CSP screen — 2026-08-11
Archived daily EOD screen · regime chop · 16 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BUG | 42.92 | 40.7 | 0.29 | 0.72 | $720 | 100 | 1.24 | ⚠ none found | 0.849 | BS est | 40.2 / $503 | 39.6 / $309 | expired ✓ | $713 |
| NTAP | 198.47 | 185.0 | 1.8 | 0.97 | $974 | 99 | 1.24 | 22d (proj) | 0.839 | BS est | 181.9 / $681 | 178.2 / $419 | expired ✓ | $973 |
| HEI | 366.92 | 350.7 | 2.16 | 0.62 | $617 | 88 | 1.51 | 14d (proj) | 0.827 | BS est | 347.0 / $431 | 342.4 / $264 | expired ✓ | $616 |
| RY | 210.26 | 205.1 | 0.68 | 0.33 | $332 | 92 | 1.38 | ⚠ none found | 0.826 | BS est | 204.0 / $231 | 202.5 / $141 | expired ✓ | $332 |
| DY | 403.18 | 374.3 | 3.85 | 1.03 | $1029 | 94 | 1.26 | 15d (proj) | 0.814 | BS est | 367.8 / $720 | 359.9 / $444 | expired ✓ | $1,029 |
| TD | 121.37 | 118.3 | 0.41 | 0.35 | $348 | 92 | 1.27 | 16d (proj) | 0.809 | BS est | 117.6 / $242 | 116.7 / $148 | expired ✓ | $347 |
| AGX | 578.51 | 521.6 | 7.58 | 1.45 | $1453 | 93 | 1.22 | 23d (proj) | 0.801 | BS est | 509.1 / $1,020 | 493.9 / $631 | expired ✓ | $1,453 |
| ESTC | 76.35 | 69.9 | 0.86 | 1.24 | $1236 | 84 | 1.47 | 16d (proj) | 0.801 | BS est | 68.4 / $867 | 66.7 / $535 | expired ✓ | $1,230 |
| PLAB | 32.99 | 30.0 | 0.4 | 1.35 | $1347 | 89 | 1.27 | 15d (proj) | 0.791 | BS est | 29.3 / $945 | 28.5 / $584 | expired ✓ | $1,333 |
| SAIL | 19.06 | 17.4 | 0.23 | 1.3 | $1297 | 88 | 1.22 | 29d (proj) | 0.773 | BS est | 17.0 / $910 | 16.5 / $562 | expired ✓ | $1,322 |
| GPCR | 52.13 | 46.8 | 0.71 | 1.52 | $1523 | 70 | 1.68 | ⚠ none found | 0.757 | BS est | 45.6 / $1,070 | 44.2 / $662 | expired ✓ | $1,517 |
| AS | 33.85 | 31.7 | 0.29 | 0.91 | $905 | 77 | 1.47 | ⚠ none found | 0.755 | BS est | 31.2 / $633 | 30.6 / $389 | expired ✓ | $915 |
| NTNX | 64.32 | 60.0 | 0.57 | 0.96 | $958 | 80 | 1.28 | 15d (proj) | 0.734 | BS est | 59.0 / $670 | 57.9 / $413 | expired ✓ | $950 |
| P | 109.38 | 99.7 | 1.29 | 1.3 | $1298 | 81 | 1.23 | 15d (proj) | 0.733 | BS est | 97.5 / $910 | 94.9 / $562 | expired ✓ | $1,294 |
| DKS | 205.03 | 194.4 | 1.42 | 0.73 | $729 | 77 | 1.25 | 14d (proj) | 0.712 | BS est | 192.0 / $509 | 189.0 / $312 | expired ✓ | $730 |
| NAVN | 28.93 | 25.9 | 0.41 | 1.56 | $1565 | 68 | 1.44 | ⚠ none found | 0.697 | BS est | 25.2 / $1,100 | 24.4 / $681 | expired ✓ | $1,583 |