FORTRESS FIGHT: BMNR @ $15.81

BE SS: $17.13  |  CC-SS: $19.32  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 03:39

BMNR @ $15.81   UNDERWATER $1.32 (7.7% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
BMNR reports 2026-07-16 (Thu), TODAY. The recommended CC (8d) 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 2026-07-16.

50 contracts (5,000 sh)  |  BE SS: $17.13  |  CC-SS: $19.32  |  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$9,500/mo95% ann ROI on ML
Hedge rolling cost$417/mo
Unrealized P&L$-19,950fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,750/mo
HEDGE COVER
$417/mo
NORMAL INCOME
$9,500/mo (ATM CC, chain)
IC VELOCITY
3.3 mo to earn back $31,250
ML VELOCITY
7.5 mo to earn back $71,250
Deep drawdown confirmed: a CC at CC-SS $19.32 (probe: $19.5C 15d) brings only $1,700/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 25 (live) · RSI 40 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 51 · %B 77 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.67 (+18%) · daily UBB $16.66 · 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 2026-07-16: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 37 contracts at $17 / 8d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($4,750/mo); it brings $4,856/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 × $16.50/8d for $9,555/mo, but breach risk rises to 34% (+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 19 × $19.50/8d (95% survival, $427/mo).
Downside anchor: the primary mortgages $7,281 (23% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 0.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 37 contracts realizes $-14,837 and cuts bleed by $308/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 50 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 24 Jul 2026 (8d) · sell 37 × $17, 75% survival, $4,856/mo (E[net] $1,335/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 8d37 × $1775%$4,856$1,335

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $1,335/mo 🏆 GRAND PICK

🎯 Engine pick: sell 37 × $17 (primary), 75% survival, breach 25%, $4,856/mo.
⚖️ Worth a safer step: the $18 rung (33% normal) lifts survival to 87% (breach 25% → 13%) for $1,684/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 $18 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $15.81 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge19 × $19.5024 Jul8d23.3%95%10%$114$427-$4,429$0
Sell 19 × $19.50 23.3% OTM over spot $15.81 24 Jul 2026 (8d, $0.07 mid)
= $114 credit for the 8d cycle → $427/mo projected
Survival (stays ≤ $19.50)
95%
Breach risk
5%
POP (stays ≤ $19.57)
95%
EV / mo
+$261
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.4-2.1] median  ·  77% of paths whole by 9 mo (vs 82% without)  ·  ~0.8 challenges expected  ·  median CC cash $5,467
🛡 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)
4%
Flat exit net (mid-life)
-$1,273
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$20 @ 73% POP
63% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.03/sh now → $0.73 mid-life (likely $0.55–$1.00)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 125 simulated challenges: the $20 strike is typically first touched on day 6 of 8, at $20 (overshoots $0.49). 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 (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2031 Jul 202611d left+$0.24/sh+$465
cycle +$579
[+$439…+$817] · 98% credit
68%
surv 52%
-$4,129 NOT
cap gain +$15,821
Up-and-out for even (raise the cap, free)~$2031 Jul 202611d left+$0.15/sh+$283
cycle +$397
[+$221…+$596] · 92% credit
69%
surv 56%
-$3,811 NOT
cap gain +$16,139
Max even-money escape in the band~$2031 Jul 202611d left+$0.15/sh+$283
cycle +$397
[+$221…+$596] · 92% credit
69%
surv 56%
-$3,811 NOT
cap gain +$16,139
Safety roll (pay small debit, max POP)~$2031 Jul 202611d left-$0.05/sh-$98
cycle +$16
[-$247…+$149] · 46% credit
73%
surv 63%
-$2,875 NOT
cap gain +$17,075
budget: banked $114 debit $98 (86% used ≈ 1.0 wk of income) → whole cycle still +$16 cash · rolled 19 ct earn ≈ $3,515/mo while parked; 31 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$427/mo
vs 50% target ($4,750/mo)-91%
vs normal income ($9,500/mo)4% covered
Net income (after hedge)$3,669/mo
Downside budget
✓ $19.50 is at/above CC-SS $19.32: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($31,250)0.0%
… as % of ML ($71,250)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (19 ct)$-7,609
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 ≥ $19.57 (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 $16.66 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $19.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$19-19.57
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
≥ $19.57
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$19.50 (2.0σ)$114$-4,595+$15,355+$3,743
+2.5%$19.99 (2.2σ)$-812$-4,237+$15,713+$3,743
+5%$20.48 (2.5σ)$-1,739$-3,878+$16,072+$3,743
V-BOUNCE STRESS (stock → CC-SS $19.32, where you are whole again, by expiry)
Starting unrealized P&L: $-19,950
+ Fortress recovery (un-capped): +$20,117
− CC assignment net of premium (19 × $19.50): -$0
− Conservative CC assignment net of premium (31 × $17): -$5,356
Total Position P&L @ SS: $-5,189 (+$14,761 vs today)
Do-nothing baseline at SS: $-8,472 (this trade vs do-nothing: +$3,283, the opportunity cost of earning $427/mo FIGHT income now)
🛡 safe yield50 × $18.5024 Jul8d17.0%90%20%$650$2,438-$2,419$3,439
Sell 50 × $18.50 17.0% OTM over spot $15.81 24 Jul 2026 (8d, $0.14 mid)
= $650 credit for the 8d cycle → $2,438/mo projected
Survival (stays ≤ $18.50)
90%
Breach risk
10%
POP (stays ≤ $18.64)
91%
EV / mo
+$1,323
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.5-2.6] median, 0.1 mo faster than no FIGHT (1.3 mo)  ·  73% of paths whole by 9 mo (vs 86% without)  ·  ~2.1 challenges expected  ·  median CC cash $3,113
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$2,814
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 73% POP
64% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.98/sh now → $0.69 mid-life (likely $0.53–$0.97)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.56/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 345 simulated challenges: the $18 strike is typically first touched on day 6 of 8, at $19 (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 (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 202611d left+$0.27/sh+$1,328
cycle +$1,978
[+$1,106…+$2,059] · 99% credit
68%
surv 53%
-$2,545 NOT
cap gain +$17,405
Up-and-out for even (raise the cap, free)~$1931 Jul 202611d left+$0.17/sh+$850
cycle +$1,500
[+$570…+$1,472] · 94% credit
69%
surv 56%
-$1,933 NOT
cap gain +$18,017
Max even-money escape in the band~$1931 Jul 202611d left+$0.17/sh+$850
cycle +$1,500
[+$570…+$1,472] · 94% credit
69%
surv 56%
-$1,933 NOT
cap gain +$18,017
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.03/sh-$151
cycle +$499
[-$620…+$373] · 41% credit
73%
surv 64%
-$66 NOT
cap gain +$19,884
budget: banked $650 debit $151 (23% used ≈ 0.3 wk of income) → whole cycle still +$499 cash · rolled 50 ct earn ≈ $9,036/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$2,438/mo
vs 50% target ($4,750/mo)-49%
vs normal income ($9,500/mo)26% covered
Net income (after hedge)$2,021/mo
Downside budget
⚠ $18.50 is $1 below CC-SS $19.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,439
… as % of IC ($31,250)11.0%
… as % of ML ($71,250)4.8%
Recovery months (at normal income)0.4 mo
Surgical close (50 ct)$-20,000
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 $0.13 collected) or spot ≥ $18.64 (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 $16.66 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $18.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.64
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
≥ $18.64
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.50 (1.4σ)$650$-3,873+$16,077+$5,200
+2.5%$18.96 (1.7σ)$-1,662$-3,533+$16,417+$5,200
+5%$19.43 (1.9σ)$-3,975$-3,193+$16,757+$5,200
V-BOUNCE STRESS (stock → CC-SS $19.32, where you are whole again, by expiry)
Starting unrealized P&L: $-19,950
+ Fortress recovery (un-capped): +$20,117
− CC assignment net of premium (50 × $18.50): -$3,439
Total Position P&L @ SS: $-3,272 (+$16,678 vs today)
Do-nothing baseline at SS: $-8,472 (this trade vs do-nothing: +$5,200, the opportunity cost of earning $2,438/mo FIGHT income now)
33% normal ← lean47 × $1824 Jul8d13.9%87%28%$846$3,172-$1,684$5,347
Sell 47 × $18 13.9% OTM over spot $15.81 24 Jul 2026 (8d, $0.19 mid)
= $846 credit for the 8d cycle → $3,172/mo projected
Survival (stays ≤ $18)
87%
Breach risk
13%
POP (stays ≤ $18.19)
88%
EV / mo
+$1,506
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.4-2.2] median, 0.1 mo faster than no FIGHT (1.1 mo)  ·  71% of paths whole by 9 mo (vs 80% without)  ·  ~2.9 challenges expected  ·  median CC cash $4,396
🛡 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)
19%
Flat exit net (mid-life)
-$2,322
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 47 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.95/sh now → $0.67 mid-life (likely $0.62–$0.99)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$0.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 566 simulated challenges: the $18 strike is typically first touched on day 5 of 8, at $18 (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 (47 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 202611d left+$0.27/sh+$1,290
cycle +$2,136
[+$1,026…+$1,741] · 99% credit
68%
surv 53%
-$5,377 NOT
cap gain +$14,573
Up-and-out for even (raise the cap, free)~$1831 Jul 202611d left+$0.18/sh+$842
cycle +$1,688
[+$510…+$1,253] · 95% credit
69%
surv 56%
-$4,792 NOT
cap gain +$15,158
Max even-money escape in the band~$1831 Jul 202611d left+$0.18/sh+$842
cycle +$1,688
[+$510…+$1,253] · 95% credit
69%
surv 56%
-$4,792 NOT
cap gain +$15,158
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.18/sh-$832
cycle +$14
[-$1,522…-$635] · 7% credit
77%
surv 71%
-$1,032 NOT
cap gain +$18,918
budget: banked $846 debit $832 (98% used ≈ 1.1 wk of income) → whole cycle still +$14 cash · rolled 47 ct earn ≈ $6,369/mo while parked; 3 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$3,172/mo
vs 50% target ($4,750/mo)-33%
vs normal income ($9,500/mo)33% covered
Net income (after hedge)$3,110/mo
Downside budget
⚠ $18 is $1 below CC-SS $19.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,347
… as % of IC ($31,250)17.1%
… as % of ML ($71,250)7.5%
Recovery months (at normal income)0.6 mo
Surgical close (47 ct)$-18,800
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 $0.18 collected) or spot ≥ $18.19 (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 $16.66 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.19
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
≥ $18.19
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.2σ)$846$-6,667+$13,283+$2,773
+2.5%$18.45 (1.4σ)$-1,269$-6,337+$13,613+$2,773
+5%$18.90 (1.6σ)$-3,384$-6,006+$13,944+$2,773
V-BOUNCE STRESS (stock → CC-SS $19.32, where you are whole again, by expiry)
Starting unrealized P&L: $-19,950
+ Fortress recovery (un-capped): +$20,117
− CC assignment net of premium (47 × $18): -$5,347
− Conservative CC assignment net of premium (3 × $17): -$518
Total Position P&L @ SS: $-5,699 (+$14,251 vs today)
Do-nothing baseline at SS: $-8,472 (this trade vs do-nothing: +$2,773, the opportunity cost of earning $3,172/mo FIGHT income now)
🎯 50% normal37 × $1724 Jul8d7.5%75%40%$1,295$4,856$7,281
Sell 37 × $17 7.5% OTM over spot $15.81 24 Jul 2026 (8d, $0.37 mid)
= $1,295 credit for the 8d cycle → $4,856/mo projected
Survival (stays ≤ $17)
75%
Breach risk
25%
POP (stays ≤ $17.37)
80%
EV / mo
+$1,587
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.5-3.0] median  ·  77% of paths whole by 9 mo (vs 84% without)  ·  ~6.1 challenges expected  ·  median CC cash $7,164
🛡 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)
40%
Flat exit net (mid-life)
-$1,060
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 82% POP
78% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.90/sh now → $0.64 mid-life (likely $0.69–$1.05)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,196 simulated challenges: the $17 strike is typically first touched on day 4 of 8, 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 (37 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1731 Jul 202611d left+$0.29/sh+$1,072
cycle +$2,367
[+$716…+$1,192] · 99% credit
68%
surv 53%
-$9,991 NOT
cap gain +$9,959
Up-and-out for even (raise the cap, free)~$1731 Jul 202611d left+$0.19/sh+$721
cycle +$2,016
[+$310…+$796] · 95% credit
69%
surv 56%
-$9,500 NOT
cap gain +$10,450
Max even-money escape in the band~$1731 Jul 202611d left+$0.19/sh+$721
cycle +$2,016
[+$310…+$796] · 95% credit
69%
surv 56%
-$9,500 NOT
cap gain +$10,450
reaches SS ✓
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.28/sh-$1,038
cycle +$257
[-$1,907…-$1,161]
82%
surv 78%
-$4,606 NOT
cap gain +$15,344
budget: banked $1,295 debit $1,038 (80% used ≈ 0.9 wk of income) → whole cycle still +$257 cash · rolled 37 ct earn ≈ $3,593/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$4,856/mo
vs 50% target ($4,750/mo)+2%
vs normal income ($9,500/mo)51% covered
Net income (after hedge)$5,974/mo
Downside budget
⚠ $17 is $2 below CC-SS $19.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,281
… as % of IC ($31,250)23.3%
… as % of ML ($71,250)10.2%
Recovery months (at normal income)0.8 mo
Surgical close (37 ct)$-14,837
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $17.37 (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 $16.66 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.37
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
≥ $17.37
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$1,295$-11,063+$8,887-$888
+2.5%$17.42 (≤1σ, normal week)$-277$-10,751+$9,199-$888
+5%$17.85 (1.1σ)$-1,850$-10,439+$9,511-$888
V-BOUNCE STRESS (stock → CC-SS $19.32, where you are whole again, by expiry)
Starting unrealized P&L: $-19,950
+ Fortress recovery (un-capped): +$20,117
− CC assignment net of premium (37 × $17): -$7,281
− Conservative CC assignment net of premium (13 × $17): -$2,246
Total Position P&L @ SS: $-9,360 (+$10,590 vs today)
Do-nothing baseline at SS: $-8,472 (this trade vs do-nothing: $-888, the opportunity cost of earning $4,856/mo FIGHT income now)
100% normal49 × $16.5024 Jul8d4.4%66%70%$2,548$9,555+$4,699$11,259
Sell 49 × $16.50 4.4% OTM over spot $15.81 24 Jul 2026 (8d, $0.53 mid)
= $2,548 credit for the 8d cycle → $9,555/mo projected
Survival (stays ≤ $16.50)
66%
Breach risk
34%
POP (stays ≤ $17.03)
75%
EV / mo
+$2,854
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.5-2.6] median, 0.2 mo faster than no FIGHT (1.3 mo)  ·  80% of paths whole by 9 mo (vs 86% without)  ·  ~9.1 challenges expected  ·  median CC cash $8,411
🛡 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)
55%
Flat exit net (mid-life)
-$479
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$20 @ 91% POP
90% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.87/sh now → $0.62 mid-life (likely $0.78–$1.12)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,635 simulated challenges: the $16 strike is typically first touched on day 3 of 8, 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 (49 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202611d left+$0.30/sh+$1,450
cycle +$3,998
[+$896…+$1,321] · 100% credit
68%
surv 53%
-$11,936 NOT
cap gain +$8,014
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202611d left+$0.20/sh+$986
cycle +$3,534
[+$342…+$801] · 93% credit
69%
surv 56%
-$11,310 NOT
cap gain +$8,640
Up-and-out for even (raise the cap, free)~$1731 Jul 202611d left+$0.00/sh+$15
cycle +$2,563
[-$861…-$285] · 13% credit
74%
surv 64%
-$9,432 NOT
cap gain +$10,518
Max even-money escape in the band~$1731 Jul 202611d left+$0.00/sh+$15
cycle +$2,563
[-$861…-$285] · 13% credit
74%
surv 64%
-$9,432 NOT
cap gain +$10,518
reaches SS ✓
Safety roll (pay small debit, max POP)~$2031 Jul 202611d left-$0.48/sh-$2,339
cycle +$209
[-$4,175…-$2,935]
91%
surv 90%
+$2,301 SAFE
cap gain +$22,251
budget: banked $2,548 debit $2,339 (92% used ≈ 1.1 wk of income) → whole cycle still +$209 cash · rolled 49 ct earn ≈ $1,879/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$9,555/mo
vs 50% target ($4,750/mo)+101%
vs normal income ($9,500/mo)101% covered
Net income (after hedge)$9,256/mo
Downside budget
⚠ $16.50 is $3 below CC-SS $19.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,259
… as % of IC ($31,250)36.0%
… as % of ML ($71,250)15.8%
Recovery months (at normal income)1.2 mo
Surgical close (49 ct)$-19,600
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 ≥ $17.03 (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 $16.66 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $16.34Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-17.03
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
≥ $17.03
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (≤1σ, normal week)$2,548$-13,386+$6,564-$343
+2.5%$16.91 (≤1σ, normal week)$527$-13,041+$6,909-$2,364
+5%$17.32 (≤1σ, normal week)$-1,494$-12,729+$7,221-$2,793
V-BOUNCE STRESS (stock → CC-SS $19.32, where you are whole again, by expiry)
Starting unrealized P&L: $-19,950
+ Fortress recovery (un-capped): +$20,117
− CC assignment net of premium (49 × $16.50): -$11,259
− Conservative CC assignment net of premium (1 × $17): -$173
Total Position P&L @ SS: $-11,265 (+$8,685 vs today)
Do-nothing baseline at SS: $-8,472 (this trade vs do-nothing: $-2,793, the opportunity cost of earning $9,555/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 (8 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 8 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: 1.147 (IBKR)  |  Recovery@SS: +$20,117 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-8,472

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$178d24 Jul 2026$0.3537/50$4,856$5,97475%80%+$1,587-$7,28123.3%$-9,360 (vs do-nothing $-888)
$1715d31 Jul 2026$0.5941/50$4,838$5,48370%77%+$1,245-$7,08422.7%$-8,472 (vs do-nothing +$0)
$16.508d24 Jul 2026$0.5225/50$4,875$7,40866%75%+$1,456-$5,74418.4%$-9,897 (vs do-nothing $-1,425)
$16.5015d31 Jul 2026$0.7532/50$4,800$6,50763%74%+$1,037-$6,61721.2%$-9,560 (vs do-nothing $-1,088)
$168d24 Jul 2026$0.7019/50$4,988$8,22956%70%+$1,072-$4,97415.9%$-10,163 (vs do-nothing $-1,691)
$1615d31 Jul 2026$0.9525/50$4,750$7,28356%70%+$849-$5,91918.9%$-10,072 (vs do-nothing $-1,600)
$15.5015d31 Jul 2026$1.2020/50$4,800$7,92348%67%+$721-$5,23516.8%$-10,252 (vs do-nothing $-1,780)
$15.508d24 Jul 2026$0.9514/50$4,988$8,81946%66%+$796-$4,01512.8%$-10,068 (vs do-nothing $-1,596)

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  |  2026-07-16 03:39