CSP screen — 2026-07-27

Archived daily EOD screen · regime chop · 59 qualifiers · back to current screen

Ticker	Spot	Strike (~20Δ)	Premium	% of collateral	Prem $/wk per $100k collateral	IV %ile	IV/HV	Earnings	Rank score	Quote	15Δ K / $100k	10Δ K / $100k	Outcome	Realized $/100k
FFIV	407.96	377.7	4.03	1.07	$1068	100	1.9	⚠ none found	0.979	BS est	370.9 / $748	362.7 / $461	expired ✓	$1,067
QRVO	89.76	82.9	0.91	1.1	$1102	100	1.61	⚠ none found	0.922	BS est	81.4 / $772	79.5 / $476	expired ✓	$1,098
TSN	60.71	58.2	0.33	0.57	$569	100	1.54	⚠ none found	0.906	BS est	57.7 / $397	57.0 / $243	assigned	$-3,402
AAON	101.02	90.0	1.47	1.63	$1633	100	1.47	14d (proj)	0.895	BS est	87.6 / $1,149	84.7 / $712	assigned	$2,144
POWL	219.23	193.3	3.45	1.79	$1787	100	1.39	⚠ none found	0.878	BS est	187.6 / $1,258	180.9 / $781	expired ✓	$1,785
VIAV	38.16	33.2	0.66	1.98	$1980	100	1.34	⚠ none found	0.868	BS est	32.2 / $1,396	30.9 / $868	expired ✓	$1,988
CSGP	29.17	26.8	0.32	1.18	$1184	100	1.33	⚠ none found	0.867	BS est	26.3 / $830	25.6 / $512	expired ✓	$1,194
SPHR	139.95	129.1	1.44	1.11	$1115	96	1.44	⚠ none found	0.863	BS est	126.7 / $781	123.8 / $481	expired ✓	$1,115
MOD	230.4	205.4	3.33	1.62	$1620	99	1.34	⚠ none found	0.863	BS est	199.9 / $1,139	193.3 / $706	assigned	$-3,496
APH	149.28	138.7	1.41	1.01	$1014	100	1.3	⚠ none found	0.86	BS est	136.4 / $709	133.5 / $437	expired ✓	$1,017
SANM	208.9	187.5	2.85	1.52	$1520	98	1.36	⚠ none found	0.859	BS est	182.8 / $1,068	177.1 / $661	assigned	$-1,931
WU	8.17	7.7	0.06	0.8	$800	93	1.48	⚠ none found	0.857	BS est	7.6 / $559	7.5 / $343	assigned	$-16,104
FPS	36.22	32.0	0.56	1.74	$1744	100	1.28	⚠ none found	0.856	BS est	31.1 / $1,228	30.0 / $761	expired ✓	$1,750
ASX	36.55	32.5	0.54	1.68	$1677	100	1.28	⚠ none found	0.855	BS est	31.6 / $1,180	30.5 / $732	expired ✓	$1,662
FN	470.82	419.3	6.85	1.63	$1634	97	1.36	21d (proj)	0.855	BS est	408.1 / $1,149	394.6 / $712	expired ✓	$1,634
BTI	60.82	58.7	0.28	0.48	$483	99	1.25	⚠ none found	0.846	BS est	58.2 / $337	57.6 / $206	expired ✓	$477
D	70.27	68.3	0.26	0.37	$375	94	1.4	⚠ none found	0.846	BS est	67.9 / $261	67.4 / $160	expired ✓	$381
NVT	149.29	137.1	1.62	1.18	$1180	100	1.23	⚠ none found	0.844	BS est	134.4 / $827	131.2 / $510	expired ✓	$1,182
HIMX	12.72	11.2	0.21	1.85	$1847	99	1.25	⚠ none found	0.844	BS est	10.8 / $1,301	10.4 / $808	expired ✓	$1,875
BUG	38.03	36.1	0.25	0.71	$705	99	1.24	⚠ none found	0.842	BS est	35.7 / $492	35.2 / $302	expired ✓	$693
NUE	247.86	236.6	1.51	0.64	$637	95	1.36	⚠ none found	0.841	BS est	234.0 / $444	230.8 / $273	expired ✓	$638
KEYS	313.68	292.5	2.82	0.96	$965	97	1.3	22d (proj)	0.841	BS est	287.8 / $675	281.9 / $415	expired ✓	$964
SYNA	116.42	104.7	1.55	1.48	$1483	100	1.21	⚠ none found	0.84	BS est	102.2 / $1,041	99.1 / $644	expired ✓	$1,480
SFM	76.84	71.2	0.76	1.06	$1061	99	1.24	⚠ none found	0.839	BS est	69.9 / $743	68.4 / $458	expired ✓	$1,067
BLDR	72.72	67.3	0.72	1.07	$1073	98	1.26	⚠ none found	0.839	BS est	66.1 / $752	64.6 / $463	assigned	$2,838
HSAI	15.43	13.9	0.21	1.49	$1492	92	1.43	22d (proj)	0.835	BS est	13.5 / $1,048	13.1 / $649	expired ✓	$1,511
MNDY	82.1	73.8	1.11	1.51	$1505	95	1.34	14d (proj)	0.835	BS est	71.9 / $1,058	69.7 / $655	expired ✓	$1,504
CEVA	35.17	30.7	0.59	1.94	$1938	98	1.24	14d (proj)	0.835	BS est	29.7 / $1,366	28.6 / $849	expired ✓	$1,922
DY	424.21	395.9	3.77	0.95	$953	95	1.32	30d (proj)	0.834	BS est	389.5 / $667	381.8 / $410	expired ✓	$952
AOSL	30.82	26.4	0.59	2.23	$2235	99	1.2	⚠ none found	0.833	BS est	25.4 / $1,579	24.3 / $984	expired ✓	$2,235
CVE	28.04	26.6	0.19	0.71	$705	96	1.25	⚠ none found	0.823	BS est	26.3 / $492	25.9 / $302	expired ✓	$714
GLOB	32.64	29.4	0.43	1.48	$1478	96	1.23	17d (proj)	0.82	BS est	28.7 / $1,038	27.8 / $642	expired ✓	$1,463
NBIX	176.41	167.4	1.19	0.71	$714	89	1.43	⚠ none found	0.818	BS est	165.4 / $498	162.9 / $306	assigned	$723
SWKS	63.44	58.4	0.67	1.14	$1143	96	1.21	⚠ none found	0.818	BS est	57.3 / $801	56.0 / $494	expired ✓	$1,147
FICO	1280.57	1192.6	11.72	0.98	$983	92	1.34	⚠ none found	0.818	BS est	1172.9 / $688	1148.8 / $423	assigned	$-5,809
MAA	133.46	129.7	0.5	0.38	$384	91	1.37	⚠ none found	0.818	BS est	128.9 / $268	127.8 / $164	expired ✓	$386
AS	35.18	32.8	0.32	0.97	$968	87	1.48	22d (proj)	0.817	BS est	32.3 / $677	31.6 / $417	expired ✓	$976
ESLT	812.86	767.1	6.1	0.8	$795	95	1.22	⚠ none found	0.815	BS est	756.7 / $556	744.1 / $341	expired ✓	$795
MDGL	551.25	513.6	5.02	0.98	$978	86	1.46	⚠ none found	0.807	BS est	505.1 / $684	494.8 / $421	assigned	$-9,040
GH	145.47	133.7	1.56	1.17	$1170	93	1.25	⚠ none found	0.807	BS est	131.1 / $820	127.9 / $506	expired ✓	$1,167
CIBR	89.1	85.6	0.47	0.55	$548	94	1.2	⚠ none found	0.806	BS est	84.8 / $382	83.8 / $234	expired ✓	$549
FLR	51.7	48.2	0.47	0.98	$982	84	1.5	11d (proj)	0.805	BS est	47.4 / $687	46.4 / $423	expired ✓	$975
BG	117.5	112.5	0.66	0.59	$590	90	1.31	⚠ none found	0.804	BS est	111.4 / $412	110.0 / $252	assigned	$-5,182
RY	209.51	204.6	0.66	0.32	$322	89	1.33	⚠ none found	0.802	BS est	203.4 / $224	202.0 / $137	expired ✓	$323
ITB	97.98	94.0	0.53	0.56	$562	90	1.26	⚠ none found	0.792	BS est	93.1 / $392	92.0 / $240	expired ✓	$564
SM	30.3	28.2	0.28	0.98	$977	89	1.21	⚠ none found	0.778	BS est	27.8 / $683	27.2 / $421	expired ✓	$993
UCO	39.79	35.7	0.55	1.53	$1533	80	1.45	⚠ none found	0.769	BS est	34.8 / $1,077	33.7 / $667	expired ✓	$1,541
ULCC	6.1	5.5	0.08	1.53	$1533	88	1.21	⚠ none found	0.768	BS est	5.3 / $1,078	5.2 / $667	expired ✓	$1,455
GEO	30.93	28.7	0.3	1.03	$1030	78	1.49	⚠ none found	0.766	BS est	28.2 / $721	27.6 / $444	expired ✓	$1,045
TD	119.65	116.7	0.39	0.33	$331	84	1.28	31d (proj)	0.757	BS est	116.1 / $230	115.3 / $141	expired ✓	$334
UBS	52.54	50.6	0.25	0.5	$499	84	1.24	⚠ none found	0.753	BS est	50.2 / $347	49.7 / $213	expired ✓	$494
GPCR	48.69	43.7	0.66	1.5	$1503	70	1.62	⚠ none found	0.743	BS est	42.7 / $1,056	41.4 / $653	expired ✓	$1,510
HEI	357.15	342.8	1.91	0.56	$559	79	1.31	⚠ none found	0.736	BS est	339.5 / $390	335.5 / $239	expired ✓	$557
TGTX	55.75	51.3	0.59	1.16	$1158	79	1.31	⚠ none found	0.735	BS est	50.3 / $812	49.1 / $501	expired ✓	$1,150
LYB	58.62	55.2	0.46	0.83	$832	79	1.24	⚠ none found	0.724	BS est	54.4 / $581	53.4 / $357	expired ✓	$833
CRVS	12.92	11.6	0.18	1.52	$1518	71	1.48	⚠ none found	0.719	BS est	11.3 / $1,066	11.0 / $660	expired ✓	$1,552
DLO	14.96	13.8	0.16	1.15	$1153	69	1.48	⚠ none found	0.709	BS est	13.5 / $808	13.2 / $498	expired ✓	$1,159
PGY	16.96	15.1	0.24	1.59	$1595	72	1.34	⚠ none found	0.699	BS est	14.7 / $1,121	14.3 / $695	expired ✓	$1,589
LEU	175.98	157.3	2.48	1.58	$1578	73	1.22	⚠ none found	0.685	BS est	153.2 / $1,110	148.3 / $687	expired ✓	$1,577