FORTRESS FIGHT: BMNR @ $15.21

BE SS: $17.13  |  CC-SS: $19.53  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:35

BMNR @ $15.21   UNDERWATER $1.92 (11.2% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.53  |  IV: HIGH  |  Accounts: RetireInc:7291

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

Economics

Max Loss$71,250(ND $6.25 + SW $8) x 5000
Normal income ref$9,054/mo95% ann ROI on ML
Hedge rolling cost$643/mo
Unrealized P&L$-24,275fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,527/mo
HEDGE COVER
$643/mo
NORMAL INCOME
$9,054/mo (ATM CC, chain)
IC VELOCITY
3.5 mo to earn back $31,250
ML VELOCITY
7.9 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.53 (probe: $19.5C 14d) brings only $964/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 16 (live) · RSI 39 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 46 · %B 56 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.85 (+24%) · daily UBB $17.03 · 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 77%, breach 23%) that still earns 50% of normal income ($4,527/mo); it brings $4,560/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 38 × $15.50/7d for $9,283/mo, but breach risk rises to 41% (+18pp 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 $10,445 (33% 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 38 contracts realizes $-18,506 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, 77% survival, $4,560/mo (E[net] $1,311/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 × $16.5077%$4,560$1,311

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,311/mo 🏆 GRAND PICK

🎯 Engine pick: sell 38 × $16.50 (primary), 77% survival, breach 23%, $4,560/mo.
⚖️ Worth a safer step: the $17 rung (33% normal) lifts survival to 84% (breach 23% → 16%) for $1,547/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 $15.21 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge50 × $2017 Jul7d31.5%97%5%$150$643-$3,917$0
Sell 50 × $20 31.5% OTM over spot $15.21 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
+$411
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.5] median, 0.1 mo faster than no FIGHT (1.1 mo)  ·  66% of paths whole by 9 mo (vs 71% without)  ·  ~0.5 challenges expected  ·  median CC cash $-256
🛡 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)
-$3,378
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$21 @ 76% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.00/sh now → $0.71 mid-life → ≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.68/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+$0.21/sh+$1,053
cycle +$1,203
67%
surv 52%
+$3,852 SAFE
cap gain +$28,127
Up-and-out for even (raise the cap, free)~$2024 Jul 202610d left+$0.07/sh+$331
cycle +$481
70%
surv 57%
+$4,787 SAFE
cap gain +$29,062
Max even-money escape in the band~$2131 Jul 202618d left+$0.14/sh+$724
cycle +$874
72%
surv 63%
+$7,987 SAFE
cap gain +$32,262
Safety roll (pay small debit, max POP)~$2131 Jul 202618d left-$0.02/sh-$97
cycle +$53
76%
surv 69%
+$9,974 SAFE
cap gain +$34,249
budget: banked $150 debit $97 (64% used ≈ 0.7 wk of income) → whole cycle still +$53 cash · rolled 50 ct earn ≈ $5,719/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 ($4,527/mo)-86%
vs normal income ($9,054/mo)7% covered
Net income (after hedge)$0/mo
Downside budget
✓ $20 is at/above CC-SS $19.53: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (50 ct)$-24,300
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 $17.03 (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 (2.8σ)$150$2,799+$27,074+$13,400
+2.5%$20.50 (3.1σ)$-2,350$3,106+$27,381+$13,400
+5%$21.00 (3.4σ)$-4,850$3,414+$27,689+$13,400
V-BOUNCE STRESS (stock → CC-SS $19.53, where you are whole again, by expiry)
Starting unrealized P&L: $-24,275
+ Fortress recovery (un-capped): +$24,277
− CC assignment net of premium (50 × $20): -$0
Total Position P&L @ SS: $2 (+$24,277 vs today)
Do-nothing baseline at SS: $-10,891 (this trade vs do-nothing: +$10,893, the opportunity cost of earning $643/mo FIGHT income now)
🛡 safe yield50 × $1817 Jul7d18.4%92%17%$450$1,929-$2,631$7,193
Sell 50 × $18 18.4% OTM over spot $15.21 17 Jul 2026 (7d, $0.10 mid)
= $450 credit for the 7d cycle → $1,929/mo projected
Survival (stays ≤ $18)
92%
Breach risk
8%
POP (stays ≤ $18.10)
92%
EV / mo
+$919
📈 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 68% without)  ·  ~2.5 challenges expected  ·  median CC cash $1,863
🛡 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)
9%
Flat exit net (mid-life)
-$2,725
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 76% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.90/sh now → $0.64 mid-life (likely $0.50–$0.86)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 260 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+$0.25/sh+$1,263
cycle +$1,713
[+$1,188…+$2,034] · 99% credit
68%
surv 52%
-$6,868 NOT
cap gain +$17,407
Reliable up-and-out (highest cap still free ≥60%)~$1931 Jul 202618d left+$0.18/sh+$908
cycle +$1,358
[+$572…+$1,625] · 91% credit
73%
surv 63%
-$2,759 NOT
cap gain +$21,516
Up-and-out for even (raise the cap, free)~$1824 Jul 202610d left+$0.11/sh+$550
cycle +$1,000
[+$328…+$1,205] · 89% credit
70%
surv 58%
-$5,925 NOT
cap gain +$18,350
Max even-money escape in the band~$1931 Jul 202618d left+$0.02/sh+$100
cycle +$550
[-$389…+$706] · 58% credit
76%
surv 69%
-$760 NOT
cap gain +$23,515
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,929/mo
vs 50% target ($4,527/mo)-57%
vs normal income ($9,054/mo)21% covered
Net income (after hedge)$1,286/mo
Downside budget
⚠ $18 is $2 below CC-SS $19.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,193
… as % of IC ($31,250)23.0%
… as % of ML ($71,250)10.1%
Recovery months (at normal income)0.8 mo
Surgical close (50 ct)$-24,325
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 ≥ $18.10 (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 $17.03 (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
$18-18.10
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
≥ $18.10
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 (1.6σ)$450$-8,131+$16,144+$3,700
+2.5%$18.45 (1.9σ)$-1,800$-7,854+$16,421+$3,700
+5%$18.90 (2.2σ)$-4,050$-7,578+$16,697+$3,700
V-BOUNCE STRESS (stock → CC-SS $19.53, where you are whole again, by expiry)
Starting unrealized P&L: $-24,275
+ Fortress recovery (un-capped): +$24,277
− CC assignment net of premium (50 × $18): -$7,193
Total Position P&L @ SS: $-7,191 (+$17,084 vs today)
Do-nothing baseline at SS: $-10,891 (this trade vs do-nothing: +$3,700, the opportunity cost of earning $1,929/mo FIGHT income now)
33% normal ← lean37 × $1717 Jul7d11.8%84%34%$703$3,013-$1,547$8,653
Sell 37 × $17 11.8% OTM over spot $15.21 17 Jul 2026 (7d, $0.20 mid)
= $703 credit for the 7d cycle → $3,013/mo projected
Survival (stays ≤ $17)
84%
Breach risk
16%
POP (stays ≤ $17.20)
86%
EV / mo
+$1,167
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.6-3.2] median  ·  69% of paths whole by 9 mo (vs 72% without)  ·  ~4.8 challenges expected  ·  median CC cash $6,714
🛡 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)
22%
Flat exit net (mid-life)
-$1,516
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 79% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 37 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.85/sh now → $0.60 mid-life (likely $0.57–$0.94)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$0.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 671 simulated challenges: the $17 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 (37 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+$993
cycle +$1,696
[+$739…+$1,282] · 99% credit
68%
surv 53%
-$12,045 NOT
cap gain +$12,230
Reliable up-and-out (highest cap still free ≥60%)~$1831 Jul 202618d left+$0.19/sh+$716
cycle +$1,419
[+$248…+$979] · 87% credit
73%
surv 64%
-$8,892 NOT
cap gain +$15,383
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.13/sh+$468
cycle +$1,171
[+$124…+$714] · 85% credit
70%
surv 58%
-$11,297 NOT
cap gain +$12,978
Max even-money escape in the band~$1831 Jul 202618d left+$0.03/sh+$124
cycle +$827
[-$455…+$338] · 44% credit
76%
surv 70%
-$7,326 NOT
cap gain +$16,949
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.11/sh-$421
cycle +$282
[-$1,120…-$259] · 15% credit
79%
surv 75%
-$5,714 NOT
cap gain +$18,561
budget: banked $703 debit $421 (60% used ≈ 0.6 wk of income) → whole cycle still +$282 cash · rolled 37 ct earn ≈ $2,997/mo while parked; 13 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,013/mo
vs 50% target ($4,527/mo)-33%
vs normal income ($9,054/mo)33% covered
Net income (after hedge)$3,345/mo
Downside budget
⚠ $17 is $3 below CC-SS $19.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,653
… as % of IC ($31,250)27.7%
… as % of ML ($71,250)12.1%
Recovery months (at normal income)1.0 mo
Surgical close (37 ct)$-18,000
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.19 collected) or spot ≥ $17.20 (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 $17.03 (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
$17-17.20
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
≥ $17.20
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 (1.0σ)$703$-13,038+$11,237-$592
+2.5%$17.42 (1.3σ)$-869$-12,777+$11,498-$592
+5%$17.85 (1.5σ)$-2,442$-12,515+$11,760-$592
V-BOUNCE STRESS (stock → CC-SS $19.53, where you are whole again, by expiry)
Starting unrealized P&L: $-24,275
+ Fortress recovery (un-capped): +$24,277
− CC assignment net of premium (37 × $17): -$8,653
− Conservative CC assignment net of premium (13 × $17): -$2,832
Total Position P&L @ SS: $-11,483 (+$12,792 vs today)
Do-nothing baseline at SS: $-10,891 (this trade vs do-nothing: $-592, the opportunity cost of earning $3,013/mo FIGHT income now)
🎯 50% normal38 × $16.5017 Jul7d8.5%77%34%$1,064$4,560$10,445
Sell 38 × $16.50 8.5% OTM over spot $15.21 17 Jul 2026 (7d, $0.30 mid)
= $1,064 credit for the 7d cycle → $4,560/mo projected
Survival (stays ≤ $16.50)
77%
Breach risk
23%
POP (stays ≤ $16.80)
82%
EV / mo
+$1,521
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.7-3.4] median  ·  67% of paths whole by 9 mo (vs 68% without)  ·  ~7.2 challenges expected  ·  median CC cash $9,294
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
34%
Flat exit net (mid-life)
-$1,148
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 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: $0.82/sh now → $0.58 mid-life (likely $0.62–$0.94)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,028 simulated challenges: the $16 strike is typically first touched on day 4 of 7, at $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+$0.27/sh+$1,045
cycle +$2,109
[+$728…+$1,236] · 99% credit
68%
surv 53%
-$14,475 NOT
cap gain +$9,800
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202618d left+$0.20/sh+$752
cycle +$1,816
[+$218…+$838] · 86% credit
73%
surv 64%
-$10,658 NOT
cap gain +$13,617
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.13/sh+$508
cycle +$1,572
[+$114…+$606] · 83% credit
70%
surv 58%
-$13,355 NOT
cap gain +$10,920
Max even-money escape in the band~$1831 Jul 202618d left+$0.04/sh+$148
cycle +$1,212
[-$497…+$167] · 35% credit
76%
surv 70%
-$9,055 NOT
cap gain +$15,220
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202618d left-$0.27/sh-$1,034
cycle +$30
[-$1,973…-$1,132] · 0% credit
86%
surv 84%
-$3,614 NOT
cap gain +$20,661
budget: banked $1,064 debit $1,034 (97% used ≈ 1.0 wk of income) → whole cycle still +$30 cash · rolled 38 ct earn ≈ $1,964/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$4,560/mo
vs 50% target ($4,527/mo)+1%
vs normal income ($9,054/mo)50% covered
Net income (after hedge)$4,817/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,445
… as % of IC ($31,250)33.4%
… as % of ML ($71,250)14.7%
Recovery months (at normal income)1.2 mo
Surgical close (38 ct)$-18,506
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 $0.28 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 $17.03 (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)$1,064$-15,520+$8,755-$266
+2.5%$16.91 (≤1σ, normal week)$-503$-14,771+$9,504-$1,833
+5%$17.32 (1.2σ)$-2,071$-14,412+$9,863-$2,166
V-BOUNCE STRESS (stock → CC-SS $19.53, where you are whole again, by expiry)
Starting unrealized P&L: $-24,275
+ Fortress recovery (un-capped): +$24,277
− CC assignment net of premium (38 × $16.50): -$10,445
− Conservative CC assignment net of premium (12 × $17): -$2,614
Total Position P&L @ SS: $-13,057 (+$11,218 vs today)
Do-nothing baseline at SS: $-10,891 (this trade vs do-nothing: $-2,166, the opportunity cost of earning $4,560/mo FIGHT income now)
100% normal38 × $15.5017 Jul7d1.9%59%86%$2,166$9,283+$4,723$13,143
Sell 38 × $15.50 1.9% OTM over spot $15.21 17 Jul 2026 (7d, $0.60 mid)
= $2,166 credit for the 7d cycle → $9,283/mo projected
Survival (stays ≤ $15.50)
59%
Breach risk
41%
POP (stays ≤ $16.10)
71%
EV / mo
+$1,731
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.2] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  70% of paths whole by 9 mo (vs 68% without)  ·  ~18.5 challenges expected  ·  median CC cash $10,349
🛡 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)
67%
Flat exit net (mid-life)
+$88
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 91% POP
91% 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: $0.77/sh now → $0.55 mid-life (likely $0.73–$1.05)≈ $0 at expiry  |  you banked $0.57/sh, so a flat mid-life exit nets +$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,003 simulated challenges: the $16 strike is typically first touched on day 2 of 7, at $16 (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+$0.29/sh+$1,085
cycle +$3,251
[+$628…+$889] · 99% credit
68%
surv 53%
-$18,948 NOT
cap gain +$5,327
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202618d left+$0.20/sh+$772
cycle +$2,938
[+$3…+$464] · 75% credit
73%
surv 64%
-$14,797 NOT
cap gain +$9,478
Up-and-out for even (raise the cap, free)~$1624 Jul 202610d left+$0.15/sh+$552
cycle +$2,718
[-$19…+$320] · 73% credit
70%
surv 58%
-$17,825 NOT
cap gain +$6,450
Max even-money escape in the band~$1731 Jul 202618d left+$0.05/sh+$176
cycle +$2,342
[-$737…-$192] · 15% credit
77%
surv 70%
-$12,585 NOT
cap gain +$11,690
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-$1,421
cycle +$745
[-$2,891…-$1,941]
91%
surv 91%
-$2,899 NOT
cap gain +$21,376
budget: banked $2,166 debit $1,421 (66% used ≈ 0.7 wk of income) → whole cycle still +$745 cash · rolled 38 ct earn ≈ $1,095/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$9,283/mo
vs 50% target ($4,527/mo)+105%
vs normal income ($9,054/mo)103% covered
Net income (after hedge)$9,540/mo
Downside budget
⚠ $15.50 is $4 below CC-SS $19.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,143
… as % of IC ($31,250)42.1%
… as % of ML ($71,250)18.4%
Recovery months (at normal income)1.5 mo
Surgical close (38 ct)$-18,563
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 ≥ $16.10 (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 $17.03 (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
$15-16.10
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
≥ $16.10
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)$2,166$-20,033+$4,242+$836
+2.5%$15.89 (≤1σ, normal week)$694$-19,329+$4,946-$636
+5%$16.28 (≤1σ, normal week)$-779$-18,626+$5,649-$2,109
SS (= V-bounce)$17.13 (1.1σ)$-4,028$-17,230+$7,045-$4,864
V-BOUNCE STRESS (stock → CC-SS $19.53, where you are whole again, by expiry)
Starting unrealized P&L: $-24,275
+ Fortress recovery (un-capped): +$24,277
− CC assignment net of premium (38 × $15.50): -$13,143
− Conservative CC assignment net of premium (12 × $17): -$2,614
Total Position P&L @ SS: $-15,755 (+$8,520 vs today)
Do-nothing baseline at SS: $-10,891 (this trade vs do-nothing: $-4,864, the opportunity cost of earning $9,283/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: 1.123 (IBKR)  |  Recovery@SS: +$24,277 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-10,891

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16.507d17 Jul 2026$0.2838/50$4,560$4,81777%82%+$1,521-$10,44533.4%$-13,057 (vs do-nothing $-2,166)
$16.5014d24 Jul 2026$0.4646/50$4,534$4,19172%78%+$980-$11,81637.8%$-12,685 (vs do-nothing $-1,794)
$16.5021d31 Jul 2026$0.6847/50$4,566$4,14870%77%+$1,037-$11,03935.3%$-11,690 (vs do-nothing $-799)
$167d17 Jul 2026$0.4126/50$4,569$5,72669%76%+$1,255-$8,10825.9%$-13,335 (vs do-nothing $-2,444)
$1614d24 Jul 2026$0.6135/50$4,575$5,05766%74%+$787-$10,21532.7%$-13,481 (vs do-nothing $-2,590)
$1621d31 Jul 2026$0.8438/50$4,560$4,81764%74%+$857-$10,21732.7%$-12,829 (vs do-nothing $-1,938)
$15.507d17 Jul 2026$0.5719/50$4,641$6,32459%71%+$865-$6,57121.0%$-13,323 (vs do-nothing $-2,432)
$15.5014d24 Jul 2026$0.8127/50$4,686$5,76958%70%+$730-$8,69027.8%$-13,699 (vs do-nothing $-2,808)
$15.5021d31 Jul 2026$1.0431/50$4,606$5,38858%71%+$727-$9,26529.6%$-13,402 (vs do-nothing $-2,511)
$1521d31 Jul 2026$1.2925/50$4,607$5,83951%68%+$658-$8,09725.9%$-13,541 (vs do-nothing $-2,650)
$1514d24 Jul 2026$1.0521/50$4,725$6,25750%67%+$578-$7,30523.4%$-13,621 (vs do-nothing $-2,730)
$157d17 Jul 2026$0.8313/50$4,624$6,75648%66%+$739-$4,80815.4%$-12,867 (vs do-nothing $-1,976)

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 22:35