FORTRESS FIGHT: BMNR @ $14.87

BE SS: $17.13  |  CC-SS: $19.91  |  50 contracts (5,000 sh)  |  2026-07-10 02:23 |  ⌂ PORTFOLIO

BMNR @ $14.87   UNDERWATER $2.26 (13.2% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.91  |  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$9,750/mo95% ann ROI on ML
Hedge rolling cost$786/mo
Unrealized P&L$-28,075fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,875/mo
HEDGE COVER
$786/mo
NORMAL INCOME
$9,750/mo (ATM CC, chain)
IC VELOCITY
3.2 mo to earn back $31,250
ML VELOCITY
7.3 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.91 (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 14 (live) · RSI 37 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 43 · %B 47 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.82 (+27%) · 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: 36 contracts at $16 / 7d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($4,875/mo); it brings $4,937/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 50 × $15.50/7d for $9,857/mo, but breach risk rises to 34% (+9pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 46 × $18.50/7d (96% survival, $789/mo).
Downside anchor: the primary mortgages $12,940 (41% 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 36 contracts realizes $-20,232 and cuts bleed by $566/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 36 × $16, 76% survival, $4,937/mo (E[net] $1,562/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 · 7d36 × $1676%$4,937$1,562

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,562/mo 🏆 GRAND PICK

🎯 Engine pick: sell 36 × $16 (primary), 76% survival, breach 24%, $4,937/mo.
⚖️ Worth a safer step: the $16.50 rung (33% normal) lifts survival to 83% (breach 24% → 17%) for $1,697/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 $14.87 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge46 × $18.5017 Jul7d24.5%96%7%$184$789-$4,149$6,323
Sell 46 × $18.50 24.5% OTM over spot $14.87 17 Jul 2026 (7d, $0.04 mid)
= $184 credit for the 7d cycle → $789/mo projected
Survival (stays ≤ $18.50)
96%
Breach risk
4%
POP (stays ≤ $18.55)
97%
EV / mo
+$522
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-3.8] median  ·  55% of paths whole by 9 mo (vs 65% without)  ·  ~0.7 challenges expected  ·  median CC cash $232
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
4%
Flat exit net (mid-life)
-$2,892
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$20 @ 75% POP
67% 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: $0.95/sh now → $0.67 mid-life (likely $0.51–$1.03)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 112 simulated challenges: the $18 strike is typically first touched on day 6 of 7, at $19 (overshoots $0.51). 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+$0.20/sh+$906
cycle +$1,090
[+$700…+$1,674] · 96% credit
67%
surv 52%
-$7,254 NOT
cap gain +$20,821
Up-and-out for even (raise the cap, free)~$1924 Jul 202610d left+$0.19/sh+$888
cycle +$1,072
[+$697…+$1,624] · 96% credit
69%
surv 55%
-$6,576 NOT
cap gain +$21,499
Max even-money escape in the band~$2031 Jul 202618d left+$0.07/sh+$301
cycle +$485
[-$295…+$1,008] · 69% credit
75%
surv 67%
-$2,003 NOT
cap gain +$26,072
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 ($4,875/mo)-84%
vs normal income ($9,750/mo)8% covered
Net income (after hedge)$260/mo
Downside budget
⚠ $18.50 is $1 below CC-SS $19.91: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,323
… as % of IC ($31,250)20.2%
… as % of ML ($71,250)8.9%
Recovery months (at normal income)0.6 mo
Surgical close (46 ct)$-25,852
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 (2.1σ)$184$-8,160+$19,915+$5,704
+2.5%$18.96 (2.4σ)$-1,943$-7,901+$20,174+$5,704
+5%$19.43 (2.7σ)$-4,071$-7,642+$20,433+$5,704
V-BOUNCE STRESS (stock → CC-SS $19.91, where you are whole again, by expiry)
Starting unrealized P&L: $-28,075
+ Fortress recovery (un-capped): +$28,075
− CC assignment net of premium (46 × $18.50): -$6,323
− Conservative CC assignment net of premium (4 × $17): -$1,046
Total Position P&L @ SS: $-7,368 (+$20,707 vs today)
Do-nothing baseline at SS: $-13,072 (this trade vs do-nothing: +$5,704, the opportunity cost of earning $789/mo FIGHT income now)
🛡 safe yield50 × $17.5017 Jul7d17.7%92%16%$450$1,929-$3,009$11,622
Sell 50 × $17.50 17.7% OTM over spot $14.87 17 Jul 2026 (7d, $0.10 mid)
= $450 credit for the 7d cycle → $1,929/mo projected
Survival (stays ≤ $17.50)
92%
Breach risk
8%
POP (stays ≤ $17.59)
93%
EV / mo
+$1,148
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.8-4.2] median  ·  56% of paths whole by 9 mo (vs 63% without)  ·  ~2.3 challenges expected  ·  median CC cash $2,038
🛡 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)
-$2,712
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 79% POP
73% 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: $0.89/sh now → $0.63 mid-life (likely $0.50–$0.95)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 307 simulated challenges: the $18 strike is typically first touched on day 5 of 7, at $18 (overshoots $0.43). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1824 Jul 202610d left+$0.22/sh+$1,082
cycle +$1,532
[+$828…+$1,762] · 96% credit
67%
surv 53%
-$11,892 NOT
cap gain +$16,183
Max even-money escape in the band~$1931 Jul 202618d left+$0.08/sh+$408
cycle +$858
[-$251…+$983] · 69% credit
75%
surv 68%
-$6,256 NOT
cap gain +$21,819
Up-and-out for even (raise the cap, free)~$1824 Jul 202610d left+$0.00/sh+$3
cycle +$453
[-$536…+$503] · 48% credit
73%
surv 64%
-$9,441 NOT
cap gain +$18,634
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.06/sh-$298
cycle +$152
[-$1,071…+$225] · 33% credit
79%
surv 73%
-$4,182 NOT
cap gain +$23,893
budget: banked $450 debit $298 (66% used ≈ 0.7 wk of income) → whole cycle still +$152 cash · rolled 50 ct earn ≈ $4,774/mo while parked; 0 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$1,929/mo
vs 50% target ($4,875/mo)-60%
vs normal income ($9,750/mo)20% covered
Net income (after hedge)$1,143/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.91: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,622
… as % of IC ($31,250)37.2%
… as % of ML ($71,250)16.3%
Recovery months (at normal income)1.2 mo
Surgical close (50 ct)$-28,100
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 $0.09 collected) or spot ≥ $17.59 (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 $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.59
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
≥ $17.59
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)$450$-12,974+$15,101+$1,450
+2.5%$17.94 (1.8σ)$-1,738$-12,729+$15,346+$1,450
+5%$18.38 (2.1σ)$-3,925$-12,484+$15,591+$1,450
V-BOUNCE STRESS (stock → CC-SS $19.91, where you are whole again, by expiry)
Starting unrealized P&L: $-28,075
+ Fortress recovery (un-capped): +$28,075
− CC assignment net of premium (50 × $17.50): -$11,622
Total Position P&L @ SS: $-11,622 (+$16,453 vs today)
Do-nothing baseline at SS: $-13,072 (this trade vs do-nothing: +$1,450, the opportunity cost of earning $1,929/mo FIGHT income now)
33% normal ← lean36 × $16.5017 Jul7d11.0%83%35%$756$3,240-$1,697$11,536
Sell 36 × $16.50 11.0% OTM over spot $14.87 17 Jul 2026 (7d, $0.22 mid)
= $756 credit for the 7d cycle → $3,240/mo projected
Survival (stays ≤ $16.50)
83%
Breach risk
17%
POP (stays ≤ $16.72)
86%
EV / mo
+$1,498
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-4.1] median, 0.1 mo faster than no FIGHT (2.1 mo)  ·  60% of paths whole by 9 mo (vs 61% without)  ·  ~5.8 challenges expected  ·  median CC cash $9,874
🛡 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)
25%
Flat exit net (mid-life)
-$1,391
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 82% POP
78% 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: $0.84/sh now → $0.60 mid-life (likely $0.59–$0.98)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 739 simulated challenges: the $16 strike is typically first touched on day 4 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 (36 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+$0.23/sh+$837
cycle +$1,593
[+$495…+$1,072] · 95% credit
67%
surv 53%
-$16,972 NOT
cap gain +$11,103
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202618d left+$0.27/sh+$985
cycle +$1,741
[+$525…+$1,208] · 94% credit
72%
surv 62%
-$13,482 NOT
cap gain +$14,593
Max even-money escape in the band~$1831 Jul 202618d left+$0.09/sh+$337
cycle +$1,093
[-$257…+$493] · 57% credit
76%
surv 68%
-$12,050 NOT
cap gain +$16,025
reaches SS ✓
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.02/sh+$60
cycle +$816
[-$427…+$187] · 35% credit
73%
surv 64%
-$14,407 NOT
cap gain +$13,668
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.15/sh-$524
cycle +$232
[-$1,325…-$462] · 10% credit
82%
surv 78%
-$8,750 NOT
cap gain +$19,325
budget: banked $756 debit $524 (69% used ≈ 0.7 wk of income) → whole cycle still +$232 cash · rolled 36 ct earn ≈ $2,705/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$3,240/mo
vs 50% target ($4,875/mo)-34%
vs normal income ($9,750/mo)33% covered
Net income (after hedge)$3,354/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.91: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,536
… as % of IC ($31,250)36.9%
… as % of ML ($71,250)16.2%
Recovery months (at normal income)1.2 mo
Surgical close (36 ct)$-20,250
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $16.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $17.18 (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
$16-16.72
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.72
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (≤1σ, normal week)$756$-17,808+$10,267-$324
+2.5%$16.91 (1.2σ)$-729$-17,000+$11,075-$1,809
+5%$17.32 (1.4σ)$-2,214$-16,646+$11,429-$2,124
V-BOUNCE STRESS (stock → CC-SS $19.91, where you are whole again, by expiry)
Starting unrealized P&L: $-28,075
+ Fortress recovery (un-capped): +$28,075
− CC assignment net of premium (36 × $16.50): -$11,536
− Conservative CC assignment net of premium (14 × $17): -$3,660
Total Position P&L @ SS: $-15,196 (+$12,879 vs today)
Do-nothing baseline at SS: $-13,072 (this trade vs do-nothing: $-2,124, the opportunity cost of earning $3,240/mo FIGHT income now)
🎯 50% normal36 × $1617 Jul7d7.6%76%38%$1,152$4,937$12,940
Sell 36 × $16 7.6% OTM over spot $14.87 17 Jul 2026 (7d, $0.33 mid)
= $1,152 credit for the 7d cycle → $4,937/mo projected
Survival (stays ≤ $16)
76%
Breach risk
24%
POP (stays ≤ $16.32)
81%
EV / mo
+$1,928
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-4.1] median, 0.1 mo faster than no FIGHT (2.1 mo)  ·  62% of paths whole by 9 mo (vs 61% without)  ·  ~9.0 challenges expected  ·  median CC cash $11,611
🛡 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)
38%
Flat exit net (mid-life)
-$930
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 85% POP
83% 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: $0.82/sh now → $0.58 mid-life (likely $0.65–$0.96)≈ $0 at expiry  |  you banked $0.32/sh, so a flat mid-life exit nets -$0.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,135 simulated challenges: the $16 strike is typically first touched on day 4 of 7, at $16 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (36 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+$0.24/sh+$861
cycle +$2,013
[+$476…+$914] · 96% credit
67%
surv 53%
-$19,332 NOT
cap gain +$8,743
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202618d left+$0.28/sh+$996
cycle +$2,148
[+$491…+$1,007] · 93% credit
72%
surv 62%
-$15,666 NOT
cap gain +$12,409
Max even-money escape in the band~$1731 Jul 202618d left+$0.10/sh+$352
cycle +$1,504
[-$270…+$309] · 49% credit
76%
surv 68%
-$13,719 NOT
cap gain +$14,356
reaches SS ✓
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.02/sh+$85
cycle +$1,237
[-$422…+$45] · 28% credit
74%
surv 64%
-$16,577 NOT
cap gain +$11,498
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.25/sh-$907
cycle +$245
[-$1,838…-$1,062] · 1% credit
85%
surv 83%
-$8,738 NOT
cap gain +$19,337
budget: banked $1,152 debit $907 (79% used ≈ 0.8 wk of income) → whole cycle still +$245 cash · rolled 36 ct earn ≈ $1,958/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$4,937/mo
vs 50% target ($4,875/mo)+1%
vs normal income ($9,750/mo)51% covered
Net income (after hedge)$5,051/mo
Downside budget
⚠ $16 is $4 below CC-SS $19.91: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,940
… as % of IC ($31,250)41.4%
… as % of ML ($71,250)18.2%
Recovery months (at normal income)1.3 mo
Surgical close (36 ct)$-20,232
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.32 collected) or spot ≥ $16.32 (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
$16-16.32
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.32
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$1,152$-20,192+$7,883+$72
+2.5%$16.40 (≤1σ, normal week)$-288$-19,408+$8,667-$1,368
+5%$16.80 (1.1σ)$-1,728$-18,624+$9,451-$2,808
SS (= V-bounce)$17.13 (1.3σ)$-2,916$-18,160+$9,915-$3,528
V-BOUNCE STRESS (stock → CC-SS $19.91, where you are whole again, by expiry)
Starting unrealized P&L: $-28,075
+ Fortress recovery (un-capped): +$28,075
− CC assignment net of premium (36 × $16): -$12,940
− Conservative CC assignment net of premium (14 × $17): -$3,660
Total Position P&L @ SS: $-16,600 (+$11,475 vs today)
Do-nothing baseline at SS: $-13,072 (this trade vs do-nothing: $-3,528, the opportunity cost of earning $4,937/mo FIGHT income now)
100% normal50 × $15.5017 Jul7d4.3%66%70%$2,300$9,857+$4,920$19,772
Sell 50 × $15.50 4.3% OTM over spot $14.87 17 Jul 2026 (7d, $0.47 mid)
= $2,300 credit for the 7d cycle → $9,857/mo projected
Survival (stays ≤ $15.50)
66%
Breach risk
34%
POP (stays ≤ $15.97)
75%
EV / mo
+$2,902
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-3.5] median, 0.1 mo faster than no FIGHT (1.9 mo)  ·  65% of paths whole by 9 mo (vs 62% without)  ·  ~13.8 challenges expected  ·  median CC cash $10,873
🛡 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)
55%
Flat exit net (mid-life)
-$501
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 90% POP
89% 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: $0.79/sh now → $0.56 mid-life (likely $0.69–$1.01)≈ $0 at expiry  |  you banked $0.46/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,636 simulated challenges: the $16 strike is typically first touched on day 3 of 7, at $16 (overshoots $0.40). 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)~$1624 Jul 202610d left+$0.24/sh+$1,224
cycle +$3,524
[+$586…+$1,059] · 96% credit
67%
surv 53%
-$21,020 NOT
cap gain +$7,055
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202618d left+$0.28/sh+$1,394
cycle +$3,694
[+$566…+$1,160] · 93% credit
72%
surv 62%
-$17,320 NOT
cap gain +$10,755
Max even-money escape in the band~$1731 Jul 202618d left+$0.10/sh+$506
cycle +$2,806
[-$517…+$184] · 36% credit
76%
surv 69%
-$15,428 NOT
cap gain +$12,647
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1624 Jul 202610d left+$0.03/sh+$147
cycle +$2,447
[-$684…-$113] · 20% credit
74%
surv 64%
-$18,566 NOT
cap gain +$9,509
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.40/sh-$1,976
cycle +$324
[-$3,788…-$2,494]
90%
surv 89%
-$4,010 NOT
cap gain +$24,065
budget: banked $2,300 debit $1,976 (86% used ≈ 0.9 wk of income) → whole cycle still +$324 cash · rolled 50 ct earn ≈ $1,375/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$9,857/mo
vs 50% target ($4,875/mo)+102%
vs normal income ($9,750/mo)101% covered
Net income (after hedge)$9,071/mo
Downside budget
⚠ $15.50 is $4 below CC-SS $19.91: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,772
… as % of IC ($31,250)63.3%
… as % of ML ($71,250)27.8%
Recovery months (at normal income)2.0 mo
Surgical close (50 ct)$-28,150
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.46 collected) or spot ≥ $15.97 (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 $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.97
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
≥ $15.97
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (≤1σ, normal week)$2,300$-22,244+$5,831+$800
+2.5%$15.89 (≤1σ, normal week)$363$-22,027+$6,048-$1,137
+5%$16.28 (≤1σ, normal week)$-1,575$-21,810+$6,265-$3,075
SS (= V-bounce)$17.13 (1.3σ)$-5,850$-21,332+$6,743-$6,700
V-BOUNCE STRESS (stock → CC-SS $19.91, where you are whole again, by expiry)
Starting unrealized P&L: $-28,075
+ Fortress recovery (un-capped): +$28,075
− CC assignment net of premium (50 × $15.50): -$19,772
Total Position P&L @ SS: $-19,772 (+$8,303 vs today)
Do-nothing baseline at SS: $-13,072 (this trade vs do-nothing: $-6,700, the opportunity cost of earning $9,857/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 (9 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 9 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: 1.112 (IBKR)  |  Recovery@SS: +$28,075 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-13,072

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$167d17 Jul 2026$0.3236/50$4,937$5,05176%81%+$1,928-$12,94041.4%$-16,600 (vs do-nothing $-3,528)
$1614d24 Jul 2026$0.5343/50$4,884$4,54870%77%+$1,227-$14,55346.6%$-16,383 (vs do-nothing $-3,311)
$1621d31 Jul 2026$0.7447/50$4,969$4,37668%76%+$1,187-$14,92047.7%$-15,704 (vs do-nothing $-2,632)
$15.507d17 Jul 2026$0.4625/50$4,929$5,75066%75%+$1,451-$9,88631.6%$-16,422 (vs do-nothing $-3,350)
$15.5014d24 Jul 2026$0.7033/50$4,950$5,25763%73%+$1,032-$12,25839.2%$-16,702 (vs do-nothing $-3,630)
$15.5021d31 Jul 2026$0.9238/50$4,994$4,98062%73%+$1,018-$13,27942.5%$-16,416 (vs do-nothing $-3,344)
$1521d31 Jul 2026$1.1331/50$5,004$5,44056%70%+$841-$11,73237.5%$-16,699 (vs do-nothing $-3,627)
$1514d24 Jul 2026$0.9125/50$4,875$5,69655%69%+$821-$10,01132.0%$-16,547 (vs do-nothing $-3,475)
$157d17 Jul 2026$0.6618/50$5,091$6,36355%70%+$1,112-$7,65824.5%$-16,024 (vs do-nothing $-2,952)

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 02:23