FORTRESS FIGHT: BMNR @ $15.27

BE SS: $17.13  |  CC-SS: $19.55  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:25

BMNR @ $15.27   UNDERWATER $1.86 (10.9% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.55  |  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$8,357/mo95% ann ROI on ML
Hedge rolling cost$643/mo
Unrealized P&L$-24,025fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,179/mo
HEDGE COVER
$643/mo
NORMAL INCOME
$8,357/mo (ATM CC, chain)
IC VELOCITY
3.7 mo to earn back $31,250
ML VELOCITY
8.5 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.55 (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: 38 contracts at $16.50 / 7d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($4,179/mo); it brings $4,234/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 × $15.50/7d for $8,486/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 $10,596 (34% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 38 contracts realizes $-18,316 and cuts bleed by $489/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 38 × $16.50, 76% survival, $4,234/mo (E[net] $1,052/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 · 7d38 × $16.5076%$4,234$1,052

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,052/mo 🏆 GRAND PICK

🎯 Engine pick: sell 38 × $16.50 (primary), 76% survival, breach 24%, $4,234/mo.
⚖️ Worth a safer step: the $17 rung (33% normal) lifts survival to 83% (breach 24% → 17%) for $1,457/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $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 $15.27 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge50 × $2017 Jul7d31.0%97%6%$150$643-$3,591$0
Sell 50 × $20 31.0% OTM over spot $15.27 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
+$400
📈 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 $-199
🛡 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)
-$3,109
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: $0.92/sh now → $0.65 mid-life → ≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.62/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+$1,092
cycle +$1,242
67%
surv 52%
+$3,846 SAFE
cap gain +$27,871
Up-and-out for even (raise the cap, free)~$2024 Jul 202610d left+$0.09/sh+$469
cycle +$619
68%
surv 56%
+$4,518 SAFE
cap gain +$28,543
Max even-money escape in the band~$2131 Jul 202618d left+$0.02/sh+$119
cycle +$269
75%
surv 68%
+$9,799 SAFE
cap gain +$33,824
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 ($4,179/mo)-85%
vs normal income ($8,357/mo)8% covered
Net income (after hedge)$0/mo
Downside budget
✓ $20 is at/above CC-SS $19.55: 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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$20.00 (2.7σ)$150$2,755+$26,780+$13,400
+2.5%$20.50 (3.0σ)$-2,350$3,070+$27,095+$13,400
+5%$21.00 (3.3σ)$-4,850$3,385+$27,410+$13,400
V-BOUNCE STRESS (stock → CC-SS $19.55, where you are whole again, by expiry)
Starting unrealized P&L: $-24,025
+ Fortress recovery (un-capped): +$24,087
− CC assignment net of premium (50 × $20): -$0
Total Position P&L @ SS: $62 (+$24,087 vs today)
Do-nothing baseline at SS: $-10,930 (this trade vs do-nothing: +$10,992, the opportunity cost of earning $643/mo FIGHT income now)
🛡 safe yield50 × $1817 Jul7d17.9%91%18%$400$1,714-$2,520$7,342
Sell 50 × $18 17.9% OTM over spot $15.27 17 Jul 2026 (7d, $0.10 mid)
= $400 credit for the 7d cycle → $1,714/mo projected
Survival (stays ≤ $18)
91%
Breach risk
9%
POP (stays ≤ $18.09)
92%
EV / mo
+$632
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.7-2.8] median  ·  63% of paths whole by 9 mo (vs 70% without)  ·  ~2.6 challenges expected  ·  median CC cash $1,172
🛡 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)
-$2,533
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 75% 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: $0.83/sh now → $0.59 mid-life (likely $0.44–$0.82)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 303 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+$0.26/sh+$1,279
cycle +$1,679
[+$1,172…+$1,967] · 99% credit
67%
surv 52%
-$6,976 NOT
cap gain +$17,049
Up-and-out for even (raise the cap, free)~$1824 Jul 202610d left+$0.13/sh+$663
cycle +$1,063
[+$457…+$1,252] · 93% credit
68%
surv 57%
-$6,297 NOT
cap gain +$17,728
Max even-money escape in the band~$1931 Jul 202618d left+$0.06/sh+$291
cycle +$691
[-$132…+$832] · 68% credit
75%
surv 69%
-$1,039 NOT
cap gain +$22,986
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 ($4,179/mo)-59%
vs normal income ($8,357/mo)21% covered
Net income (after hedge)$1,071/mo
Downside budget
⚠ $18 is $2 below CC-SS $19.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,342
… as % of IC ($31,250)23.5%
… as % of ML ($71,250)10.3%
Recovery months (at normal income)0.9 mo
Surgical close (50 ct)$-24,100
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.6σ)$400$-8,255+$15,770+$3,650
+2.5%$18.45 (1.8σ)$-1,850$-7,972+$16,053+$3,650
+5%$18.90 (2.1σ)$-4,100$-7,688+$16,337+$3,650
V-BOUNCE STRESS (stock → CC-SS $19.55, where you are whole again, by expiry)
Starting unrealized P&L: $-24,025
+ Fortress recovery (un-capped): +$24,087
− CC assignment net of premium (50 × $18): -$7,342
Total Position P&L @ SS: $-7,280 (+$16,745 vs today)
Do-nothing baseline at SS: $-10,930 (this trade vs do-nothing: +$3,650, the opportunity cost of earning $1,714/mo FIGHT income now)
33% normal ← lean36 × $1717 Jul7d11.3%83%35%$648$2,777-$1,457$8,526
Sell 36 × $17 11.3% OTM over spot $15.27 17 Jul 2026 (7d, $0.19 mid)
= $648 credit for the 7d cycle → $2,777/mo projected
Survival (stays ≤ $17)
83%
Breach risk
17%
POP (stays ≤ $17.19)
85%
EV / mo
+$826
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-3.1] median  ·  67% of paths whole by 9 mo (vs 70% without)  ·  ~5.1 challenges expected  ·  median CC cash $6,417
🛡 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)
23%
Flat exit net (mid-life)
-$1,347
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: $0.78/sh now → $0.55 mid-life (likely $0.53–$0.90)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 703 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+$970
cycle +$1,618
[+$721…+$1,209] · 100% credit
67%
surv 53%
-$12,177 NOT
cap gain +$11,848
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.15/sh+$530
cycle +$1,178
[+$192…+$731] · 88% credit
69%
surv 57%
-$11,644 NOT
cap gain +$12,381
Reliable up-and-out (highest cap still free ≥60%)~$1831 Jul 202618d left+$0.20/sh+$724
cycle +$1,372
[+$265…+$940] · 87% credit
72%
surv 63%
-$9,335 NOT
cap gain +$14,690
Max even-money escape in the band~$1831 Jul 202618d left+$0.07/sh+$251
cycle +$899
[-$288…+$404] · 53% credit
76%
surv 69%
-$7,693 NOT
cap gain +$16,332
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.17/sh-$599
cycle +$49
[-$1,356…-$515] · 7% credit
82%
surv 79%
-$4,314 NOT
cap gain +$19,711
budget: banked $648 debit $599 (92% used ≈ 0.9 wk of income) → whole cycle still +$49 cash · rolled 36 ct earn ≈ $2,325/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$2,777/mo
vs 50% target ($4,179/mo)-34%
vs normal income ($8,357/mo)33% covered
Net income (after hedge)$3,184/mo
Downside budget
⚠ $17 is $3 below CC-SS $19.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,526
… as % of IC ($31,250)27.3%
… as % of ML ($71,250)12.0%
Recovery months (at normal income)1.0 mo
Surgical close (36 ct)$-17,334
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 $0.18 collected) or spot ≥ $17.19 (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
$17-17.19
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
≥ $17.19
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$648$-13,147+$10,878-$612
+2.5%$17.42 (1.2σ)$-882$-12,879+$11,146-$612
+5%$17.85 (1.5σ)$-2,412$-12,612+$11,413-$612
V-BOUNCE STRESS (stock → CC-SS $19.55, where you are whole again, by expiry)
Starting unrealized P&L: $-24,025
+ Fortress recovery (un-capped): +$24,087
− CC assignment net of premium (36 × $17): -$8,526
− Conservative CC assignment net of premium (14 × $17): -$3,078
Total Position P&L @ SS: $-11,542 (+$12,483 vs today)
Do-nothing baseline at SS: $-10,930 (this trade vs do-nothing: $-612, the opportunity cost of earning $2,777/mo FIGHT income now)
🎯 50% normal38 × $16.5017 Jul7d8.1%76%36%$988$4,234$10,596
Sell 38 × $16.50 8.1% OTM over spot $15.27 17 Jul 2026 (7d, $0.28 mid)
= $988 credit for the 7d cycle → $4,234/mo projected
Survival (stays ≤ $16.50)
76%
Breach risk
24%
POP (stays ≤ $16.77)
80%
EV / mo
+$933
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-3.1] median  ·  67% of paths whole by 9 mo (vs 70% without)  ·  ~7.5 challenges expected  ·  median CC cash $7,286
🛡 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)
36%
Flat exit net (mid-life)
-$1,055
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 38 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: $0.76/sh now → $0.54 mid-life (likely $0.59–$0.89)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,090 simulated challenges: the $16 strike is typically first touched on day 4 of 7, at $17 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (38 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+$1,046
cycle +$2,034
[+$754…+$1,189] · 100% credit
67%
surv 53%
-$14,646 NOT
cap gain +$9,379
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.15/sh+$583
cycle +$1,571
[+$216…+$647] · 90% credit
69%
surv 57%
-$13,814 NOT
cap gain +$10,211
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202618d left+$0.20/sh+$778
cycle +$1,766
[+$279…+$826] · 89% credit
72%
surv 63%
-$11,080 NOT
cap gain +$12,945
Max even-money escape in the band~$1831 Jul 202618d left+$0.07/sh+$281
cycle +$1,269
[-$312…+$267] · 46% credit
76%
surv 69%
-$9,362 NOT
cap gain +$14,663
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.24/sh-$900
cycle +$88
[-$1,793…-$1,029] · 1% credit
85%
surv 83%
-$3,898 NOT
cap gain +$20,127
budget: banked $988 debit $900 (91% used ≈ 0.9 wk of income) → whole cycle still +$88 cash · rolled 38 ct earn ≈ $1,907/mo while parked; 12 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$4,234/mo
vs 50% target ($4,179/mo)+1%
vs normal income ($8,357/mo)51% covered
Net income (after hedge)$4,491/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,596
… as % of IC ($31,250)33.9%
… as % of ML ($71,250)14.9%
Recovery months (at normal income)1.3 mo
Surgical close (38 ct)$-18,316
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 ≥ $16.77 (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
$16-16.77
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
≥ $16.77
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (≤1σ, normal week)$988$-15,692+$8,333-$342
+2.5%$16.91 (≤1σ, normal week)$-579$-14,937+$9,088-$1,909
+5%$17.32 (1.2σ)$-2,147$-14,572+$9,453-$2,242
V-BOUNCE STRESS (stock → CC-SS $19.55, where you are whole again, by expiry)
Starting unrealized P&L: $-24,025
+ Fortress recovery (un-capped): +$24,087
− CC assignment net of premium (38 × $16.50): -$10,596
− Conservative CC assignment net of premium (12 × $17): -$2,638
Total Position P&L @ SS: $-13,172 (+$10,853 vs today)
Do-nothing baseline at SS: $-10,930 (this trade vs do-nothing: $-2,242, the opportunity cost of earning $4,234/mo FIGHT income now)
100% normal36 × $15.5017 Jul7d1.5%57%89%$1,980$8,486+$4,251$12,594
Sell 36 × $15.50 1.5% OTM over spot $15.27 17 Jul 2026 (7d, $0.57 mid)
= $1,980 credit for the 7d cycle → $8,486/mo projected
Survival (stays ≤ $15.50)
57%
Breach risk
43%
POP (stays ≤ $16.07)
69%
EV / mo
+$838
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-3.2] median, 0.1 mo faster than no FIGHT (1.4 mo)  ·  70% of paths whole by 9 mo (vs 70% without)  ·  ~19.3 challenges expected  ·  median CC cash $8,876
🛡 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)
+$161
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 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: $0.71/sh now → $0.51 mid-life (likely $0.68–$0.99)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets +$0.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,071 simulated challenges: the $16 strike is typically first touched on day 2 of 7, at $16 (overshoots $0.45). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (36 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1624 Jul 202610d left+$0.28/sh+$1,023
cycle +$3,003
[+$642…+$853] · 100% credit
67%
surv 53%
-$19,238 NOT
cap gain +$4,787
Up-and-out for even (raise the cap, free)~$1624 Jul 202610d left+$0.16/sh+$588
cycle +$2,568
[+$86…+$375] · 82% credit
69%
surv 57%
-$18,377 NOT
cap gain +$5,648
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202618d left+$0.21/sh+$754
cycle +$2,734
[+$66…+$461] · 79% credit
72%
surv 64%
-$15,396 NOT
cap gain +$8,629
Max even-money escape in the band~$1731 Jul 202618d left+$0.08/sh+$286
cycle +$2,266
[-$501…-$41] · 21% credit
76%
surv 70%
-$13,049 NOT
cap gain +$10,976
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-$0.33/sh-$1,192
cycle +$788
[-$2,518…-$1,658]
91%
surv 90%
-$3,574 NOT
cap gain +$20,451
budget: banked $1,980 debit $1,192 (60% used ≈ 0.6 wk of income) → whole cycle still +$788 cash · rolled 36 ct earn ≈ $1,044/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$8,486/mo
vs 50% target ($4,179/mo)+103%
vs normal income ($8,357/mo)102% covered
Net income (after hedge)$8,893/mo
Downside budget
⚠ $15.50 is $4 below CC-SS $19.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,594
… as % of IC ($31,250)40.3%
… as % of ML ($71,250)17.7%
Recovery months (at normal income)1.5 mo
Surgical close (36 ct)$-17,388
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 $0.55 collected) or spot ≥ $16.07 (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
$15-16.07
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
≥ $16.07
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (≤1σ, normal week)$1,980$-20,260+$3,765+$720
+2.5%$15.89 (≤1σ, normal week)$585$-19,473+$4,552-$675
+5%$16.28 (≤1σ, normal week)$-810$-18,687+$5,338-$2,070
SS (= V-bounce)$17.13 (1.1σ)$-3,888$-17,133+$6,892-$4,680
V-BOUNCE STRESS (stock → CC-SS $19.55, where you are whole again, by expiry)
Starting unrealized P&L: $-24,025
+ Fortress recovery (un-capped): +$24,087
− CC assignment net of premium (36 × $15.50): -$12,594
− Conservative CC assignment net of premium (14 × $17): -$3,078
Total Position P&L @ SS: $-15,610 (+$8,415 vs today)
Do-nothing baseline at SS: $-10,930 (this trade vs do-nothing: $-4,680, the opportunity cost of earning $8,486/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: 1.126 (IBKR)  |  Recovery@SS: +$24,087 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-10,930

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16.507d17 Jul 2026$0.2638/50$4,234$4,49176%80%+$933-$10,59633.9%$-13,172 (vs do-nothing $-2,242)
$16.5014d24 Jul 2026$0.4643/50$4,239$4,12171%77%+$744-$11,13035.6%$-12,607 (vs do-nothing $-1,677)
$16.5021d31 Jul 2026$0.6744/50$4,211$4,01969%76%+$765-$10,46533.5%$-11,722 (vs do-nothing $-792)
$167d17 Jul 2026$0.3826/50$4,234$5,39168%75%+$655-$8,23826.4%$-13,452 (vs do-nothing $-2,522)
$1614d24 Jul 2026$0.5934/50$4,299$4,85665%73%+$447-$10,05832.2%$-13,514 (vs do-nothing $-2,584)
$1621d31 Jul 2026$0.8037/50$4,229$4,56163%73%+$474-$10,16932.5%$-12,965 (vs do-nothing $-2,035)
$15.507d17 Jul 2026$0.5518/50$4,243$6,00057%69%+$419-$6,29720.2%$-13,270 (vs do-nothing $-2,340)
$15.5021d31 Jul 2026$1.0030/50$4,286$5,14357%69%+$388-$9,14529.3%$-13,480 (vs do-nothing $-2,550)
$15.5014d24 Jul 2026$0.7825/50$4,179$5,41157%69%+$310-$8,17126.1%$-13,605 (vs do-nothing $-2,675)
$1521d31 Jul 2026$1.2624/50$4,320$5,62750%67%+$380-$7,89225.3%$-13,546 (vs do-nothing $-2,616)
$1514d24 Jul 2026$1.0519/50$4,275$5,95749%65%+$348-$6,64721.3%$-13,400 (vs do-nothing $-2,470)
$157d17 Jul 2026$0.7813/50$4,346$6,47846%64%+$241-$4,89915.7%$-12,971 (vs do-nothing $-2,041)

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 22:25