Screening Report
Updated: 2026-05-03 08:47:06 MYT Source File:
screen-report-20260503-084706.mdGenerated: 2026-05-03 08:47 AM Universe: 10397 Profile: volatile_swing Trend Mode: any-trend Top N: 30
Hard Filters: UNIVERSE:10397 | PROFILE:volatile_swing | TREND:any-trend | spot<200 | IV1>70% | EM>=4.0$ | EM%>=4.0% | DTE<=14 | ADV20$>=10.00M | ATR14%>=5.0 | EMA20GAP -12.0%..30.0% | PB20 0.0%..20.0% | OPTVOL>=800 | OPTOI>=2500 | SPREADpref<=15.0% | hard<=35.0%
Executive Summary
This screen targets institutional-style swing candidates with liquidity, elevated front-end IV, meaningful expected move, and executable spreads. Current leader: NBIS with score 128.4, trend regime up, ATM IV 102.8%, and expected move $24.82.
Ranking Model
Total Score = movement + trend + entry fit + liquidity + execution
- Movement: expected move, expected move %, IV, ATR
- Trend: regime alignment, trend strength, 20D/60D return
- Entry Fit: EMA20 gap and 20D pullback fit inside the preferred band
- Liquidity: ADV20$, option volume/OI, flow confirmation
- Execution: reward tight spreads, penalize unusable spreads
Top Results
| # | Symbol | Regime | Score | Thesis | Spot | IV1 | EM $ | EM % | Trend | Entry | Liq | Exec | Spread% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 01 | NBIS | up | 128.4 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 154.49 | 102.8% | 24.82 | 16.1% | 28.0 | 18.8 | 31.5 | 8.0 | 5.0% |
| 02 | OKLO | up | 126.6 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 70.40 | 109.2% | 11.53 | 16.4% | 22.4 | 19.0 | 31.4 | 8.0 | 4.8% |
| 03 | CRWV | up | 124.8 | positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 119.01 | 116.5% | 21.62 | 18.2% | 27.5 | 16.9 | 29.2 | 8.0 | 4.4% |
| 04 | IREN | up | 120.2 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 45.66 | 119.2% | 8.47 | 18.6% | 22.2 | 17.7 | 32.8 | 8.0 | 5.3% |
| 05 | AAOI | up | 118.7 | positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 183.51 | 180.9% | 50.40 | 27.5% | 28.0 | 12.7 | 28.0 | 4.0 | 11.1% |
| 06 | AFRM | up | 118.6 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 67.54 | 105.6% | 11.12 | 16.5% | 23.1 | 15.4 | 31.9 | 8.0 | 8.5% |
| 07 | RKLB | up | 117.6 | positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 78.81 | 92.8% | 11.43 | 14.5% | 23.0 | 17.5 | 29.0 | 8.0 | 4.8% |
| 08 | CRDO | up | 117.2 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 184.38 | 90.7% | 26.15 | 14.2% | 28.0 | 17.1 | 28.3 | 4.0 | 10.3% |
| 09 | HUT | up | 115.9 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 76.98 | 102.4% | 12.30 | 16.0% | 27.3 | 17.8 | 26.1 | 4.0 | 12.2% |
| 10 | DOCN | up | 115.1 | positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 102.82 | 121.1% | 19.70 | 19.2% | 27.1 | 15.2 | 25.5 | 4.0 | 12.2% |
| 11 | CRCL | mixed | 113.6 | ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 99.70 | 98.7% | 15.38 | 15.4% | 17.2 | 17.4 | 29.9 | 8.0 | 6.2% |
| 12 | HIMS | up | 113.6 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, large-relative-move, institutional-liquidity | 27.41 | 113.2% | 4.85 | 17.7% | 23.5 | 18.6 | 31.7 | 8.0 | 5.2% |
| 13 | IONQ | up | 113.5 | positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 46.20 | 109.8% | 7.90 | 17.1% | 25.8 | 17.0 | 28.0 | 4.0 | 11.4% |
| 14 | AOSL | up | 110.8 | positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 43.08 | 134.8% | 9.00 | 20.9% | 28.0 | 15.1 | 16.7 | 8.0 | 8.9% |
| 15 | UCO | up | 110.8 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 46.76 | 103.5% | 7.30 | 15.6% | 28.0 | 16.9 | 29.3 | 4.0 | 11.0% |
| 16 | APLD | up | 110.4 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, large-relative-move, institutional-liquidity | 33.55 | 103.8% | 5.43 | 16.2% | 22.8 | 18.7 | 30.0 | 8.0 | 8.1% |
| 17 | NVTS | up | 110.0 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity | 17.45 | 147.5% | 4.02 | 23.0% | 28.0 | 15.6 | 31.9 | 4.0 | 10.7% |
| 18 | VIAV | up | 106.2 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity | 55.33 | 93.9% | 5.97 | 10.8% | 28.0 | 12.9 | 32.2 | 4.0 | 12.6% |
| 19 | AMSC | up | 106.2 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 52.51 | 101.6% | 8.75 | 16.7% | 28.0 | 14.6 | 21.4 | 4.0 | 10.3% |
| 20 | TTMI | up | 104.4 | positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 158.99 | 82.0% | 17.90 | 11.3% | 28.0 | 13.5 | 21.2 | 4.0 | 12.3% |
| 21 | RDDT | mixed | 104.4 | ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 166.48 | 70.5% | 17.73 | 10.6% | 15.1 | 15.9 | 31.6 | 8.0 | 8.7% |
| 22 | FSLY | mixed | 104.0 | ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 28.07 | 160.4% | 7.00 | 24.9% | 12.0 | 18.2 | 33.0 | 4.0 | 11.4% |
| 23 | COIN | mixed | 101.8 | ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 191.25 | 78.8% | 23.48 | 12.3% | 9.4 | 18.2 | 30.1 | 8.0 | 4.0% |
| 24 | SYM | up | 101.2 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity | 58.89 | 122.4% | 11.25 | 19.1% | 20.4 | 18.3 | 24.2 | -4.0 | 15.1% |
| 25 | MSTX | up | 100.7 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity | 36.60 | 138.3% | 8.52 | 23.3% | 27.4 | 15.2 | 20.2 | -4.0 | 20.5% |
| 26 | U | up | 100.3 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity | 27.13 | 110.8% | 4.51 | 16.6% | 23.1 | 16.0 | 30.1 | 4.0 | 11.5% |
| 27 | CAMT | up | 99.7 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity | 186.62 | 85.0% | 24.70 | 13.2% | 27.1 | 18.0 | 22.0 | -4.0 | 17.0% |
| 28 | CELC | up | 99.6 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity | 125.65 | 77.9% | 15.25 | 12.1% | 21.9 | 15.3 | 31.0 | -4.0 | 21.6% |
| 29 | PL | up | 99.6 | positive-trend, ema20-entry, controlled-pullback, tradable-spread, large-relative-move, institutional-liquidity | 36.90 | 95.4% | 5.30 | 14.4% | 21.4 | 18.1 | 26.8 | 4.0 | 13.2% |
| 30 | DUOL | mixed | 99.2 | ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 111.25 | 128.1% | 21.65 | 19.5% | 9.6 | 15.8 | 28.6 | 4.0 | 10.6% |
Analyst Breakdown
01 NBIS
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 154.49 |
| Options | ATM IV | 102.8% |
| Options | Expected Move | $24.82 (16.1%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 142.40 / 127.39 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 0.4% / 8.8% |
| Trend | R20 / R60 | 42.0% / 87.5% |
| Entry | Distance above EMA20 | 8.5% |
| Entry | Distance above EMA50 | 21.3% |
| Entry | Pullback from 20D high | 7.4% |
| Risk | HV20 | 77.3% |
| Risk | ATR14% | 7.5% |
| Liquidity | ADV20$ | 2.48B |
| Options | Call/Put Vol Ratio | 3.39 |
| Options | Call/Put OI Ratio | 1.24 |
| Options | Total Option Volume | 31.4K |
| Options | Total Option OI | 115.8K |
| Execution | Spread% | 5.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 42.0 / 28.0 / 18.8 / 31.5 / 8.0 |
| Score | Composite Score | 128.4 |
02 OKLO
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 70.40 |
| Options | ATM IV | 109.2% |
| Options | Expected Move | $11.53 (16.4%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 65.23 / 64.53 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 5.5% / 4.7% |
| Trend | R20 / R60 | 46.3% / 3.2% |
| Entry | Distance above EMA20 | 7.9% |
| Entry | Distance above EMA50 | 9.1% |
| Entry | Pullback from 20D high | 7.9% |
| Risk | HV20 | 109.8% |
| Risk | ATR14% | 10.8% |
| Liquidity | ADV20$ | 1.06B |
| Options | Call/Put Vol Ratio | 3.15 |
| Options | Call/Put OI Ratio | 1.20 |
| Options | Total Option Volume | 17.0K |
| Options | Total Option OI | 83.5K |
| Execution | Spread% | 4.8% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 45.8 / 22.4 / 19.0 / 31.4 / 8.0 |
| Score | Composite Score | 126.6 |
03 CRWV
Trading thesis: positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 119.01 |
| Options | ATM IV | 116.5% |
| Options | Expected Move | $21.62 (18.2%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 107.96 / 98.59 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 3.1% / 8.5% |
| Trend | R20 / R60 | 44.7% / 44.3% |
| Entry | Distance above EMA20 | 10.2% |
| Entry | Distance above EMA50 | 20.7% |
| Entry | Pullback from 20D high | 2.9% |
| Risk | HV20 | 76.8% |
| Risk | ATR14% | 7.2% |
| Liquidity | ADV20$ | 3.99B |
| Options | Call/Put Vol Ratio | 1.40 |
| Options | Call/Put OI Ratio | 0.77 |
| Options | Total Option Volume | 21.8K |
| Options | Total Option OI | 379.3K |
| Execution | Spread% | 4.4% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 43.2 / 27.5 / 16.9 / 29.2 / 8.0 |
| Score | Composite Score | 124.8 |
04 IREN
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 45.66 |
| Options | ATM IV | 119.2% |
| Options | Expected Move | $8.47 (18.6%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 44.87 / 43.64 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 0.6% / 4.0% |
| Trend | R20 / R60 | 31.3% / 1.6% |
| Entry | Distance above EMA20 | 1.8% |
| Entry | Distance above EMA50 | 4.6% |
| Entry | Pullback from 20D high | 12.2% |
| Risk | HV20 | 80.8% |
| Risk | ATR14% | 7.8% |
| Liquidity | ADV20$ | 1.57B |
| Options | Call/Put Vol Ratio | 4.44 |
| Options | Call/Put OI Ratio | 1.91 |
| Options | Total Option Volume | 28.8K |
| Options | Total Option OI | 273.0K |
| Execution | Spread% | 5.3% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 39.5 / 22.2 / 17.7 / 32.8 / 8.0 |
| Score | Composite Score | 120.2 |
05 AAOI
Trading thesis: positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 183.51 |
| Options | ATM IV | 180.9% |
| Options | Expected Move | $50.40 (27.5%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 145.01 / 117.39 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 6.6% / 18.9% |
| Trend | R20 / R60 | 76.6% / 359.9% |
| Entry | Distance above EMA20 | 26.5% |
| Entry | Distance above EMA50 | 56.3% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 126.6% |
| Risk | ATR14% | 10.0% |
| Liquidity | ADV20$ | 2.12B |
| Options | Call/Put Vol Ratio | 0.59 |
| Options | Call/Put OI Ratio | 0.69 |
| Options | Total Option Volume | 8.8K |
| Options | Total Option OI | 23.7K |
| Execution | Spread% | 11.1% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 46.0 / 28.0 / 12.7 / 28.0 / 4.0 |
| Score | Composite Score | 118.7 |
06 AFRM
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 67.54 |
| Options | ATM IV | 105.6% |
| Options | Expected Move | $11.12 (16.5%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 60.10 / 56.85 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 5.4% / 7.4% |
| Trend | R20 / R60 | 45.8% / 8.7% |
| Entry | Distance above EMA20 | 12.4% |
| Entry | Distance above EMA50 | 18.8% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 60.4% |
| Risk | ATR14% | 5.2% |
| Liquidity | ADV20$ | 343.47M |
| Options | Call/Put Vol Ratio | 6.18 |
| Options | Call/Put OI Ratio | 1.46 |
| Options | Total Option Volume | 31.6K |
| Options | Total Option OI | 63.5K |
| Execution | Spread% | 8.5% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 40.3 / 23.1 / 15.4 / 31.9 / 8.0 |
| Score | Composite Score | 118.6 |
07 RKLB
Trading thesis: positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 78.81 |
| Options | ATM IV | 92.8% |
| Options | Expected Move | $11.43 (14.5%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 78.16 / 74.64 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 1.4% / 5.5% |
| Trend | R20 / R60 | 16.4% / 7.8% |
| Entry | Distance above EMA20 | 0.8% |
| Entry | Distance above EMA50 | 5.6% |
| Entry | Pullback from 20D high | 12.5% |
| Risk | HV20 | 74.6% |
| Risk | ATR14% | 7.6% |
| Liquidity | ADV20$ | 1.77B |
| Options | Call/Put Vol Ratio | 1.11 |
| Options | Call/Put OI Ratio | 1.33 |
| Options | Total Option Volume | 10.8K |
| Options | Total Option OI | 86.9K |
| Execution | Spread% | 4.8% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 40.2 / 23.0 / 17.5 / 29.0 / 8.0 |
| Score | Composite Score | 117.6 |
08 CRDO
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 184.38 |
| Options | ATM IV | 90.7% |
| Options | Expected Move | $26.15 (14.2%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 160.38 / 140.93 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 7.0% / 16.1% |
| Trend | R20 / R60 | 81.7% / 90.2% |
| Entry | Distance above EMA20 | 15.0% |
| Entry | Distance above EMA50 | 30.8% |
| Entry | Pullback from 20D high | 5.5% |
| Risk | HV20 | 103.0% |
| Risk | ATR14% | 7.7% |
| Liquidity | ADV20$ | 1.36B |
| Options | Call/Put Vol Ratio | 1.55 |
| Options | Call/Put OI Ratio | 1.46 |
| Options | Total Option Volume | 3.6K |
| Options | Total Option OI | 40.3K |
| Execution | Spread% | 10.3% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 39.8 / 28.0 / 17.1 / 28.3 / 4.0 |
| Score | Composite Score | 117.2 |
09 HUT
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 76.98 |
| Options | ATM IV | 102.4% |
| Options | Expected Move | $12.30 (16.0%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 70.34 / 62.55 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 3.9% / 12.0% |
| Trend | R20 / R60 | 60.0% / 42.1% |
| Entry | Distance above EMA20 | 9.4% |
| Entry | Distance above EMA50 | 23.1% |
| Entry | Pullback from 20D high | 4.7% |
| Risk | HV20 | 75.9% |
| Risk | ATR14% | 6.3% |
| Liquidity | ADV20$ | 369.44M |
| Options | Call/Put Vol Ratio | 1.90 |
| Options | Call/Put OI Ratio | 2.23 |
| Options | Total Option Volume | 1.6K |
| Options | Total Option OI | 14.3K |
| Execution | Spread% | 12.2% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 40.8 / 27.3 / 17.8 / 26.1 / 4.0 |
| Score | Composite Score | 115.9 |
10 DOCN
Trading thesis: positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 102.82 |
| Options | ATM IV | 121.1% |
| Options | Expected Move | $19.70 (19.2%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 91.02 / 81.04 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 5.3% / 10.2% |
| Trend | R20 / R60 | 14.2% / 79.5% |
| Entry | Distance above EMA20 | 13.0% |
| Entry | Distance above EMA50 | 26.9% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 91.5% |
| Risk | ATR14% | 7.2% |
| Liquidity | ADV20$ | 484.19M |
| Options | Call/Put Vol Ratio | 0.89 |
| Options | Call/Put OI Ratio | 1.79 |
| Options | Total Option Volume | 2.2K |
| Options | Total Option OI | 27.4K |
| Execution | Spread% | 12.2% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 43.2 / 27.1 / 15.2 / 25.5 / 4.0 |
| Score | Composite Score | 115.1 |
11 CRCL
Trading thesis: ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 60.0% |
| Price | Spot | 99.70 |
| Options | ATM IV | 98.7% |
| Options | Expected Move | $15.38 (15.4%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 98.48 / 96.54 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -2.1% / 0.7% |
| Trend | R20 / R60 | 10.5% / 81.1% |
| Entry | Distance above EMA20 | 1.2% |
| Entry | Distance above EMA50 | 3.3% |
| Entry | Pullback from 20D high | 7.2% |
| Risk | HV20 | 89.5% |
| Risk | ATR14% | 7.3% |
| Liquidity | ADV20$ | 1.06B |
| Options | Call/Put Vol Ratio | 1.33 |
| Options | Call/Put OI Ratio | 1.46 |
| Options | Total Option Volume | 9.9K |
| Options | Total Option OI | 77.7K |
| Execution | Spread% | 6.2% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 41.1 / 17.2 / 17.4 / 29.9 / 8.0 |
| Score | Composite Score | 113.6 |
12 HIMS
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 27.41 |
| Options | ATM IV | 113.2% |
| Options | Expected Move | $4.85 (17.7%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 26.07 / 24.62 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 3.8% / 8.5% |
| Trend | R20 / R60 | 43.2% / 12.3% |
| Entry | Distance above EMA20 | 5.2% |
| Entry | Distance above EMA50 | 11.3% |
| Entry | Pullback from 20D high | 11.6% |
| Risk | HV20 | 91.6% |
| Risk | ATR14% | 9.1% |
| Liquidity | ADV20$ | 914.16M |
| Options | Call/Put Vol Ratio | 4.04 |
| Options | Call/Put OI Ratio | 1.36 |
| Options | Total Option Volume | 15.3K |
| Options | Total Option OI | 215.9K |
| Execution | Spread% | 5.2% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 31.7 / 23.5 / 18.6 / 31.7 / 8.0 |
| Score | Composite Score | 113.6 |
13 IONQ
Trading thesis: positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 46.20 |
| Options | ATM IV | 109.8% |
| Options | Expected Move | $7.90 (17.1%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 40.89 / 38.46 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 5.6% / 8.8% |
| Trend | R20 / R60 | 57.7% / 30.7% |
| Entry | Distance above EMA20 | 13.0% |
| Entry | Distance above EMA50 | 20.1% |
| Entry | Pullback from 20D high | 4.4% |
| Risk | HV20 | 110.1% |
| Risk | ATR14% | 8.4% |
| Liquidity | ADV20$ | 1.57B |
| Options | Call/Put Vol Ratio | 0.57 |
| Options | Call/Put OI Ratio | 0.96 |
| Options | Total Option Volume | 10.6K |
| Options | Total Option OI | 125.6K |
| Execution | Spread% | 11.4% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 38.6 / 25.8 / 17.0 / 28.0 / 4.0 |
| Score | Composite Score | 113.5 |
14 AOSL
Trading thesis: positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 43.08 |
| Options | ATM IV | 134.8% |
| Options | Expected Move | $9.00 (20.9%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 35.86 / 29.60 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 12.1% / 24.3% |
| Trend | R20 / R60 | 89.7% / 93.4% |
| Entry | Distance above EMA20 | 20.1% |
| Entry | Distance above EMA50 | 45.5% |
| Entry | Pullback from 20D high | 3.1% |
| Risk | HV20 | 91.4% |
| Risk | ATR14% | 10.1% |
| Liquidity | ADV20$ | 44.19M |
| Options | Call/Put Vol Ratio | 0.93 |
| Options | Call/Put OI Ratio | 1.76 |
| Options | Total Option Volume | 1.6K |
| Options | Total Option OI | 7.1K |
| Execution | Spread% | 8.9% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 43.0 / 28.0 / 15.1 / 16.7 / 8.0 |
| Score | Composite Score | 110.8 |
15 UCO
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 46.76 |
| Options | ATM IV | 103.5% |
| Options | Expected Move | $7.30 (15.6%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 42.86 / 38.09 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 5.8% / 8.9% |
| Trend | R20 / R60 | 17.9% / 100.6% |
| Entry | Distance above EMA20 | 9.1% |
| Entry | Distance above EMA50 | 22.8% |
| Entry | Pullback from 20D high | 2.4% |
| Risk | HV20 | 60.3% |
| Risk | ATR14% | 5.1% |
| Liquidity | ADV20$ | 322.76M |
| Options | Call/Put Vol Ratio | 2.62 |
| Options | Call/Put OI Ratio | 1.42 |
| Options | Total Option Volume | 3.3K |
| Options | Total Option OI | 42.5K |
| Execution | Spread% | 11.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 32.6 / 28.0 / 16.9 / 29.3 / 4.0 |
| Score | Composite Score | 110.8 |
16 APLD
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 33.55 |
| Options | ATM IV | 103.8% |
| Options | Expected Move | $5.43 (16.2%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 31.36 / 30.00 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 4.2% / 5.9% |
| Trend | R20 / R60 | 36.6% / 6.4% |
| Entry | Distance above EMA20 | 7.0% |
| Entry | Distance above EMA50 | 11.8% |
| Entry | Pullback from 20D high | 7.7% |
| Risk | HV20 | 89.2% |
| Risk | ATR14% | 8.0% |
| Liquidity | ADV20$ | 862.68M |
| Options | Call/Put Vol Ratio | 0.56 |
| Options | Call/Put OI Ratio | 3.47 |
| Options | Total Option Volume | 11.5K |
| Options | Total Option OI | 114.1K |
| Execution | Spread% | 8.1% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 30.9 / 22.8 / 18.7 / 30.0 / 8.0 |
| Score | Composite Score | 110.4 |
17 NVTS
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 17.45 |
| Options | ATM IV | 147.5% |
| Options | Expected Move | $4.02 (23.0%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 14.15 / 11.77 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 12.5% / 25.3% |
| Trend | R20 / R60 | 98.3% / 112.8% |
| Entry | Distance above EMA20 | 23.3% |
| Entry | Distance above EMA50 | 48.2% |
| Entry | Pullback from 20D high | 5.7% |
| Risk | HV20 | 137.0% |
| Risk | ATR14% | 11.7% |
| Liquidity | ADV20$ | 590.09M |
| Options | Call/Put Vol Ratio | 1.71 |
| Options | Call/Put OI Ratio | 3.18 |
| Options | Total Option Volume | 6.1K |
| Options | Total Option OI | 79.9K |
| Execution | Spread% | 10.7% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 30.5 / 28.0 / 15.6 / 31.9 / 4.0 |
| Score | Composite Score | 110.0 |
18 VIAV
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 55.33 |
| Options | ATM IV | 93.9% |
| Options | Expected Move | $5.97 (10.8%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 44.13 / 37.72 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 7.5% / 14.0% |
| Trend | R20 / R60 | 50.0% / 125.8% |
| Entry | Distance above EMA20 | 25.4% |
| Entry | Distance above EMA50 | 46.7% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 79.6% |
| Risk | ATR14% | 6.9% |
| Liquidity | ADV20$ | 373.93M |
| Options | Call/Put Vol Ratio | 2.80 |
| Options | Call/Put OI Ratio | 1.60 |
| Options | Total Option Volume | 10.0K |
| Options | Total Option OI | 48.0K |
| Execution | Spread% | 12.6% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 29.1 / 28.0 / 12.9 / 32.2 / 4.0 |
| Score | Composite Score | 106.2 |
19 AMSC
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 52.51 |
| Options | ATM IV | 101.6% |
| Options | Expected Move | $8.75 (16.7%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 43.69 / 38.40 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 11.1% / 14.2% |
| Trend | R20 / R60 | 63.6% / 90.2% |
| Entry | Distance above EMA20 | 20.2% |
| Entry | Distance above EMA50 | 36.8% |
| Entry | Pullback from 20D high | 1.9% |
| Risk | HV20 | 82.7% |
| Risk | ATR14% | 7.4% |
| Liquidity | ADV20$ | 73.54M |
| Options | Call/Put Vol Ratio | 3.49 |
| Options | Call/Put OI Ratio | 2.52 |
| Options | Total Option Volume | 951 |
| Options | Total Option OI | 7.5K |
| Execution | Spread% | 10.3% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 38.1 / 28.0 / 14.6 / 21.4 / 4.0 |
| Score | Composite Score | 106.2 |
20 TTMI
Trading thesis: positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 158.99 |
| Options | ATM IV | 82.0% |
| Options | Expected Move | $17.90 (11.3%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 130.22 / 114.32 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 9.9% / 12.9% |
| Trend | R20 / R60 | 63.1% / 65.2% |
| Entry | Distance above EMA20 | 22.1% |
| Entry | Distance above EMA50 | 39.1% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 87.5% |
| Risk | ATR14% | 7.3% |
| Liquidity | ADV20$ | 348.93M |
| Options | Call/Put Vol Ratio | 0.55 |
| Options | Call/Put OI Ratio | 0.56 |
| Options | Total Option Volume | 1.6K |
| Options | Total Option OI | 13.8K |
| Execution | Spread% | 12.3% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 37.7 / 28.0 / 13.5 / 21.2 / 4.0 |
| Score | Composite Score | 104.4 |
21 RDDT
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 60.0% |
| Price | Spot | 166.48 |
| Options | ATM IV | 70.5% |
| Options | Expected Move | $17.73 (10.6%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 152.34 / 153.71 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 0.8% / 0.8% |
| Trend | R20 / R60 | 22.4% / 9.0% |
| Entry | Distance above EMA20 | 9.3% |
| Entry | Distance above EMA50 | 8.3% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 73.8% |
| Risk | ATR14% | 5.6% |
| Liquidity | ADV20$ | 760.58M |
| Options | Call/Put Vol Ratio | 2.73 |
| Options | Call/Put OI Ratio | 1.30 |
| Options | Total Option Volume | 23.2K |
| Options | Total Option OI | 44.3K |
| Execution | Spread% | 8.7% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 33.7 / 15.1 / 15.9 / 31.6 / 8.0 |
| Score | Composite Score | 104.4 |
22 FSLY
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 60.0% |
| Price | Spot | 28.07 |
| Options | ATM IV | 160.4% |
| Options | Expected Move | $7.00 (24.9%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 25.85 / 23.72 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 0.7% / 4.2% |
| Trend | R20 / R60 | -16.2% / 237.8% |
| Entry | Distance above EMA20 | 8.6% |
| Entry | Distance above EMA50 | 18.3% |
| Entry | Pullback from 20D high | 14.3% |
| Risk | HV20 | 132.4% |
| Risk | ATR14% | 8.8% |
| Liquidity | ADV20$ | 347.57M |
| Options | Call/Put Vol Ratio | 11.22 |
| Options | Call/Put OI Ratio | 3.09 |
| Options | Total Option Volume | 14.3K |
| Options | Total Option OI | 44.0K |
| Execution | Spread% | 11.4% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 36.8 / 12.0 / 18.2 / 33.0 / 4.0 |
| Score | Composite Score | 104.0 |
23 COIN
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 20.0% |
| Price | Spot | 191.25 |
| Options | ATM IV | 78.8% |
| Options | Expected Move | $23.48 (12.3%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 190.74 / 192.19 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -0.3% / 0.9% |
| Trend | R20 / R60 | 11.5% / 13.4% |
| Entry | Distance above EMA20 | 0.3% |
| Entry | Distance above EMA50 | -0.5% |
| Entry | Pullback from 20D high | 9.6% |
| Risk | HV20 | 58.9% |
| Risk | ATR14% | 6.3% |
| Liquidity | ADV20$ | 1.85B |
| Options | Call/Put Vol Ratio | 1.10 |
| Options | Call/Put OI Ratio | 1.92 |
| Options | Total Option Volume | 19.1K |
| Options | Total Option OI | 223.7K |
| Execution | Spread% | 4.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 36.0 / 9.4 / 18.2 / 30.1 / 8.0 |
| Score | Composite Score | 101.8 |
24 SYM
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 58.89 |
| Options | ATM IV | 122.4% |
| Options | Expected Move | $11.25 (19.1%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 58.20 / 56.86 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 0.2% / 3.0% |
| Trend | R20 / R60 | 10.3% / 10.1% |
| Entry | Distance above EMA20 | 1.2% |
| Entry | Distance above EMA50 | 3.6% |
| Entry | Pullback from 20D high | 9.6% |
| Risk | HV20 | 46.6% |
| Risk | ATR14% | 6.2% |
| Liquidity | ADV20$ | 76.82M |
| Options | Call/Put Vol Ratio | 1.95 |
| Options | Call/Put OI Ratio | 1.55 |
| Options | Total Option Volume | 915 |
| Options | Total Option OI | 21.2K |
| Execution | Spread% | 15.1% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 42.2 / 20.4 / 18.3 / 24.2 / -4.0 |
| Score | Composite Score | 101.2 |
25 MSTX
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 36.60 |
| Options | ATM IV | 138.3% |
| Options | Expected Move | $8.52 (23.3%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 30.03 / 29.92 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 6.8% / 7.0% |
| Trend | R20 / R60 | 104.4% / 43.5% |
| Entry | Distance above EMA20 | 21.9% |
| Entry | Distance above EMA50 | 22.3% |
| Entry | Pullback from 20D high | 4.2% |
| Risk | HV20 | 141.5% |
| Risk | ATR14% | 11.8% |
| Liquidity | ADV20$ | 153.20M |
| Options | Call/Put Vol Ratio | 5.49 |
| Options | Call/Put OI Ratio | 1.68 |
| Options | Total Option Volume | 1.9K |
| Options | Total Option OI | 2.9K |
| Execution | Spread% | 20.5% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 41.8 / 27.4 / 15.2 / 20.2 / -4.0 |
| Score | Composite Score | 100.7 |
26 U
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 27.13 |
| Options | ATM IV | 110.8% |
| Options | Expected Move | $4.51 (16.6%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 24.83 / 24.63 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 4.8% / 3.1% |
| Trend | R20 / R60 | 19.3% / 8.8% |
| Entry | Distance above EMA20 | 9.2% |
| Entry | Distance above EMA50 | 10.2% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 54.9% |
| Risk | ATR14% | 5.4% |
| Liquidity | ADV20$ | 281.83M |
| Options | Call/Put Vol Ratio | 1.02 |
| Options | Call/Put OI Ratio | 3.15 |
| Options | Total Option Volume | 13.9K |
| Options | Total Option OI | 169.5K |
| Execution | Spread% | 11.5% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 27.2 / 23.1 / 16.0 / 30.1 / 4.0 |
| Score | Composite Score | 100.3 |
27 CAMT
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 186.62 |
| Options | ATM IV | 85.0% |
| Options | Expected Move | $24.70 (13.2%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 182.10 / 169.91 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 2.0% / 6.0% |
| Trend | R20 / R60 | 18.3% / 40.6% |
| Entry | Distance above EMA20 | 2.5% |
| Entry | Distance above EMA50 | 9.8% |
| Entry | Pullback from 20D high | 8.1% |
| Risk | HV20 | 50.9% |
| Risk | ATR14% | 5.7% |
| Liquidity | ADV20$ | 62.03M |
| Options | Call/Put Vol Ratio | 1.06 |
| Options | Call/Put OI Ratio | 2.24 |
| Options | Total Option Volume | 3.5K |
| Options | Total Option OI | 6.3K |
| Execution | Spread% | 17.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 36.7 / 27.1 / 18.0 / 22.0 / -4.0 |
| Score | Composite Score | 99.7 |
28 CELC
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 125.65 |
| Options | ATM IV | 77.9% |
| Options | Expected Move | $15.25 (12.1%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 120.01 / 115.45 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 1.3% / 2.7% |
| Trend | R20 / R60 | 11.6% / 16.8% |
| Entry | Distance above EMA20 | 4.7% |
| Entry | Distance above EMA50 | 8.8% |
| Entry | Pullback from 20D high | 0.3% |
| Risk | HV20 | 59.5% |
| Risk | ATR14% | 5.8% |
| Liquidity | ADV20$ | 104.75M |
| Options | Call/Put Vol Ratio | 1.95 |
| Options | Call/Put OI Ratio | 3.32 |
| Options | Total Option Volume | 4.4K |
| Options | Total Option OI | 18.1K |
| Execution | Spread% | 21.6% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 35.4 / 21.9 / 15.3 / 31.0 / -4.0 |
| Score | Composite Score | 99.6 |
29 PL
Trading thesis: positive-trend, ema20-entry, controlled-pullback, tradable-spread, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 36.90 |
| Options | ATM IV | 95.4% |
| Options | Expected Move | $5.30 (14.4%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 35.41 / 31.84 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 0.7% / 8.0% |
| Trend | R20 / R60 | 2.8% / 69.5% |
| Entry | Distance above EMA20 | 4.2% |
| Entry | Distance above EMA50 | 15.9% |
| Entry | Pullback from 20D high | 7.5% |
| Risk | HV20 | 79.4% |
| Risk | ATR14% | 8.5% |
| Liquidity | ADV20$ | 416.17M |
| Options | Call/Put Vol Ratio | 1.62 |
| Options | Call/Put OI Ratio | 1.03 |
| Options | Total Option Volume | 2.8K |
| Options | Total Option OI | 67.1K |
| Execution | Spread% | 13.2% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 29.3 / 21.4 / 18.1 / 26.8 / 4.0 |
| Score | Composite Score | 99.6 |
30 DUOL
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 20.0% |
| Price | Spot | 111.25 |
| Options | ATM IV | 128.1% |
| Options | Expected Move | $21.65 (19.5%) |
| Options | Expiry / DTE | 2026-05-15 / 12D |
| Trend | EMA20 / EMA50 | 102.98 / 108.27 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 3.2% / -1.1% |
| Trend | R20 / R60 | 15.2% / -4.8% |
| Entry | Distance above EMA20 | 8.0% |
| Entry | Distance above EMA50 | 2.8% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 54.5% |
| Risk | ATR14% | 5.2% |
| Liquidity | ADV20$ | 194.60M |
| Options | Call/Put Vol Ratio | 2.85 |
| Options | Call/Put OI Ratio | 1.77 |
| Options | Total Option Volume | 2.3K |
| Options | Total Option OI | 25.2K |
| Execution | Spread% | 10.6% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 41.2 / 9.6 / 15.8 / 28.6 / 4.0 |
| Score | Composite Score | 99.2 |
Failed Snapshot
- ALAB — spot>=200.00
- ARM — spot>=200.00
- LSCC — atr14%<5.0
- DDOG — atr14%<5.0
- GFS — atr14%<5.0
- LITE — spot>=200.00
- SNDK — spot>=200.00
- ORCL — iv<70%
- MU — spot>=200.00
- FORM — optvol<800
- ON — atr14%<5.0
- MRVL — iv<70%
- KORU — spot>=200.00
- FN — spot>=200.00
- USO — atr14%<5.0
- POWI — optvol<800
- ANET — atr14%<5.0
- TSEM — spot>=200.00
- WDC — spot>=200.00
- PLUG — em<$4.0
Desk Notes
The final ranking intentionally rewards convexity, trend alignment, fit-for-entry, liquidity, and executable spreads. Use profile=breakout for AAOI-style expansion names near highs.