FORTRESS FIGHT: BMNR @ $14.95

BE SS: $17.13  |  CC-SS: $19.23  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:27

BMNR @ $14.95   UNDERWATER $2.18 (12.7% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.23  |  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$10,227/mo95% ann ROI on ML
Hedge rolling cost$615/mo
Unrealized P&L$-24,150fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,114/mo
HEDGE COVER
$615/mo
NORMAL INCOME
$10,227/mo (ATM CC, chain)
IC VELOCITY
3.1 mo to earn back $31,250
ML VELOCITY
7.0 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.23 (probe: $19C 11d) brings only $1,227/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.
INTERPRETATION
Primary: 41 contracts at $16.50 / 4d. This is the safest strike (survival 89%, breach 11%) that still earns 50% of normal income ($5,114/mo); it brings $5,228/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 × $16/4d for $10,290/mo, but breach risk rises to 19% (+8pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 42 × $19.50/4d (99+% survival, $630/mo).
Downside anchor: the primary mortgages $10,496 (34% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 41 contracts realizes $-19,885 and cuts bleed by $505/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: THIS FRIDAY · 17 Jul 2026 (4d) · sell 41 × $16.50, 89% survival, $5,228/mo (E[net] $2,984/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆17 Jul 2026 · 4d41 × $16.5089%$5,228$2,984
NEXT FRIDAY24 Jul 2026 · 11d37 × $1671%$5,247$1,433

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $2,984/mo 🏆 GRAND PICK

🎯 Engine pick: sell 41 × $16.50 (primary), 89% survival, breach 11%, $5,228/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $17 rung (🛡 safe yield) lifts survival to 94% (breach 11% → 6%) for $728/mo less (14% income) buys safety you do not really need here.
BMNR  spot $14.95 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge42 × $19.5017 Jul4d30.4%99+%1%$84$630-$4,598$0
Sell 42 × $19.50 30.4% OTM over spot $14.95 17 Jul 2026 (4d, $0.03 mid)
= $84 credit for the 4d cycle → $630/mo projected
Survival (stays ≤ $19.50)
99+%
Breach risk
0%
POP (stays ≤ $19.53)
99+%
EV / mo
+$613
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.6-2.4] median, 0.2 mo faster than no FIGHT (1.3 mo)  ·  60% of paths whole by 9 mo (vs 71% without)  ·  ~0.2 challenges expected  ·  median CC cash $748
🛡 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)
0%
Flat exit net (mid-life)
-$2,687
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$21 @ 76% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 42 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.93/sh now → $0.66 mid-life → ≈ $0 at expiry  |  you banked $0.02/sh, so a flat mid-life exit nets -$0.64/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (42 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2024 Jul 20269d left+$0.09/sh+$387
cycle +$471
66%
surv 52%
+$109 SAFE
cap gain +$24,259
Up-and-out for even (raise the cap, free)~$2024 Jul 20269d left+$0.09/sh+$386
cycle +$470
67%
surv 53%
+$349 SAFE
cap gain +$24,499
Max even-money escape in the band~$2131 Jul 202616d left+$0.11/sh+$461
cycle +$545
76%
surv 67%
+$5,239 SAFE
cap gain +$29,389
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$630/mo
vs 50% target ($5,114/mo)-88%
vs normal income ($10,227/mo)6% covered
Net income (after hedge)$669/mo
Downside budget
✓ $19.50 is at/above CC-SS $19.23: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (42 ct)$-20,328
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 $0.02 collected) or spot ≥ $19.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $20)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $19.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$19-19.53
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
≥ $19.53
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$19.50 (3.6σ)$84$-278+$23,872+$9,324
+2.5%$19.99 (4.0σ)$-1,963$22+$24,172+$9,324
+5%$20.48 (4.4σ)$-4,011$322+$24,472+$9,324
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,032
− CC assignment net of premium (42 × $19.50): -$0
− Conservative CC assignment net of premium (8 × $17): -$1,544
Total Position P&L @ SS: $-1,662 (+$22,488 vs today)
Do-nothing baseline at SS: $-9,768 (this trade vs do-nothing: +$8,106, the opportunity cost of earning $630/mo FIGHT income now)
33% normal38 × $1717 Jul4d13.7%94%12%$456$3,420-$1,808$8,018
Sell 38 × $17 13.7% OTM over spot $14.95 17 Jul 2026 (4d, $0.13 mid)
= $456 credit for the 4d cycle → $3,420/mo projected
Survival (stays ≤ $17)
94%
Breach risk
6%
POP (stays ≤ $17.13)
95%
EV / mo
+$2,907
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.6] median, 0.1 mo faster than no FIGHT (1.6 mo)  ·  64% of paths whole by 9 mo (vs 68% without)  ·  ~2.6 challenges expected  ·  median CC cash $8,633
🛡 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)
-$1,730
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 80% POP
74% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.81/sh now → $0.58 mid-life (likely $0.48–$0.87)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 210 simulated challenges: the $17 strike is typically first touched on day 3 of 4, at $17 (overshoots $0.36). 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)~$1724 Jul 20269d left+$0.14/sh+$547
cycle +$1,003
[+$99…+$927] · 79% credit
66%
surv 52%
-$11,276 NOT
cap gain +$12,874
Up-and-out for even (raise the cap, free)~$1724 Jul 20269d left+$0.14/sh+$543
cycle +$999
[+$94…+$920] · 79% credit
67%
surv 53%
-$11,059 NOT
cap gain +$13,091
Max even-money escape in the band~$1831 Jul 202616d left+$0.15/sh+$565
cycle +$1,021
[+$18…+$936] · 76% credit
76%
surv 68%
-$6,623 NOT
cap gain +$17,527
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202616d left-$0.00/sh-$10
cycle +$446
[-$662…+$343] · 43% credit
80%
surv 74%
-$4,990 NOT
cap gain +$19,160
budget: banked $456 debit $10 (2% used ≈ 0.0 wk of income) → whole cycle still +$446 cash · rolled 38 ct earn ≈ $4,079/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$3,420/mo
vs 50% target ($5,114/mo)-33%
vs normal income ($10,227/mo)33% covered
Net income (after hedge)$3,786/mo
Downside budget
⚠ $17 is $2 below CC-SS $19.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,018
… as % of IC ($31,250)25.7%
… as % of ML ($71,250)11.3%
Recovery months (at normal income)0.8 mo
Surgical close (38 ct)$-18,392
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $17.13 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $17)); NOT the premium you collected.
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
$17-17.13
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
≥ $17.13
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 (1.6σ)$456$-11,823+$12,327-$684
+2.5%$17.42 (2.0σ)$-1,159$-11,562+$12,588-$684
+5%$17.85 (2.3σ)$-2,774$-11,300+$12,850-$684
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,032
− CC assignment net of premium (38 × $17): -$8,018
− Conservative CC assignment net of premium (12 × $17): -$2,316
Total Position P&L @ SS: $-10,452 (+$13,698 vs today)
Do-nothing baseline at SS: $-9,768 (this trade vs do-nothing: $-684, the opportunity cost of earning $3,420/mo FIGHT income now)
🛡 safe yield50 × $1717 Jul4d13.7%94%12%$600$4,500-$728$10,550
Sell 50 × $17 13.7% OTM over spot $14.95 17 Jul 2026 (4d, $0.13 mid)
= $600 credit for the 4d cycle → $4,500/mo projected
Survival (stays ≤ $17)
94%
Breach risk
6%
POP (stays ≤ $17.13)
95%
EV / mo
+$3,825
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-2.6] median, 0.1 mo faster than no FIGHT (1.6 mo)  ·  63% of paths whole by 9 mo (vs 70% without)  ·  ~2.8 challenges expected  ·  median CC cash $5,559
🛡 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)
6%
Flat exit net (mid-life)
-$2,276
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 80% POP
74% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.81/sh now → $0.58 mid-life (likely $0.51–$0.97)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 182 simulated challenges: the $17 strike is typically first touched on day 3 of 4, at $17 (overshoots $0.40). 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)~$1724 Jul 20269d left+$0.14/sh+$720
cycle +$1,320
[-$118…+$1,141] · 72% credit
66%
surv 52%
-$11,319 NOT
cap gain +$12,831
Up-and-out for even (raise the cap, free)~$1724 Jul 20269d left+$0.14/sh+$715
cycle +$1,315
[-$113…+$1,131] · 72% credit
67%
surv 53%
-$11,044 NOT
cap gain +$13,106
Max even-money escape in the band~$1831 Jul 202616d left+$0.15/sh+$743
cycle +$1,343
[-$223…+$1,148] · 70% credit
76%
surv 68%
-$5,400 NOT
cap gain +$18,750
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202616d left-$0.00/sh-$13
cycle +$587
[-$1,170…+$356] · 37% credit
80%
surv 74%
-$3,349 NOT
cap gain +$20,801
budget: banked $600 debit $13 (2% used ≈ 0.0 wk of income) → whole cycle still +$587 cash · rolled 50 ct earn ≈ $5,367/mo while parked; 0 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$4,500/mo
vs 50% target ($5,114/mo)-12%
vs normal income ($10,227/mo)44% covered
Net income (after hedge)$3,885/mo
Downside budget
⚠ $17 is $2 below CC-SS $19.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,550
… as % of IC ($31,250)33.8%
… as % of ML ($71,250)14.8%
Recovery months (at normal income)1.0 mo
Surgical close (50 ct)$-24,200
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $17.13 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $17)); NOT the premium you collected.
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
$17-17.13
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
≥ $17.13
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 (1.6σ)$600$-12,039+$12,111-$900
+2.5%$17.42 (2.0σ)$-1,525$-11,778+$12,372-$900
+5%$17.85 (2.3σ)$-3,650$-11,516+$12,634-$900
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,032
− CC assignment net of premium (50 × $17): -$10,550
Total Position P&L @ SS: $-10,668 (+$13,482 vs today)
Do-nothing baseline at SS: $-9,768 (this trade vs do-nothing: $-900, the opportunity cost of earning $4,500/mo FIGHT income now)
🎯 50% normal41 × $16.5017 Jul4d10.4%89%13%$697$5,228$10,496
Sell 41 × $16.50 10.4% OTM over spot $14.95 17 Jul 2026 (4d, $0.19 mid)
= $697 credit for the 4d cycle → $5,228/mo projected
Survival (stays ≤ $16.50)
89%
Breach risk
11%
POP (stays ≤ $16.69)
91%
EV / mo
+$3,952
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.9-3.6] median  ·  68% of paths whole by 9 mo (vs 69% without)  ·  ~5.0 challenges expected  ·  median CC cash $11,830
🛡 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)
13%
Flat exit net (mid-life)
-$1,592
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 83% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 41 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.79/sh now → $0.56 mid-life (likely $0.50–$0.95)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 392 simulated challenges: the $16 strike is typically first touched on day 3 of 4, at $17 (overshoots $0.36). 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 (41 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1624 Jul 20269d left+$0.15/sh+$624
cycle +$1,321
[-$94…+$936] · 72% credit
66%
surv 52%
-$13,856 NOT
cap gain +$10,294
Up-and-out for even (raise the cap, free)~$1724 Jul 20269d left+$0.15/sh+$619
cycle +$1,316
[-$91…+$928] · 72% credit
67%
surv 53%
-$13,580 NOT
cap gain +$10,570
Reliable up-and-out (highest cap still free ≥60%)~$1831 Jul 202616d left+$0.15/sh+$627
cycle +$1,324
[-$213…+$925] · 69% credit
76%
surv 68%
-$8,452 NOT
cap gain +$15,698
Max even-money escape in the band~$1831 Jul 202616d left+$0.00/sh+$11
cycle +$708
[-$926…+$272] · 34% credit
80%
surv 74%
-$6,711 NOT
cap gain +$17,439
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202616d left-$0.12/sh-$480
cycle +$217
[-$1,536…-$242] · 13% credit
83%
surv 79%
-$4,844 NOT
cap gain +$19,306
budget: banked $697 debit $480 (69% used ≈ 0.4 wk of income) → whole cycle still +$217 cash · rolled 41 ct earn ≈ $3,391/mo while parked; 9 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$5,228/mo
vs 50% target ($5,114/mo)+2%
vs normal income ($10,227/mo)51% covered
Net income (after hedge)$5,348/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,496
… as % of IC ($31,250)33.6%
… as % of ML ($71,250)14.7%
Recovery months (at normal income)1.0 mo
Surgical close (41 ct)$-19,885
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $16.69 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected.
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
$16-16.69
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
≥ $16.69
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 (1.2σ)$697$-14,480+$9,670-$533
+2.5%$16.91 (1.6σ)$-994$-13,855+$10,295-$2,224
+5%$17.32 (1.9σ)$-2,685$-13,522+$10,628-$2,583
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,032
− CC assignment net of premium (41 × $16.50): -$10,496
− Conservative CC assignment net of premium (9 × $17): -$1,737
Total Position P&L @ SS: $-12,351 (+$11,799 vs today)
Do-nothing baseline at SS: $-9,768 (this trade vs do-nothing: $-2,583, the opportunity cost of earning $5,228/mo FIGHT income now)
100% normal49 × $1617 Jul4d7.0%81%39%$1,372$10,290+$5,062$14,455
Sell 49 × $16 7.0% OTM over spot $14.95 17 Jul 2026 (4d, $0.30 mid)
= $1,372 credit for the 4d cycle → $10,290/mo projected
Survival (stays ≤ $16)
81%
Breach risk
19%
POP (stays ≤ $16.30)
86%
EV / mo
+$6,848
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [0.9-3.5] median, 0.1 mo faster than no FIGHT (2.1 mo)  ·  77% of paths whole by 9 mo (vs 74% without)  ·  ~8.6 challenges expected  ·  median CC cash $15,423
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
27%
Flat exit net (mid-life)
-$1,281
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 49 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.77/sh now → $0.54 mid-life (likely $0.56–$0.98)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$0.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 799 simulated challenges: the $16 strike is typically first touched on day 3 of 4, at $16 (overshoots $0.37). 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 20269d left+$0.16/sh+$782
cycle +$2,154
[-$195…+$906] · 68% credit
66%
surv 52%
-$16,070 NOT
cap gain +$8,080
Up-and-out for even (raise the cap, free)~$1624 Jul 20269d left+$0.16/sh+$774
cycle +$2,146
[-$192…+$896] · 68% credit
67%
surv 53%
-$15,797 NOT
cap gain +$8,353
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202616d left+$0.16/sh+$765
cycle +$2,137
[-$373…+$833] · 63% credit
77%
surv 68%
-$10,196 NOT
cap gain +$13,954
Max even-money escape in the band~$1831 Jul 202616d left+$0.01/sh+$33
cycle +$1,405
[-$1,280…+$31] · 27% credit
80%
surv 74%
-$8,171 NOT
cap gain +$15,979
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202616d left-$0.23/sh-$1,116
cycle +$256
[-$2,770…-$1,175]
86%
surv 84%
-$3,805 NOT
cap gain +$20,345
budget: banked $1,372 debit $1,116 (81% used ≈ 0.5 wk of income) → whole cycle still +$256 cash · rolled 49 ct earn ≈ $2,881/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$10,290/mo
vs 50% target ($5,114/mo)+101%
vs normal income ($10,227/mo)101% covered
Net income (after hedge)$9,756/mo
Downside budget
⚠ $16 is $3 below CC-SS $19.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,455
… as % of IC ($31,250)46.3%
… as % of ML ($71,250)20.3%
Recovery months (at normal income)1.4 mo
Surgical close (49 ct)$-23,765
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 ≥ $16.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected.
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)$1,372$-16,852+$7,298-$98
+2.5%$16.40 (1.2σ)$-588$-16,566+$7,584-$2,058
+5%$16.80 (1.5σ)$-2,548$-16,280+$7,870-$4,018
SS (= V-bounce)$17.13 (1.7σ)$-4,165$-16,057+$8,093-$4,998
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,032
− CC assignment net of premium (49 × $16): -$14,455
− Conservative CC assignment net of premium (1 × $17): -$193
Total Position P&L @ SS: $-14,766 (+$9,384 vs today)
Do-nothing baseline at SS: $-9,768 (this trade vs do-nothing: $-4,998, the opportunity cost of earning $10,290/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.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $1,433/mo

🎯 Engine pick: sell 37 × $16 (primary), 71% survival, breach 29%, $5,247/mo.
⚖️ Worth a safer step: the $17 rung (33% normal) lifts survival to 84% (breach 29% → 16%) for $1,811/mo less (35% 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 $14.95 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge26 × $1924 Jul11d27.1%96%9%$234$638-$4,609$364
Sell 26 × $19 27.1% OTM over spot $14.95 24 Jul 2026 (11d, $0.10 mid)
= $234 credit for the 11d cycle → $638/mo projected
Survival (stays ≤ $19)
96%
Breach risk
4%
POP (stays ≤ $19.10)
96%
EV / mo
+$477
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.8-3.2] median  ·  65% of paths whole by 9 mo (vs 72% without)  ·  ~0.8 challenges expected  ·  median CC cash $6,794
🛡 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)
6%
Flat exit net (mid-life)
-$2,171
Free roll-up
none
Safest escape (by 31 Jul 2026)
$19 @ 66% POP
52% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 26 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.31/sh now → $0.92 mid-life (likely $0.72–$1.15)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.83/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 165 simulated challenges: the $19 strike is typically first touched on day 8 of 11, at $19 (overshoots $0.44). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (26 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1931 Jul 202612d left-$0.07/sh-$190
cycle +$44
[-$347…+$322] · 46% credit
66%
surv 52%
-$5,445 NOT
cap gain +$18,705
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$638/mo
vs 50% target ($5,114/mo)-88%
vs normal income ($10,227/mo)6% covered
Net income (after hedge)$1,986/mo
Downside budget
⚠ $19 is $0 below CC-SS $19.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$364
… as % of IC ($31,250)1.2%
… as % of ML ($71,250)0.5%
Recovery months (at normal income)0.0 mo
Surgical close (26 ct)$-12,584
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 ≥ $19.10 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $19)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $18.81Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$19-19.10
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
≥ $19.10
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$19.00 (2.0σ)$234$-5,255+$18,895+$4,654
+2.5%$19.47 (2.2σ)$-1,001$-4,963+$19,187+$4,654
+5%$19.95 (2.4σ)$-2,236$-4,671+$19,479+$4,654
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,032
− CC assignment net of premium (26 × $19): -$364
− Conservative CC assignment net of premium (24 × $17): -$4,632
Total Position P&L @ SS: $-5,114 (+$19,036 vs today)
Do-nothing baseline at SS: $-9,768 (this trade vs do-nothing: +$4,654, the opportunity cost of earning $638/mo FIGHT income now)
🛡 safe yield50 × $1824 Jul11d20.4%91%18%$800$2,182-$3,065$5,350
Sell 50 × $18 20.4% OTM over spot $14.95 24 Jul 2026 (11d, $0.18 mid)
= $800 credit for the 11d cycle → $2,182/mo projected
Survival (stays ≤ $18)
91%
Breach risk
9%
POP (stays ≤ $18.18)
92%
EV / mo
+$1,411
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.2] median  ·  63% of paths whole by 9 mo (vs 76% without)  ·  ~1.7 challenges expected  ·  median CC cash $3,211
🛡 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)
13%
Flat exit net (mid-life)
-$3,581
Free roll-up
none
Safest escape (by 31 Jul 2026)
$18 @ 66% POP
53% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.24/sh now → $0.88 mid-life (likely $0.68–$1.22)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 378 simulated challenges: the $18 strike is typically first touched on day 8 of 11, at $18 (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 (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 202612d left-$0.04/sh-$190
cycle +$610
[-$688…+$763] · 47% credit
66%
surv 53%
-$6,414 NOT
cap gain +$17,736
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$2,182/mo
vs 50% target ($5,114/mo)-57%
vs normal income ($10,227/mo)21% covered
Net income (after hedge)$1,566/mo
Downside budget
⚠ $18 is $1 below CC-SS $19.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,350
… as % of IC ($31,250)17.1%
… as % of ML ($71,250)7.5%
Recovery months (at normal income)0.5 mo
Surgical close (50 ct)$-24,250
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 $0.16 collected) or spot ≥ $18.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.18
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
≥ $18.18
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.5σ)$800$-6,224+$17,926+$4,300
+2.5%$18.45 (1.7σ)$-1,450$-5,947+$18,203+$4,300
+5%$18.90 (1.9σ)$-3,700$-5,671+$18,479+$4,300
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,032
− CC assignment net of premium (50 × $18): -$5,350
Total Position P&L @ SS: $-5,468 (+$18,682 vs today)
Do-nothing baseline at SS: $-9,768 (this trade vs do-nothing: +$4,300, the opportunity cost of earning $2,182/mo FIGHT income now)
33% normal ← lean42 × $1724 Jul11d13.7%84%34%$1,260$3,436-$1,811$8,106
Sell 42 × $17 13.7% OTM over spot $14.95 24 Jul 2026 (11d, $0.32 mid)
= $1,260 credit for the 11d cycle → $3,436/mo projected
Survival (stays ≤ $17)
84%
Breach risk
16%
POP (stays ≤ $17.32)
87%
EV / mo
+$1,841
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-3.6] median, 0.1 mo faster than no FIGHT (1.5 mo)  ·  66% of paths whole by 9 mo (vs 70% without)  ·  ~3.3 challenges expected  ·  median CC cash $7,785
🛡 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)
26%
Flat exit net (mid-life)
-$2,216
Free roll-up
none
Safest escape (by 31 Jul 2026)
$18 @ 77% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 42 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.17/sh now → $0.83 mid-life (likely $0.79–$1.22)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$0.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 784 simulated challenges: the $17 strike is typically first touched on day 6 of 11, 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 (42 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1731 Jul 202612d left-$0.01/sh-$27
cycle +$1,233
[-$638…+$262] · 37% credit
66%
surv 53%
-$11,166 NOT
cap gain +$12,984
Safety roll (pay small debit, max POP)~$1831 Jul 202612d left-$0.23/sh-$985
cycle +$275
[-$1,682…-$848] · 6% credit
77%
surv 70%
-$7,068 NOT
cap gain +$17,082
budget: banked $1,260 debit $985 (78% used ≈ 1.2 wk of income) → whole cycle still +$275 cash · rolled 42 ct earn ≈ $6,227/mo while parked; 8 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$3,436/mo
vs 50% target ($5,114/mo)-33%
vs normal income ($10,227/mo)34% covered
Net income (after hedge)$3,476/mo
Downside budget
⚠ $17 is $2 below CC-SS $19.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,106
… as % of IC ($31,250)25.9%
… as % of ML ($71,250)11.4%
Recovery months (at normal income)0.8 mo
Surgical close (42 ct)$-20,349
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 $0.30 collected) or spot ≥ $17.32 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $17)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.32
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
≥ $17.32
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$1,260$-11,139+$13,011+$0
+2.5%$17.42 (1.2σ)$-525$-10,878+$13,272+$0
+5%$17.85 (1.4σ)$-2,310$-10,616+$13,534+$0
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,032
− CC assignment net of premium (42 × $17): -$8,106
− Conservative CC assignment net of premium (8 × $17): -$1,544
Total Position P&L @ SS: $-9,768 (+$14,382 vs today)
Do-nothing baseline at SS: $-9,768 (this trade vs do-nothing: +$0, the opportunity cost of earning $3,436/mo FIGHT income now)
🎯 50% normal37 × $1624 Jul11d7.0%71%49%$1,924$5,247$10,027
Sell 37 × $16 7.0% OTM over spot $14.95 24 Jul 2026 (11d, $0.54 mid)
= $1,924 credit for the 11d cycle → $5,247/mo projected
Survival (stays ≤ $16)
71%
Breach risk
29%
POP (stays ≤ $16.55)
79%
EV / mo
+$1,964
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.8-3.0] median, 0.2 mo faster than no FIGHT (1.5 mo)  ·  67% of paths whole by 9 mo (vs 70% without)  ·  ~6.9 challenges expected  ·  median CC cash $8,958
🛡 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)
49%
Flat exit net (mid-life)
-$958
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$18 @ 85% POP
82% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.10/sh now → $0.78 mid-life (likely $0.92–$1.28)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$0.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,456 simulated challenges: the $16 strike is typically first touched on day 5 of 11, at $16 (overshoots $0.40). 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)~$1631 Jul 202612d left+$0.02/sh+$80
cycle +$2,004
[-$651…-$67] · 22% credit
66%
surv 53%
-$15,860 NOT
cap gain +$8,290
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.02/sh+$69
cycle +$1,993
[-$650…-$80] · 21% credit
67%
surv 54%
-$15,591 NOT
cap gain +$8,559
Max even-money escape in the band~$1631 Jul 202612d left+$0.02/sh+$69
cycle +$1,993
[-$650…-$80] · 21% credit
67%
surv 54%
-$15,591 NOT
cap gain +$8,559
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1831 Jul 202612d left-$0.46/sh-$1,697
cycle +$227
[-$2,756…-$2,020]
85%
surv 82%
-$7,491 NOT
cap gain +$16,659
budget: banked $1,924 debit $1,697 (88% used ≈ 1.4 wk of income) → whole cycle still +$227 cash · rolled 37 ct earn ≈ $2,962/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$5,247/mo
vs 50% target ($5,114/mo)+3%
vs normal income ($10,227/mo)51% covered
Net income (after hedge)$5,696/mo
Downside budget
⚠ $16 is $3 below CC-SS $19.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,027
… as % of IC ($31,250)32.1%
… as % of ML ($71,250)14.1%
Recovery months (at normal income)1.0 mo
Surgical close (37 ct)$-17,964
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.52 collected) or spot ≥ $16.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.55
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.55
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$1,924$-15,940+$8,210+$814
+2.5%$16.40 (≤1σ, normal week)$444$-15,174+$8,976-$666
+5%$16.80 (≤1σ, normal week)$-1,036$-14,408+$9,742-$2,146
SS (= V-bounce)$17.13 (1.1σ)$-2,257$-13,945+$10,205-$2,886
V-BOUNCE STRESS (stock → CC-SS $19.23, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,032
− CC assignment net of premium (37 × $16): -$10,027
− Conservative CC assignment net of premium (13 × $17): -$2,509
Total Position P&L @ SS: $-12,654 (+$11,496 vs today)
Do-nothing baseline at SS: $-9,768 (this trade vs do-nothing: $-2,886, the opportunity cost of earning $5,247/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 (10 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 10 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: +$24,032 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,768

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16.504d17 Jul 2026$0.1741/50$5,228$5,34889%91%+$3,952-$10,49633.6%$-12,351 (vs do-nothing $-2,583)
$164d17 Jul 2026$0.2825/50$5,250$6,68081%86%+$3,494-$7,37523.6%$-12,318 (vs do-nothing $-2,550)
$1611d24 Jul 2026$0.5237/50$5,247$5,69671%79%+$1,964-$10,02732.1%$-12,654 (vs do-nothing $-2,886)
$15.504d17 Jul 2026$0.4117/50$5,228$7,31269%79%+$2,687-$5,64418.1%$-12,131 (vs do-nothing $-2,363)
$1618d31 Jul 2026$0.7343/50$5,232$5,18968%77%+$1,680-$10,75034.4%$-12,219 (vs do-nothing $-2,451)
$15.5011d24 Jul 2026$0.5336/50$5,204$5,73463%73%+$489-$11,52036.9%$-14,340 (vs do-nothing $-4,572)
$15.5018d31 Jul 2026$0.7541/50$5,125$5,24662%73%+$593-$12,21839.1%$-14,073 (vs do-nothing $-4,305)
$1518d31 Jul 2026$0.9333/50$5,115$5,89154%70%+$307-$10,89034.8%$-14,289 (vs do-nothing $-4,521)
$1511d24 Jul 2026$0.7526/50$5,318$6,66654%69%+$445-$9,04829.0%$-13,798 (vs do-nothing $-4,030)
$154d17 Jul 2026$0.6112/50$5,490$7,98453%73%+$2,011-$4,34413.9%$-11,796 (vs do-nothing $-2,028)

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  |  2026-07-13 13:27