CSP screen — 2026-09-17
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 | 2844.31 | 2702.1 | 18.95 | 0.7 | $701 | 100 | 1.72 | ⚠ none found | 0.941 | BS est | 2669.8 / $490 | 2630.2 / $301 | expired ✓ | $701 |
| DPZ | 297.65 | 282.0 | 2.08 | 0.74 | $738 | 100 | 1.44 | 26d (proj) | 0.888 | BS est | 278.5 / $515 | 274.1 / $317 | expired ✓ | $738 |
| MPC | 421.96 | 397.7 | 3.23 | 0.81 | $813 | 99 | 1.45 | 47d (proj) | 0.886 | BS est | 392.2 / $568 | 385.5 / $349 | expired ✓ | $812 |
| SM | 36.97 | 34.3 | 0.36 | 1.04 | $1041 | 96 | 1.35 | ⚠ none found | 0.844 | BS est | 33.7 / $729 | 33.0 / $449 | expired ✓ | $1,050 |
| STT | 183.07 | 176.3 | 0.9 | 0.51 | $509 | 83 | 1.46 | ⚠ none found | 0.792 | BS est | 174.8 / $354 | 172.9 / $217 | expired ✓ | $510 |
| ORLY | 84.89 | 82.0 | 0.39 | 0.47 | $475 | 81 | 1.26 | ⚠ none found | 0.737 | BS est | 81.3 / $331 | 80.5 / $203 | expired ✓ | $476 |
| NOC | 524.0 | 505.9 | 2.41 | 0.48 | $476 | 75 | 1.38 | ⚠ none found | 0.726 | BS est | 501.8 / $332 | 496.7 / $203 | expired ✓ | $476 |
| FDS | 278.85 | 262.5 | 2.18 | 0.83 | $832 | 74 | 1.37 | 13d (proj) | 0.716 | BS est | 258.8 / $582 | 254.2 / $358 | expired ✓ | $830 |
| ITA | 213.88 | 208.0 | 0.79 | 0.38 | $380 | 68 | 1.48 | ⚠ none found | 0.704 | BS est | 206.6 / $265 | 204.9 / $162 | expired ✓ | $380 |
| WHR | 33.03 | 30.9 | 0.28 | 0.9 | $901 | 69 | 1.25 | ⚠ none found | 0.665 | BS est | 30.5 / $630 | 29.9 / $388 | expired ✓ | $906 |
| PENG | 52.55 | 47.1 | 0.73 | 1.54 | $1540 | 69 | 1.24 | 19d (proj) | 0.663 | BS est | 45.9 / $1,082 | 44.5 / $670 | expired ✓ | $1,550 |