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Screening Report

Updated: 2026-03-10 12:58:03 MYT Source File: screen-report-20260310-125803.md Generated: 2026-03-10 12:58 PM Universe: 10275 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $100. Current leader: AXTI with score 82.9, near-expiry ATM IV 167.5%, and expected move $9.15.

Screening Rules

  • Spot price < 100
  • Trend = uptrend only
  • Near-expiry ATM IV > 120%
  • Expected move >= $5
  • DTE <= 10
  • ADV20$ >= 8.00M
  • ATR14% >= 4.0
  • Option volume >= 500
  • Option OI >= 1000

Ranking Model

Score = IV convexity + expected move + trend strength + liquidity + option activity - spread penalty

Top Results

# Symbol Score Thesis Spot IV1 EM $ EM % Expiry DTE R20 ATR14% ADV20$ Opt Vol Opt OI Spread%
01 AXTI 82.9 call-flow, cleaner-spread, momentum, large-em 38.56 167.5% 9.15 23.7% 2026-03-20 10 60.3% 15.2% 330.85M 4.8K 27.2K 9.8%
02 BNO 54.7 call-flow, near-break, momentum, large-em 42.72 126.1% 7.42 17.4% 2026-03-20 10 33.4% 5.1% 162.68M 8.3K 12.5K 31.6%

Analyst Breakdown

#01 AXTI

Trading thesis: call-flow, cleaner-spread, momentum, large-em

Category Metric Value
Price Spot 38.56
Options ATM IV 167.5%
Options Expected Move $9.15 (23.7%)
Options Expiry / DTE 2026-03-20 / 10D
Trend EMA20 / EMA50 33.07 / 26.07
Trend R20 / R60 60.3% / 157.8%
Trend Distance to 20D breakout 20.1%
Risk HV20 200.6%
Risk ATR14% 15.2%
Liquidity ADV20$ 330.85M
Options Call/Put Vol Ratio 2.56
Options Call/Put OI Ratio 0.98
Options Total Option Volume 4.8K
Options Total Option OI 27.2K
Execution Spread% 9.8%
Score Composite Score 82.9

#02 BNO

Trading thesis: call-flow, near-break, momentum, large-em

Category Metric Value
Price Spot 42.72
Options ATM IV 126.1%
Options Expected Move $7.42 (17.4%)
Options Expiry / DTE 2026-03-20 / 10D
Trend EMA20 / EMA50 36.40 / 33.38
Trend R20 / R60 33.4% / 49.2%
Trend Distance to 20D breakout 2.9%
Risk HV20 46.9%
Risk ATR14% 5.1%
Liquidity ADV20$ 162.68M
Options Call/Put Vol Ratio 8.67
Options Call/Put OI Ratio 4.03
Options Total Option Volume 8.3K
Options Total Option OI 12.5K
Execution Spread% 31.6%
Score Composite Score 54.7

Failed Snapshot

  • CRCA — not-uptrend
  • APPX — not-uptrend
  • AGQ — spot>=100.00, not-uptrend
  • BWET — adv20$<8.00M, optvol<500, optoi<1000
  • KORU — spot>=100.00, not-uptrend
  • AAOI — spot>=100.00
  • SLS — em<$5.0
  • MULL — spot>=100.00, not-uptrend, ret20<0.0%
  • JDST — not-uptrend, ret20<0.0%
  • RXT — em<$5.0
  • SOC — em<$5.0
  • KPTI — not-uptrend, adv20$<8.00M
  • ASTX — not-uptrend, ret20<0.0%
  • CRCG — em<$5.0
  • BE — spot>=100.00, not-uptrend

Desk Notes

The final ranking intentionally rewards high IV + strong trend + liquidity + active options.

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