FORTRESS FIGHT: BMNR-LC25 @ $15.61

BE SS: $44.46  |  CC-SS: $54.39  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

BMNR-LC25BBC @ $15.61   UNDERWATER $28.86 (64.9% 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: $54.39  |  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$8,550/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,462/mo (info only, already in marks)
Unrealized P&L$-197,425fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,275/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$8,550/mo (ATM CC, chain)
IC VELOCITY
11.1 mo to earn back $94,550
ML VELOCITY
28.6 mo to earn back $244,550
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $54.39 in the fetched chain; the deepest available is $22C (15d, $200/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 23 (live) · RSI 40 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 50 · %B 72 · hist rising (nightly)
LEVELS20W MA (bounce target) $18.67 (+20%) · daily UBB $16.64 · 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: 44 contracts at $17 / 8d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($4,275/mo); it brings $4,290/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 44 × $16/8d for $8,580/mo, but breach risk rises to 40% (+17pp 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 (91% survival, $1,312/mo).
Downside anchor: the primary mortgages $163,380 (173% of IC) ONLY on a full V-bounce all the way to SS $44, recoverable in 19.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 44 contracts realizes $-173,866 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 44 × $17, 77% survival, $4,290/mo (E[net] $924/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 · 8d44 × $1777%$4,290$924

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $924/mo 🏆 GRAND PICK

🎯 Engine pick: sell 44 × $17 (primary), 77% survival, breach 23%, $4,290/mo.
⚖️ Worth a safer step: the $17.50 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $1,421/mo less (33% 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 $17.50 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $15.61 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $18.5024 Jul8d18.6%91%19%$350$1,312-$2,978$179,109
Sell 50 × $18.50 18.6% OTM over spot $15.61 24 Jul 2026 (8d, $0.12 mid)
= $350 credit for the 8d cycle → $1,312/mo projected
Survival (stays ≤ $18.50)
91%
Breach risk
9%
POP (stays ≤ $18.62)
92%
EV / mo
+$235
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 7.0 mo [5.6-8.2] median, 0.3 mo faster than no FIGHT (7.3 mo)  ·  7% of paths whole by 9 mo (vs 6% without)  ·  ~4.7 challenges expected  ·  median CC cash $7,963
🛡 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)
10%
Flat exit net (mid-life)
-$2,833
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$19 @ 72% 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: $0.90/sh now → $0.64 mid-life (likely $0.53–$0.91)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 289 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+$0.21/sh+$1,035
cycle +$1,385
[+$839…+$1,706] · 99% credit
66%
surv 53%
-$181,305 NOT
cap gain +$16,120
Max even-money escape in the band~$197 Aug 202618d left+$0.07/sh+$329
cycle +$679
[-$219…+$911] · 65% credit
72%
surv 64%
-$177,455 NOT
cap gain +$19,970
SS $44 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 202611d left+$0.03/sh+$168
cycle +$518
[-$220…+$677] · 62% credit
69%
surv 59%
-$180,161 NOT
cap gain +$17,264
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$1,312/mo
vs 50% target ($4,275/mo)-69%
vs normal income ($8,550/mo)15% covered
Net income (after hedge)$1,312/mo
Downside budget
⚠ $18.50 is $36 below CC-SS $54.39: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$179,109
… as % of IC ($94,550)189.4%
… as % of ML ($244,550)73.2%
Recovery months (at normal income)20.9 mo
Surgical close (50 ct)$-197,675
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.07 collected) or spot ≥ $18.62 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.64 (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
$18-18.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $18.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$18.50 (1.5σ)$350$-182,339+$15,086+$250
+2.5%$18.96 (1.8σ)$-1,962$-182,298+$15,127-$2,062
+5%$19.43 (2.0σ)$-4,275$-182,256+$15,169-$4,375
SS (= V-bounce)$44.46 (15.1σ)$-129,450$-180,003+$17,422-$17,250
V-BOUNCE STRESS (stock → CC-SS $54.39, where you are whole again, by expiry)
Starting unrealized P&L: $-197,425
+ Fortress recovery (un-capped): +$197,425
− CC assignment net of premium (50 × $18.50): -$179,109
Total Position P&L @ SS: $-179,109 (+$18,316 vs today)
Do-nothing baseline at SS: $-161,859 (this trade vs do-nothing: $-17,250, the opportunity cost of earning $1,312/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$500, position total $-182,324 (+$15,101 vs today)
33% normal ← lean45 × $17.5024 Jul8d12.1%83%35%$765$2,869-$1,421$165,248
Sell 45 × $17.50 12.1% OTM over spot $15.61 24 Jul 2026 (8d, $0.22 mid)
= $765 credit for the 8d cycle → $2,869/mo projected
Survival (stays ≤ $17.50)
83%
Breach risk
17%
POP (stays ≤ $17.71)
85%
EV / mo
+$575
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.3 mo [4.8-6.3] median, 0.3 mo faster than no FIGHT (5.6 mo)  ·  4% of paths whole by 9 mo (vs 4% without)  ·  ~9.4 challenges expected  ·  median CC cash $13,718
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
25%
Flat exit net (mid-life)
-$1,945
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$19 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 45 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 $0.57–$0.94)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 751 simulated challenges: the $18 strike is typically first touched on day 5 of 8, at $18 (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 (45 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+$0.22/sh+$1,005
cycle +$1,770
[+$674…+$1,315] · 98% credit
66%
surv 53%
-$185,999 NOT
cap gain +$11,426
Reliable up-and-out (highest cap still free ≥60%)~$187 Aug 202618d left+$0.24/sh+$1,082
cycle +$1,847
[+$516…+$1,331] · 93% credit
68%
surv 59%
-$183,912 NOT
cap gain +$13,513
Max even-money escape in the band~$187 Aug 202618d left+$0.08/sh+$359
cycle +$1,124
[-$315…+$581] · 58% credit
72%
surv 65%
-$182,090 NOT
cap gain +$15,335
SS $44 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 202611d left+$0.05/sh+$229
cycle +$994
[-$259…+$416] · 56% credit
69%
surv 59%
-$184,765 NOT
cap gain +$12,660
Safety roll (pay small debit, max POP)~$197 Aug 202618d left-$0.06/sh-$266
cycle +$499
[-$1,068…-$74] · 21% credit
76%
surv 70%
-$180,170 NOT
cap gain +$17,255
budget: banked $765 debit $266 (35% used ≈ 0.4 wk of income) → whole cycle still +$499 cash · rolled 45 ct earn ≈ $4,074/mo while parked; 5 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,869/mo
vs 50% target ($4,275/mo)-33%
vs normal income ($8,550/mo)34% covered
Net income (after hedge)$2,889/mo
Downside budget
⚠ $17.50 is $37 below CC-SS $54.39: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$165,248
… as % of IC ($94,550)174.8%
… as % of ML ($244,550)67.6%
Recovery months (at normal income)19.3 mo
Surgical close (45 ct)$-177,885
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 $0.17 collected) or spot ≥ $17.71 (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 $16.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.71
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
≥ $17.71
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (≤1σ, normal week)$765$-187,004+$10,421+$675
+2.5%$17.94 (1.2σ)$-1,204$-186,746+$10,679-$1,294
+5%$18.38 (1.4σ)$-3,172$-186,488+$10,937-$3,262
SS (= V-bounce)$44.46 (15.1σ)$-120,555$-182,328+$15,097-$19,575
V-BOUNCE STRESS (stock → CC-SS $54.39, where you are whole again, by expiry)
Starting unrealized P&L: $-197,425
+ Fortress recovery (un-capped): +$197,425
− CC assignment net of premium (45 × $17.50): -$165,248
− Conservative CC assignment net of premium (5 × $22): -$16,186
Total Position P&L @ SS: $-181,434 (+$15,991 vs today)
Do-nothing baseline at SS: $-161,859 (this trade vs do-nothing: $-19,575, the opportunity cost of earning $2,869/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,500, position total $-186,314 (+$11,111 vs today)
🎯 50% normal44 × $1724 Jul8d8.9%77%35%$1,144$4,290$163,380
Sell 44 × $17 8.9% OTM over spot $15.61 24 Jul 2026 (8d, $0.29 mid)
= $1,144 credit for the 8d cycle → $4,290/mo projected
Survival (stays ≤ $17)
77%
Breach risk
23%
POP (stays ≤ $17.29)
81%
EV / mo
+$826
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.7 mo [4.6-7.4] median, 0.6 mo SLOWER than no FIGHT (6.1 mo): roll costs eat the credits at this rung  ·  6% of paths whole by 9 mo (vs 4% without)  ·  ~13.2 challenges expected  ·  median CC cash $17,550
🛡 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)
35%
Flat exit net (mid-life)
-$1,430
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$18 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 44 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 $0.62–$0.96)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,046 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 (44 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+$0.23/sh+$1,014
cycle +$2,158
[+$618…+$1,149] · 98% credit
66%
surv 53%
-$188,155 NOT
cap gain +$9,270
Reliable up-and-out (highest cap still free ≥60%)~$177 Aug 202618d left+$0.25/sh+$1,080
cycle +$2,224
[+$445…+$1,175] · 92% credit
69%
surv 59%
-$186,078 NOT
cap gain +$11,347
Max even-money escape in the band~$187 Aug 202618d left+$0.09/sh+$376
cycle +$1,520
[-$374…+$410] · 51% credit
72%
surv 65%
-$184,236 NOT
cap gain +$13,189
SS $44 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 202611d left+$0.06/sh+$257
cycle +$1,401
[-$282…+$314] · 48% credit
69%
surv 59%
-$186,901 NOT
cap gain +$10,524
Safety roll (pay small debit, max POP)~$1831 Jul 202611d left-$0.22/sh-$947
cycle +$197
[-$1,807…-$1,028] · 2% credit
79%
surv 74%
-$183,014 NOT
cap gain +$14,411
budget: banked $1,144 debit $947 (83% used ≈ 1.0 wk of income) → whole cycle still +$197 cash · rolled 44 ct earn ≈ $4,439/mo while parked; 6 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$4,290/mo
vs 50% target ($4,275/mo)+0%
vs normal income ($8,550/mo)50% covered
Net income (after hedge)$4,314/mo
Downside budget
⚠ $17 is $37 below CC-SS $54.39: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$163,380
… as % of IC ($94,550)172.8%
… as % of ML ($244,550)66.8%
Recovery months (at normal income)19.1 mo
Surgical close (44 ct)$-173,866
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $17.29 (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 $16.64 (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
$17-17.29
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
≥ $17.29
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.00 (≤1σ, normal week)$1,144$-189,168+$8,257+$1,056
+2.5%$17.42 (≤1σ, normal week)$-726$-188,875+$8,550-$814
+5%$17.85 (1.2σ)$-2,596$-188,582+$8,843-$2,684
SS (= V-bounce)$44.46 (15.1σ)$-119,680$-183,697+$13,728-$20,944
V-BOUNCE STRESS (stock → CC-SS $54.39, where you are whole again, by expiry)
Starting unrealized P&L: $-197,425
+ Fortress recovery (un-capped): +$197,425
− CC assignment net of premium (44 × $17): -$163,380
− Conservative CC assignment net of premium (6 × $22): -$19,423
Total Position P&L @ SS: $-182,803 (+$14,622 vs today)
Do-nothing baseline at SS: $-161,859 (this trade vs do-nothing: $-20,944, the opportunity cost of earning $4,290/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,204, position total $-188,016 (+$9,409 vs today)
100% normal44 × $1624 Jul8d2.5%60%83%$2,288$8,580+$4,290$166,636
Sell 44 × $16 2.5% OTM over spot $15.61 24 Jul 2026 (8d, $0.55 mid)
= $2,288 credit for the 8d cycle → $8,580/mo projected
Survival (stays ≤ $16)
60%
Breach risk
40%
POP (stays ≤ $16.55)
71%
EV / mo
+$638
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.3 mo [4.9-7.7] median, 1.0 mo SLOWER than no FIGHT (5.3 mo): roll costs eat the credits at this rung  ·  4% of paths whole by 9 mo (vs 3% without)  ·  ~31.5 challenges expected  ·  median CC cash $25,051
🛡 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)
65%
Flat exit net (mid-life)
-$135
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$19 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 44 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: $0.78/sh now → $0.55 mid-life (likely $0.73–$1.01)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,951 simulated challenges: the $16 strike is typically first touched on day 3 of 8, at $16 (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 (44 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+$0.24/sh+$1,065
cycle +$3,353
[+$555…+$823] · 98% credit
66%
surv 53%
-$192,050 NOT
cap gain +$5,375
Reliable up-and-out (highest cap still free ≥60%)~$167 Aug 202618d left+$0.25/sh+$1,112
cycle +$3,400
[+$294…+$764] · 88% credit
69%
surv 59%
-$189,992 NOT
cap gain +$7,433
Up-and-out for even (raise the cap, free)~$1631 Jul 202611d left+$0.07/sh+$314
cycle +$2,602
[-$370…+$27] · 28% credit
70%
surv 60%
-$190,790 NOT
cap gain +$6,635
Max even-money escape in the band~$177 Aug 202618d left+$0.09/sh+$415
cycle +$2,703
[-$536…+$22] · 27% credit
72%
surv 65%
-$188,144 NOT
cap gain +$9,281
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-$0.45/sh-$1,972
cycle +$316
[-$3,546…-$2,569]
92%
surv 92%
-$177,806 NOT
cap gain +$19,619
budget: banked $2,288 debit $1,972 (86% used ≈ 1.0 wk of income) → whole cycle still +$316 cash · rolled 44 ct earn ≈ $1,230/mo while parked; 6 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,580/mo
vs 50% target ($4,275/mo)+101%
vs normal income ($8,550/mo)100% covered
Net income (after hedge)$8,604/mo
Downside budget
⚠ $16 is $38 below CC-SS $54.39: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$166,636
… as % of IC ($94,550)176.2%
… as % of ML ($244,550)68.1%
Recovery months (at normal income)19.5 mo
Surgical close (44 ct)$-173,888
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.52 collected) or spot ≥ $16.55 (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 $16.64 (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
$16-16.55
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
≥ $16.55
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$2,288$-193,114+$4,311+$2,200
+2.5%$16.40 (≤1σ, normal week)$528$-192,838+$4,587+$440
+5%$16.80 (≤1σ, normal week)$-1,232$-192,562+$4,863-$1,320
SS (= V-bounce)$44.46 (15.1σ)$-122,936$-186,953+$10,472-$24,200
V-BOUNCE STRESS (stock → CC-SS $54.39, where you are whole again, by expiry)
Starting unrealized P&L: $-197,425
+ Fortress recovery (un-capped): +$197,425
− CC assignment net of premium (44 × $16): -$166,636
− Conservative CC assignment net of premium (6 × $22): -$19,423
Total Position P&L @ SS: $-186,059 (+$11,366 vs today)
Do-nothing baseline at SS: $-161,859 (this trade vs do-nothing: $-24,200, the opportunity cost of earning $8,580/mo FIGHT income now)
BB-reversion stress (→ $18.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,460, position total $-191,272 (+$6,153 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 (11 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 11 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.018 (IBKR)  |  Recovery@SS: +$197,425 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-161,859

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$178d24 Jul 2026$0.2644/50$4,290$4,31477%81%+$826-$163,380172.8%$-182,803 (vs do-nothing $-20,944)
$1715d31 Jul 2026$0.4647/50$4,324$4,33672%78%+$682-$173,580183.6%$-183,291 (vs do-nothing $-21,432)
$16.508d24 Jul 2026$0.3632/50$4,320$4,39270%76%+$466-$120,102127.0%$-178,371 (vs do-nothing $-16,512)
$16.5015d31 Jul 2026$0.5738/50$4,332$4,38066%74%+$344-$141,823150.0%$-180,669 (vs do-nothing $-18,810)
$16.5022d7 Aug 2026$0.7343/50$4,280$4,30865%74%+$76-$159,796169.0%$-182,456 (vs do-nothing $-20,597)
$168d24 Jul 2026$0.5222/50$4,290$4,40260%71%+$319-$83,31888.1%$-173,959 (vs do-nothing $-12,100)
$1615d31 Jul 2026$0.7429/50$4,292$4,37659%70%+$221-$109,190115.5%$-177,171 (vs do-nothing $-15,312)
$1622d7 Aug 2026$0.8936/50$4,369$4,42559%72%$-72-$135,007142.8%$-180,327 (vs do-nothing $-18,468)
$15.5022d7 Aug 2026$1.1328/50$4,315$4,40353%68%+$4-$105,733111.8%$-176,951 (vs do-nothing $-15,092)
$15.5015d31 Jul 2026$0.9623/50$4,416$4,52452%67%+$167-$87,24392.3%$-174,647 (vs do-nothing $-12,788)
$15.508d24 Jul 2026$0.7117/50$4,526$4,65850%65%+$59-$64,90968.7%$-171,736 (vs do-nothing $-9,877)

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 21:38