CSP screen — 2026-10-05

Archived daily EOD screen · regime chop · 87 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	52.58	49.3	0.43	0.88	$877	96	1.75	24d (proj)	0.926	BS est	48.6 / $613	47.7 / $377	expired ✓	$872
MSI	455.37	438.8	2.2	0.5	$502	95	1.77	31d (proj)	0.923	BS est	435.1 / $350	430.4 / $214	expired ✓	$501
DOCS	28.58	26.0	0.35	1.34	$1339	82	2.03	31d (proj)	0.892	BS est	25.4 / $940	24.7 / $581	expired ✓	$1,346
CGNX	64.37	59.5	0.64	1.08	$1078	91	1.67	23d (proj)	0.882	BS est	58.5 / $755	57.2 / $465	expired ✓	$1,076
ILMN	293.69	272.1	2.88	1.06	$1058	100	1.41	24d (proj)	0.881	BS est	267.3 / $740	261.4 / $456	expired ✓	$1,058
PLNT	42.07	39.2	0.39	0.99	$985	98	1.44	31d (proj)	0.878	BS est	38.5 / $689	37.7 / $424	expired ✓	$995
AZN	156.53	150.7	0.77	0.51	$513	98	1.38	25d (proj)	0.865	BS est	149.4 / $358	147.8 / $219	expired ✓	$511
CAKE	109.03	103.2	0.78	0.75	$753	97	1.35	22d (proj)	0.854	BS est	101.9 / $526	100.3 / $323	expired ✓	$756
POOL	159.34	151.7	1.02	0.67	$672	92	1.47	⚠ none found	0.846	BS est	150.0 / $469	147.8 / $288	expired ✓	$672
YUM	136.97	132.3	0.62	0.47	$471	95	1.35	29d (proj)	0.842	BS est	131.2 / $328	129.9 / $201	expired ✓	$469
TWST	205.0	182.3	3.02	1.66	$1658	97	1.3	42d (proj)	0.841	BS est	177.3 / $1,166	171.4 / $723	assigned	$-10,828
FOUR	37.55	34.5	0.41	1.19	$1192	95	1.34	31d (proj)	0.836	BS est	33.8 / $835	32.9 / $515	expired ✓	$1,188
FLUT	75.73	70.2	0.73	1.04	$1044	91	1.42	30d (proj)	0.832	BS est	69.0 / $731	67.5 / $450	expired ✓	$1,040
KRMN	33.02	29.9	0.42	1.4	$1400	92	1.37	⚠ none found	0.828	BS est	29.2 / $983	28.3 / $608	expired ✓	$1,405
ALNY	219.89	206.2	1.83	0.89	$886	97	1.23	⚠ none found	0.826	BS est	203.1 / $620	199.3 / $381	expired ✓	$887
ALL	224.71	217.2	0.99	0.46	$458	94	1.31	30d (proj)	0.824	BS est	215.5 / $319	213.4 / $195	expired ✓	$456
IMVT	33.25	30.5	0.37	1.22	$1224	79	1.75	35d (proj)	0.822	BS est	29.8 / $858	29.1 / $530	assigned	$131
MPC	433.47	409.1	3.25	0.79	$794	96	1.22	29d (proj)	0.821	BS est	403.6 / $555	396.8 / $341	expired ✓	$794
TDG	1092.66	1050.7	5.59	0.53	$532	87	1.49	31d (proj)	0.82	BS est	1041.1 / $371	1029.3 / $227	expired ✓	$532
ZTS	71.41	68.0	0.45	0.67	$668	84	1.55	⚠ none found	0.813	BS est	67.2 / $466	66.3 / $286	expired ✓	$662
NUE	251.41	239.8	1.54	0.64	$642	95	1.2	⚠ none found	0.812	BS est	237.2 / $448	234.0 / $275	expired ✓	$642
SYK	285.22	273.5	1.56	0.57	$569	95	1.2	⚠ none found	0.81	BS est	270.9 / $397	267.6 / $243	expired ✓	$570
MTZ	219.4	203.4	2.13	1.05	$1048	91	1.32	24d (proj)	0.809	BS est	199.8 / $734	195.4 / $452	expired ✓	$1,047
CLX	82.01	78.7	0.44	0.56	$558	92	1.3	29d (proj)	0.808	BS est	78.0 / $389	77.0 / $238	expired ✓	$559
QSR	69.87	67.6	0.3	0.44	$441	89	1.34	24d (proj)	0.8	BS est	67.1 / $307	66.5 / $188	expired ✓	$444
UBS	48.18	46.4	0.24	0.52	$523	90	1.29	23d (proj)	0.798	BS est	45.9 / $365	45.4 / $223	expired ✓	$517
WHR	30.03	27.9	0.28	1.02	$1020	85	1.42	23d (proj)	0.793	BS est	27.4 / $714	26.8 / $440	expired ✓	$1,004
FFIV	458.53	434.0	3.27	0.75	$753	83	1.46	21d (proj)	0.792	BS est	428.5 / $526	421.7 / $323	expired ✓	$753
YOU	41.25	38.3	0.4	1.03	$1034	79	1.58	31d (proj)	0.792	BS est	37.6 / $724	36.8 / $446	expired ✓	$1,044
AAON	84.35	77.1	0.96	1.24	$1244	84	1.44	⚠ none found	0.79	BS est	75.5 / $872	73.6 / $538	expired ✓	$1,245
PRIM	77.13	71.4	0.76	1.06	$1059	81	1.5	28d (proj)	0.789	BS est	70.2 / $741	68.6 / $457	pending	—
SHW	318.46	307.3	1.49	0.49	$485	89	1.27	22d (proj)	0.787	BS est	304.7 / $338	301.5 / $207	expired ✓	$485
ORLY	83.9	80.9	0.39	0.49	$487	83	1.44	23d (proj)	0.785	BS est	80.3 / $339	79.4 / $208	expired ✓	$482
LDOS	119.45	114.3	0.68	0.6	$598	83	1.43	29d (proj)	0.783	BS est	113.2 / $417	111.7 / $256	expired ✓	$595
PODD	135.62	127.7	1.05	0.82	$823	82	1.42	⚠ none found	0.778	BS est	126.0 / $575	123.8 / $354	expired ✓	$822
BAND	62.53	54.9	1.01	1.83	$1834	83	1.39	24d (proj)	0.777	BS est	53.3 / $1,292	51.3 / $802	assigned	$-2,040
AMT	162.26	156.7	0.74	0.47	$472	84	1.35	22d (proj)	0.775	BS est	155.4 / $329	153.9 / $201	expired ✓	$472
WM	206.66	201.0	0.76	0.38	$376	81	1.44	22d (proj)	0.775	BS est	199.7 / $262	198.1 / $160	expired ✓	$378
DVA	178.72	169.3	1.26	0.74	$742	70	1.76	⚠ none found	0.772	BS est	167.2 / $518	164.5 / $318	expired ✓	$744
INSM	103.83	96.9	0.93	0.96	$955	81	1.43	⚠ none found	0.772	BS est	95.3 / $668	93.4 / $411	expired ✓	$960
MNST	43.51	41.9	0.22	0.52	$520	80	1.44	31d (proj)	0.767	BS est	41.5 / $362	41.0 / $222	expired ✓	$525
HII	266.48	253.9	1.67	0.66	$659	69	1.73	⚠ none found	0.762	BS est	251.1 / $460	247.6 / $282	expired ✓	$658
PRAX	283.56	258.7	3.31	1.28	$1280	75	1.54	35d (proj)	0.758	BS est	253.2 / $898	246.5 / $554	expired ✓	$1,279
MOH	194.05	182.3	1.57	0.86	$860	68	1.73	⚠ none found	0.754	BS est	179.6 / $601	176.4 / $370	expired ✓	$861
EME	779.2	739.0	5.36	0.73	$725	78	1.43	24d (proj)	0.754	BS est	729.9 / $506	718.7 / $311	expired ✓	$725
ATI	193.09	181.5	1.55	0.85	$853	80	1.36	22d (proj)	0.754	BS est	178.8 / $596	175.6 / $367	expired ✓	$854
TGTX	53.91	49.8	0.55	1.11	$1110	82	1.31	⚠ none found	0.753	BS est	48.8 / $777	47.7 / $479	expired ✓	$1,104
NTRA	425.64	397.9	3.7	0.93	$930	72	1.59	31d (proj)	0.752	BS est	391.6 / $650	384.0 / $400	expired ✓	$930
ALGM	38.46	35.3	0.42	1.18	$1180	80	1.32	24d (proj)	0.745	BS est	34.6 / $827	33.8 / $510	expired ✓	$1,190
BLDR	55.63	51.8	0.51	0.97	$974	78	1.37	24d (proj)	0.744	BS est	51.0 / $682	49.9 / $420	expired ✓	$985
FLR	50.61	47.3	0.43	0.92	$917	73	1.51	⚠ none found	0.741	BS est	46.6 / $642	45.7 / $395	expired ✓	$909
IBB	207.96	202.1	0.78	0.39	$385	82	1.25	⚠ none found	0.739	BS est	200.8 / $268	199.1 / $164	expired ✓	$386
MSCI	552.35	532.7	2.62	0.49	$491	74	1.43	15d (proj)	0.733	BS est	528.2 / $342	522.7 / $210	expired ✓	$492
PWR	683.42	647.2	4.83	0.75	$746	79	1.25	24d (proj)	0.727	BS est	639.0 / $521	628.9 / $320	expired ✓	$746
H	160.19	153.4	0.91	0.59	$591	74	1.41	⚠ none found	0.726	BS est	151.8 / $412	149.9 / $253	pending	—
FROG	97.86	89.5	1.11	1.24	$1238	80	1.22	31d (proj)	0.723	BS est	87.7 / $868	85.4 / $536	expired ✓	$1,240
MNDY	82.66	75.1	1.0	1.33	$1332	74	1.38	35d (proj)	0.719	BS est	73.5 / $935	71.5 / $578	expired ✓	$1,332
HUBS	220.61	201.5	2.54	1.26	$1259	77	1.29	30d (proj)	0.719	BS est	197.3 / $883	192.2 / $545	expired ✓	$1,261
CROX	118.19	110.9	0.98	0.88	$880	69	1.51	⚠ none found	0.717	BS est	109.2 / $615	107.2 / $379	expired ✓	$884
CMI	523.37	500.6	3.04	0.61	$607	77	1.24	⚠ none found	0.712	BS est	495.4 / $424	489.0 / $260	expired ✓	$607
MCO	448.15	432.9	2.03	0.47	$469	76	1.28	⚠ none found	0.711	BS est	429.4 / $327	425.1 / $200	expired ✓	$469
FLEX	116.76	107.8	1.2	1.11	$1109	75	1.3	23d (proj)	0.71	BS est	105.8 / $777	103.3 / $479	expired ✓	$1,113
UCTT	74.02	66.7	0.97	1.46	$1459	74	1.33	⚠ none found	0.708	BS est	65.1 / $1,025	63.2 / $634	expired ✓	$1,454
ROK	455.18	436.5	2.49	0.57	$569	68	1.5	⚠ none found	0.707	BS est	432.3 / $397	427.0 / $243	assigned	$-426
Z	27.41	25.5	0.26	1.01	$1007	71	1.39	24d (proj)	0.705	BS est	25.1 / $705	24.5 / $434	expired ✓	$1,020
AXSM	177.08	167.4	1.29	0.77	$768	77	1.22	⚠ none found	0.704	BS est	165.3 / $536	162.6 / $329	expired ✓	$771
SANM	225.08	206.8	2.44	1.18	$1179	71	1.38	28d (proj)	0.702	BS est	202.7 / $826	197.7 / $510	expired ✓	$1,180
EAT	194.16	182.1	1.6	0.88	$881	71	1.38	⚠ none found	0.701	BS est	179.4 / $616	176.1 / $379	expired ✓	$879
SNY	39.51	38.2	0.17	0.44	$439	74	1.27	⚠ none found	0.7	BS est	38.0 / $306	37.6 / $187	expired ✓	$445
FIX	1713.07	1591.8	16.15	1.01	$1014	73	1.31	17d (proj)	0.696	BS est	1564.8 / $710	1531.6 / $437	expired ✓	$1,015
NXPI	241.97	229.1	1.72	0.75	$749	71	1.35	22d (proj)	0.696	BS est	226.2 / $523	222.6 / $321	assigned	$-764
DB	34.97	33.5	0.2	0.59	$594	71	1.35	23d (proj)	0.695	BS est	33.1 / $414	32.7 / $254	expired ✓	$597
SPMO	153.16	148.8	0.58	0.39	$388	74	1.26	⚠ none found	0.694	BS est	147.8 / $270	146.6 / $165	expired ✓	$390
CSGP	27.66	25.9	0.23	0.89	$887	69	1.38	22d (proj)	0.691	BS est	25.5 / $620	25.1 / $381	expired ✓	$888
SIMO	282.45	256.4	3.46	1.35	$1350	73	1.26	24d (proj)	0.69	BS est	250.7 / $947	243.8 / $585	expired ✓	$1,349
RL	365.54	349.4	2.15	0.61	$615	67	1.43	⚠ none found	0.689	BS est	345.8 / $429	341.2 / $263	expired ✓	$615
NOC	476.11	459.6	2.2	0.48	$479	74	1.23	15d (proj)	0.688	BS est	455.8 / $334	451.2 / $204	expired ✓	$479
JCI	145.9	140.0	0.78	0.56	$559	70	1.32	22d (proj)	0.684	BS est	138.7 / $390	137.0 / $239	pending	—
MXL	105.49	93.1	1.65	1.77	$1772	72	1.23	⚠ none found	0.681	BS est	90.4 / $1,248	87.2 / $774	expired ✓	$1,772
SFM	64.92	60.9	0.53	0.87	$869	69	1.32	⚠ none found	0.68	BS est	60.1 / $607	59.0 / $373	expired ✓	$870
PH	975.68	941.5	4.55	0.48	$483	68	1.33	31d (proj)	0.677	BS est	933.7 / $337	924.1 / $206	expired ✓	$483
MOD	182.91	166.8	2.15	1.29	$1287	69	1.3	⚠ none found	0.673	BS est	163.2 / $903	158.9 / $557	expired ✓	$1,289
ENTG	166.92	154.5	1.65	1.07	$1071	71	1.23	24d (proj)	0.671	BS est	151.7 / $750	148.3 / $462	expired ✓	$1,068
ITB	85.58	82.4	0.42	0.51	$508	67	1.33	⚠ none found	0.669	BS est	81.7 / $354	80.8 / $217	expired ✓	$510
KLIC	98.73	91.8	0.93	1.01	$1013	67	1.31	44d (proj)	0.666	BS est	90.2 / $709	88.3 / $437	expired ✓	$1,013
LSCC	132.85	123.0	1.31	1.06	$1064	67	1.3	28d (proj)	0.663	BS est	120.8 / $745	118.2 / $459	expired ✓	$1,065
TXG	97.74	88.2	1.26	1.43	$1433	68	1.24	31d (proj)	0.654	BS est	86.2 / $1,006	83.6 / $622	assigned	$-8,798