CSP screen — 2026-09-28

Archived daily EOD screen · regime chop · 74 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
PZZA	20.09	18.4	0.23	1.24	$1242	95	2.04	⚠ none found	0.971	BS est	18.0 / $871	17.5 / $537	expired ✓	$1,250
WHR	31.4	29.0	0.32	1.1	$1097	93	1.58	30d (proj)	0.873	BS est	28.5 / $768	27.8 / $474	expired ✓	$1,103
IMAX	56.13	52.9	0.43	0.81	$814	92	1.55	⚠ none found	0.861	BS est	52.2 / $569	51.3 / $350	assigned	$1,002
CAKE	105.16	99.3	0.78	0.78	$781	99	1.32	⚠ none found	0.859	BS est	98.0 / $546	96.4 / $335	expired ✓	$785
TWST	179.6	159.5	2.68	1.68	$1680	100	1.24	⚠ none found	0.848	BS est	155.1 / $1,182	149.8 / $733	expired ✓	$1,680
PLNT	40.5	37.8	0.36	0.95	$948	96	1.33	⚠ none found	0.844	BS est	37.2 / $663	36.5 / $408	expired ✓	$952
ILMN	271.9	253.1	2.51	0.99	$992	98	1.26	31d (proj)	0.843	BS est	248.8 / $694	243.7 / $427	expired ✓	$992
ALL	227.55	219.7	1.04	0.47	$473	97	1.28	⚠ none found	0.837	BS est	218.0 / $330	215.7 / $202	expired ✓	$473
BAND	61.01	53.3	1.02	1.92	$1916	91	1.46	31d (proj)	0.837	BS est	51.7 / $1,351	49.7 / $839	expired ✓	$1,914
MPC	389.44	367.7	2.9	0.79	$789	97	1.26	36d (proj)	0.835	BS est	362.8 / $551	356.7 / $339	expired ✓	$789
FOUR	37.03	34.0	0.41	1.2	$1198	95	1.3	⚠ none found	0.831	BS est	33.3 / $839	32.5 / $518	expired ✓	$1,206
DOCS	26.2	24.0	0.29	1.2	$1201	73	1.92	⚠ none found	0.825	BS est	23.6 / $842	23.0 / $519	expired ✓	$1,208
NTRA	411.77	383.5	3.77	0.98	$982	83	1.62	⚠ none found	0.819	BS est	377.2 / $687	369.4 / $423	expired ✓	$983
FFIV	435.56	412.0	3.13	0.76	$760	86	1.5	⚠ none found	0.819	BS est	406.7 / $531	400.2 / $326	expired ✓	$760
DPZ	292.27	278.9	1.78	0.64	$637	92	1.29	15d (proj)	0.812	BS est	275.9 / $444	272.2 / $272	expired ✓	$638
YUM	138.28	133.7	0.6	0.45	$452	95	1.21	⚠ none found	0.81	BS est	132.7 / $315	131.4 / $193	expired ✓	$449
LDOS	122.35	117.1	0.71	0.6	$603	87	1.44	36d (proj)	0.807	BS est	115.9 / $420	114.4 / $258	expired ✓	$606
TDG	1109.22	1067.4	5.58	0.52	$522	85	1.48	⚠ none found	0.804	BS est	1057.8 / $364	1046.0 / $223	expired ✓	$523
MNST	41.86	40.3	0.21	0.53	$528	83	1.52	⚠ none found	0.804	BS est	39.9 / $368	39.4 / $226	expired ✓	$521
AZN	166.15	160.4	0.77	0.48	$480	92	1.25	⚠ none found	0.8	BS est	159.0 / $335	157.4 / $205	assigned	$-1,789
FLUT	76.63	71.3	0.71	1.0	$999	86	1.37	⚠ none found	0.792	BS est	70.1 / $699	68.6 / $430	expired ✓	$996
MSI	452.08	436.9	2.02	0.46	$462	83	1.47	⚠ none found	0.789	BS est	433.5 / $322	429.2 / $197	expired ✓	$462
SFM	63.45	59.2	0.57	0.96	$961	82	1.45	⚠ none found	0.783	BS est	58.2 / $672	57.1 / $414	expired ✓	$963
CTSH	56.75	53.7	0.41	0.77	$766	87	1.28	⚠ none found	0.779	BS est	53.0 / $535	52.1 / $329	expired ✓	$764
MTZ	204.09	189.9	1.89	0.99	$993	88	1.23	⚠ none found	0.774	BS est	186.8 / $695	182.9 / $428	expired ✓	$995
ITB	88.75	85.3	0.46	0.54	$538	83	1.39	⚠ none found	0.774	BS est	84.5 / $375	83.6 / $230	expired ✓	$539
HUBS	202.84	185.1	2.36	1.28	$1275	80	1.44	⚠ none found	0.766	BS est	181.2 / $894	176.4 / $552	expired ✓	$1,275
WIX	69.6	63.2	0.85	1.35	$1347	85	1.24	⚠ none found	0.76	BS est	61.8 / $945	60.1 / $584	expired ✓	$1,345
MNDY	79.05	71.8	0.97	1.35	$1346	77	1.49	⚠ none found	0.76	BS est	70.2 / $945	68.2 / $584	expired ✓	$1,351
ORLY	86.51	83.4	0.41	0.49	$489	85	1.26	⚠ none found	0.76	BS est	82.7 / $341	81.9 / $209	expired ✓	$492
CGNX	58.75	54.9	0.52	0.94	$944	79	1.42	⚠ none found	0.76	BS est	54.0 / $661	52.9 / $407	expired ✓	$947
PRIM	77.13	71.6	0.73	1.02	$1025	78	1.45	35d (proj)	0.759	BS est	70.4 / $717	68.9 / $442	pending	—
HII	257.05	245.0	1.61	0.66	$656	67	1.77	⚠ none found	0.759	BS est	242.3 / $457	238.9 / $281	expired ✓	$657
CLX	81.42	78.3	0.42	0.54	$539	86	1.22	⚠ none found	0.758	BS est	77.5 / $376	76.6 / $230	expired ✓	$536
MSCI	542.72	523.1	2.61	0.5	$500	80	1.38	⚠ none found	0.757	BS est	518.6 / $348	513.1 / $213	expired ✓	$499
DY	266.79	249.4	2.31	0.93	$926	85	1.21	⚠ none found	0.753	BS est	245.6 / $648	240.8 / $399	expired ✓	$926
ALGM	36.94	33.9	0.41	1.2	$1199	82	1.29	⚠ none found	0.752	BS est	33.2 / $841	32.4 / $519	expired ✓	$1,209
POOL	163.31	155.9	0.99	0.64	$636	80	1.33	24d (proj)	0.746	BS est	154.2 / $444	152.1 / $272	expired ✓	$635
LIN	472.04	458.9	1.75	0.38	$380	77	1.41	32d (proj)	0.741	BS est	455.9 / $265	452.2 / $162	expired ✓	$381
AAON	85.34	78.7	0.88	1.12	$1123	77	1.39	⚠ none found	0.741	BS est	77.2 / $787	75.4 / $485	expired ✓	$1,118
FIVN	34.66	31.6	0.41	1.29	$1292	77	1.38	⚠ none found	0.738	BS est	30.9 / $906	30.1 / $560	expired ✓	$1,297
FLEX	113.04	104.2	1.18	1.14	$1135	79	1.32	30d (proj)	0.737	BS est	102.2 / $795	99.8 / $490	expired ✓	$1,132
JCI	145.9	139.9	0.8	0.57	$573	77	1.35	⚠ none found	0.734	BS est	138.5 / $400	136.8 / $245	pending	—
ENTG	150.63	138.9	1.56	1.12	$1120	81	1.23	⚠ none found	0.731	BS est	136.3 / $784	133.2 / $483	expired ✓	$1,123
SIMO	278.07	251.4	3.55	1.41	$1414	79	1.26	⚠ none found	0.726	BS est	245.5 / $993	238.4 / $614	expired ✓	$1,412
FROG	88.81	81.3	1.0	1.23	$1230	80	1.22	⚠ none found	0.724	BS est	79.6 / $862	77.6 / $532	expired ✓	$1,230
TXG	88.5	79.7	1.17	1.47	$1469	78	1.27	⚠ none found	0.724	BS est	77.8 / $1,032	75.4 / $638	expired ✓	$1,468
KRMN	33.68	30.7	0.4	1.31	$1311	78	1.28	⚠ none found	0.723	BS est	30.0 / $919	29.2 / $568	expired ✓	$1,303
PH	969.55	934.8	4.63	0.5	$495	74	1.38	⚠ none found	0.722	BS est	926.9 / $345	917.1 / $211	expired ✓	$495
BLDR	58.01	54.1	0.52	0.96	$959	75	1.37	⚠ none found	0.721	BS est	53.2 / $671	52.2 / $413	expired ✓	$961
ZTS	71.43	68.3	0.42	0.62	$621	74	1.36	38d (proj)	0.718	BS est	67.5 / $433	66.6 / $266	expired ✓	$615
D	60.28	58.8	0.2	0.34	$344	73	1.37	⚠ none found	0.714	BS est	58.4 / $239	58.0 / $146	expired ✓	$340
KVYO	15.4	14.1	0.18	1.27	$1269	72	1.41	37d (proj)	0.713	BS est	13.8 / $890	13.4 / $549	expired ✓	$1,277
FLR	49.22	46.1	0.41	0.89	$894	69	1.47	⚠ none found	0.71	BS est	45.4 / $625	44.6 / $384	expired ✓	$889
YOU	40.36	37.7	0.35	0.93	$928	69	1.47	⚠ none found	0.709	BS est	37.1 / $649	36.4 / $399	expired ✓	$928
CROX	122.36	114.9	0.99	0.86	$861	69	1.47	⚠ none found	0.709	BS est	113.3 / $602	111.2 / $370	expired ✓	$862
CMI	517.84	495.4	3.0	0.6	$605	77	1.23	⚠ none found	0.709	BS est	490.2 / $422	483.9 / $259	expired ✓	$606
VT	158.81	156.1	0.36	0.23	$228	70	1.44	⚠ none found	0.707	BS est	155.5 / $159	154.7 / $97	expired ✓	$231
CSGP	27.02	25.3	0.23	0.9	$901	73	1.33	29d (proj)	0.705	BS est	24.9 / $630	24.5 / $388	expired ✓	$909
SANM	220.06	202.2	2.37	1.17	$1173	71	1.39	⚠ none found	0.701	BS est	198.3 / $822	193.5 / $507	expired ✓	$1,172
WM	206.44	201.0	0.73	0.36	$362	74	1.3	⚠ none found	0.701	BS est	199.7 / $252	198.2 / $154	expired ✓	$363
ITA	209.26	203.4	0.78	0.38	$382	69	1.43	⚠ none found	0.7	BS est	202.1 / $266	200.4 / $163	expired ✓	$383
AXSM	193.89	183.4	1.39	0.76	$758	76	1.23	35d (proj)	0.699	BS est	181.1 / $530	178.2 / $325	assigned	$-1,505
ATI	180.67	170.3	1.38	0.81	$812	71	1.33	⚠ none found	0.694	BS est	168.0 / $567	165.1 / $349	expired ✓	$810
NOC	505.8	488.5	2.31	0.47	$472	72	1.32	⚠ none found	0.694	BS est	484.5 / $329	479.6 / $201	assigned	$-1,271
Z	27.44	25.5	0.25	1.0	$996	71	1.33	31d (proj)	0.692	BS est	25.1 / $697	24.6 / $429	expired ✓	$980
RMBS	102.12	93.1	1.2	1.29	$1292	71	1.33	⚠ none found	0.691	BS est	91.1 / $906	88.7 / $560	expired ✓	$1,289
EME	765.52	727.8	5.03	0.69	$691	70	1.32	⚠ none found	0.684	BS est	719.2 / $482	708.7 / $296	expired ✓	$691
NXPI	236.32	224.1	1.63	0.73	$729	68	1.35	⚠ none found	0.679	BS est	221.3 / $509	217.9 / $313	expired ✓	$727
STT	179.73	173.5	0.83	0.48	$478	70	1.29	16d (proj)	0.677	BS est	172.1 / $333	170.3 / $204	expired ✓	$478
WGMI	46.26	41.8	0.59	1.42	$1418	68	1.34	⚠ none found	0.674	BS est	40.8 / $995	39.6 / $616	expired ✓	$1,411
TEL	214.71	205.0	1.3	0.63	$634	69	1.29	⚠ none found	0.67	BS est	202.7 / $443	200.0 / $272	expired ✓	$634
FIX	1658.3	1542.9	15.37	1.0	$996	70	1.23	⚠ none found	0.666	BS est	1517.1 / $697	1485.5 / $429	expired ✓	$996
LSCC	124.03	114.8	1.23	1.07	$1073	69	1.22	⚠ none found	0.659	BS est	112.7 / $751	110.2 / $463	expired ✓	$1,071