FORTRESS FIGHT: BMNR-LC23-1782 @ $15.59

BE SS: $30.29  |  CC-SS: $21.35  |  150 contracts (15,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 16:00

BMNR-LC23-1782BBC @ $15.59   UNDERWATER $14.70 (48.5% 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.

150 contracts (15,000 sh)  |  BE SS: $30.29  |  CC-SS: $21.35  |  IV: HIGH  |  Accounts: Joint:1782

LC: $23 exp 2028-01-21 (entry $6.155/sh)
SP: $65 exp 2028-01-21 (entry $48.015/sh)
HP: $25 exp 2028-01-21 (entry $12.331/sh)

Economics

Max Loss$157,060(ND $-29.53 + SW $40) x 15000
Normal income ref$33,000/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $14,000/mo (info only, already in marks)
Unrealized P&L$-67,200fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$16,500/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$33,000/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
4.8 mo to earn back $157,060
Deep drawdown confirmed: a CC at CC-SS $21.35 (probe: $21.5C 15d) brings only $2,100/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; the banked-floor (info) shows how far premium would ratchet the floor, but the recommended CC-SS stays the pure recovery strike.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 23 (live) · RSI 40 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 50 · %B 71 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.67 (+20%) · daily UBB $16.64 · 1-wk expected move ±$2 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-16: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 126 contracts at $17 / 8d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($16,500/mo); it brings $16,538/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 130 × $16/8d for $33,150/mo, but breach risk rises to 39% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 150 × $18.50/8d (92% survival, $6,750/mo).
Downside anchor: the primary mortgages $50,352 (0% of IC) ONLY on a full V-bounce all the way to SS $30, recoverable in 1.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 126 contracts realizes $-56,763 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 150 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 126 × $17, 78% survival, $16,538/mo (E[net] $4,887/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 · 8d126 × $1778%$16,538$4,887

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $4,887/mo 🏆 GRAND PICK

🎯 Engine pick: sell 126 × $17 (primary), 78% survival, breach 22%, $16,538/mo.
⚖️ Worth a safer step: the $17.50 rung (33% normal) lifts survival to 85% (breach 22% → 15%) for $5,569/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 $15.59 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield150 × $18.5024 Jul8d18.7%92%17%$1,800$6,750-$9,788$40,893
Sell 150 × $18.50 18.7% OTM over spot $15.59 24 Jul 2026 (8d, $0.14 mid)
= $1,800 credit for the 8d cycle → $6,750/mo projected
Survival (stays ≤ $18.50)
92%
Breach risk
8%
POP (stays ≤ $18.64)
93%
EV / mo
+$4,182
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-2.9] median  ·  62% of paths whole by 9 mo (vs 60% without)  ·  ~2.1 challenges expected  ·  median CC cash $18,288
🛡 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)
10%
Flat exit net (mid-life)
-$10,096
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$20 @ 77% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 150 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.12/sh now → $0.79 mid-life (likely $0.62–$1.10)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 301 simulated challenges: the $18 strike is typically first touched on day 6 of 8, at $19 (overshoots $0.45). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (150 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 202611d left+$0.26/sh+$3,957
cycle +$5,757
[+$3,432…+$6,845] · 99% credit
69%
surv 53%
-$22,158 NOT
cap gain +$45,042
Max even-money escape in the band~$197 Aug 202618d left+$0.13/sh+$1,954
cycle +$3,754
[+$360…+$4,391] · 78% credit
74%
surv 64%
-$11,876 NOT
cap gain +$55,324
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1931 Jul 202611d left+$0.06/sh+$970
cycle +$2,770
[-$112…+$3,243] · 72% credit
72%
surv 59%
-$19,610 NOT
cap gain +$47,590
Safety roll (pay small debit, max POP)~$207 Aug 202618d left-$0.04/sh-$618
cycle +$1,182
[-$2,698…+$1,698] · 41% credit
77%
surv 70%
-$7,698 NOT
cap gain +$59,502
budget: banked $1,800 debit $618 (34% used ≈ 0.4 wk of income) → whole cycle still +$1,182 cash · rolled 150 ct earn ≈ $18,797/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,750/mo
vs 50% target ($16,500/mo)-59%
vs normal income ($33,000/mo)20% covered
Net income (after hedge)$6,750/mo
Downside budget
⚠ $18.50 is $3 below CC-SS $21.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,893
… as % of IC ($0)0.0%
… as % of ML ($157,060)26.0%
Recovery months (at normal income)1.2 mo
Surgical close (150 ct)$-67,425
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $18.64 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $18.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.64
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $18.64
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.50 (1.5σ)$1,800$-26,115+$41,085+$1,050
+2.5%$18.96 (1.8σ)$-5,137$-26,809+$40,391-$5,887
+5%$19.43 (2.0σ)$-12,075$-27,503+$39,698-$12,825
SS (= V-bounce)$30.29 (7.8σ)$-175,050$-43,800+$23,400-$51,450
V-BOUNCE STRESS (stock → CC-SS $21.35, where you are whole again, by expiry)
Starting unrealized P&L: $-67,200
+ Fortress recovery (un-capped): +$77,709
− CC assignment net of premium (150 × $18.50): -$40,893
Total Position P&L @ SS: $-30,384 (+$36,816 vs today)
Do-nothing baseline at SS: $11,259 (this trade vs do-nothing: $-41,643, the opportunity cost of earning $6,750/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 $-26,370 (+$40,830 vs today)
33% normal ← lean117 × $17.5024 Jul8d12.3%85%32%$2,925$10,969-$5,569$42,076
Sell 117 × $17.50 12.3% OTM over spot $15.59 24 Jul 2026 (8d, $0.27 mid)
= $2,925 credit for the 8d cycle → $10,969/mo projected
Survival (stays ≤ $17.50)
85%
Breach risk
15%
POP (stays ≤ $17.77)
87%
EV / mo
+$6,163
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-3.7] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  70% of paths whole by 9 mo (vs 63% without)  ·  ~4.2 challenges expected  ·  median CC cash $25,511
🛡 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)
-$5,852
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$19 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 117 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.06/sh now → $0.75 mid-life (likely $0.71–$1.19)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 692 simulated challenges: the $18 strike is typically first touched on day 5 of 8, at $18 (overshoots $0.43). 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 (117 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 202611d left+$0.28/sh+$3,334
cycle +$6,259
[+$2,265…+$4,443] · 99% credit
69%
surv 53%
-$34,991 NOT
cap gain +$32,209
Max even-money escape in the band~$187 Aug 202618d left+$0.15/sh+$1,713
cycle +$4,638
[-$453…+$2,532] · 68% credit
74%
surv 65%
-$24,327 NOT
cap gain +$42,873
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1831 Jul 202611d left+$0.09/sh+$1,009
cycle +$3,934
[-$476…+$1,835] · 62% credit
72%
surv 60%
-$31,781 NOT
cap gain +$35,419
Safety roll (pay small debit, max POP)~$197 Aug 202618d left-$0.18/sh-$2,104
cycle +$821
[-$5,112…-$1,557] · 12% credit
80%
surv 75%
-$14,644 NOT
cap gain +$52,556
budget: banked $2,925 debit $2,104 (72% used ≈ 0.8 wk of income) → whole cycle still +$821 cash · rolled 117 ct earn ≈ $11,122/mo while parked; 33 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$10,969/mo
vs 50% target ($16,500/mo)-34%
vs normal income ($33,000/mo)33% covered
Net income (after hedge)$11,299/mo
Downside budget
⚠ $17.50 is $4 below CC-SS $21.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,076
… as % of IC ($0)0.0%
… as % of ML ($157,060)26.8%
Recovery months (at normal income)1.3 mo
Surgical close (117 ct)$-52,592
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.25 collected) or spot ≥ $17.77 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.77
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $17.77
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (1.0σ)$2,925$-38,325+$28,875+$2,340
+2.5%$17.94 (1.2σ)$-2,194$-37,538+$29,662-$2,779
+5%$18.38 (1.5σ)$-7,312$-36,750+$30,450-$7,898
SS (= V-bounce)$30.29 (7.8σ)$-146,718$-42,660+$24,540-$50,310
V-BOUNCE STRESS (stock → CC-SS $21.35, where you are whole again, by expiry)
Starting unrealized P&L: $-67,200
+ Fortress recovery (un-capped): +$77,709
− CC assignment net of premium (117 × $17.50): -$42,076
+ Conservative CC premium (33 × $22): +$165
Total Position P&L @ SS: $-31,402 (+$35,798 vs today)
Do-nothing baseline at SS: $11,259 (this trade vs do-nothing: $-42,661, the opportunity cost of earning $10,969/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,764, position total $-36,219 (+$30,981 vs today)
🎯 50% normal126 × $1724 Jul8d9.0%78%34%$4,410$16,538$50,352
Sell 126 × $17 9.0% OTM over spot $15.59 24 Jul 2026 (8d, $0.38 mid)
= $4,410 credit for the 8d cycle → $16,538/mo projected
Survival (stays ≤ $17)
78%
Breach risk
22%
POP (stays ≤ $17.38)
83%
EV / mo
+$7,814
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-3.9] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  72% of paths whole by 9 mo (vs 61% without)  ·  ~6.2 challenges expected  ·  median CC cash $30,626
🛡 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)
-$4,772
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$19 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 126 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.03/sh now → $0.73 mid-life (likely $0.78–$1.17)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,015 simulated challenges: the $17 strike is typically first touched on day 4 of 8, at $17 (overshoots $0.41). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (126 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1731 Jul 202611d left+$0.29/sh+$3,704
cycle +$8,114
[+$2,354…+$4,243] · 100% credit
69%
surv 53%
-$39,931 NOT
cap gain +$27,269
Max even-money escape in the band~$187 Aug 202618d left+$0.15/sh+$1,925
cycle +$6,335
[-$464…+$2,115] · 64% credit
74%
surv 65%
-$29,425 NOT
cap gain +$37,775
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1731 Jul 202611d left+$0.10/sh+$1,204
cycle +$5,614
[-$504…+$1,462] · 57% credit
72%
surv 60%
-$36,896 NOT
cap gain +$30,304
Safety roll (pay small debit, max POP)~$197 Aug 202618d left-$0.29/sh-$3,717
cycle +$693
[-$7,348…-$4,049] · 2% credit
83%
surv 80%
-$14,817 NOT
cap gain +$52,383
budget: banked $4,410 debit $3,717 (84% used ≈ 1.0 wk of income) → whole cycle still +$693 cash · rolled 126 ct earn ≈ $9,109/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$16,538/mo
vs 50% target ($16,500/mo)+0%
vs normal income ($33,000/mo)50% covered
Net income (after hedge)$16,778/mo
Downside budget
⚠ $17 is $4 below CC-SS $21.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$50,352
… as % of IC ($0)0.0%
… as % of ML ($157,060)32.1%
Recovery months (at normal income)1.5 mo
Surgical close (126 ct)$-56,763
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $17.38 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $17)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.38
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $17.38
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$4,410$-43,635+$23,565+$3,780
+2.5%$17.42 (≤1σ, normal week)$-945$-43,253+$23,948-$1,575
+5%$17.85 (1.2σ)$-6,300$-42,870+$24,330-$6,930
SS (= V-bounce)$30.29 (7.8σ)$-163,044$-51,570+$15,630-$59,220
V-BOUNCE STRESS (stock → CC-SS $21.35, where you are whole again, by expiry)
Starting unrealized P&L: $-67,200
+ Fortress recovery (un-capped): +$77,709
− CC assignment net of premium (126 × $17): -$50,352
+ Conservative CC premium (24 × $22): +$120
Total Position P&L @ SS: $-39,723 (+$27,477 vs today)
Do-nothing baseline at SS: $11,259 (this trade vs do-nothing: $-50,982, the opportunity cost of earning $16,538/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$16,632, position total $-42,132 (+$25,068 vs today)
100% normal130 × $1624 Jul8d2.6%61%82%$8,840$33,150+$16,613$60,661
Sell 130 × $16 2.6% OTM over spot $15.59 24 Jul 2026 (8d, $0.71 mid)
= $8,840 credit for the 8d cycle → $33,150/mo projected
Survival (stays ≤ $16)
61%
Breach risk
39%
POP (stays ≤ $16.71)
74%
EV / mo
+$10,699
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-4.2] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  74% of paths whole by 9 mo (vs 58% without)  ·  ~15.4 challenges expected  ·  median CC cash $41,938
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
65%
Flat exit net (mid-life)
-$77
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 130 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.97/sh now → $0.69 mid-life (likely $0.91–$1.28)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets -$0.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,953 simulated challenges: the $16 strike is typically first touched on day 3 of 8, at $16 (overshoots $0.43). 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 (130 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202611d left+$0.31/sh+$4,017
cycle +$12,857
[+$2,136…+$3,272] · 99% credit
69%
surv 53%
-$48,708 NOT
cap gain +$18,492
Reliable up-and-out (highest cap still free ≥60%)~$167 Aug 202618d left+$0.36/sh+$4,691
cycle +$13,531
[+$1,779…+$3,492] · 94% credit
72%
surv 59%
-$42,499 NOT
cap gain +$24,701
Max even-money escape in the band~$177 Aug 202618d left+$0.16/sh+$2,106
cycle +$10,946
[-$1,282…+$738] · 47% credit
75%
surv 65%
-$38,334 NOT
cap gain +$28,866
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1631 Jul 202611d left+$0.11/sh+$1,445
cycle +$10,285
[-$942…+$461] · 43% credit
73%
surv 60%
-$45,745 NOT
cap gain +$21,455
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.50/sh-$6,504
cycle +$2,336
[-$11,977…-$8,470]
90%
surv 89%
-$19,944 NOT
cap gain +$47,256
budget: banked $8,840 debit $6,504 (74% used ≈ 0.9 wk of income) → whole cycle still +$2,336 cash · rolled 130 ct earn ≈ $6,579/mo while parked; 20 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$33,150/mo
vs 50% target ($16,500/mo)+101%
vs normal income ($33,000/mo)100% covered
Net income (after hedge)$33,350/mo
Downside budget
⚠ $16 is $5 below CC-SS $21.35: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$60,661
… as % of IC ($0)0.0%
… as % of ML ($157,060)38.6%
Recovery months (at normal income)1.8 mo
Surgical close (130 ct)$-58,630
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.68 collected) or spot ≥ $16.71 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.71
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.71
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$8,840$-52,725+$14,475+$8,190
+2.5%$16.40 (≤1σ, normal week)$3,640$-52,525+$14,675+$2,990
+5%$16.80 (≤1σ, normal week)$-1,560$-52,325+$14,875-$2,210
SS (= V-bounce)$30.29 (7.8σ)$-176,930$-62,160+$5,040-$69,810
V-BOUNCE STRESS (stock → CC-SS $21.35, where you are whole again, by expiry)
Starting unrealized P&L: $-67,200
+ Fortress recovery (un-capped): +$77,709
− CC assignment net of premium (130 × $16): -$60,661
+ Conservative CC premium (20 × $22): +$100
Total Position P&L @ SS: $-50,052 (+$17,148 vs today)
Do-nothing baseline at SS: $11,259 (this trade vs do-nothing: $-61,311, the opportunity cost of earning $33,150/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$25,870, position total $-51,390 (+$15,810 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on BMNR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (11 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 11 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.900 (fallback)  |  Recovery@SS: +$77,709 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $11,259

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$178d24 Jul 2026$0.35126/150$16,538$16,77878%83%+$7,814-$50,3520.0%$-39,723 (vs do-nothing $-50,982)
$1715d31 Jul 2026$0.60138/150$16,560$16,68073%80%+$6,272-$51,6980.0%$-41,129 (vs do-nothing $-52,388)
$16.508d24 Jul 2026$0.5088/150$16,500$17,12070%79%+$6,663-$38,2470.0%$-27,428 (vs do-nothing $-38,687)
$16.5015d31 Jul 2026$0.76109/150$16,568$16,97867%76%+$5,539-$44,5400.0%$-33,826 (vs do-nothing $-45,085)
$16.5022d7 Aug 2026$0.96127/150$16,625$16,85565%75%+$4,391-$49,3550.0%$-38,731 (vs do-nothing $-49,990)
$168d24 Jul 2026$0.6865/150$16,575$17,42561%74%+$5,349-$30,3300.0%$-19,396 (vs do-nothing $-30,655)
$1615d31 Jul 2026$0.9587/150$16,530$17,16060%73%+$4,712-$38,2470.0%$-27,423 (vs do-nothing $-38,682)
$1622d7 Aug 2026$1.16105/150$16,609$17,05959%72%+$3,827-$43,9550.0%$-33,221 (vs do-nothing $-44,480)
$15.5022d7 Aug 2026$1.4087/150$16,609$17,23953%70%+$3,371-$38,6820.0%$-27,858 (vs do-nothing $-39,117)
$15.5015d31 Jul 2026$1.1970/150$16,660$17,46052%70%+$4,081-$32,5940.0%$-21,685 (vs do-nothing $-32,944)
$15.508d24 Jul 2026$0.9248/150$16,560$17,58050%70%+$4,307-$23,6460.0%$-12,627 (vs do-nothing $-23,886)

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 150 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-16 16:00