CSP screen — 2026-09-24

Archived daily EOD screen · regime chop · 34 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
IMAX	55.16	52.0	0.42	0.81	$812	92	1.55	⚠ none found	0.863	BS est	51.3 / $567	50.4 / $349	expired ✓	$808
DPZ	293.03	278.7	1.91	0.68	$683	98	1.37	19d (proj)	0.863	BS est	275.5 / $477	271.5 / $293	expired ✓	$685
MPC	390.95	368.3	3.02	0.82	$820	99	1.33	40d (proj)	0.86	BS est	363.2 / $573	356.9 / $352	expired ✓	$820
D	60.4	58.8	0.22	0.37	$368	92	1.48	36d (proj)	0.845	BS est	58.4 / $256	57.9 / $157	expired ✓	$374
PZZA	20.22	18.7	0.2	1.09	$1086	78	1.83	⚠ none found	0.833	BS est	18.4 / $760	17.9 / $469	expired ✓	$1,070
ILMN	273.9	256.0	2.39	0.93	$933	97	1.25	⚠ none found	0.831	BS est	251.9 / $653	247.0 / $402	expired ✓	$934
TWST	184.03	164.1	2.65	1.61	$1611	98	1.23	⚠ none found	0.831	BS est	159.8 / $1,133	154.6 / $702	expired ✓	$1,615
ALL	227.17	219.5	1.02	0.46	$464	96	1.22	⚠ none found	0.824	BS est	217.8 / $324	215.6 / $198	expired ✓	$465
QURE	38.32	32.5	0.77	2.36	$2364	69	2.89	⚠ none found	0.811	BS est	31.3 / $1,672	29.8 / $1,043	expired ✓	$2,369
QSR	70.91	68.5	0.32	0.46	$460	94	1.23	⚠ none found	0.809	BS est	68.0 / $320	67.3 / $196	expired ✓	$467
ORLY	86.24	83.0	0.43	0.51	$512	89	1.32	34d (proj)	0.799	BS est	82.3 / $357	81.4 / $219	expired ✓	$518
VT	159.05	156.2	0.38	0.25	$246	79	1.56	⚠ none found	0.784	BS est	155.5 / $171	154.7 / $105	expired ✓	$243
STT	181.09	174.3	0.9	0.52	$516	84	1.4	20d (proj)	0.783	BS est	172.8 / $360	170.9 / $220	expired ✓	$516
PLNT	40.72	38.3	0.33	0.85	$854	87	1.29	42d (proj)	0.781	BS est	37.7 / $597	37.0 / $367	expired ✓	$862
ES	63.8	62.0	0.24	0.39	$385	84	1.38	41d (proj)	0.779	BS est	61.6 / $268	61.1 / $164	expired ✓	$387
DOCS	26.04	24.0	0.27	1.14	$1136	70	1.73	⚠ none found	0.768	BS est	23.5 / $796	23.0 / $491	expired ✓	$1,125
MTN	134.96	128.1	0.91	0.71	$713	80	1.44	⚠ none found	0.767	BS est	126.6 / $498	124.6 / $306	expired ✓	$710
PENG	53.08	46.9	0.82	1.75	$1752	78	1.5	12d (proj)	0.767	BS est	45.6 / $1,233	43.9 / $765	expired ✓	$1,748
DUK	113.23	110.8	0.32	0.29	$293	82	1.31	⚠ none found	0.753	BS est	110.2 / $204	109.5 / $125	expired ✓	$289
UBS	48.46	46.7	0.23	0.49	$488	81	1.32	34d (proj)	0.752	BS est	46.4 / $340	45.9 / $208	expired ✓	$493
CGNX	57.7	53.9	0.51	0.94	$940	78	1.39	34d (proj)	0.748	BS est	53.0 / $657	52.0 / $405	expired ✓	$946
ITA	212.76	206.8	0.8	0.39	$386	73	1.46	⚠ none found	0.733	BS est	205.4 / $269	203.7 / $164	expired ✓	$387
JCI	145.9	139.9	0.8	0.57	$572	77	1.35	⚠ none found	0.731	BS est	138.5 / $399	136.8 / $245	pending	—
TDG	1105.28	1066.0	5.24	0.49	$491	74	1.38	⚠ none found	0.721	BS est	1057.0 / $342	1045.9 / $210	expired ✓	$492
NOC	508.98	491.3	2.35	0.48	$479	75	1.33	26d (proj)	0.714	BS est	487.3 / $334	482.3 / $204	expired ✓	$478
PRIM	77.13	71.8	0.71	0.99	$985	72	1.4	⚠ none found	0.711	BS est	70.6 / $689	69.2 / $424	pending	—
FFIV	446.55	425.8	2.77	0.65	$650	73	1.3	⚠ none found	0.698	BS est	421.1 / $454	415.3 / $278	expired ✓	$651
Z	28.14	26.2	0.26	1.0	$999	72	1.27	⚠ none found	0.688	BS est	25.7 / $699	25.2 / $431	expired ✓	$992
LDOS	123.35	118.4	0.65	0.55	$552	71	1.29	⚠ none found	0.687	BS est	117.3 / $385	115.9 / $236	expired ✓	$549
YOU	38.55	36.1	0.33	0.91	$908	67	1.41	⚠ none found	0.687	BS est	35.5 / $635	34.9 / $391	expired ✓	$914
CSGP	27.86	26.1	0.23	0.88	$884	71	1.31	⚠ none found	0.686	BS est	25.7 / $618	25.3 / $380	expired ✓	$881
BAND	61.83	55.3	0.87	1.58	$1578	72	1.23	35d (proj)	0.681	BS est	53.8 / $1,109	52.1 / $687	expired ✓	$1,573
H	160.19	153.5	0.89	0.58	$578	67	1.38	⚠ none found	0.68	BS est	152.0 / $403	150.1 / $247	pending	—
EME	751.96	715.5	4.85	0.68	$678	67	1.28	⚠ none found	0.659	BS est	707.3 / $474	697.1 / $291	expired ✓	$678