FORTRESS FIGHT: BMNR-LC23-1782 @ $15.69

BE SS: $30.29  |  CC-SS: $22.20  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-19 19:27

BMNR-LC23-1782BBC @ $15.69   UNDERWATER $14.60 (48.2% below BE SS)

PARTIAL: 100 of 150 contracts already capped (100x $16C). FIGHTing the 50 uncapped; all figures (income, hedge, cap give-up) are for that slice.

50 of 150 contracts (5,000 sh uncapped)  |  BE SS: $30.29  |  CC-SS: $22.20  |  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$52,353(ND $-29.53 + SW $40) x 5000
Normal income ref$10,625/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $4,864/mo (info only, already in marks)
Unrealized P&L$-24,800fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,313/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$10,625/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
4.9 mo to earn back $52,353
Deep drawdown confirmed: a CC at CC-SS $22.20 (probe: $22C 12d) brings only $250/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-16; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-16
$0
Hole (after banked)
$24,800
was $24,800 · 0% earned back
Cycles closed
0
Credit in flight
$1,724
Open legAcctCredit/shIn flightOpened
100x $16.5C 24 Jul 2026U6241782$0.17$1,7242026-07-18
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 24 (live) · RSI 40 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 50 · %B 76 · hist falling (nightly)
LEVELS20W MA (bounce target) $18.67 (+19%) · daily UBB $16.54 · 1-wk expected move ±$2 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 37 contracts at $17 / 5d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($5,313/mo); it brings $5,328/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 48 × $16.50/5d for $10,656/mo, but breach risk rises to 28% (+9pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 50 × $18/5d (93% survival, $3,300/mo).
Downside anchor: the primary mortgages $18,334 (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 37 contracts realizes $-18,408 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 50 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 24 Jul 2026 (5d) · sell 37 × $17, 82% survival, $5,328/mo (E[net] $2,211/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 · 5d37 × $1782%$5,328$2,211

📅 NEXT FRIDAY · 24 Jul 2026 · 5d · E[net] $2,211/mo 🏆 GRAND PICK

🎯 Engine pick: sell 37 × $17 (primary), 82% survival, breach 18%, $5,328/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $17.50 rung (33% normal) lifts survival to 88% (breach 18% → 12%) for $1,776/mo less (33% income) buys safety you do not really need here.
BMNR  spot $15.69 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $1824 Jul5d14.7%93%15%+10pp$550$3,300-$2,028$20,426
Sell 50 × $18 14.7% OTM over spot $15.69 24 Jul 2026 (5d, $0.11 mid)
= $550 credit for the 5d cycle → $3,300/mo projected
Survival (stays ≤ $18)
93%
Breach risk
7%
POP (stays ≤ $18.11)
94%
EV / mo
+$2,432
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
62% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~1.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,219/mo
median; plan ~$1,509/mo after 68% keep · $10,462 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.9-3.6], measured ONLY among the 62% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
8%
Flat exit net (mid-life)
-$2,298
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$20 @ 81% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.81/sh now → $0.57 mid-life (likely $0.45–$0.81)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 225 simulated challenges: the $18 strike is typically first touched on day 4 of 5, at $18 (overshoots $0.35). 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 (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 202610d left+$0.33/sh+$1,673
cycle +$2,223
[+$1,517…+$2,292] · 100% credit
68%
surv 52%
-$12,182 NOT
cap gain +$12,618
Max even-money escape in the band~$2014 Aug 202624d left+$0.07/sh+$326
cycle +$876
[-$272…+$935] · 65% credit
81%
surv 76%
-$3,134 NOT
cap gain +$21,666
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 202610d left+$0.01/sh+$34
cycle +$584
[-$381…+$526] · 56% credit
75%
surv 66%
-$10,176 NOT
cap gain +$14,624
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$3,300/mo
vs 50% target ($5,313/mo)-38%
vs normal income ($10,625/mo)31% covered
Net income (after hedge)$3,300/mo
Downside budget
⚠ $18 is $4 below CC-SS $22.20: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,426
… as % of IC ($0)0.0%
… as % of ML ($52,353)39.0%
Recovery months (at normal income)1.9 mo
Surgical close (50 ct)$-24,825
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.11 collected) or spot ≥ $18.11 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.54 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.11
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $18.11
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.00 (1.6σ)$550$-13,855+$10,945+$400
+2.5%$18.45 (1.9σ)$-1,700$-14,080+$10,720-$1,850
+5%$18.90 (2.2σ)$-3,950$-14,305+$10,495-$4,100
SS (= V-bounce)$30.29 (10.0σ)$-60,900$-20,000+$4,800-$24,600
V-BOUNCE STRESS (stock → CC-SS $22.20, where you are whole again, by expiry)
Starting unrealized P&L: $-24,800
+ Fortress recovery (un-capped): +$29,273
− CC assignment net of premium (50 × $18): -$20,426
Total Position P&L @ SS: $-15,953 (+$8,847 vs today)
Do-nothing baseline at SS: $4,623 (this trade vs do-nothing: $-20,576, the opportunity cost of earning $3,300/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,800, position total $-14,190 (+$10,610 vs today)
33% normal37 × $17.5024 Jul5d11.5%88%24%+13pp$592$3,552-$1,776$16,780
Sell 37 × $17.50 11.5% OTM over spot $15.69 24 Jul 2026 (5d, $0.17 mid)
= $592 credit for the 5d cycle → $3,552/mo projected
Survival (stays ≤ $17.50)
88%
Breach risk
12%
POP (stays ≤ $17.68)
90%
EV / mo
+$2,324
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
65% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,177/mo
median; plan ~$1,480/mo after 68% keep · $10,151 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.8-4.0], measured ONLY among the 65% 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)
13%
Flat exit net (mid-life)
-$1,457
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$20 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 37 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.78/sh now → $0.55 mid-life (likely $0.52–$0.90)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 404 simulated challenges: the $18 strike is typically first touched on day 3 of 5, at $18 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (37 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 202610d left+$0.34/sh+$1,260
cycle +$1,852
[+$1,007…+$1,577] · 99% credit
68%
surv 52%
-$14,764 NOT
cap gain +$10,036
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202624d left+$0.17/sh+$626
cycle +$1,218
[-$44…+$788] · 72% credit
79%
surv 73%
-$7,253 NOT
cap gain +$17,547
Max even-money escape in the band~$2014 Aug 202624d left+$0.07/sh+$253
cycle +$845
[-$493…+$399] · 51% credit
81%
surv 77%
-$5,376 NOT
cap gain +$19,424
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 202610d left+$0.01/sh+$49
cycle +$641
[-$486…+$176] · 39% credit
75%
surv 66%
-$12,330 NOT
cap gain +$12,470
Safety roll (pay small debit, max POP)~$207 Aug 202616d left-$0.13/sh-$474
cycle +$118
[-$1,318…-$344] · 13% credit
83%
surv 80%
-$6,103 NOT
cap gain +$18,697
budget: banked $592 debit $474 (80% used ≈ 0.6 wk of income) → whole cycle still +$118 cash · rolled 37 ct earn ≈ $2,953/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$3,552/mo
vs 50% target ($5,313/mo)-33%
vs normal income ($10,625/mo)33% covered
Net income (after hedge)$3,614/mo
Downside budget
⚠ $17.50 is $5 below CC-SS $22.20: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,780
… as % of IC ($0)0.0%
… as % of ML ($52,353)32.1%
Recovery months (at normal income)1.6 mo
Surgical close (37 ct)$-18,408
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.16 collected) or spot ≥ $17.68 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.54 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.68
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $17.68
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (1.2σ)$592$-16,024+$8,776+$481
+2.5%$17.94 (1.5σ)$-1,027$-15,674+$9,126-$1,138
+5%$18.38 (1.8σ)$-2,646$-15,324+$9,476-$2,756
SS (= V-bounce)$30.29 (10.0σ)$-46,731$-15,269+$9,531-$19,869
V-BOUNCE STRESS (stock → CC-SS $22.20, where you are whole again, by expiry)
Starting unrealized P&L: $-24,800
+ Fortress recovery (un-capped): +$29,273
− CC assignment net of premium (37 × $17.50): -$16,780
+ Conservative CC premium (13 × $23): +$39
Total Position P&L @ SS: $-12,268 (+$12,532 vs today)
Do-nothing baseline at SS: $4,623 (this trade vs do-nothing: $-16,891, the opportunity cost of earning $3,552/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,737, position total $-15,088 (+$9,712 vs today)
🎯 50% normal37 × $1724 Jul5d8.3%82%26%+12pp$888$5,328$18,334
Sell 37 × $17 8.3% OTM over spot $15.69 24 Jul 2026 (5d, $0.26 mid)
= $888 credit for the 5d cycle → $5,328/mo projected
Survival (stays ≤ $17)
82%
Breach risk
18%
POP (stays ≤ $17.25)
86%
EV / mo
+$2,969
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
67% whole by 9mo vs 55% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,750/mo
median; plan ~$1,870/mo after 68% keep · $12,064 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.1-4.0], measured ONLY among the 67% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
26%
Flat exit net (mid-life)
-$1,103
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$20 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 37 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.76/sh now → $0.54 mid-life (likely $0.55–$0.90)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 783 simulated challenges: the $17 strike is typically first touched on day 3 of 5, 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 (37 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1731 Jul 202610d left+$0.35/sh+$1,278
cycle +$2,166
[+$947…+$1,439] · 99% credit
68%
surv 53%
-$16,700 NOT
cap gain +$8,100
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202624d left+$0.17/sh+$632
cycle +$1,520
[-$108…+$727] · 70% credit
79%
surv 73%
-$9,201 NOT
cap gain +$15,599
Max even-money escape in the band~$1914 Aug 202624d left+$0.07/sh+$261
cycle +$1,149
[-$545…+$334] · 46% credit
81%
surv 77%
-$7,322 NOT
cap gain +$17,478
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 202610d left+$0.02/sh+$70
cycle +$958
[-$510…+$135] · 34% credit
75%
surv 67%
-$14,263 NOT
cap gain +$10,537
Safety roll (pay small debit, max POP)~$207 Aug 202616d left-$0.21/sh-$778
cycle +$110
[-$1,748…-$777] · 2% credit
86%
surv 84%
-$6,111 NOT
cap gain +$18,689
budget: banked $888 debit $778 (88% used ≈ 0.6 wk of income) → whole cycle still +$110 cash · rolled 37 ct earn ≈ $2,273/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$5,328/mo
vs 50% target ($5,313/mo)+0%
vs normal income ($10,625/mo)50% covered
Net income (after hedge)$5,390/mo
Downside budget
⚠ $17 is $5 below CC-SS $22.20: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,334
… as % of IC ($0)0.0%
… as % of ML ($52,353)35.0%
Recovery months (at normal income)1.7 mo
Surgical close (37 ct)$-18,408
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.24 collected) or spot ≥ $17.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $17)); NOT the premium you collected. Momentum override: two daily closes above $16.54 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.25
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $17.25
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$888$-17,978+$6,822+$777
+2.5%$17.42 (1.2σ)$-684$-17,638+$7,162-$795
+5%$17.85 (1.5σ)$-2,257$-17,298+$7,502-$2,368
SS (= V-bounce)$30.29 (10.0σ)$-48,285$-16,823+$7,977-$21,423
V-BOUNCE STRESS (stock → CC-SS $22.20, where you are whole again, by expiry)
Starting unrealized P&L: $-24,800
+ Fortress recovery (un-capped): +$29,273
− CC assignment net of premium (37 × $17): -$18,334
+ Conservative CC premium (13 × $23): +$39
Total Position P&L @ SS: $-13,822 (+$10,978 vs today)
Do-nothing baseline at SS: $4,623 (this trade vs do-nothing: $-18,445, the opportunity cost of earning $5,328/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,291, position total $-16,642 (+$8,158 vs today)
100% normal48 × $16.5024 Jul5d5.2%72%57%+17pp$1,776$10,656+$5,328$25,561
Sell 48 × $16.50 5.2% OTM over spot $15.69 24 Jul 2026 (5d, $0.39 mid)
= $1,776 credit for the 5d cycle → $10,656/mo projected
Survival (stays ≤ $16.50)
72%
Breach risk
28%
POP (stays ≤ $16.89)
80%
EV / mo
+$4,928
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+17pp
73% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~4.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,455/mo
median; plan ~$3,029/mo after 68% keep · $16,314 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [1.0-3.9], 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)
41%
Flat exit net (mid-life)
-$730
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$20 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 48 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.74/sh now → $0.52 mid-life (likely $0.61–$0.97)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,226 simulated challenges: the $16 strike is typically first touched on day 3 of 5, 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 (48 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202610d left+$0.35/sh+$1,678
cycle +$3,454
[+$1,110…+$1,676] · 98% credit
68%
surv 53%
-$17,695 NOT
cap gain +$7,105
Reliable up-and-out (highest cap still free ≥60%)~$1814 Aug 202624d left+$0.33/sh+$1,582
cycle +$3,358
[+$518…+$1,394] · 87% credit
76%
surv 69%
-$11,896 NOT
cap gain +$12,904
Max even-money escape in the band~$1914 Aug 202624d left+$0.07/sh+$343
cycle +$2,119
[-$977…+$102] · 29% credit
82%
surv 77%
-$8,635 NOT
cap gain +$16,165
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 202610d left+$0.02/sh+$114
cycle +$1,890
[-$830…-$65] · 22% credit
75%
surv 67%
-$15,614 NOT
cap gain +$9,186
Safety roll (pay small debit, max POP)~$207 Aug 202616d left-$0.33/sh-$1,606
cycle +$170
[-$3,381…-$1,968]
91%
surv 90%
-$3,834 NOT
cap gain +$20,966
budget: banked $1,776 debit $1,606 (90% used ≈ 0.7 wk of income) → whole cycle still +$170 cash · rolled 48 ct earn ≈ $1,688/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$10,656/mo
vs 50% target ($5,313/mo)+101%
vs normal income ($10,625/mo)100% covered
Net income (after hedge)$10,665/mo
Downside budget
⚠ $16.50 is $6 below CC-SS $22.20: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,561
… as % of IC ($0)0.0%
… as % of ML ($52,353)48.8%
Recovery months (at normal income)2.4 mo
Surgical close (48 ct)$-23,880
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.37 collected) or spot ≥ $16.89 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.54 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.34Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.89
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.89
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (≤1σ, normal week)$1,776$-19,373+$5,427+$1,632
+2.5%$16.91 (≤1σ, normal week)$-204$-19,497+$5,303-$348
+5%$17.32 (1.1σ)$-2,184$-19,621+$5,180-$2,328
SS (= V-bounce)$30.29 (10.0σ)$-64,416$-24,968-$168-$29,568
V-BOUNCE STRESS (stock → CC-SS $22.20, where you are whole again, by expiry)
Starting unrealized P&L: $-24,800
+ Fortress recovery (un-capped): +$29,273
− CC assignment net of premium (48 × $16.50): -$25,561
+ Conservative CC premium (2 × $23): +$6
Total Position P&L @ SS: $-21,082 (+$3,718 vs today)
Do-nothing baseline at SS: $4,623 (this trade vs do-nothing: $-25,705, the opportunity cost of earning $10,656/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,640, position total $-20,024 (+$4,776 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on BMNR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (15 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 15 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.900 (fallback)  |  Recovery@SS: +$29,273 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $4,623

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$175d24 Jul 2026$0.2437/50$5,328$5,39082%86%+$2,969-$18,3340.0%$-13,822 (vs do-nothing $-18,445)
$1712d31 Jul 2026$0.4944/50$5,390$5,41873%79%+$1,832-$20,7030.0%$-16,211 (vs do-nothing $-20,835)
$16.505d24 Jul 2026$0.3724/50$5,328$5,45172%80%+$2,464-$12,7810.0%$-8,229 (vs do-nothing $-12,853)
$1719d7 Aug 2026$0.7148/50$5,381$5,39170%77%+$1,506-$21,5290.0%$-17,050 (vs do-nothing $-21,673)
$16.5012d31 Jul 2026$0.6334/50$5,355$5,43166%75%+$1,484-$17,2220.0%$-12,700 (vs do-nothing $-17,324)
$16.5019d7 Aug 2026$0.7844/50$5,419$5,44764%74%+$819-$21,6270.0%$-17,135 (vs do-nothing $-21,759)
$16.5026d14 Aug 2026$1.0345/50$5,348$5,37263%74%+$1,219-$20,9930.0%$-16,505 (vs do-nothing $-21,128)
$165d24 Jul 2026$0.5218/50$5,616$5,76860%73%+$1,798-$10,2150.0%$-5,646 (vs do-nothing $-10,269)
$1612d31 Jul 2026$0.8226/50$5,330$5,44458%72%+$1,220-$13,9760.0%$-9,430 (vs do-nothing $-14,054)
$1626d14 Aug 2026$1.2438/50$5,437$5,49458%71%+$1,109-$18,8300.0%$-14,320 (vs do-nothing $-18,944)
$1619d7 Aug 2026$1.0533/50$5,471$5,55258%71%+$1,042-$16,9790.0%$-12,455 (vs do-nothing $-17,078)
$15.5026d14 Aug 2026$1.4732/50$5,428$5,51352%69%+$932-$16,7210.0%$-12,193 (vs do-nothing $-16,817)
$15.5019d7 Aug 2026$1.2727/50$5,414$5,52351%68%+$815-$14,6480.0%$-10,106 (vs do-nothing $-14,729)
Show 2 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$15.5012d31 Jul 2026$1.0421/50$5,460$5,59750%68%+$939-$11,8760.0%$-7,315 (vs do-nothing $-11,939)
$15.505d24 Jul 2026$0.7512/50$5,400$5,58047%67%+$1,177-$7,1340.0%$-2,547 (vs do-nothing $-7,170)

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 50 contracts at the conservative CC.

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