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Screening Report

Updated: 2026-03-1011 18:58:1007:57:09 MYT Source File: screen-report-20260310-185810.20260311-075708.md Generated: 2026-03-1011 06:5807:57 PMAM Universe: 1027610281 Top N: 10

Executive Summary

NoThis screen highlights high-implied-volatility, short-term momentum names passedtrading allbelow hard$200. filtersCurrent inleader: thisCRCA run.with Thatscore usually95.0, meansnear-expiry theATM currentIV market181.3%, setand isexpected failingmove on trend, IV, liquidity, or option activity.$16.90.

Ranking Model

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

Top Results

#SymbolScoreThesisSpotIV1EM $DTER20ATR14%ADV20$Opt VolOpt OISpread%
01CRCA95.0call-flow, momentum, large-em, ultra-iv70.77181.3%16.90{fmt_pct(r.ret20)}11.0%134.39M1.6K6.4K42.6%
02AXTI90.0call-flow, cleaner-spread, momentum, large-em44.30175.1%10.80{fmt_pct(r.ret20)}14.3%379.54M13.7K26.6K7.4%
03UCO87.7call-flow, cleaner-spread, momentum, large-em34.26202.9%9.70{fmt_pct(r.ret20)}6.5%375.65M11.6K39.4K12.4%
04UVXY78.6call-flow, momentum, large-em, ultra-iv49.80185.8%7.74{fmt_pct(r.ret20)}10.6%521.84M25.5K44.0K35.3%
05AAOI71.0call-flow, cleaner-spread, momentum, large-em120.49132.0%13.25{fmt_pct(r.ret20)}10.6%1.10B18.1K19.5K17.4%
06USO70.9cleaner-spread, near-break, momentum, large-em105.86147.5%9.23{fmt_pct(r.ret20)}6.0%3.39B145.6K78.2K9.2%
07CGEM59.6wide-spread, momentum, large-em, ultra-iv14.91269.1%5.33{fmt_pct(r.ret20)}7.7%12.87M8041.9K160.6%
08BNO54.8call-flow, wide-spread, near-break, momentum43.37139.7%8.45{fmt_pct(r.ret20)}5.6%193.74M11.6K13.4K69.8%

Analyst Breakdown

#01 CRCA

NoTrading matches found.thesis: Trycall-flow, looseningmomentum, ADV20$,large-em, ATR14%,ultra-iv

optionvolume/OI,or filters.
CategoryMetricValue
PriceSpot70.77
OptionsATM IV181.3%
OptionsExpected Move$16.90 (23.9%)
OptionsExpiry / DTE 2026-03-20 / 9D
TrendEMA20 / EMA5043.05 / 41.54
TrendR20 / R60237.0% / 34.8%
TrendDistance to 20D breakout0.0%
RiskHV20273.0%
RiskATR14%11.0%
LiquidityADV20$134.39M
OptionsCall/Put Vol Ratio4.85
OptionsCall/Put OI Ratio9.70
OptionsTotal Option Volume1.6K
OptionsTotal Option OI6.4K
ExecutionSpread%42.6%
ScoreComposite Score95.0

#02 AXTI

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

CategoryMetricValue
PriceSpot44.30
OptionsATM IV175.1%
OptionsExpected Move$10.80 (24.4%)
OptionsExpiry / DTE2026-03-20 / 9D
TrendEMA20 / EMA5034.14 / 26.78
TrendR20 / R6059.5% / 185.6%
TrendDistance to 20D breakout4.6%
RiskHV20200.2%
RiskATR14%14.3%
LiquidityADV20$379.54M
OptionsCall/Put Vol Ratio1.80
OptionsCall/Put OI Ratio0.90
OptionsTotal Option Volume13.7K
OptionsTotal Option OI26.6K
ExecutionSpread%7.4%
ScoreComposite Score90.0

#03 UCO

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

CategoryMetricValue
PriceSpot34.26
OptionsATM IV202.9%
OptionsExpected Move$9.70 (28.3%)
OptionsExpiry / DTE2026-03-20 / 9D
TrendEMA20 / EMA5027.62 / 24.59
TrendR20 / R6045.3% / 68.8%
TrendDistance to 20D breakout0.0%
RiskHV2062.7%
RiskATR14%6.5%
LiquidityADV20$375.65M
OptionsCall/Put Vol Ratio2.59
OptionsCall/Put OI Ratio1.96
OptionsTotal Option Volume11.6K
OptionsTotal Option OI39.4K
ExecutionSpread%12.4%
ScoreComposite Score87.7

#04 UVXY

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

CategoryMetricValue
PriceSpot49.80
OptionsATM IV185.8%
OptionsExpected Move$7.74 (15.5%)
OptionsExpiry / DTE2026-03-13 / 2D
TrendEMA20 / EMA5042.24 / 41.09
TrendR20 / R6041.0% / 15.4%
TrendDistance to 20D breakout8.6%
RiskHV20118.9%
RiskATR14%10.6%
LiquidityADV20$521.84M
OptionsCall/Put Vol Ratio2.18
OptionsCall/Put OI Ratio1.86
OptionsTotal Option Volume25.5K
OptionsTotal Option OI44.0K
ExecutionSpread%35.3%
ScoreComposite Score78.6

#05 AAOI

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

CategoryMetricValue
PriceSpot120.49
OptionsATM IV132.0%
OptionsExpected Move$13.25 (11.0%)
OptionsExpiry / DTE2026-03-13 / 2D
TrendEMA20 / EMA5078.19 / 58.09
TrendR20 / R60151.5% / 244.5%
TrendDistance to 20D breakout0.0%
RiskHV20221.5%
RiskATR14%10.6%
LiquidityADV20$1.10B
OptionsCall/Put Vol Ratio1.97
OptionsCall/Put OI Ratio0.80
OptionsTotal Option Volume18.1K
OptionsTotal Option OI19.5K
ExecutionSpread%17.4%
ScoreComposite Score71.0

#06 USO

Trading thesis: cleaner-spread, near-break, momentum, large-em

CategoryMetricValue
PriceSpot105.86
OptionsATM IV147.5%
OptionsExpected Move$9.23 (8.7%)
OptionsExpiry / DTE2026-03-11 / 0D
TrendEMA20 / EMA5088.90 / 81.17
TrendR20 / R6035.7% / 50.1%
TrendDistance to 20D breakout2.7%
RiskHV2058.0%
RiskATR14%6.0%
LiquidityADV20$3.39B
OptionsCall/Put Vol Ratio0.72
OptionsCall/Put OI Ratio0.72
OptionsTotal Option Volume145.6K
OptionsTotal Option OI78.2K
ExecutionSpread%9.2%
ScoreComposite Score70.9

#07 CGEM

Trading thesis: wide-spread, momentum, large-em, ultra-iv

CategoryMetricValue
PriceSpot14.91
OptionsATM IV269.1%
OptionsExpected Move$5.33 (35.7%)
OptionsExpiry / DTE2026-03-20 / 9D
TrendEMA20 / EMA5014.42 / 12.88
TrendR20 / R6026.0% / 19.7%
TrendDistance to 20D breakout9.3%
RiskHV2057.8%
RiskATR14%7.7%
LiquidityADV20$12.87M
OptionsCall/Put Vol Ratio0.02
OptionsCall/Put OI Ratio0.02
OptionsTotal Option Volume804
OptionsTotal Option OI1.9K
ExecutionSpread%160.6%
ScoreComposite Score59.6

#08 BNO

Trading thesis: call-flow, wide-spread, near-break, momentum

CategoryMetricValue
PriceSpot43.37
OptionsATM IV139.7%
OptionsExpected Move$8.45 (19.5%)
OptionsExpiry / DTE2026-03-20 / 9D
TrendEMA20 / EMA5037.06 / 33.77
TrendR20 / R6033.4% / 49.9%
TrendDistance to 20D breakout1.3%
RiskHV2046.9%
RiskATR14%5.6%
LiquidityADV20$193.74M
OptionsCall/Put Vol Ratio1.79
OptionsCall/Put OI Ratio3.80
OptionsTotal Option Volume11.6K
OptionsTotal Option OI13.4K
ExecutionSpread%69.8%
ScoreComposite Score54.8

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<$5.0
  • TSLS — not-uptrend, optvol<500
  • JDST — not-uptrend, ret20<0.0%
  • AAOI — iv<120%, optoi<1000
  • REPX — atr14%<4.0, optvol<500, optoi<1000
  • CRCA — not-uptrend, iv<120%
  • KRMN — iv<120%, optoi<1000
  • FBL — not-uptrend, ret20<0.0%
  • PVLA — iv<120%, optvol<500, optoi<1000
  • LRCU — not-uptrend, adv20$<8.00M, ret20<0.0%, optvol<500
  • ESLT — spot>=200.00, iv<120%, optoi<1000
  • MNRS — not-uptrend, adv20$<8.00M, ret20<0.0%, optoi<1000
  • CIEN — spot>=200.00, iv<120%, optoi<1000
  • VRT — spot>=200.00, iv<120%, optoi<1000
  • SMXHRI — not-uptrend, ret20<0.0%, optvol<500, optoi<1000500
  • UCORXT — ivem<120%,$5.0
    • optoi
  • HIMZ — not-uptrend, em<1000$5.0
  • RBRK — not-uptrend

Desk Notes

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

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