FORTRESS FIGHT: BMNR-LC23-1782 @ $14.97

BE SS: $30.29  |  CC-SS: $20.82  |  150 contracts (15,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 21:37

BMNR-LC23-1782BBC @ $14.97   UNDERWATER $15.32 (50.6% below BE SS)

150 contracts (15,000 sh)  |  BE SS: $30.29  |  CC-SS: $20.82  |  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$26,036/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $14,014/mo (info only, already in marks)
Unrealized P&L$-82,050fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$13,018/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$26,036/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
6.0 mo to earn back $157,060
Deep drawdown confirmed: a CC at CC-SS $20.82 (probe: $20.5C 14d) brings only $964/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 18 (live) · RSI 38 · MACD bearish, hist rising
DAILYMIXED (provisional) · RSI 46 · %B 58 · hist falling (nightly)
LEVELS20W MA (bounce target) $18.63 (+24%) · daily UBB $16.37 · 1-wk expected move ±$2 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 117 contracts at $16 / 7d. This is the safest strike (survival 74%, breach 26%) that still earns 50% of normal income ($13,018/mo); it brings $13,037/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 142 × $15.50/7d for $26,169/mo, but breach risk rises to 36% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 150 × $17.50/7d (91% survival, $5,786/mo).
Downside anchor: the primary mortgages $53,381 (0% of IC) ONLY on a full V-bounce all the way to SS $30, recoverable in 2.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 117 contracts realizes $-64,525 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 117 × $16, 74% survival, $13,037/mo (E[net] $2,323/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 · 7d117 × $1674%$13,037$2,323

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $2,323/mo 🏆 GRAND PICK

🎯 Engine pick: sell 117 × $16 (primary), 74% survival, breach 26%, $13,037/mo.
⚖️ Worth a safer step: the $16.50 rung (33% normal) lifts survival to 82% (breach 26% → 18%) for $4,380/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $16.50 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $14.97 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield150 × $17.5024 Jul7d16.9%91%19%+4pp$1,350$5,786-$7,251$48,487
Sell 150 × $17.50 16.9% OTM over spot $14.97 24 Jul 2026 (7d, $0.12 mid)
= $1,350 credit for the 7d cycle → $5,786/mo projected
Survival (stays ≤ $17.50)
91%
Breach risk
9%
POP (stays ≤ $17.62)
92%
EV / mo
+$2,534
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
60% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~1.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,743/mo
median; plan ~$2,545/mo after 68% keep · $18,400 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.9-3.6], measured ONLY among the 60% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
9%
Flat exit net (mid-life)
-$7,654
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$20 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 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: $0.85/sh now → $0.60 mid-life (likely $0.51–$0.93)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 270 simulated challenges: the $18 strike is typically first touched on day 5 of 7, at $18 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$0.15/sh+$2,229
cycle +$3,579
[+$1,120…+$3,876] · 89% credit
66%
surv 52%
-$40,597 NOT
cap gain +$41,453
Up-and-out for even (raise the cap, free)~$1831 Jul 202610d left+$0.15/sh+$2,212
cycle +$3,562
[+$1,116…+$3,844] · 89% credit
67%
surv 53%
-$40,165 NOT
cap gain +$41,885
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202624d left+$0.17/sh+$2,493
cycle +$3,843
[+$354…+$4,026] · 77% credit
73%
surv 65%
-$24,913 NOT
cap gain +$57,137
Max even-money escape in the band~$2014 Aug 202624d left+$0.04/sh+$641
cycle +$1,991
[-$1,928…+$1,978] · 52% credit
80%
surv 75%
-$11,796 NOT
cap gain +$70,254
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,786/mo
vs 50% target ($13,018/mo)-56%
vs normal income ($26,036/mo)22% covered
Net income (after hedge)$5,786/mo
Downside budget
⚠ $17.50 is $3 below CC-SS $20.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$48,487
… as % of IC ($0)0.0%
… as % of ML ($157,060)30.9%
Recovery months (at normal income)1.9 mo
Surgical close (150 ct)$-82,500
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $17.62 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $17.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (1.5σ)$1,350$-42,826+$39,224+$1,050
+2.5%$17.94 (1.8σ)$-5,212$-42,839+$39,211-$5,512
+5%$18.38 (2.1σ)$-11,775$-42,852+$39,198-$12,075
SS (= V-bounce)$30.29 (9.3σ)$-190,500$-43,210+$38,840-$66,450
V-BOUNCE STRESS (stock → CC-SS $20.82, where you are whole again, by expiry)
Starting unrealized P&L: $-82,050
+ Fortress recovery (un-capped): +$87,611
− CC assignment net of premium (150 × $17.50): -$48,487
Total Position P&L @ SS: $-42,926 (+$39,124 vs today)
Do-nothing baseline at SS: $5,861 (this trade vs do-nothing: $-48,787, the opportunity cost of earning $5,786/mo FIGHT income now)
BB-reversion stress (→ $18.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$15,600, position total $-42,860 (+$39,190 vs today)
33% normal ← lean101 × $16.5024 Jul7d10.2%82%38%+3pp$2,020$8,657-$4,380$41,637
Sell 101 × $16.50 10.2% OTM over spot $14.97 24 Jul 2026 (7d, $0.22 mid)
= $2,020 credit for the 7d cycle → $8,657/mo projected
Survival (stays ≤ $16.50)
82%
Breach risk
18%
POP (stays ≤ $16.71)
84%
EV / mo
+$3,025
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
59% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,679/mo
median; plan ~$3,182/mo after 68% keep · $26,412 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.0-4.4], measured ONLY among the 59% 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)
25%
Flat exit net (mid-life)
-$3,696
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$19 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 101 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.80/sh now → $0.57 mid-life (likely $0.55–$0.89)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 763 simulated challenges: the $16 strike is typically first touched on day 4 of 7, at $17 (overshoots $0.38). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (101 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1731 Jul 202610d left+$0.17/sh+$1,670
cycle +$3,690
[+$690…+$2,267] · 90% credit
67%
surv 53%
-$54,909 NOT
cap gain +$27,141
Roll out (same strike, buy time)~$1631 Jul 202610d left+$0.17/sh+$1,684
cycle +$3,704
[+$689…+$2,288] · 89% credit
66%
surv 52%
-$55,344 NOT
cap gain +$26,706
Reliable up-and-out (highest cap still free ≥60%)~$1814 Aug 202624d left+$0.18/sh+$1,791
cycle +$3,811
[+$83…+$2,275] · 76% credit
73%
surv 66%
-$39,818 NOT
cap gain +$42,232
Max even-money escape in the band~$1914 Aug 202624d left+$0.05/sh+$526
cycle +$2,546
[-$1,335…+$815] · 44% credit
80%
surv 75%
-$26,113 NOT
cap gain +$55,937
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1914 Aug 202624d left-$0.18/sh-$1,810
cycle +$210
[-$4,191…-$1,589] · 8% credit
82%
surv 79%
-$20,963 NOT
cap gain +$61,087
budget: banked $2,020 debit $1,810 (90% used ≈ 0.9 wk of income) → whole cycle still +$210 cash · rolled 101 ct earn ≈ $4,883/mo while parked; 49 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$8,657/mo
vs 50% target ($13,018/mo)-33%
vs normal income ($26,036/mo)33% covered
Net income (after hedge)$8,867/mo
Downside budget
⚠ $16.50 is $4 below CC-SS $20.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,637
… as % of IC ($0)0.0%
… as % of ML ($157,060)26.5%
Recovery months (at normal income)1.6 mo
Surgical close (101 ct)$-55,398
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $16.71 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.34Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.71
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.71
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (≤1σ, normal week)$2,020$-57,028+$25,022+$1,818
+2.5%$16.91 (1.2σ)$-2,146$-55,019+$27,031-$2,348
+5%$17.32 (1.4σ)$-6,312$-53,010+$29,040-$6,514
SS (= V-bounce)$30.29 (9.3σ)$-137,259$-30,492+$51,558-$53,732
V-BOUNCE STRESS (stock → CC-SS $20.82, where you are whole again, by expiry)
Starting unrealized P&L: $-82,050
+ Fortress recovery (un-capped): +$87,611
− CC assignment net of premium (101 × $16.50): -$41,637
+ Conservative CC premium (49 × $22): +$98
Total Position P&L @ SS: $-35,978 (+$46,072 vs today)
Do-nothing baseline at SS: $5,861 (this trade vs do-nothing: $-41,839, the opportunity cost of earning $8,657/mo FIGHT income now)
BB-reversion stress (→ $18.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$19,493, position total $-46,655 (+$35,395 vs today)
🎯 50% normal117 × $1624 Jul7d6.9%74%39%+7pp$3,042$13,037$53,381
Sell 117 × $16 6.9% OTM over spot $14.97 24 Jul 2026 (7d, $0.30 mid)
= $3,042 credit for the 7d cycle → $13,037/mo projected
Survival (stays ≤ $16)
74%
Breach risk
26%
POP (stays ≤ $16.30)
79%
EV / mo
+$2,409
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
60% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~3.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,725/mo
median; plan ~$3,893/mo after 68% keep · $29,611 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.1-3.8], measured ONLY among the 60% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
39%
Flat exit net (mid-life)
-$3,379
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$19 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 117 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.78/sh now → $0.55 mid-life (likely $0.63–$0.94)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,168 simulated challenges: the $16 strike is typically first touched on day 3 of 7, at $16 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (117 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202610d left+$0.17/sh+$2,042
cycle +$5,084
[+$607…+$2,040] · 87% credit
66%
surv 52%
-$61,480 NOT
cap gain +$20,570
Up-and-out for even (raise the cap, free)~$1631 Jul 202610d left+$0.17/sh+$2,025
cycle +$5,067
[+$609…+$2,022] · 87% credit
67%
surv 53%
-$61,049 NOT
cap gain +$21,001
Reliable up-and-out (highest cap still free ≥60%)~$1714 Aug 202624d left+$0.18/sh+$2,120
cycle +$5,162
[-$239…+$1,765] · 71% credit
73%
surv 66%
-$45,984 NOT
cap gain +$36,066
Max even-money escape in the band~$1814 Aug 202624d left+$0.06/sh+$644
cycle +$3,686
[-$1,880…+$227] · 30% credit
80%
surv 76%
-$32,490 NOT
cap gain +$49,560
SS $30 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1914 Aug 202624d left-$0.23/sh-$2,697
cycle +$345
[-$6,100…-$3,355] · 2% credit
85%
surv 83%
-$20,861 NOT
cap gain +$61,189
budget: banked $3,042 debit $2,697 (89% used ≈ 0.9 wk of income) → whole cycle still +$345 cash · rolled 117 ct earn ≈ $4,655/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$13,037/mo
vs 50% target ($13,018/mo)+0%
vs normal income ($26,036/mo)50% covered
Net income (after hedge)$13,179/mo
Downside budget
⚠ $16 is $5 below CC-SS $20.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$53,381
… as % of IC ($0)0.0%
… as % of ML ($157,060)34.0%
Recovery months (at normal income)2.1 mo
Surgical close (117 ct)$-64,525
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $16.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$3,042$-63,523+$18,527+$2,808
+2.5%$16.40 (≤1σ, normal week)$-1,638$-62,215+$19,835-$1,872
+5%$16.80 (1.1σ)$-6,318$-60,907+$21,143-$6,552
SS (= V-bounce)$30.29 (9.3σ)$-164,151$-44,152+$37,898-$67,392
V-BOUNCE STRESS (stock → CC-SS $20.82, where you are whole again, by expiry)
Starting unrealized P&L: $-82,050
+ Fortress recovery (un-capped): +$87,611
− CC assignment net of premium (117 × $16): -$53,381
+ Conservative CC premium (33 × $22): +$66
Total Position P&L @ SS: $-47,753 (+$34,297 vs today)
Do-nothing baseline at SS: $5,861 (this trade vs do-nothing: $-53,615, the opportunity cost of earning $13,037/mo FIGHT income now)
BB-reversion stress (→ $18.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$27,729, position total $-54,923 (+$27,127 vs today)
100% normal142 × $15.5024 Jul7d3.5%64%74%+18pp$6,106$26,169+$13,131$69,473
Sell 142 × $15.50 3.5% OTM over spot $14.97 24 Jul 2026 (7d, $0.45 mid)
= $6,106 credit for the 7d cycle → $26,169/mo projected
Survival (stays ≤ $15.50)
64%
Breach risk
36%
POP (stays ≤ $15.96)
74%
EV / mo
+$5,378
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+18pp
68% whole by 9mo vs 51% doing nothing
FIRE DRILLS
~5.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$9,033/mo
median; plan ~$6,143/mo after 68% keep · $44,382 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.1-5.1], measured ONLY among the 68% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
57%
Flat exit net (mid-life)
-$1,443
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$20 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 142 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.75/sh now → $0.53 mid-life (likely $0.68–$0.99)≈ $0 at expiry  |  you banked $0.43/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,696 simulated challenges: the $16 strike is typically first touched on day 3 of 7, at $16 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (142 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1631 Jul 202610d left+$0.18/sh+$2,556
cycle +$8,662
[+$455…+$1,948] · 85% credit
67%
surv 53%
-$64,989 NOT
cap gain +$17,061
Roll out (same strike, buy time)~$1631 Jul 202610d left+$0.18/sh+$2,579
cycle +$8,685
[+$447…+$1,963] · 84% credit
66%
surv 53%
-$65,415 NOT
cap gain +$16,635
Reliable up-and-out (highest cap still free ≥60%)~$1714 Aug 202624d left+$0.18/sh+$2,613
cycle +$8,719
[-$834…+$1,496] · 61% credit
74%
surv 66%
-$49,962 NOT
cap gain +$32,088
Max even-money escape in the band~$1814 Aug 202624d left+$0.06/sh+$808
cycle +$6,914
[-$2,837…-$350] · 20% credit
81%
surv 76%
-$36,797 NOT
cap gain +$45,253
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-$0.41/sh-$5,867
cycle +$239
[-$11,630…-$7,713]
90%
surv 90%
-$6,046 NOT
cap gain +$76,004
budget: banked $6,106 debit $5,867 (96% used ≈ 1.0 wk of income) → whole cycle still +$239 cash · rolled 142 ct earn ≈ $2,103/mo while parked; 8 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$26,169/mo
vs 50% target ($13,018/mo)+101%
vs normal income ($26,036/mo)101% covered
Net income (after hedge)$26,203/mo
Downside budget
⚠ $15.50 is $5 below CC-SS $20.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$69,473
… as % of IC ($0)0.0%
… as % of ML ($157,060)44.2%
Recovery months (at normal income)2.7 mo
Surgical close (142 ct)$-78,029
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.43 collected) or spot ≥ $15.96 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.96
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $15.96
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (≤1σ, normal week)$6,106$-67,994+$14,056+$5,822
+2.5%$15.89 (≤1σ, normal week)$604$-67,696+$14,354+$320
+5%$16.28 (≤1σ, normal week)$-4,899$-67,397+$14,653-$5,183
SS (= V-bounce)$30.29 (9.3σ)$-203,912$-63,238+$18,812-$86,478
V-BOUNCE STRESS (stock → CC-SS $20.82, where you are whole again, by expiry)
Starting unrealized P&L: $-82,050
+ Fortress recovery (un-capped): +$87,611
− CC assignment net of premium (142 × $15.50): -$69,473
+ Conservative CC premium (8 × $22): +$16
Total Position P&L @ SS: $-63,896 (+$18,154 vs today)
Do-nothing baseline at SS: $5,861 (this trade vs do-nothing: $-69,757, the opportunity cost of earning $26,169/mo FIGHT income now)
BB-reversion stress (→ $18.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$38,340, position total $-65,584 (+$16,466 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on BMNR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (10 clear the floor), click to expand

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

Fortress delta: 0.998 (IBKR)  |  Recovery@SS: +$87,611 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $5,861

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$167d24 Jul 2026$0.26117/150$13,037$13,17974%79%+$2,409-$53,3810.0%$-47,753 (vs do-nothing $-53,615)
$1614d31 Jul 2026$0.46133/150$13,110$13,18369%77%+$1,803-$58,0210.0%$-52,425 (vs do-nothing $-58,287)
$1621d7 Aug 2026$0.66139/150$13,106$13,15367%75%+$1,825-$57,8580.0%$-52,275 (vs do-nothing $-58,136)
$15.507d24 Jul 2026$0.4371/150$13,084$13,42364%74%+$2,689-$34,7360.0%$-29,017 (vs do-nothing $-34,878)
$15.5014d31 Jul 2026$0.61100/150$13,071$13,28662%72%+$1,255-$47,1250.0%$-41,463 (vs do-nothing $-47,325)
$15.5021d7 Aug 2026$0.82112/150$13,120$13,28361%72%+$1,262-$50,4270.0%$-44,790 (vs do-nothing $-50,651)
$1528d14 Aug 2026$1.14107/150$13,069$13,25455%69%+$428-$50,1020.0%$-44,455 (vs do-nothing $-50,316)
$1521d7 Aug 2026$1.0290/150$13,114$13,37154%69%+$838-$43,2220.0%$-37,541 (vs do-nothing $-43,402)
$1514d31 Jul 2026$0.8175/150$13,018$13,33954%68%+$858-$37,5930.0%$-31,882 (vs do-nothing $-37,743)
$157d24 Jul 2026$0.5853/150$13,174$13,59053%68%+$997-$27,7850.0%$-22,030 (vs do-nothing $-27,891)

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 21:37