Cash-secured put screen · 2026-10-16
6 contracts cleared the filters.
VIX 14.11 | defensive - high conviction only | 12 of 20 price IV below realized volatility - paid less than these names have actually moved
SPCX has 58 clean closes after discarding interpolated bars, below the 61 requested - short history advisory expected.
DFDV lists only four strikes at 2026-10-16 (2.50/5.00/7.50/10.00). Spot 5.75 sits between 5.00 (delta .285) and 2.50; 5.00 is the nearer to the 0.135 target, so no strike lands in the delta baseline.
CIEN and AVGO have both reported and dropped off the earnings calendar since the prior run; their catalysts are recorded clear.
Earnings coverage: get_earnings_calendar 2026-09-04..2026-09-23 (no requested symbol) and 2026-09-24..2026-10-16, contiguous across the window.
6Cleared
14Rejected
12 / 20IV below HV
14.11VIX
42DTE
Cleared
6 contracts
| Contract | Findings | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| MU $780PElectronic Technology | $997.27 | $11.30 | 1.13% | 0.101 | 11.2 | 63% | 51% | 25% | 3% | 1,909 | delta 0.101 outside the 0.11-0.16 baselineearnings 2026-09-30 - 26 days out, inside the DTE window |
| DELL $410PElectronic Technology | $518.07 | $5.85 | 1.13% | 0.105 | 10.7 | 60% | 81% | -26% | 9% | 795 | delta 0.105 outside the 0.11-0.16 baselineIV 60% below HV 81% (-26%) - paid less than the stock has moved |
| AMD $390PElectronic Technology | $469.58 | $4.30 | 0.92% | 0.107 | 8.6 | 49% | 43% | 14% | 7% | 2,759 | delta 0.107 outside the 0.11-0.16 baseline |
| CIEN $250PElectronic Technology | $321.35 | $3.60 | 1.12% | 0.099 | 11.3 | 64% | 83% | -23% | 28% | 520 | bid/ask 28% of mark - the mark is not a fillable pricedelta 0.099 outside the 0.11-0.16 baselineIV 64% below HV 83% (-23%) - paid less than the stock has moved |
| BE $175PProducer Manufacturing | $243.85 | $3.30 | 1.35% | 0.091 | 14.8 | 83% | 76% | 10% | 6% | 854 | delta 0.091 outside the 0.11-0.16 baseline |
| ACN $160PTechnology Services | $188.58 | $2.98 | 1.58% | 0.153 | 10.3 | 54% | 35% | 53% | 15% | 613 | bid/ask 15% of mark - the mark is not a fillable priceearnings 2026-10-01 - 27 days out, inside the DTE window |
Blocked
14 contracts
| Contract | Findings | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| CBRS $160PElectronic Technology | $211.06 | $2.48 | 1.17% | 0.095 | 12.3 | 70% | 113% | -38% | 22% | 2,330 | premium $2.48 below the $2.50 floorbid/ask 22% of mark - the mark is not a fillable pricedelta 0.095 outside the 0.11-0.16 baselineIV 70% below HV 113% (-38%) - paid less than the stock has moved |
| AVGO $310PElectronic Technology | $356.00 | $2.44 | 0.69% | 0.110 | 6.2 | 36% | 37% | -1% | 7% | 5,810 | premium $2.44 below the $2.50 floorIV 36% below HV 37% (-1%) - paid less than the stock has moved |
| MRNA $110PHealth Technology | $144.43 | $2.12 | 1.47% | 0.109 | 13.5 | 74% | 385% | -81% | 18% | 1,639 | premium $2.12 below the $2.50 floorbid/ask 18% of mark - the mark is not a fillable pricedelta 0.109 outside the 0.11-0.16 baselineIV 74% below HV 385% (-81%) - paid less than the stock has moved |
| PLTR $145PTechnology Services | $175.34 | $1.75 | 1.00% | 0.112 | 8.9 | 50% | 61% | -17% | 6% | 5,845 | premium $1.75 below the $2.50 floorIV 50% below HV 61% (-17%) - paid less than the stock has moved |
| GLW $120PElectronic Technology | $153.10 | $1.45 | 0.94% | 0.093 | 10.2 | 59% | 60% | -1% | 15% | 2,462 | premium $1.45 below the $2.50 floorbid/ask 15% of mark - the mark is not a fillable pricedelta 0.093 outside the 0.11-0.16 baselineIV 59% below HV 60% (-1%) - paid less than the stock has moved |
| SPCX $120PElectronic Technology | $149.19 | $1.37 | 0.92% | 0.098 | 9.4 | 54% | 74% | -27% | 3% | 12,333 | 58 closes, 61 requested - HV-20 is valid, longer-horizon context is notpremium $1.37 below the $2.50 floordelta 0.098 outside the 0.11-0.16 baselineIV 54% below HV 74% (-27%) - paid less than the stock has moved |
| ELF $90PConsumer Non-Durables | $107.94 | $1.29 | 1.20% | 0.126 | 9.5 | 52% | 49% | 6% | 16% | 128 | premium $1.29 below the $2.50 floorbid/ask 16% of mark - the mark is not a fillable price |
| HOOD $95PFinance | $123.87 | $1.22 | 0.98% | 0.089 | 11.1 | 64% | 87% | -26% | 7% | 4,424 | premium $1.22 below the $2.50 floordelta 0.089 outside the 0.11-0.16 baselineIV 64% below HV 87% (-26%) - paid less than the stock has moved |
| DKS $120PRetail Trade | $140.23 | $1.15 | 0.82% | 0.112 | 7.3 | 42% | 138% | -70% | 17% | 337 | premium $1.15 below the $2.50 floorbid/ask 17% of mark - the mark is not a fillable priceIV 42% below HV 138% (-70%) - paid less than the stock has moved |
| INTC $75PElectronic Technology | $94.82 | $0.94 | 0.99% | 0.097 | 10.2 | 59% | 45% | 29% | 2% | 15,775 | premium $0.94 below the $2.50 floordelta 0.097 outside the 0.11-0.16 baseline |
| RKLB $50PElectronic Technology | $64.28 | $0.92 | 1.43% | 0.114 | 12.6 | 69% | 53% | 30% | 15% | 6,059 | premium $0.92 below the $2.50 floorbid/ask 15% of mark - the mark is not a fillable price |
| SMCI $30PElectronic Technology | $39.78 | $0.52 | 1.31% | 0.100 | 13.1 | 73% | 82% | -11% | 4% | 2,349 | premium $0.52 below the $2.50 floordelta 0.100 outside the 0.11-0.16 baselineIV 73% below HV 82% (-11%) - paid less than the stock has moved |
| DFDV $5PFinance | $5.75 | $0.50 | 8.69% | 0.285 | 30.5 | 115% | 99% | 17% | 20% | 115 | premium $0.50 below the $2.50 floordelta 0.285 exceeds the 0.25 ceilingbid/ask 20% of mark - the mark is not a fillable price |
| HIMS $21PHealth Services | $27.73 | $0.28 | 1.01% | 0.088 | 11.5 | 67% | 87% | -23% | 21% | 896 | premium $0.28 below the $2.50 floorbid/ask 21% of mark - the mark is not a fillable pricedelta 0.088 outside the 0.11-0.16 baselineIV 67% below HV 87% (-23%) - paid less than the stock has moved |