NOT
cap gain +$15,694
Max even-money escape in the band~$1831 Jul 202618d left+$0.01/sh+$68
cycle +$718
[-$681…+$432] · 42% credit
77%
surv 70%
-$7,968 NOT
cap gain +$20,682
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.13/sh-$630
cycle +$20
[-$1,517…-$296] · 16% credit
80%
surv 75%
-$5,902 NOT
cap gain +$22,748
budget: banked $650 debit $630 (97% used ≈ 1.0 wk of income) → whole cycle still +$20 cash · rolled 50 ct earn ≈ $4,316/mo while parked; 0 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
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$2,786/mo
vs 50% target ($4,741/mo)-41%
vs normal income ($9,482/mo)29% covered
Net income (after hedge)$2,000/mo
Downside budget
⚠ $17 is $3 below CC-SS $19.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,729
… as % of IC ($31,250)43.9%
… as % of ML ($71,250)19.3%
Recovery months (at normal income)1.4 mo
Surgical close (50 ct)$-28,700
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 $0.13 collected) or spot ≥ $17.14 (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 $17.18 (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
$17-17.14
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $17.14
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (1.4σ)$650$-15,253+$13,397-$750
+2.5%$17.42 (1.6σ)$-1,475$-15,028+$13,622-$750
+5%$17.85 (1.9σ)$-3,600$-14,803+$13,847-$750
V-BOUNCE STRESS (stock → CC-SS $19.88, where you are whole again, by expiry)
Starting unrealized P&L: $-28,650
+ Fortress recovery (un-capped): +$28,650
− CC assignment net of premium (50 × $17): -$13,729
Total Position P&L @ SS: $-13,729 (+$14,921 vs today)
Do-nothing baseline at SS: $-12,979 (this trade vs do-nothing: $-750, the opportunity cost of earning $2,786/mo FIGHT income now)
33% normal ← lean37 × $16.5017 Jul7d12.3%85%30%$740$3,171-$1,586$11,751
Sell 37 × $16.50 12.3% OTM over spot $14.70 17 Jul 2026 (7d, $0.21 mid)
= $740 credit for the 7d cycle → $3,171/mo projected
Survival (stays ≤ $16.50)
85%
Breach risk
15%
POP (stays ≤ $16.70)
88%
EV / mo
+$1,735
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-4.1] median  ·  61% of paths whole by 9 mo (vs 62% without)  ·  ~4.9 challenges expected  ·  median CC cash $8,929
🛡 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)
21%
Flat exit net (mid-life)
-$1,573
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$18 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 37 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.88/sh now → $0.63 mid-life (likely $0.61–$0.97)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 635 simulated challenges: the $16 strike is typically first touched on day 5 of 7, 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 (37 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1624 Jul 202610d left+$0.28/sh+$1,027
cycle +$1,767
[+$765…+$1,301] · 99% credit
68%
surv 53%
-$16,537 NOT
cap gain +$12,113
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202618d left+$0.20/sh+$739
cycle +$1,479
[+$255…+$954] · 85% credit
74%
surv 64%
-$12,770 NOT
cap gain +$15,880
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.13/sh+$482
cycle +$1,222
[+$125…+$699] · 83% credit
71%
surv 58%
-$15,395 NOT
cap gain +$13,255
Max even-money escape in the band~$1831 Jul 202618d left+$0.02/sh+$75
cycle +$815
[-$537…+$203] · 37% credit
77%
surv 70%
-$11,319 NOT
cap gain +$17,331
reaches SS ✓
Safety roll (pay small debit, max POP)~$1831 Jul 202618d left-$0.12/sh-$437
cycle +$303
[-$1,161…-$338] · 12% credit
80%
surv 75%
-$9,717 NOT
cap gain +$18,933
budget: banked $740 debit $437 (59% used ≈ 0.6 wk of income) → whole cycle still +$303 cash · rolled 37 ct earn ≈ $3,126/mo while parked; 13 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
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$3,171/mo
vs 50% target ($4,741/mo)-33%
vs normal income ($9,482/mo)33% covered
Net income (after hedge)$3,166/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,751
… as % of IC ($31,250)37.6%
… as % of ML ($71,250)16.5%
Recovery months (at normal income)1.2 mo
Surgical close (37 ct)$-21,220
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $16.70 (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≥ 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
$16-16.70
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
≥ $16.70
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 (1.1σ)$740$-17,564+$11,086-$296
+2.5%$16.91 (1.3σ)$-786$-16,809+$11,841-$1,822
+5%$17.32 (1.6σ)$-2,312$-16,477+$12,173-$2,146
V-BOUNCE STRESS (stock → CC-SS $19.88, where you are whole again, by expiry)
Starting unrealized P&L: $-28,650
+ Fortress recovery (un-capped): +$28,650
− CC assignment net of premium (37 × $16.50): -$11,751
− Conservative CC assignment net of premium (13 × $17): -$3,375
Total Position P&L @ SS: $-15,125 (+$13,525 vs today)
Do-nothing baseline at SS: $-12,979 (this trade vs do-nothing: $-2,146, the opportunity cost of earning $3,171/mo FIGHT income now)
🎯 50% normal37 × $1617 Jul7d8.9%79%35%$1,110$4,757$13,231
Sell 37 × $16 8.9% OTM over spot $14.70 17 Jul 2026 (7d, $0.30 mid)
= $1,110 credit for the 7d cycle → $4,757/mo projected
Survival (stays ≤ $16)
79%
Breach risk
21%
POP (stays ≤ $16.30)
83%
EV / mo
+$2,246
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.1-4.0] median, 0.1 mo faster than no FIGHT (2.4 mo)  ·  65% of paths whole by 9 mo (vs 64% without)  ·  ~7.5 challenges expected  ·  median CC cash $10,811
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
35%
Flat exit net (mid-life)
-$1,133
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$18 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 37 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.86/sh now → $0.61 mid-life (likely $0.66–$1.01)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$0.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,040 simulated challenges: the $16 strike is typically first touched on day 4 of 7, 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 (37 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1624 Jul 202610d left+$0.28/sh+$1,052
cycle +$2,162
[+$690…+$1,182] · 98% credit
68%
surv 53%
-$18,907 NOT
cap gain +$9,743
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202618d left+$0.20/sh+$755
cycle +$1,865
[+$175…+$795] · 82% credit
74%
surv 64%
-$14,753 NOT
cap gain +$13,897
Up-and-out for even (raise the cap, free)~$1624 Jul 202610d left+$0.14/sh+$509
cycle +$1,619
[+$69…+$567] · 80% credit
71%
surv 58%
-$17,763 NOT
cap gain +$10,887
Max even-money escape in the band~$1731 Jul 202618d left+$0.03/sh+$96
cycle +$1,206
[-$626…+$75] · 29% credit
77%
surv 70%
-$13,043 NOT
cap gain +$15,607
reaches SS ✓
Safety roll (pay small debit, max POP)~$1831 Jul 202618d left-$0.22/sh-$806
cycle +$304
[-$1,777…-$917] · 2% credit
83%
surv 80%
-$9,716 NOT
cap gain +$18,934
budget: banked $1,110 debit $806 (73% used ≈ 0.7 wk of income) → whole cycle still +$304 cash · rolled 37 ct earn ≈ $2,394/mo while parked; 13 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
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$4,757/mo
vs 50% target ($4,741/mo)+0%
vs normal income ($9,482/mo)50% covered
Net income (after hedge)$4,751/mo
Downside budget
⚠ $16 is $4 below CC-SS $19.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,231
… as % of IC ($31,250)42.3%
… as % of ML ($71,250)18.6%
Recovery months (at normal income)1.4 mo
Surgical close (37 ct)$-21,220
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 ≥ $16.30 (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≥ 4d left3d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.30
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
≥ $16.30
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)$1,110$-19,959+$8,691+$74
+2.5%$16.40 (1.0σ)$-370$-19,227+$9,423-$1,406
+5%$16.80 (1.2σ)$-1,850$-18,495+$10,155-$2,886
SS (= V-bounce)$17.13 (1.4σ)$-3,071$-18,060+$10,590-$3,626
V-BOUNCE STRESS (stock → CC-SS $19.88, where you are whole again, by expiry)
Starting unrealized P&L: $-28,650
+ Fortress recovery (un-capped): +$28,650
− CC assignment net of premium (37 × $16): -$13,231
− Conservative CC assignment net of premium (13 × $17): -$3,375
Total Position P&L @ SS: $-16,605 (+$12,045 vs today)
Do-nothing baseline at SS: $-12,979 (this trade vs do-nothing: $-3,626, the opportunity cost of earning $4,757/mo FIGHT income now)
100% normal36 × $1517 Jul7d2.1%59%85%$2,232$9,566+$4,809$15,321
Sell 36 × $15 2.1% OTM over spot $14.70 17 Jul 2026 (7d, $0.63 mid)
= $2,232 credit for the 7d cycle → $9,566/mo projected
Survival (stays ≤ $15)
59%
Breach risk
41%
POP (stays ≤ $15.63)
72%
EV / mo
+$2,801
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.4] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  68% of paths whole by 9 mo (vs 64% without)  ·  ~19.1 challenges expected  ·  median CC cash $11,110
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
67%
Flat exit net (mid-life)
+$186
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 91% POP
90% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.80/sh now → $0.57 mid-life (likely $0.76–$1.10)≈ $0 at expiry  |  you banked $0.62/sh, so a flat mid-life exit nets +$0.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,013 simulated challenges: the $15 strike is typically first touched on day 2 of 7, at $15 (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 (36 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1524 Jul 202610d left+$0.30/sh+$1,063
cycle +$3,295
[+$585…+$855] · 99% credit
68%
surv 53%
-$23,276 NOT
cap gain +$5,374
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202618d left+$0.21/sh+$752
cycle +$2,984
[-$45…+$411] · 72% credit
74%
surv 65%
-$19,136 NOT
cap gain +$9,514
Up-and-out for even (raise the cap, free)~$1524 Jul 202610d left+$0.15/sh+$538
cycle +$2,770
[-$58…+$279] · 69% credit
71%
surv 59%
-$22,115 NOT
cap gain +$6,535
Max even-money escape in the band~$1631 Jul 202618d left+$0.03/sh+$122
cycle +$2,354
[-$833…-$264] · 12% credit
77%
surv 71%
-$17,001 NOT
cap gain +$11,649
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.41/sh-$1,474
cycle +$758
[-$3,011…-$2,022]
91%
surv 90%
-$7,298 NOT
cap gain +$21,352
budget: banked $2,232 debit $1,474 (66% used ≈ 0.7 wk of income) → whole cycle still +$758 cash · rolled 36 ct earn ≈ $953/mo while parked; 14 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
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$9,566/mo
vs 50% target ($4,741/mo)+102%
vs normal income ($9,482/mo)101% covered
Net income (after hedge)$9,620/mo
Downside budget
⚠ $15 is $5 below CC-SS $19.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,321
… as % of IC ($31,250)49.0%
… as % of ML ($71,250)21.5%
Recovery months (at normal income)1.6 mo
Surgical close (36 ct)$-20,664
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.62 collected) or spot ≥ $15.63 (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≥ 4d left3d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.63
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
≥ $15.63
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$15.00 (≤1σ, normal week)$2,232$-24,339+$4,311+$1,224
+2.5%$15.37 (≤1σ, normal week)$882$-23,616+$5,034-$126
+5%$15.75 (≤1σ, normal week)$-468$-22,892+$5,758-$1,476
SS (= V-bounce)$17.13 (1.4σ)$-5,436$-20,410+$8,240-$5,976
V-BOUNCE STRESS (stock → CC-SS $19.88, where you are whole again, by expiry)
Starting unrealized P&L: $-28,650
+ Fortress recovery (un-capped): +$28,650
− CC assignment net of premium (36 × $15): -$15,321
− Conservative CC assignment net of premium (14 × $17): -$3,634
Total Position P&L @ SS: $-18,955 (+$9,695 vs today)
Do-nothing baseline at SS: $-12,979 (this trade vs do-nothing: $-5,976, the opportunity cost of earning $9,566/mo FIGHT income now)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on BMNR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (12 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 12 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.106 (IBKR)  |  Recovery@SS: +$28,650 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-12,979

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$167d17 Jul 2026$0.3037/50$4,757$4,75179%83%+$2,246-$13,23142.3%$-16,605 (vs do-nothing $-3,626)
$1614d24 Jul 2026$0.4946/50$4,830$4,28473%79%+$1,445-$15,57549.8%$-16,613 (vs do-nothing $-3,634)
$1621d31 Jul 2026$0.6949/50$4,830$4,10470%77%+$1,237-$15,61150.0%$-15,870 (vs do-nothing $-2,891)
$15.507d17 Jul 2026$0.4326/50$4,791$5,44670%78%+$1,791-$10,25932.8%$-16,489 (vs do-nothing $-3,510)
$15.5014d24 Jul 2026$0.6535/50$4,875$4,98966%75%+$1,241-$13,04041.7%$-16,934 (vs do-nothing $-3,955)
$15.5021d31 Jul 2026$0.8739/50$4,847$4,72164%74%+$1,118-$13,67343.8%$-16,528 (vs do-nothing $-3,549)
$157d17 Jul 2026$0.6218/50$4,783$5,91759%72%+$1,401-$7,66024.5%$-15,967 (vs do-nothing $-2,988)
$1514d24 Jul 2026$0.8427/50$4,860$5,45458%71%+$984-$10,89734.9%$-16,867 (vs do-nothing $-3,888)
$1521d31 Jul 2026$1.0732/50$4,891$5,18658%71%+$948-$12,17939.0%$-16,851 (vs do-nothing $-3,872)
$14.5021d31 Jul 2026$1.3126/50$4,866$5,52051%68%+$792-$10,57133.8%$-16,801 (vs do-nothing $-3,822)
$14.5014d24 Jul 2026$1.0821/50$4,860$5,81450%68%+$788-$9,02128.9%$-16,549 (vs do-nothing $-3,570)
$14.507d17 Jul 2026$0.8713/50$4,847$6,28148%67%+$1,078-$5,85818.7%$-15,462 (vs do-nothing $-2,483)

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  |  2026-07-10 02:12