FORTRESS FIGHT: BMNR-LC23-1299 @ $15.59

BE SS: $39.13  |  CC-SS: $39.75  |  75 contracts (7,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 16:10

BMNR-LC23-1299BBC @ $15.59   UNDERWATER $23.54 (60.2% 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: $39.75  |  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$16,500/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $7,000/mo (info only, already in marks)
Unrealized P&L$-166,275fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$8,250/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$16,500/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
4.6 mo to earn back $75,959
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $39.75 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 23 (live) · RSI 40 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 50 · %B 71 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.67 (+20%) · daily UBB $16.64 · 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: 63 contracts at $17 / 8d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($8,250/mo); it brings $8,269/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 65 × $16/8d for $16,575/mo, but breach risk rises to 39% (+17pp 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 (92% survival, $3,375/mo).
Downside anchor: the primary mortgages $141,099 (0% of IC) ONLY on a full V-bounce all the way to SS $39, recoverable in 8.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 63 contracts realizes $-139,828 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 63 × $17, 78% survival, $8,269/mo (E[net] $2,065/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 · 8d63 × $1778%$8,269$2,065

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $2,065/mo 🏆 GRAND PICK

🎯 Engine pick: sell 63 × $17 (primary), 78% survival, breach 22%, $8,269/mo.
⚖️ Worth a safer step: the $17.50 rung (33% normal) lifts survival to 85% (breach 22% → 15%) for $2,738/mo less (33% 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 $17.50 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $15.59 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield75 × $18.5024 Jul8d18.7%92%17%$900$3,375-$4,894$158,450
Sell 75 × $18.50 18.7% OTM over spot $15.59 24 Jul 2026 (8d, $0.14 mid)
= $900 credit for the 8d cycle → $3,375/mo projected
Survival (stays ≤ $18.50)
92%
Breach risk
8%
POP (stays ≤ $18.64)
93%
EV / mo
+$2,091
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.1 mo [3.8-7.0] median, 0.3 mo SLOWER than no FIGHT (4.8 mo): roll costs eat the credits at this rung  ·  15% of paths whole by 9 mo (vs 12% without)  ·  ~3.9 challenges expected  ·  median CC cash $20,021
🛡 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)
9%
Flat exit net (mid-life)
-$5,048
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$20 @ 77% POP
70% 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: $1.12/sh now → $0.79 mid-life (likely $0.65–$1.18)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 261 simulated challenges: the $18 strike is typically first touched on day 6 of 8, at $19 (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 (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+$1,979
cycle +$2,879
[+$1,599…+$3,239] · 99% credit
69%
surv 53%
-$143,754 NOT
cap gain +$22,521
Max even-money escape in the band~$197 Aug 202618d left+$0.13/sh+$977
cycle +$1,877
[-$8…+$2,052] · 75% credit
74%
surv 64%
-$138,613 NOT
cap gain +$27,662
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1931 Jul 202611d left+$0.06/sh+$485
cycle +$1,385
[-$188…+$1,454] · 68% credit
72%
surv 59%
-$142,480 NOT
cap gain +$23,795
Safety roll (pay small debit, max POP)~$207 Aug 202618d left-$0.04/sh-$309
cycle +$591
[-$1,571…+$690] · 41% credit
77%
surv 70%
-$136,524 NOT
cap gain +$29,751
budget: banked $900 debit $309 (34% used ≈ 0.4 wk of income) → whole cycle still +$591 cash · rolled 75 ct earn ≈ $9,399/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 ($8,250/mo)-59%
vs normal income ($16,500/mo)20% covered
Net income (after hedge)$3,375/mo
Downside budget
⚠ $18.50 is $21 below CC-SS $39.75: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$158,450
… as % of IC ($0)0.0%
… as % of ML ($75,959)208.6%
Recovery months (at normal income)9.6 mo
Surgical close (75 ct)$-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 $16.64 (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 (1.5σ)$900$-145,732+$20,542+$525
+2.5%$18.96 (1.8σ)$-2,569$-146,079+$20,196-$2,944
+5%$19.43 (2.0σ)$-6,038$-146,426+$19,849-$6,412
SS (= V-bounce)$39.13 (12.5σ)$-153,825$-161,205+$5,070-$25,725
V-BOUNCE STRESS (stock → CC-SS $39.75, where you are whole again, by expiry)
Starting unrealized P&L: $-166,275
+ Fortress recovery (un-capped): +$163,058
− CC assignment net of premium (75 × $18.50): -$158,450
Total Position P&L @ SS: $-161,668 (+$4,607 vs today)
Do-nothing baseline at SS: $-135,943 (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 $-145,860 (+$20,415 vs today)
33% normal ← lean59 × $17.5024 Jul8d12.3%85%32%$1,475$5,531-$2,738$129,781
Sell 59 × $17.50 12.3% OTM over spot $15.59 24 Jul 2026 (8d, $0.27 mid)
= $1,475 credit for the 8d cycle → $5,531/mo projected
Survival (stays ≤ $17.50)
85%
Breach risk
15%
POP (stays ≤ $17.77)
87%
EV / mo
+$3,108
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.2 mo [4.6-8.0] median, 0.3 mo faster than no FIGHT (6.5 mo)  ·  13% of paths whole by 9 mo (vs 8% without)  ·  ~8.2 challenges expected  ·  median CC cash $28,802
🛡 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)
-$2,951
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$19 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 59 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: $1.06/sh now → $0.75 mid-life (likely $0.72–$1.15)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 703 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 (59 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+$0.28/sh+$1,681
cycle +$3,156
[+$1,156…+$2,223] · 99% credit
69%
surv 53%
-$150,146 NOT
cap gain +$16,129
Max even-money escape in the band~$187 Aug 202618d left+$0.15/sh+$864
cycle +$2,339
[-$153…+$1,206] · 69% credit
74%
surv 65%
-$144,821 NOT
cap gain +$21,454
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1831 Jul 202611d left+$0.09/sh+$509
cycle +$1,984
[-$209…+$829] · 63% credit
72%
surv 60%
-$148,551 NOT
cap gain +$17,724
Safety roll (pay small debit, max POP)~$197 Aug 202618d left-$0.18/sh-$1,061
cycle +$414
[-$2,473…-$825] · 13% credit
80%
surv 75%
-$139,996 NOT
cap gain +$26,279
budget: banked $1,475 debit $1,061 (72% used ≈ 0.8 wk of income) → whole cycle still +$414 cash · rolled 59 ct earn ≈ $5,609/mo while parked; 16 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$5,531/mo
vs 50% target ($8,250/mo)-33%
vs normal income ($16,500/mo)34% covered
Net income (after hedge)$5,691/mo
Downside budget
⚠ $17.50 is $22 below CC-SS $39.75: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$129,781
… as % of IC ($0)0.0%
… as % of ML ($75,959)170.9%
Recovery months (at normal income)7.9 mo
Surgical close (59 ct)$-130,892
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.25 collected) or spot ≥ $17.77 (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 $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.77
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
≥ $17.77
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$17.50 (1.0σ)$1,475$-151,828+$14,448+$1,180
+2.5%$17.94 (1.2σ)$-1,106$-151,456+$14,819-$1,401
+5%$18.38 (1.5σ)$-3,688$-151,084+$15,191-$3,982
SS (= V-bounce)$39.13 (12.5σ)$-126,142$-160,850+$5,425-$25,370
V-BOUNCE STRESS (stock → CC-SS $39.75, where you are whole again, by expiry)
Starting unrealized P&L: $-166,275
+ Fortress recovery (un-capped): +$163,058
− CC assignment net of premium (59 × $17.50): -$129,781
− Conservative CC assignment net of premium (16 × $22): -$28,315
Total Position P&L @ SS: $-161,313 (+$4,962 vs today)
Do-nothing baseline at SS: $-135,943 (this trade vs do-nothing: $-25,370, the opportunity cost of earning $5,531/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,428, position total $-150,833 (+$15,442 vs today)
🎯 50% normal63 × $1724 Jul8d9.0%78%36%$2,205$8,269$141,099
Sell 63 × $17 9.0% OTM over spot $15.59 24 Jul 2026 (8d, $0.38 mid)
= $2,205 credit for the 8d cycle → $8,269/mo projected
Survival (stays ≤ $17)
78%
Breach risk
22%
POP (stays ≤ $17.38)
83%
EV / mo
+$3,907
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.2 mo [4.9-7.4] median, 0.1 mo SLOWER than no FIGHT (6.1 mo): roll costs eat the credits at this rung  ·  15% of paths whole by 9 mo (vs 10% without)  ·  ~12.1 challenges expected  ·  median CC cash $35,159
🛡 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)
36%
Flat exit net (mid-life)
-$2,386
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$19 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 63 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 $0.78–$1.17)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,081 simulated challenges: the $17 strike is typically first touched on day 4 of 8, at $17 (overshoots $0.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (63 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+$1,852
cycle +$4,057
[+$1,182…+$2,113] · 99% credit
69%
surv 53%
-$152,640 NOT
cap gain +$13,635
Max even-money escape in the band~$187 Aug 202618d left+$0.15/sh+$963
cycle +$3,168
[-$227…+$1,016] · 66% credit
74%
surv 65%
-$147,387 NOT
cap gain +$18,888
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1731 Jul 202611d left+$0.10/sh+$602
cycle +$2,807
[-$238…+$709] · 60% credit
72%
surv 60%
-$151,123 NOT
cap gain +$15,152
Safety roll (pay small debit, max POP)~$197 Aug 202618d left-$0.29/sh-$1,858
cycle +$347
[-$3,674…-$2,025] · 3% credit
83%
surv 80%
-$140,083 NOT
cap gain +$26,192
budget: banked $2,205 debit $1,858 (84% used ≈ 1.0 wk of income) → whole cycle still +$347 cash · rolled 63 ct earn ≈ $4,555/mo while parked; 12 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$8,269/mo
vs 50% target ($8,250/mo)+0%
vs normal income ($16,500/mo)50% covered
Net income (after hedge)$8,389/mo
Downside budget
⚠ $17 is $23 below CC-SS $39.75: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$141,099
… as % of IC ($0)0.0%
… as % of ML ($75,959)185.8%
Recovery months (at normal income)8.6 mo
Surgical close (63 ct)$-139,828
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 $16.64 (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)$2,205$-154,492+$11,782+$1,890
+2.5%$17.42 (≤1σ, normal week)$-472$-154,301+$11,974-$787
+5%$17.85 (1.2σ)$-3,150$-154,110+$12,165-$3,465
SS (= V-bounce)$39.13 (12.5σ)$-137,214$-165,090+$1,185-$29,610
V-BOUNCE STRESS (stock → CC-SS $39.75, where you are whole again, by expiry)
Starting unrealized P&L: $-166,275
+ Fortress recovery (un-capped): +$163,058
− CC assignment net of premium (63 × $17): -$141,099
− Conservative CC assignment net of premium (12 × $22): -$21,236
Total Position P&L @ SS: $-165,553 (+$722 vs today)
Do-nothing baseline at SS: $-135,943 (this trade vs do-nothing: $-29,610, the opportunity cost of earning $8,269/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,316, position total $-153,741 (+$12,534 vs today)
100% normal65 × $1624 Jul8d2.6%61%82%$4,420$16,575+$8,306$149,934
Sell 65 × $16 2.6% OTM over spot $15.59 24 Jul 2026 (8d, $0.71 mid)
= $4,420 credit for the 8d cycle → $16,575/mo projected
Survival (stays ≤ $16)
61%
Breach risk
39%
POP (stays ≤ $16.71)
74%
EV / mo
+$5,349
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.3 mo [3.9-6.6] median, 0.1 mo SLOWER than no FIGHT (5.2 mo): roll costs eat the credits at this rung  ·  14% of paths whole by 9 mo (vs 9% without)  ·  ~29.2 challenges expected  ·  median CC cash $46,974
🛡 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)
65%
Flat exit net (mid-life)
-$38
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 65 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: $0.97/sh now → $0.69 mid-life (likely $0.91–$1.28)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets -$0.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,962 simulated challenges: the $16 strike is typically first touched on day 3 of 8, at $16 (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 (65 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+$0.31/sh+$2,009
cycle +$6,429
[+$1,083…+$1,664] · 99% credit
69%
surv 53%
-$157,029 NOT
cap gain +$9,246
Reliable up-and-out (highest cap still free ≥60%)~$167 Aug 202618d left+$0.36/sh+$2,346
cycle +$6,766
[+$900…+$1,766] · 94% credit
72%
surv 59%
-$153,924 NOT
cap gain +$12,351
Max even-money escape in the band~$177 Aug 202618d left+$0.16/sh+$1,053
cycle +$5,473
[-$642…+$388] · 49% credit
75%
surv 65%
-$151,842 NOT
cap gain +$14,433
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1631 Jul 202611d left+$0.11/sh+$723
cycle +$5,143
[-$468…+$244] · 45% credit
73%
surv 60%
-$155,547 NOT
cap gain +$10,728
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.50/sh-$3,252
cycle +$1,168
[-$5,969…-$4,211]
90%
surv 89%
-$142,647 NOT
cap gain +$23,628
budget: banked $4,420 debit $3,252 (74% used ≈ 0.9 wk of income) → whole cycle still +$1,168 cash · rolled 65 ct earn ≈ $3,289/mo while parked; 10 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$16,575/mo
vs 50% target ($8,250/mo)+101%
vs normal income ($16,500/mo)100% covered
Net income (after hedge)$16,675/mo
Downside budget
⚠ $16 is $24 below CC-SS $39.75: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$149,934
… as % of IC ($0)0.0%
… as % of ML ($75,959)197.4%
Recovery months (at normal income)9.1 mo
Surgical close (65 ct)$-144,300
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 $16.64 (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)$4,420$-159,038+$7,238+$4,095
+2.5%$16.40 (≤1σ, normal week)$1,820$-158,938+$7,338+$1,495
+5%$16.80 (≤1σ, normal week)$-780$-158,838+$7,438-$1,105
SS (= V-bounce)$39.13 (12.5σ)$-145,925$-170,385-$4,110-$34,905
V-BOUNCE STRESS (stock → CC-SS $39.75, where you are whole again, by expiry)
Starting unrealized P&L: $-166,275
+ Fortress recovery (un-capped): +$163,058
− CC assignment net of premium (65 × $16): -$149,934
− Conservative CC assignment net of premium (10 × $22): -$17,697
Total Position P&L @ SS: $-170,848 ($-4,573 vs today)
Do-nothing baseline at SS: $-135,943 (this trade vs do-nothing: $-34,905, the opportunity cost of earning $16,575/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,935, position total $-158,370 (+$7,905 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 (11 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 11 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: +$163,058 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-135,943

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$178d24 Jul 2026$0.3563/75$8,269$8,38978%83%+$3,907-$141,0990.0%$-165,553 (vs do-nothing $-29,610)
$1715d31 Jul 2026$0.6069/75$8,280$8,34073%80%+$3,136-$152,8120.0%$-166,648 (vs do-nothing $-30,705)
$16.508d24 Jul 2026$0.5044/75$8,250$8,56070%79%+$3,332-$100,0860.0%$-158,163 (vs do-nothing $-22,220)
$16.5015d31 Jul 2026$0.7655/75$8,360$8,56067%76%+$2,795-$123,6770.0%$-162,288 (vs do-nothing $-26,345)
$16.5022d7 Aug 2026$0.9664/75$8,378$8,48865%75%+$2,213-$142,6350.0%$-165,319 (vs do-nothing $-29,376)
$168d24 Jul 2026$0.6833/75$8,415$8,83561%74%+$2,716-$76,1200.0%$-153,664 (vs do-nothing $-17,721)
$1615d31 Jul 2026$0.9544/75$8,360$8,67060%73%+$2,383-$100,3060.0%$-158,383 (vs do-nothing $-22,440)
$1622d7 Aug 2026$1.1653/75$8,384$8,60459%72%+$1,932-$119,7100.0%$-161,860 (vs do-nothing $-25,917)
$15.5022d7 Aug 2026$1.4044/75$8,400$8,71053%70%+$1,705-$100,5260.0%$-158,603 (vs do-nothing $-22,660)
$15.5015d31 Jul 2026$1.1935/75$8,330$8,73052%70%+$2,040-$80,6990.0%$-154,703 (vs do-nothing $-18,760)
$15.508d24 Jul 2026$0.9224/75$8,280$8,79050%70%+$2,153-$55,9840.0%$-149,455 (vs do-nothing $-13,512)

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 16:10