FORTRESS FIGHT: BMNR @ $15.30

BE SS: $17.13  |  CC-SS: $19.58  |  50 contracts (5,000 sh)  |  2026-07-10 22:04 |  ⌂ PORTFOLIO

BMNR @ $15.30   UNDERWATER $1.83 (10.7% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.58  |  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$9,214/mo95% ann ROI on ML
Hedge rolling cost$643/mo
Unrealized P&L$-24,025fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,607/mo
HEDGE COVER
$643/mo
NORMAL INCOME
$9,214/mo (ATM CC, chain)
IC VELOCITY
3.4 mo to earn back $31,250
ML VELOCITY
7.7 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.58 (probe: $19.5C 14d) brings only $750/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 17 (live) · RSI 39 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 46 · %B 58 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.85 (+23%) · daily UBB $17.04 · 1-wk expected move ±$2 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (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: 40 contracts at $16.50 / 7d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($4,607/mo); it brings $4,629/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 37 × $15.50/7d for $9,356/mo, but breach risk rises to 43% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 50 × $20/7d (97% survival, $643/mo).
Downside anchor: the primary mortgages $11,245 (36% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 40 contracts realizes $-19,360 and cuts bleed by $514/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 40 × $16.50, 76% survival, $4,629/mo (E[net] $975/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 · 7d40 × $16.5076%$4,629$975

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $975/mo 🏆 GRAND PICK

🎯 Engine pick: sell 40 × $16.50 (primary), 76% survival, breach 24%, $4,629/mo.
⚖️ Worth a safer step: the $17 rung (33% normal) lifts survival to 83% (breach 24% → 17%) for $1,543/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 $17 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $15.30 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge50 × $2017 Jul7d30.7%97%6%$150$643-$3,986$0
Sell 50 × $20 30.7% OTM over spot $15.30 17 Jul 2026 (7d, $0.04 mid)
= $150 credit for the 7d cycle → $643/mo projected
Survival (stays ≤ $20)
97%
Breach risk
3%
POP (stays ≤ $20.04)
97%
EV / mo
+$401
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.6] median, 0.1 mo faster than no FIGHT (1.1 mo)  ·  66% of paths whole by 9 mo (vs 72% without)  ·  ~0.5 challenges expected  ·  median CC cash $-255
🛡 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)
1%
Flat exit net (mid-life)
-$3,356
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$21 @ 75% POP
68% 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: $0.99/sh now → $0.70 mid-life → ≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.67/sh  |  roll rows are incremental, the banked premium stays yours
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)~$2024 Jul 202610d left+$0.22/sh+$1,103
cycle +$1,253
67%
surv 52%
+$3,595 SAFE
cap gain +$27,620
Up-and-out for even (raise the cap, free)~$2024 Jul 202610d left+$0.12/sh+$617
cycle +$767
69%
surv 56%
+$4,231 SAFE
cap gain +$28,256
Max even-money escape in the band~$2131 Jul 202618d left+$0.16/sh+$798
cycle +$948
71%
surv 62%
+$7,217 SAFE
cap gain +$31,242
Safety roll (pay small debit, max POP)~$2131 Jul 202618d left-$0.00/sh-$23
cycle +$127
75%
surv 68%
+$9,201 SAFE
cap gain +$33,226
budget: banked $150 debit $23 (15% used ≈ 0.2 wk of income) → whole cycle still +$127 cash · rolled 50 ct earn ≈ $5,806/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$643/mo
vs 50% target ($4,607/mo)-86%
vs normal income ($9,214/mo)7% covered
Net income (after hedge)$0/mo
Downside budget
✓ $20 is at/above CC-SS $19.58: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (50 ct)$-24,050
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 $0.03 collected) or spot ≥ $20.04 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $20)); NOT the premium you collected. Momentum override: two daily closes above $17.04 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $19.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$20-20.04
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
≥ $20.04
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$20.00 (2.7σ)$150$2,492+$26,517+$13,300
+2.5%$20.50 (3.0σ)$-2,350$2,797+$26,822+$13,300
+5%$21.00 (3.3σ)$-4,850$3,102+$27,127+$13,300
V-BOUNCE STRESS (stock → CC-SS $19.58, where you are whole again, by expiry)
Starting unrealized P&L: $-24,025
+ Fortress recovery (un-capped): +$24,018
− CC assignment net of premium (50 × $20): -$0
Total Position P&L @ SS: $-7 (+$24,018 vs today)
Do-nothing baseline at SS: $-11,063 (this trade vs do-nothing: +$11,056, the opportunity cost of earning $643/mo FIGHT income now)
🛡 safe yield50 × $1817 Jul7d17.6%91%18%$450$1,929-$2,700$7,456
Sell 50 × $18 17.6% OTM over spot $15.30 17 Jul 2026 (7d, $0.10 mid)
= $450 credit for the 7d cycle → $1,929/mo projected
Survival (stays ≤ $18)
91%
Breach risk
9%
POP (stays ≤ $18.09)
92%
EV / mo
+$866
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.7-2.9] median  ·  62% of paths whole by 9 mo (vs 70% without)  ·  ~2.6 challenges expected  ·  median CC cash $1,840
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$2,706
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 75% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.89/sh now → $0.63 mid-life (likely $0.48–$0.89)≈ $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 305 simulated challenges: the $18 strike is typically first touched on day 5 of 7, at $18 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1824 Jul 202610d left+$0.26/sh+$1,301
cycle +$1,751
[+$1,145…+$2,083] · 99% credit
67%
surv 52%
-$7,127 NOT
cap gain +$16,898
Up-and-out for even (raise the cap, free)~$1824 Jul 202610d left+$0.16/sh+$818
cycle +$1,268
[+$586…+$1,559] · 95% credit
69%
surv 56%
-$6,488 NOT
cap gain +$17,537
Reliable up-and-out (highest cap still free ≥60%)~$1931 Jul 202618d left+$0.19/sh+$975
cycle +$1,425
[+$570…+$1,792] · 91% credit
72%
surv 62%
-$3,526 NOT
cap gain +$20,499
Max even-money escape in the band~$1931 Jul 202618d left+$0.03/sh+$167
cycle +$617
[-$343…+$927] · 59% credit
75%
surv 68%
-$1,529 NOT
cap gain +$22,496
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 ($4,607/mo)-58%
vs normal income ($9,214/mo)21% covered
Net income (after hedge)$1,286/mo
Downside budget
⚠ $18 is $2 below CC-SS $19.58: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,456
… as % of IC ($31,250)23.9%
… as % of ML ($71,250)10.5%
Recovery months (at normal income)0.8 mo
Surgical close (50 ct)$-24,050
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 ≥ $18.09 (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 $17.04 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.09
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
≥ $18.09
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.5σ)$450$-8,428+$15,597+$3,600
+2.5%$18.45 (1.8σ)$-1,800$-8,154+$15,871+$3,600
+5%$18.90 (2.1σ)$-4,050$-7,879+$16,146+$3,600
V-BOUNCE STRESS (stock → CC-SS $19.58, where you are whole again, by expiry)
Starting unrealized P&L: $-24,025
+ Fortress recovery (un-capped): +$24,018
− CC assignment net of premium (50 × $18): -$7,456
Total Position P&L @ SS: $-7,463 (+$16,562 vs today)
Do-nothing baseline at SS: $-11,063 (this trade vs do-nothing: +$3,600, the opportunity cost of earning $1,929/mo FIGHT income now)
33% normal ← lean36 × $1717 Jul7d11.1%83%36%$720$3,086-$1,543$8,573
Sell 36 × $17 11.1% OTM over spot $15.30 17 Jul 2026 (7d, $0.22 mid)
= $720 credit for the 7d cycle → $3,086/mo projected
Survival (stays ≤ $17)
83%
Breach risk
17%
POP (stays ≤ $17.21)
85%
EV / mo
+$1,130
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-3.2] median, 0.1 mo faster than no FIGHT (1.4 mo)  ·  68% of paths whole by 9 mo (vs 70% without)  ·  ~5.2 challenges expected  ·  median CC cash $6,936
🛡 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)
24%
Flat exit net (mid-life)
-$1,426
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 36 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.84/sh now → $0.60 mid-life (likely $0.58–$0.97)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 714 simulated challenges: the $17 strike is typically first touched on day 4 of 7, at $17 (overshoots $0.43). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (36 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1724 Jul 202610d left+$0.27/sh+$989
cycle +$1,709
[+$675…+$1,231] · 99% credit
67%
surv 53%
-$12,261 NOT
cap gain +$11,764
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.18/sh+$643
cycle +$1,363
[+$268…+$845] · 91% credit
69%
surv 56%
-$11,765 NOT
cap gain +$12,260
Reliable up-and-out (highest cap still free ≥60%)~$1831 Jul 202618d left+$0.21/sh+$743
cycle +$1,463
[+$214…+$953] · 85% credit
72%
surv 63%
-$9,560 NOT
cap gain +$14,465
Max even-money escape in the band~$1831 Jul 202618d left+$0.05/sh+$167
cycle +$887
[-$474…+$304] · 42% credit
75%
surv 69%
-$8,031 NOT
cap gain +$15,994
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.20/sh-$717
cycle +$3
[-$1,559…-$651] · 5% credit
82%
surv 79%
-$4,705 NOT
cap gain +$19,320
budget: banked $720 debit $717 (100% used ≈ 1.0 wk of income) → whole cycle still +$3 cash · rolled 36 ct earn ≈ $2,382/mo while parked; 14 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,086/mo
vs 50% target ($4,607/mo)-33%
vs normal income ($9,214/mo)33% covered
Net income (after hedge)$3,553/mo
Downside budget
⚠ $17 is $3 below CC-SS $19.58: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,573
… as % of IC ($31,250)27.4%
… as % of ML ($71,250)12.0%
Recovery months (at normal income)0.9 mo
Surgical close (36 ct)$-17,352
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $17.21 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $17)); NOT the premium you collected. Momentum override: two daily closes above $17.04 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.21
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
≥ $17.21
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$720$-13,250+$10,775-$612
+2.5%$17.42 (1.2σ)$-810$-12,991+$11,034-$612
+5%$17.85 (1.5σ)$-2,340$-12,732+$11,293-$612
V-BOUNCE STRESS (stock → CC-SS $19.58, where you are whole again, by expiry)
Starting unrealized P&L: $-24,025
+ Fortress recovery (un-capped): +$24,018
− CC assignment net of premium (36 × $17): -$8,573
− Conservative CC assignment net of premium (14 × $17): -$3,096
Total Position P&L @ SS: $-11,675 (+$12,350 vs today)
Do-nothing baseline at SS: $-11,063 (this trade vs do-nothing: $-612, the opportunity cost of earning $3,086/mo FIGHT income now)
🎯 50% normal40 × $16.5017 Jul7d7.8%76%37%$1,080$4,629$11,245
Sell 40 × $16.50 7.8% OTM over spot $15.30 17 Jul 2026 (7d, $0.31 mid)
= $1,080 credit for the 7d cycle → $4,629/mo projected
Survival (stays ≤ $16.50)
76%
Breach risk
24%
POP (stays ≤ $16.80)
80%
EV / mo
+$1,119
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.5-3.0] median, 0.1 mo faster than no FIGHT (1.4 mo)  ·  67% of paths whole by 9 mo (vs 71% without)  ·  ~7.6 challenges expected  ·  median CC cash $7,700
🛡 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)
37%
Flat exit net (mid-life)
-$1,234
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 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: $0.82/sh now → $0.58 mid-life (likely $0.64–$0.98)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$0.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,105 simulated challenges: the $16 strike is typically first touched on day 4 of 7, at $17 (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 (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+$0.28/sh+$1,123
cycle +$2,203
[+$744…+$1,197] · 99% credit
67%
surv 53%
-$14,720 NOT
cap gain +$9,305
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.18/sh+$740
cycle +$1,820
[+$295…+$783] · 90% credit
69%
surv 56%
-$13,981 NOT
cap gain +$10,044
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202618d left+$0.21/sh+$843
cycle +$1,923
[+$200…+$847] · 84% credit
72%
surv 63%
-$11,273 NOT
cap gain +$12,752
Max even-money escape in the band~$1831 Jul 202618d left+$0.05/sh+$206
cycle +$1,286
[-$556…+$148] · 33% credit
75%
surv 69%
-$9,605 NOT
cap gain +$14,420
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.27/sh-$1,074
cycle +$6
[-$2,184…-$1,243] · 0% credit
85%
surv 83%
-$3,970 NOT
cap gain +$20,055
budget: banked $1,080 debit $1,074 (99% used ≈ 1.0 wk of income) → whole cycle still +$6 cash · rolled 40 ct earn ≈ $2,066/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$4,629/mo
vs 50% target ($4,607/mo)+0%
vs normal income ($9,214/mo)50% covered
Net income (after hedge)$4,779/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.58: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,245
… as % of IC ($31,250)36.0%
… as % of ML ($71,250)15.8%
Recovery months (at normal income)1.2 mo
Surgical close (40 ct)$-19,360
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 $0.27 collected) or spot ≥ $16.80 (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 $17.04 (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
$16-16.80
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
≥ $16.80
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (≤1σ, normal week)$1,080$-15,843+$8,182-$400
+2.5%$16.91 (≤1σ, normal week)$-570$-15,179+$8,846-$2,050
+5%$17.32 (1.2σ)$-2,220$-14,840+$9,185-$2,400
V-BOUNCE STRESS (stock → CC-SS $19.58, where you are whole again, by expiry)
Starting unrealized P&L: $-24,025
+ Fortress recovery (un-capped): +$24,018
− CC assignment net of premium (40 × $16.50): -$11,245
− Conservative CC assignment net of premium (10 × $17): -$2,211
Total Position P&L @ SS: $-13,463 (+$10,562 vs today)
Do-nothing baseline at SS: $-11,063 (this trade vs do-nothing: $-2,400, the opportunity cost of earning $4,629/mo FIGHT income now)
100% normal37 × $15.5017 Jul7d1.3%57%90%$2,183$9,356+$4,727$12,918
Sell 37 × $15.50 1.3% OTM over spot $15.30 17 Jul 2026 (7d, $0.62 mid)
= $2,183 credit for the 7d cycle → $9,356/mo projected
Survival (stays ≤ $15.50)
57%
Breach risk
43%
POP (stays ≤ $16.12)
70%
EV / mo
+$1,355
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-2.9] median, 0.1 mo faster than no FIGHT (1.4 mo)  ·  72% of paths whole by 9 mo (vs 73% without)  ·  ~19.2 challenges expected  ·  median CC cash $9,255
🛡 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)
+$172
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 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: $0.77/sh now → $0.54 mid-life (likely $0.74–$1.10)≈ $0 at expiry  |  you banked $0.59/sh, so a flat mid-life exit nets +$0.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,058 simulated challenges: the $16 strike is typically first touched on day 2 of 7, at $16 (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 (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+$1,074
cycle +$3,257
[+$575…+$852] · 99% credit
67%
surv 53%
-$19,165 NOT
cap gain +$4,860
Up-and-out for even (raise the cap, free)~$1624 Jul 202610d left+$0.19/sh+$721
cycle +$2,904
[+$133…+$458] · 85% credit
69%
surv 56%
-$18,396 NOT
cap gain +$5,629
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202618d left+$0.22/sh+$799
cycle +$2,982
[-$40…+$433] · 72% credit
72%
surv 63%
-$15,513 NOT
cap gain +$8,512
Max even-money escape in the band~$1731 Jul 202618d left+$0.06/sh+$218
cycle +$2,401
[-$769…-$184] · 13% credit
76%
surv 69%
-$13,289 NOT
cap gain +$10,736
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-$0.37/sh-$1,366
cycle +$817
[-$2,953…-$1,938]
90%
surv 89%
-$3,708 NOT
cap gain +$20,317
budget: banked $2,183 debit $1,366 (63% used ≈ 0.6 wk of income) → whole cycle still +$817 cash · rolled 37 ct earn ≈ $1,075/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$9,356/mo
vs 50% target ($4,607/mo)+103%
vs normal income ($9,214/mo)102% covered
Net income (after hedge)$9,744/mo
Downside budget
⚠ $15.50 is $4 below CC-SS $19.58: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,918
… as % of IC ($31,250)41.3%
… as % of ML ($71,250)18.1%
Recovery months (at normal income)1.4 mo
Surgical close (37 ct)$-17,908
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 $0.59 collected) or spot ≥ $16.12 (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 $17.04 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-16.12
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
≥ $16.12
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (≤1σ, normal week)$2,183$-20,239+$3,786+$814
+2.5%$15.89 (≤1σ, normal week)$749$-19,499+$4,526-$620
+5%$16.28 (≤1σ, normal week)$-685$-18,759+$5,266-$2,054
SS (= V-bounce)$17.13 (1.0σ)$-3,848$-17,295+$6,730-$4,736
V-BOUNCE STRESS (stock → CC-SS $19.58, where you are whole again, by expiry)
Starting unrealized P&L: $-24,025
+ Fortress recovery (un-capped): +$24,018
− CC assignment net of premium (37 × $15.50): -$12,918
− Conservative CC assignment net of premium (13 × $17): -$2,875
Total Position P&L @ SS: $-15,799 (+$8,226 vs today)
Do-nothing baseline at SS: $-11,063 (this trade vs do-nothing: $-4,736, the opportunity cost of earning $9,356/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: 1.122 (IBKR)  |  Recovery@SS: +$24,018 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-11,063

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16.507d17 Jul 2026$0.2740/50$4,629$4,77976%80%+$1,119-$11,24536.0%$-13,463 (vs do-nothing $-2,400)
$16.5014d24 Jul 2026$0.4944/50$4,620$4,45371%77%+$871-$11,40236.5%$-12,735 (vs do-nothing $-1,672)
$16.5021d31 Jul 2026$0.6947/50$4,633$4,22869%76%+$844-$11,23936.0%$-11,909 (vs do-nothing $-846)
$167d17 Jul 2026$0.4127/50$4,744$5,92567%75%+$972-$8,56227.4%$-13,655 (vs do-nothing $-2,592)
$1614d24 Jul 2026$0.6534/50$4,736$5,36164%73%+$720-$9,96631.9%$-13,511 (vs do-nothing $-2,448)
$1621d31 Jul 2026$0.8538/50$4,614$4,92363%74%+$660-$10,37933.2%$-13,039 (vs do-nothing $-1,976)
$15.507d17 Jul 2026$0.5919/50$4,804$6,61957%70%+$696-$6,63321.2%$-13,495 (vs do-nothing $-2,432)
$15.5021d31 Jul 2026$1.0531/50$4,650$5,51457%70%+$534-$9,39730.1%$-13,605 (vs do-nothing $-2,542)
$15.5014d24 Jul 2026$0.8625/50$4,607$5,94656%69%+$595-$8,05325.8%$-13,588 (vs do-nothing $-2,525)
$1521d31 Jul 2026$1.2826/50$4,754$6,01450%67%+$406-$8,58327.5%$-13,897 (vs do-nothing $-2,834)
$1514d24 Jul 2026$1.1020/50$4,714$6,45048%66%+$450-$6,96322.3%$-13,603 (vs do-nothing $-2,540)
$157d17 Jul 2026$0.8114/50$4,860$7,07145%64%+$358-$5,28016.9%$-13,247 (vs do-nothing $-2,184)

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 22:04