Cash-secured put screen · 2026-10-02
4 contracts cleared the filters.
VIX 15.33 | neutral - be selective | 11 of 14 price IV below realized volatility - paid less than these names have actually moved
INTC appeared twice in the request list; screened once.
SPCX: only 46 non-interpolated closes available vs 61 requested (recently listed); short_history expected.
CBRS: 66 non-interpolated closes.
Earnings coverage: 2026-08-19..2026-09-18, 2026-09-19..2026-10-01, and 2026-10-02..2026-10-03 — full window, no gap.
4Cleared
10Rejected
11 / 14IV below HV
15.33VIX
44DTE
Cleared
4 contracts
| Contract | Spot | Premium | Delta | IV | HV20 | IV−HV | Bid/Ask | OI | Findings |
|---|---|---|---|---|---|---|---|---|---|
| AMD $380PElectronic Technology | $464.18 | $5.88 | 0.121 | 56% | 80% | -30% | 14% | 32 | bid/ask 14% of mark - the mark is not a fillable priceIV 56% below HV 80% (-30%) - paid less than the stock has moved |
| BE $150PProducer Manufacturing | $201.28 | $4.55 | 0.124 | 90% | 133% | -32% | 18% | 117 | bid/ask 18% of mark - the mark is not a fillable priceIV 90% below HV 133% (-32%) - paid less than the stock has moved |
| AVGO $300PElectronic Technology | $358.02 | $3.85 | 0.119 | 49% | 43% | 13% | 16% | 31 | bid/ask 16% of mark - the mark is not a fillable priceearnings 2026-09-02 - 14 days out, inside the DTE window |
| GLW $125PElectronic Technology | $152.68 | $3.04 | 0.150 | 66% | 93% | -29% | 50% | 27 | bid/ask 50% of mark - the mark is not a fillable priceIV 66% below HV 93% (-29%) - paid less than the stock has moved |
Premium trap - clears the floor, fails elsewhere
2 contracts clear the premium floor and still fail. The fattest premium on a screen is often the one nobody trades - which is why it is fat.
2 contracts
| Contract | Spot | Premium | Delta | IV | HV20 | IV−HV | Bid/Ask | OI | Findings |
|---|---|---|---|---|---|---|---|---|---|
| MU $720PElectronic Technology | $918.01 | $16.15 | 0.123 | 73% | 100% | -27% | 26% | 9 | open interest 9, floor 25bid/ask 26% of mark - the mark is not a fillable priceIV 73% below HV 100% (-27%) - paid less than the stock has movedearnings 2026-09-22 - 34 days out, inside the DTE window |
| CBRS $160PElectronic Technology | $204.75 | $6.75 | 0.161 | 94% | 143% | -35% | 40% | 14 | open interest 14, floor 25bid/ask 40% of mark - the mark is not a fillable pricedelta 0.161 outside the 0.11-0.16 baselineIV 94% below HV 143% (-35%) - paid less than the stock has moved |
Blocked
8 contracts
| Contract | Spot | Premium | Delta | IV | HV20 | IV−HV | Bid/Ask | OI | Findings |
|---|---|---|---|---|---|---|---|---|---|
| RKLB $60PElectronic Technology | $75.38 | $1.72 | 0.147 | 76% | 82% | -7% | 22% | 48 | premium $1.72 below the $2.50 floorbid/ask 22% of mark - the mark is not a fillable priceIV 76% below HV 82% (-7%) - paid less than the stock has moved |
| SPCX $105PElectronic Technology | $137.90 | $1.66 | 0.095 | 69% | 104% | -33% | 11% | 1,596 | 46 closes, 61 requested - HV-20 is valid, longer-horizon context is notpremium $1.66 below the $2.50 floorbid/ask 11% of mark - the mark is not a fillable pricedelta 0.095 outside the 0.11-0.16 baselineIV 69% below HV 104% (-33%) - paid less than the stock has moved |
| PLTR $140PTechnology Services | $171.37 | $1.57 | 0.102 | 50% | 110% | -54% | 15% | 34 | premium $1.57 below the $2.50 floorbid/ask 15% of mark - the mark is not a fillable pricedelta 0.102 outside the 0.11-0.16 baselineIV 50% below HV 110% (-54%) - paid less than the stock has moved |
| ELF $80PConsumer Non-Durables | $97.73 | $1.41 | 0.131 | 58% | 57% | 1% | 144% | 1 | premium $1.41 below the $2.50 flooropen interest 1, floor 25bid/ask 144% of mark - the mark is not a fillable price |
| HOOD $75PFinance | $93.67 | $1.01 | 0.103 | 57% | 50% | 15% | 30% | 99 | premium $1.01 below the $2.50 floorbid/ask 30% of mark - the mark is not a fillable pricedelta 0.103 outside the 0.11-0.16 baseline |
| INTC $70PElectronic Technology | $91.84 | $0.96 | 0.088 | 66% | 78% | -15% | 9% | 16,987 | premium $0.96 below the $2.50 floordelta 0.088 outside the 0.11-0.16 baselineIV 66% below HV 78% (-15%) - paid less than the stock has moved |
| SMCI $28PElectronic Technology | $36.63 | $0.60 | 0.114 | 76% | 113% | -33% | 41% | 50 | premium $0.60 below the $2.50 floorbid/ask 41% of mark - the mark is not a fillable priceIV 76% below HV 113% (-33%) - paid less than the stock has moved |
| HIMS $23PHealth Services | $28.57 | $0.40 | 0.120 | 62% | 109% | -44% | 150% | 85 | premium $0.40 below the $2.50 floorbid/ask 150% of mark - the mark is not a fillable priceIV 62% below HV 109% (-44%) - paid less than the stock has moved |