FORTRESS FIGHT: BMNR @ $14.98

BE SS: $17.13  |  CC-SS: $19.60  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 03:39

BMNR @ $14.98   UNDERWATER $2.15 (12.6% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.60  |  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$10,385/mo95% ann ROI on ML
Hedge rolling cost$585/mo
Unrealized P&L$-26,025fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,192/mo
HEDGE COVER
$585/mo
NORMAL INCOME
$10,385/mo (ATM CC, chain)
IC VELOCITY
3.0 mo to earn back $31,250
ML VELOCITY
6.9 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.60 (probe: $19.5C 13d) brings only $808/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; CC-SS ratchets down as premium accrues.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 15 (live) · RSI 38 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 44 · %B 51 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.83 (+26%) · daily UBB $17.00 · 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: 36 contracts at $16 / 6d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($5,192/mo); it brings $5,220/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 49 × $15.50/6d for $10,535/mo, but breach risk rises to 35% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 40 × $19/6d (97% survival, $600/mo).
Downside anchor: the primary mortgages $11,899 (38% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 36 contracts realizes $-18,774 and cuts bleed by $421/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 (6d) · sell 36 × $16, 76% survival, $5,220/mo (E[net] $1,832/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 · 6d36 × $1676%$5,220$1,832

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $1,832/mo 🏆 GRAND PICK

🎯 Engine pick: sell 36 × $16 (primary), 76% survival, breach 24%, $5,220/mo.
⚖️ Worth a safer step: the $16.50 rung (33% normal) lifts survival to 83% (breach 24% → 17%) for $1,705/mo less (33% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $16.50 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $14.98 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge40 × $1917 Jul6d26.8%97%5%$120$600-$4,620$2,261
Sell 40 × $19 26.8% OTM over spot $14.98 17 Jul 2026 (6d, $0.04 mid)
= $120 credit for the 6d cycle → $600/mo projected
Survival (stays ≤ $19)
97%
Breach risk
3%
POP (stays ≤ $19.04)
98%
EV / mo
+$431
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.6-3.1] median  ·  62% of paths whole by 9 mo (vs 70% without)  ·  ~0.9 challenges expected  ·  median CC cash $2,217
🛡 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)
-$2,323
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$21 @ 78% POP
72% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.86/sh now → $0.61 mid-life → ≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.58/sh  |  roll rows are incremental, the banked premium stays yours
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)~$1924 Jul 202610d left+$0.26/sh+$1,026
cycle +$1,146
67%
surv 52%
-$3,966 NOT
cap gain +$22,059
Up-and-out for even (raise the cap, free)~$2024 Jul 202610d left+$0.04/sh+$173
cycle +$293
72%
surv 62%
-$2,415 NOT
cap gain +$23,610
Max even-money escape in the band~$2031 Jul 202617d left+$0.15/sh+$581
cycle +$701
75%
surv 66%
+$306 SAFE
cap gain +$26,331
Safety roll (pay small debit, max POP)~$2131 Jul 202617d left-$0.01/sh-$30
cycle +$90
78%
surv 72%
+$2,008 SAFE
cap gain +$28,033
budget: banked $120 debit $30 (25% used ≈ 0.2 wk of income) → whole cycle still +$90 cash · rolled 40 ct earn ≈ $4,258/mo while parked; 10 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$600/mo
vs 50% target ($5,192/mo)-88%
vs normal income ($10,385/mo)6% covered
Net income (after hedge)$707/mo
Downside budget
⚠ $19 is $1 below CC-SS $19.60: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,261
… as % of IC ($31,250)7.2%
… as % of ML ($71,250)3.2%
Recovery months (at normal income)0.2 mo
Surgical close (40 ct)$-20,840
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 ≥ $19.04 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $19)); NOT the premium you collected. Momentum override: two daily closes above $17.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $18.81Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$19-19.04
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
≥ $19.04
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$19.00 (2.6σ)$120$-4,993+$21,032+$6,920
+2.5%$19.47 (2.9σ)$-1,780$-4,696+$21,329+$6,920
+5%$19.95 (3.3σ)$-3,680$-4,399+$21,626+$6,920
V-BOUNCE STRESS (stock → CC-SS $19.60, where you are whole again, by expiry)
Starting unrealized P&L: $-26,025
+ Fortress recovery (un-capped): +$25,961
− CC assignment net of premium (40 × $19): -$2,261
− Conservative CC assignment net of premium (10 × $17): -$2,295
Total Position P&L @ SS: $-4,620 (+$21,405 vs today)
Do-nothing baseline at SS: $-11,540 (this trade vs do-nothing: +$6,920, the opportunity cost of earning $600/mo FIGHT income now)
🛡 safe yield50 × $17.5017 Jul6d16.8%93%15%$450$2,250-$2,970$10,026
Sell 50 × $17.50 16.8% OTM over spot $14.98 17 Jul 2026 (6d, $0.10 mid)
= $450 credit for the 6d cycle → $2,250/mo projected
Survival (stays ≤ $17.50)
93%
Breach risk
7%
POP (stays ≤ $17.59)
93%
EV / mo
+$1,433
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.8-3.1] median, 0.1 mo faster than no FIGHT (1.5 mo)  ·  58% of paths whole by 9 mo (vs 68% without)  ·  ~2.5 challenges expected  ·  median CC cash $3,636
🛡 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)
7%
Flat exit net (mid-life)
-$2,362
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 79% POP
73% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.80/sh now → $0.56 mid-life (likely $0.47–$0.85)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 218 simulated challenges: the $18 strike is typically first touched on day 5 of 6, 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+$0.28/sh+$1,412
cycle +$1,862
[+$1,236…+$2,041] · 99% credit
67%
surv 52%
-$9,988 NOT
cap gain +$16,037
Reliable up-and-out (highest cap still free ≥60%)~$1931 Jul 202617d left+$0.17/sh+$834
cycle +$1,284
[+$364…+$1,420] · 86% credit
75%
surv 67%
-$4,828 NOT
cap gain +$21,197
Up-and-out for even (raise the cap, free)~$1824 Jul 202610d left+$0.07/sh+$350
cycle +$800
[-$64…+$846] · 71% credit
72%
surv 62%
-$8,125 NOT
cap gain +$17,900
Max even-money escape in the band~$1931 Jul 202617d left+$0.02/sh+$80
cycle +$530
[-$595…+$588] · 50% credit
79%
surv 73%
-$2,770 NOT
cap gain +$23,255
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$2,250/mo
vs 50% target ($5,192/mo)-57%
vs normal income ($10,385/mo)22% covered
Net income (after hedge)$1,665/mo
Downside budget
⚠ $17.50 is $2 below CC-SS $19.60: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,026
… as % of IC ($31,250)32.1%
… as % of ML ($71,250)14.1%
Recovery months (at normal income)1.0 mo
Surgical close (50 ct)$-26,050
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 ≥ $17.59 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $17.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.59
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $17.59
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (1.7σ)$450$-11,400+$14,625+$1,450
+2.5%$17.94 (1.9σ)$-1,738$-11,127+$14,898+$1,450
+5%$18.38 (2.2σ)$-3,925$-10,853+$15,172+$1,450
V-BOUNCE STRESS (stock → CC-SS $19.60, where you are whole again, by expiry)
Starting unrealized P&L: $-26,025
+ Fortress recovery (un-capped): +$25,961
− CC assignment net of premium (50 × $17.50): -$10,026
Total Position P&L @ SS: $-10,090 (+$15,935 vs today)
Do-nothing baseline at SS: $-11,540 (this trade vs do-nothing: +$1,450, the opportunity cost of earning $2,250/mo FIGHT income now)
33% normal ← lean37 × $16.5017 Jul6d10.1%83%34%$703$3,515-$1,705$10,749
Sell 37 × $16.50 10.1% OTM over spot $14.98 17 Jul 2026 (6d, $0.21 mid)
= $703 credit for the 6d cycle → $3,515/mo projected
Survival (stays ≤ $16.50)
83%
Breach risk
17%
POP (stays ≤ $16.70)
86%
EV / mo
+$1,668
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.8-2.7] median, 0.1 mo faster than no FIGHT (1.5 mo)  ·  65% of paths whole by 9 mo (vs 68% without)  ·  ~5.8 challenges expected  ·  median CC cash $7,407
🛡 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)
-$1,259
Free roll-up
+$1/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 37 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.75/sh now → $0.53 mid-life (likely $0.52–$0.84)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 669 simulated challenges: the $16 strike is typically first touched on day 4 of 6, at $17 (overshoots $0.38). 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+$0.30/sh+$1,093
cycle +$1,796
[+$832…+$1,295] · 99% credit
67%
surv 53%
-$15,289 NOT
cap gain +$10,736
Reliable up-and-out (highest cap still free ≥60%)~$1831 Jul 202617d left+$0.18/sh+$650
cycle +$1,353
[+$181…+$813] · 84% credit
76%
surv 67%
-$10,671 NOT
cap gain +$15,354
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.08/sh+$309
cycle +$1,012
[-$84…+$450] · 67% credit
72%
surv 62%
-$13,174 NOT
cap gain +$12,851
Max even-money escape in the band~$1831 Jul 202617d left+$0.03/sh+$98
cycle +$801
[-$471…+$224] · 38% credit
79%
surv 73%
-$9,060 NOT
cap gain +$16,965
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202617d left-$0.19/sh-$697
cycle +$6
[-$1,449…-$634] · 4% credit
85%
surv 83%
-$5,530 NOT
cap gain +$20,495
budget: banked $703 debit $697 (99% used ≈ 0.9 wk of income) → whole cycle still +$6 cash · rolled 37 ct earn ≈ $2,233/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$3,515/mo
vs 50% target ($5,192/mo)-32%
vs normal income ($10,385/mo)34% covered
Net income (after hedge)$3,830/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.60: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,749
… as % of IC ($31,250)34.4%
… as % of ML ($71,250)15.1%
Recovery months (at normal income)1.0 mo
Surgical close (37 ct)$-19,314
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 ≥ $16.70 (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 $17.00 (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
$16-16.70
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
≥ $16.70
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)$703$-16,382+$9,643-$407
+2.5%$16.91 (1.3σ)$-823$-15,588+$10,437-$1,933
+5%$17.32 (1.5σ)$-2,349$-15,216+$10,809-$2,257
V-BOUNCE STRESS (stock → CC-SS $19.60, where you are whole again, by expiry)
Starting unrealized P&L: $-26,025
+ Fortress recovery (un-capped): +$25,961
− CC assignment net of premium (37 × $16.50): -$10,749
− Conservative CC assignment net of premium (13 × $17): -$2,984
Total Position P&L @ SS: $-13,797 (+$12,228 vs today)
Do-nothing baseline at SS: $-11,540 (this trade vs do-nothing: $-2,257, the opportunity cost of earning $3,515/mo FIGHT income now)
🎯 50% normal36 × $1617 Jul6d6.8%76%37%$1,044$5,220$11,899
Sell 36 × $16 6.8% OTM over spot $14.98 17 Jul 2026 (6d, $0.30 mid)
= $1,044 credit for the 6d cycle → $5,220/mo projected
Survival (stays ≤ $16)
76%
Breach risk
24%
POP (stays ≤ $16.30)
81%
EV / mo
+$2,038
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.8-3.9] median, 0.1 mo faster than no FIGHT (1.9 mo)  ·  71% of paths whole by 9 mo (vs 70% without)  ·  ~9.1 challenges expected  ·  median CC cash $10,557
🛡 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)
-$807
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 88% POP
86% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.73/sh now → $0.51 mid-life (likely $0.58–$0.89)≈ $0 at expiry  |  you banked $0.29/sh, so a flat mid-life exit nets -$0.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,098 simulated challenges: the $16 strike is typically first touched on day 3 of 6, at $16 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$0.30/sh+$1,081
cycle +$2,125
[+$746…+$1,130] · 99% credit
67%
surv 53%
-$17,742 NOT
cap gain +$8,283
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202617d left+$0.18/sh+$642
cycle +$1,686
[+$74…+$602] · 79% credit
76%
surv 68%
-$12,472 NOT
cap gain +$13,553
Up-and-out for even (raise the cap, free)~$1724 Jul 202610d left+$0.09/sh+$321
cycle +$1,365
[-$152…+$286] · 59% credit
72%
surv 62%
-$15,578 NOT
cap gain +$10,447
Max even-money escape in the band~$1831 Jul 202617d left+$0.03/sh+$109
cycle +$1,153
[-$584…+$34] · 27% credit
79%
surv 73%
-$10,892 NOT
cap gain +$15,133
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202617d left-$0.25/sh-$896
cycle +$148
[-$1,866…-$1,075]
88%
surv 86%
-$5,560 NOT
cap gain +$20,465
budget: banked $1,044 debit $896 (86% used ≈ 0.7 wk of income) → whole cycle still +$148 cash · rolled 36 ct earn ≈ $1,687/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$5,220/mo
vs 50% target ($5,192/mo)+1%
vs normal income ($10,385/mo)50% covered
Net income (after hedge)$5,604/mo
Downside budget
⚠ $16 is $4 below CC-SS $19.60: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,899
… as % of IC ($31,250)38.1%
… as % of ML ($71,250)16.7%
Recovery months (at normal income)1.1 mo
Surgical close (36 ct)$-18,774
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 $0.29 collected) or spot ≥ $16.30 (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 $17.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.30
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
≥ $16.30
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$16.00 (≤1σ, normal week)$1,044$-18,824+$7,201-$36
+2.5%$16.40 (≤1σ, normal week)$-396$-18,014+$8,011-$1,476
+5%$16.80 (1.2σ)$-1,836$-17,204+$8,822-$2,916
SS (= V-bounce)$17.13 (1.4σ)$-3,024$-16,717+$9,308-$3,636
V-BOUNCE STRESS (stock → CC-SS $19.60, where you are whole again, by expiry)
Starting unrealized P&L: $-26,025
+ Fortress recovery (un-capped): +$25,961
− CC assignment net of premium (36 × $16): -$11,899
− Conservative CC assignment net of premium (14 × $17): -$3,213
Total Position P&L @ SS: $-15,176 (+$10,849 vs today)
Do-nothing baseline at SS: $-11,540 (this trade vs do-nothing: $-3,636, the opportunity cost of earning $5,220/mo FIGHT income now)
100% normal49 × $15.5017 Jul6d3.5%65%72%$2,107$10,535+$5,315$17,960
Sell 49 × $15.50 3.5% OTM over spot $14.98 17 Jul 2026 (6d, $0.45 mid)
= $2,107 credit for the 6d cycle → $10,535/mo projected
Survival (stays ≤ $15.50)
65%
Breach risk
35%
POP (stays ≤ $15.95)
75%
EV / mo
+$3,055
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.3] median, 0.1 mo faster than no FIGHT (1.6 mo)  ·  66% of paths whole by 9 mo (vs 64% without)  ·  ~15.5 challenges expected  ·  median CC cash $11,886
🛡 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)
56%
Flat exit net (mid-life)
-$334
Free roll-up
+$1/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 49 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.70/sh now → $0.50 mid-life (likely $0.63–$0.93)≈ $0 at expiry  |  you banked $0.43/sh, so a flat mid-life exit nets -$0.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,673 simulated challenges: the $16 strike is typically first touched on day 2 of 6, at $16 (overshoots $0.38). 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 (49 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+$0.30/sh+$1,493
cycle +$3,600
[+$959…+$1,363] · 99% credit
67%
surv 53%
-$19,470 NOT
cap gain +$6,555
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202617d left+$0.18/sh+$881
cycle +$2,988
[-$37…+$605] · 74% credit
76%
surv 68%
-$14,344 NOT
cap gain +$11,681
Up-and-out for even (raise the cap, free)~$1624 Jul 202610d left+$0.09/sh+$459
cycle +$2,566
[-$294…+$229] · 50% credit
72%
surv 63%
-$17,579 NOT
cap gain +$8,446
Max even-money escape in the band~$1731 Jul 202617d left+$0.03/sh+$162
cycle +$2,269
[-$920…-$172] · 17% credit
79%
surv 74%
-$12,253 NOT
cap gain +$13,772
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 202617d left-$0.30/sh-$1,494
cycle +$613
[-$3,094…-$2,012]
90%
surv 89%
-$2,859 NOT
cap gain +$23,166
budget: banked $2,107 debit $1,494 (71% used ≈ 0.6 wk of income) → whole cycle still +$613 cash · rolled 49 ct earn ≈ $1,671/mo while parked; 1 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$10,535/mo
vs 50% target ($5,192/mo)+103%
vs normal income ($10,385/mo)101% covered
Net income (after hedge)$10,019/mo
Downside budget
⚠ $15.50 is $4 below CC-SS $19.60: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,960
… as % of IC ($31,250)57.5%
… as % of ML ($71,250)25.2%
Recovery months (at normal income)1.7 mo
Surgical close (49 ct)$-25,578
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.43 collected) or spot ≥ $15.95 (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 $17.00 (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
$15-15.95
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $15.95
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)$2,107$-20,963+$5,062+$637
+2.5%$15.89 (≤1σ, normal week)$208$-20,682+$5,343-$1,262
+5%$16.28 (≤1σ, normal week)$-1,691$-20,401+$5,624-$3,161
SS (= V-bounce)$17.13 (1.4σ)$-5,880$-19,794+$6,231-$6,713
V-BOUNCE STRESS (stock → CC-SS $19.60, where you are whole again, by expiry)
Starting unrealized P&L: $-26,025
+ Fortress recovery (un-capped): +$25,961
− CC assignment net of premium (49 × $15.50): -$17,960
− Conservative CC assignment net of premium (1 × $17): -$230
Total Position P&L @ SS: $-18,253 (+$7,772 vs today)
Do-nothing baseline at SS: $-11,540 (this trade vs do-nothing: $-6,713, the opportunity cost of earning $10,535/mo FIGHT income now)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on BMNR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (9 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 9 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.125 (IBKR)  |  Recovery@SS: +$25,961 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-11,540

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$166d17 Jul 2026$0.2936/50$5,220$5,60476%81%+$2,038-$11,89938.1%$-15,176 (vs do-nothing $-3,636)
$1613d24 Jul 2026$0.5343/50$5,259$5,15870%77%+$1,424-$13,18142.2%$-14,851 (vs do-nothing $-3,311)
$1620d31 Jul 2026$0.7547/50$5,288$4,91067%76%+$1,404-$13,37342.8%$-14,125 (vs do-nothing $-2,585)
$15.506d17 Jul 2026$0.4325/50$5,375$6,52065%75%+$1,559-$9,16329.3%$-14,965 (vs do-nothing $-3,425)
$15.5013d24 Jul 2026$0.6933/50$5,255$5,84662%73%+$1,088-$11,23736.0%$-15,203 (vs do-nothing $-3,663)
$15.5020d31 Jul 2026$0.9238/50$5,244$5,48961%73%+$1,130-$12,06638.6%$-14,884 (vs do-nothing $-3,344)
$1520d31 Jul 2026$1.1331/50$5,254$5,98554%69%+$912-$10,74234.4%$-15,167 (vs do-nothing $-3,627)
$1513d24 Jul 2026$0.9025/50$5,192$6,33853%69%+$822-$9,23829.6%$-15,040 (vs do-nothing $-3,500)
$156d17 Jul 2026$0.6317/50$5,355$7,05453%69%+$1,076-$6,74121.6%$-14,379 (vs do-nothing $-2,839)

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  |  2026-07-11 03:39