CSP screen — 2026-09-22

Archived daily EOD screen · regime chop · 25 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
MGM	38.9	36.4	0.34	0.93	$926	100	2.96	36d (proj)	1.0	BS est	35.8 / $647	35.1 / $398	assigned	$-9,258
AEP	120.27	116.8	0.46	0.4	$397	100	1.44	⚠ none found	0.889	BS est	116.0 / $277	115.0 / $169	expired ✓	$394
MPC	389.68	367.6	2.95	0.8	$802	99	1.39	42d (proj)	0.869	BS est	362.6 / $560	356.4 / $344	expired ✓	$803
DPZ	297.12	282.8	1.91	0.67	$675	98	1.32	21d (proj)	0.851	BS est	279.6 / $471	275.6 / $289	expired ✓	$675
ES	66.38	64.5	0.26	0.4	$398	91	1.42	⚠ none found	0.832	BS est	64.0 / $277	63.5 / $170	assigned	$-1,023
SRAD	13.6	12.6	0.14	1.09	$1090	84	1.59	⚠ none found	0.823	BS est	12.3 / $763	12.1 / $470	expired ✓	$1,111
STT	180.25	173.5	0.9	0.52	$518	85	1.48	22d (proj)	0.806	BS est	172.0 / $361	170.1 / $221	expired ✓	$519
CAKE	103.04	97.7	0.71	0.72	$723	93	1.21	35d (proj)	0.8	BS est	96.5 / $505	95.1 / $310	expired ✓	$727
ORLY	85.82	82.8	0.4	0.49	$487	85	1.29	⚠ none found	0.77	BS est	82.1 / $339	81.2 / $208	expired ✓	$483
CGNX	58.97	55.1	0.52	0.94	$941	79	1.45	⚠ none found	0.763	BS est	54.2 / $658	53.1 / $405	expired ✓	$944
PLNT	42.6	40.2	0.32	0.8	$800	81	1.38	⚠ none found	0.762	BS est	39.6 / $559	39.0 / $343	expired ✓	$796
NOC	509.86	491.6	2.43	0.49	$494	80	1.42	⚠ none found	0.761	BS est	487.5 / $344	482.3 / $211	expired ✓	$494
FDS	276.42	259.5	2.26	0.87	$870	79	1.41	⚠ none found	0.754	BS est	255.7 / $608	251.0 / $374	expired ✓	$871
SNY	42.51	41.1	0.18	0.44	$442	73	1.5	⚠ none found	0.74	BS est	40.8 / $308	40.4 / $189	expired ✓	$438
PENG	56.58	50.2	0.84	1.68	$1676	75	1.42	14d (proj)	0.733	BS est	48.9 / $1,179	47.2 / $731	expired ✓	$1,673
ITA	214.0	208.0	0.79	0.38	$382	70	1.54	⚠ none found	0.729	BS est	206.7 / $266	205.0 / $163	expired ✓	$380
BAND	58.4	52.1	0.84	1.62	$1620	75	1.33	⚠ none found	0.715	BS est	50.7 / $1,139	49.0 / $706	expired ✓	$1,612
INSM	120.82	113.3	1.0	0.89	$886	72	1.4	⚠ none found	0.714	BS est	111.6 / $619	109.5 / $381	expired ✓	$883
KRMN	33.5	30.5	0.4	1.3	$1297	75	1.3	⚠ none found	0.708	BS est	29.9 / $910	29.1 / $562	expired ✓	$1,311
UBS	49.19	47.6	0.22	0.46	$459	72	1.31	⚠ none found	0.691	BS est	47.2 / $320	46.7 / $196	expired ✓	$462
TGTX	58.11	53.9	0.56	1.04	$1036	72	1.24	⚠ none found	0.683	BS est	53.0 / $725	51.8 / $447	expired ✓	$1,039
D	62.43	60.9	0.21	0.34	$339	68	1.36	⚠ none found	0.682	BS est	60.5 / $236	60.1 / $144	assigned	$-99
PTEN	11.14	10.4	0.1	0.93	$931	73	1.2	⚠ none found	0.68	BS est	10.2 / $651	10.0 / $401	expired ✓	$962
OIH	395.06	379.4	2.09	0.55	$550	68	1.34	⚠ none found	0.675	BS est	375.8 / $384	371.4 / $235	expired ✓	$551
MCO	469.25	454.0	2.04	0.45	$449	68	1.26	⚠ none found	0.659	BS est	450.5 / $313	446.1 / $192	expired ✓	$449