FORTRESS FIGHT: BMNR @ $14.96

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

GENERATED2026-07-13 19:06

BMNR @ $14.96   UNDERWATER $2.17 (12.7% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
BMNR reports 2026-07-14 (Tue), TOMORROW. The recommended CC (4d) expires on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. Wait for the print, or sell only an expiry that closes BEFORE 2026-07-14.

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; the banked-floor (info) shows how far premium would ratchet the floor, but the recommended CC-SS stays the pure recovery strike.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 15 (live) · RSI 38 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 44 · %B 51 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.83 (+26%) · daily UBB $17.00 · 1-wk expected move ±$2 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-14: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
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 × $20/4d (99+% survival, $630/mo).
Downside anchor: the primary mortgages $10,515 (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] $2,992/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$2,992
NEXT FRIDAY24 Jul 2026 · 11d37 × $1671%$5,247$1,439

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $2,992/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 $14.96 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge42 × $2017 Jul4d33.7%99+%1%$84$630-$4,598$0
Sell 42 × $20 33.7% OTM over spot $14.96 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
+$620
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.7-3.1] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  56% of paths whole by 9 mo (vs 71% without)  ·  ~0.1 challenges expected  ·  median CC cash $773
🛡 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)
-$2,727
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: $0.95/sh now → $0.67 mid-life → ≈ $0 at expiry  |  you banked $0.02/sh, so a flat mid-life exit nets -$0.65/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+$364
cycle +$448
66%
surv 52%
-$3,182 NOT
cap gain +$20,968
Up-and-out for even (raise the cap, free)~$2024 Jul 20269d left+$0.09/sh+$363
cycle +$447
66%
surv 53%
-$3,035 NOT
cap gain +$21,115
Max even-money escape in the band~$2131 Jul 202616d left+$0.11/sh+$443
cycle +$527
76%
surv 67%
+$745 SAFE
cap gain +$24,895
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 $19.23: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (42 ct)$-20,307
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. Momentum override: two daily closes above $17.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $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 (4.0σ)$84$-3,546+$20,604+$11,424
+2.5%$20.50 (4.4σ)$-2,016$-3,796+$20,354+$11,424
+5%$21.00 (4.8σ)$-4,116$-4,046+$20,104+$11,424
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): +$19,236
− CC assignment net of premium (42 × $20): -$0
− Conservative CC assignment net of premium (8 × $17): -$1,548
Total Position P&L @ SS: $-6,462 (+$17,688 vs today)
Do-nothing baseline at SS: $-14,587 (this trade vs do-nothing: +$8,125, the opportunity cost of earning $630/mo FIGHT income now)
33% normal38 × $1717 Jul4d13.6%94%13%$456$3,420-$1,808$8,036
Sell 38 × $17 13.6% OTM over spot $14.96 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
+$2,895
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-4.0] median, 0.1 mo faster than no FIGHT (2.1 mo)  ·  61% of paths whole by 9 mo (vs 67% without)  ·  ~3.2 challenges expected  ·  median CC cash $10,616
🛡 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)
-$1,706
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 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: $0.80/sh now → $0.57 mid-life (likely $0.48–$0.89)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 211 simulated challenges: the $17 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 (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+$0.15/sh+$570
cycle +$1,026
[+$99…+$952] · 78% credit
66%
surv 52%
-$13,584 NOT
cap gain +$10,566
Up-and-out for even (raise the cap, free)~$1724 Jul 20269d left+$0.15/sh+$567
cycle +$1,023
[+$98…+$943] · 78% credit
67%
surv 53%
-$13,455 NOT
cap gain +$10,695
Reliable up-and-out (highest cap still free ≥60%)~$1831 Jul 202616d left+$0.15/sh+$588
cycle +$1,044
[-$4…+$951] · 75% credit
76%
surv 68%
-$10,134 NOT
cap gain +$14,016
Max even-money escape in the band~$1931 Jul 202616d left+$0.00/sh+$13
cycle +$469
[-$705…+$353] · 44% credit
80%
surv 74%
-$9,059 NOT
cap gain +$15,091
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202616d left-$0.12/sh-$446
cycle +$10
[-$1,280…-$117] · 18% credit
83%
surv 79%
-$7,868 NOT
cap gain +$16,282
budget: banked $456 debit $446 (98% used ≈ 0.6 wk of income) → whole cycle still +$10 cash · rolled 38 ct earn ≈ $3,218/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)-$8,036
… 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. Momentum override: two daily closes above $17.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.83Do 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 (1.6σ)$456$-14,154+$9,996-$684
+2.5%$17.42 (2.0σ)$-1,159$-14,367+$9,783-$684
+5%$17.85 (2.3σ)$-2,774$-14,579+$9,571-$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): +$19,236
− CC assignment net of premium (38 × $17): -$8,036
− Conservative CC assignment net of premium (12 × $17): -$2,322
Total Position P&L @ SS: $-15,271 (+$8,879 vs today)
Do-nothing baseline at SS: $-14,587 (this trade vs do-nothing: $-684, the opportunity cost of earning $3,420/mo FIGHT income now)
🛡 safe yield50 × $1717 Jul4d13.6%94%13%$600$4,500-$728$10,573
Sell 50 × $17 13.6% OTM over spot $14.96 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
+$3,809
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [1.0-3.5] median, 0.2 mo faster than no FIGHT (2.0 mo)  ·  59% of paths whole by 9 mo (vs 70% without)  ·  ~3.2 challenges expected  ·  median CC cash $6,898
🛡 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)
-$2,245
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 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: $0.80/sh now → $0.57 mid-life (likely $0.52–$0.97)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 189 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+$0.15/sh+$750
cycle +$1,350
[-$38…+$1,145] · 74% credit
66%
surv 52%
-$13,620 NOT
cap gain +$10,530
Up-and-out for even (raise the cap, free)~$1724 Jul 20269d left+$0.15/sh+$746
cycle +$1,346
[-$42…+$1,138] · 74% credit
67%
surv 53%
-$13,444 NOT
cap gain +$10,706
Reliable up-and-out (highest cap still free ≥60%)~$1831 Jul 202616d left+$0.15/sh+$773
cycle +$1,373
[-$206…+$1,147] · 70% credit
76%
surv 68%
-$8,917 NOT
cap gain +$15,233
Max even-money escape in the band~$1931 Jul 202616d left+$0.00/sh+$17
cycle +$617
[-$1,138…+$353] · 37% credit
80%
surv 74%
-$7,423 NOT
cap gain +$16,727
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202616d left-$0.12/sh-$587
cycle +$13
[-$1,912…-$293] · 16% credit
83%
surv 79%
-$5,777 NOT
cap gain +$18,373
budget: banked $600 debit $587 (98% used ≈ 0.6 wk of income) → whole cycle still +$13 cash · rolled 50 ct earn ≈ $4,234/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)-$10,573
… 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. Momentum override: two daily closes above $17.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.83Do 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 (1.6σ)$600$-14,370+$9,780-$900
+2.5%$17.42 (2.0σ)$-1,525$-14,583+$9,567-$900
+5%$17.85 (2.3σ)$-3,650$-14,795+$9,355-$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): +$19,236
− CC assignment net of premium (50 × $17): -$10,573
Total Position P&L @ SS: $-15,487 (+$8,663 vs today)
Do-nothing baseline at SS: $-14,587 (this trade vs do-nothing: $-900, the opportunity cost of earning $4,500/mo FIGHT income now)
🎯 50% normal41 × $16.5017 Jul4d10.3%89%13%$697$5,228$10,515
Sell 41 × $16.50 10.3% OTM over spot $14.96 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
+$3,925
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.2-4.1] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  65% of paths whole by 9 mo (vs 68% without)  ·  ~5.7 challenges expected  ·  median CC cash $14,531
🛡 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)
-$1,567
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: $0.78/sh now → $0.55 mid-life (likely $0.51–$0.95)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 395 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
Roll out (same strike, buy time)~$1624 Jul 20269d left+$0.16/sh+$648
cycle +$1,345
[-$76…+$946] · 73% credit
66%
surv 52%
-$15,605 NOT
cap gain +$8,545
Up-and-out for even (raise the cap, free)~$1724 Jul 20269d left+$0.16/sh+$644
cycle +$1,341
[-$73…+$939] · 73% credit
67%
surv 53%
-$15,429 NOT
cap gain +$8,721
Reliable up-and-out (highest cap still free ≥60%)~$1831 Jul 202616d left+$0.16/sh+$651
cycle +$1,348
[-$199…+$932] · 69% credit
76%
surv 68%
-$11,408 NOT
cap gain +$12,742
Max even-money escape in the band~$1831 Jul 202616d left+$0.01/sh+$35
cycle +$732
[-$913…+$277] · 35% credit
80%
surv 74%
-$10,224 NOT
cap gain +$13,926
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202616d left-$0.11/sh-$456
cycle +$241
[-$1,529…-$239] · 13% credit
83%
surv 79%
-$8,915 NOT
cap gain +$15,235
budget: banked $697 debit $456 (65% used ≈ 0.4 wk of income) → whole cycle still +$241 cash · rolled 41 ct earn ≈ $3,390/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)-$10,515
… as % of IC ($31,250)33.6%
… as % of ML ($71,250)14.8%
Recovery months (at normal income)1.0 mo
Surgical close (41 ct)$-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. Momentum override: two daily closes above $17.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.34Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.69
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 (1.2σ)$697$-16,253+$7,897-$533
+2.5%$16.91 (1.6σ)$-994$-16,088+$8,062-$2,224
+5%$17.32 (1.9σ)$-2,685$-16,216+$7,934-$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): +$19,236
− CC assignment net of premium (41 × $16.50): -$10,515
− Conservative CC assignment net of premium (9 × $17): -$1,741
Total Position P&L @ SS: $-17,170 (+$6,980 vs today)
Do-nothing baseline at SS: $-14,587 (this trade vs do-nothing: $-2,583, the opportunity cost of earning $5,228/mo FIGHT income now)
100% normal49 × $1617 Jul4d7.0%81%40%$1,372$10,290+$5,062$14,478
Sell 49 × $16 7.0% OTM over spot $14.96 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
+$6,784
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.0] median, 0.3 mo faster than no FIGHT (2.6 mo)  ·  76% of paths whole by 9 mo (vs 72% without)  ·  ~9.1 challenges expected  ·  median CC cash $17,312
🛡 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)
-$1,252
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: $0.76/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 813 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+$0.17/sh+$810
cycle +$2,182
[-$168…+$939] · 68% credit
66%
surv 52%
-$17,258 NOT
cap gain +$6,892
Up-and-out for even (raise the cap, free)~$1624 Jul 20269d left+$0.16/sh+$804
cycle +$2,176
[-$168…+$931] · 68% credit
67%
surv 53%
-$17,084 NOT
cap gain +$7,066
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202616d left+$0.16/sh+$793
cycle +$2,165
[-$352…+$867] · 64% credit
76%
surv 68%
-$12,599 NOT
cap gain +$11,551
Max even-money escape in the band~$1831 Jul 202616d left+$0.01/sh+$61
cycle +$1,433
[-$1,262…+$56] · 28% credit
80%
surv 74%
-$11,131 NOT
cap gain +$13,019
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202616d left-$0.22/sh-$1,088
cycle +$284
[-$2,755…-$1,163]
86%
surv 84%
-$7,880 NOT
cap gain +$16,270
budget: banked $1,372 debit $1,088 (79% used ≈ 0.5 wk of income) → whole cycle still +$284 cash · rolled 49 ct earn ≈ $2,880/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)-$14,478
… 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. Momentum override: two daily closes above $17.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$1,372$-18,068+$6,082-$98
+2.5%$16.40 (1.2σ)$-588$-18,228+$5,922-$2,058
+5%$16.80 (1.5σ)$-2,548$-18,388+$5,762-$4,018
SS (= V-bounce)$17.13 (1.7σ)$-4,165$-18,533+$5,617-$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): +$19,236
− CC assignment net of premium (49 × $16): -$14,478
− Conservative CC assignment net of premium (1 × $17): -$193
Total Position P&L @ SS: $-19,585 (+$4,565 vs today)
Do-nothing baseline at SS: $-14,587 (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] $1,439/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 $14.96 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge38 × $2024 Jul11d33.7%98%5%$228$622-$4,625$0
Sell 38 × $20 33.7% OTM over spot $14.96 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
+$522
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-4.1] median, 0.1 mo SLOWER than no FIGHT (1.9 mo): roll costs eat the credits at this rung  ·  58% of paths whole by 9 mo (vs 71% without)  ·  ~0.5 challenges expected  ·  median CC cash $4,594
🛡 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)
-$3,448
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: $1.37/sh now → $0.97 mid-life (likely $0.61–$1.11)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 59 simulated challenges: the $20 strike is typically first touched on day 9 of 11, at $20 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (38 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2031 Jul 202612d left-$0.11/sh-$402
cycle -$174
[-$395…+$816] · 53% credit
66%
surv 52%
-$4,884 NOT
cap gain +$19,266
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 $19.23: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (38 ct)$-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. Momentum override: two daily closes above $17.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 (2.4σ)$228$-4,482+$19,668+$10,488
+2.5%$20.50 (2.7σ)$-1,672$-4,732+$19,418+$10,488
+5%$21.00 (2.9σ)$-3,572$-4,982+$19,168+$10,488
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): +$19,236
− CC assignment net of premium (38 × $20): -$0
− Conservative CC assignment net of premium (12 × $17): -$2,322
Total Position P&L @ SS: $-7,236 (+$16,914 vs today)
Do-nothing baseline at SS: $-14,587 (this trade vs do-nothing: +$7,352, the opportunity cost of earning $622/mo FIGHT income now)
🛡 safe yield50 × $1824 Jul11d20.3%91%18%$800$2,182-$3,065$5,373
Sell 50 × $18 20.3% OTM over spot $14.96 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
+$1,401
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.1-3.6] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  58% of paths whole by 9 mo (vs 72% without)  ·  ~1.9 challenges expected  ·  median CC cash $3,564
🛡 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)
-$3,553
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: $1.23/sh now → $0.87 mid-life (likely $0.68–$1.21)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 385 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-$0.03/sh-$163
cycle +$637
[-$649…+$768] · 47% credit
66%
surv 53%
-$9,833 NOT
cap gain +$14,317
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)-$5,373
… as % of IC ($31,250)17.2%
… 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. Momentum override: two daily closes above $17.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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)$800$-9,670+$14,480+$4,300
+2.5%$18.45 (1.7σ)$-1,450$-9,895+$14,255+$4,300
+5%$18.90 (1.9σ)$-3,700$-10,120+$14,030+$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): +$19,236
− CC assignment net of premium (50 × $18): -$5,373
Total Position P&L @ SS: $-10,287 (+$13,863 vs today)
Do-nothing baseline at SS: $-14,587 (this trade vs do-nothing: +$4,300, the opportunity cost of earning $2,182/mo FIGHT income now)
33% normal ← lean42 × $1724 Jul11d13.6%84%34%$1,260$3,436-$1,811$8,125
Sell 42 × $17 13.6% OTM over spot $14.96 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
+$1,823
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-4.1] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  60% of paths whole by 9 mo (vs 68% without)  ·  ~3.8 challenges expected  ·  median CC cash $10,032
🛡 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)
-$2,194
Free roll-up
none
Safest escape (by 31 Jul 2026)
$18 @ 77% POP
69% 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: $1.16/sh now → $0.82 mid-life (likely $0.79–$1.21)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$0.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 787 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-$0.00/sh-$6
cycle +$1,254
[-$611…+$271] · 38% credit
66%
surv 53%
-$13,476 NOT
cap gain +$10,674
Safety roll (pay small debit, max POP)~$1831 Jul 202612d left-$0.23/sh-$961
cycle +$299
[-$1,653…-$828] · 6% credit
77%
surv 69%
-$10,583 NOT
cap gain +$13,567
budget: banked $1,260 debit $961 (76% used ≈ 1.2 wk of income) → whole cycle still +$299 cash · rolled 42 ct earn ≈ $6,231/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)-$8,125
… as % of IC ($31,250)26.0%
… 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. Momentum override: two daily closes above $17.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 (≤1σ, normal week)$1,260$-13,470+$10,680+$0
+2.5%$17.42 (1.2σ)$-525$-13,683+$10,467+$0
+5%$17.85 (1.4σ)$-2,310$-13,895+$10,255+$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): +$19,236
− CC assignment net of premium (42 × $17): -$8,125
− Conservative CC assignment net of premium (8 × $17): -$1,548
Total Position P&L @ SS: $-14,587 (+$9,563 vs today)
Do-nothing baseline at SS: $-14,587 (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$10,044
Sell 37 × $16 7.0% OTM over spot $14.96 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
+$1,933
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-3.5] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  63% of paths whole by 9 mo (vs 67% without)  ·  ~8.0 challenges expected  ·  median CC cash $12,016
🛡 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)
-$939
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: $1.09/sh now → $0.77 mid-life (likely $0.91–$1.28)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$0.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,463 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+$0.03/sh+$98
cycle +$2,022
[-$629…-$53] · 23% credit
66%
surv 53%
-$17,058 NOT
cap gain +$7,092
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.02/sh+$89
cycle +$2,013
[-$629…-$60] · 22% credit
67%
surv 53%
-$16,887 NOT
cap gain +$7,263
Max even-money escape in the band~$1631 Jul 202612d left+$0.02/sh+$89
cycle +$2,013
[-$629…-$60] · 22% credit
67%
surv 53%
-$16,887 NOT
cap gain +$7,263
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-$0.45/sh-$1,678
cycle +$246
[-$2,738…-$2,002]
85%
surv 82%
-$11,006 NOT
cap gain +$13,144
budget: banked $1,924 debit $1,678 (87% used ≈ 1.4 wk of income) → whole cycle still +$246 cash · rolled 37 ct earn ≈ $2,965/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)-$10,044
… 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. Momentum override: two daily closes above $17.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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)$1,924$-17,156+$6,994+$814
+2.5%$16.40 (≤1σ, normal week)$444$-16,836+$7,314-$666
+5%$16.80 (≤1σ, normal week)$-1,036$-16,516+$7,634-$2,146
SS (= V-bounce)$17.13 (1.0σ)$-2,257$-16,421+$7,729-$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): +$19,236
− CC assignment net of premium (37 × $16): -$10,044
− Conservative CC assignment net of premium (13 × $17): -$2,515
Total Position P&L @ SS: $-17,473 (+$6,677 vs today)
Do-nothing baseline at SS: $-14,587 (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: +$19,236 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-14,587

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%+$3,925-$10,51533.6%$-17,170 (vs do-nothing $-2,583)
$164d17 Jul 2026$0.2825/50$5,250$6,68081%86%+$3,461-$7,38723.6%$-17,137 (vs do-nothing $-2,550)
$1611d24 Jul 2026$0.5237/50$5,247$5,69671%79%+$1,933-$10,04432.1%$-17,473 (vs do-nothing $-2,886)
$15.504d17 Jul 2026$0.4117/50$5,228$7,31268%79%+$2,647-$5,65218.1%$-16,950 (vs do-nothing $-2,363)
$1618d31 Jul 2026$0.7343/50$5,232$5,18968%77%+$1,654-$10,77034.5%$-17,038 (vs do-nothing $-2,451)
$15.5011d24 Jul 2026$0.5336/50$5,204$5,73463%73%+$450-$11,53736.9%$-19,159 (vs do-nothing $-4,572)
$15.5018d31 Jul 2026$0.7541/50$5,125$5,24661%73%+$564-$12,23739.2%$-18,892 (vs do-nothing $-4,305)
$1518d31 Jul 2026$0.9333/50$5,115$5,89154%70%+$278-$10,90534.9%$-19,108 (vs do-nothing $-4,521)
$1511d24 Jul 2026$0.7526/50$5,318$6,66654%69%+$408-$9,06029.0%$-18,617 (vs do-nothing $-4,030)
$154d17 Jul 2026$0.6112/50$5,490$7,98453%72%+$1,967-$4,35013.9%$-16,615 (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 19:06