CSP screen
Ranked cash-secured-put candidates as of 2026-08-28 (options-surface date) · regime chop · 7 qualifiers · suggested expiry 2026-09-04.
Standing rules: ~20-delta band; two-sided quotes only; buy back at 65% of premium or T-1; never through earnings; max 7.5% of pool per name; 10-15% of pool deployed. Screener gates: rich IV vs own history with no catalyst explaining it, no verified earnings through expiry, no active fade signal, ADV≥$10M. Premiums marked BS est are indicative only — the live broker bid decides. ⚠ Earnings unknown means our calendar has no entry for the name: verify the date in your broker before selling. Historical context: the unranked version of this strategy did NOT beat SPY on 2 years of replay (see Quantsheets); this list is a knife-avoidance ranking for discretionary use, not a validated alpha model.
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CASY | 755.47 | 717.4 | 5.07 | 0.71 | $707 | 97 | 1.32 | 11d (proj) | 0.844 | BS est | 708.8 / $493 | 698.2 / $303 | pending | — |
| NVS | 153.81 | 147.9 | 0.78 | 0.53 | $530 | 100 | 1.22 | ⚠ none found | 0.843 | BS est | 146.6 / $370 | 144.9 / $227 | pending | — |
| MPC | 368.83 | 351.3 | 2.34 | 0.67 | $666 | 94 | 1.23 | 67d (proj) | 0.808 | BS est | 347.3 / $465 | 342.4 / $285 | pending | — |
| SAIL | 19.83 | 18.0 | 0.24 | 1.32 | $1320 | 88 | 1.37 | 12d (proj) | 0.799 | BS est | 17.6 / $926 | 17.2 / $572 | pending | — |
| WEAT | 28.0 | 26.9 | 0.15 | 0.57 | $569 | 81 | 1.5 | ⚠ none found | 0.787 | BS est | 26.6 / $397 | 26.3 / $243 | pending | — |
| FIVE | 241.89 | 227.5 | 1.92 | 0.84 | $842 | 76 | 1.26 | ⚠ none found | 0.709 | BS est | 224.3 / $588 | 220.3 / $362 | pending | — |
| GWRE | 205.85 | 191.6 | 1.89 | 0.99 | $987 | 68 | 1.23 | ⚠ none found | 0.655 | BS est | 188.5 / $691 | 184.6 / $425 | pending | — |
Previous screens (daily EOD archive): 2026-08-28 · 2026-08-27 · 2026-08-26 · 2026-08-25 · 2026-08-24 · 2026-08-21 · 2026-08-20 · 2026-08-19 · 2026-08-18 · 2026-08-17 · 2026-08-14 · 2026-08-13 · 2026-08-12 · 2026-08-11 · 2026-08-10 · 2026-08-07 · 2026-08-04 · 2026-08-03 · 2026-07-31 · 2026-07-30 · 2026-07-29 · 2026-07-28 · 2026-07-27 · 2026-07-24 · 2026-07-23 · 2026-07-22 · 2026-07-17
CSP-Prime legacy telemetry
Legacy v1 developmental telemetry; no evidentiary clock. Stored metrics are not forward results. Cohorts settled: 0/26.