CSP screen — 2026-09-29

Archived daily EOD screen · regime chop · 67 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	20.33	18.6	0.22	1.2	$1204	91	2.0	37d (proj)	0.947	BS est	18.3 / $844	17.8 / $521	expired ✓	$1,183
WHR	30.67	28.3	0.32	1.12	$1120	93	1.55	29d (proj)	0.867	BS est	27.8 / $785	27.1 / $484	expired ✓	$1,131
MSI	446.12	430.3	2.11	0.49	$491	92	1.56	37d (proj)	0.862	BS est	426.6 / $342	422.2 / $210	expired ✓	$490
DOCS	26.52	24.2	0.3	1.25	$1251	77	1.96	37d (proj)	0.854	BS est	23.7 / $877	23.1 / $542	expired ✓	$1,240
ILMN	272.0	252.6	2.58	1.02	$1022	99	1.28	30d (proj)	0.85	BS est	248.3 / $715	243.0 / $441	expired ✓	$1,021
KVYO	15.25	13.8	0.2	1.43	$1426	89	1.56	36d (proj)	0.849	BS est	13.5 / $1,001	13.1 / $619	expired ✓	$1,449
CAKE	107.35	101.6	0.77	0.76	$760	98	1.28	28d (proj)	0.846	BS est	100.2 / $531	98.6 / $326	expired ✓	$758
MPC	392.03	369.6	2.98	0.81	$807	98	1.29	35d (proj)	0.844	BS est	364.6 / $564	358.4 / $346	expired ✓	$806
IJH	72.37	70.7	0.22	0.32	$317	85	1.64	⚠ none found	0.84	BS est	70.3 / $221	69.8 / $135	expired ✓	$311
PLNT	40.74	38.1	0.36	0.94	$941	96	1.32	37d (proj)	0.84	BS est	37.4 / $658	36.7 / $405	expired ✓	$945
YUM	137.73	132.9	0.64	0.48	$482	97	1.27	35d (proj)	0.838	BS est	131.8 / $336	130.5 / $206	expired ✓	$482
TWST	186.13	165.5	2.75	1.66	$1661	99	1.21	48d (proj)	0.836	BS est	161.0 / $1,168	155.6 / $724	expired ✓	$1,662
NTRA	414.52	385.8	3.82	0.99	$991	84	1.63	37d (proj)	0.829	BS est	379.4 / $693	371.5 / $427	expired ✓	$990
TDG	1099.79	1057.6	5.63	0.53	$532	88	1.51	37d (proj)	0.828	BS est	1047.9 / $371	1036.0 / $227	expired ✓	$532
FFIV	438.07	414.2	3.18	0.77	$767	88	1.49	27d (proj)	0.824	BS est	408.9 / $535	402.2 / $329	expired ✓	$768
FLUT	74.45	69.1	0.71	1.03	$1029	90	1.4	44d (proj)	0.818	BS est	67.9 / $720	66.5 / $444	expired ✓	$1,027
AZN	164.21	158.5	0.77	0.48	$484	93	1.27	31d (proj)	0.813	BS est	157.1 / $337	155.5 / $207	assigned	$-612
TXG	90.04	80.6	1.26	1.56	$1557	90	1.33	37d (proj)	0.806	BS est	78.5 / $1,094	76.1 / $678	expired ✓	$1,563
MTZ	210.23	195.0	2.02	1.04	$1038	90	1.28	30d (proj)	0.797	BS est	191.6 / $727	187.5 / $448	expired ✓	$1,036
QSR	71.48	69.2	0.31	0.44	$444	92	1.21	⚠ none found	0.793	BS est	68.6 / $309	68.0 / $189	expired ✓	$448
PRIM	77.13	71.5	0.76	1.06	$1057	82	1.5	34d (proj)	0.791	BS est	70.2 / $740	68.6 / $456	pending	—
POOL	162.52	155.0	1.01	0.65	$650	86	1.35	23d (proj)	0.785	BS est	153.2 / $453	151.1 / $278	expired ✓	$652
BLDR	57.53	53.5	0.53	0.99	$994	84	1.41	30d (proj)	0.783	BS est	52.6 / $696	51.5 / $428	expired ✓	$991
CLX	81.6	78.4	0.43	0.54	$544	89	1.22	35d (proj)	0.776	BS est	77.7 / $380	76.8 / $233	expired ✓	$548
LDOS	123.1	117.9	0.7	0.59	$590	82	1.41	35d (proj)	0.773	BS est	116.7 / $411	115.2 / $252	assigned	$2,095
IMAX	56.33	53.3	0.4	0.75	$754	81	1.42	30d (proj)	0.771	BS est	52.6 / $527	51.8 / $324	assigned	$188
MNDY	76.05	68.9	0.95	1.37	$1374	79	1.49	41d (proj)	0.77	BS est	67.4 / $964	65.5 / $596	expired ✓	$1,379
DPZ	301.81	288.8	1.74	0.6	$602	88	1.21	14d (proj)	0.768	BS est	285.8 / $420	282.1 / $257	expired ✓	$602
ORLY	86.07	83.0	0.41	0.5	$495	86	1.27	29d (proj)	0.768	BS est	82.3 / $345	81.4 / $211	expired ✓	$494
WIX	70.9	64.4	0.87	1.35	$1352	85	1.24	50d (proj)	0.761	BS est	62.9 / $949	61.2 / $586	expired ✓	$1,351
BAND	62.28	54.8	0.99	1.8	$1803	81	1.37	30d (proj)	0.761	BS est	53.2 / $1,270	51.3 / $788	expired ✓	$1,807
MNST	41.74	40.2	0.21	0.52	$518	79	1.41	37d (proj)	0.758	BS est	39.8 / $361	39.4 / $221	expired ✓	$522
Z	27.34	25.3	0.27	1.06	$1059	79	1.42	30d (proj)	0.758	BS est	24.9 / $742	24.3 / $457	expired ✓	$1,067
HUBS	197.67	180.2	2.32	1.29	$1289	81	1.35	36d (proj)	0.756	BS est	176.4 / $904	171.7 / $558	expired ✓	$1,287
YOU	41.22	38.4	0.38	0.99	$992	75	1.52	37d (proj)	0.756	BS est	37.7 / $694	36.9 / $427	expired ✓	$990
SPMO	151.25	146.6	0.62	0.43	$426	82	1.3	⚠ none found	0.754	BS est	145.5 / $297	144.2 / $182	expired ✓	$423
FOUR	37.08	34.2	0.39	1.13	$1127	84	1.22	37d (proj)	0.748	BS est	33.5 / $790	32.8 / $487	expired ✓	$1,140
SIMO	276.16	248.3	3.7	1.49	$1490	80	1.34	30d (proj)	0.748	BS est	242.3 / $1,047	234.9 / $648	expired ✓	$1,490
CROX	122.63	114.8	1.05	0.91	$912	73	1.55	30d (proj)	0.746	BS est	113.0 / $638	110.8 / $392	expired ✓	$915
CSGP	26.95	25.1	0.24	0.95	$954	77	1.41	28d (proj)	0.746	BS est	24.7 / $667	24.3 / $411	expired ✓	$956
FLEX	113.83	104.8	1.2	1.15	$1149	79	1.33	29d (proj)	0.742	BS est	102.8 / $805	100.3 / $497	expired ✓	$1,145
PODD	132.84	125.3	1.01	0.8	$803	79	1.32	⚠ none found	0.741	BS est	123.6 / $561	121.5 / $345	expired ✓	$806
AAON	85.11	78.4	0.89	1.14	$1136	79	1.32	37d (proj)	0.736	BS est	76.9 / $796	75.1 / $491	expired ✓	$1,135
FDS	259.97	244.3	2.08	0.85	$852	75	1.42	⚠ none found	0.734	BS est	240.8 / $596	236.5 / $366	expired ✓	$851
FLR	49.83	46.6	0.42	0.91	$908	73	1.48	38d (proj)	0.733	BS est	45.9 / $635	45.1 / $391	expired ✓	$901
CTSH	56.84	53.9	0.39	0.73	$727	81	1.22	29d (proj)	0.732	BS est	53.2 / $507	52.4 / $312	expired ✓	$724
UBS	48.78	47.1	0.23	0.49	$487	81	1.22	⚠ none found	0.729	BS est	46.7 / $339	46.2 / $208	expired ✓	$488
NOC	504.61	486.9	2.35	0.48	$484	76	1.35	21d (proj)	0.725	BS est	482.9 / $337	477.9 / $206	assigned	$-939
INSM	115.63	108.3	0.97	0.9	$896	74	1.39	⚠ none found	0.722	BS est	106.7 / $627	104.7 / $386	expired ✓	$896
EME	762.03	723.3	5.16	0.71	$713	75	1.36	30d (proj)	0.721	BS est	714.5 / $498	703.7 / $306	expired ✓	$713
MSCI	539.76	520.6	2.55	0.49	$490	75	1.34	21d (proj)	0.72	BS est	516.2 / $342	510.8 / $209	expired ✓	$490
CGNX	59.67	55.8	0.51	0.92	$919	74	1.39	29d (proj)	0.719	BS est	55.0 / $643	53.9 / $396	expired ✓	$914
JCI	145.9	139.9	0.8	0.57	$570	75	1.34	36d (proj)	0.717	BS est	138.6 / $397	136.9 / $244	pending	—
CMI	521.37	498.7	3.02	0.61	$607	77	1.23	37d (proj)	0.711	BS est	493.5 / $423	487.1 / $259	expired ✓	$606
NXPI	236.47	223.9	1.68	0.75	$750	72	1.38	28d (proj)	0.71	BS est	221.0 / $524	217.5 / $322	expired ✓	$750
ENTG	154.77	143.0	1.57	1.1	$1099	78	1.2	36d (proj)	0.71	BS est	140.3 / $770	137.1 / $475	expired ✓	$1,098
ZTS	70.3	67.2	0.41	0.62	$616	73	1.37	37d (proj)	0.709	BS est	66.5 / $430	65.6 / $264	expired ✓	$610
FIX	1665.05	1545.6	15.91	1.03	$1029	76	1.27	23d (proj)	0.707	BS est	1519.0 / $720	1486.3 / $444	expired ✓	$1,029
ATI	188.95	178.0	1.46	0.82	$821	74	1.32	28d (proj)	0.706	BS est	175.5 / $574	172.5 / $353	expired ✓	$820
WM	207.09	201.6	0.73	0.36	$363	74	1.3	28d (proj)	0.703	BS est	200.3 / $252	198.8 / $154	expired ✓	$362
MOD	183.72	167.4	2.17	1.29	$1293	72	1.3	⚠ none found	0.69	BS est	163.9 / $907	159.5 / $560	expired ✓	$1,296
DT	57.53	54.3	0.43	0.79	$789	69	1.38	⚠ none found	0.687	BS est	53.6 / $551	52.7 / $339	expired ✓	$792
WING	108.62	99.8	1.17	1.17	$1174	72	1.24	⚠ none found	0.679	BS est	97.9 / $822	95.5 / $507	expired ✓	$1,172
LIN	473.37	460.7	1.69	0.37	$366	68	1.34	31d (proj)	0.673	BS est	457.8 / $255	454.2 / $156	expired ✓	$367
MCO	454.82	439.7	2.01	0.46	$457	70	1.24	⚠ none found	0.668	BS est	436.3 / $319	432.0 / $195	expired ✓	$457
KRMN	32.86	30.0	0.38	1.28	$1277	69	1.24	37d (proj)	0.663	BS est	29.3 / $896	28.6 / $553	expired ✓	$1,267
TEL	212.59	203.0	1.28	0.63	$628	68	1.28	29d (proj)	0.661	BS est	200.8 / $438	198.2 / $269	expired ✓	$631