CSP screen — 2026-09-21
Archived daily EOD screen · regime chop · 20 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WU | 6.2 | 5.8 | 0.05 | 0.81 | $807 | 94 | 1.75 | ⚠ none found | 0.916 | BS est | 5.8 / $564 | 5.7 / $346 | expired ✓ | $862 |
| MPC | 402.38 | 377.9 | 3.26 | 0.86 | $863 | 100 | 1.57 | 43d (proj) | 0.913 | BS est | 372.4 / $604 | 365.6 / $371 | expired ✓ | $863 |
| DPZ | 295.94 | 280.3 | 2.09 | 0.74 | $744 | 100 | 1.45 | 22d (proj) | 0.891 | BS est | 276.7 / $520 | 272.4 / $319 | expired ✓ | $746 |
| MTN | 134.96 | 127.6 | 0.98 | 0.77 | $771 | 94 | 1.55 | ⚠ none found | 0.875 | BS est | 125.9 / $539 | 123.9 / $331 | expired ✓ | $768 |
| CAKE | 99.47 | 94.0 | 0.73 | 0.77 | $772 | 99 | 1.29 | ⚠ none found | 0.854 | BS est | 92.8 / $539 | 91.3 / $331 | expired ✓ | $777 |
| MGM | 38.73 | 36.8 | 0.25 | 0.68 | $683 | 71 | 2.33 | ⚠ none found | 0.826 | BS est | 36.4 / $476 | 35.9 / $292 | assigned | $-10,489 |
| WHR | 32.64 | 30.3 | 0.31 | 1.02 | $1021 | 87 | 1.47 | 37d (proj) | 0.816 | BS est | 29.8 / $715 | 29.2 / $440 | expired ✓ | $1,023 |
| STT | 184.4 | 177.5 | 0.92 | 0.52 | $519 | 85 | 1.48 | 23d (proj) | 0.808 | BS est | 175.9 / $362 | 174.0 / $222 | expired ✓ | $518 |
| POOL | 167.92 | 160.1 | 1.04 | 0.65 | $649 | 86 | 1.32 | ⚠ none found | 0.781 | BS est | 158.4 / $453 | 156.2 / $278 | expired ✓ | $650 |
| IMAX | 54.04 | 51.2 | 0.38 | 0.74 | $743 | 77 | 1.41 | ⚠ none found | 0.745 | BS est | 50.5 / $519 | 49.7 / $319 | expired ✓ | $742 |
| FRO | 49.81 | 46.9 | 0.39 | 0.84 | $839 | 83 | 1.23 | ⚠ none found | 0.743 | BS est | 46.2 / $586 | 45.4 / $360 | expired ✓ | $832 |
| AAON | 76.4 | 70.3 | 0.82 | 1.16 | $1165 | 81 | 1.27 | ⚠ none found | 0.737 | BS est | 68.9 / $816 | 67.2 / $503 | expired ✓ | $1,166 |
| CLX | 84.88 | 81.7 | 0.43 | 0.52 | $524 | 81 | 1.21 | ⚠ none found | 0.73 | BS est | 80.9 / $365 | 80.0 / $224 | expired ✓ | $526 |
| ITA | 216.14 | 210.1 | 0.8 | 0.38 | $382 | 70 | 1.55 | ⚠ none found | 0.729 | BS est | 208.7 / $266 | 207.0 / $163 | expired ✓ | $381 |
| AZN | 168.1 | 162.5 | 0.74 | 0.46 | $458 | 80 | 1.24 | ⚠ none found | 0.728 | BS est | 161.2 / $319 | 159.7 / $195 | expired ✓ | $455 |
| PENG | 54.91 | 48.8 | 0.82 | 1.67 | $1672 | 74 | 1.39 | 15d (proj) | 0.723 | BS est | 47.4 / $1,176 | 45.8 / $729 | expired ✓ | $1,680 |
| YOU | 39.26 | 36.8 | 0.33 | 0.91 | $909 | 68 | 1.4 | ⚠ none found | 0.687 | BS est | 36.2 / $636 | 35.5 / $391 | expired ✓ | $897 |
| OIH | 396.63 | 380.8 | 2.1 | 0.55 | $553 | 69 | 1.35 | ⚠ none found | 0.683 | BS est | 377.2 / $385 | 372.8 / $236 | expired ✓ | $551 |
| KVYO | 15.82 | 14.5 | 0.18 | 1.25 | $1251 | 71 | 1.28 | ⚠ none found | 0.682 | BS est | 14.2 / $877 | 13.8 / $542 | expired ✓ | $1,241 |
| BLDR | 58.52 | 54.7 | 0.51 | 0.92 | $923 | 68 | 1.33 | ⚠ none found | 0.673 | BS est | 53.9 / $646 | 52.8 / $397 | expired ✓ | $932 |