FORTRESS FIGHT: BMNR-LC23-1299 @ $15.61

BE SS: $39.13  |  CC-SS: $36.83  |  75 contracts (7,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

BMNR-LC23-1299BBC @ $15.61   UNDERWATER $23.53 (60.1% 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: $36.83  |  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$12,825/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $7,156/mo (info only, already in marks)
Unrealized P&L$-168,638fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,412/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$12,825/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
5.9 mo to earn back $75,959
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $36.83 in the fetched chain; the deepest available is $22C (15d, $300/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 72 · 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: 66 contracts at $17 / 8d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($6,412/mo); it brings $6,435/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 66 × $16/8d for $12,870/mo, but breach risk rises to 40% (+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 (91% survival, $1,969/mo).
Downside anchor: the primary mortgages $129,136 (0% of IC) ONLY on a full V-bounce all the way to SS $39, recoverable in 10.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 66 contracts realizes $-148,599 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 66 × $17, 77% survival, $6,435/mo (E[net] $1,440/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 · 8d66 × $1777%$6,435$1,440

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $1,440/mo 🏆 GRAND PICK

🎯 Engine pick: sell 66 × $17 (primary), 77% survival, breach 23%, $6,435/mo.
⚖️ Worth a safer step: the $17.50 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $2,164/mo less (34% 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 $15.61 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield75 × $18.5024 Jul8d18.6%91%19%$525$1,969-$4,466$136,920
Sell 75 × $18.50 18.6% OTM over spot $15.61 24 Jul 2026 (8d, $0.12 mid)
= $525 credit for the 8d cycle → $1,969/mo projected
Survival (stays ≤ $18.50)
91%
Breach risk
9%
POP (stays ≤ $18.62)
92%
EV / mo
+$352
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.2 mo [3.5-7.0] median, 0.1 mo SLOWER than no FIGHT (5.1 mo): roll costs eat the credits at this rung  ·  16% of paths whole by 9 mo (vs 15% without)  ·  ~4.4 challenges expected  ·  median CC cash $10,812
🛡 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)
-$4,250
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$19 @ 72% 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: $0.90/sh now → $0.64 mid-life (likely $0.52–$0.96)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 270 simulated challenges: the $18 strike is typically first touched on day 6 of 8, at $19 (overshoots $0.47). 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+$0.21/sh+$1,552
cycle +$2,077
[+$1,232…+$2,489] · 98% credit
66%
surv 53%
-$144,609 NOT
cap gain +$24,028
Max even-money escape in the band~$197 Aug 202618d left+$0.07/sh+$494
cycle +$1,019
[-$451…+$1,360] · 63% credit
72%
surv 64%
-$138,881 NOT
cap gain +$29,756
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+$0.03/sh+$251
cycle +$776
[-$358…+$997] · 61% credit
69%
surv 59%
-$142,915 NOT
cap gain +$25,723
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$1,969/mo
vs 50% target ($6,412/mo)-69%
vs normal income ($12,825/mo)15% covered
Net income (after hedge)$1,969/mo
Downside budget
⚠ $18.50 is $18 below CC-SS $36.83: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$136,920
… as % of IC ($0)0.0%
… as % of ML ($75,959)180.3%
Recovery months (at normal income)10.7 mo
Surgical close (75 ct)$-169,012
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.07 collected) or spot ≥ $18.62 (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
$18-18.62
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
≥ $18.62
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.50 (1.5σ)$525$-146,161+$22,476+$375
+2.5%$18.96 (1.8σ)$-2,944$-146,123+$22,514-$3,094
+5%$19.43 (2.0σ)$-6,413$-146,085+$22,553-$6,562
SS (= V-bounce)$39.13 (12.3σ)$-154,200$-144,459+$24,178-$25,875
V-BOUNCE STRESS (stock → CC-SS $36.83, where you are whole again, by expiry)
Starting unrealized P&L: $-168,638
+ Fortress recovery (un-capped): +$160,908
− CC assignment net of premium (75 × $18.50): -$136,920
Total Position P&L @ SS: $-144,649 (+$23,988 vs today)
Do-nothing baseline at SS: $-118,774 (this trade vs do-nothing: $-25,875, the opportunity cost of earning $1,969/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$750, position total $-146,147 (+$22,490 vs today)
33% normal ← lean67 × $17.5024 Jul8d12.1%83%35%$1,139$4,271-$2,164$128,345
Sell 67 × $17.50 12.1% OTM over spot $15.61 24 Jul 2026 (8d, $0.22 mid)
= $1,139 credit for the 8d cycle → $4,271/mo projected
Survival (stays ≤ $17.50)
83%
Breach risk
17%
POP (stays ≤ $17.71)
85%
EV / mo
+$857
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.9 mo [3.5-7.0] median  ·  13% of paths whole by 9 mo (vs 12% without)  ·  ~8.9 challenges expected  ·  median CC cash $19,696
🛡 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)
-$2,896
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$19 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 67 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 $0.58–$0.93)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 695 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 (67 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+$0.22/sh+$1,496
cycle +$2,635
[+$1,021…+$2,002] · 99% credit
66%
surv 53%
-$151,617 NOT
cap gain +$17,020
Reliable up-and-out (highest cap still free ≥60%)~$187 Aug 202618d left+$0.24/sh+$1,611
cycle +$2,750
[+$813…+$2,037] · 94% credit
68%
surv 59%
-$148,508 NOT
cap gain +$20,130
Max even-money escape in the band~$187 Aug 202618d left+$0.08/sh+$535
cycle +$1,674
[-$427…+$852] · 57% credit
72%
surv 65%
-$145,792 NOT
cap gain +$22,845
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+$0.05/sh+$341
cycle +$1,480
[-$360…+$642] · 55% credit
69%
surv 59%
-$149,778 NOT
cap gain +$18,860
Safety roll (pay small debit, max POP)~$197 Aug 202618d left-$0.06/sh-$396
cycle +$743
[-$1,522…-$122] · 22% credit
76%
surv 70%
-$142,932 NOT
cap gain +$25,706
budget: banked $1,139 debit $396 (35% used ≈ 0.4 wk of income) → whole cycle still +$743 cash · rolled 67 ct earn ≈ $6,066/mo while parked; 8 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$4,271/mo
vs 50% target ($6,412/mo)-33%
vs normal income ($12,825/mo)33% covered
Net income (after hedge)$4,303/mo
Downside budget
⚠ $17.50 is $19 below CC-SS $36.83: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$128,345
… as % of IC ($0)0.0%
… as % of ML ($75,959)169.0%
Recovery months (at normal income)10.0 mo
Surgical close (67 ct)$-150,951
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $17.71 (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
$17-17.71
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
≥ $17.71
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (≤1σ, normal week)$1,139$-153,114+$15,524+$1,005
+2.5%$17.94 (1.2σ)$-1,792$-152,728+$15,910-$1,926
+5%$18.38 (1.4σ)$-4,724$-152,341+$16,296-$4,858
SS (= V-bounce)$39.13 (12.3σ)$-143,782$-147,729+$20,908-$29,145
V-BOUNCE STRESS (stock → CC-SS $36.83, where you are whole again, by expiry)
Starting unrealized P&L: $-168,638
+ Fortress recovery (un-capped): +$160,908
− CC assignment net of premium (67 × $17.50): -$128,345
− Conservative CC assignment net of premium (8 × $22): -$11,845
Total Position P&L @ SS: $-147,919 (+$20,718 vs today)
Do-nothing baseline at SS: $-118,774 (this trade vs do-nothing: $-29,145, the opportunity cost of earning $4,271/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,700, position total $-152,081 (+$16,556 vs today)
🎯 50% normal66 × $1724 Jul8d8.9%77%34%$1,716$6,435$129,136
Sell 66 × $17 8.9% OTM over spot $15.61 24 Jul 2026 (8d, $0.29 mid)
= $1,716 credit for the 8d cycle → $6,435/mo projected
Survival (stays ≤ $17)
77%
Breach risk
23%
POP (stays ≤ $17.29)
81%
EV / mo
+$1,239
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.9 mo [4.9-7.4] median, 0.2 mo SLOWER than no FIGHT (5.6 mo): roll costs eat the credits at this rung  ·  15% of paths whole by 9 mo (vs 11% without)  ·  ~12.7 challenges expected  ·  median CC cash $25,238
🛡 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)
34%
Flat exit net (mid-life)
-$2,145
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$18 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 66 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: $0.83/sh now → $0.59 mid-life (likely $0.63–$0.94)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,035 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 (66 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+$0.23/sh+$1,520
cycle +$3,236
[+$953…+$1,733] · 98% credit
66%
surv 53%
-$154,806 NOT
cap gain +$13,832
Reliable up-and-out (highest cap still free ≥60%)~$177 Aug 202618d left+$0.25/sh+$1,620
cycle +$3,336
[+$708…+$1,749] · 93% credit
69%
surv 59%
-$151,711 NOT
cap gain +$16,926
Max even-money escape in the band~$187 Aug 202618d left+$0.09/sh+$565
cycle +$2,281
[-$518…+$578] · 49% credit
72%
surv 65%
-$148,975 NOT
cap gain +$19,663
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+$0.06/sh+$386
cycle +$2,102
[-$403…+$454] · 47% credit
69%
surv 59%
-$152,945 NOT
cap gain +$15,693
Safety roll (pay small debit, max POP)~$1831 Jul 202611d left-$0.22/sh-$1,420
cycle +$296
[-$2,640…-$1,571] · 1% credit
79%
surv 74%
-$147,168 NOT
cap gain +$21,469
budget: banked $1,716 debit $1,420 (83% used ≈ 1.0 wk of income) → whole cycle still +$296 cash · rolled 66 ct earn ≈ $6,658/mo while parked; 9 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$6,435/mo
vs 50% target ($6,412/mo)+0%
vs normal income ($12,825/mo)50% covered
Net income (after hedge)$6,471/mo
Downside budget
⚠ $17 is $20 below CC-SS $36.83: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$129,136
… as % of IC ($0)0.0%
… as % of ML ($75,959)170.0%
Recovery months (at normal income)10.1 mo
Surgical close (66 ct)$-148,599
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $17.29 (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
$17-17.29
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
≥ $17.29
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$1,716$-156,326+$12,312+$1,584
+2.5%$17.42 (≤1σ, normal week)$-1,089$-155,908+$12,729-$1,221
+5%$17.85 (1.2σ)$-3,894$-155,491+$13,147-$4,026
SS (= V-bounce)$39.13 (12.3σ)$-144,342$-150,000+$18,637-$31,416
V-BOUNCE STRESS (stock → CC-SS $36.83, where you are whole again, by expiry)
Starting unrealized P&L: $-168,638
+ Fortress recovery (un-capped): +$160,908
− CC assignment net of premium (66 × $17): -$129,136
− Conservative CC assignment net of premium (9 × $22): -$13,325
Total Position P&L @ SS: $-150,190 (+$18,447 vs today)
Do-nothing baseline at SS: $-118,774 (this trade vs do-nothing: $-31,416, the opportunity cost of earning $6,435/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,306, position total $-154,685 (+$13,952 vs today)
100% normal66 × $1624 Jul8d2.5%60%83%$3,432$12,870+$6,435$134,020
Sell 66 × $16 2.5% OTM over spot $15.61 24 Jul 2026 (8d, $0.55 mid)
= $3,432 credit for the 8d cycle → $12,870/mo projected
Survival (stays ≤ $16)
60%
Breach risk
40%
POP (stays ≤ $16.55)
71%
EV / mo
+$957
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.5 mo [4.0-6.9] median, 0.3 mo faster than no FIGHT (5.8 mo)  ·  14% of paths whole by 9 mo (vs 11% without)  ·  ~30.5 challenges expected  ·  median CC cash $34,328
🛡 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)
66%
Flat exit net (mid-life)
-$202
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 66 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: $0.78/sh now → $0.55 mid-life (likely $0.74–$1.04)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,993 simulated challenges: the $16 strike is typically first touched on day 3 of 8, at $16 (overshoots $0.44). 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 (66 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+$0.24/sh+$1,597
cycle +$5,029
[+$810…+$1,275] · 99% credit
66%
surv 53%
-$160,595 NOT
cap gain +$8,042
Reliable up-and-out (highest cap still free ≥60%)~$167 Aug 202618d left+$0.25/sh+$1,668
cycle +$5,100
[+$391…+$1,156] · 88% credit
69%
surv 59%
-$157,530 NOT
cap gain +$11,108
Up-and-out for even (raise the cap, free)~$1631 Jul 202611d left+$0.07/sh+$471
cycle +$3,903
[-$604…+$36] · 27% credit
70%
surv 60%
-$158,727 NOT
cap gain +$9,911
Max even-money escape in the band~$177 Aug 202618d left+$0.09/sh+$623
cycle +$4,055
[-$870…+$22] · 26% credit
72%
surv 65%
-$154,783 NOT
cap gain +$13,854
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-$0.45/sh-$2,958
cycle +$474
[-$5,435…-$3,873]
92%
surv 92%
-$139,407 NOT
cap gain +$29,230
budget: banked $3,432 debit $2,958 (86% used ≈ 1.0 wk of income) → whole cycle still +$474 cash · rolled 66 ct earn ≈ $1,845/mo while parked; 9 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$12,870/mo
vs 50% target ($6,412/mo)+101%
vs normal income ($12,825/mo)100% covered
Net income (after hedge)$12,906/mo
Downside budget
⚠ $16 is $21 below CC-SS $36.83: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$134,020
… as % of IC ($0)0.0%
… as % of ML ($75,959)176.4%
Recovery months (at normal income)10.4 mo
Surgical close (66 ct)$-148,632
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.52 collected) or spot ≥ $16.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (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
$16-16.55
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.55
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$3,432$-162,192+$6,445+$3,300
+2.5%$16.40 (≤1σ, normal week)$792$-161,799+$6,838+$660
+5%$16.80 (≤1σ, normal week)$-1,848$-161,406+$7,231-$1,980
SS (= V-bounce)$39.13 (12.3σ)$-149,226$-154,884+$13,753-$36,300
V-BOUNCE STRESS (stock → CC-SS $36.83, where you are whole again, by expiry)
Starting unrealized P&L: $-168,638
+ Fortress recovery (un-capped): +$160,908
− CC assignment net of premium (66 × $16): -$134,020
− Conservative CC assignment net of premium (9 × $22): -$13,325
Total Position P&L @ SS: $-155,074 (+$13,563 vs today)
Do-nothing baseline at SS: $-118,774 (this trade vs do-nothing: $-36,300, the opportunity cost of earning $12,870/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,190, position total $-159,569 (+$9,068 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: 1.011 (IBKR)  |  Recovery@SS: +$160,908 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-118,774

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$178d24 Jul 2026$0.2666/75$6,435$6,47177%81%+$1,239-$129,1360.0%$-150,190 (vs do-nothing $-31,416)
$1715d31 Jul 2026$0.4670/75$6,440$6,46072%78%+$1,016-$135,5620.0%$-150,694 (vs do-nothing $-31,920)
$16.508d24 Jul 2026$0.3648/75$6,480$6,58870%76%+$699-$95,8370.0%$-143,542 (vs do-nothing $-24,768)
$16.5015d31 Jul 2026$0.5757/75$6,498$6,57066%74%+$515-$112,6090.0%$-146,989 (vs do-nothing $-28,215)
$16.5022d7 Aug 2026$0.7365/75$6,470$6,51065%74%+$115-$127,3740.0%$-149,909 (vs do-nothing $-31,135)
$168d24 Jul 2026$0.5233/75$6,435$6,60360%71%+$478-$67,0100.0%$-136,924 (vs do-nothing $-18,150)
$1615d31 Jul 2026$0.7444/75$6,512$6,63659%70%+$336-$88,3790.0%$-142,006 (vs do-nothing $-23,232)
$1622d7 Aug 2026$0.8953/75$6,432$6,52059%72%$-106-$105,6610.0%$-145,963 (vs do-nothing $-27,189)
$15.5022d7 Aug 2026$1.1342/75$6,472$6,60453%68%+$6-$84,8230.0%$-141,412 (vs do-nothing $-22,638)
$15.5015d31 Jul 2026$0.9634/75$6,528$6,69252%67%+$247-$69,2440.0%$-137,678 (vs do-nothing $-18,904)
$15.508d24 Jul 2026$0.7125/75$6,656$6,85650%65%+$86-$51,5400.0%$-133,299 (vs do-nothing $-14,525)

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 21:38