FORTRESS FIGHT: BMNR-LC23-1299 @ $14.97

BE SS: $39.13  |  CC-SS: $36.93  |  75 contracts (7,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 21:37

BMNR-LC23-1299BBC @ $14.97   UNDERWATER $24.16 (61.7% below BE SS)

75 contracts (7,500 sh)  |  BE SS: $39.13  |  CC-SS: $36.93  |  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$13,018/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $7,007/mo (info only, already in marks)
Unrealized P&L$-173,700fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,509/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$13,018/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
5.8 mo to earn back $75,959
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $36.93 in the fetched chain; the deepest available is $22C (14d, $321/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 18 (live) · RSI 38 · MACD bearish, hist rising
DAILYMIXED (provisional) · RSI 46 · %B 58 · hist falling (nightly)
LEVELS20W MA (bounce target) $18.63 (+24%) · daily UBB $16.37 · 1-wk expected move ±$2 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 59 contracts at $16 / 7d. This is the safest strike (survival 74%, breach 26%) that still earns 50% of normal income ($6,509/mo); it brings $6,574/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 71 × $15.50/7d for $13,084/mo, but breach risk rises to 36% (+10pp 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 × $17.50/7d (91% survival, $2,893/mo).
Downside anchor: the primary mortgages $121,956 (0% of IC) ONLY on a full V-bounce all the way to SS $39, recoverable in 9.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 59 contracts realizes $-136,909 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 (7d) · sell 59 × $16, 74% survival, $6,574/mo (E[net] $1,149/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 · 7d59 × $1674%$6,574$1,149

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $1,149/mo 🏆 GRAND PICK

🎯 Engine pick: sell 59 × $16 (primary), 74% survival, breach 26%, $6,574/mo.
⚖️ Worth a safer step: the $16.50 rung (33% normal) lifts survival to 82% (breach 26% → 18%) for $2,203/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 $16.50 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $14.97 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield75 × $17.5024 Jul7d16.9%91%19%+2pp$675$2,893-$3,681$145,054
Sell 75 × $17.50 16.9% OTM over spot $14.97 24 Jul 2026 (7d, $0.12 mid)
= $675 credit for the 7d cycle → $2,893/mo projected
Survival (stays ≤ $17.50)
91%
Breach risk
9%
POP (stays ≤ $17.62)
92%
EV / mo
+$1,267
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
15% whole by 9mo vs 13% doing nothing
FIRE DRILLS
~1.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,893/mo
median; plan ~$1,287/mo after 68% keep · $15,633 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.9 mo [4.2-6.9], measured ONLY among the 15% of futures that got whole
🛡 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)
-$3,827
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$20 @ 80% POP
75% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.85/sh now → $0.60 mid-life (likely $0.48–$0.90)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 282 simulated challenges: the $18 strike is typically first touched on day 5 of 7, 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 (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 202610d left+$0.15/sh+$1,115
cycle +$1,790
[+$645…+$2,137] · 90% credit
66%
surv 52%
-$152,973 NOT
cap gain +$20,727
Up-and-out for even (raise the cap, free)~$1831 Jul 202610d left+$0.15/sh+$1,106
cycle +$1,781
[+$642…+$2,115] · 90% credit
67%
surv 53%
-$152,757 NOT
cap gain +$20,943
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202624d left+$0.17/sh+$1,247
cycle +$1,922
[+$258…+$2,225] · 82% credit
73%
surv 65%
-$145,132 NOT
cap gain +$28,568
Max even-money escape in the band~$2014 Aug 202624d left+$0.04/sh+$320
cycle +$995
[-$796…+$1,118] · 55% credit
80%
surv 75%
-$138,573 NOT
cap gain +$35,127
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,893/mo
vs 50% target ($6,509/mo)-56%
vs normal income ($13,018/mo)22% covered
Net income (after hedge)$2,893/mo
Downside budget
⚠ $17.50 is $19 below CC-SS $36.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$145,054
… as % of IC ($0)0.0%
… as % of ML ($75,959)191.0%
Recovery months (at normal income)11.1 mo
Surgical close (75 ct)$-173,925
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $17.62 (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 $16.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.62
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
≥ $17.62
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 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (1.5σ)$675$-154,088+$19,612+$525
+2.5%$17.94 (1.8σ)$-2,606$-154,095+$19,605-$2,756
+5%$18.38 (2.1σ)$-5,888$-154,101+$19,599-$6,038
SS (= V-bounce)$39.13 (14.7σ)$-161,550$-154,412+$19,288-$33,225
V-BOUNCE STRESS (stock → CC-SS $36.93, where you are whole again, by expiry)
Starting unrealized P&L: $-173,700
+ Fortress recovery (un-capped): +$164,374
− CC assignment net of premium (75 × $17.50): -$145,054
Total Position P&L @ SS: $-154,379 (+$19,321 vs today)
Do-nothing baseline at SS: $-121,154 (this trade vs do-nothing: $-33,225, the opportunity cost of earning $2,893/mo FIGHT income now)
BB-reversion stress (→ $18.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,800, position total $-154,105 (+$19,595 vs today)
33% normal ← lean51 × $16.5024 Jul7d10.2%82%38%+3pp$1,020$4,371-$2,203$103,176
Sell 51 × $16.50 10.2% OTM over spot $14.97 24 Jul 2026 (7d, $0.22 mid)
= $1,020 credit for the 7d cycle → $4,371/mo projected
Survival (stays ≤ $16.50)
82%
Breach risk
18%
POP (stays ≤ $16.71)
84%
EV / mo
+$1,527
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
16% whole by 9mo vs 13% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,395/mo
median; plan ~$1,629/mo after 68% keep · $20,500 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.2 mo [4.3-7.0], measured ONLY among the 16% of futures that got whole
🛡 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)
26%
Flat exit net (mid-life)
-$1,866
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$19 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 51 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.80/sh now → $0.57 mid-life (likely $0.55–$0.90)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 776 simulated challenges: the $16 strike is typically first touched on day 4 of 7, at $17 (overshoots $0.38). 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 (51 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202610d left+$0.17/sh+$850
cycle +$1,870
[+$337…+$1,180] · 89% credit
66%
surv 52%
-$160,330 NOT
cap gain +$13,370
Up-and-out for even (raise the cap, free)~$1731 Jul 202610d left+$0.17/sh+$843
cycle +$1,863
[+$337…+$1,169] · 89% credit
67%
surv 53%
-$160,112 NOT
cap gain +$13,588
Reliable up-and-out (highest cap still free ≥60%)~$1814 Aug 202624d left+$0.18/sh+$904
cycle +$1,924
[+$68…+$1,166] · 76% credit
73%
surv 66%
-$152,566 NOT
cap gain +$21,134
Max even-money escape in the band~$1914 Aug 202624d left+$0.05/sh+$266
cycle +$1,286
[-$670…+$408] · 43% credit
80%
surv 75%
-$145,720 NOT
cap gain +$27,980
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1914 Aug 202624d left-$0.18/sh-$914
cycle +$106
[-$2,090…-$804] · 8% credit
82%
surv 79%
-$143,157 NOT
cap gain +$30,543
budget: banked $1,020 debit $914 (90% used ≈ 0.9 wk of income) → whole cycle still +$106 cash · rolled 51 ct earn ≈ $2,466/mo while parked; 24 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$4,371/mo
vs 50% target ($6,509/mo)-33%
vs normal income ($13,018/mo)34% covered
Net income (after hedge)$4,474/mo
Downside budget
⚠ $16.50 is $20 below CC-SS $36.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$103,176
… as % of IC ($0)0.0%
… as % of ML ($75,959)135.8%
Recovery months (at normal income)7.9 mo
Surgical close (51 ct)$-118,192
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 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 $16.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.34Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.71
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 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (≤1σ, normal week)$1,020$-161,180+$12,520+$918
+2.5%$16.91 (1.2σ)$-1,084$-160,196+$13,504-$1,186
+5%$17.32 (1.4σ)$-3,187$-159,212+$14,488-$3,290
SS (= V-bounce)$39.13 (14.7σ)$-114,393$-148,319+$25,381-$27,132
V-BOUNCE STRESS (stock → CC-SS $36.93, where you are whole again, by expiry)
Starting unrealized P&L: $-173,700
+ Fortress recovery (un-capped): +$164,374
− CC assignment net of premium (51 × $16.50): -$103,176
− Conservative CC assignment net of premium (24 × $22): -$35,785
Total Position P&L @ SS: $-148,286 (+$25,414 vs today)
Do-nothing baseline at SS: $-121,154 (this trade vs do-nothing: $-27,132, the opportunity cost of earning $4,371/mo FIGHT income now)
BB-reversion stress (→ $18.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,843, position total $-156,100 (+$17,600 vs today)
🎯 50% normal59 × $1624 Jul7d6.9%74%39%+2pp$1,534$6,574$121,956
Sell 59 × $16 6.9% OTM over spot $14.97 24 Jul 2026 (7d, $0.30 mid)
= $1,534 credit for the 7d cycle → $6,574/mo projected
Survival (stays ≤ $16)
74%
Breach risk
26%
POP (stays ≤ $16.30)
79%
EV / mo
+$1,215
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
12% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~5.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,000/mo
median; plan ~$2,040/mo after 68% keep · $26,297 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo [4.4-7.4], measured ONLY among the 12% of futures that got whole
🛡 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)
39%
Flat exit net (mid-life)
-$1,704
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$19 @ 85% POP
83% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.78/sh now → $0.55 mid-life (likely $0.60–$0.94)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,173 simulated challenges: the $16 strike is typically first touched on day 4 of 7, at $16 (overshoots $0.38). 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
Up-and-out for even (raise the cap, free)~$1631 Jul 202610d left+$0.17/sh+$1,021
cycle +$2,555
[+$321…+$1,085] · 88% credit
67%
surv 53%
-$163,179 NOT
cap gain +$10,521
Roll out (same strike, buy time)~$1631 Jul 202610d left+$0.17/sh+$1,030
cycle +$2,564
[+$320…+$1,095] · 88% credit
66%
surv 52%
-$163,395 NOT
cap gain +$10,305
Reliable up-and-out (highest cap still free ≥60%)~$1714 Aug 202624d left+$0.18/sh+$1,069
cycle +$2,603
[-$113…+$995] · 71% credit
73%
surv 66%
-$155,646 NOT
cap gain +$18,054
Max even-money escape in the band~$1814 Aug 202624d left+$0.06/sh+$325
cycle +$1,859
[-$950…+$184] · 32% credit
80%
surv 76%
-$148,905 NOT
cap gain +$24,795
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1914 Aug 202624d left-$0.23/sh-$1,360
cycle +$174
[-$3,081…-$1,600] · 2% credit
85%
surv 83%
-$143,105 NOT
cap gain +$30,595
budget: banked $1,534 debit $1,360 (89% used ≈ 0.9 wk of income) → whole cycle still +$174 cash · rolled 59 ct earn ≈ $2,347/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$6,574/mo
vs 50% target ($6,509/mo)+1%
vs normal income ($13,018/mo)51% covered
Net income (after hedge)$6,643/mo
Downside budget
⚠ $16 is $21 below CC-SS $36.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$121,956
… as % of IC ($0)0.0%
… as % of ML ($75,959)160.6%
Recovery months (at normal income)9.4 mo
Surgical close (59 ct)$-136,909
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 ≥ $16.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$1,534$-164,424+$9,276+$1,416
+2.5%$16.40 (≤1σ, normal week)$-826$-163,790+$9,910-$944
+5%$16.80 (1.1σ)$-3,186$-163,156+$10,544-$3,304
SS (= V-bounce)$39.13 (14.7σ)$-134,933$-155,171+$18,529-$33,984
V-BOUNCE STRESS (stock → CC-SS $36.93, where you are whole again, by expiry)
Starting unrealized P&L: $-173,700
+ Fortress recovery (un-capped): +$164,374
− CC assignment net of premium (59 × $16): -$121,956
− Conservative CC assignment net of premium (16 × $22): -$23,857
Total Position P&L @ SS: $-155,138 (+$18,562 vs today)
Do-nothing baseline at SS: $-121,154 (this trade vs do-nothing: $-33,984, the opportunity cost of earning $6,574/mo FIGHT income now)
BB-reversion stress (→ $18.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,983, position total $-160,256 (+$13,444 vs today)
100% normal71 × $15.5024 Jul7d3.5%64%74%+6pp$3,053$13,084+$6,510$149,104
Sell 71 × $15.50 3.5% OTM over spot $14.97 24 Jul 2026 (7d, $0.45 mid)
= $3,053 credit for the 7d cycle → $13,084/mo projected
Survival (stays ≤ $15.50)
64%
Breach risk
36%
POP (stays ≤ $15.96)
74%
EV / mo
+$2,689
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
15% whole by 9mo vs 9% doing nothing
FIRE DRILLS
~9.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,644/mo
median; plan ~$3,158/mo after 68% keep · $40,152 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo [4.7-7.8], measured ONLY among the 15% of futures that got whole
🛡 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)
57%
Flat exit net (mid-life)
-$722
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$20 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 71 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.75/sh now → $0.53 mid-life (likely $0.67–$0.97)≈ $0 at expiry  |  you banked $0.43/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,709 simulated challenges: the $16 strike is typically first touched on day 3 of 7, at $16 (overshoots $0.38). 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 (71 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1631 Jul 202610d left+$0.18/sh+$1,278
cycle +$4,331
[+$272…+$985] · 86% credit
67%
surv 53%
-$165,170 NOT
cap gain +$8,530
Roll out (same strike, buy time)~$1631 Jul 202610d left+$0.18/sh+$1,289
cycle +$4,342
[+$268…+$992] · 85% credit
66%
surv 53%
-$165,383 NOT
cap gain +$8,317
Reliable up-and-out (highest cap still free ≥60%)~$1714 Aug 202624d left+$0.18/sh+$1,307
cycle +$4,360
[-$349…+$746] · 62% credit
74%
surv 66%
-$157,656 NOT
cap gain +$16,044
Max even-money escape in the band~$1814 Aug 202624d left+$0.06/sh+$404
cycle +$3,457
[-$1,358…-$174] · 20% credit
81%
surv 76%
-$151,073 NOT
cap gain +$22,627
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2014 Aug 202624d left-$0.41/sh-$2,933
cycle +$120
[-$5,717…-$3,812]
90%
surv 90%
-$135,698 NOT
cap gain +$38,002
budget: banked $3,053 debit $2,933 (96% used ≈ 1.0 wk of income) → whole cycle still +$120 cash · rolled 71 ct earn ≈ $1,052/mo while parked; 4 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$13,084/mo
vs 50% target ($6,509/mo)+101%
vs normal income ($13,018/mo)101% covered
Net income (after hedge)$13,101/mo
Downside budget
⚠ $15.50 is $21 below CC-SS $36.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$149,104
… as % of IC ($0)0.0%
… as % of ML ($75,959)196.3%
Recovery months (at normal income)11.5 mo
Surgical close (71 ct)$-164,613
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.43 collected) or spot ≥ $15.96 (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 $16.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.96
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
≥ $15.96
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 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (≤1σ, normal week)$3,053$-166,672+$7,028+$2,911
+2.5%$15.89 (≤1σ, normal week)$302$-166,523+$7,177+$160
+5%$16.28 (≤1σ, normal week)$-2,450$-166,374+$7,326-$2,592
SS (= V-bounce)$39.13 (14.7σ)$-164,720$-164,426+$9,274-$43,239
V-BOUNCE STRESS (stock → CC-SS $36.93, where you are whole again, by expiry)
Starting unrealized P&L: $-173,700
+ Fortress recovery (un-capped): +$164,374
− CC assignment net of premium (71 × $15.50): -$149,104
− Conservative CC assignment net of premium (4 × $22): -$5,964
Total Position P&L @ SS: $-164,393 (+$9,307 vs today)
Do-nothing baseline at SS: $-121,154 (this trade vs do-nothing: $-43,239, the opportunity cost of earning $13,084/mo FIGHT income now)
BB-reversion stress (→ $18.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$19,170, position total $-165,467 (+$8,233 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 (10 clear the floor), click to expand

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

Fortress delta: 0.998 (IBKR)  |  Recovery@SS: +$164,374 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-121,154

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$167d24 Jul 2026$0.2659/75$6,574$6,64374%79%+$1,215-$121,9560.0%$-155,138 (vs do-nothing $-33,984)
$1614d31 Jul 2026$0.4667/75$6,604$6,63969%77%+$908-$137,1520.0%$-158,406 (vs do-nothing $-37,252)
$1621d7 Aug 2026$0.6670/75$6,600$6,62167%75%+$919-$141,8930.0%$-158,674 (vs do-nothing $-37,520)
$15.507d24 Jul 2026$0.4336/75$6,634$6,80164%74%+$1,363-$75,6020.0%$-143,078 (vs do-nothing $-21,924)
$15.5014d31 Jul 2026$0.6150/75$6,536$6,64362%72%+$627-$104,1020.0%$-150,704 (vs do-nothing $-29,550)
$15.5021d7 Aug 2026$0.8256/75$6,560$6,64161%72%+$631-$115,4190.0%$-153,074 (vs do-nothing $-31,920)
$1528d14 Aug 2026$1.1454/75$6,596$6,68655%69%+$216-$112,2690.0%$-152,906 (vs do-nothing $-31,752)
$1521d7 Aug 2026$1.0245/75$6,557$6,68654%69%+$419-$94,0970.0%$-148,154 (vs do-nothing $-27,000)
$1514d31 Jul 2026$0.8138/75$6,596$6,75454%68%+$435-$80,2580.0%$-144,752 (vs do-nothing $-23,598)
$157d24 Jul 2026$0.5827/75$6,711$6,91753%68%+$508-$57,6460.0%$-138,542 (vs do-nothing $-17,388)

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  |  2026-07-17 21:37