FORTRESS FIGHT: BMNR-LC23-1782 @ $15.61

BE SS: $30.29  |  CC-SS: $20.71  |  150 contracts (15,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

BMNR-LC23-1782BBC @ $15.61   UNDERWATER $14.68 (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: $20.71  |  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$25,650/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $14,313/mo (info only, already in marks)
Unrealized P&L$-71,925fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$12,825/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$25,650/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
6.1 mo to earn back $157,060
Deep drawdown confirmed: a CC at CC-SS $20.71 (probe: $20.5C 15d) brings only $1,800/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 72 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.67 (+20%) · daily UBB $16.64 · 1-wk expected move ±$2 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-16: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 132 contracts at $17 / 8d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($12,825/mo); it brings $12,870/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 132 × $16/8d for $25,740/mo, but breach risk rises to 40% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 150 × $18.50/8d (91% survival, $3,938/mo).
Downside anchor: the primary mortgages $45,524 (0% of IC) ONLY on a full V-bounce all the way to SS $30, recoverable in 1.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 132 contracts realizes $-63,690 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 132 × $17, 77% survival, $12,870/mo (E[net] $2,599/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 · 8d132 × $1777%$12,870$2,599

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $2,599/mo 🏆 GRAND PICK

🎯 Engine pick: sell 132 × $17 (primary), 77% survival, breach 23%, $12,870/mo.
⚖️ Worth a safer step: the $17.50 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $4,391/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $17.50 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $15.61 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield150 × $18.5024 Jul8d18.6%91%19%$1,050$3,938-$8,933$32,082
Sell 150 × $18.50 18.6% OTM over spot $15.61 24 Jul 2026 (8d, $0.12 mid)
= $1,050 credit for the 8d cycle → $3,938/mo projected
Survival (stays ≤ $18.50)
91%
Breach risk
9%
POP (stays ≤ $18.62)
92%
EV / mo
+$705
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-2.5] median  ·  61% of paths whole by 9 mo (vs 60% without)  ·  ~2.3 challenges expected  ·  median CC cash $10,082
🛡 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)
11%
Flat exit net (mid-life)
-$8,500
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$19 @ 72% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 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: $0.90/sh now → $0.64 mid-life (likely $0.54–$0.92)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 319 simulated challenges: the $18 strike is typically first touched on day 6 of 8, at $19 (overshoots $0.49). 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+$0.21/sh+$3,104
cycle +$4,154
[+$2,512…+$5,078] · 98% credit
66%
surv 53%
-$23,868 NOT
cap gain +$48,057
Max even-money escape in the band~$197 Aug 202618d left+$0.07/sh+$988
cycle +$2,038
[-$630…+$2,790] · 64% credit
72%
surv 64%
-$12,412 NOT
cap gain +$59,513
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+$0.03/sh+$503
cycle +$1,553
[-$581…+$2,047] · 61% credit
69%
surv 59%
-$20,479 NOT
cap gain +$51,446
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,938/mo
vs 50% target ($12,825/mo)-69%
vs normal income ($25,650/mo)15% covered
Net income (after hedge)$3,938/mo
Downside budget
⚠ $18.50 is $2 below CC-SS $20.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,082
… as % of IC ($0)0.0%
… as % of ML ($157,060)20.4%
Recovery months (at normal income)1.3 mo
Surgical close (150 ct)$-72,675
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.07 collected) or spot ≥ $18.62 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $18.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $18.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.50 (1.5σ)$1,050$-26,972+$44,953+$750
+2.5%$18.96 (1.8σ)$-5,887$-26,896+$45,029-$6,187
+5%$19.43 (2.0σ)$-12,825$-26,820+$45,105-$13,125
SS (= V-bounce)$30.29 (7.7σ)$-175,800$-25,027+$46,898-$51,750
V-BOUNCE STRESS (stock → CC-SS $20.71, where you are whole again, by expiry)
Starting unrealized P&L: $-71,925
+ Fortress recovery (un-capped): +$77,399
− CC assignment net of premium (150 × $18.50): -$32,082
Total Position P&L @ SS: $-26,608 (+$45,317 vs today)
Do-nothing baseline at SS: $5,774 (this trade vs do-nothing: $-32,382, the opportunity cost of earning $3,938/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,500, position total $-26,944 (+$44,981 vs today)
33% normal ← lean133 × $17.5024 Jul8d12.1%83%35%$2,261$8,479-$4,391$40,416
Sell 133 × $17.50 12.1% OTM over spot $15.61 24 Jul 2026 (8d, $0.22 mid)
= $2,261 credit for the 8d cycle → $8,479/mo projected
Survival (stays ≤ $17.50)
83%
Breach risk
17%
POP (stays ≤ $17.71)
85%
EV / mo
+$1,701
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.8-3.4] median  ·  62% of paths whole by 9 mo (vs 58% without)  ·  ~4.9 challenges expected  ·  median CC cash $20,279
🛡 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)
24%
Flat exit net (mid-life)
-$5,749
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$19 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 133 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.85/sh now → $0.60 mid-life (likely $0.59–$0.95)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 734 simulated challenges: the $18 strike is typically first touched on day 5 of 8, at $18 (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 (133 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 202611d left+$0.22/sh+$2,970
cycle +$5,231
[+$1,994…+$3,949] · 98% credit
66%
surv 53%
-$37,922 NOT
cap gain +$34,003
Reliable up-and-out (highest cap still free ≥60%)~$187 Aug 202618d left+$0.24/sh+$3,197
cycle +$5,458
[+$1,608…+$4,059] · 93% credit
68%
surv 59%
-$31,705 NOT
cap gain +$40,220
Max even-money escape in the band~$187 Aug 202618d left+$0.08/sh+$1,062
cycle +$3,323
[-$908…+$1,710] · 57% credit
72%
surv 65%
-$26,258 NOT
cap gain +$45,667
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+$0.05/sh+$677
cycle +$2,938
[-$709…+$1,276] · 55% credit
69%
surv 59%
-$34,225 NOT
cap gain +$37,700
Safety roll (pay small debit, max POP)~$197 Aug 202618d left-$0.06/sh-$785
cycle +$1,476
[-$3,149…-$310] · 22% credit
76%
surv 70%
-$20,522 NOT
cap gain +$51,403
budget: banked $2,261 debit $785 (35% used ≈ 0.4 wk of income) → whole cycle still +$1,476 cash · rolled 133 ct earn ≈ $12,041/mo while parked; 17 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,479/mo
vs 50% target ($12,825/mo)-34%
vs normal income ($25,650/mo)33% covered
Net income (after hedge)$8,547/mo
Downside budget
⚠ $17.50 is $3 below CC-SS $20.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,416
… as % of IC ($0)0.0%
… as % of ML ($157,060)25.7%
Recovery months (at normal income)1.6 mo
Surgical close (133 ct)$-64,372
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $17.71 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.71
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $17.71
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (≤1σ, normal week)$2,261$-40,892+$31,033+$1,995
+2.5%$17.94 (1.2σ)$-3,558$-40,076+$31,849-$3,824
+5%$18.38 (1.4σ)$-9,376$-39,260+$32,665-$9,642
SS (= V-bounce)$30.29 (7.7σ)$-167,846$-31,132+$40,793-$57,855
V-BOUNCE STRESS (stock → CC-SS $20.71, where you are whole again, by expiry)
Starting unrealized P&L: $-71,925
+ Fortress recovery (un-capped): +$77,399
− CC assignment net of premium (133 × $17.50): -$40,416
+ Conservative CC premium (17 × $22): +$34
Total Position P&L @ SS: $-34,908 (+$37,017 vs today)
Do-nothing baseline at SS: $5,774 (this trade vs do-nothing: $-40,682, the opportunity cost of earning $8,479/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,300, position total $-38,710 (+$33,215 vs today)
🎯 50% normal132 × $1724 Jul8d8.9%77%35%$3,432$12,870$45,524
Sell 132 × $17 8.9% OTM over spot $15.61 24 Jul 2026 (8d, $0.29 mid)
= $3,432 credit for the 8d cycle → $12,870/mo projected
Survival (stays ≤ $17)
77%
Breach risk
23%
POP (stays ≤ $17.29)
81%
EV / mo
+$2,478
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-3.3] median, 0.1 mo faster than no FIGHT (1.6 mo)  ·  66% of paths whole by 9 mo (vs 61% without)  ·  ~6.7 challenges expected  ·  median CC cash $22,679
🛡 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)
35%
Flat exit net (mid-life)
-$4,290
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$18 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 132 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.83/sh now → $0.59 mid-life (likely $0.63–$0.95)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,064 simulated challenges: the $17 strike is typically first touched on day 4 of 8, at $17 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (132 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1731 Jul 202611d left+$0.23/sh+$3,041
cycle +$6,473
[+$1,886…+$3,445] · 99% credit
66%
surv 53%
-$44,261 NOT
cap gain +$27,664
Reliable up-and-out (highest cap still free ≥60%)~$177 Aug 202618d left+$0.25/sh+$3,239
cycle +$6,671
[+$1,411…+$3,486] · 93% credit
69%
surv 59%
-$38,072 NOT
cap gain +$33,853
Max even-money escape in the band~$187 Aug 202618d left+$0.09/sh+$1,129
cycle +$4,561
[-$1,064…+$1,129] · 48% credit
72%
surv 65%
-$32,600 NOT
cap gain +$39,325
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+$0.06/sh+$772
cycle +$4,204
[-$807…+$900] · 48% credit
69%
surv 59%
-$40,540 NOT
cap gain +$31,385
Safety roll (pay small debit, max POP)~$1831 Jul 202611d left-$0.22/sh-$2,840
cycle +$592
[-$5,372…-$3,123] · 1% credit
79%
surv 74%
-$28,986 NOT
cap gain +$42,939
budget: banked $3,432 debit $2,840 (83% used ≈ 1.0 wk of income) → whole cycle still +$592 cash · rolled 132 ct earn ≈ $13,316/mo while parked; 18 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$12,870/mo
vs 50% target ($12,825/mo)+0%
vs normal income ($25,650/mo)50% covered
Net income (after hedge)$12,942/mo
Downside budget
⚠ $17 is $4 below CC-SS $20.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,524
… as % of IC ($0)0.0%
… as % of ML ($157,060)29.0%
Recovery months (at normal income)1.8 mo
Surgical close (132 ct)$-63,690
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $17.29 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $17)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.29
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $17.29
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$3,432$-47,302+$24,623+$3,168
+2.5%$17.42 (≤1σ, normal week)$-2,178$-46,467+$25,458-$2,442
+5%$17.85 (1.2σ)$-7,788$-45,632+$26,293-$8,052
SS (= V-bounce)$30.29 (7.7σ)$-171,996$-36,109+$35,816-$62,832
V-BOUNCE STRESS (stock → CC-SS $20.71, where you are whole again, by expiry)
Starting unrealized P&L: $-71,925
+ Fortress recovery (un-capped): +$77,399
− CC assignment net of premium (132 × $17): -$45,524
+ Conservative CC premium (18 × $22): +$36
Total Position P&L @ SS: $-40,014 (+$31,911 vs today)
Do-nothing baseline at SS: $5,774 (this trade vs do-nothing: $-45,788, the opportunity cost of earning $12,870/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$18,612, position total $-44,020 (+$27,905 vs today)
100% normal132 × $1624 Jul8d2.5%60%83%$6,864$25,740+$12,870$55,292
Sell 132 × $16 2.5% OTM over spot $15.61 24 Jul 2026 (8d, $0.55 mid)
= $6,864 credit for the 8d cycle → $25,740/mo projected
Survival (stays ≤ $16)
60%
Breach risk
40%
POP (stays ≤ $16.55)
71%
EV / mo
+$1,914
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-3.2] median, 0.2 mo faster than no FIGHT (1.7 mo)  ·  73% of paths whole by 9 mo (vs 65% without)  ·  ~15.1 challenges expected  ·  median CC cash $25,403
🛡 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)
67%
Flat exit net (mid-life)
-$404
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 132 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.78/sh now → $0.55 mid-life (likely $0.74–$1.02)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,998 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 (132 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202611d left+$0.24/sh+$3,195
cycle +$10,059
[+$1,636…+$2,482] · 99% credit
66%
surv 53%
-$55,840 NOT
cap gain +$16,085
Reliable up-and-out (highest cap still free ≥60%)~$167 Aug 202618d left+$0.25/sh+$3,336
cycle +$10,200
[+$835…+$2,265] · 89% credit
69%
surv 59%
-$49,709 NOT
cap gain +$22,216
Up-and-out for even (raise the cap, free)~$1631 Jul 202611d left+$0.07/sh+$941
cycle +$7,805
[-$1,154…+$53] · 26% credit
70%
surv 60%
-$52,103 NOT
cap gain +$19,822
Max even-money escape in the band~$177 Aug 202618d left+$0.09/sh+$1,246
cycle +$8,110
[-$1,671…+$20] · 25% credit
72%
surv 65%
-$44,216 NOT
cap gain +$27,709
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.45/sh-$5,915
cycle +$949
[-$10,748…-$7,725]
92%
surv 92%
-$13,465 NOT
cap gain +$58,460
budget: banked $6,864 debit $5,915 (86% used ≈ 1.0 wk of income) → whole cycle still +$949 cash · rolled 132 ct earn ≈ $3,689/mo while parked; 18 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$25,740/mo
vs 50% target ($12,825/mo)+101%
vs normal income ($25,650/mo)100% covered
Net income (after hedge)$25,812/mo
Downside budget
⚠ $16 is $5 below CC-SS $20.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$55,292
… as % of IC ($0)0.0%
… as % of ML ($157,060)35.2%
Recovery months (at normal income)2.2 mo
Surgical close (132 ct)$-63,756
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.52 collected) or spot ≥ $16.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.55
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.55
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$6,864$-59,035+$12,890+$6,600
+2.5%$16.40 (≤1σ, normal week)$1,584$-58,249+$13,676+$1,320
+5%$16.80 (≤1σ, normal week)$-3,696$-57,463+$14,462-$3,960
SS (= V-bounce)$30.29 (7.7σ)$-181,764$-45,877+$26,048-$72,600
V-BOUNCE STRESS (stock → CC-SS $20.71, where you are whole again, by expiry)
Starting unrealized P&L: $-71,925
+ Fortress recovery (un-capped): +$77,399
− CC assignment net of premium (132 × $16): -$55,292
+ Conservative CC premium (18 × $22): +$36
Total Position P&L @ SS: $-49,782 (+$22,143 vs today)
Do-nothing baseline at SS: $5,774 (this trade vs do-nothing: $-55,556, the opportunity cost of earning $25,740/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$28,380, position total $-53,788 (+$18,137 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on BMNR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (11 clear the floor), click to expand

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

Fortress delta: 1.011 (IBKR)  |  Recovery@SS: +$77,399 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $5,774

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$178d24 Jul 2026$0.26132/150$12,870$12,94277%81%+$2,478-$45,5240.0%$-40,014 (vs do-nothing $-45,788)
$1715d31 Jul 2026$0.46140/150$12,880$12,92072%78%+$2,032-$45,4830.0%$-39,989 (vs do-nothing $-45,763)
$16.508d24 Jul 2026$0.3695/150$12,825$13,04570%76%+$1,384-$36,5630.0%$-30,980 (vs do-nothing $-36,753)
$16.5015d31 Jul 2026$0.57113/150$12,882$13,03066%74%+$1,021-$41,1180.0%$-35,570 (vs do-nothing $-41,344)
$16.5022d7 Aug 2026$0.73129/150$12,841$12,92565%74%+$228-$44,8760.0%$-39,360 (vs do-nothing $-45,134)
$168d24 Jul 2026$0.5266/150$12,870$13,20660%71%+$957-$27,6460.0%$-22,004 (vs do-nothing $-27,778)
$1615d31 Jul 2026$0.7487/150$12,876$13,12859%70%+$664-$34,5280.0%$-28,929 (vs do-nothing $-34,702)
$1622d7 Aug 2026$0.89106/150$12,865$13,04159%72%$-212-$40,4790.0%$-34,917 (vs do-nothing $-40,691)
$15.5022d7 Aug 2026$1.1384/150$12,944$13,20853%68%+$11-$34,2620.0%$-28,656 (vs do-nothing $-34,430)
$15.5015d31 Jul 2026$0.9667/150$12,864$13,19652%67%+$487-$28,4670.0%$-22,827 (vs do-nothing $-28,601)
$15.508d24 Jul 2026$0.7149/150$13,046$13,45050%65%+$169-$22,0440.0%$-16,368 (vs do-nothing $-22,142)

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 21:38