FORTRESS FIGHT: BMNR-LC25 @ $14.97

BE SS: $44.46  |  CC-SS: $54.86  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 21:37

BMNR-LC25BBC @ $14.97   UNDERWATER $29.49 (66.3% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $44.46  |  CC-SS: $54.86  |  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$8,679/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,478/mo (info only, already in marks)
Unrealized P&L$-201,425fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,339/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$8,679/mo (ATM CC, chain)
IC VELOCITY
10.9 mo to earn back $94,550
ML VELOCITY
28.2 mo to earn back $244,550
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $54.86 in the fetched chain; the deepest available is $22C (14d, $214/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 18 (live) · RSI 38 · MACD bearish, hist rising
DAILYMIXED (provisional) · RSI 46 · %B 58 · hist falling (nightly)
LEVELS20W MA (bounce target) $18.63 (+24%) · daily UBB $16.37 · 1-wk expected move ±$2 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 39 contracts at $16 / 7d. This is the safest strike (survival 74%, breach 26%) that still earns 50% of normal income ($4,339/mo); it brings $4,346/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 48 × $15.50/7d for $8,846/mo, but breach risk rises to 36% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 50 × $17.50/7d (91% survival, $1,929/mo).
Downside anchor: the primary mortgages $150,525 (159% of IC) ONLY on a full V-bounce all the way to SS $44, recoverable in 17.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 39 contracts realizes $-157,287 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 (7d) · sell 39 × $16, 74% survival, $4,346/mo (E[net] $664/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 · 7d39 × $1674%$4,346$664

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $664/mo 🏆 GRAND PICK

🎯 Engine pick: sell 39 × $16 (primary), 74% survival, breach 26%, $4,346/mo.
⚖️ Worth a safer step: the $16.50 rung (33% normal) lifts survival to 82% (breach 26% → 18%) for $1,431/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 $16.50 rung, unless you need the income to cover the hedge bleed, or you expect BMNR to stay flat-to-down near term.
BMNR  spot $14.97 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield50 × $17.5024 Jul7d16.9%91%19%+0pp$450$1,929-$2,417$186,331
Sell 50 × $17.50 16.9% OTM over spot $14.97 24 Jul 2026 (7d, $0.12 mid)
= $450 credit for the 7d cycle → $1,929/mo projected
Survival (stays ≤ $17.50)
91%
Breach risk
9%
POP (stays ≤ $17.62)
92%
EV / mo
+$845
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
4% whole by 9mo vs 4% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,283/mo
median; plan ~$873/mo after 68% keep · $11,445 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~7.1 mo [5.5-7.9], measured ONLY among the 4% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$2,551
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$20 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.85/sh now → $0.60 mid-life (likely $0.49–$0.89)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 294 simulated challenges: the $18 strike is typically first touched on day 5 of 7, at $18 (overshoots $0.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1831 Jul 202610d left+$0.15/sh+$743
cycle +$1,193
[+$421…+$1,408] · 90% credit
66%
surv 52%
-$187,455 NOT
cap gain +$13,970
Up-and-out for even (raise the cap, free)~$1831 Jul 202610d left+$0.15/sh+$737
cycle +$1,187
[+$420…+$1,395] · 90% credit
67%
surv 53%
-$187,310 NOT
cap gain +$14,115
Reliable up-and-out (highest cap still free ≥60%)~$1914 Aug 202624d left+$0.17/sh+$831
cycle +$1,281
[+$150…+$1,480] · 81% credit
73%
surv 65%
-$182,166 NOT
cap gain +$19,259
Max even-money escape in the band~$2014 Aug 202624d left+$0.04/sh+$214
cycle +$664
[-$563…+$759] · 54% credit
80%
surv 75%
-$177,733 NOT
cap gain +$23,692
SS $44 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,929/mo
vs 50% target ($4,339/mo)-56%
vs normal income ($8,679/mo)22% covered
Net income (after hedge)$1,929/mo
Downside budget
⚠ $17.50 is $37 below CC-SS $54.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$186,331
… as % of IC ($94,550)197.1%
… as % of ML ($244,550)76.2%
Recovery months (at normal income)21.5 mo
Surgical close (50 ct)$-201,575
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $17.62 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $17.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$17-17.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $17.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$17.50 (1.5σ)$450$-188,198+$13,226+$350
+2.5%$17.94 (1.8σ)$-1,738$-188,177+$13,248-$1,838
+5%$18.38 (2.1σ)$-3,925$-188,155+$13,270-$4,025
SS (= V-bounce)$44.46 (17.9σ)$-134,350$-186,850+$14,575-$22,150
V-BOUNCE STRESS (stock → CC-SS $54.86, where you are whole again, by expiry)
Starting unrealized P&L: $-201,425
+ Fortress recovery (un-capped): +$201,425
− CC assignment net of premium (50 × $17.50): -$186,331
Total Position P&L @ SS: $-186,331 (+$15,094 vs today)
Do-nothing baseline at SS: $-164,181 (this trade vs do-nothing: $-22,150, the opportunity cost of earning $1,929/mo FIGHT income now)
BB-reversion stress (→ $18.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,200, position total $-188,142 (+$13,283 vs today)
33% normal ← lean34 × $16.5024 Jul7d10.2%82%38%+1pp$680$2,914-$1,431$129,731
Sell 34 × $16.50 10.2% OTM over spot $14.97 24 Jul 2026 (7d, $0.22 mid)
= $680 credit for the 7d cycle → $2,914/mo projected
Survival (stays ≤ $16.50)
82%
Breach risk
18%
POP (stays ≤ $16.71)
84%
EV / mo
+$1,018
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
2% whole by 9mo vs 1% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,655/mo
median; plan ~$1,126/mo after 68% keep · $14,720 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.1 mo [5.9-7.9], measured ONLY among the 2% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
25%
Flat exit net (mid-life)
-$1,244
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$19 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 34 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.80/sh now → $0.57 mid-life (likely $0.56–$0.92)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 760 simulated challenges: the $16 strike is typically first touched on day 4 of 7, at $17 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (34 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1731 Jul 202610d left+$0.17/sh+$562
cycle +$1,242
[+$215…+$713] · 90% credit
67%
surv 53%
-$192,273 NOT
cap gain +$9,152
Roll out (same strike, buy time)~$1631 Jul 202610d left+$0.17/sh+$567
cycle +$1,247
[+$215…+$720] · 90% credit
66%
surv 52%
-$192,420 NOT
cap gain +$9,005
Reliable up-and-out (highest cap still free ≥60%)~$1814 Aug 202624d left+$0.18/sh+$603
cycle +$1,283
[-$1…+$699] · 75% credit
73%
surv 66%
-$187,182 NOT
cap gain +$14,243
Max even-money escape in the band~$1914 Aug 202624d left+$0.05/sh+$177
cycle +$857
[-$486…+$246] · 40% credit
80%
surv 75%
-$182,558 NOT
cap gain +$18,867
SS $44 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1914 Aug 202624d left-$0.18/sh-$609
cycle +$71
[-$1,468…-$563] · 10% credit
82%
surv 79%
-$180,819 NOT
cap gain +$20,606
budget: banked $680 debit $609 (90% used ≈ 0.9 wk of income) → whole cycle still +$71 cash · rolled 34 ct earn ≈ $1,644/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$2,914/mo
vs 50% target ($4,339/mo)-33%
vs normal income ($8,679/mo)34% covered
Net income (after hedge)$2,983/mo
Downside budget
⚠ $16.50 is $38 below CC-SS $54.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$129,731
… as % of IC ($94,550)137.2%
… as % of ML ($244,550)53.0%
Recovery months (at normal income)14.9 mo
Surgical close (34 ct)$-137,020
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $16.71 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.34Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.71
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.71
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (≤1σ, normal week)$680$-192,986+$8,438+$612
+2.5%$16.91 (1.2σ)$-722$-192,306+$9,119-$790
+5%$17.32 (1.4σ)$-2,125$-191,625+$9,800-$2,193
SS (= V-bounce)$44.46 (17.9σ)$-94,384$-182,788+$18,637-$18,088
V-BOUNCE STRESS (stock → CC-SS $54.86, where you are whole again, by expiry)
Starting unrealized P&L: $-201,425
+ Fortress recovery (un-capped): +$201,425
− CC assignment net of premium (34 × $16.50): -$129,731
− Conservative CC assignment net of premium (16 × $22): -$52,538
Total Position P&L @ SS: $-182,269 (+$19,156 vs today)
Do-nothing baseline at SS: $-164,181 (this trade vs do-nothing: $-18,088, the opportunity cost of earning $2,914/mo FIGHT income now)
BB-reversion stress (→ $18.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,562, position total $-189,472 (+$11,953 vs today)
🎯 50% normal39 × $1624 Jul7d6.9%74%40%+1pp$1,014$4,346$150,525
Sell 39 × $16 6.9% OTM over spot $14.97 24 Jul 2026 (7d, $0.30 mid)
= $1,014 credit for the 7d cycle → $4,346/mo projected
Survival (stays ≤ $16)
74%
Breach risk
26%
POP (stays ≤ $16.30)
79%
EV / mo
+$803
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
4% whole by 9mo vs 2% doing nothing
FIRE DRILLS
~5.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,946/mo
median; plan ~$1,323/mo after 68% keep · $17,342 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~7.3 mo [5.9-8.5], measured ONLY among the 4% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
40%
Flat exit net (mid-life)
-$1,126
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$19 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 39 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.78/sh now → $0.55 mid-life (likely $0.61–$0.94)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,204 simulated challenges: the $16 strike is typically first touched on day 4 of 7, at $16 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (39 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1631 Jul 202610d left+$0.17/sh+$675
cycle +$1,689
[+$209…+$691] · 88% credit
67%
surv 53%
-$194,361 NOT
cap gain +$7,064
Roll out (same strike, buy time)~$1631 Jul 202610d left+$0.17/sh+$681
cycle +$1,695
[+$208…+$697] · 88% credit
66%
surv 52%
-$194,507 NOT
cap gain +$6,918
Reliable up-and-out (highest cap still free ≥60%)~$1714 Aug 202624d left+$0.18/sh+$707
cycle +$1,721
[-$62…+$630] · 72% credit
73%
surv 66%
-$189,279 NOT
cap gain +$12,146
Max even-money escape in the band~$1814 Aug 202624d left+$0.06/sh+$215
cycle +$1,229
[-$629…+$102] · 32% credit
80%
surv 76%
-$184,721 NOT
cap gain +$16,704
SS $44 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1914 Aug 202624d left-$0.23/sh-$899
cycle +$115
[-$2,028…-$1,076] · 2% credit
85%
surv 83%
-$180,785 NOT
cap gain +$20,640
budget: banked $1,014 debit $899 (89% used ≈ 0.9 wk of income) → whole cycle still +$115 cash · rolled 39 ct earn ≈ $1,552/mo while parked; 11 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$4,346/mo
vs 50% target ($4,339/mo)+0%
vs normal income ($8,679/mo)50% covered
Net income (after hedge)$4,393/mo
Downside budget
⚠ $16 is $39 below CC-SS $54.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$150,525
… as % of IC ($94,550)159.2%
… as % of ML ($244,550)61.6%
Recovery months (at normal income)17.3 mo
Surgical close (39 ct)$-157,287
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $16.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (≤1σ, normal week)$1,014$-195,187+$6,238+$936
+2.5%$16.40 (≤1σ, normal week)$-546$-194,727+$6,698-$624
+5%$16.80 (1.1σ)$-2,106$-194,267+$7,158-$2,184
SS (= V-bounce)$44.46 (17.9σ)$-109,980$-187,164+$14,261-$22,464
V-BOUNCE STRESS (stock → CC-SS $54.86, where you are whole again, by expiry)
Starting unrealized P&L: $-201,425
+ Fortress recovery (un-capped): +$201,425
− CC assignment net of premium (39 × $16): -$150,525
− Conservative CC assignment net of premium (11 × $22): -$36,120
Total Position P&L @ SS: $-186,645 (+$14,780 vs today)
Do-nothing baseline at SS: $-164,181 (this trade vs do-nothing: $-22,464, the opportunity cost of earning $4,346/mo FIGHT income now)
BB-reversion stress (→ $18.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,243, position total $-192,163 (+$9,262 vs today)
100% normal48 × $15.5024 Jul7d3.5%64%74%+1pp$2,064$8,846+$4,500$186,845
Sell 48 × $15.50 3.5% OTM over spot $14.97 24 Jul 2026 (7d, $0.45 mid)
= $2,064 credit for the 7d cycle → $8,846/mo projected
Survival (stays ≤ $15.50)
64%
Breach risk
36%
POP (stays ≤ $15.96)
74%
EV / mo
+$1,818
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
4% whole by 9mo vs 3% doing nothing
FIRE DRILLS
~9.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,096/mo
median; plan ~$2,105/mo after 68% keep · $27,499 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.3 mo [5.5-7.7], measured ONLY among the 4% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
58%
Flat exit net (mid-life)
-$488
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$20 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 48 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.75/sh now → $0.53 mid-life (likely $0.69–$0.97)≈ $0 at expiry  |  you banked $0.43/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,748 simulated challenges: the $16 strike is typically first touched on day 3 of 7, at $16 (overshoots $0.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (48 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1631 Jul 202610d left+$0.18/sh+$864
cycle +$2,928
[+$183…+$633] · 85% credit
67%
surv 53%
-$195,665 NOT
cap gain +$5,760
Roll out (same strike, buy time)~$1631 Jul 202610d left+$0.18/sh+$872
cycle +$2,936
[+$180…+$639] · 85% credit
66%
surv 53%
-$195,809 NOT
cap gain +$5,616
Reliable up-and-out (highest cap still free ≥60%)~$1714 Aug 202624d left+$0.18/sh+$883
cycle +$2,947
[-$251…+$494] · 62% credit
74%
surv 66%
-$190,596 NOT
cap gain +$10,829
Max even-money escape in the band~$1814 Aug 202624d left+$0.06/sh+$273
cycle +$2,337
[-$923…-$152] · 18% credit
81%
surv 76%
-$186,156 NOT
cap gain +$15,269
SS $44 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2014 Aug 202624d left-$0.41/sh-$1,983
cycle +$81
[-$3,873…-$2,664]
90%
surv 90%
-$175,787 NOT
cap gain +$25,638
budget: banked $2,064 debit $1,983 (96% used ≈ 1.0 wk of income) → whole cycle still +$81 cash · rolled 48 ct earn ≈ $711/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,846/mo
vs 50% target ($4,339/mo)+104%
vs normal income ($8,679/mo)102% covered
Net income (after hedge)$8,854/mo
Downside budget
⚠ $15.50 is $39 below CC-SS $54.86: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$186,845
… as % of IC ($94,550)197.6%
… as % of ML ($244,550)76.4%
Recovery months (at normal income)21.5 mo
Surgical close (48 ct)$-193,488
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.43 collected) or spot ≥ $15.96 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.96
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $15.96
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (≤1σ, normal week)$2,064$-196,680+$4,744+$1,968
+2.5%$15.89 (≤1σ, normal week)$204$-196,584+$4,841+$108
+5%$16.28 (≤1σ, normal week)$-1,656$-196,487+$4,938-$1,752
SS (= V-bounce)$44.46 (17.9σ)$-136,944$-193,932+$7,493-$29,232
V-BOUNCE STRESS (stock → CC-SS $54.86, where you are whole again, by expiry)
Starting unrealized P&L: $-201,425
+ Fortress recovery (un-capped): +$201,425
− CC assignment net of premium (48 × $15.50): -$186,845
− Conservative CC assignment net of premium (2 × $22): -$6,567
Total Position P&L @ SS: $-193,413 (+$8,012 vs today)
Do-nothing baseline at SS: $-164,181 (this trade vs do-nothing: $-29,232, the opportunity cost of earning $8,846/mo FIGHT income now)
BB-reversion stress (→ $18.63 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,960, position total $-195,898 (+$5,527 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on BMNR are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (10 clear the floor), click to expand

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

Fortress delta: 1.010 (IBKR)  |  Recovery@SS: +$201,425 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-164,181

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$167d24 Jul 2026$0.2639/50$4,346$4,39374%79%+$803-$150,525159.2%$-186,645 (vs do-nothing $-22,464)
$1614d31 Jul 2026$0.4645/50$4,436$4,45769%77%+$610-$172,783182.7%$-189,201 (vs do-nothing $-25,020)
$1621d7 Aug 2026$0.6647/50$4,431$4,44467%75%+$617-$179,522189.9%$-189,373 (vs do-nothing $-25,192)
$15.507d24 Jul 2026$0.4324/50$4,423$4,53464%74%+$909-$93,42398.8%$-178,797 (vs do-nothing $-14,616)
$15.5014d31 Jul 2026$0.6134/50$4,444$4,51362%72%+$427-$131,737139.3%$-184,275 (vs do-nothing $-20,094)
$15.5021d7 Aug 2026$0.8238/50$4,451$4,50361%72%+$428-$146,437154.9%$-185,841 (vs do-nothing $-21,660)
$1528d14 Aug 2026$1.1436/50$4,397$4,45755%69%+$144-$139,378147.4%$-185,349 (vs do-nothing $-21,168)
$1521d7 Aug 2026$1.0230/50$4,371$4,45754%69%+$279-$116,508123.2%$-182,181 (vs do-nothing $-18,000)
$1514d31 Jul 2026$0.8125/50$4,339$4,44654%68%+$286-$97,615103.2%$-179,706 (vs do-nothing $-15,525)
$157d24 Jul 2026$0.5818/50$4,474$4,61153%68%+$339-$70,69774.8%$-175,773 (vs do-nothing $-11,592)

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  |  2026-07-17 21:37