FORTRESS FIGHT: BMNR @ $14.74

BE SS: $17.13  |  CC-SS: $19.27  |  50 contracts (5,000 sh)  |  2026-07-10 09:43 |  ⌂ PORTFOLIO

BMNR @ $14.74   UNDERWATER $2.39 (14.0% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.27  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $10 exp 2028-01-21 (entry $13.315/sh)
SP: $18 exp 2028-01-21 (entry $7.355/sh)
HP: $10 exp 2026-08-21 (entry $0.258/sh)

Economics

Max Loss$71,250(ND $6.25 + SW $8) x 5000
Normal income ref$8,571/mo95% ann ROI on ML
Hedge rolling cost$786/mo
Unrealized P&L$-25,200fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,286/mo
HEDGE COVER
$786/mo
NORMAL INCOME
$8,571/mo (ATM CC, chain)
IC VELOCITY
3.6 mo to earn back $31,250
ML VELOCITY
8.3 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.27 (probe: $19.5C 14d) brings only $429/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: 39 contracts at $16 / 7d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($4,286/mo); it brings $4,346/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 $8,794/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 (96% survival, $789/mo).
Downside anchor: the primary mortgages $11,748 (38% 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 39 contracts realizes $-19,734 and cuts bleed by $613/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 39 × $16, 78% survival, $4,346/mo (E[net] $1,147/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 · 7d39 × $1678%$4,346$1,147

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,147/mo 🏆 GRAND PICK

🎯 Engine pick: sell 39 × $16 (primary), 78% survival, breach 22%, $4,346/mo.
⚖️ Worth a safer step: the $16.50 rung (33% normal) lifts survival to 85% (breach 22% → 15%) for $1,504/mo less (35% 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 $14.74 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge46 × $18.5017 Jul7d25.5%96%7%$184$789-$3,557$3,369
Sell 46 × $18.50 25.5% OTM over spot $14.74 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
+$519
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.8-3.7] median, 0.1 mo faster than no FIGHT (1.9 mo)  ·  59% of paths whole by 9 mo (vs 66% without)  ·  ~0.5 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)
-$2,786
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: $0.91/sh now → $0.65 mid-life (likely $0.46–$1.01)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 83 simulated challenges: the $18 strike is typically first touched on day 6 of 7, at $19 (overshoots $0.49). 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+$1,097
cycle +$1,281
[+$1,007…+$1,902] · 100% credit
68%
surv 52%
-$3,509 NOT
cap gain +$21,691
Reliable up-and-out (highest cap still free ≥60%)~$1931 Jul 202618d left+$0.39/sh+$1,787
cycle +$1,971
[+$1,572…+$2,683] · 100% credit
69%
surv 57%
-$1,478 NOT
cap gain +$23,722
Up-and-out for even (raise the cap, free)~$1924 Jul 202610d left+$0.12/sh+$538
cycle +$722
[+$310…+$1,300] · 89% credit
70%
surv 57%
-$2,727 NOT
cap gain +$22,473
Max even-money escape in the band~$2031 Jul 202618d left+$0.01/sh+$52
cycle +$236
[-$699…+$832] · 55% credit
76%
surv 69%
+$1,947 SAFE
cap gain +$27,147
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 ($4,286/mo)-82%
vs normal income ($8,571/mo)9% covered
Net income (after hedge)$226/mo
Downside budget
⚠ $18.50 is $1 below CC-SS $19.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,369
… as % of IC ($31,250)10.8%
… as % of ML ($71,250)4.7%
Recovery months (at normal income)0.4 mo
Surgical close (46 ct)$-23,207
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 (2.3σ)$184$-4,606+$20,594+$5,888
+2.5%$18.96 (2.5σ)$-1,943$-4,347+$20,853+$5,888
+5%$19.43 (2.8σ)$-4,071$-4,088+$21,112+$5,888
V-BOUNCE STRESS (stock → CC-SS $19.27, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (46 × $18.50): -$3,369
− Conservative CC assignment net of premium (4 × $17): -$805
Total Position P&L @ SS: $-4,174 (+$21,026 vs today)
Do-nothing baseline at SS: $-10,062 (this trade vs do-nothing: +$5,888, the opportunity cost of earning $789/mo FIGHT income now)
🛡 safe yield50 × $17.5017 Jul7d18.7%93%15%$400$1,714-$2,631$8,462
Sell 50 × $17.50 18.7% OTM over spot $14.74 17 Jul 2026 (7d, $0.08 mid)
= $400 credit for the 7d cycle → $1,714/mo projected
Survival (stays ≤ $17.50)
93%
Breach risk
7%
POP (stays ≤ $17.59)
93%
EV / mo
+$991
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.7] median, 0.2 mo faster than no FIGHT (1.8 mo)  ·  57% of paths whole by 9 mo (vs 64% without)  ·  ~1.8 challenges expected  ·  median CC cash $1,406
🛡 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)
-$2,654
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: $0.86/sh now → $0.61 mid-life (likely $0.51–$0.91)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 248 simulated challenges: the $18 strike is typically first touched on day 5 of 7, at $18 (overshoots $0.44). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1824 Jul 202610d left+$0.26/sh+$1,287
cycle +$1,687
[+$1,116…+$1,952] · 99% credit
68%
surv 52%
-$8,167 NOT
cap gain +$17,033
Reliable up-and-out (highest cap still free ≥60%)~$1831 Jul 202618d left+$0.40/sh+$2,010
cycle +$2,410
[+$1,707…+$2,726] · 99% credit
69%
surv 57%
-$5,998 NOT
cap gain +$19,202
Up-and-out for even (raise the cap, free)~$1824 Jul 202610d left+$0.14/sh+$682
cycle +$1,082
[+$366…+$1,239] · 90% credit
70%
surv 57%
-$7,327 NOT
cap gain +$17,873
Max even-money escape in the band~$1931 Jul 202618d left+$0.03/sh+$140
cycle +$540
[-$515…+$644] · 52% credit
76%
surv 69%
-$2,309 NOT
cap gain +$22,891
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$1,714/mo
vs 50% target ($4,286/mo)-60%
vs normal income ($8,571/mo)20% covered
Net income (after hedge)$929/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,462
… as % of IC ($31,250)27.1%
… as % of ML ($71,250)11.9%
Recovery months (at normal income)1.0 mo
Surgical close (50 ct)$-25,225
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 collected) or spot ≥ $17.59 (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 (1.7σ)$400$-9,454+$15,746+$1,600
+2.5%$17.94 (1.9σ)$-1,788$-9,209+$15,991+$1,600
+5%$18.38 (2.2σ)$-3,975$-8,964+$16,236+$1,600
V-BOUNCE STRESS (stock → CC-SS $19.27, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (50 × $17.50): -$8,462
Total Position P&L @ SS: $-8,462 (+$16,738 vs today)
Do-nothing baseline at SS: $-10,062 (this trade vs do-nothing: +$1,600, the opportunity cost of earning $1,714/mo FIGHT income now)
33% normal ← lean39 × $16.5017 Jul7d11.9%85%31%$663$2,841-$1,504$10,149
Sell 39 × $16.50 11.9% OTM over spot $14.74 17 Jul 2026 (7d, $0.18 mid)
= $663 credit for the 7d cycle → $2,841/mo projected
Survival (stays ≤ $16.50)
85%
Breach risk
15%
POP (stays ≤ $16.68)
87%
EV / mo
+$1,237
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.1] median  ·  63% of paths whole by 9 mo (vs 64% without)  ·  ~4.5 challenges expected  ·  median CC cash $5,736
🛡 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)
-$1,583
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 83% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 39 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.81/sh now → $0.58 mid-life (likely $0.55–$0.91)≈ $0 at expiry  |  you banked $0.17/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 4 of 7, at $17 (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 (39 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+$0.27/sh+$1,064
cycle +$1,727
[+$814…+$1,330] · 100% credit
68%
surv 53%
-$13,402 NOT
cap gain +$11,798
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202618d left+$0.41/sh+$1,603
cycle +$2,266
[+$1,252…+$1,899] · 100% credit
69%
surv 57%
-$11,416 NOT
cap gain +$13,784
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.15/sh+$594
cycle +$1,257
[+$265…+$819] · 91% credit
70%
surv 57%
-$12,426 NOT
cap gain +$12,774
Max even-money escape in the band~$1831 Jul 202618d left+$0.04/sh+$159
cycle +$822
[-$440…+$321] · 43% credit
76%
surv 70%
-$8,137 NOT
cap gain +$17,063
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.17/sh-$657
cycle +$6
[-$1,445…-$553] · 8% credit
83%
surv 79%
-$4,493 NOT
cap gain +$20,707
budget: banked $663 debit $657 (99% used ≈ 1.0 wk of income) → whole cycle still +$6 cash · rolled 39 ct earn ≈ $2,648/mo while parked; 11 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$2,841/mo
vs 50% target ($4,286/mo)-34%
vs normal income ($8,571/mo)33% covered
Net income (after hedge)$2,669/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,149
… as % of IC ($31,250)32.5%
… as % of ML ($71,250)14.2%
Recovery months (at normal income)1.2 mo
Surgical close (39 ct)$-19,714
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $16.68 (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
$16-16.68
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
≥ $16.68
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)$663$-14,465+$10,735-$351
+2.5%$16.91 (1.3σ)$-946$-13,781+$11,419-$1,960
+5%$17.32 (1.6σ)$-2,554$-13,453+$11,747-$2,301
V-BOUNCE STRESS (stock → CC-SS $19.27, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (39 × $16.50): -$10,149
− Conservative CC assignment net of premium (11 × $17): -$2,214
Total Position P&L @ SS: $-12,363 (+$12,837 vs today)
Do-nothing baseline at SS: $-10,062 (this trade vs do-nothing: $-2,301, the opportunity cost of earning $2,841/mo FIGHT income now)
🎯 50% normal39 × $1617 Jul7d8.5%78%34%$1,014$4,346$11,748
Sell 39 × $16 8.5% OTM over spot $14.74 17 Jul 2026 (7d, $0.28 mid)
= $1,014 credit for the 7d cycle → $4,346/mo projected
Survival (stays ≤ $16)
78%
Breach risk
22%
POP (stays ≤ $16.28)
82%
EV / mo
+$1,600
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.7] median, 0.1 mo faster than no FIGHT (1.9 mo)  ·  70% of paths whole by 9 mo (vs 70% without)  ·  ~7.0 challenges expected  ·  median CC cash $6,723
🛡 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)
34%
Flat exit net (mid-life)
-$1,164
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 39 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 $0.59–$0.93)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,028 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 (39 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+$1,088
cycle +$2,102
[+$766…+$1,207] · 100% credit
68%
surv 53%
-$15,806 NOT
cap gain +$9,394
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202618d left+$0.41/sh+$1,614
cycle +$2,628
[+$1,167…+$1,711] · 100% credit
69%
surv 57%
-$13,835 NOT
cap gain +$11,365
Up-and-out for even (raise the cap, free)~$1624 Jul 202610d left+$0.16/sh+$620
cycle +$1,634
[+$211…+$688] · 89% credit
70%
surv 58%
-$14,829 NOT
cap gain +$10,371
Max even-money escape in the band~$1731 Jul 202618d left+$0.05/sh+$178
cycle +$1,192
[-$541…+$182] · 35% credit
76%
surv 70%
-$9,997 NOT
cap gain +$15,203
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.26/sh-$1,000
cycle +$14
[-$2,015…-$1,077] · 1% credit
86%
surv 84%
-$4,485 NOT
cap gain +$20,715
budget: banked $1,014 debit $1,000 (99% used ≈ 1.0 wk of income) → whole cycle still +$14 cash · rolled 39 ct earn ≈ $1,963/mo while parked; 11 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$4,346/mo
vs 50% target ($4,286/mo)+1%
vs normal income ($8,571/mo)51% covered
Net income (after hedge)$4,173/mo
Downside budget
⚠ $16 is $3 below CC-SS $19.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,748
… as % of IC ($31,250)37.6%
… as % of ML ($71,250)16.5%
Recovery months (at normal income)1.4 mo
Surgical close (39 ct)$-19,734
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 $0.26 collected) or spot ≥ $16.28 (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
$16-16.28
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
≥ $16.28
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)$1,014$-16,894+$8,306+$0
+2.5%$16.40 (≤1σ, normal week)$-546$-16,230+$8,970-$1,560
+5%$16.80 (1.2σ)$-2,106$-15,566+$9,634-$3,120
SS (= V-bounce)$17.13 (1.4σ)$-3,393$-15,162+$10,038-$3,900
V-BOUNCE STRESS (stock → CC-SS $19.27, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (39 × $16): -$11,748
− Conservative CC assignment net of premium (11 × $17): -$2,214
Total Position P&L @ SS: $-13,962 (+$11,238 vs today)
Do-nothing baseline at SS: $-10,062 (this trade vs do-nothing: $-3,900, the opportunity cost of earning $4,346/mo FIGHT income now)
100% normal36 × $1517 Jul7d1.8%58%87%$2,052$8,794+$4,449$13,329
Sell 36 × $15 1.8% OTM over spot $14.74 17 Jul 2026 (7d, $0.59 mid)
= $2,052 credit for the 7d cycle → $8,794/mo projected
Survival (stays ≤ $15)
58%
Breach risk
42%
POP (stays ≤ $15.59)
71%
EV / mo
+$1,889
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.7-3.3] median  ·  68% of paths whole by 9 mo (vs 65% without)  ·  ~19.6 challenges expected  ·  median CC cash $9,853
🛡 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)
+$167
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$18 @ 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: $0.74/sh now → $0.52 mid-life (likely $0.71–$1.02)≈ $0 at expiry  |  you banked $0.57/sh, so a flat mid-life exit nets +$0.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,065 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+$0.29/sh+$1,040
cycle +$3,092
[+$618…+$855] · 99% credit
68%
surv 53%
-$20,299 NOT
cap gain +$4,901
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202618d left+$0.42/sh+$1,498
cycle +$3,550
[+$913…+$1,246] · 99% credit
70%
surv 57%
-$18,395 NOT
cap gain +$6,805
Up-and-out for even (raise the cap, free)~$1524 Jul 202610d left+$0.17/sh+$610
cycle +$2,662
[+$94…+$384] · 83% credit
70%
surv 58%
-$19,283 NOT
cap gain +$5,917
Max even-money escape in the band~$1631 Jul 202618d left+$0.05/sh+$188
cycle +$2,240
[-$695…-$166] · 14% credit
77%
surv 70%
-$14,145 NOT
cap gain +$11,055
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1824 Jul 202610d left-$0.39/sh-$1,421
cycle +$631
[-$2,747…-$1,884]
91%
surv 90%
-$8,478 NOT
cap gain +$16,722
budget: banked $2,052 debit $1,421 (69% used ≈ 0.7 wk of income) → whole cycle still +$631 cash · rolled 36 ct earn ≈ $1,391/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$8,794/mo
vs 50% target ($4,286/mo)+105%
vs normal income ($8,571/mo)103% covered
Net income (after hedge)$8,789/mo
Downside budget
⚠ $15 is $4 below CC-SS $19.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,329
… as % of IC ($31,250)42.7%
… as % of ML ($71,250)18.7%
Recovery months (at normal income)1.6 mo
Surgical close (36 ct)$-18,216
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.57 collected) or spot ≥ $15.59 (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
$15-15.59
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
≥ $15.59
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$15.00 (≤1σ, normal week)$2,052$-21,338+$3,862+$1,116
+2.5%$15.37 (≤1σ, normal week)$702$-20,603+$4,597-$234
+5%$15.75 (≤1σ, normal week)$-648$-19,868+$5,332-$1,584
SS (= V-bounce)$17.13 (1.4σ)$-5,616$-17,346+$7,854-$6,084
V-BOUNCE STRESS (stock → CC-SS $19.27, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$25,200
− CC assignment net of premium (36 × $15): -$13,329
− Conservative CC assignment net of premium (14 × $17): -$2,817
Total Position P&L @ SS: $-16,146 (+$9,054 vs today)
Do-nothing baseline at SS: $-10,062 (this trade vs do-nothing: $-6,084, the opportunity cost of earning $8,794/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: 1.112 (IBKR)  |  Recovery@SS: +$25,200 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-10,062

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$167d17 Jul 2026$0.2639/50$4,346$4,17378%82%+$1,600-$11,74837.6%$-13,962 (vs do-nothing $-3,900)
$1614d24 Jul 2026$0.4743/50$4,331$3,93572%78%+$1,138-$12,05038.6%$-13,459 (vs do-nothing $-3,397)
$1621d31 Jul 2026$0.6646/50$4,337$3,77470%77%+$890-$12,01738.5%$-12,822 (vs do-nothing $-2,760)
$15.507d17 Jul 2026$0.3926/50$4,346$4,89769%77%+$1,269-$8,79428.1%$-13,624 (vs do-nothing $-3,562)
$15.5014d24 Jul 2026$0.6233/50$4,384$4,54665%74%+$928-$10,40333.3%$-13,824 (vs do-nothing $-3,762)
$15.5021d31 Jul 2026$0.6745/50$4,307$3,80064%73%$-80-$13,96144.7%$-14,967 (vs do-nothing $-4,905)
$157d17 Jul 2026$0.5718/50$4,397$5,39458%71%+$945-$6,66421.3%$-13,104 (vs do-nothing $-3,042)
$1514d24 Jul 2026$0.8125/50$4,339$4,94658%70%+$712-$8,65627.7%$-13,687 (vs do-nothing $-3,625)
$1521d31 Jul 2026$1.0330/50$4,414$4,74357%70%+$652-$9,72731.1%$-13,752 (vs do-nothing $-3,690)
$14.5021d31 Jul 2026$1.2624/50$4,320$4,98351%67%+$502-$8,43027.0%$-13,662 (vs do-nothing $-3,600)
$14.5014d24 Jul 2026$1.0420/50$4,457$5,34349%67%+$530-$7,46523.9%$-13,502 (vs do-nothing $-3,440)
$14.507d17 Jul 2026$0.8013/50$4,457$5,73346%66%+$612-$5,16416.5%$-12,610 (vs do-nothing $-2,548)

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 09:43