CSP screen — 2026-09-11
Archived daily EOD screen · regime chop · 22 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VKTX | 31.98 | 27.5 | 0.13 | 0.47 | $473 | 97 | 2.89 | 47d (proj) | 0.98 | chain bid | 26.0 / $538 | 25.0 / $400 | expired ✓ | $473 |
| SLS | 11.54 | 9.0 | 0.1 | 1.11 | $1111 | 85 | 2.21 | 61d (proj) | 0.909 | chain bid | 9.0 / $1,111 | 8.0 / $625 | expired ✓ | $1,111 |
| VLO | 390.42 | 367.5 | 1.8 | 0.49 | $490 | 99 | 1.44 | 41d (proj) | 0.882 | chain bid | 362.5 / $248 | 357.5 / $210 | expired ✓ | $490 |
| EWZ | 38.19 | 36.5 | 0.09 | 0.25 | $247 | 95 | 1.54 | ⚠ none found | 0.877 | chain bid | 36.0 / $139 | 35.5 / $28 | expired ✓ | $247 |
| MPC | 395.93 | 370.0 | 1.35 | 0.36 | $365 | 100 | 1.38 | 53d (proj) | 0.874 | chain bid | 370.0 / $365 | 360.0 / $97 | expired ✓ | $365 |
| PBR | 21.2 | 20.0 | 0.06 | 0.3 | $300 | 100 | 1.33 | 60d (proj) | 0.865 | chain bid | 20.0 / $300 | 19.5 / $103 | expired ✓ | $300 |
| AZO | 2876.75 | 2750.0 | 5.0 | 0.18 | $182 | 96 | 1.4 | 11d (proj) | 0.857 | chain bid | 2720.0 / $85 | 2700.0 / $111 | expired ✓ | $182 |
| FPS | 31.82 | 27.5 | 0.3 | 1.09 | $1091 | 94 | 1.44 | ⚠ none found | 0.851 | chain bid | 27.5 / $1,091 | 27.5 / $1,091 | expired ✓ | $1,091 |
| D | 64.36 | 62.5 | 0.1 | 0.16 | $160 | 96 | 1.32 | 49d (proj) | 0.839 | chain bid | 62.5 / $160 | 62.5 / $160 | expired ✓ | $160 |
| PEP | 136.32 | 132.0 | 0.15 | 0.11 | $114 | 91 | 1.45 | 27d | 0.837 | chain bid | 131.0 / $69 | 130.0 / $46 | assigned | $-1,811 |
| HUM | 409.8 | 385.0 | 0.05 | 0.01 | $13 | 86 | 1.57 | 56d (proj) | 0.831 | chain bid | 377.5 / $13 | 370.0 / $81 | expired ✓ | $13 |
| POOL | 173.04 | 165.0 | 0.35 | 0.21 | $212 | 87 | 1.27 | 41d (proj) | 0.777 | chain bid | 165.0 / $212 | 165.0 / $212 | expired ✓ | $212 |
| AMBA | 67.86 | 61.0 | 0.4 | 0.66 | $656 | 88 | 1.21 | 81d (proj) | 0.767 | chain bid | 60.0 / $833 | 58.0 / $431 | expired ✓ | $656 |
| DFTX | 38.89 | 34.0 | 0.2 | 0.59 | $588 | 74 | 1.53 | 55d (proj) | 0.754 | chain bid | 33.0 / $1,212 | 33.0 / $1,212 | expired ✓ | $588 |
| NKE | 36.8 | 35.0 | 0.08 | 0.23 | $229 | 77 | 1.43 | 20d (proj) | 0.751 | chain bid | 34.0 / $59 | 34.0 / $59 | expired ✓ | $229 |
| TSCO | 33.01 | 33.0 | 0.15 | 0.45 | $455 | 84 | 1.22 | 41d (proj) | 0.75 | chain bid | 33.0 / $455 | 33.0 / $455 | assigned | $-1,970 |
| FDS | 259.71 | 240.0 | 0.05 | 0.02 | $21 | 77 | 1.39 | 19d (proj) | 0.737 | chain bid | 240.0 / $21 | 240.0 / $21 | expired ✓ | $21 |
| BB | 7.67 | 7.0 | 0.02 | 0.29 | $286 | 72 | 1.35 | 13d (proj) | 0.7 | chain bid | 7.0 / $286 | 7.0 / $286 | expired ✓ | $286 |
| BLDR | 60.37 | 55.0 | 0.2 | 0.36 | $364 | 72 | 1.31 | 48d (proj) | 0.697 | chain bid | 55.0 / $364 | 55.0 / $364 | expired ✓ | $364 |
| ITA | 219.01 | 215.0 | 1.0 | 0.47 | $465 | 68 | 1.42 | ⚠ none found | 0.691 | chain bid | 210.0 / $71 | 210.0 / $71 | assigned | $498 |
| MTN | 134.96 | 130.0 | 0.2 | 0.15 | $154 | 69 | 1.35 | 17d (proj) | 0.686 | chain bid | 125.0 / $80 | 125.0 / $80 | expired ✓ | $154 |
| QXO | 12.31 | 11.5 | 0.05 | 0.43 | $435 | 69 | 1.22 | 55d (proj) | 0.655 | chain bid | 11.5 / $435 | 11.5 / $435 | assigned | $2,000 |