FORTRESS FIGHT: BMNR @ $14.88

BE SS: $17.13  |  CC-SS: $19.15  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:35

BMNR @ $14.88   UNDERWATER $2.24 (13.1% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.15  |  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 $19.15 (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 90%, breach 10%) 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 18% (+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 × $20/4d (99+% survival, $630/mo).
Downside anchor: the primary mortgages $10,182 (33% 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, 90% survival, $5,228/mo (E[net] $3,143/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 × $16.5090%$5,228$3,143
NEXT FRIDAY24 Jul 2026 · 11d37 × $1672%$5,247$1,461

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $3,143/mo 🏆 GRAND PICK

🎯 Engine pick: sell 41 × $16.50 (primary), 90% survival, breach 10%, $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 10% → 6%) for $728/mo less (14% income) buys safety you do not really need here.
BMNR  spot $14.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge42 × $2017 Jul4d34.4%99+%1%$84$630-$4,598$0
Sell 42 × $20 34.4% OTM over spot $14.88 17 Jul 2026 (4d, $0.03 mid)
= $84 credit for the 4d cycle → $630/mo projected
Survival (stays ≤ $20)
99+%
Breach risk
0%
POP (stays ≤ $20.02)
99+%
EV / mo
+$622
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.7-3.1] median, 0.2 mo faster than no FIGHT (1.8 mo)  ·  56% of paths whole by 9 mo (vs 70% without)  ·  ~0.1 challenges expected  ·  median CC cash $715
🛡 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)
-$2,970
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$21 @ 77% POP
68% 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: $1.03/sh now → $0.73 mid-life → ≈ $0 at expiry  |  you banked $0.02/sh, so a flat mid-life exit nets -$0.71/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+$0.03/sh+$125
cycle +$209
66%
surv 52%
-$3,084 NOT
cap gain +$21,066
Up-and-out for even (raise the cap, free)~$2024 Jul 20269d left+$0.03/sh+$124
cycle +$208
68%
surv 54%
-$2,659 NOT
cap gain +$21,491
Max even-money escape in the band~$2131 Jul 202616d left+$0.05/sh+$208
cycle +$292
77%
surv 68%
+$1,125 SAFE
cap gain +$25,275
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
✓ $20 is at/above CC-SS $19.15: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (42 ct)$-20,307
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 ≥ $20.02 (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 $19.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$20-20.02
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
≥ $20.02
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$20.00 (4.1σ)$84$-3,208+$20,942+$11,424
+2.5%$20.50 (4.5σ)$-2,016$-3,458+$20,692+$11,424
+5%$21.00 (4.9σ)$-4,116$-3,708+$20,442+$11,424
V-BOUNCE STRESS (stock → CC-SS $19.15, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$19,208
− CC assignment net of premium (42 × $20): -$0
− Conservative CC assignment net of premium (8 × $17): -$1,483
Total Position P&L @ SS: $-6,425 (+$17,725 vs today)
Do-nothing baseline at SS: $-14,209 (this trade vs do-nothing: +$7,784, the opportunity cost of earning $630/mo FIGHT income now)
33% normal38 × $1717 Jul4d14.2%94%11%$456$3,420-$1,808$7,727
Sell 38 × $17 14.2% OTM over spot $14.88 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
+$2,979
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-4.0] median  ·  60% of paths whole by 9 mo (vs 66% without)  ·  ~2.8 challenges expected  ·  median CC cash $9,517
🛡 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)
-$1,892
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 80% POP
75% 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: $0.87/sh now → $0.62 mid-life (likely $0.47–$0.89)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 186 simulated challenges: the $17 strike is typically first touched on day 3 of 4, at $17 (overshoots $0.34). 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+$0.10/sh+$390
cycle +$846
[-$91…+$886] · 73% credit
66%
surv 52%
-$13,427 NOT
cap gain +$10,723
Up-and-out for even (raise the cap, free)~$1724 Jul 20269d left+$0.10/sh+$380
cycle +$836
[-$92…+$867] · 73% credit
68%
surv 55%
-$13,057 NOT
cap gain +$11,093
Max even-money escape in the band~$1831 Jul 202616d left+$0.11/sh+$407
cycle +$863
[-$147…+$914] · 70% credit
77%
surv 69%
-$9,730 NOT
cap gain +$14,420
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202616d left-$0.04/sh-$168
cycle +$288
[-$794…+$328] · 41% credit
80%
surv 75%
-$8,655 NOT
cap gain +$15,495
budget: banked $456 debit $168 (37% used ≈ 0.2 wk of income) → whole cycle still +$288 cash · rolled 38 ct earn ≈ $4,088/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 $19.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,727
… as % of IC ($31,250)24.7%
… as % of ML ($71,250)10.8%
Recovery months (at normal income)0.8 mo
Surgical close (38 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (1.7σ)$456$-13,816+$10,334-$684
+2.5%$17.42 (2.0σ)$-1,159$-14,029+$10,121-$684
+5%$17.85 (2.4σ)$-2,774$-14,241+$9,909-$684
V-BOUNCE STRESS (stock → CC-SS $19.15, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$19,208
− CC assignment net of premium (38 × $17): -$7,727
− Conservative CC assignment net of premium (12 × $17): -$2,224
Total Position P&L @ SS: $-14,893 (+$9,257 vs today)
Do-nothing baseline at SS: $-14,209 (this trade vs do-nothing: $-684, the opportunity cost of earning $3,420/mo FIGHT income now)
🛡 safe yield50 × $1717 Jul4d14.2%94%11%$600$4,500-$728$10,167
Sell 50 × $17 14.2% OTM over spot $14.88 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
+$3,920
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.6] median  ·  58% of paths whole by 9 mo (vs 70% without)  ·  ~2.8 challenges expected  ·  median CC cash $6,190
🛡 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)
-$2,490
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 80% POP
75% 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: $0.87/sh now → $0.62 mid-life (likely $0.54–$0.95)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 165 simulated challenges: the $17 strike is typically first touched on day 3 of 4, at $17 (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 (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+$0.10/sh+$513
cycle +$1,113
[-$184…+$1,028] · 67% credit
66%
surv 52%
-$13,520 NOT
cap gain +$10,630
Up-and-out for even (raise the cap, free)~$1724 Jul 20269d left+$0.10/sh+$500
cycle +$1,100
[-$199…+$1,001] · 67% credit
68%
surv 55%
-$13,015 NOT
cap gain +$11,135
Max even-money escape in the band~$1831 Jul 202616d left+$0.11/sh+$536
cycle +$1,136
[-$326…+$1,024] · 66% credit
77%
surv 69%
-$8,479 NOT
cap gain +$15,671
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202616d left-$0.04/sh-$221
cycle +$379
[-$1,250…+$204] · 34% credit
80%
surv 75%
-$6,986 NOT
cap gain +$17,164
budget: banked $600 debit $221 (37% used ≈ 0.2 wk of income) → whole cycle still +$379 cash · rolled 50 ct earn ≈ $5,379/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 $19.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,167
… as % of IC ($31,250)32.5%
… as % of ML ($71,250)14.3%
Recovery months (at normal income)1.0 mo
Surgical close (50 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (1.7σ)$600$-14,032+$10,118-$900
+2.5%$17.42 (2.0σ)$-1,525$-14,245+$9,905-$900
+5%$17.85 (2.4σ)$-3,650$-14,457+$9,693-$900
V-BOUNCE STRESS (stock → CC-SS $19.15, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$19,208
− CC assignment net of premium (50 × $17): -$10,167
Total Position P&L @ SS: $-15,109 (+$9,041 vs today)
Do-nothing baseline at SS: $-14,209 (this trade vs do-nothing: $-900, the opportunity cost of earning $4,500/mo FIGHT income now)
🎯 50% normal41 × $16.5017 Jul4d10.8%90%11%$697$5,228$10,182
Sell 41 × $16.50 10.8% OTM over spot $14.88 17 Jul 2026 (4d, $0.19 mid)
= $697 credit for the 4d cycle → $5,228/mo projected
Survival (stays ≤ $16.50)
90%
Breach risk
10%
POP (stays ≤ $16.69)
92%
EV / mo
+$4,117
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.2-4.7] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  66% of paths whole by 9 mo (vs 69% without)  ·  ~5.2 challenges expected  ·  median CC cash $13,600
🛡 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)
11%
Flat exit net (mid-life)
-$1,762
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 84% POP
80% 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: $0.85/sh now → $0.60 mid-life (likely $0.55–$1.02)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 339 simulated challenges: the $16 strike is typically first touched on day 3 of 4, at $17 (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 (41 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202616d left+$0.14/sh+$561
cycle +$1,258
[-$343…+$877] · 62% credit
72%
surv 62%
-$12,691 NOT
cap gain +$11,459
Roll out (same strike, buy time)~$1624 Jul 20269d left+$0.11/sh+$459
cycle +$1,156
[-$320…+$776] · 60% credit
66%
surv 52%
-$15,456 NOT
cap gain +$8,694
Up-and-out for even (raise the cap, free)~$1724 Jul 20269d left+$0.11/sh+$447
cycle +$1,144
[-$315…+$752] · 60% credit
68%
surv 55%
-$14,951 NOT
cap gain +$9,199
Max even-money escape in the band~$1831 Jul 202616d left+$0.11/sh+$462
cycle +$1,159
[-$417…+$746] · 58% credit
77%
surv 69%
-$10,990 NOT
cap gain +$13,160
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202616d left-$0.16/sh-$646
cycle +$51
[-$1,815…-$421] · 7% credit
84%
surv 80%
-$8,498 NOT
cap gain +$15,652
budget: banked $697 debit $646 (93% used ≈ 0.5 wk of income) → whole cycle still +$51 cash · rolled 41 ct earn ≈ $3,399/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 $19.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,182
… as % of IC ($31,250)32.6%
… as % of ML ($71,250)14.3%
Recovery months (at normal income)1.0 mo
Surgical close (41 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (1.3σ)$697$-15,916+$8,234-$533
+2.5%$16.91 (1.6σ)$-994$-15,750+$8,400-$2,224
+5%$17.32 (2.0σ)$-2,685$-15,878+$8,272-$2,583
V-BOUNCE STRESS (stock → CC-SS $19.15, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$19,208
− CC assignment net of premium (41 × $16.50): -$10,182
− Conservative CC assignment net of premium (9 × $17): -$1,668
Total Position P&L @ SS: $-16,792 (+$7,358 vs today)
Do-nothing baseline at SS: $-14,209 (this trade vs do-nothing: $-2,583, the opportunity cost of earning $5,228/mo FIGHT income now)
100% normal49 × $1617 Jul4d7.5%82%36%$1,372$10,290+$5,062$14,080
Sell 49 × $16 7.5% OTM over spot $14.88 17 Jul 2026 (4d, $0.30 mid)
= $1,372 credit for the 4d cycle → $10,290/mo projected
Survival (stays ≤ $16)
82%
Breach risk
18%
POP (stays ≤ $16.30)
88%
EV / mo
+$7,243
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.1-4.1] median, 0.3 mo faster than no FIGHT (2.6 mo)  ·  76% of paths whole by 9 mo (vs 71% without)  ·  ~8.3 challenges expected  ·  median CC cash $16,921
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
24%
Flat exit net (mid-life)
-$1,478
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 87% 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: $0.82/sh now → $0.58 mid-life (likely $0.61–$1.02)≈ $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 729 simulated challenges: the $16 strike is typically first touched on day 3 of 4, at $16 (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 (49 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202616d left+$0.32/sh+$1,588
cycle +$2,960
[+$510…+$1,745] · 84% credit
68%
surv 55%
-$15,625 NOT
cap gain +$8,525
Roll out (same strike, buy time)~$1624 Jul 20269d left+$0.12/sh+$591
cycle +$1,963
[-$469…+$711] · 59% credit
66%
surv 52%
-$17,139 NOT
cap gain +$7,011
Up-and-out for even (raise the cap, free)~$1624 Jul 20269d left+$0.12/sh+$574
cycle +$1,946
[-$458…+$687] · 58% credit
68%
surv 55%
-$16,639 NOT
cap gain +$7,511
Max even-money escape in the band~$1731 Jul 202616d left+$0.12/sh+$573
cycle +$1,945
[-$629…+$630] · 54% credit
77%
surv 69%
-$12,152 NOT
cap gain +$11,998
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 202616d left-$0.27/sh-$1,310
cycle +$62
[-$2,993…-$1,391]
87%
surv 84%
-$7,434 NOT
cap gain +$16,716
budget: banked $1,372 debit $1,310 (95% used ≈ 0.6 wk of income) → whole cycle still +$62 cash · rolled 49 ct earn ≈ $2,887/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 $19.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,080
… as % of IC ($31,250)45.1%
… as % of ML ($71,250)19.8%
Recovery months (at normal income)1.4 mo
Surgical close (49 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$1,372$-17,730+$6,420-$98
+2.5%$16.40 (1.2σ)$-588$-17,890+$6,260-$2,058
+5%$16.80 (1.5σ)$-2,548$-18,050+$6,100-$4,018
SS (= V-bounce)$17.13 (1.8σ)$-4,165$-18,196+$5,954-$4,998
V-BOUNCE STRESS (stock → CC-SS $19.15, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$19,208
− CC assignment net of premium (49 × $16): -$14,080
− Conservative CC assignment net of premium (1 × $17): -$185
Total Position P&L @ SS: $-19,207 (+$4,943 vs today)
Do-nothing baseline at SS: $-14,209 (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] $1,461/mo

🎯 Engine pick: sell 37 × $16 (primary), 72% survival, breach 28%, $5,247/mo.
⚖️ Worth a safer step: the $17 rung (33% normal) lifts survival to 84% (breach 28% → 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 $14.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge38 × $2024 Jul11d34.4%98%4%$228$622-$4,625$0
Sell 38 × $20 34.4% OTM over spot $14.88 24 Jul 2026 (11d, $0.07 mid)
= $228 credit for the 11d cycle → $622/mo projected
Survival (stays ≤ $20)
98%
Breach risk
2%
POP (stays ≤ $20.07)
98%
EV / mo
+$533
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [1.0-3.8] median  ·  58% of paths whole by 9 mo (vs 71% without)  ·  ~0.4 challenges expected  ·  median CC cash $4,812
🛡 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)
2%
Flat exit net (mid-life)
-$3,630
Free roll-up
none
Safest escape (by 31 Jul 2026)
$20 @ 66% POP
52% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.44/sh now → $1.02 mid-life (likely $0.54–$1.23)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 53 simulated challenges: the $20 strike is typically first touched on day 9 of 11, at $20 (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 (38 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2031 Jul 202612d left-$0.15/sh-$580
cycle -$352
[-$834…+$925] · 40% credit
66%
surv 52%
-$4,724 NOT
cap gain +$19,426
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$622/mo
vs 50% target ($5,114/mo)-88%
vs normal income ($10,227/mo)6% covered
Net income (after hedge)$988/mo
Downside budget
✓ $20 is at/above CC-SS $19.15: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (38 ct)$-18,373
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 $0.06 collected) or spot ≥ $20.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $20)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $19.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$20-20.07
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $20.07
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$20.00 (2.5σ)$228$-4,144+$20,006+$10,488
+2.5%$20.50 (2.7σ)$-1,672$-4,394+$19,756+$10,488
+5%$21.00 (3.0σ)$-3,572$-4,644+$19,506+$10,488
V-BOUNCE STRESS (stock → CC-SS $19.15, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$19,208
− CC assignment net of premium (38 × $20): -$0
− Conservative CC assignment net of premium (12 × $17): -$2,224
Total Position P&L @ SS: $-7,166 (+$16,984 vs today)
Do-nothing baseline at SS: $-14,209 (this trade vs do-nothing: +$7,043, the opportunity cost of earning $622/mo FIGHT income now)
🛡 safe yield50 × $1824 Jul11d20.9%92%17%$800$2,182-$3,065$4,967
Sell 50 × $18 20.9% OTM over spot $14.88 24 Jul 2026 (11d, $0.18 mid)
= $800 credit for the 11d cycle → $2,182/mo projected
Survival (stays ≤ $18)
92%
Breach risk
8%
POP (stays ≤ $18.18)
93%
EV / mo
+$1,473
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.1-3.7] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  58% of paths whole by 9 mo (vs 73% without)  ·  ~1.8 challenges expected  ·  median CC cash $3,629
🛡 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)
12%
Flat exit net (mid-life)
-$3,768
Free roll-up
none
Safest escape (by 31 Jul 2026)
$18 @ 68% POP
55% 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: $1.29/sh now → $0.91 mid-life (likely $0.70–$1.25)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 349 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-$0.07/sh-$371
cycle +$429
[-$929…+$612] · 39% credit
66%
surv 53%
-$9,704 NOT
cap gain +$14,446
Safety roll (pay small debit, max POP)~$1831 Jul 202612d left-$0.08/sh-$399
cycle +$401
[-$942…+$538] · 37% credit
68%
surv 55%
-$9,214 NOT
cap gain +$14,936
budget: banked $800 debit $399 (50% used ≈ 0.8 wk of income) → whole cycle still +$401 cash · rolled 50 ct earn ≈ $10,422/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$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 $19.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,967
… as % of IC ($31,250)15.9%
… as % of ML ($71,250)7.0%
Recovery months (at normal income)0.5 mo
Surgical close (50 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.5σ)$800$-9,332+$14,818+$4,300
+2.5%$18.45 (1.7σ)$-1,450$-9,557+$14,593+$4,300
+5%$18.90 (1.9σ)$-3,700$-9,782+$14,368+$4,300
V-BOUNCE STRESS (stock → CC-SS $19.15, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$19,208
− CC assignment net of premium (50 × $18): -$4,967
Total Position P&L @ SS: $-9,909 (+$14,241 vs today)
Do-nothing baseline at SS: $-14,209 (this trade vs do-nothing: +$4,300, the opportunity cost of earning $2,182/mo FIGHT income now)
33% normal ← lean42 × $1724 Jul11d14.2%84%32%$1,260$3,436-$1,811$7,784
Sell 42 × $17 14.2% OTM over spot $14.88 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
+$1,954
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-4.1] median, 0.3 mo faster than no FIGHT (2.5 mo)  ·  60% of paths whole by 9 mo (vs 68% without)  ·  ~3.5 challenges expected  ·  median CC cash $10,330
🛡 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)
25%
Flat exit net (mid-life)
-$2,364
Free roll-up
none
Safest escape (by 31 Jul 2026)
$18 @ 78% POP
71% 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: $1.22/sh now → $0.86 mid-life (likely $0.81–$1.27)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$0.56/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 741 simulated challenges: the $17 strike is typically first touched on day 7 of 11, at $17 (overshoots $0.44). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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-$0.04/sh-$170
cycle +$1,090
[-$850…+$210] · 33% credit
66%
surv 53%
-$13,302 NOT
cap gain +$10,848
Safety roll (pay small debit, max POP)~$1831 Jul 202612d left-$0.27/sh-$1,143
cycle +$117
[-$1,902…-$984] · 5% credit
78%
surv 71%
-$10,150 NOT
cap gain +$14,000
budget: banked $1,260 debit $1,143 (91% used ≈ 1.4 wk of income) → whole cycle still +$117 cash · rolled 42 ct earn ≈ $6,203/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 $19.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,784
… as % of IC ($31,250)24.9%
… as % of ML ($71,250)10.9%
Recovery months (at normal income)0.8 mo
Surgical close (42 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (1.0σ)$1,260$-13,132+$11,018+$0
+2.5%$17.42 (1.2σ)$-525$-13,345+$10,805-$0
+5%$17.85 (1.4σ)$-2,310$-13,557+$10,593+$0
V-BOUNCE STRESS (stock → CC-SS $19.15, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$19,208
− CC assignment net of premium (42 × $17): -$7,784
− Conservative CC assignment net of premium (8 × $17): -$1,483
Total Position P&L @ SS: $-14,209 (+$9,941 vs today)
Do-nothing baseline at SS: $-14,209 (this trade vs do-nothing: $-0, the opportunity cost of earning $3,436/mo FIGHT income now)
🎯 50% normal37 × $1624 Jul11d7.5%72%46%$1,924$5,247$9,744
Sell 37 × $16 7.5% OTM over spot $14.88 24 Jul 2026 (11d, $0.54 mid)
= $1,924 credit for the 11d cycle → $5,247/mo projected
Survival (stays ≤ $16)
72%
Breach risk
28%
POP (stays ≤ $16.55)
80%
EV / mo
+$2,159
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-3.7] median, 0.2 mo faster than no FIGHT (2.4 mo)  ·  62% of paths whole by 9 mo (vs 66% without)  ·  ~7.6 challenges expected  ·  median CC cash $12,872
🛡 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)
46%
Flat exit net (mid-life)
-$1,081
Free roll-up
none
Safest escape (by 31 Jul 2026)
$18 @ 86% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.15/sh now → $0.81 mid-life (likely $0.95–$1.33)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,386 simulated challenges: the $16 strike is typically first touched on day 5 of 11, at $16 (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)~$1631 Jul 202612d left-$0.01/sh-$37
cycle +$1,887
[-$825…-$177] · 18% credit
66%
surv 53%
-$16,855 NOT
cap gain +$7,295
Safety roll (pay small debit, max POP)~$1831 Jul 202612d left-$0.49/sh-$1,826
cycle +$98
[-$2,973…-$2,150]
86%
surv 83%
-$10,577 NOT
cap gain +$13,573
budget: banked $1,924 debit $1,826 (95% used ≈ 1.5 wk of income) → whole cycle still +$98 cash · rolled 37 ct earn ≈ $2,946/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 $19.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,744
… as % of IC ($31,250)31.2%
… as % of ML ($71,250)13.7%
Recovery months (at normal income)1.0 mo
Surgical close (37 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$1,924$-16,818+$7,332+$814
+2.5%$16.40 (≤1σ, normal week)$444$-16,498+$7,652-$666
+5%$16.80 (≤1σ, normal week)$-1,036$-16,178+$7,972-$2,146
SS (= V-bounce)$17.13 (1.1σ)$-2,257$-16,083+$8,067-$2,886
V-BOUNCE STRESS (stock → CC-SS $19.15, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$19,208
− CC assignment net of premium (37 × $16): -$9,744
− Conservative CC assignment net of premium (13 × $17): -$2,409
Total Position P&L @ SS: $-17,095 (+$7,055 vs today)
Do-nothing baseline at SS: $-14,209 (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: 0.900 (fallback)  |  Recovery@SS: +$19,208 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-14,209

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16.504d17 Jul 2026$0.1741/50$5,228$5,34890%92%+$4,117-$10,18232.6%$-16,792 (vs do-nothing $-2,583)
$164d17 Jul 2026$0.2825/50$5,250$6,68082%88%+$3,696-$7,18423.0%$-16,759 (vs do-nothing $-2,550)
$1611d24 Jul 2026$0.5237/50$5,247$5,69672%80%+$2,159-$9,74431.2%$-17,095 (vs do-nothing $-2,886)
$15.504d17 Jul 2026$0.4117/50$5,228$7,31271%81%+$2,936-$5,51417.6%$-16,572 (vs do-nothing $-2,363)
$1618d31 Jul 2026$0.7343/50$5,232$5,18969%78%+$1,842-$10,42133.3%$-16,660 (vs do-nothing $-2,451)
$15.5011d24 Jul 2026$0.5336/50$5,204$5,73464%74%+$742-$11,24436.0%$-18,781 (vs do-nothing $-4,572)
$15.5018d31 Jul 2026$0.7541/50$5,125$5,24662%73%+$784-$11,90438.1%$-18,514 (vs do-nothing $-4,305)
$154d17 Jul 2026$0.6112/50$5,490$7,98455%74%+$2,293-$4,25213.6%$-16,237 (vs do-nothing $-2,028)
$1518d31 Jul 2026$0.9333/50$5,115$5,89155%71%+$491-$10,63734.0%$-18,730 (vs do-nothing $-4,521)
$1511d24 Jul 2026$0.7526/50$5,318$6,66655%70%+$678-$8,84928.3%$-18,239 (vs do-nothing $-4,030)

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 13:35