FORTRESS FIGHT: BMNR-LC23 @ $15.88

BE SS: $39.13  |  CC-SS: $40.15  |  225 contracts (22,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 13:40

BMNR-LC23BBC @ $15.88   UNDERWATER $23.25 (59.4% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
BMNR reports 2026-07-16 (Thu), TODAY. The recommended CC (8d) expires on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. Wait for the print, or sell only an expiry that closes BEFORE 2026-07-16.

225 contracts (22,500 sh)  |  BE SS: $39.13  |  CC-SS: $40.15  |  IV: HIGH  |  Accounts: Main:1299, Joint:1782

LC: $23 exp 2028-01-21 (entry $6.149/sh)
SP: $65 exp 2028-01-21 (entry $48.333/sh)
HP: $25 exp 2028-01-21 (entry $12.312/sh)

Economics

Max Loss$227,878(ND $-29.87 + SW $40) x 22500
Normal income ref$42,750/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $26,438/mo (info only, already in marks)
Unrealized P&L$-498,825fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$21,375/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$42,750/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
5.3 mo to earn back $227,878
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $40.15 in the fetched chain; the deepest available is $22C (15d, $2,250/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, 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 25 (live) · RSI 40 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 52 · %B 78 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.67 (+18%) · daily UBB $16.68
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-16: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 163 contracts at $17 / 8d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($21,375/mo); it brings $21,394/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 168 × $16/8d for $42,840/mo, but breach risk rises to 45% (+24pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 209 × $18/8d (93% survival, $14,108/mo).
Downside anchor: the primary mortgages $371,587 (0% of IC) ONLY on a full V-bounce all the way to SS $39, recoverable in 8.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 163 contracts realizes $-361,778 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 225 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 24 Jul 2026 (8d) · sell 163 × $17, 79% survival, $21,394/mo (E[net] $9,620/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 · 8d163 × $1779%$21,394$9,620

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $9,620/mo 🏆 GRAND PICK

🎯 Engine pick: sell 163 × $17 (primary), 79% survival, breach 21%, $21,394/mo.
⚖️ Worth a safer step: the $18 rung (🛡 safe yield) lifts survival to 93% (breach 21% → 7%) for $6,206/mo less (29% 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 $18 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $15.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal209 × $1824 Jul8d13.4%93%15%$3,762$14,108-$7,286$459,105
Sell 209 × $18 13.4% OTM over spot $15.88 24 Jul 2026 (8d, $0.20 mid)
= $3,762 credit for the 8d cycle → $14,108/mo projected
Survival (stays ≤ $18)
93%
Breach risk
7%
POP (stays ≤ $18.20)
94%
EV / mo
+$12,091
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.7 mo [5.5-7.9] median  ·  6% of paths whole by 9 mo (vs 5% without)  ·  ~3.7 challenges expected  ·  median CC cash $58,578
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$10,003
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 78% POP
66% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 209 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.93/sh now → $0.66 mid-life (likely $0.58–$1.02)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 329 simulated challenges: the $18 strike is typically first touched on day 6 of 8, at $18 (overshoots $0.36). 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 (209 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)~$1831 Jul 202611d left+$0.17/sh+$3,606
cycle +$7,368
[+$2,213…+$5,724] · 93% credit
72%
surv 55%
-$446,017 NOT
cap gain +$52,808
Max even-money escape in the band~$1831 Jul 202611d left+$0.17/sh+$3,606
cycle +$7,368
[+$2,213…+$5,724] · 93% credit
72%
surv 55%
-$446,017 NOT
cap gain +$52,808
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1831 Jul 202611d left+$0.18/sh+$3,797
cycle +$7,559
[+$2,306…+$6,067] · 92% credit
70%
surv 52%
-$448,256 NOT
cap gain +$50,569
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.03/sh-$576
cycle +$3,186
[-$2,939…+$988] · 37% credit
78%
surv 66%
-$440,074 NOT
cap gain +$58,751
budget: banked $3,762 debit $576 (15% used ≈ 0.2 wk of income) → whole cycle still +$3,186 cash · rolled 209 ct earn ≈ $35,968/mo while parked; 16 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$14,108/mo
vs 50% target ($21,375/mo)-34%
vs normal income ($42,750/mo)33% covered
Net income (after hedge)$14,268/mo
Downside budget
⚠ $18 is $22 below CC-SS $40.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$459,105
… as % of IC ($0)0.0%
… as % of ML ($227,878)201.5%
Recovery months (at normal income)10.7 mo
Surgical close (209 ct)$-463,666
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 $0.18 collected) or spot ≥ $18.20 (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 $16.68 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.20
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
≥ $18.20
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 (1.5σ)$3,762$-452,053+$46,772+$2,717
+2.5%$18.45 (1.8σ)$-5,643$-452,346+$46,480-$6,688
+5%$18.90 (2.1σ)$-15,048$-452,638+$46,187-$16,093
SS (= V-bounce)$39.13 (16.5σ)$-437,855$-493,196+$5,629-$80,883
V-BOUNCE STRESS (stock → CC-SS $40.15, where you are whole again, by expiry)
Starting unrealized P&L: $-498,825
+ Fortress recovery (un-capped): +$491,402
− CC assignment net of premium (209 × $18): -$459,105
− Conservative CC assignment net of premium (16 × $22): -$28,955
Total Position P&L @ SS: $-495,483 (+$3,342 vs today)
Do-nothing baseline at SS: $-414,600 (this trade vs do-nothing: $-80,883, the opportunity cost of earning $14,108/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,241, position total $-452,489 (+$46,336 vs today)
🛡 safe yield ← lean225 × $1824 Jul8d13.4%93%15%$4,050$15,188-$6,206$494,252
Sell 225 × $18 13.4% OTM over spot $15.88 24 Jul 2026 (8d, $0.20 mid)
= $4,050 credit for the 8d cycle → $15,188/mo projected
Survival (stays ≤ $18)
93%
Breach risk
7%
POP (stays ≤ $18.20)
94%
EV / mo
+$13,017
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.8 mo [5.1-8.4] median, 1.1 mo SLOWER than no FIGHT (5.7 mo): roll costs eat the credits at this rung  ·  6% of paths whole by 9 mo (vs 4% without)  ·  ~3.8 challenges expected  ·  median CC cash $63,448
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$10,768
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 78% POP
66% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 225 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.93/sh now → $0.66 mid-life (likely $0.54–$0.90)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 330 simulated challenges: the $18 strike is typically first touched on day 6 of 8, at $18 (overshoots $0.32). 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 (225 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 202611d left+$0.18/sh+$4,088
cycle +$8,138
[+$3,097…+$7,160] · 95% credit
70%
surv 52%
-$447,757 NOT
cap gain +$51,068
Up-and-out for even (raise the cap, free)~$1831 Jul 202611d left+$0.17/sh+$3,882
cycle +$7,932
[+$2,954…+$6,722] · 95% credit
72%
surv 55%
-$445,533 NOT
cap gain +$53,292
Max even-money escape in the band~$1831 Jul 202611d left+$0.17/sh+$3,882
cycle +$7,932
[+$2,954…+$6,722] · 95% credit
72%
surv 55%
-$445,533 NOT
cap gain +$53,292
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.03/sh-$621
cycle +$3,429
[-$2,287…+$1,486] · 42% credit
78%
surv 66%
-$439,911 NOT
cap gain +$58,914
budget: banked $4,050 debit $621 (15% used ≈ 0.2 wk of income) → whole cycle still +$3,429 cash · rolled 225 ct earn ≈ $38,721/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$15,188/mo
vs 50% target ($21,375/mo)-29%
vs normal income ($42,750/mo)36% covered
Net income (after hedge)$15,188/mo
Downside budget
⚠ $18 is $22 below CC-SS $40.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$494,252
… as % of IC ($0)0.0%
… as % of ML ($227,878)216.9%
Recovery months (at normal income)11.6 mo
Surgical close (225 ct)$-499,162
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 $0.18 collected) or spot ≥ $18.20 (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 $16.68 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.20
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
≥ $18.20
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 (1.5σ)$4,050$-451,845+$46,980+$2,925
+2.5%$18.45 (1.8σ)$-6,075$-452,858+$45,968-$7,200
+5%$18.90 (2.1σ)$-16,200$-453,870+$44,955-$17,325
SS (= V-bounce)$39.13 (16.5σ)$-471,375$-499,388-$563-$87,075
V-BOUNCE STRESS (stock → CC-SS $40.15, where you are whole again, by expiry)
Starting unrealized P&L: $-498,825
+ Fortress recovery (un-capped): +$491,402
− CC assignment net of premium (225 × $18): -$494,252
Total Position P&L @ SS: $-501,675 ($-2,850 vs today)
Do-nothing baseline at SS: $-414,600 (this trade vs do-nothing: $-87,075, the opportunity cost of earning $15,188/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,025, position total $-453,353 (+$45,472 vs today)
🎯 50% normal163 × $1724 Jul8d7.1%79%31%$5,705$21,394$371,587
Sell 163 × $17 7.1% OTM over spot $15.88 24 Jul 2026 (8d, $0.38 mid)
= $5,705 credit for the 8d cycle → $21,394/mo projected
Survival (stays ≤ $17)
79%
Breach risk
21%
POP (stays ≤ $17.38)
85%
EV / mo
+$13,818
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.5 mo [5.6-7.7] median, 0.2 mo faster than no FIGHT (6.8 mo)  ·  5% of paths whole by 9 mo (vs 3% without)  ·  ~11.5 challenges expected  ·  median CC cash $104,153
🛡 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)
31%
Flat exit net (mid-life)
-$4,434
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 87% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 163 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.88/sh now → $0.62 mid-life (likely $0.68–$1.01)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 929 simulated challenges: the $17 strike is typically first touched on day 4 of 8, at $17 (overshoots $0.31). 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 (163 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 202611d left+$0.20/sh+$3,233
cycle +$8,938
[+$1,643…+$3,574] · 95% credit
72%
surv 55%
-$464,467 NOT
cap gain +$34,358
Max even-money escape in the band~$1731 Jul 202611d left+$0.20/sh+$3,233
cycle +$8,938
[+$1,643…+$3,574] · 95% credit
72%
surv 55%
-$464,467 NOT
cap gain +$34,358
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1731 Jul 202611d left+$0.21/sh+$3,392
cycle +$9,097
[+$1,657…+$3,764] · 95% credit
70%
surv 52%
-$466,738 NOT
cap gain +$32,087
Safety roll (pay small debit, max POP)~$1931 Jul 202611d left-$0.31/sh-$4,976
cycle +$729
[-$8,517…-$5,616]
87%
surv 83%
-$442,301 NOT
cap gain +$56,524
budget: banked $5,705 debit $4,976 (87% used ≈ 1.0 wk of income) → whole cycle still +$729 cash · rolled 163 ct earn ≈ $14,080/mo while parked; 62 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$21,394/mo
vs 50% target ($21,375/mo)+0%
vs normal income ($42,750/mo)50% covered
Net income (after hedge)$22,014/mo
Downside budget
⚠ $17 is $23 below CC-SS $40.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$371,587
… as % of IC ($0)0.0%
… as % of ML ($227,878)163.1%
Recovery months (at normal income)8.7 mo
Surgical close (163 ct)$-361,778
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $17.38 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $17)); NOT the premium you collected. Momentum override: two daily closes above $16.68 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $16.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.38
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $17.38
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$5,705$-470,130+$28,695+$4,890
+2.5%$17.42 (1.1σ)$-1,222$-468,451+$30,374-$2,037
+5%$17.85 (1.4σ)$-8,150$-466,772+$32,052-$8,965
SS (= V-bounce)$39.13 (16.5σ)$-355,014$-488,923+$9,902-$76,610
V-BOUNCE STRESS (stock → CC-SS $40.15, where you are whole again, by expiry)
Starting unrealized P&L: $-498,825
+ Fortress recovery (un-capped): +$491,402
− CC assignment net of premium (163 × $17): -$371,587
− Conservative CC assignment net of premium (62 × $22): -$112,200
Total Position P&L @ SS: $-491,210 (+$7,615 vs today)
Do-nothing baseline at SS: $-414,600 (this trade vs do-nothing: $-76,610, the opportunity cost of earning $21,394/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$21,516, position total $-463,534 (+$35,292 vs today)
100% normal168 × $1624 Jul8d0.8%55%93%$11,424$42,840+$21,446$394,242
Sell 168 × $16 0.8% OTM over spot $15.88 24 Jul 2026 (8d, $0.71 mid)
= $11,424 credit for the 8d cycle → $42,840/mo projected
Survival (stays ≤ $16)
55%
Breach risk
45%
POP (stays ≤ $16.71)
73%
EV / mo
+$16,228
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 7.2 mo [5.0-8.3] median, 2.4 mo SLOWER than no FIGHT (4.8 mo): roll costs eat the credits at this rung  ·  5% of paths whole by 9 mo (vs 2% without)  ·  ~41.9 challenges expected  ·  median CC cash $120,553
🛡 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)
74%
Flat exit net (mid-life)
+$1,589
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$18 @ 91% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 168 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.83/sh now → $0.59 mid-life (likely $0.81–$1.17)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets +$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,233 simulated challenges: the $16 strike is typically first touched on day 2 of 8, at $16 (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 (168 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202611d left+$0.22/sh+$3,689
cycle +$15,113
[+$1,147…+$2,402] · 92% credit
72%
surv 55%
-$478,567 NOT
cap gain +$20,258
Roll out (same strike, buy time)~$1631 Jul 202611d left+$0.23/sh+$3,869
cycle +$15,293
[+$1,061…+$2,454] · 90% credit
70%
surv 52%
-$480,817 NOT
cap gain +$18,008
Up-and-out for even (raise the cap, free)~$1731 Jul 202611d left+$0.02/sh+$327
cycle +$11,751
[-$2,787…-$975] · 8% credit
78%
surv 66%
-$471,804 NOT
cap gain +$27,021
Max even-money escape in the band~$1731 Jul 202611d left+$0.02/sh+$327
cycle +$11,751
[-$2,787…-$975] · 8% credit
78%
surv 66%
-$471,804 NOT
cap gain +$27,021
SS $39 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1831 Jul 202611d left-$0.37/sh-$6,136
cycle +$5,288
[-$11,530…-$8,076]
91%
surv 89%
-$447,892 NOT
cap gain +$50,933
budget: banked $11,424 debit $6,136 (54% used ≈ 0.6 wk of income) → whole cycle still +$5,288 cash · rolled 168 ct earn ≈ $10,089/mo while parked; 57 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$42,840/mo
vs 50% target ($21,375/mo)+100%
vs normal income ($42,750/mo)100% covered
Net income (after hedge)$43,410/mo
Downside budget
⚠ $16 is $24 below CC-SS $40.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$394,242
… as % of IC ($0)0.0%
… as % of ML ($227,878)173.0%
Recovery months (at normal income)9.2 mo
Surgical close (168 ct)$-372,960
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.68 collected) or spot ≥ $16.71 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.68 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.71
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.71
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$11,424$-484,686+$14,139+$10,584
+2.5%$16.40 (≤1σ, normal week)$4,704$-483,306+$15,519+$3,864
+5%$16.80 (≤1σ, normal week)$-2,016$-481,926+$16,899-$2,856
SS (= V-bounce)$39.13 (16.5σ)$-377,160$-502,529-$3,704-$90,216
V-BOUNCE STRESS (stock → CC-SS $40.15, where you are whole again, by expiry)
Starting unrealized P&L: $-498,825
+ Fortress recovery (un-capped): +$491,402
− CC assignment net of premium (168 × $16): -$394,242
− Conservative CC assignment net of premium (57 × $22): -$103,152
Total Position P&L @ SS: $-504,816 ($-5,991 vs today)
Do-nothing baseline at SS: $-414,600 (this trade vs do-nothing: $-90,216, the opportunity cost of earning $42,840/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$33,432, position total $-475,474 (+$23,350 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 (6 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 6 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: +$491,402 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-414,600

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$178d24 Jul 2026$0.35163/225$21,394$22,01479%85%+$13,818-$371,5870.0%$-491,210 (vs do-nothing $-76,610)
$1715d31 Jul 2026$0.60179/225$21,480$21,94073%82%+$12,181-$403,5870.0%$-494,255 (vs do-nothing $-79,655)
$16.508d24 Jul 2026$0.50114/225$21,375$22,48568%80%+$11,161-$263,8730.0%$-472,170 (vs do-nothing $-57,570)
$16.5015d31 Jul 2026$0.76141/225$21,432$22,27265%78%+$10,076-$322,7030.0%$-482,139 (vs do-nothing $-67,539)
$168d24 Jul 2026$0.6884/225$21,420$22,83055%73%+$8,114-$197,1210.0%$-459,708 (vs do-nothing $-45,108)
$1615d31 Jul 2026$0.95113/225$21,470$22,59055%73%+$7,935-$262,1230.0%$-472,230 (vs do-nothing $-57,630)

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 225 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-16 13:40