CSP screen — 2026-09-08
Archived daily EOD screen · regime chop · 9 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| STT | 191.88 | 184.2 | 1.02 | 0.55 | $555 | 93 | 1.68 | 36d (proj) | 0.894 | BS est | 182.5 / $387 | 180.3 / $237 | expired ✓ | $554 |
| CASY | 733.49 | 694.5 | 5.19 | 0.75 | $747 | 100 | 1.4 | ⚠ none found | 0.881 | BS est | 685.7 / $522 | 674.9 / $320 | assigned | $-10,649 |
| MPC | 397.77 | 376.6 | 2.82 | 0.75 | $748 | 100 | 1.37 | 56d (proj) | 0.873 | BS est | 371.8 / $522 | 366.0 / $321 | expired ✓ | $749 |
| AZO | 2951.61 | 2822.0 | 17.28 | 0.61 | $612 | 100 | 1.37 | 14d (proj) | 0.872 | BS est | 2792.5 / $427 | 2756.1 / $262 | expired ✓ | $612 |
| POOL | 177.34 | 168.1 | 1.23 | 0.73 | $731 | 99 | 1.36 | ⚠ none found | 0.867 | BS est | 166.0 / $510 | 163.5 / $313 | expired ✓ | $732 |
| FDS | 289.0 | 271.1 | 2.38 | 0.88 | $879 | 81 | 1.35 | 22d (proj) | 0.755 | BS est | 267.1 / $614 | 262.2 / $378 | assigned | $432 |
| DFTX | 38.23 | 33.7 | 0.6 | 1.78 | $1775 | 74 | 1.46 | 58d (proj) | 0.736 | BS est | 32.8 / $1,250 | 31.6 / $776 | expired ✓ | $1,780 |
| BLDR | 62.58 | 58.5 | 0.54 | 0.93 | $930 | 71 | 1.24 | 51d (proj) | 0.672 | BS est | 57.6 / $651 | 56.5 / $400 | expired ✓ | $923 |
| NOC | 518.58 | 501.3 | 2.31 | 0.46 | $460 | 68 | 1.21 | ⚠ none found | 0.652 | BS est | 497.3 / $320 | 492.4 / $196 | expired ✓ | $461 |