FORTRESS FIGHT: BMNR @ $14.81

BE SS: $17.13  |  CC-SS: $19.09  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 19:31

BMNR @ $14.81   UNDERWATER $2.32 (13.5% 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: $19.09  |  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 $19.09 (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 13 (live) · RSI 38 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 43 · %B 47 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.83 (+27%) · daily UBB $16.99 · 1-wk expected move ±$2 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (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 91%, breach 9%) 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 16% (+7pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 42 × $19.50/4d (99+% survival, $630/mo).
Downside anchor: the primary mortgages $9,938 (32% 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, 91% survival, $5,228/mo (E[net] $3,226/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 × $16.5091%$5,228$3,226
NEXT FRIDAY24 Jul 2026 · 11d37 × $1673%$5,247$1,497

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $3,226/mo 🏆 GRAND PICK

🎯 Engine pick: sell 41 × $16.50 (primary), 91% survival, breach 9%, $5,228/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $17 rung (33% normal) lifts survival to 95% (breach 9% → 5%) for $1,808/mo less (35% income) buys safety you do not really need here.
BMNR  spot $14.81 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge42 × $19.5017 Jul4d31.7%99+%1%$84$630-$4,598$0
Sell 42 × $19.50 31.7% OTM over spot $14.81 17 Jul 2026 (4d, $0.03 mid)
= $84 credit for the 4d cycle → $630/mo projected
Survival (stays ≤ $19.50)
99+%
Breach risk
0%
POP (stays ≤ $19.53)
99+%
EV / mo
+$619
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.6-2.4] median, 0.1 mo faster than no FIGHT (1.2 mo)  ·  60% of paths whole by 9 mo (vs 71% without)  ·  ~0.1 challenges expected  ·  median CC cash $638
🛡 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)
-$3,158
Free roll-up
none
Safest escape (by 31 Jul 2026)
$21 @ 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.09/sh now → $0.77 mid-life → ≈ $0 at expiry  |  you banked $0.02/sh, so a flat mid-life exit nets -$0.75/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-$0.02/sh-$78
cycle +$6
66%
surv 52%
+$431 SAFE
cap gain +$24,581
Max even-money escape in the band~$2131 Jul 202616d left+$0.00/sh+$3
cycle +$87
77%
surv 69%
+$6,242 SAFE
cap gain +$30,392
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$630/mo
vs 50% target ($5,114/mo)-88%
vs normal income ($10,227/mo)6% covered
Net income (after hedge)$669/mo
Downside budget
✓ $19.50 is at/above CC-SS $19.09: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (42 ct)$-20,328
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.02 collected) or spot ≥ $19.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $20)); NOT the premium you collected. Momentum override: two daily closes above $16.99 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $19.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$19-19.53
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $19.53
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$19.50 (3.8σ)$84$508+$24,658+$9,324
+2.5%$19.99 (4.2σ)$-1,963$808+$24,958+$9,324
+5%$20.48 (4.6σ)$-4,011$1,108+$25,258+$9,324
V-BOUNCE STRESS (stock → CC-SS $19.09, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,054
− CC assignment net of premium (42 × $19.50): -$0
− Conservative CC assignment net of premium (8 × $17): -$1,435
Total Position P&L @ SS: $-1,531 (+$22,619 vs today)
Do-nothing baseline at SS: $-9,065 (this trade vs do-nothing: +$7,534, the opportunity cost of earning $630/mo FIGHT income now)
33% normal38 × $1717 Jul4d14.8%95%10%$456$3,420-$1,808$7,500
Sell 38 × $17 14.8% OTM over spot $14.81 17 Jul 2026 (4d, $0.13 mid)
= $456 credit for the 4d cycle → $3,420/mo projected
Survival (stays ≤ $17)
95%
Breach risk
5%
POP (stays ≤ $17.13)
96%
EV / mo
+$3,052
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.5] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  62% of paths whole by 9 mo (vs 68% without)  ·  ~2.1 challenges expected  ·  median CC cash $7,502
🛡 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)
5%
Flat exit net (mid-life)
-$2,101
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 81% 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: $0.95/sh now → $0.67 mid-life (likely $0.54–$1.03)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 149 simulated challenges: the $17 strike is typically first touched on day 3 of 4, at $17 (overshoots $0.35). 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
Reliable up-and-out (highest cap still free ≥60%)~$1831 Jul 202616d left+$0.08/sh+$290
cycle +$746
[-$418…+$818] · 62% credit
73%
surv 63%
-$7,701 NOT
cap gain +$16,449
Roll out (same strike, buy time)~$1724 Jul 20269d left+$0.05/sh+$186
cycle +$642
[-$419…+$693] · 60% credit
66%
surv 52%
-$10,851 NOT
cap gain +$13,299
Up-and-out for even (raise the cap, free)~$1724 Jul 20269d left+$0.04/sh+$171
cycle +$627
[-$416…+$657] · 59% credit
69%
surv 56%
-$10,028 NOT
cap gain +$14,122
Max even-money escape in the band~$1831 Jul 202616d left+$0.05/sh+$204
cycle +$660
[-$501…+$703] · 57% credit
78%
surv 70%
-$5,579 NOT
cap gain +$18,571
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202616d left-$0.10/sh-$372
cycle +$84
[-$1,207…+$90] · 31% credit
81%
surv 75%
-$3,948 NOT
cap gain +$20,202
budget: banked $456 debit $372 (82% used ≈ 0.5 wk of income) → whole cycle still +$84 cash · rolled 38 ct earn ≈ $4,098/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 $19.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,500
… as % of IC ($31,250)24.0%
… as % of ML ($71,250)10.5%
Recovery months (at normal income)0.7 mo
Surgical close (38 ct)$-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 $16.99 (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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (1.8σ)$456$-11,037+$13,113-$684
+2.5%$17.42 (2.1σ)$-1,159$-10,776+$13,374-$684
+5%$17.85 (2.5σ)$-2,774$-10,514+$13,636-$684
V-BOUNCE STRESS (stock → CC-SS $19.09, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,054
− CC assignment net of premium (38 × $17): -$7,500
− Conservative CC assignment net of premium (12 × $17): -$2,153
Total Position P&L @ SS: $-9,749 (+$14,401 vs today)
Do-nothing baseline at SS: $-9,065 (this trade vs do-nothing: $-684, the opportunity cost of earning $3,420/mo FIGHT income now)
🎯 50% normal41 × $16.5017 Jul4d11.4%91%10%$697$5,228$9,938
Sell 41 × $16.50 11.4% OTM over spot $14.81 17 Jul 2026 (4d, $0.19 mid)
= $697 credit for the 4d cycle → $5,228/mo projected
Survival (stays ≤ $16.50)
91%
Breach risk
9%
POP (stays ≤ $16.69)
93%
EV / mo
+$4,286
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.9-3.6] median, 0.1 mo faster than no FIGHT (1.6 mo)  ·  66% of paths whole by 9 mo (vs 70% without)  ·  ~4.2 challenges expected  ·  median CC cash $11,318
🛡 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)
10%
Flat exit net (mid-life)
-$1,981
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$18 @ 81% POP
76% 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: $0.92/sh now → $0.65 mid-life (likely $0.58–$1.04)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 299 simulated challenges: the $16 strike is typically first touched on day 3 of 4, at $17 (overshoots $0.36). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (41 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202616d left+$0.27/sh+$1,093
cycle +$1,790
[+$294…+$1,532] · 81% credit
69%
surv 56%
-$11,534 NOT
cap gain +$12,616
Roll out (same strike, buy time)~$1624 Jul 20269d left+$0.06/sh+$246
cycle +$943
[-$564…+$636] · 53% credit
66%
surv 52%
-$13,447 NOT
cap gain +$10,703
Up-and-out for even (raise the cap, free)~$1724 Jul 20269d left+$0.06/sh+$226
cycle +$923
[-$558…+$588] · 52% credit
69%
surv 56%
-$12,401 NOT
cap gain +$11,749
Max even-money escape in the band~$1831 Jul 202616d left+$0.06/sh+$249
cycle +$946
[-$645…+$605] · 51% credit
78%
surv 70%
-$7,384 NOT
cap gain +$16,766
reaches SS ✓
Safety roll (pay small debit, max POP)~$1831 Jul 202616d left-$0.09/sh-$369
cycle +$328
[-$1,387…-$52] · 23% credit
81%
surv 76%
-$5,644 NOT
cap gain +$18,506
budget: banked $697 debit $369 (53% used ≈ 0.3 wk of income) → whole cycle still +$328 cash · rolled 41 ct earn ≈ $4,330/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 $19.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,938
… as % of IC ($31,250)31.8%
… as % of ML ($71,250)13.9%
Recovery months (at normal income)1.0 mo
Surgical close (41 ct)$-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 $16.99 (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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (1.4σ)$697$-13,694+$10,456-$533
+2.5%$16.91 (1.7σ)$-994$-13,069+$11,081-$2,224
+5%$17.32 (2.0σ)$-2,685$-12,736+$11,414-$2,583
V-BOUNCE STRESS (stock → CC-SS $19.09, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,054
− CC assignment net of premium (41 × $16.50): -$9,938
− Conservative CC assignment net of premium (9 × $17): -$1,614
Total Position P&L @ SS: $-11,648 (+$12,502 vs today)
Do-nothing baseline at SS: $-9,065 (this trade vs do-nothing: $-2,583, the opportunity cost of earning $5,228/mo FIGHT income now)
🛡 safe yield50 × $16.5017 Jul4d11.4%91%18%$850$6,375+$1,148$12,119
Sell 50 × $16.50 11.4% OTM over spot $14.81 17 Jul 2026 (4d, $0.19 mid)
= $850 credit for the 4d cycle → $6,375/mo projected
Survival (stays ≤ $16.50)
91%
Breach risk
9%
POP (stays ≤ $16.69)
93%
EV / mo
+$5,227
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.4] median, 0.2 mo faster than no FIGHT (1.8 mo)  ·  66% of paths whole by 9 mo (vs 70% without)  ·  ~4.2 challenges expected  ·  median CC cash $9,455
🛡 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)
10%
Flat exit net (mid-life)
-$2,416
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$18 @ 81% POP
76% 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: $0.92/sh now → $0.65 mid-life (likely $0.60–$1.07)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 312 simulated challenges: the $16 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
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202616d left+$0.27/sh+$1,333
cycle +$2,183
[+$378…+$1,824] · 80% credit
69%
surv 56%
-$11,411 NOT
cap gain +$12,739
Roll out (same strike, buy time)~$1624 Jul 20269d left+$0.06/sh+$300
cycle +$1,150
[-$676…+$733] · 53% credit
66%
surv 52%
-$13,510 NOT
cap gain +$10,640
Up-and-out for even (raise the cap, free)~$1724 Jul 20269d left+$0.06/sh+$276
cycle +$1,126
[-$692…+$688] · 52% credit
69%
surv 56%
-$12,468 NOT
cap gain +$11,682
Max even-money escape in the band~$1831 Jul 202616d left+$0.06/sh+$303
cycle +$1,153
[-$837…+$697] · 50% credit
78%
surv 70%
-$6,826 NOT
cap gain +$17,324
reaches SS ✓
Safety roll (pay small debit, max POP)~$1831 Jul 202616d left-$0.09/sh-$450
cycle +$400
[-$1,790…-$102] · 21% credit
81%
surv 76%
-$4,771 NOT
cap gain +$19,379
budget: banked $850 debit $450 (53% used ≈ 0.3 wk of income) → whole cycle still +$400 cash · rolled 50 ct earn ≈ $5,280/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$6,375/mo
vs 50% target ($5,114/mo)+25%
vs normal income ($10,227/mo)62% covered
Net income (after hedge)$5,760/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,119
… as % of IC ($31,250)38.8%
… as % of ML ($71,250)17.0%
Recovery months (at normal income)1.2 mo
Surgical close (50 ct)$-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 $0.17 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 $16.99 (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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (1.4σ)$850$-13,811+$10,339-$650
+2.5%$16.91 (1.7σ)$-1,212$-13,557+$10,593-$2,712
+5%$17.32 (2.0σ)$-3,275$-13,303+$10,847-$3,150
V-BOUNCE STRESS (stock → CC-SS $19.09, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,054
− CC assignment net of premium (50 × $16.50): -$12,119
Total Position P&L @ SS: $-12,215 (+$11,935 vs today)
Do-nothing baseline at SS: $-9,065 (this trade vs do-nothing: $-3,150, the opportunity cost of earning $6,375/mo FIGHT income now)
100% normal49 × $1617 Jul4d8.0%84%33%$1,372$10,290+$5,062$13,788
Sell 49 × $16 8.0% OTM over spot $14.81 17 Jul 2026 (4d, $0.30 mid)
= $1,372 credit for the 4d cycle → $10,290/mo projected
Survival (stays ≤ $16)
84%
Breach risk
16%
POP (stays ≤ $16.30)
89%
EV / mo
+$7,654
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-3.7] median, 0.2 mo faster than no FIGHT (2.1 mo)  ·  76% of paths whole by 9 mo (vs 74% without)  ·  ~7.3 challenges expected  ·  median CC cash $14,154
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
22%
Flat exit net (mid-life)
-$1,732
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$18 @ 85% POP
81% 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: $0.90/sh now → $0.63 mid-life (likely $0.64–$1.10)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 650 simulated challenges: the $16 strike is typically first touched on day 3 of 4, at $16 (overshoots $0.35). 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+$0.27/sh+$1,340
cycle +$2,712
[+$141…+$1,632] · 77% credit
69%
surv 56%
-$13,659 NOT
cap gain +$10,491
Roll out (same strike, buy time)~$1624 Jul 20269d left+$0.07/sh+$345
cycle +$1,717
[-$854…+$582] · 46% credit
66%
surv 52%
-$15,721 NOT
cap gain +$8,429
Up-and-out for even (raise the cap, free)~$1624 Jul 20269d left+$0.06/sh+$317
cycle +$1,689
[-$856…+$523] · 45% credit
69%
surv 56%
-$14,683 NOT
cap gain +$9,467
Max even-money escape in the band~$1731 Jul 202616d left+$0.07/sh+$325
cycle +$1,697
[-$1,025…+$492] · 43% credit
78%
surv 70%
-$9,079 NOT
cap gain +$15,071
reaches SS ✓
Safety roll (pay small debit, max POP)~$1831 Jul 202616d left-$0.20/sh-$990
cycle +$382
[-$2,680…-$941] · 4% credit
85%
surv 81%
-$4,878 NOT
cap gain +$19,272
budget: banked $1,372 debit $990 (72% used ≈ 0.4 wk of income) → whole cycle still +$382 cash · rolled 49 ct earn ≈ $3,964/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 $19.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,788
… as % of IC ($31,250)44.1%
… as % of ML ($71,250)19.4%
Recovery months (at normal income)1.3 mo
Surgical close (49 ct)$-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 $16.99 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$1,372$-16,066+$8,084-$98
+2.5%$16.40 (1.3σ)$-588$-15,780+$8,370-$2,058
+5%$16.80 (1.6σ)$-2,548$-15,494+$8,656-$4,018
SS (= V-bounce)$17.13 (1.9σ)$-4,165$-15,271+$8,879-$4,998
V-BOUNCE STRESS (stock → CC-SS $19.09, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,054
− CC assignment net of premium (49 × $16): -$13,788
− Conservative CC assignment net of premium (1 × $17): -$179
Total Position P&L @ SS: $-14,063 (+$10,087 vs today)
Do-nothing baseline at SS: $-9,065 (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] $1,497/mo

🎯 Engine pick: sell 37 × $16 (primary), 73% survival, breach 27%, $5,247/mo.
⚖️ Worth a safer step: the $17 rung (33% normal) lifts survival to 85% (breach 27% → 15%) 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 $14.81 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge26 × $1924 Jul11d28.3%96%8%$234$638-$4,609$10
Sell 26 × $19 28.3% OTM over spot $14.81 24 Jul 2026 (11d, $0.10 mid)
= $234 credit for the 11d cycle → $638/mo projected
Survival (stays ≤ $19)
96%
Breach risk
4%
POP (stays ≤ $19.10)
96%
EV / mo
+$506
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.8-3.4] median  ·  63% of paths whole by 9 mo (vs 71% without)  ·  ~0.7 challenges expected  ·  median CC cash $7,854
🛡 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)
5%
Flat exit net (mid-life)
-$2,400
Free roll-up
none
Safest escape (by 31 Jul 2026)
$19 @ 66% POP
52% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 26 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.43/sh now → $1.01 mid-life (likely $0.72–$1.28)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.92/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 142 simulated challenges: the $19 strike is typically first touched on day 9 of 11, at $19 (overshoots $0.46). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (26 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1931 Jul 202612d left-$0.16/sh-$414
cycle -$180
[-$569…+$268] · 40% credit
66%
surv 52%
-$4,883 NOT
cap gain +$19,267
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$638/mo
vs 50% target ($5,114/mo)-88%
vs normal income ($10,227/mo)6% covered
Net income (after hedge)$1,986/mo
Downside budget
✓ $19 is at/above CC-SS $19.09: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$10
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (26 ct)$-12,584
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $19.10 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $19)); NOT the premium you collected. Momentum override: two daily closes above $16.99 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $18.81Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$19-19.10
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $19.10
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$19.00 (2.0σ)$234$-4,469+$19,681+$4,654
+2.5%$19.47 (2.3σ)$-1,001$-4,177+$19,973+$4,654
+5%$19.95 (2.5σ)$-2,236$-3,885+$20,265+$4,654
V-BOUNCE STRESS (stock → CC-SS $19.09, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,054
− CC assignment net of premium (26 × $19): -$10
− Conservative CC assignment net of premium (24 × $17): -$4,305
Total Position P&L @ SS: $-4,411 (+$19,739 vs today)
Do-nothing baseline at SS: $-9,065 (this trade vs do-nothing: +$4,654, the opportunity cost of earning $638/mo FIGHT income now)
🛡 safe yield50 × $1824 Jul11d21.5%92%16%$800$2,182-$3,065$4,669
Sell 50 × $18 21.5% OTM over spot $14.81 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
+$1,540
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.2] median  ·  64% of paths whole by 9 mo (vs 76% without)  ·  ~1.4 challenges expected  ·  median CC cash $3,219
🛡 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)
-$3,999
Free roll-up
none
Safest escape (by 31 Jul 2026)
$18 @ 69% POP
56% 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: $1.36/sh now → $0.96 mid-life (likely $0.74–$1.31)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.80/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 333 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-$0.12/sh-$595
cycle +$205
[-$1,215…+$412] · 35% credit
66%
surv 53%
-$6,033 NOT
cap gain +$18,117
Safety roll (pay small debit, max POP)~$1831 Jul 202612d left-$0.13/sh-$642
cycle +$158
[-$1,235…+$310] · 33% credit
69%
surv 56%
-$5,013 NOT
cap gain +$19,137
budget: banked $800 debit $642 (80% used ≈ 1.3 wk of income) → whole cycle still +$158 cash · rolled 50 ct earn ≈ $10,392/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 $19.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,669
… as % of IC ($31,250)14.9%
… as % of ML ($71,250)6.6%
Recovery months (at normal income)0.5 mo
Surgical close (50 ct)$-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 $16.99 (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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.6σ)$800$-5,438+$18,712+$4,300
+2.5%$18.45 (1.8σ)$-1,450$-5,161+$18,989+$4,300
+5%$18.90 (2.0σ)$-3,700$-4,885+$19,265+$4,300
V-BOUNCE STRESS (stock → CC-SS $19.09, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,054
− CC assignment net of premium (50 × $18): -$4,669
Total Position P&L @ SS: $-4,765 (+$19,385 vs today)
Do-nothing baseline at SS: $-9,065 (this trade vs do-nothing: +$4,300, the opportunity cost of earning $2,182/mo FIGHT income now)
33% normal ← lean42 × $1724 Jul11d14.8%85%31%$1,260$3,436-$1,811$7,534
Sell 42 × $17 14.8% OTM over spot $14.81 24 Jul 2026 (11d, $0.32 mid)
= $1,260 credit for the 11d cycle → $3,436/mo projected
Survival (stays ≤ $17)
85%
Breach risk
15%
POP (stays ≤ $17.32)
88%
EV / mo
+$2,077
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.6] median, 0.1 mo faster than no FIGHT (1.6 mo)  ·  64% of paths whole by 9 mo (vs 70% without)  ·  ~3.0 challenges expected  ·  median CC cash $8,826
🛡 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)
23%
Flat exit net (mid-life)
-$2,547
Free roll-up
none
Safest escape (by 31 Jul 2026)
$18 @ 73% POP
64% 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: $1.28/sh now → $0.91 mid-life (likely $0.84–$1.33)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$0.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 695 simulated challenges: the $17 strike is typically first touched on day 7 of 11, at $17 (overshoots $0.43). 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-$0.08/sh-$346
cycle +$914
[-$1,098…+$86] · 27% credit
66%
surv 53%
-$10,699 NOT
cap gain +$13,451
Safety roll (pay small debit, max POP)~$1831 Jul 202612d left-$0.28/sh-$1,155
cycle +$105
[-$1,975…-$878] · 7% credit
73%
surv 64%
-$8,186 NOT
cap gain +$15,964
budget: banked $1,260 debit $1,155 (92% used ≈ 1.5 wk of income) → whole cycle still +$105 cash · rolled 42 ct earn ≈ $6,629/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 $19.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,534
… as % of IC ($31,250)24.1%
… as % of ML ($71,250)10.6%
Recovery months (at normal income)0.7 mo
Surgical close (42 ct)$-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 $16.99 (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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (1.1σ)$1,260$-10,353+$13,797+$0
+2.5%$17.42 (1.3σ)$-525$-10,092+$14,058+$0
+5%$17.85 (1.5σ)$-2,310$-9,830+$14,320+$0
V-BOUNCE STRESS (stock → CC-SS $19.09, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,054
− CC assignment net of premium (42 × $17): -$7,534
− Conservative CC assignment net of premium (8 × $17): -$1,435
Total Position P&L @ SS: $-9,065 (+$15,085 vs today)
Do-nothing baseline at SS: $-9,065 (this trade vs do-nothing: +$0, the opportunity cost of earning $3,436/mo FIGHT income now)
🎯 50% normal37 × $1624 Jul11d8.0%73%44%$1,924$5,247$9,523
Sell 37 × $16 8.0% OTM over spot $14.81 24 Jul 2026 (11d, $0.54 mid)
= $1,924 credit for the 11d cycle → $5,247/mo projected
Survival (stays ≤ $16)
73%
Breach risk
27%
POP (stays ≤ $16.55)
81%
EV / mo
+$2,375
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.8-3.4] median, 0.2 mo faster than no FIGHT (1.6 mo)  ·  67% of paths whole by 9 mo (vs 69% without)  ·  ~6.4 challenges expected  ·  median CC cash $10,123
🛡 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)
44%
Flat exit net (mid-life)
-$1,232
Free roll-up
none
Safest escape (by 31 Jul 2026)
$18 @ 83% POP
79% 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: $1.21/sh now → $0.85 mid-life (likely $0.99–$1.40)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,307 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-$0.05/sh-$182
cycle +$1,742
[-$1,066…-$317] · 15% credit
66%
surv 53%
-$15,336 NOT
cap gain +$8,814
Safety roll (pay small debit, max POP)~$1831 Jul 202612d left-$0.43/sh-$1,587
cycle +$337
[-$2,674…-$1,892]
83%
surv 79%
-$8,149 NOT
cap gain +$16,001
budget: banked $1,924 debit $1,587 (82% used ≈ 1.3 wk of income) → whole cycle still +$337 cash · rolled 37 ct earn ≈ $3,924/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 $19.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,523
… as % of IC ($31,250)30.5%
… as % of ML ($71,250)13.4%
Recovery months (at normal income)0.9 mo
Surgical close (37 ct)$-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 $16.99 (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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$1,924$-15,154+$8,996+$814
+2.5%$16.40 (≤1σ, normal week)$444$-14,388+$9,762-$666
+5%$16.80 (≤1σ, normal week)$-1,036$-13,622+$10,528-$2,146
SS (= V-bounce)$17.13 (1.1σ)$-2,257$-13,159+$10,991-$2,886
V-BOUNCE STRESS (stock → CC-SS $19.09, where you are whole again, by expiry)
Starting unrealized P&L: $-24,150
+ Fortress recovery (un-capped): +$24,054
− CC assignment net of premium (37 × $16): -$9,523
− Conservative CC assignment net of premium (13 × $17): -$2,332
Total Position P&L @ SS: $-11,951 (+$12,199 vs today)
Do-nothing baseline at SS: $-9,065 (this trade vs do-nothing: $-2,886, the opportunity cost of earning $5,247/mo FIGHT income now)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on BMNR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (10 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 10 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.123 (IBKR)  |  Recovery@SS: +$24,054 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,065

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16.504d17 Jul 2026$0.1741/50$5,228$5,34891%93%+$4,286-$9,93831.8%$-11,648 (vs do-nothing $-2,583)
$164d17 Jul 2026$0.2825/50$5,250$6,68084%89%+$3,905-$7,03522.5%$-11,615 (vs do-nothing $-2,550)
$1611d24 Jul 2026$0.5237/50$5,247$5,69673%81%+$2,375-$9,52330.5%$-11,951 (vs do-nothing $-2,886)
$15.504d17 Jul 2026$0.4117/50$5,228$7,31273%83%+$3,202-$5,41217.3%$-11,428 (vs do-nothing $-2,363)
$1618d31 Jul 2026$0.7343/50$5,232$5,18970%79%+$2,023-$10,16432.5%$-11,516 (vs do-nothing $-2,451)
$15.5011d24 Jul 2026$0.5336/50$5,204$5,73465%75%+$1,023-$11,03035.3%$-13,637 (vs do-nothing $-4,572)
$15.5018d31 Jul 2026$0.7541/50$5,125$5,24664%74%+$997-$11,66037.3%$-13,370 (vs do-nothing $-4,305)
$154d17 Jul 2026$0.6112/50$5,490$7,98458%76%+$2,600-$4,18113.4%$-11,093 (vs do-nothing $-2,028)
$1511d24 Jul 2026$0.7526/50$5,318$6,66656%71%+$938-$8,69427.8%$-13,095 (vs do-nothing $-4,030)
$1518d31 Jul 2026$0.9333/50$5,115$5,89156%72%+$698-$10,44133.4%$-13,586 (vs do-nothing $-4,521)

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 19:31