CSP screen — 2026-10-06

Archived daily EOD screen · regime chop · 77 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	19.58	17.8	0.24	1.33	$1331	99	2.22	⚠ none found	0.994	BS est	17.4 / $934	16.9 / $577	expired ✓	$1,348
DOCS	27.79	25.3	0.33	1.32	$1324	81	2.01	30d (proj)	0.883	BS est	24.7 / $929	24.0 / $574	expired ✓	$1,304
AZN	158.61	152.6	0.8	0.53	$526	100	1.42	24d (proj)	0.882	BS est	151.2 / $366	149.5 / $224	expired ✓	$524
CAKE	108.23	102.2	0.8	0.78	$780	99	1.4	21d (proj)	0.873	BS est	100.9 / $545	99.2 / $335	expired ✓	$783
ORLY	85.14	81.9	0.44	0.53	$534	92	1.57	22d (proj)	0.866	BS est	81.1 / $372	80.2 / $228	expired ✓	$537
MSI	456.28	440.4	2.12	0.48	$481	87	1.71	30d (proj)	0.864	BS est	436.7 / $335	432.2 / $205	expired ✓	$481
PLNT	42.25	39.4	0.38	0.97	$970	97	1.4	30d (proj)	0.862	BS est	38.7 / $678	38.0 / $418	expired ✓	$964
IHI	50.93	49.4	0.2	0.4	$400	97	1.36	⚠ none found	0.855	BS est	49.1 / $278	48.7 / $170	expired ✓	$405
WHR	30.15	27.9	0.31	1.1	$1095	91	1.53	22d (proj)	0.853	BS est	27.3 / $767	26.7 / $473	expired ✓	$1,111
ZTS	71.33	67.8	0.47	0.69	$690	88	1.62	30d (proj)	0.851	BS est	67.0 / $482	66.0 / $296	expired ✓	$693
ILMN	273.54	254.3	2.56	1.01	$1008	97	1.33	23d (proj)	0.85	BS est	250.0 / $705	244.7 / $434	expired ✓	$1,007
TXG	80.66	71.9	1.16	1.62	$1617	95	1.39	30d (proj)	0.846	BS est	70.0 / $1,137	67.7 / $704	expired ✓	$1,613
DVA	180.4	170.6	1.3	0.76	$763	79	1.81	22d (proj)	0.834	BS est	168.4 / $533	165.7 / $327	expired ✓	$762
MPC	432.36	407.7	3.28	0.81	$805	97	1.22	28d (proj)	0.83	BS est	402.2 / $563	395.3 / $346	expired ✓	$805
YUM	139.84	135.1	0.63	0.46	$463	93	1.34	28d (proj)	0.827	BS est	134.1 / $322	132.7 / $197	expired ✓	$466
NUE	251.07	239.4	1.56	0.65	$650	96	1.23	20d (proj)	0.824	BS est	236.7 / $454	233.5 / $278	expired ✓	$652
SYK	278.2	266.6	1.54	0.58	$579	96	1.23	23d (proj)	0.821	BS est	264.0 / $404	260.7 / $248	expired ✓	$578
CGNX	66.35	61.7	0.62	1.0	$998	84	1.56	22d (proj)	0.818	BS est	60.7 / $699	59.4 / $430	expired ✓	$1,005
ALNY	223.94	210.3	1.82	0.87	$866	95	1.21	23d (proj)	0.813	BS est	207.2 / $606	203.4 / $372	expired ✓	$865
CTSH	57.22	53.7	0.47	0.87	$869	94	1.25	⚠ none found	0.813	BS est	52.9 / $608	52.0 / $374	expired ✓	$875
LDOS	116.69	111.6	0.68	0.61	$611	87	1.45	28d (proj)	0.812	BS est	110.4 / $426	109.0 / $261	expired ✓	$609
FLUT	76.25	70.8	0.73	1.03	$1034	89	1.38	29d (proj)	0.812	BS est	69.5 / $724	68.0 / $446	expired ✓	$1,031
INSM	105.23	97.6	1.02	1.04	$1042	88	1.41	23d (proj)	0.808	BS est	95.9 / $730	93.8 / $450	expired ✓	$1,045
DPZ	302.87	289.3	1.8	0.62	$623	90	1.32	⚠ none found	0.806	BS est	286.3 / $435	282.5 / $267	expired ✓	$622
IMAX	50.58	47.8	0.37	0.77	$766	83	1.52	23d (proj)	0.8	BS est	47.2 / $535	46.4 / $328	expired ✓	$774
LIN	489.95	475.9	1.87	0.39	$394	85	1.45	⚠ none found	0.797	BS est	472.7 / $274	468.7 / $168	expired ✓	$393
FFIV	469.79	444.5	3.36	0.76	$757	84	1.47	20d (proj)	0.797	BS est	438.8 / $528	431.8 / $325	expired ✓	$756
MOH	195.17	183.0	1.63	0.89	$888	73	1.76	15d (proj)	0.793	BS est	180.2 / $621	176.9 / $382	expired ✓	$891
MTZ	228.3	211.9	2.18	1.03	$1029	89	1.3	23d (proj)	0.792	BS est	208.3 / $720	203.8 / $444	expired ✓	$1,029
YOU	41.5	38.5	0.4	1.03	$1033	79	1.57	30d (proj)	0.788	BS est	37.8 / $723	37.0 / $446	expired ✓	$1,039
BAND	60.09	52.7	0.98	1.85	$1851	83	1.42	23d (proj)	0.784	BS est	51.2 / $1,304	49.3 / $810	expired ✓	$1,860
WM	207.88	202.1	0.77	0.38	$381	83	1.42	21d (proj)	0.782	BS est	200.8 / $266	199.1 / $162	expired ✓	$381
TDG	1103.33	1062.1	5.5	0.52	$518	81	1.45	30d (proj)	0.778	BS est	1052.6 / $361	1041.0 / $221	expired ✓	$518
PRIM	77.13	71.5	0.75	1.05	$1050	79	1.49	27d (proj)	0.774	BS est	70.2 / $735	68.7 / $453	pending	—
PRAX	280.14	255.0	3.34	1.31	$1310	76	1.58	34d (proj)	0.774	BS est	249.5 / $919	242.8 / $568	expired ✓	$1,310
KRMN	33.29	30.2	0.41	1.36	$1359	85	1.33	30d (proj)	0.774	BS est	29.5 / $954	28.7 / $589	expired ✓	$1,358
QSR	70.24	68.0	0.3	0.43	$434	85	1.31	23d (proj)	0.773	BS est	67.5 / $302	66.9 / $185	expired ✓	$441
HII	263.75	251.3	1.66	0.66	$660	70	1.76	23d (proj)	0.771	BS est	248.5 / $461	245.0 / $283	expired ✓	$661
TGTX	52.19	48.2	0.53	1.11	$1105	80	1.46	27d (proj)	0.77	BS est	47.3 / $774	46.2 / $477	expired ✓	$1,100
SPMO	152.99	148.4	0.62	0.42	$417	81	1.37	⚠ none found	0.763	BS est	147.3 / $290	146.0 / $178	expired ✓	$418
NTRA	400.65	374.4	3.5	0.93	$934	74	1.58	30d (proj)	0.758	BS est	368.5 / $653	361.3 / $402	expired ✓	$935
INCY	112.73	107.0	0.77	0.72	$718	73	1.58	⚠ none found	0.756	BS est	105.7 / $501	104.1 / $308	expired ✓	$720
SHW	321.16	310.0	1.48	0.48	$479	84	1.25	21d (proj)	0.754	BS est	307.5 / $334	304.3 / $204	expired ✓	$477
KVYO	16.6	15.1	0.2	1.3	$1302	78	1.43	⚠ none found	0.75	BS est	14.8 / $913	14.4 / $564	expired ✓	$1,325
FLR	52.0	48.6	0.45	0.93	$928	74	1.52	31d (proj)	0.745	BS est	47.9 / $649	46.9 / $399	expired ✓	$926
FOUR	38.5	35.5	0.4	1.12	$1118	81	1.27	30d (proj)	0.742	BS est	34.9 / $783	34.0 / $483	expired ✓	$1,127
FROG	98.51	90.0	1.14	1.26	$1262	81	1.26	30d (proj)	0.741	BS est	88.1 / $885	85.8 / $546	expired ✓	$1,267
Z	27.7	25.7	0.27	1.04	$1036	75	1.44	29d (proj)	0.737	BS est	25.3 / $725	24.7 / $447	expired ✓	$1,051
PWR	719.56	681.2	5.12	0.75	$751	80	1.26	23d (proj)	0.735	BS est	672.5 / $525	661.8 / $322	expired ✓	$752
EME	824.52	782.4	5.61	0.72	$717	76	1.41	23d (proj)	0.735	BS est	772.9 / $501	761.1 / $308	expired ✓	$717
PH	984.91	948.7	4.83	0.51	$509	76	1.4	30d (proj)	0.735	BS est	940.4 / $355	930.2 / $217	expired ✓	$509
UBS	48.47	46.7	0.23	0.5	$495	82	1.22	22d (proj)	0.734	BS est	46.3 / $345	45.8 / $211	expired ✓	$493
NOC	483.11	465.8	2.3	0.49	$494	80	1.28	14d (proj)	0.733	BS est	461.9 / $344	457.0 / $211	expired ✓	$494
CSGP	27.63	25.9	0.24	0.91	$914	74	1.44	21d (proj)	0.731	BS est	25.5 / $639	25.0 / $393	expired ✓	$927
ALGM	38.76	35.7	0.41	1.15	$1147	77	1.28	23d (proj)	0.717	BS est	35.0 / $804	34.2 / $496	assigned	$-812
GH	170.69	158.0	1.7	1.07	$1074	75	1.32	⚠ none found	0.713	BS est	155.1 / $752	151.6 / $463	expired ✓	$1,076
PENG	64.21	57.3	0.92	1.6	$1602	70	1.45	⚠ none found	0.712	BS est	55.8 / $1,127	54.0 / $698	expired ✓	$1,606
FIX	1817.96	1688.2	17.27	1.02	$1023	73	1.33	16d (proj)	0.707	BS est	1659.3 / $716	1623.8 / $441	expired ✓	$1,023
MNST	43.25	41.7	0.21	0.5	$500	71	1.39	30d (proj)	0.707	BS est	41.3 / $349	40.9 / $214	expired ✓	$504
MSCI	554.92	535.4	2.6	0.49	$486	71	1.4	14d (proj)	0.706	BS est	530.9 / $339	525.4 / $208	expired ✓	$486
GEO	29.94	27.9	0.28	0.99	$994	69	1.46	⚠ none found	0.706	BS est	27.4 / $696	26.8 / $428	expired ✓	$1,004
WIX	73.91	67.3	0.88	1.3	$1302	77	1.2	⚠ none found	0.704	BS est	65.9 / $914	64.1 / $564	expired ✓	$1,308
AMT	164.78	159.4	0.71	0.45	$448	74	1.29	21d (proj)	0.704	BS est	158.2 / $312	156.7 / $191	expired ✓	$445
STT	175.75	169.6	0.83	0.49	$487	74	1.31	⚠ none found	0.703	BS est	168.1 / $339	166.4 / $208	expired ✓	$489
SIMO	284.96	258.6	3.51	1.36	$1358	74	1.28	23d (proj)	0.702	BS est	252.8 / $953	245.7 / $589	expired ✓	$1,357
CLX	83.52	80.4	0.42	0.52	$518	75	1.21	28d (proj)	0.693	BS est	79.7 / $361	78.8 / $221	expired ✓	$522
SNY	39.56	38.3	0.17	0.44	$438	73	1.26	24d (proj)	0.692	BS est	38.0 / $305	37.7 / $187	expired ✓	$444
SANM	228.07	209.7	2.44	1.16	$1164	69	1.38	27d (proj)	0.689	BS est	205.7 / $815	200.7 / $503	expired ✓	$1,164
MXL	109.3	96.4	1.72	1.78	$1780	73	1.25	16d (proj)	0.687	BS est	93.6 / $1,253	90.2 / $778	assigned	$-1,172
HUBS	217.09	198.9	2.42	1.21	$1215	72	1.26	29d (proj)	0.687	BS est	194.9 / $851	190.0 / $525	expired ✓	$1,217
NXPI	244.38	231.5	1.72	0.74	$741	69	1.34	21d (proj)	0.684	BS est	228.6 / $517	225.0 / $318	assigned	$-1,793
ARE	45.92	43.6	0.31	0.71	$707	72	1.27	⚠ none found	0.683	BS est	43.1 / $494	42.4 / $303	expired ✓	$711
MOD	189.91	173.2	2.22	1.28	$1281	68	1.37	21d (proj)	0.682	BS est	169.6 / $899	165.1 / $555	expired ✓	$1,282
WING	112.2	103.2	1.2	1.16	$1162	68	1.29	⚠ none found	0.667	BS est	101.2 / $814	98.8 / $502	expired ✓	$1,163
TAP	36.91	35.5	0.19	0.55	$547	70	1.22	⚠ none found	0.663	BS est	35.1 / $381	34.7 / $234	expired ✓	$535
MCO	452.32	437.4	1.99	0.45	$455	69	1.24	15d (proj)	0.662	BS est	434.0 / $317	429.7 / $194	expired ✓	$455
VIK	81.64	77.6	0.54	0.7	$695	68	1.27	⚠ none found	0.66	BS est	76.7 / $485	75.5 / $298	expired ✓	$696