FORTRESS FIGHT: BMNR @ $14.73

BE SS: $17.13  |  CC-SS: $19.78  |  50 contracts (5,000 sh)  |  2026-07-10 03:38 |  ⌂ PORTFOLIO

BMNR @ $14.73   UNDERWATER $2.39 (14.0% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.78  |  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$9,054/mo95% ann ROI on ML
Hedge rolling cost$786/mo
Unrealized P&L$-28,075fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,527/mo
HEDGE COVER
$786/mo
NORMAL INCOME
$9,054/mo (ATM CC, chain)
IC VELOCITY
3.5 mo to earn back $31,250
ML VELOCITY
7.9 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.78 (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 44 · 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 78%, breach 22%) that still earns 50% of normal income ($4,527/mo); it brings $4,599/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 $9,257/mo, but breach risk rises to 42% (+20pp 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 $12,913 (41% 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 $-20,794 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, 78% survival, $4,599/mo (E[net] $1,386/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 × $1678%$4,599$1,386

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,386/mo 🏆 GRAND PICK

🎯 Engine pick: sell 37 × $16 (primary), 78% survival, breach 22%, $4,599/mo.
⚖️ Worth a safer step: the $16.50 rung (33% normal) lifts survival to 85% (breach 22% → 15%) for $1,586/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 $14.73 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge46 × $18.5017 Jul7d25.6%97%7%$184$789-$3,810$5,704
Sell 46 × $18.50 25.6% OTM over spot $14.73 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
+$530
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [0.9-3.8] median  ·  55% of paths whole by 9 mo (vs 64% without)  ·  ~0.6 challenges expected  ·  median CC cash $-73
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$2,904
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: $0.95/sh now → $0.67 mid-life (likely $0.47–$1.04)≈ $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 85 simulated challenges: the $18 strike is typically first touched on day 6 of 7, at $19 (overshoots $0.48). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$0.25/sh+$1,171
cycle +$1,355
[+$1,098…+$2,014] · 100% credit
68%
surv 52%
-$6,255 NOT
cap gain +$21,820
Up-and-out for even (raise the cap, free)~$1924 Jul 202610d left+$0.13/sh+$603
cycle +$787
[+$392…+$1,385] · 92% credit
70%
surv 57%
-$5,456 NOT
cap gain +$22,619
Reliable up-and-out (highest cap still free ≥60%)~$1931 Jul 202618d left+$0.20/sh+$910
cycle +$1,094
[+$499…+$1,784] · 91% credit
73%
surv 63%
-$2,565 NOT
cap gain +$25,510
Max even-money escape in the band~$2031 Jul 202618d left+$0.01/sh+$66
cycle +$250
[-$553…+$895] · 58% credit
76%
surv 69%
-$827 NOT
cap gain +$27,248
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 ($4,527/mo)-83%
vs normal income ($9,054/mo)9% covered
Net income (after hedge)$243/mo
Downside budget
⚠ $18.50 is $1 below CC-SS $19.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,704
… as % of IC ($31,250)18.3%
… as % of ML ($71,250)8.0%
Recovery months (at normal income)0.6 mo
Surgical close (46 ct)$-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 (2.2σ)$184$-7,427+$20,648+$5,796
+2.5%$18.96 (2.5σ)$-1,943$-7,165+$20,910+$5,796
+5%$19.43 (2.8σ)$-4,071$-6,904+$21,171+$5,796
V-BOUNCE STRESS (stock → CC-SS $19.78, 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): -$5,704
− Conservative CC assignment net of premium (4 × $17): -$1,000
Total Position P&L @ SS: $-6,704 (+$21,371 vs today)
Do-nothing baseline at SS: $-12,500 (this trade vs do-nothing: +$5,796, the opportunity cost of earning $789/mo FIGHT income now)
🛡 safe yield50 × $17.5017 Jul7d18.8%93%15%$450$1,929-$2,670$10,950
Sell 50 × $17.50 18.8% OTM over spot $14.73 17 Jul 2026 (7d, $0.10 mid)
= $450 credit for the 7d cycle → $1,929/mo projected
Survival (stays ≤ $17.50)
93%
Breach risk
7%
POP (stays ≤ $17.59)
93%
EV / mo
+$1,195
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.8-4.3] median, 0.1 mo faster than no FIGHT (1.8 mo)  ·  56% of paths whole by 9 mo (vs 61% without)  ·  ~1.9 challenges expected  ·  median CC cash $2,194
🛡 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)
8%
Flat exit net (mid-life)
-$2,725
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 76% POP
69% 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: $0.90/sh now → $0.63 mid-life (likely $0.52–$0.93)≈ $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 252 simulated challenges: the $18 strike is typically first touched on day 5 of 7, 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1824 Jul 202610d left+$0.27/sh+$1,369
cycle +$1,819
[+$1,209…+$2,100] · 99% credit
68%
surv 52%
-$10,869 NOT
cap gain +$17,206
Up-and-out for even (raise the cap, free)~$1824 Jul 202610d left+$0.15/sh+$753
cycle +$1,203
[+$440…+$1,385] · 90% credit
70%
surv 57%
-$10,010 NOT
cap gain +$18,065
Reliable up-and-out (highest cap still free ≥60%)~$1831 Jul 202618d left+$0.21/sh+$1,068
cycle +$1,518
[+$601…+$1,759] · 89% credit
73%
surv 63%
-$6,913 NOT
cap gain +$21,162
Max even-money escape in the band~$1931 Jul 202618d left+$0.03/sh+$160
cycle +$610
[-$466…+$745] · 56% credit
76%
surv 69%
-$5,038 NOT
cap gain +$23,037
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 ($4,527/mo)-57%
vs normal income ($9,054/mo)21% covered
Net income (after hedge)$1,143/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,950
… as % of IC ($31,250)35.0%
… as % of ML ($71,250)15.4%
Recovery months (at normal income)1.2 mo
Surgical close (50 ct)$-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 (1.6σ)$450$-12,238+$15,837+$1,550
+2.5%$17.94 (1.9σ)$-1,738$-11,991+$16,084+$1,550
+5%$18.38 (2.2σ)$-3,925$-11,743+$16,332+$1,550
V-BOUNCE STRESS (stock → CC-SS $19.78, 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): -$10,950
Total Position P&L @ SS: $-10,950 (+$17,125 vs today)
Do-nothing baseline at SS: $-12,500 (this trade vs do-nothing: +$1,550, the opportunity cost of earning $1,929/mo FIGHT income now)
33% normal ← lean37 × $16.5017 Jul7d12.0%85%31%$703$3,013-$1,586$11,433
Sell 37 × $16.50 12.0% OTM over spot $14.73 17 Jul 2026 (7d, $0.20 mid)
= $703 credit for the 7d cycle → $3,013/mo projected
Survival (stays ≤ $16.50)
85%
Breach risk
15%
POP (stays ≤ $16.70)
87%
EV / mo
+$1,451
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-4.1] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  61% of paths whole by 9 mo (vs 62% without)  ·  ~5.0 challenges expected  ·  median CC cash $8,350
🛡 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)
-$1,512
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: $0.85/sh now → $0.60 mid-life (likely $0.58–$0.93)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$0.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 644 simulated challenges: the $16 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 (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+$0.29/sh+$1,070
cycle +$1,773
[+$830…+$1,329] · 99% credit
68%
surv 53%
-$16,116 NOT
cap gain +$11,959
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.17/sh+$616
cycle +$1,319
[+$296…+$821] · 91% credit
70%
surv 57%
-$15,095 NOT
cap gain +$12,980
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202618d left+$0.22/sh+$831
cycle +$1,534
[+$387…+$1,034] · 89% credit
73%
surv 64%
-$12,442 NOT
cap gain +$15,633
Max even-money escape in the band~$1831 Jul 202618d left+$0.05/sh+$168
cycle +$871
[-$400…+$287] · 45% credit
76%
surv 70%
-$10,973 NOT
cap gain +$17,102
reaches SS ✓
Safety roll (pay small debit, max POP)~$1831 Jul 202618d left-$0.08/sh-$311
cycle +$392
[-$970…-$213] · 17% credit
80%
surv 75%
-$9,319 NOT
cap gain +$18,756
budget: banked $703 debit $311 (44% used ≈ 0.4 wk of income) → whole cycle still +$392 cash · rolled 37 ct earn ≈ $3,173/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$3,013/mo
vs 50% target ($4,527/mo)-33%
vs normal income ($9,054/mo)33% covered
Net income (after hedge)$3,007/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,433
… as % of IC ($31,250)36.6%
… as % of ML ($71,250)16.0%
Recovery months (at normal income)1.3 mo
Surgical close (37 ct)$-20,812
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 $0.19 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)$703$-17,186+$10,889-$333
+2.5%$16.91 (1.3σ)$-823$-16,416+$11,659-$1,859
+5%$17.32 (1.5σ)$-2,349$-16,070+$12,005-$2,183
V-BOUNCE STRESS (stock → CC-SS $19.78, where you are whole again, by expiry)
Starting unrealized P&L: $-28,075
+ Fortress recovery (un-capped): +$28,075
− CC assignment net of premium (37 × $16.50): -$11,433
− Conservative CC assignment net of premium (13 × $17): -$3,250
Total Position P&L @ SS: $-14,683 (+$13,392 vs today)
Do-nothing baseline at SS: $-12,500 (this trade vs do-nothing: $-2,183, the opportunity cost of earning $3,013/mo FIGHT income now)
🎯 50% normal37 × $1617 Jul7d8.6%78%35%$1,073$4,599$12,913
Sell 37 × $16 8.6% OTM over spot $14.73 17 Jul 2026 (7d, $0.29 mid)
= $1,073 credit for the 7d cycle → $4,599/mo projected
Survival (stays ≤ $16)
78%
Breach risk
22%
POP (stays ≤ $16.30)
82%
EV / mo
+$1,943
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.0-4.2] median  ·  67% of paths whole by 9 mo (vs 66% without)  ·  ~7.5 challenges expected  ·  median CC cash $10,072
🛡 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)
-$1,075
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 86% POP
84% 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: $0.82/sh now → $0.58 mid-life (likely $0.64–$0.97)≈ $0 at expiry  |  you banked $0.29/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,047 simulated challenges: the $16 strike is typically first touched on day 4 of 7, at $16 (overshoots $0.41). 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+$0.30/sh+$1,094
cycle +$2,167
[+$762…+$1,199] · 99% credit
68%
surv 53%
-$18,505 NOT
cap gain +$9,570
Up-and-out for even (raise the cap, free)~$1624 Jul 202610d left+$0.17/sh+$640
cycle +$1,713
[+$243…+$679] · 89% credit
70%
surv 58%
-$17,484 NOT
cap gain +$10,591
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202618d left+$0.23/sh+$845
cycle +$1,918
[+$307…+$869] · 87% credit
73%
surv 64%
-$14,496 NOT
cap gain +$13,579
Max even-money escape in the band~$1731 Jul 202618d left+$0.05/sh+$186
cycle +$1,259
[-$484…+$144] · 36% credit
77%
surv 70%
-$12,717 NOT
cap gain +$15,358
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.27/sh-$1,004
cycle +$69
[-$1,990…-$1,138] · 0% credit
86%
surv 84%
-$7,510 NOT
cap gain +$20,565
budget: banked $1,073 debit $1,004 (94% used ≈ 0.9 wk of income) → whole cycle still +$69 cash · rolled 37 ct earn ≈ $1,907/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$4,599/mo
vs 50% target ($4,527/mo)+2%
vs normal income ($9,054/mo)51% covered
Net income (after hedge)$4,593/mo
Downside budget
⚠ $16 is $4 below CC-SS $19.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,913
… as % of IC ($31,250)41.3%
… as % of ML ($71,250)18.1%
Recovery months (at normal income)1.4 mo
Surgical close (37 ct)$-20,794
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 $0.29 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)$1,073$-19,598+$8,477+$37
+2.5%$16.40 (≤1σ, normal week)$-407$-18,852+$9,223-$1,443
+5%$16.80 (1.2σ)$-1,887$-18,106+$9,969-$2,923
SS (= V-bounce)$17.13 (1.4σ)$-3,108$-17,660+$10,415-$3,663
V-BOUNCE STRESS (stock → CC-SS $19.78, where you are whole again, by expiry)
Starting unrealized P&L: $-28,075
+ Fortress recovery (un-capped): +$28,075
− CC assignment net of premium (37 × $16): -$12,913
− Conservative CC assignment net of premium (13 × $17): -$3,250
Total Position P&L @ SS: $-16,163 (+$11,912 vs today)
Do-nothing baseline at SS: $-12,500 (this trade vs do-nothing: $-3,663, the opportunity cost of earning $4,599/mo FIGHT income now)
100% normal36 × $1517 Jul7d1.8%58%87%$2,160$9,257+$4,659$15,048
Sell 36 × $15 1.8% OTM over spot $14.73 17 Jul 2026 (7d, $0.61 mid)
= $2,160 credit for the 7d cycle → $9,257/mo projected
Survival (stays ≤ $15)
58%
Breach risk
42%
POP (stays ≤ $15.62)
71%
EV / mo
+$2,327
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.9-3.7] median, 0.2 mo faster than no FIGHT (1.9 mo)  ·  68% of paths whole by 9 mo (vs 65% without)  ·  ~20.3 challenges expected  ·  median CC cash $11,761
🛡 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)
69%
Flat exit net (mid-life)
+$201
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 92% POP
91% 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: $0.77/sh now → $0.54 mid-life (likely $0.73–$1.06)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets +$0.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,059 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+$0.31/sh+$1,099
cycle +$3,259
[+$664…+$908] · 100% credit
68%
surv 53%
-$22,949 NOT
cap gain +$5,126
Up-and-out for even (raise the cap, free)~$1524 Jul 202610d left+$0.18/sh+$659
cycle +$2,819
[+$126…+$428] · 85% credit
71%
surv 58%
-$21,914 NOT
cap gain +$6,161
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202618d left+$0.23/sh+$837
cycle +$2,997
[+$98…+$523] · 81% credit
74%
surv 64%
-$18,954 NOT
cap gain +$9,121
Max even-money escape in the band~$1631 Jul 202618d left+$0.06/sh+$206
cycle +$2,366
[-$692…-$157] · 15% credit
77%
surv 70%
-$16,802 NOT
cap gain +$11,273
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-$0.38/sh-$1,367
cycle +$793
[-$2,820…-$1,884]
92%
surv 91%
-$6,934 NOT
cap gain +$21,141
budget: banked $2,160 debit $1,367 (63% used ≈ 0.6 wk of income) → whole cycle still +$793 cash · rolled 36 ct earn ≈ $987/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$9,257/mo
vs 50% target ($4,527/mo)+104%
vs normal income ($9,054/mo)102% covered
Net income (after hedge)$9,311/mo
Downside budget
⚠ $15 is $5 below CC-SS $19.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,048
… as % of IC ($31,250)48.2%
… as % of ML ($71,250)21.1%
Recovery months (at normal income)1.7 mo
Surgical close (36 ct)$-20,268
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 $0.60 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≥ 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
$15-15.62
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)$2,160$-24,048+$4,027+$1,152
+2.5%$15.37 (≤1σ, normal week)$810$-23,311+$4,764-$198
+5%$15.75 (≤1σ, normal week)$-540$-22,575+$5,500-$1,548
SS (= V-bounce)$17.13 (1.4σ)$-5,508$-20,045+$8,030-$6,048
V-BOUNCE STRESS (stock → CC-SS $19.78, 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 × $15): -$15,048
− Conservative CC assignment net of premium (14 × $17): -$3,500
Total Position P&L @ SS: $-18,548 (+$9,527 vs today)
Do-nothing baseline at SS: $-12,500 (this trade vs do-nothing: $-6,048, the opportunity cost of earning $9,257/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: 1.113 (IBKR)  |  Recovery@SS: +$28,075 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-12,500

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$167d17 Jul 2026$0.2937/50$4,599$4,59378%82%+$1,943-$12,91341.3%$-16,163 (vs do-nothing $-3,663)
$1614d24 Jul 2026$0.5043/50$4,607$4,24172%78%+$1,349-$14,10445.1%$-15,854 (vs do-nothing $-3,354)
$1621d31 Jul 2026$0.6946/50$4,534$3,98970%77%+$1,145-$14,21445.5%$-15,214 (vs do-nothing $-2,714)
$15.507d17 Jul 2026$0.4226/50$4,680$5,33469%77%+$1,570-$10,03632.1%$-16,036 (vs do-nothing $-3,536)
$15.5014d24 Jul 2026$0.6434/50$4,663$4,83765%75%+$1,030-$12,37639.6%$-16,376 (vs do-nothing $-3,876)
$15.5021d31 Jul 2026$0.8737/50$4,599$4,59364%74%+$1,038-$12,61740.4%$-15,867 (vs do-nothing $-3,367)
$157d17 Jul 2026$0.6018/50$4,629$5,76358%71%+$1,164-$7,52424.1%$-15,524 (vs do-nothing $-3,024)
$1514d24 Jul 2026$0.8525/50$4,554$5,26858%71%+$878-$9,82531.4%$-16,075 (vs do-nothing $-3,575)
$1521d31 Jul 2026$1.0730/50$4,586$5,00057%71%+$842-$11,13035.6%$-16,130 (vs do-nothing $-3,630)
$14.5021d31 Jul 2026$1.3125/50$4,679$5,39351%68%+$753-$9,92531.8%$-16,175 (vs do-nothing $-3,675)
$14.5014d24 Jul 2026$1.0820/50$4,629$5,64349%67%+$681-$8,40026.9%$-15,900 (vs do-nothing $-3,400)
$14.507d17 Jul 2026$0.8413/50$4,680$6,11447%66%+$837-$5,77218.5%$-15,022 (vs do-nothing $-2,522)

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 03:38