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Screening Report

Updated: 2026-03-10 02:24:4512:58:03 MYT Source File: screen-report-20260310-022444.125803.md Generated: 2026-03-10 02:2412:58 AMPM Universe: 10275 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $100. Current leader: UCOAXTI with score 90.082.9, near-expiry ATM IV 206.7%167.5%, and expected move $10.459.15.

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 UCOAXTI 90.082.9 call-flow, cleaner-spread, momentum, large-em 35.3238.56 206.7%167.5% 10.459.15 29.6%23.7% 2026-03-20 10 53.8%60.3% 5.15.2% 280.79M330.85M 18.4.8K27.2K 39.1K6.7%9.8%
02 AAOIBNO 74.54.7 call-flow, near-break, momentum, large-em 99.9242.72 143.2%126.1% 13.357.42 13.17.4% 2026-03-1320 410 125.6%11.33.4% 841.28M5.1% 5.7K162.68M 15.8K8.3K 24.7%
0312.5K UVXY54.8call-flow, momentum, large-em50.67141.8%6.7313.3%2026-03-13335.8%9.2%507.25M19.2K36.6K24.4%31.6%

Analyst Breakdown

#01 UCOAXTI

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

Category Metric Value
Price Spot 35.3238.56
Options ATM IV 206.7%167.5%
Options Expected Move $10.459.15 (29.6%23.7%)
Options Expiry / DTE 2026-03-20 / 10D
Trend EMA20 / EMA50 27.1833.07 / 24.3026.07
Trend R20 / R60 53.8%60.3% / 76.157.8%
Trend Distance to 20D breakout 0.0%20.1%
Risk HV20 60.2%200.6%
Risk ATR14% 5.15.2%
Liquidity ADV20$ 280.79M330.85M
Options Call/Put Vol Ratio 3.532.56
Options Call/Put OI Ratio 2.480.98
Options Total Option Volume 18.2K4.8K
Options Total Option OI 39.1K27.2K
Execution Spread% 6.7%9.8%
Score Composite Score 90.082.9

#02 AAOIBNO

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

Category Metric Value
Price Spot 99.9242.72
Options ATM IV 143.2%126.1%
Options Expected Move $13.357.42 (13.17.4%)
Options Expiry / DTE 2026-03-1320 / 4D10D
Trend EMA20 / EMA50 72.7236.40 / 55.1233.38
Trend R20 / R60 125.6%33.4% / 228.9%49.2%
Trend Distance to 20D breakout 2.6%9%
Risk HV20 218.2%46.9%
Risk ATR14% 11.4%5.1%
Liquidity ADV20$ 841.28M162.68M
Options Call/Put Vol Ratio 1.888.67
Options Call/Put OI Ratio 0.644.03
Options Total Option Volume 5.7K8.3K
Options Total Option OI 15.8K12.5K
Execution Spread% 24.7%
ScoreComposite Score74.7

#03 UVXY

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

CategoryMetricValue
PriceSpot50.67
OptionsATM IV141.8%
OptionsExpected Move$6.73 (13.3%)
OptionsExpiry / DTE2026-03-13 / 3D
TrendEMA20 / EMA5041.89 / 40.91
TrendR20 / R6035.8% / 10.3%
TrendDistance to 20D breakout6.7%
RiskHV20107.5%
RiskATR14%9.2%
LiquidityADV20$507.25M
OptionsCall/Put Vol Ratio1.43
OptionsCall/Put OI Ratio2.10
OptionsTotal Option Volume19.2K
OptionsTotal Option OI36.6K
ExecutionSpread%24.4%31.6%
Score Composite Score 54.87

Failed Snapshot

  • CRCA — not-uptrend
  • AXTIAPPX — dte>10not-uptrend
  • USOAGQ — spot>=100.0000, not-uptrend
  • BWET — adv20$<8.00M, optvol<500, optoi<1000
  • UVIXKORU — spot>=100.00, not-uptrend
  • AAOI — spot>=100.00
  • SLS — em<$5.0
  • KORUMULL — spot>=100.00, not-uptrend, ret20<0.0%
  • JDST — not-uptrend, ret20<0.0%
  • MULLRXT — spot>=100.00,em<$5.0
  • SOC — em<$5.0
  • KPTI — not-uptrend, ret20adv20$<0.0%, dte>108.00M
  • ASTX — not-uptrend, ret20<0.0%
  • CRCG — em<$5.0
  • BE — spot>=100.00, not-uptrend
  • SOLT — not-uptrend, ret20<0.0%
  • RCAT — em<$5.0
  • REPX — atr14%<4.0, optvol<500
  • ETHD — not-uptrend, ret20<0.0%
  • HRI — spot>=100.00, not-uptrend, ret20<0.0%, optvol<500

Desk Notes

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

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