Screening Report

Updated: 2026-03-10 12:18:58:0310 MYT Source File: screen-report-20260310-125803.185810.md Generated: 2026-03-10 12:06:58 PM Universe: 1027510276 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentumNo names tradingpassed belowall $100.hard Currentfilters leader:in AXTIthis withrun. scoreThat 82.9,usually near-expirymeans ATMthe IVcurrent 167.5%,market andset expectedis movefailing $9.15.on trend, IV, liquidity, or option activity.

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

TradingNo thesis:matches found. call-flow,Try cleaner-spread,loosening momentum,ADV20$, large-emATR14%, option volume/OI, or DTE filters.

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%
• RXTAAOI — emiv<$5.0120%, optoi<1000
• SOCREPX — ematr14%<$5.04.0, optvol<500, optoi<1000
• KPTICRCA — not-uptrend, adv20$iv<8.00M120%
• ASTXKRMN — iv<120%, optoi<1000
• FBL — not-uptrend, ret20<0.0%
• CRCGPVLA — emiv<$5.0120%, optvol<500, optoi<1000
• BELRCU — not-uptrend, adv20$<8.00M, ret20<0.0%, optvol<500
• ESLT — spot>=100.200.00, iv<120%, optoi<1000
• MNRS — not-uptrenduptrend, adv20$<8.00M, ret20<0.0%, optoi<1000
• CIEN — spot>=200.00, iv<120%, optoi<1000
• VRT — spot>=200.00, iv<120%, optoi<1000
• SMX — not-uptrend, ret20<0.0%, optvol<500, optoi<1000
• UCO — iv<120%, optoi<1000

Desk Notes

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