FORTRESS FIGHT: BMNR-LC25 @ $15.81

BE SS: $44.46  |  CC-SS: $59.53  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 14:41

BMNR-LC25BBC @ $15.81   UNDERWATER $28.65 (64.4% 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.

50 contracts (5,000 sh)  |  BE SS: $44.46  |  CC-SS: $59.53  |  IV: HIGH  |  Accounts: Main:1299

LC: $25 exp 2028-01-21 (entry $9.034/sh)
SP: $45 exp 2028-01-21 (entry $26.818/sh)
HP: $15 exp 2028-01-21 (entry $4.977/sh)

Economics

Max Loss$244,550(ND $18.91 + SW $30) x 5000
Normal income ref$9,500/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,476/mo (info only, already in marks)
Unrealized P&L$-196,750fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,750/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$9,500/mo (ATM CC, chain)
IC VELOCITY
10.0 mo to earn back $94,550
ML VELOCITY
25.7 mo to earn back $244,550
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $59.53 in the fetched chain; the deepest available is $22C (15d, $500/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 51 · %B 76 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.67 (+18%) · daily UBB $16.67 · 1-wk expected move ±$2 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-16: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 37 contracts at $17 / 8d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($4,750/mo); it brings $4,856/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 38 × $16/8d for $9,690/mo, but breach risk rises to 44% (+18pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 50 × $18.50/8d (90% survival, $2,250/mo).
Downside anchor: the primary mortgages $156,074 (165% of IC) ONLY on a full V-bounce all the way to SS $44, recoverable in 16.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 37 contracts realizes $-145,688 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 (8d) · sell 37 × $17, 75% survival, $4,856/mo (E[net] $1,282/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 · 8d37 × $1775%$4,856$1,282

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $1,282/mo 🏆 GRAND PICK

🎯 Engine pick: sell 37 × $17 (primary), 75% survival, breach 25%, $4,856/mo.
⚖️ Worth a safer step: the $18 rung (33% normal) lifts survival to 87% (breach 25% → 13%) for $1,684/mo less (35% 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 $15.81 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $18.5024 Jul8d17.0%90%20%$600$2,250-$2,606$204,561
Sell 50 × $18.50 17.0% OTM over spot $15.81 24 Jul 2026 (8d, $0.14 mid)
= $600 credit for the 8d cycle → $2,250/mo projected
Survival (stays ≤ $18.50)
90%
Breach risk
10%
POP (stays ≤ $18.64)
91%
EV / mo
+$1,093
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 7.3 mo [5.8-8.2] median, 0.9 mo SLOWER than no FIGHT (6.5 mo): roll costs eat the credits at this rung  ·  4% of paths whole by 9 mo (vs 4% without)  ·  ~5.1 challenges expected  ·  median CC cash $13,368
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$2,856
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 73% POP
64% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.98/sh now → $0.69 mid-life (likely $0.56–$1.00)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 363 simulated challenges: the $18 strike is typically first touched on day 6 of 8, at $19 (overshoots $0.45). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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 202611d left+$0.26/sh+$1,320
cycle +$1,920
[+$1,068…+$2,016] · 100% credit
68%
surv 53%
-$182,725 NOT
cap gain +$14,025
Up-and-out for even (raise the cap, free)~$1931 Jul 202611d left+$0.17/sh+$860
cycle +$1,460
[+$555…+$1,450] · 94% credit
69%
surv 56%
-$182,330 NOT
cap gain +$14,420
Max even-money escape in the band~$1931 Jul 202611d left+$0.17/sh+$860
cycle +$1,460
[+$555…+$1,450] · 94% credit
69%
surv 56%
-$182,330 NOT
cap gain +$14,420
SS $44 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-$0.02/sh-$96
cycle +$504
[-$589…+$375] · 42% credit
73%
surv 64%
-$181,036 NOT
cap gain +$15,714
budget: banked $600 debit $96 (16% used ≈ 0.2 wk of income) → whole cycle still +$504 cash · rolled 50 ct earn ≈ $9,161/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$2,250/mo
vs 50% target ($4,750/mo)-53%
vs normal income ($9,500/mo)24% covered
Net income (after hedge)$2,250/mo
Downside budget
⚠ $18.50 is $41 below CC-SS $59.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$204,561
… as % of IC ($94,550)216.4%
… as % of ML ($244,550)83.6%
Recovery months (at normal income)21.5 mo
Surgical close (50 ct)$-196,825
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 $0.12 collected) or spot ≥ $18.64 (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 $16.67 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $18.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$18-18.64
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
≥ $18.64
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$18.50 (1.4σ)$600$-184,045+$12,705+$350
+2.5%$18.96 (1.7σ)$-1,712$-184,276+$12,474-$1,962
+5%$19.43 (1.9σ)$-4,025$-184,508+$12,242-$4,275
SS (= V-bounce)$44.46 (15.2σ)$-129,200$-197,025-$275-$17,150
V-BOUNCE STRESS (stock → CC-SS $59.53, where you are whole again, by expiry)
Starting unrealized P&L: $-196,750
+ Fortress recovery (un-capped): +$196,750
− CC assignment net of premium (50 × $18.50): -$204,561
Total Position P&L @ SS: $-204,561 ($-7,811 vs today)
Do-nothing baseline at SS: $-187,411 (this trade vs do-nothing: $-17,150, the opportunity cost of earning $2,250/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$250, position total $-184,130 (+$12,620 vs today)
33% normal ← lean47 × $1824 Jul8d13.9%87%26%$846$3,172-$1,684$194,355
Sell 47 × $18 13.9% OTM over spot $15.81 24 Jul 2026 (8d, $0.20 mid)
= $846 credit for the 8d cycle → $3,172/mo projected
Survival (stays ≤ $18)
87%
Breach risk
13%
POP (stays ≤ $18.20)
89%
EV / mo
+$1,740
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.2 mo [5.4-7.7] median, 1.3 mo faster than no FIGHT (7.5 mo)  ·  5% of paths whole by 9 mo (vs 3% without)  ·  ~6.7 challenges expected  ·  median CC cash $17,999
🛡 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)
19%
Flat exit net (mid-life)
-$2,314
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 47 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: $0.95/sh now → $0.67 mid-life (likely $0.62–$0.99)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$0.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 582 simulated challenges: the $18 strike is typically first touched on day 5 of 8, at $18 (overshoots $0.43). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (47 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+$0.27/sh+$1,282
cycle +$2,128
[+$1,031…+$1,729] · 100% credit
68%
surv 53%
-$184,752 NOT
cap gain +$11,998
Up-and-out for even (raise the cap, free)~$1831 Jul 202611d left+$0.18/sh+$851
cycle +$1,697
[+$526…+$1,247] · 96% credit
69%
surv 56%
-$184,328 NOT
cap gain +$12,422
Max even-money escape in the band~$1831 Jul 202611d left+$0.18/sh+$851
cycle +$1,697
[+$526…+$1,247] · 96% credit
69%
surv 56%
-$184,328 NOT
cap gain +$12,422
SS $44 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-$0.17/sh-$784
cycle +$62
[-$1,452…-$594] · 9% credit
77%
surv 71%
-$181,463 NOT
cap gain +$15,287
budget: banked $846 debit $784 (93% used ≈ 1.1 wk of income) → whole cycle still +$62 cash · rolled 47 ct earn ≈ $6,482/mo while parked; 3 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$3,172/mo
vs 50% target ($4,750/mo)-33%
vs normal income ($9,500/mo)33% covered
Net income (after hedge)$3,202/mo
Downside budget
⚠ $18 is $42 below CC-SS $59.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$194,355
… as % of IC ($94,550)205.6%
… as % of ML ($244,550)79.5%
Recovery months (at normal income)20.5 mo
Surgical close (47 ct)$-185,016
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 $16.67 (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 (1.2σ)$846$-186,034+$10,716+$611
+2.5%$18.45 (1.4σ)$-1,269$-186,124+$10,626-$1,504
+5%$18.90 (1.6σ)$-3,384$-186,214+$10,536-$3,619
SS (= V-bounce)$44.46 (15.2σ)$-123,516$-198,064-$1,314-$18,189
V-BOUNCE STRESS (stock → CC-SS $59.53, where you are whole again, by expiry)
Starting unrealized P&L: $-196,750
+ Fortress recovery (un-capped): +$196,750
− CC assignment net of premium (47 × $18): -$194,355
− Conservative CC assignment net of premium (3 × $22): -$11,245
Total Position P&L @ SS: $-205,600 ($-8,850 vs today)
Do-nothing baseline at SS: $-187,411 (this trade vs do-nothing: $-18,189, the opportunity cost of earning $3,172/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,303, position total $-186,168 (+$10,582 vs today)
🎯 50% normal37 × $1724 Jul8d7.5%75%41%$1,295$4,856$156,074
Sell 37 × $17 7.5% OTM over spot $15.81 24 Jul 2026 (8d, $0.38 mid)
= $1,295 credit for the 8d cycle → $4,856/mo projected
Survival (stays ≤ $17)
75%
Breach risk
25%
POP (stays ≤ $17.38)
80%
EV / mo
+$1,650
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 7.2 mo [5.0-8.1] median, 0.2 mo faster than no FIGHT (7.4 mo)  ·  5% of paths whole by 9 mo (vs 4% without)  ·  ~14.9 challenges expected  ·  median CC cash $21,156
🛡 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)
-$1,055
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 81% POP
78% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.90/sh now → $0.64 mid-life (likely $0.70–$1.05)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,217 simulated challenges: the $17 strike is typically first touched on day 4 of 8, at $17 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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 202611d left+$0.29/sh+$1,065
cycle +$2,360
[+$717…+$1,190] · 100% credit
68%
surv 53%
-$188,970 NOT
cap gain +$7,780
Reliable up-and-out (highest cap still free ≥60%)~$1731 Jul 202611d left+$0.20/sh+$727
cycle +$2,022
[+$332…+$803] · 96% credit
69%
surv 56%
-$188,453 NOT
cap gain +$8,297
Up-and-out for even (raise the cap, free)~$1831 Jul 202611d left+$0.01/sh+$23
cycle +$1,318
[-$512…+$0] · 25% credit
73%
surv 64%
-$186,907 NOT
cap gain +$9,843
Max even-money escape in the band~$1831 Jul 202611d left+$0.01/sh+$23
cycle +$1,318
[-$512…+$0] · 25% credit
73%
surv 64%
-$186,907 NOT
cap gain +$9,843
SS $44 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-$0.29/sh-$1,060
cycle +$235
[-$1,925…-$1,198]
81%
surv 78%
-$183,490 NOT
cap gain +$13,260
budget: banked $1,295 debit $1,060 (82% used ≈ 0.9 wk of income) → whole cycle still +$235 cash · rolled 37 ct earn ≈ $3,517/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$4,856/mo
vs 50% target ($4,750/mo)+2%
vs normal income ($9,500/mo)51% covered
Net income (after hedge)$4,986/mo
Downside budget
⚠ $17 is $43 below CC-SS $59.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$156,074
… as % of IC ($94,550)165.1%
… as % of ML ($244,550)63.8%
Recovery months (at normal income)16.4 mo
Surgical close (37 ct)$-145,688
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 $16.67 (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)$1,295$-190,035+$6,715+$1,110
+2.5%$17.42 (≤1σ, normal week)$-277$-189,695+$7,055-$462
+5%$17.85 (1.1σ)$-1,850$-189,355+$7,395-$2,035
SS (= V-bounce)$44.46 (15.2σ)$-100,307$-197,265-$515-$17,390
V-BOUNCE STRESS (stock → CC-SS $59.53, where you are whole again, by expiry)
Starting unrealized P&L: $-196,750
+ Fortress recovery (un-capped): +$196,750
− CC assignment net of premium (37 × $17): -$156,074
− Conservative CC assignment net of premium (13 × $22): -$48,727
Total Position P&L @ SS: $-204,801 ($-8,051 vs today)
Do-nothing baseline at SS: $-187,411 (this trade vs do-nothing: $-17,390, the opportunity cost of earning $4,856/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,884, position total $-188,699 (+$8,051 vs today)
100% normal38 × $1624 Jul8d1.2%56%92%$2,584$9,690+$4,834$162,838
Sell 38 × $16 1.2% OTM over spot $15.81 24 Jul 2026 (8d, $0.71 mid)
= $2,584 credit for the 8d cycle → $9,690/mo projected
Survival (stays ≤ $16)
56%
Breach risk
44%
POP (stays ≤ $16.71)
70%
EV / mo
+$1,697
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 7.2 mo [5.0-8.1] median  ·  3% of paths whole by 9 mo (vs 2% without)  ·  ~40.2 challenges expected  ·  median CC cash $26,755
🛡 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)
+$313
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$19 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 38 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.85/sh now → $0.60 mid-life (likely $0.82–$1.17)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets +$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,206 simulated challenges: the $16 strike is typically first touched on day 2 of 8, at $16 (overshoots $0.46). 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 (38 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202611d left+$0.30/sh+$1,138
cycle +$3,722
[+$668…+$896] · 100% credit
68%
surv 53%
-$192,113 NOT
cap gain +$4,637
Reliable up-and-out (highest cap still free ≥60%)~$1631 Jul 202611d left+$0.21/sh+$792
cycle +$3,376
[+$243…+$520] · 92% credit
69%
surv 56%
-$191,604 NOT
cap gain +$5,146
Up-and-out for even (raise the cap, free)~$1731 Jul 202611d left+$0.02/sh+$72
cycle +$2,656
[-$659…-$251] · 8% credit
74%
surv 65%
-$190,074 NOT
cap gain +$6,676
Max even-money escape in the band~$1731 Jul 202611d left+$0.02/sh+$72
cycle +$2,656
[-$659…-$251] · 8% credit
74%
surv 65%
-$190,074 NOT
cap gain +$6,676
SS $44 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-$0.48/sh-$1,831
cycle +$753
[-$3,511…-$2,460]
91%
surv 90%
-$180,727 NOT
cap gain +$16,023
budget: banked $2,584 debit $1,831 (71% used ≈ 0.8 wk of income) → whole cycle still +$753 cash · rolled 38 ct earn ≈ $1,202/mo while parked; 12 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$9,690/mo
vs 50% target ($4,750/mo)+104%
vs normal income ($9,500/mo)102% covered
Net income (after hedge)$9,810/mo
Downside budget
⚠ $16 is $44 below CC-SS $59.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$162,838
… as % of IC ($94,550)172.2%
… as % of ML ($244,550)66.6%
Recovery months (at normal income)17.1 mo
Surgical close (38 ct)$-149,644
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 $16.67 (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)$2,584$-193,251+$3,499+$2,394
+2.5%$16.40 (≤1σ, normal week)$1,064$-192,971+$3,779+$874
+5%$16.80 (≤1σ, normal week)$-456$-192,691+$4,059-$646
SS (= V-bounce)$44.46 (15.2σ)$-105,564$-200,281-$3,531-$20,406
V-BOUNCE STRESS (stock → CC-SS $59.53, where you are whole again, by expiry)
Starting unrealized P&L: $-196,750
+ Fortress recovery (un-capped): +$196,750
− CC assignment net of premium (38 × $16): -$162,838
− Conservative CC assignment net of premium (12 × $22): -$44,979
Total Position P&L @ SS: $-207,817 ($-11,067 vs today)
Do-nothing baseline at SS: $-187,411 (this trade vs do-nothing: $-20,406, the opportunity cost of earning $9,690/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,562, position total $-191,382 (+$5,368 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 (8 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 8 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: +$196,750 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-187,411

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$178d24 Jul 2026$0.3537/50$4,856$4,98675%80%+$1,650-$156,074165.1%$-204,801 (vs do-nothing $-17,390)
$1715d31 Jul 2026$0.6040/50$4,800$4,90070%77%+$1,274-$167,729177.4%$-205,211 (vs do-nothing $-17,800)
$16.508d24 Jul 2026$0.5026/50$4,875$5,11566%75%+$1,314-$110,584117.0%$-200,541 (vs do-nothing $-13,130)
$16.5015d31 Jul 2026$0.7632/50$4,864$5,04463%74%+$1,082-$135,271143.1%$-202,739 (vs do-nothing $-15,328)
$168d24 Jul 2026$0.6819/50$4,845$5,15556%70%+$849-$81,41986.1%$-197,614 (vs do-nothing $-10,203)
$1615d31 Jul 2026$0.9525/50$4,750$5,00056%70%+$834-$106,456112.6%$-200,161 (vs do-nothing $-12,750)
$15.5015d31 Jul 2026$1.1920/50$4,760$5,06048%67%+$669-$85,68490.6%$-198,131 (vs do-nothing $-10,720)
$15.508d24 Jul 2026$0.9214/50$4,830$5,19046%65%+$590-$60,35763.8%$-195,293 (vs do-nothing $-7,882)

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  |  2026-07-16 14:41