FORTRESS FIGHT: BMNR-LC23-1299 @ $15.81

BE SS: $39.13  |  CC-SS: $40.05  |  75 contracts (7,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 15:38

BMNR-LC23-1299BBC @ $15.81   UNDERWATER $23.32 (59.6% 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.

75 contracts (7,500 sh)  |  BE SS: $39.13  |  CC-SS: $40.05  |  IV: HIGH  |  Accounts: Main:1299

LC: $23 exp 2028-01-21 (entry $6.149/sh)
SP: $65 exp 2028-01-21 (entry $48.333/sh)
HP: $25 exp 2028-01-21 (entry $12.312/sh)

Economics

Max Loss$75,959(ND $-29.87 + SW $40) x 7500
Normal income ref$14,250/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $8,375/mo (info only, already in marks)
Unrealized P&L$-166,275fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,125/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$14,250/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
5.3 mo to earn back $75,959
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $40.05 in the fetched chain; the deepest available is $22C (15d, $750/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, 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 76 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.67 (+18%) · daily UBB $16.67 · 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: 55 contracts at $17 / 8d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($7,125/mo); it brings $7,219/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 56 × $16/8d for $14,280/mo, but breach risk rises to 44% (+18pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 75 × $18.50/8d (90% survival, $3,375/mo).
Downside anchor: the primary mortgages $124,859 (0% of IC) ONLY on a full V-bounce all the way to SS $39, recoverable in 8.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 55 contracts realizes $-122,072 and cuts bleed by $0/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 75 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 55 × $17, 75% survival, $7,219/mo (E[net] $1,883/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 · 8d55 × $1775%$7,219$1,883

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $1,883/mo 🏆 GRAND PICK

🎯 Engine pick: sell 55 × $17 (primary), 75% survival, breach 25%, $7,219/mo.
⚖️ Worth a safer step: the $18 rung (33% normal) lifts survival to 87% (breach 25% → 13%) for $2,494/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
🛡 safe yield75 × $18.5024 Jul8d17.0%90%20%$900$3,375-$3,844$160,737
Sell 75 × $18.50 17.0% OTM over spot $15.81 24 Jul 2026 (8d, $0.14 mid)
= $900 credit for the 8d cycle → $3,375/mo projected
Survival (stays ≤ $18.50)
90%
Breach risk
10%
POP (stays ≤ $18.64)
91%
EV / mo
+$1,639
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.2 mo [3.7-7.0] median, 0.3 mo SLOWER than no FIGHT (4.9 mo): roll costs eat the credits at this rung  ·  15% of paths whole by 9 mo (vs 12% without)  ·  ~4.8 challenges expected  ·  median CC cash $18,590
🛡 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)
-$4,283
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 75 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–$1.04)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 339 simulated challenges: the $18 strike is typically first touched on day 6 of 8, 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 (75 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+$0.26/sh+$1,980
cycle +$2,880
[+$1,625…+$3,190] · 99% credit
68%
surv 53%
-$145,238 NOT
cap gain +$21,037
Up-and-out for even (raise the cap, free)~$1931 Jul 202611d left+$0.17/sh+$1,290
cycle +$2,190
[+$774…+$2,389] · 96% credit
69%
surv 56%
-$144,645 NOT
cap gain +$21,630
Max even-money escape in the band~$1931 Jul 202611d left+$0.17/sh+$1,290
cycle +$2,190
[+$774…+$2,389] · 96% credit
69%
surv 56%
-$144,645 NOT
cap gain +$21,630
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.02/sh-$145
cycle +$755
[-$971…+$691] · 41% credit
73%
surv 64%
-$142,705 NOT
cap gain +$23,570
budget: banked $900 debit $145 (16% used ≈ 0.2 wk of income) → whole cycle still +$755 cash · rolled 75 ct earn ≈ $13,742/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$3,375/mo
vs 50% target ($7,125/mo)-53%
vs normal income ($14,250/mo)24% covered
Net income (after hedge)$3,375/mo
Downside budget
⚠ $18.50 is $22 below CC-SS $40.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$160,737
… as % of IC ($0)0.0%
… as % of ML ($75,959)211.6%
Recovery months (at normal income)11.3 mo
Surgical close (75 ct)$-166,388
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 ≥ $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 $16.67 (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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.50 (1.4σ)$900$-147,218+$19,058+$525
+2.5%$18.96 (1.7σ)$-2,569$-147,564+$18,711-$2,944
+5%$19.43 (1.9σ)$-6,038$-147,911+$18,364-$6,412
SS (= V-bounce)$39.13 (12.4σ)$-153,825$-162,690+$3,585-$25,725
V-BOUNCE STRESS (stock → CC-SS $40.05, where you are whole again, by expiry)
Starting unrealized P&L: $-166,275
+ Fortress recovery (un-capped): +$163,631
− CC assignment net of premium (75 × $18.50): -$160,737
Total Position P&L @ SS: $-163,381 (+$2,894 vs today)
Do-nothing baseline at SS: $-137,656 (this trade vs do-nothing: $-25,725, the opportunity cost of earning $3,375/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$375, position total $-147,345 (+$18,930 vs today)
33% normal ← lean70 × $1824 Jul8d13.9%87%26%$1,260$4,725-$2,494$153,101
Sell 70 × $18 13.9% OTM over spot $15.81 24 Jul 2026 (8d, $0.20 mid)
= $1,260 credit for the 8d cycle → $4,725/mo projected
Survival (stays ≤ $18)
87%
Breach risk
13%
POP (stays ≤ $18.20)
89%
EV / mo
+$2,592
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.8 mo [4.6-7.8] median, 0.7 mo SLOWER than no FIGHT (5.1 mo): roll costs eat the credits at this rung  ·  14% of paths whole by 9 mo (vs 10% without)  ·  ~6.4 challenges expected  ·  median CC cash $24,972
🛡 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)
18%
Flat exit net (mid-life)
-$3,447
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 70 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 $0.60–$1.00)≈ $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 537 simulated challenges: the $18 strike is typically first touched on day 5 of 8, at $18 (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 (70 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+$1,910
cycle +$3,170
[+$1,449…+$2,580] · 99% credit
68%
surv 53%
-$148,298 NOT
cap gain +$17,977
Up-and-out for even (raise the cap, free)~$1831 Jul 202611d left+$0.18/sh+$1,267
cycle +$2,527
[+$718…+$1,869] · 95% credit
69%
surv 56%
-$147,658 NOT
cap gain +$18,617
Max even-money escape in the band~$1831 Jul 202611d left+$0.18/sh+$1,267
cycle +$2,527
[+$718…+$1,869] · 95% credit
69%
surv 56%
-$147,658 NOT
cap gain +$18,617
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.17/sh-$1,167
cycle +$93
[-$2,194…-$849] · 8% credit
77%
surv 71%
-$143,342 NOT
cap gain +$22,933
budget: banked $1,260 debit $1,167 (93% used ≈ 1.1 wk of income) → whole cycle still +$93 cash · rolled 70 ct earn ≈ $9,654/mo while parked; 5 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$4,725/mo
vs 50% target ($7,125/mo)-34%
vs normal income ($14,250/mo)33% covered
Net income (after hedge)$4,775/mo
Downside budget
⚠ $18 is $22 below CC-SS $40.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$153,101
… as % of IC ($0)0.0%
… as % of ML ($75,959)201.6%
Recovery months (at normal income)10.7 mo
Surgical close (70 ct)$-155,295
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 ≥ $18.20 (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 $16.67 (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
$18-18.20
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
≥ $18.20
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 (1.2σ)$1,260$-150,208+$16,068+$910
+2.5%$18.45 (1.4σ)$-1,890$-150,320+$15,955-$2,240
+5%$18.90 (1.6σ)$-5,040$-150,432+$15,842-$5,390
SS (= V-bounce)$39.13 (12.4σ)$-146,650$-164,055+$2,220-$27,090
V-BOUNCE STRESS (stock → CC-SS $40.05, where you are whole again, by expiry)
Starting unrealized P&L: $-166,275
+ Fortress recovery (un-capped): +$163,631
− CC assignment net of premium (70 × $18): -$153,101
− Conservative CC assignment net of premium (5 × $22): -$9,001
Total Position P&L @ SS: $-164,746 (+$1,529 vs today)
Do-nothing baseline at SS: $-137,656 (this trade vs do-nothing: $-27,090, the opportunity cost of earning $4,725/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,430, position total $-150,375 (+$15,900 vs today)
🎯 50% normal55 × $1724 Jul8d7.5%75%41%$1,925$7,219$124,859
Sell 55 × $17 7.5% OTM over spot $15.81 24 Jul 2026 (8d, $0.38 mid)
= $1,925 credit for the 8d cycle → $7,219/mo projected
Survival (stays ≤ $17)
75%
Breach risk
25%
POP (stays ≤ $17.38)
80%
EV / mo
+$2,453
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.2 mo [4.4-7.3] median, 0.3 mo SLOWER than no FIGHT (5.9 mo): roll costs eat the credits at this rung  ·  13% of paths whole by 9 mo (vs 9% without)  ·  ~14.3 challenges expected  ·  median CC cash $29,657
🛡 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)
41%
Flat exit net (mid-life)
-$1,568
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 81% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 55 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 $0.71–$1.06)≈ $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 1,222 simulated challenges: the $17 strike is typically first touched on day 4 of 8, at $17 (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 (55 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+$1,584
cycle +$3,509
[+$1,069…+$1,711] · 100% credit
68%
surv 53%
-$154,634 NOT
cap gain +$11,641
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202611d left+$0.20/sh+$1,081
cycle +$3,006
[+$497…+$1,138] · 95% credit
69%
surv 56%
-$153,854 NOT
cap gain +$12,421
Up-and-out for even (raise the cap, free)~$1831 Jul 202611d left+$0.01/sh+$34
cycle +$1,959
[-$758…-$34] · 23% credit
73%
surv 64%
-$151,526 NOT
cap gain +$14,749
Max even-money escape in the band~$1831 Jul 202611d left+$0.01/sh+$34
cycle +$1,959
[-$758…-$34] · 23% credit
73%
surv 64%
-$151,526 NOT
cap gain +$14,749
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.29/sh-$1,576
cycle +$349
[-$2,855…-$1,825]
81%
surv 78%
-$146,386 NOT
cap gain +$19,889
budget: banked $1,925 debit $1,576 (82% used ≈ 0.9 wk of income) → whole cycle still +$349 cash · rolled 55 ct earn ≈ $5,228/mo while parked; 20 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$7,219/mo
vs 50% target ($7,125/mo)+1%
vs normal income ($14,250/mo)51% covered
Net income (after hedge)$7,419/mo
Downside budget
⚠ $17 is $23 below CC-SS $40.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$124,859
… as % of IC ($0)0.0%
… as % of ML ($75,959)164.4%
Recovery months (at normal income)8.8 mo
Surgical close (55 ct)$-122,072
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 ≥ $17.38 (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 $16.67 (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
$17-17.38
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
≥ $17.38
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)$1,925$-156,218+$10,058+$1,650
+2.5%$17.42 (≤1σ, normal week)$-412$-155,686+$10,589-$687
+5%$17.85 (1.1σ)$-2,750$-155,155+$11,120-$3,025
SS (= V-bounce)$39.13 (12.4σ)$-119,790$-162,815+$3,460-$25,850
V-BOUNCE STRESS (stock → CC-SS $40.05, where you are whole again, by expiry)
Starting unrealized P&L: $-166,275
+ Fortress recovery (un-capped): +$163,631
− CC assignment net of premium (55 × $17): -$124,859
− Conservative CC assignment net of premium (20 × $22): -$36,003
Total Position P&L @ SS: $-163,506 (+$2,769 vs today)
Do-nothing baseline at SS: $-137,656 (this trade vs do-nothing: $-25,850, the opportunity cost of earning $7,219/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,260, position total $-154,130 (+$12,145 vs today)
100% normal56 × $1624 Jul8d1.2%56%92%$3,808$14,280+$7,061$130,881
Sell 56 × $16 1.2% OTM over spot $15.81 24 Jul 2026 (8d, $0.71 mid)
= $3,808 credit for the 8d cycle → $14,280/mo projected
Survival (stays ≤ $16)
56%
Breach risk
44%
POP (stays ≤ $16.71)
70%
EV / mo
+$2,501
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.1 mo [4.3-7.0] median, 0.3 mo SLOWER than no FIGHT (5.8 mo): roll costs eat the credits at this rung  ·  15% of paths whole by 9 mo (vs 11% without)  ·  ~39.2 challenges expected  ·  median CC cash $37,271
🛡 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)
72%
Flat exit net (mid-life)
+$461
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 56 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: $0.85/sh now → $0.60 mid-life (likely $0.82–$1.17)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets +$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,164 simulated challenges: the $16 strike is typically first touched on day 2 of 8, at $16 (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 (56 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+$1,677
cycle +$5,485
[+$986…+$1,320] · 100% credit
68%
surv 53%
-$159,412 NOT
cap gain +$6,863
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202611d left+$0.21/sh+$1,167
cycle +$4,975
[+$361…+$766] · 92% credit
69%
surv 56%
-$158,640 NOT
cap gain +$7,635
Up-and-out for even (raise the cap, free)~$1731 Jul 202611d left+$0.02/sh+$106
cycle +$3,914
[-$981…-$363] · 9% credit
74%
surv 65%
-$156,326 NOT
cap gain +$9,949
Max even-money escape in the band~$1731 Jul 202611d left+$0.02/sh+$106
cycle +$3,914
[-$981…-$363] · 9% credit
74%
surv 65%
-$156,326 NOT
cap gain +$9,949
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.48/sh-$2,698
cycle +$1,110
[-$5,182…-$3,620]
91%
surv 90%
-$142,255 NOT
cap gain +$24,020
budget: banked $3,808 debit $2,698 (71% used ≈ 0.8 wk of income) → whole cycle still +$1,110 cash · rolled 56 ct earn ≈ $1,772/mo while parked; 19 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$14,280/mo
vs 50% target ($7,125/mo)+100%
vs normal income ($14,250/mo)100% covered
Net income (after hedge)$14,470/mo
Downside budget
⚠ $16 is $24 below CC-SS $40.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$130,881
… as % of IC ($0)0.0%
… as % of ML ($75,959)172.3%
Recovery months (at normal income)9.2 mo
Surgical close (56 ct)$-124,320
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.68 collected) or spot ≥ $16.71 (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 $16.67 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.71
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
≥ $16.71
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)$3,808$-161,090+$5,186+$3,528
+2.5%$16.40 (≤1σ, normal week)$1,568$-160,630+$5,646+$1,288
+5%$16.80 (≤1σ, normal week)$-672$-160,170+$6,106-$952
SS (= V-bounce)$39.13 (12.4σ)$-125,720$-167,037-$762-$30,072
V-BOUNCE STRESS (stock → CC-SS $40.05, where you are whole again, by expiry)
Starting unrealized P&L: $-166,275
+ Fortress recovery (un-capped): +$163,631
− CC assignment net of premium (56 × $16): -$130,881
− Conservative CC assignment net of premium (19 × $22): -$34,203
Total Position P&L @ SS: $-167,728 ($-1,453 vs today)
Do-nothing baseline at SS: $-137,656 (this trade vs do-nothing: $-30,072, the opportunity cost of earning $14,280/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,144, position total $-158,019 (+$8,256 vs today)
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: 0.900 (fallback)  |  Recovery@SS: +$163,631 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-137,656

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$178d24 Jul 2026$0.3555/75$7,219$7,41975%80%+$2,453-$124,8590.0%$-163,506 (vs do-nothing $-25,850)
$1715d31 Jul 2026$0.6060/75$7,200$7,35070%77%+$1,910-$134,7090.0%$-164,356 (vs do-nothing $-26,700)
$16.508d24 Jul 2026$0.5038/75$7,125$7,49566%75%+$1,920-$87,5960.0%$-156,846 (vs do-nothing $-19,190)
$16.5015d31 Jul 2026$0.7647/75$7,144$7,42463%74%+$1,589-$107,1200.0%$-160,169 (vs do-nothing $-22,513)
$168d24 Jul 2026$0.6828/75$7,140$7,61056%70%+$1,251-$65,4400.0%$-152,692 (vs do-nothing $-15,036)
$1615d31 Jul 2026$0.9538/75$7,220$7,59056%70%+$1,268-$87,7860.0%$-157,036 (vs do-nothing $-19,380)
$15.5015d31 Jul 2026$1.1930/75$7,140$7,59048%67%+$1,004-$70,0850.0%$-153,736 (vs do-nothing $-16,080)
$15.508d24 Jul 2026$0.9221/75$7,245$7,78546%65%+$885-$49,6260.0%$-149,479 (vs do-nothing $-11,823)

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 75 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-16 15:38