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Screening Report

Updated: 2026-03-11 17:47:3321:52:47 MYT Source File: screen-report-20260311-131742.215246.md Generated: 2026-03-11 01:1709:52 PM Universe: 1028110284 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: CRCABNO with score 95.057.7, near-expiry ATM IV 190.2%146.5%, and expected move $16.908.45.

Ranking Model

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

Top Results

# Symbol Score Thesis Spot IV1 EM $ ATR14% ADV20$ Opt Vol Opt OI Spread%
01 CRCA95.0call-flow, momentum, large-em, ultra-iv70.77190.2%16.9011.0%134.39M1.6K6.4K42.6%
02AXTI92.4call-flow, cleaner-spread, momentum, large-em44.30183.6%10.8014.3%379.54M13.7K26.6K9.3%
03AAOI80.4call-flow, cleaner-spread, momentum, large-em120.49151.2%13.1510.6%1.10B18.2K19.5K16.0%
04CGEM59.6wide-spread, momentum, large-em, ultra-iv14.91282.3%5.337.7%12.87M8041.9K160.6%
05BNO 58.257.7 call-flow, wide-spread, near-break, momentum 43.37 146.5% 8.45 5.6% 193.74M87M 11.6K 13.4K3.6K 69.8%

Analyst Breakdown

01 CRCA

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

CategoryMetricValue
PriceSpot70.77
OptionsATM IV190.2%
OptionsExpected Move$16.90 (23.9%)
OptionsExpiry / DTE2026-03-20 / 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 IV183.6%
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%9.3%
ScoreComposite Score92.4

03 AAOI

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

CategoryMetricValue
PriceSpot120.49
OptionsATM IV151.2%
OptionsExpected Move$13.15 (10.9%)
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 Ratio1.98
OptionsCall/Put OI Ratio0.80
OptionsTotal Option Volume18.2K
OptionsTotal Option OI19.5K
ExecutionSpread%16.0%
ScoreComposite Score80.4

04 CGEM

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

CategoryMetricValue
PriceSpot14.91
OptionsATM IV282.3%
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

05 BNO

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

Category Metric Value
Price Spot 43.37
Options ATM IV 146.5%
Options Expected Move $8.45 (19.5%)
Options Expiry / DTE 2026-03-20 / 9D
Trend EMA20 / EMA50 37.06 / 33.77
Trend R20 / R60 33.4% / 49.9%
Trend Distance to 20D breakout 1.3%
Risk HV20 46.9%
Risk ATR14% 5.6%
Liquidity ADV20$ 193.74M87M
Options Call/Put Vol Ratio 1.79
Options Call/Put OI Ratio 3.800.09
Options Total Option Volume 11.6K
Options Total Option OI 13.4K3.6K
Execution Spread% 69.8%
Score Composite Score 58.257.7

Failed Snapshot

  • MULL — not-uptrend
  • BWET — adv20$<8.00M, optvol<500, optoi<1000
  • APPX — not-uptrend, ret20<0.0%
  • AGQ — not-uptrend
  • RXT — em<$5.0
  • CRCG — em<$5.0
  • KORU — spot>=200.00, not-uptrend, ret20<0.0%
  • JDST — not-uptrend, ret20<0.0%
  • HRI — not-uptrend, ret20<0.0%, optvol<500
  • HIMZ — not-uptrend, em<$5.0
  • LABX — not-uptrend, ret20<0.0%
  • CRDU — not-uptrend, ret20<0.0%, optvol<500
  • ASTXCRCA — iv<120%
  • APLX — not-uptrend, ret20<0.0%, optvol<500
  • MAZEPVLA — iv<120%, optvol<500, optoi<1000500
  • CONLTPL — spot>=200.00, iv<120%
  • LITE — spot>=200.00, iv<120%
  • UCO — iv<120%
  • TSLS — not-uptrend, emret20<$5.00.0%, optvol<500
  • AGX — spot>=200.00, iv<120%
  • VRT — spot>=200.00, iv<120%
  • KEYS — spot>=200.00, iv<120%

Desk Notes

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

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