CSP screen — 2026-09-15
Archived daily EOD screen · regime chop · 11 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AZO | 2860.25 | 2725.4 | 17.97 | 0.66 | $659 | 100 | 1.6 | ⚠ none found | 0.921 | BS est | 2694.8 / $460 | 2657.1 / $282 | expired ✓ | $659 |
| MPC | 410.84 | 386.7 | 3.22 | 0.83 | $832 | 100 | 1.46 | 49d (proj) | 0.892 | BS est | 381.3 / $581 | 374.6 / $357 | expired ✓ | $833 |
| BLDR | 60.2 | 55.8 | 0.59 | 1.05 | $1050 | 94 | 1.5 | ⚠ none found | 0.865 | BS est | 54.8 / $735 | 53.6 / $453 | expired ✓ | $1,057 |
| ITA | 214.0 | 207.7 | 0.84 | 0.4 | $404 | 87 | 1.54 | ⚠ none found | 0.833 | BS est | 206.3 / $281 | 204.5 / $172 | expired ✓ | $404 |
| STT | 185.13 | 178.4 | 0.89 | 0.5 | $501 | 80 | 1.54 | 29d (proj) | 0.788 | BS est | 176.9 / $349 | 175.0 / $214 | expired ✓ | $499 |
| FDS | 277.09 | 259.7 | 2.31 | 0.89 | $890 | 81 | 1.42 | 15d (proj) | 0.768 | BS est | 255.8 / $623 | 251.0 / $383 | expired ✓ | $889 |
| BAM | 45.84 | 44.0 | 0.25 | 0.57 | $567 | 83 | 1.31 | ⚠ none found | 0.761 | BS est | 43.5 / $395 | 43.0 / $242 | expired ✓ | $568 |
| IJH | 73.23 | 71.7 | 0.21 | 0.29 | $288 | 68 | 1.61 | ⚠ none found | 0.728 | BS est | 71.3 / $200 | 70.9 / $123 | expired ✓ | $293 |
| NOC | 531.25 | 513.3 | 2.39 | 0.47 | $465 | 70 | 1.33 | ⚠ none found | 0.688 | BS est | 509.2 / $324 | 504.1 / $199 | expired ✓ | $466 |
| MTN | 134.96 | 128.5 | 0.86 | 0.67 | $668 | 69 | 1.35 | 13d (proj) | 0.684 | BS est | 127.1 / $466 | 125.3 / $286 | expired ✓ | $669 |
| H | 160.19 | 153.5 | 0.89 | 0.58 | $578 | 68 | 1.38 | ⚠ none found | 0.682 | BS est | 152.0 / $403 | 150.1 / $247 | pending | — |