Screening Report
Updated: 2026-03-11 07:57:09 MYT Source File:
screen-report-20260311-075708.mdGenerated: 2026-03-11 07:57 AM Universe: 10281 Top N: 10
Executive Summary
This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: CRCA with score 95.0, near-expiry ATM IV 181.3%, and expected move $16.90.
Ranking Model
Score = IV convexity + expected move + trend strength + liquidity + option activity - spread penalty
Top Results
| # | Symbol | Score | Thesis | Spot | IV1 | EM $ | DTE | R20 | ATR14% | ADV20$ | Opt Vol | Opt OI | Spread% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 01 | CRCA | 95.0 | call-flow, momentum, large-em, ultra-iv | 70.77 | 181.3% | 16.90 | {fmt_pct(r.ret20)} | 11.0% | 134.39M | 1.6K | 6.4K | 42.6% | |
| 02 | AXTI | 90.0 | call-flow, cleaner-spread, momentum, large-em | 44.30 | 175.1% | 10.80 | {fmt_pct(r.ret20)} | 14.3% | 379.54M | 13.7K | 26.6K | 7.4% | |
| 03 | UCO | 87.7 | call-flow, cleaner-spread, momentum, large-em | 34.26 | 202.9% | 9.70 | {fmt_pct(r.ret20)} | 6.5% | 375.65M | 11.6K | 39.4K | 12.4% | |
| 04 | UVXY | 78.6 | call-flow, momentum, large-em, ultra-iv | 49.80 | 185.8% | 7.74 | {fmt_pct(r.ret20)} | 10.6% | 521.84M | 25.5K | 44.0K | 35.3% | |
| 05 | AAOI | 71.0 | call-flow, cleaner-spread, momentum, large-em | 120.49 | 132.0% | 13.25 | {fmt_pct(r.ret20)} | 10.6% | 1.10B | 18.1K | 19.5K | 17.4% | |
| 06 | USO | 70.9 | cleaner-spread, near-break, momentum, large-em | 105.86 | 147.5% | 9.23 | {fmt_pct(r.ret20)} | 6.0% | 3.39B | 145.6K | 78.2K | 9.2% | |
| 07 | CGEM | 59.6 | wide-spread, momentum, large-em, ultra-iv | 14.91 | 269.1% | 5.33 | {fmt_pct(r.ret20)} | 7.7% | 12.87M | 804 | 1.9K | 160.6% | |
| 08 | BNO | 54.8 | call-flow, wide-spread, near-break, momentum | 43.37 | 139.7% | 8.45 | {fmt_pct(r.ret20)} | 5.6% | 193.74M | 11.6K | 13.4K | 69.8% |
Analyst Breakdown
#01 CRCA
Trading thesis: call-flow, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 70.77 |
| Options | ATM IV | 181.3% |
| Options | Expected Move | $16.90 (23.9%) |
| Options | Expiry / DTE | 2026-03-20 / 9D |
| Trend | EMA20 / EMA50 | 43.05 / 41.54 |
| Trend | R20 / R60 | 237.0% / 34.8% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 273.0% |
| Risk | ATR14% | 11.0% |
| Liquidity | ADV20$ | 134.39M |
| Options | Call/Put Vol Ratio | 4.85 |
| Options | Call/Put OI Ratio | 9.70 |
| Options | Total Option Volume | 1.6K |
| Options | Total Option OI | 6.4K |
| Execution | Spread% | 42.6% |
| Score | Composite Score | 95.0 |
#02 AXTI
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 44.30 |
| Options | ATM IV | 175.1% |
| Options | Expected Move | $10.80 (24.4%) |
| Options | Expiry / DTE | 2026-03-20 / 9D |
| Trend | EMA20 / EMA50 | 34.14 / 26.78 |
| Trend | R20 / R60 | 59.5% / 185.6% |
| Trend | Distance to 20D breakout | 4.6% |
| Risk | HV20 | 200.2% |
| Risk | ATR14% | 14.3% |
| Liquidity | ADV20$ | 379.54M |
| Options | Call/Put Vol Ratio | 1.80 |
| Options | Call/Put OI Ratio | 0.90 |
| Options | Total Option Volume | 13.7K |
| Options | Total Option OI | 26.6K |
| Execution | Spread% | 7.4% |
| Score | Composite Score | 90.0 |
#03 UCO
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 34.26 |
| Options | ATM IV | 202.9% |
| Options | Expected Move | $9.70 (28.3%) |
| Options | Expiry / DTE | 2026-03-20 / 9D |
| Trend | EMA20 / EMA50 | 27.62 / 24.59 |
| Trend | R20 / R60 | 45.3% / 68.8% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 62.7% |
| Risk | ATR14% | 6.5% |
| Liquidity | ADV20$ | 375.65M |
| Options | Call/Put Vol Ratio | 2.59 |
| Options | Call/Put OI Ratio | 1.96 |
| Options | Total Option Volume | 11.6K |
| Options | Total Option OI | 39.4K |
| Execution | Spread% | 12.4% |
| Score | Composite Score | 87.7 |
#04 UVXY
Trading thesis: call-flow, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 49.80 |
| Options | ATM IV | 185.8% |
| Options | Expected Move | $7.74 (15.5%) |
| Options | Expiry / DTE | 2026-03-13 / 2D |
| Trend | EMA20 / EMA50 | 42.24 / 41.09 |
| Trend | R20 / R60 | 41.0% / 15.4% |
| Trend | Distance to 20D breakout | 8.6% |
| Risk | HV20 | 118.9% |
| Risk | ATR14% | 10.6% |
| Liquidity | ADV20$ | 521.84M |
| Options | Call/Put Vol Ratio | 2.18 |
| Options | Call/Put OI Ratio | 1.86 |
| Options | Total Option Volume | 25.5K |
| Options | Total Option OI | 44.0K |
| Execution | Spread% | 35.3% |
| Score | Composite Score | 78.6 |
#05 AAOI
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 120.49 |
| Options | ATM IV | 132.0% |
| Options | Expected Move | $13.25 (11.0%) |
| Options | Expiry / DTE | 2026-03-13 / 2D |
| Trend | EMA20 / EMA50 | 78.19 / 58.09 |
| Trend | R20 / R60 | 151.5% / 244.5% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 221.5% |
| Risk | ATR14% | 10.6% |
| Liquidity | ADV20$ | 1.10B |
| Options | Call/Put Vol Ratio | 1.97 |
| Options | Call/Put OI Ratio | 0.80 |
| Options | Total Option Volume | 18.1K |
| Options | Total Option OI | 19.5K |
| Execution | Spread% | 17.4% |
| Score | Composite Score | 71.0 |
#06 USO
Trading thesis: cleaner-spread, near-break, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 105.86 |
| Options | ATM IV | 147.5% |
| Options | Expected Move | $9.23 (8.7%) |
| Options | Expiry / DTE | 2026-03-11 / 0D |
| Trend | EMA20 / EMA50 | 88.90 / 81.17 |
| Trend | R20 / R60 | 35.7% / 50.1% |
| Trend | Distance to 20D breakout | 2.7% |
| Risk | HV20 | 58.0% |
| Risk | ATR14% | 6.0% |
| Liquidity | ADV20$ | 3.39B |
| Options | Call/Put Vol Ratio | 0.72 |
| Options | Call/Put OI Ratio | 0.72 |
| Options | Total Option Volume | 145.6K |
| Options | Total Option OI | 78.2K |
| Execution | Spread% | 9.2% |
| Score | Composite Score | 70.9 |
#07 CGEM
Trading thesis: wide-spread, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 14.91 |
| Options | ATM IV | 269.1% |
| Options | Expected Move | $5.33 (35.7%) |
| Options | Expiry / DTE | 2026-03-20 / 9D |
| Trend | EMA20 / EMA50 | 14.42 / 12.88 |
| Trend | R20 / R60 | 26.0% / 19.7% |
| Trend | Distance to 20D breakout | 9.3% |
| Risk | HV20 | 57.8% |
| Risk | ATR14% | 7.7% |
| Liquidity | ADV20$ | 12.87M |
| Options | Call/Put Vol Ratio | 0.02 |
| Options | Call/Put OI Ratio | 0.02 |
| Options | Total Option Volume | 804 |
| Options | Total Option OI | 1.9K |
| Execution | Spread% | 160.6% |
| Score | Composite Score | 59.6 |
#08 BNO
Trading thesis: call-flow, wide-spread, near-break, momentum
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 43.37 |
| Options | ATM IV | 139.7% |
| Options | Expected Move | $8.45 (19.5%) |
| Options | Expiry / DTE | 2026-03-20 / 9D |
| Trend | EMA20 / EMA50 | 37.06 / 33.77 |
| Trend | R20 / R60 | 33.4% / 49.9% |
| Trend | Distance to 20D breakout | 1.3% |
| Risk | HV20 | 46.9% |
| Risk | ATR14% | 5.6% |
| Liquidity | ADV20$ | 193.74M |
| Options | Call/Put Vol Ratio | 1.79 |
| Options | Call/Put OI Ratio | 3.80 |
| Options | Total Option Volume | 11.6K |
| Options | Total Option OI | 13.4K |
| Execution | Spread% | 69.8% |
| Score | Composite Score | 54.8 |
Failed Snapshot
- APPX — not-uptrend
- MULL — not-uptrend
- CRDU — not-uptrend, optvol<500
- BWET — adv20$<8.00M, optvol<500, optoi<1000
- LABX — not-uptrend
- OPEX — not-uptrend, optvol<500, optoi<1000
- KORU — spot>=200.00, not-uptrend, ret20<0.0%
- CRCG — em<$5.0
- UVIX — em<$5.0
- TSLS — not-uptrend, optvol<500
- JDST — not-uptrend, ret20<0.0%
- HRI — not-uptrend, ret20<0.0%, optvol<500
- RXT — em<$5.0
- HIMZ — not-uptrend, em<$5.0
- RBRK — not-uptrend
Desk Notes
The final ranking intentionally rewards high IV + strong trend + liquidity + active options.