FORTRESS FIGHT: BMNR-LC23-1782 @ $15.57

BE SS: $30.29  |  CC-SS: $20.48  |  150 contracts (15,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 09:36

BMNR-LC23-1782BBC @ $15.57   UNDERWATER $14.71 (48.6% below BE SS)

150 contracts (15,000 sh)  |  BE SS: $30.29  |  CC-SS: $20.48  |  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$28,446/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $13,179/mo (info only, already in marks)
Unrealized P&L$-67,200fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$14,223/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$28,446/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
5.5 mo to earn back $157,060
Deep drawdown confirmed: a CC at CC-SS $20.48 (probe: $20.5C 14d) brings only $2,250/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 39 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 50 · %B 71 · hist falling (nightly)
LEVELS20W MA (bounce target) $18.66 (+20%) · daily UBB $16.60 · 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: 145 contracts at $17 / 7d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($14,223/mo); it brings $14,293/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 136 × $16/7d for $28,560/mo, but breach risk rises to 38% (+18pp 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 × $18/7d (90% survival, $7,071/mo).
Downside anchor: the primary mortgages $47,092 (0% of IC) ONLY on a full V-bounce all the way to SS $30, recoverable in 1.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 145 contracts realizes $-65,250 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 (7d) · sell 145 × $17, 80% survival, $14,293/mo (E[net] $4,747/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 · 7d145 × $1780%$14,293$4,747

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $4,747/mo 🏆 GRAND PICK

🎯 Engine pick: sell 145 × $17 (primary), 80% survival, breach 20%, $14,293/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 86% (breach 20% → 14%) for $4,899/mo less (34% income) buys safety you do not really need here.
BMNR  spot $15.57 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield150 × $1824 Jul7d15.6%90%20%+4pp$1,650$7,071-$7,221$35,516
Sell 150 × $18 15.6% OTM over spot $15.57 24 Jul 2026 (7d, $0.11 mid)
= $1,650 credit for the 7d cycle → $7,071/mo projected
Survival (stays ≤ $18)
90%
Breach risk
10%
POP (stays ≤ $18.11)
91%
EV / mo
+$3,685
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
74% whole by 9mo vs 70% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,031/mo
median; plan ~$3,421/mo after 68% keep · $10,332 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.4-2.6], measured ONLY among the 74% 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)
12%
Flat exit net (mid-life)
-$7,169
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$20 @ 82% POP
78% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.83/sh now → $0.59 mid-life (likely $0.50–$0.86)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 349 simulated challenges: the $18 strike is typically first touched on day 5 of 7, at $18 (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 (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 202610d left+$0.26/sh+$3,965
cycle +$5,615
[+$3,297…+$5,226] · 99% credit
68%
surv 52%
-$7,423 NOT
cap gain +$59,777
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202624d left+$0.20/sh+$2,982
cycle +$4,632
[+$1,242…+$4,258] · 85% credit
76%
surv 69%
+$23,422 SAFE
cap gain +$90,622
Up-and-out for even (raise the cap, free)~$1831 Jul 202610d left+$0.08/sh+$1,154
cycle +$2,804
[-$4…+$2,255] · 75% credit
71%
surv 60%
-$741 NOT
cap gain +$66,459
Max even-money escape in the band~$2014 Aug 202624d left+$0.06/sh+$873
cycle +$2,523
[-$1,175…+$2,058] · 54% credit
79%
surv 74%
+$32,480 SAFE
cap gain +$99,680
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2014 Aug 202624d left-$0.05/sh-$778
cycle +$872
[-$3,093…+$384] · 29% credit
82%
surv 78%
+$41,997 SAFE
cap gain +$109,197
budget: banked $1,650 debit $778 (47% used ≈ 0.5 wk of income) → whole cycle still +$872 cash · rolled 150 ct earn ≈ $10,051/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$7,071/mo
vs 50% target ($14,223/mo)-50%
vs normal income ($28,446/mo)25% covered
Net income (after hedge)$7,071/mo
Downside budget
⚠ $18 is $2 below CC-SS $20.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,516
… as % of IC ($0)0.0%
… as % of ML ($157,060)22.6%
Recovery months (at normal income)1.2 mo
Surgical close (150 ct)$-67,275
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 $16.60 (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 1.49 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.5σ)$1,650$-11,388+$55,812+$1,500
+2.5%$18.45 (1.7σ)$-5,100$-8,087+$59,113-$5,250
+5%$18.90 (2.0σ)$-11,850$-4,786+$62,414-$12,000
SS (= V-bounce)$30.29 (8.9σ)$-182,700$78,760+$145,960-$103,500
V-BOUNCE STRESS (stock → CC-SS $20.48, where you are whole again, by expiry)
Starting unrealized P&L: $-67,200
+ Fortress recovery (un-capped): +$109,503
− CC assignment net of premium (150 × $18): -$35,516
Total Position P&L @ SS: $6,787 (+$73,987 vs today)
Do-nothing baseline at SS: $42,453 (this trade vs do-nothing: $-35,666, the opportunity cost of earning $7,071/mo FIGHT income now)
BB-reversion stress (→ $18.66 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,250, position total $-6,547 (+$60,653 vs today)
33% normal137 × $17.5024 Jul7d12.4%86%28%+3pp$2,192$9,394-$4,899$38,603
Sell 137 × $17.50 12.4% OTM over spot $15.57 24 Jul 2026 (7d, $0.17 mid)
= $2,192 credit for the 7d cycle → $9,394/mo projected
Survival (stays ≤ $17.50)
86%
Breach risk
14%
POP (stays ≤ $17.67)
88%
EV / mo
+$4,399
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
73% whole by 9mo vs 70% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,400/mo
median; plan ~$4,352/mo after 68% keep · $12,188 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.4], measured ONLY among the 73% 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)
17%
Flat exit net (mid-life)
-$5,639
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$20 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 137 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.81/sh now → $0.57 mid-life (likely $0.50–$0.87)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 511 simulated challenges: the $18 strike is typically first touched on day 5 of 7, at $18 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (137 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+$0.27/sh+$3,729
cycle +$5,921
[+$2,960…+$4,881] · 99% credit
68%
surv 52%
-$18,271 NOT
cap gain +$48,929
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202624d left+$0.20/sh+$2,784
cycle +$4,976
[+$913…+$3,915] · 85% credit
77%
surv 70%
+$12,611 SAFE
cap gain +$79,811
Up-and-out for even (raise the cap, free)~$1831 Jul 202610d left+$0.09/sh+$1,165
cycle +$3,357
[-$59…+$2,088] · 73% credit
71%
surv 60%
-$11,343 NOT
cap gain +$55,857
Max even-money escape in the band~$1914 Aug 202624d left+$0.06/sh+$869
cycle +$3,061
[-$1,289…+$1,914] · 53% credit
79%
surv 74%
+$21,864 SAFE
cap gain +$89,064
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2014 Aug 202624d left-$0.14/sh-$1,974
cycle +$218
[-$4,757…-$1,007] · 15% credit
84%
surv 81%
+$41,356 SAFE
cap gain +$108,556
budget: banked $2,192 debit $1,974 (90% used ≈ 0.9 wk of income) → whole cycle still +$218 cash · rolled 137 ct earn ≈ $7,321/mo while parked; 13 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$9,394/mo
vs 50% target ($14,223/mo)-34%
vs normal income ($28,446/mo)33% covered
Net income (after hedge)$9,422/mo
Downside budget
⚠ $17.50 is $3 below CC-SS $20.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,603
… as % of IC ($0)0.0%
… as % of ML ($157,060)24.6%
Recovery months (at normal income)1.4 mo
Surgical close (137 ct)$-61,513
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 ≥ $17.67 (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 $16.60 (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
$17-17.67
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
≥ $17.67
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 1.49 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (1.2σ)$2,192$-22,000+$45,200+$2,055
+2.5%$17.94 (1.4σ)$-3,802$-18,222+$48,978-$3,939
+5%$18.38 (1.7σ)$-9,796$-14,444+$52,756-$9,932
SS (= V-bounce)$30.29 (8.9σ)$-173,031$81,565+$148,765-$100,695
V-BOUNCE STRESS (stock → CC-SS $20.48, where you are whole again, by expiry)
Starting unrealized P&L: $-67,200
+ Fortress recovery (un-capped): +$109,503
− CC assignment net of premium (137 × $17.50): -$38,603
+ Conservative CC premium (13 × $25): +$13
Total Position P&L @ SS: $3,713 (+$70,913 vs today)
Do-nothing baseline at SS: $42,453 (this trade vs do-nothing: $-38,740, the opportunity cost of earning $9,394/mo FIGHT income now)
BB-reversion stress (→ $18.66 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$13,700, position total $-11,984 (+$55,216 vs today)
🎯 50% normal145 × $1724 Jul7d9.1%80%28%+5pp$3,335$14,293$47,092
Sell 145 × $17 9.1% OTM over spot $15.57 24 Jul 2026 (7d, $0.25 mid)
= $3,335 credit for the 7d cycle → $14,293/mo projected
Survival (stays ≤ $17)
80%
Breach risk
20%
POP (stays ≤ $17.25)
84%
EV / mo
+$5,576
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
76% whole by 9mo vs 71% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$8,348/mo
median; plan ~$5,677/mo after 68% keep · $16,816 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.4-2.4], measured ONLY among the 76% 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)
28%
Flat exit net (mid-life)
-$4,716
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$20 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 145 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.79/sh now → $0.56 mid-life (likely $0.58–$0.91)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 830 simulated challenges: the $17 strike is typically first touched on day 4 of 7, at $17 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (145 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+$0.28/sh+$4,048
cycle +$7,383
[+$2,902…+$4,491] · 100% credit
68%
surv 52%
-$27,985 NOT
cap gain +$39,215
Reliable up-and-out (highest cap still free ≥60%)~$1814 Aug 202624d left+$0.21/sh+$2,992
cycle +$6,327
[+$551…+$3,100] · 82% credit
77%
surv 70%
+$2,787 SAFE
cap gain +$69,987
Up-and-out for even (raise the cap, free)~$1731 Jul 202610d left+$0.09/sh+$1,339
cycle +$4,674
[-$325…+$1,490] · 68% credit
71%
surv 60%
-$21,202 NOT
cap gain +$45,998
Max even-money escape in the band~$1914 Aug 202624d left+$0.07/sh+$980
cycle +$4,315
[-$1,855…+$962] · 40% credit
79%
surv 74%
+$11,943 SAFE
cap gain +$79,143
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2014 Aug 202624d left-$0.18/sh-$2,584
cycle +$751
[-$6,226…-$2,796] · 5% credit
86%
surv 84%
+$41,880 SAFE
cap gain +$109,080
budget: banked $3,335 debit $2,584 (77% used ≈ 0.8 wk of income) → whole cycle still +$751 cash · rolled 145 ct earn ≈ $6,833/mo while parked; 5 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$14,293/mo
vs 50% target ($14,223/mo)+0%
vs normal income ($28,446/mo)50% covered
Net income (after hedge)$14,304/mo
Downside budget
⚠ $17 is $3 below CC-SS $20.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,092
… as % of IC ($0)0.0%
… as % of ML ($157,060)30.0%
Recovery months (at normal income)1.7 mo
Surgical close (145 ct)$-65,250
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 $0.23 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 $16.60 (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 1.49 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$3,335$-32,033+$35,167+$3,190
+2.5%$17.42 (1.1σ)$-2,827$-28,703+$38,497-$2,972
+5%$17.85 (1.4σ)$-8,990$-25,373+$41,827-$9,135
SS (= V-bounce)$30.29 (8.9σ)$-189,370$69,450+$136,650-$112,810
V-BOUNCE STRESS (stock → CC-SS $20.48, where you are whole again, by expiry)
Starting unrealized P&L: $-67,200
+ Fortress recovery (un-capped): +$109,503
− CC assignment net of premium (145 × $17): -$47,092
+ Conservative CC premium (5 × $25): +$5
Total Position P&L @ SS: $-4,784 (+$62,416 vs today)
Do-nothing baseline at SS: $42,453 (this trade vs do-nothing: $-47,237, the opportunity cost of earning $14,293/mo FIGHT income now)
BB-reversion stress (→ $18.66 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$20,735, position total $-19,027 (+$48,173 vs today)
100% normal136 × $1624 Jul7d2.7%62%79%+8pp$6,664$28,560+$14,267$54,233
Sell 136 × $16 2.7% OTM over spot $15.57 24 Jul 2026 (7d, $0.52 mid)
= $6,664 credit for the 7d cycle → $28,560/mo projected
Survival (stays ≤ $16)
62%
Breach risk
38%
POP (stays ≤ $16.52)
73%
EV / mo
+$6,698
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
81% whole by 9mo vs 73% doing nothing
FIRE DRILLS
~3.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$12,016/mo
median; plan ~$8,171/mo after 68% keep · $19,307 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.4-2.4], measured ONLY among the 81% 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)
61%
Flat exit net (mid-life)
-$443
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$20 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 136 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.74/sh now → $0.52 mid-life (likely $0.68–$0.97)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,840 simulated challenges: the $16 strike is typically first touched on day 3 of 7, at $16 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (136 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+$0.29/sh+$3,951
cycle +$10,615
[+$2,468…+$3,507] · 100% credit
68%
surv 52%
-$47,079 NOT
cap gain +$20,121
Reliable up-and-out (highest cap still free ≥60%)~$1714 Aug 202624d left+$0.21/sh+$2,845
cycle +$9,509
[-$159…+$1,779] · 72% credit
77%
surv 70%
-$16,357 NOT
cap gain +$50,843
Up-and-out for even (raise the cap, free)~$1631 Jul 202610d left+$0.10/sh+$1,419
cycle +$8,083
[-$605…+$683] · 54% credit
72%
surv 61%
-$40,118 NOT
cap gain +$27,082
Max even-money escape in the band~$1814 Aug 202624d left+$0.07/sh+$989
cycle +$7,653
[-$2,451…-$214] · 21% credit
80%
surv 75%
-$7,046 NOT
cap gain +$60,154
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2014 Aug 202624d left-$0.26/sh-$3,561
cycle +$3,103
[-$8,272…-$5,203] · 0% credit
90%
surv 89%
+$44,242 SAFE
cap gain +$111,442
budget: banked $6,664 debit $3,561 (53% used ≈ 0.5 wk of income) → whole cycle still +$3,103 cash · rolled 136 ct earn ≈ $4,433/mo while parked; 14 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$28,560/mo
vs 50% target ($14,223/mo)+101%
vs normal income ($28,446/mo)100% covered
Net income (after hedge)$28,590/mo
Downside budget
⚠ $16 is $4 below CC-SS $20.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$54,233
… as % of IC ($0)0.0%
… as % of ML ($157,060)34.5%
Recovery months (at normal income)1.9 mo
Surgical close (136 ct)$-61,336
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.49 collected) or spot ≥ $16.52 (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 $16.60 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.52
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
≥ $16.52
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 1.49 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$6,664$-51,030+$16,170+$6,528
+2.5%$16.40 (≤1σ, normal week)$1,224$-47,536+$19,664+$1,088
+5%$16.80 (≤1σ, normal week)$-4,216$-44,042+$23,158-$4,352
SS (= V-bounce)$30.29 (8.9σ)$-187,680$66,388+$133,588-$115,872
V-BOUNCE STRESS (stock → CC-SS $20.48, where you are whole again, by expiry)
Starting unrealized P&L: $-67,200
+ Fortress recovery (un-capped): +$109,503
− CC assignment net of premium (136 × $16): -$54,233
+ Conservative CC premium (14 × $25): +$14
Total Position P&L @ SS: $-11,916 (+$55,284 vs today)
Do-nothing baseline at SS: $42,453 (this trade vs do-nothing: $-54,369, the opportunity cost of earning $28,560/mo FIGHT income now)
BB-reversion stress (→ $18.66 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$29,512, position total $-27,795 (+$39,405 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 (14 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 14 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: 1.489 (IBKR)  |  Recovery@SS: +$109,503 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $42,453

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$177d24 Jul 2026$0.23145/150$14,293$14,30480%84%+$5,576-$47,0920.0%$-4,784 (vs do-nothing $-47,237)
$16.507d24 Jul 2026$0.3498/150$14,280$14,39172%78%+$4,555-$35,6500.0%$6,705 (vs do-nothing $-35,748)
$1721d7 Aug 2026$0.67149/150$14,261$14,26471%78%+$4,449-$41,8350.0%$468 (vs do-nothing $-41,984)
$16.5014d31 Jul 2026$0.58115/150$14,293$14,36868%76%+$3,369-$39,0740.0%$3,264 (vs do-nothing $-39,189)
$16.5021d7 Aug 2026$0.79127/150$14,333$14,38266%75%+$3,299-$40,4840.0%$1,841 (vs do-nothing $-40,611)
$16.5028d14 Aug 2026$0.96139/150$14,297$14,32165%74%+$2,929-$41,9470.0%$367 (vs do-nothing $-42,086)
$167d24 Jul 2026$0.4968/150$14,280$14,45662%73%+$3,349-$27,1170.0%$15,268 (vs do-nothing $-27,185)
$1614d31 Jul 2026$0.7490/150$14,271$14,40060%72%+$2,535-$33,6400.0%$8,723 (vs do-nothing $-33,730)
$1621d7 Aug 2026$0.97103/150$14,273$14,37459%71%+$2,451-$36,1300.0%$6,220 (vs do-nothing $-36,233)
$1628d14 Aug 2026$1.14117/150$14,291$14,36159%72%+$2,421-$39,0520.0%$3,284 (vs do-nothing $-39,169)
$15.5028d14 Aug 2026$1.4095/150$14,250$14,36853%69%+$2,383-$33,9890.0%$8,369 (vs do-nothing $-34,084)
$15.5021d7 Aug 2026$1.1786/150$14,374$14,51153%68%+$1,800-$32,7470.0%$9,620 (vs do-nothing $-32,833)
$15.5014d31 Jul 2026$0.9670/150$14,400$14,57152%68%+$2,046-$28,1240.0%$14,259 (vs do-nothing $-28,194)
Show 1 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$15.507d24 Jul 2026$0.7048/150$14,400$14,61950%67%+$2,330-$20,5330.0%$21,872 (vs do-nothing $-20,581)

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  |  2026-07-17 09:36