FORTRESS FIGHT: BMNR-LC23-1299 @ $15.69

BE SS: $39.13  |  CC-SS: $40.74  |  25 contracts (2,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-19 19:27

BMNR-LC23-1299BBC @ $15.69   UNDERWATER $23.44 (59.9% below BE SS)

PARTIAL: 50 of 75 contracts already capped (50x $16C). FIGHTing the 25 uncapped; all figures (income, hedge, cap give-up) are for that slice.

25 of 75 contracts (2,500 sh uncapped)  |  BE SS: $39.13  |  CC-SS: $40.74  |  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$25,320(ND $-29.87 + SW $40) x 2500
Normal income ref$5,313/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $2,432/mo (info only, already in marks)
Unrealized P&L$-56,625fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,656/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$5,313/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
4.8 mo to earn back $25,320
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $40.74 in the fetched chain; the deepest available is $22C (12d, $125/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-16; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-16
$0
Hole (after banked)
$56,625
was $56,625 · 0% earned back
Cycles closed
0
Credit in flight
$862
Open legAcctCredit/shIn flightOpened
50x $16.5C 24 Jul 2026U10001299$0.17$8622026-07-18
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 24 (live) · RSI 40 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 50 · %B 76 · hist falling (nightly)
LEVELS20W MA (bounce target) $18.67 (+19%) · daily UBB $16.54 · 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: 19 contracts at $17 / 5d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($2,656/mo); it brings $2,736/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 24 × $16.50/5d for $5,328/mo, but breach risk rises to 28% (+9pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 25 × $18/5d (93% survival, $1,650/mo).
Downside anchor: the primary mortgages $44,642 (0% of IC) ONLY on a full V-bounce all the way to SS $39, recoverable in 8.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 19 contracts realizes $-43,064 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 25 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 (5d) · sell 19 × $17, 82% survival, $2,736/mo (E[net] $1,172/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 · 5d19 × $1782%$2,736$1,172

📅 NEXT FRIDAY · 24 Jul 2026 · 5d · E[net] $1,172/mo 🏆 GRAND PICK

🎯 Engine pick: sell 19 × $17 (primary), 82% survival, breach 18%, $2,736/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $17.50 rung (33% normal) lifts survival to 88% (breach 18% → 12%) for $912/mo less (33% income) buys safety you do not really need here.
BMNR  spot $15.69 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield25 × $1824 Jul5d14.7%93%15%+7pp$275$1,650-$1,086$56,565
Sell 25 × $18 14.7% OTM over spot $15.69 24 Jul 2026 (5d, $0.11 mid)
= $275 credit for the 5d cycle → $1,650/mo projected
Survival (stays ≤ $18)
93%
Breach risk
7%
POP (stays ≤ $18.11)
94%
EV / mo
+$1,216
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
18% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~1.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,253/mo
median; plan ~$852/mo after 68% keep · $10,364 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.3 mo [4.6-7.6], measured ONLY among the 18% 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)
8%
Flat exit net (mid-life)
-$1,149
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$20 @ 81% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 25 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.81/sh now → $0.57 mid-life (likely $0.45–$0.83)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 242 simulated challenges: the $18 strike is typically first touched on day 4 of 5, at $18 (overshoots $0.39). 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 (25 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+$0.33/sh+$836
cycle +$1,111
[+$726…+$1,140] · 99% credit
68%
surv 52%
-$50,316 NOT
cap gain +$6,309
Max even-money escape in the band~$2014 Aug 202624d left+$0.07/sh+$163
cycle +$438
[-$196…+$459] · 62% credit
81%
surv 76%
-$45,792 NOT
cap gain +$10,833
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 202610d left+$0.01/sh+$17
cycle +$292
[-$237…+$252] · 51% credit
75%
surv 66%
-$49,313 NOT
cap gain +$7,312
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$1,650/mo
vs 50% target ($2,656/mo)-38%
vs normal income ($5,313/mo)31% covered
Net income (after hedge)$1,650/mo
Downside budget
⚠ $18 is $23 below CC-SS $40.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$56,565
… as % of IC ($0)0.0%
… as % of ML ($25,320)223.4%
Recovery months (at normal income)10.6 mo
Surgical close (25 ct)$-56,638
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 $0.11 collected) or spot ≥ $18.11 (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 $16.54 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.11
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
≥ $18.11
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.6σ)$275$-51,152+$5,472+$200
+2.5%$18.45 (1.9σ)$-850$-51,265+$5,360-$925
+5%$18.90 (2.2σ)$-1,975$-51,378+$5,248-$2,050
SS (= V-bounce)$39.13 (16.1σ)$-52,550$-56,435+$190-$12,300
V-BOUNCE STRESS (stock → CC-SS $40.74, where you are whole again, by expiry)
Starting unrealized P&L: $-56,625
+ Fortress recovery (un-capped): +$56,353
− CC assignment net of premium (25 × $18): -$56,565
Total Position P&L @ SS: $-56,836 ($-211 vs today)
Do-nothing baseline at SS: $-44,536 (this trade vs do-nothing: $-12,300, the opportunity cost of earning $1,650/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,400, position total $-51,320 (+$5,305 vs today)
33% normal19 × $17.5024 Jul5d11.5%88%24%+2pp$304$1,824-$912$43,844
Sell 19 × $17.50 11.5% OTM over spot $15.69 24 Jul 2026 (5d, $0.17 mid)
= $304 credit for the 5d cycle → $1,824/mo projected
Survival (stays ≤ $17.50)
88%
Breach risk
12%
POP (stays ≤ $17.68)
90%
EV / mo
+$1,193
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
11% whole by 9mo vs 8% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,184/mo
median; plan ~$805/mo after 68% keep · $10,241 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.3 mo [4.5-7.4], measured ONLY among the 11% 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)
16%
Flat exit net (mid-life)
-$748
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$20 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.78/sh now → $0.55 mid-life (likely $0.52–$0.91)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 479 simulated challenges: the $18 strike is typically first touched on day 3 of 5, at $18 (overshoots $0.41). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 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+$0.34/sh+$647
cycle +$951
[+$514…+$813] · 97% credit
68%
surv 52%
-$51,584 NOT
cap gain +$5,041
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202624d left+$0.17/sh+$321
cycle +$625
[-$24…+$413] · 73% credit
79%
surv 73%
-$47,837 NOT
cap gain +$8,788
Max even-money escape in the band~$2014 Aug 202624d left+$0.07/sh+$130
cycle +$434
[-$249…+$208] · 51% credit
81%
surv 77%
-$46,903 NOT
cap gain +$9,722
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 202610d left+$0.01/sh+$25
cycle +$329
[-$253…+$87] · 39% credit
75%
surv 66%
-$50,383 NOT
cap gain +$6,242
Safety roll (pay small debit, max POP)~$207 Aug 202616d left-$0.13/sh-$243
cycle +$61
[-$676…-$182] · 12% credit
83%
surv 80%
-$47,276 NOT
cap gain +$9,349
budget: banked $304 debit $243 (80% used ≈ 0.6 wk of income) → whole cycle still +$61 cash · rolled 19 ct earn ≈ $1,516/mo while parked; 6 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$1,824/mo
vs 50% target ($2,656/mo)-31%
vs normal income ($5,313/mo)34% covered
Net income (after hedge)$1,852/mo
Downside budget
⚠ $17.50 is $23 below CC-SS $40.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,844
… as % of IC ($0)0.0%
… as % of ML ($25,320)173.2%
Recovery months (at normal income)8.3 mo
Surgical close (19 ct)$-43,064
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 $0.16 collected) or spot ≥ $17.68 (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 $16.54 (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
$17-17.68
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
≥ $17.68
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 (1.2σ)$304$-52,230+$4,394+$247
+2.5%$17.94 (1.5σ)$-527$-52,077+$4,548-$584
+5%$18.38 (1.8σ)$-1,358$-51,924+$4,701-$1,416
SS (= V-bounce)$39.13 (16.1σ)$-40,793$-54,338+$2,287-$10,203
V-BOUNCE STRESS (stock → CC-SS $40.74, where you are whole again, by expiry)
Starting unrealized P&L: $-56,625
+ Fortress recovery (un-capped): +$56,353
− CC assignment net of premium (19 × $17.50): -$43,844
− Conservative CC assignment net of premium (6 × $23): -$10,624
Total Position P&L @ SS: $-54,739 (+$1,886 vs today)
Do-nothing baseline at SS: $-44,536 (this trade vs do-nothing: $-10,203, the opportunity cost of earning $1,824/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,919, position total $-51,821 (+$4,804 vs today)
🎯 50% normal19 × $1724 Jul5d8.3%82%26%+6pp$456$2,736$44,642
Sell 19 × $17 8.3% OTM over spot $15.69 24 Jul 2026 (5d, $0.26 mid)
= $456 credit for the 5d cycle → $2,736/mo projected
Survival (stays ≤ $17)
82%
Breach risk
18%
POP (stays ≤ $17.25)
86%
EV / mo
+$1,525
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
16% whole by 9mo vs 9% doing nothing
FIRE DRILLS
~4.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,504/mo
median; plan ~$1,023/mo after 68% keep · $12,787 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.2 mo [4.6-7.3], 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)
-$566
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$20 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.76/sh now → $0.54 mid-life (likely $0.53–$0.94)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 765 simulated challenges: the $17 strike is typically first touched on day 3 of 5, 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 (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1731 Jul 202610d left+$0.35/sh+$656
cycle +$1,112
[+$469…+$757] · 99% credit
68%
surv 53%
-$52,547 NOT
cap gain +$4,078
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202624d left+$0.17/sh+$324
cycle +$780
[-$95…+$373] · 67% credit
79%
surv 73%
-$48,807 NOT
cap gain +$7,818
Max even-money escape in the band~$1914 Aug 202624d left+$0.07/sh+$134
cycle +$590
[-$322…+$169] · 44% credit
81%
surv 77%
-$47,872 NOT
cap gain +$8,753
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 202610d left+$0.02/sh+$36
cycle +$492
[-$291…+$69] · 35% credit
75%
surv 67%
-$51,345 NOT
cap gain +$5,280
Safety roll (pay small debit, max POP)~$207 Aug 202616d left-$0.21/sh-$400
cycle +$56
[-$951…-$383] · 2% credit
86%
surv 84%
-$47,281 NOT
cap gain +$9,344
budget: banked $456 debit $400 (88% used ≈ 0.6 wk of income) → whole cycle still +$56 cash · rolled 19 ct earn ≈ $1,167/mo while parked; 6 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,736/mo
vs 50% target ($2,656/mo)+3%
vs normal income ($5,313/mo)52% covered
Net income (after hedge)$2,764/mo
Downside budget
⚠ $17 is $24 below CC-SS $40.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,642
… as % of IC ($0)0.0%
… as % of ML ($25,320)176.3%
Recovery months (at normal income)8.4 mo
Surgical close (19 ct)$-43,064
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 $0.24 collected) or spot ≥ $17.25 (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 $16.54 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.25
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
≥ $17.25
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)$456$-53,204+$3,422+$399
+2.5%$17.42 (1.2σ)$-351$-53,055+$3,570-$408
+5%$17.85 (1.5σ)$-1,159$-52,906+$3,719-$1,216
SS (= V-bounce)$39.13 (16.1σ)$-41,591$-55,136+$1,489-$11,001
V-BOUNCE STRESS (stock → CC-SS $40.74, where you are whole again, by expiry)
Starting unrealized P&L: $-56,625
+ Fortress recovery (un-capped): +$56,353
− CC assignment net of premium (19 × $17): -$44,642
− Conservative CC assignment net of premium (6 × $23): -$10,624
Total Position P&L @ SS: $-55,537 (+$1,088 vs today)
Do-nothing baseline at SS: $-44,536 (this trade vs do-nothing: $-11,001, the opportunity cost of earning $2,736/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,717, position total $-52,619 (+$4,006 vs today)
100% normal24 × $16.5024 Jul5d5.2%72%57%+11pp$888$5,328+$2,592$57,278
Sell 24 × $16.50 5.2% OTM over spot $15.69 24 Jul 2026 (5d, $0.39 mid)
= $888 credit for the 5d cycle → $5,328/mo projected
Survival (stays ≤ $16.50)
72%
Breach risk
28%
POP (stays ≤ $16.89)
80%
EV / mo
+$2,464
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
20% whole by 9mo vs 9% doing nothing
FIRE DRILLS
~7.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,361/mo
median; plan ~$1,606/mo after 68% keep · $19,692 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.1 mo [4.6-7.3], measured ONLY among the 20% 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)
42%
Flat exit net (mid-life)
-$365
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$20 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 24 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.74/sh now → $0.52 mid-life (likely $0.60–$0.94)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,264 simulated challenges: the $16 strike is typically first touched on day 3 of 5, at $17 (overshoots $0.39). 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 (24 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+$0.35/sh+$839
cycle +$1,727
[+$565…+$869] · 98% credit
68%
surv 53%
-$53,072 NOT
cap gain +$3,553
Reliable up-and-out (highest cap still free ≥60%)~$1814 Aug 202624d left+$0.17/sh+$411
cycle +$1,299
[-$165…+$322] · 61% credit
79%
surv 73%
-$49,428 NOT
cap gain +$7,197
Max even-money escape in the band~$1914 Aug 202624d left+$0.07/sh+$172
cycle +$1,060
[-$445…+$73] · 32% credit
82%
surv 77%
-$48,542 NOT
cap gain +$8,083
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 202610d left+$0.02/sh+$57
cycle +$945
[-$384…-$16] · 23% credit
75%
surv 67%
-$52,032 NOT
cap gain +$4,593
Safety roll (pay small debit, max POP)~$207 Aug 202616d left-$0.33/sh-$803
cycle +$85
[-$1,632…-$963]
91%
surv 90%
-$46,142 NOT
cap gain +$10,483
budget: banked $888 debit $803 (90% used ≈ 0.7 wk of income) → whole cycle still +$85 cash · rolled 24 ct earn ≈ $844/mo while parked; 1 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$5,328/mo
vs 50% target ($2,656/mo)+101%
vs normal income ($5,313/mo)100% covered
Net income (after hedge)$5,333/mo
Downside budget
⚠ $16.50 is $24 below CC-SS $40.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$57,278
… as % of IC ($0)0.0%
… as % of ML ($25,320)226.2%
Recovery months (at normal income)10.8 mo
Surgical close (24 ct)$-54,396
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 $0.37 collected) or spot ≥ $16.89 (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 $16.54 (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
$16-16.89
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
≥ $16.89
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$16.50 (≤1σ, normal week)$888$-53,912+$2,714+$816
+2.5%$16.91 (≤1σ, normal week)$-102$-53,973+$2,652-$174
+5%$17.32 (1.1σ)$-1,092$-54,035+$2,590-$1,164
SS (= V-bounce)$39.13 (16.1σ)$-53,424$-58,919-$2,294-$14,784
V-BOUNCE STRESS (stock → CC-SS $40.74, where you are whole again, by expiry)
Starting unrealized P&L: $-56,625
+ Fortress recovery (un-capped): +$56,353
− CC assignment net of premium (24 × $16.50): -$57,278
− Conservative CC assignment net of premium (1 × $23): -$1,771
Total Position P&L @ SS: $-59,320 ($-2,695 vs today)
Do-nothing baseline at SS: $-44,536 (this trade vs do-nothing: $-14,784, the opportunity cost of earning $5,328/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,320, position total $-54,237 (+$2,388 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 (15 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 15 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: +$56,353 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-44,536

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$175d24 Jul 2026$0.2419/25$2,736$2,76482%86%+$1,525-$44,6420.0%$-55,537 (vs do-nothing $-11,001)
$1712d31 Jul 2026$0.4922/25$2,695$2,70973%79%+$916-$51,1410.0%$-56,724 (vs do-nothing $-12,188)
$16.505d24 Jul 2026$0.3712/25$2,664$2,72672%80%+$1,232-$28,6390.0%$-51,928 (vs do-nothing $-7,392)
$1719d7 Aug 2026$0.7124/25$2,691$2,69570%77%+$753-$55,2620.0%$-57,304 (vs do-nothing $-12,768)
$16.5012d31 Jul 2026$0.6317/25$2,678$2,71566%75%+$742-$40,1300.0%$-54,566 (vs do-nothing $-10,030)
$16.5019d7 Aug 2026$0.7822/25$2,709$2,72464%74%+$409-$51,6030.0%$-57,186 (vs do-nothing $-12,650)
$16.5026d14 Aug 2026$1.0323/25$2,733$2,74363%74%+$623-$53,3730.0%$-57,186 (vs do-nothing $-12,650)
$165d24 Jul 2026$0.529/25$2,808$2,88460%73%+$899-$21,7940.0%$-50,395 (vs do-nothing $-5,859)
$1612d31 Jul 2026$0.8213/25$2,665$2,72258%72%+$610-$31,0910.0%$-52,609 (vs do-nothing $-8,073)
$1626d14 Aug 2026$1.2419/25$2,718$2,74758%71%+$554-$44,6420.0%$-55,537 (vs do-nothing $-11,001)
$1619d7 Aug 2026$1.0517/25$2,818$2,85658%71%+$537-$40,2660.0%$-54,702 (vs do-nothing $-10,166)
$15.5026d14 Aug 2026$1.4716/25$2,714$2,75652%69%+$466-$38,0250.0%$-54,232 (vs do-nothing $-9,696)
$15.5019d7 Aug 2026$1.2714/25$2,807$2,85951%68%+$422-$33,5520.0%$-53,300 (vs do-nothing $-8,764)
Show 2 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$15.5012d31 Jul 2026$1.0411/25$2,860$2,92650%68%+$492-$26,6150.0%$-51,675 (vs do-nothing $-7,139)
$15.505d24 Jul 2026$0.756/25$2,700$2,79047%67%+$588-$14,6920.0%$-48,604 (vs do-nothing $-4,068)

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 25 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-19 19:27