There is a "B.N." on the screw part you can see it in one of the pictures but no stamps other than that. I figured it meant "brass nickel" but a buddy said mayber the brand name?
Bugbee & Niles Company: Founded in 1896 in Providence, Rhode Island. Manufacturer of gold and silver jewelry. Ceased operations by 1943. Jewelry is marked B.& N.
Another says:
Bugbee & Nileswas in business from the late 19th century until at least 1953. Marks include B&N, B.N., BN and others.
Before the advent of mass ear piercing, earrings had a screw attachment. I think your find is one of them? In fact for those who don't like the sight of blood they still sell them!