FORTRESS FIGHT: BMNR @ $14.94

BE SS: $17.13  |  CC-SS: $19.43  |  50 contracts (5,000 sh)  |  2026-07-10 10:23 |  ⌂ PORTFOLIO

BMNR @ $14.94   UNDERWATER $2.19 (12.8% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.43  |  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$8,679/mo95% ann ROI on ML
Hedge rolling cost$786/mo
Unrealized P&L$-25,200fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,339/mo
HEDGE COVER
$786/mo
NORMAL INCOME
$8,679/mo (ATM CC, chain)
IC VELOCITY
3.6 mo to earn back $31,250
ML VELOCITY
8.2 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.43 (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 15 (live) · RSI 37 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 44 · %B 48 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.82 (+26%) · daily UBB $17.19 · 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 74%, breach 26%) that still earns 50% of normal income ($4,339/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 46% (+21pp 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 $12,350 (40% 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, 74% survival, $4,346/mo (E[net] $1,099/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 × $1674%$4,346$1,099

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,099/mo 🏆 GRAND PICK

🎯 Engine pick: sell 39 × $16 (primary), 74% survival, breach 26%, $4,346/mo.
⚖️ Worth a safer step: the $16.50 rung (33% normal) lifts survival to 82% (breach 26% → 18%) for $1,431/mo less (33% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $16.50 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $14.94 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge46 × $18.5017 Jul7d23.8%96%9%$184$789-$3,557$4,079
Sell 46 × $18.50 23.8% OTM over spot $14.94 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)
96%
EV / mo
+$413
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.7-2.8] median, 0.1 mo SLOWER than no FIGHT (1.2 mo): roll costs eat the credits at this rung  ·  63% of paths whole by 9 mo (vs 67% without)  ·  ~1.1 challenges expected  ·  median CC cash $55
🛡 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)
-$2,381
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$20 @ 77% POP
72% 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: $0.79/sh now → $0.56 mid-life (likely $0.43–$0.88)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 115 simulated challenges: the $18 strike is typically first touched on day 6 of 7, at $19 (overshoots $0.50). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (46 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1824 Jul 202610d left+$0.21/sh+$962
cycle +$1,146
[+$878…+$1,605] · 98% credit
66%
surv 52%
-$4,756 NOT
cap gain +$20,444
Max even-money escape in the band~$2031 Jul 202618d left+$0.10/sh+$446
cycle +$630
[-$62…+$1,036] · 74% credit
73%
surv 66%
+$197 SAFE
cap gain +$25,397
Up-and-out for even (raise the cap, free)~$1924 Jul 202610d left+$0.02/sh+$73
cycle +$257
[-$302…+$599] · 64% credit
71%
surv 62%
-$2,756 NOT
cap gain +$22,444
Safety roll (pay small debit, max POP)~$2031 Jul 202618d left-$0.04/sh-$162
cycle +$22
[-$851…+$382] · 44% credit
77%
surv 72%
+$2,169 SAFE
cap gain +$27,369
budget: banked $184 debit $162 (88% used ≈ 0.9 wk of income) → whole cycle still +$22 cash · rolled 46 ct earn ≈ $4,006/mo while parked; 4 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$789/mo
vs 50% target ($4,339/mo)-82%
vs normal income ($8,679/mo)9% covered
Net income (after hedge)$226/mo
Downside budget
⚠ $18.50 is $1 below CC-SS $19.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,079
… as % of IC ($31,250)13.1%
… as % of ML ($71,250)5.7%
Recovery months (at normal income)0.5 mo
Surgical close (46 ct)$-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 $17.19 (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)$184$-5,718+$19,482+$5,888
+2.5%$18.96 (2.4σ)$-1,943$-5,459+$19,741+$5,888
+5%$19.43 (2.7σ)$-4,071$-5,200+$20,000+$5,888
V-BOUNCE STRESS (stock → CC-SS $19.43, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$24,946
− CC assignment net of premium (46 × $18.50): -$4,079
− Conservative CC assignment net of premium (4 × $17): -$867
Total Position P&L @ SS: $-5,199 (+$20,001 vs today)
Do-nothing baseline at SS: $-11,087 (this trade vs do-nothing: +$5,888, the opportunity cost of earning $789/mo FIGHT income now)
🛡 safe yield50 × $17.5017 Jul7d17.1%91%18%$400$1,714-$2,631$9,233
Sell 50 × $17.50 17.1% OTM over spot $14.94 17 Jul 2026 (7d, $0.08 mid)
= $400 credit for the 7d cycle → $1,714/mo projected
Survival (stays ≤ $17.50)
91%
Breach risk
9%
POP (stays ≤ $17.59)
92%
EV / mo
+$725
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-3.3] median  ·  57% of paths whole by 9 mo (vs 62% without)  ·  ~2.7 challenges expected  ·  median CC cash $851
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$2,238
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 77% POP
72% 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: $0.75/sh now → $0.53 mid-life (likely $0.44–$0.79)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 318 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+$1,125
cycle +$1,525
[+$994…+$1,720] · 98% credit
66%
surv 52%
-$9,442 NOT
cap gain +$15,758
Max even-money escape in the band~$1931 Jul 202618d left+$0.11/sh+$546
cycle +$946
[+$54…+$1,064] · 76% credit
74%
surv 67%
-$4,127 NOT
cap gain +$21,073
Up-and-out for even (raise the cap, free)~$1824 Jul 202610d left+$0.03/sh+$161
cycle +$561
[-$204…+$614] · 63% credit
71%
surv 62%
-$7,291 NOT
cap gain +$17,909
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.02/sh-$107
cycle +$293
[-$751…+$337] · 37% credit
77%
surv 72%
-$2,000 NOT
cap gain +$23,200
budget: banked $400 debit $107 (27% used ≈ 0.3 wk of income) → whole cycle still +$293 cash · rolled 50 ct earn ≈ $4,218/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$1,714/mo
vs 50% target ($4,339/mo)-60%
vs normal income ($8,679/mo)20% covered
Net income (after hedge)$929/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,233
… as % of IC ($31,250)29.5%
… as % of ML ($71,250)13.0%
Recovery months (at normal income)1.1 mo
Surgical close (50 ct)$-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 $17.19 (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)$400$-10,566+$14,634+$1,600
+2.5%$17.94 (1.8σ)$-1,788$-10,321+$14,879+$1,600
+5%$18.38 (2.0σ)$-3,975$-10,076+$15,124+$1,600
V-BOUNCE STRESS (stock → CC-SS $19.43, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$24,946
− CC assignment net of premium (50 × $17.50): -$9,233
Total Position P&L @ SS: $-9,487 (+$15,713 vs today)
Do-nothing baseline at SS: $-11,087 (this trade vs do-nothing: +$1,600, the opportunity cost of earning $1,714/mo FIGHT income now)
33% normal ← lean40 × $16.5017 Jul7d10.4%82%37%$680$2,914-$1,431$11,027
Sell 40 × $16.50 10.4% OTM over spot $14.94 17 Jul 2026 (7d, $0.18 mid)
= $680 credit for the 7d cycle → $2,914/mo projected
Survival (stays ≤ $16.50)
82%
Breach risk
18%
POP (stays ≤ $16.68)
84%
EV / mo
+$747
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-2.9] median  ·  60% of paths whole by 9 mo (vs 63% without)  ·  ~5.9 challenges expected  ·  median CC cash $5,604
🛡 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)
27%
Flat exit net (mid-life)
-$1,310
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 81% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 40 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: $0.70/sh now → $0.50 mid-life (likely $0.48–$0.80)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 803 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 (40 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+$951
cycle +$1,631
[+$691…+$1,182] · 99% credit
66%
surv 53%
-$14,636 NOT
cap gain +$10,564
Max even-money escape in the band~$1831 Jul 202618d left+$0.12/sh+$471
cycle +$1,151
[-$43…+$628] · 73% credit
74%
surv 67%
-$9,782 NOT
cap gain +$15,418
reaches SS ✓
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.05/sh+$183
cycle +$863
[-$219…+$315] · 52% credit
72%
surv 63%
-$12,350 NOT
cap gain +$12,850
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.09/sh-$365
cycle +$315
[-$1,060…-$281] · 13% credit
81%
surv 78%
-$6,058 NOT
cap gain +$19,142
budget: banked $680 debit $365 (54% used ≈ 0.5 wk of income) → whole cycle still +$315 cash · rolled 40 ct earn ≈ $2,708/mo while parked; 10 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$2,914/mo
vs 50% target ($4,339/mo)-33%
vs normal income ($8,679/mo)34% covered
Net income (after hedge)$2,686/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,027
… as % of IC ($31,250)35.3%
… as % of ML ($71,250)15.5%
Recovery months (at normal income)1.3 mo
Surgical close (40 ct)$-20,220
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/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 $17.19 (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 (≤1σ, normal week)$680$-15,586+$9,614-$360
+2.5%$16.91 (1.2σ)$-970$-14,943+$10,257-$2,010
+5%$17.32 (1.4σ)$-2,620$-14,624+$10,576-$2,360
V-BOUNCE STRESS (stock → CC-SS $19.43, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$24,946
− CC assignment net of premium (40 × $16.50): -$11,027
− Conservative CC assignment net of premium (10 × $17): -$2,167
Total Position P&L @ SS: $-13,447 (+$11,753 vs today)
Do-nothing baseline at SS: $-11,087 (this trade vs do-nothing: $-2,360, the opportunity cost of earning $2,914/mo FIGHT income now)
🎯 50% normal39 × $1617 Jul7d7.1%74%40%$1,014$4,346$12,350
Sell 39 × $16 7.1% OTM over spot $14.94 17 Jul 2026 (7d, $0.28 mid)
= $1,014 credit for the 7d cycle → $4,346/mo projected
Survival (stays ≤ $16)
74%
Breach risk
26%
POP (stays ≤ $16.28)
79%
EV / mo
+$820
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.5] median, 0.2 mo faster than no FIGHT (1.7 mo)  ·  68% of paths whole by 9 mo (vs 70% without)  ·  ~8.6 challenges expected  ·  median CC cash $6,167
🛡 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)
40%
Flat exit net (mid-life)
-$867
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 84% POP
82% 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: $0.68/sh now → $0.48 mid-life (likely $0.54–$0.83)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,208 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 (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+$0.24/sh+$947
cycle +$1,961
[+$636…+$988] · 99% credit
66%
surv 53%
-$17,059 NOT
cap gain +$8,141
Max even-money escape in the band~$1731 Jul 202618d left+$0.12/sh+$471
cycle +$1,485
[-$97…+$402] · 66% credit
74%
surv 67%
-$11,708 NOT
cap gain +$13,492
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)~$1724 Jul 202610d left+$0.05/sh+$200
cycle +$1,214
[-$240…+$152] · 42% credit
72%
surv 63%
-$14,693 NOT
cap gain +$10,507
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.18/sh-$707
cycle +$307
[-$1,597…-$855] · 2% credit
84%
surv 82%
-$6,195 NOT
cap gain +$19,005
budget: banked $1,014 debit $707 (70% used ≈ 0.7 wk of income) → whole cycle still +$307 cash · rolled 39 ct earn ≈ $1,957/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 ($4,339/mo)+0%
vs normal income ($8,679/mo)50% covered
Net income (after hedge)$4,173/mo
Downside budget
⚠ $16 is $3 below CC-SS $19.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,350
… as % of IC ($31,250)39.5%
… as % of ML ($71,250)17.3%
Recovery months (at normal income)1.4 mo
Surgical close (39 ct)$-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 $17.19 (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)$1,014$-18,006+$7,194+$0
+2.5%$16.40 (≤1σ, normal week)$-546$-17,342+$7,858-$1,560
+5%$16.80 (1.1σ)$-2,106$-16,678+$8,522-$3,120
SS (= V-bounce)$17.13 (1.3σ)$-3,393$-16,274+$8,926-$3,900
V-BOUNCE STRESS (stock → CC-SS $19.43, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$24,946
− CC assignment net of premium (39 × $16): -$12,350
− Conservative CC assignment net of premium (11 × $17): -$2,383
Total Position P&L @ SS: $-14,987 (+$10,213 vs today)
Do-nothing baseline at SS: $-11,087 (this trade vs do-nothing: $-3,900, the opportunity cost of earning $4,346/mo FIGHT income now)
100% normal36 × $1517 Jul7d0.4%54%97%$2,052$8,794+$4,449$13,884
Sell 36 × $15 0.4% OTM over spot $14.94 17 Jul 2026 (7d, $0.59 mid)
= $2,052 credit for the 7d cycle → $8,794/mo projected
Survival (stays ≤ $15)
54%
Breach risk
46%
POP (stays ≤ $15.59)
67%
EV / mo
+$425
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.2] median  ·  68% of paths whole by 9 mo (vs 66% without)  ·  ~25.3 challenges expected  ·  median CC cash $8,300
🛡 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)
76%
Flat exit net (mid-life)
+$424
Free roll-up
+$1/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: $0.64/sh now → $0.45 mid-life (likely $0.63–$0.95)≈ $0 at expiry  |  you banked $0.57/sh, so a flat mid-life exit nets +$0.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,278 simulated challenges: the $15 strike is typically first touched on day 2 of 7, at $15 (overshoots $0.46). 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
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202618d left+$0.49/sh+$1,757
cycle +$3,809
[+$1,304…+$1,534] · 100% credit
67%
surv 55%
-$20,360 NOT
cap gain +$4,840
Roll out (same strike, buy time)~$1524 Jul 202610d left+$0.25/sh+$903
cycle +$2,955
[+$489…+$699] · 99% credit
66%
surv 53%
-$21,547 NOT
cap gain +$3,653
Max even-money escape in the band~$1631 Jul 202618d left+$0.12/sh+$446
cycle +$2,498
[-$329…+$126] · 43% credit
74%
surv 68%
-$16,111 NOT
cap gain +$9,089
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+$0.06/sh+$216
cycle +$2,268
[-$375…-$31] · 19% credit
72%
surv 63%
-$19,121 NOT
cap gain +$6,079
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.34/sh-$1,234
cycle +$818
[-$2,703…-$1,763]
92%
surv 91%
-$3,995 NOT
cap gain +$21,205
budget: banked $2,052 debit $1,234 (60% used ≈ 0.6 wk of income) → whole cycle still +$818 cash · rolled 36 ct earn ≈ $656/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 ($4,339/mo)+103%
vs normal income ($8,679/mo)101% covered
Net income (after hedge)$8,789/mo
Downside budget
⚠ $15 is $4 below CC-SS $19.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,884
… as % of IC ($31,250)44.4%
… as % of ML ($71,250)19.5%
Recovery months (at normal income)1.6 mo
Surgical close (36 ct)$-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 $17.19 (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)$2,052$-22,450+$2,750+$1,116
+2.5%$15.37 (≤1σ, normal week)$702$-21,715+$3,485-$234
+5%$15.75 (≤1σ, normal week)$-648$-20,980+$4,220-$1,584
SS (= V-bounce)$17.13 (1.3σ)$-5,616$-18,458+$6,742-$6,084
V-BOUNCE STRESS (stock → CC-SS $19.43, where you are whole again, by expiry)
Starting unrealized P&L: $-25,200
+ Fortress recovery (un-capped): +$24,946
− CC assignment net of premium (36 × $15): -$13,884
− Conservative CC assignment net of premium (14 × $17): -$3,033
Total Position P&L @ SS: $-17,171 (+$8,029 vs today)
Do-nothing baseline at SS: $-11,087 (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 (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: +$24,946 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-11,087

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$167d17 Jul 2026$0.2639/50$4,346$4,17374%79%+$820-$12,35039.5%$-14,987 (vs do-nothing $-3,900)
$1614d24 Jul 2026$0.4744/50$4,431$3,98070%76%+$575-$13,00941.6%$-14,563 (vs do-nothing $-3,476)
$1621d31 Jul 2026$0.6647/50$4,431$3,81367%74%+$427-$13,00341.6%$-13,907 (vs do-nothing $-2,820)
$15.507d17 Jul 2026$0.3926/50$4,346$4,89765%73%+$505-$9,19529.4%$-14,649 (vs do-nothing $-3,562)
$15.5014d24 Jul 2026$0.6233/50$4,384$4,54662%72%+$363-$10,91234.9%$-14,849 (vs do-nothing $-3,762)
$15.5021d31 Jul 2026$0.6746/50$4,403$3,84061%70%$-649-$14,98147.9%$-16,101 (vs do-nothing $-5,014)
$1521d31 Jul 2026$1.0330/50$4,414$4,74355%68%+$217-$10,19032.6%$-14,777 (vs do-nothing $-3,690)
$1514d24 Jul 2026$0.8125/50$4,339$4,94654%67%+$182-$9,04228.9%$-14,712 (vs do-nothing $-3,625)
$157d17 Jul 2026$0.5718/50$4,397$5,39454%67%+$213-$6,94222.2%$-14,129 (vs do-nothing $-3,042)

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 v6.1  |  2026-07-10 10:23