Screening Report
Updated: 2026-03-12 08:42:21 MYT Source File:
screen-report-20260312-084221.mdGenerated: 2026-03-12 08:42 AM Universe: 10286 Top N: 10
Executive Summary
This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: CRCA with score 86.3, near-expiry ATM IV 162.6%, and expected move $15.80.
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 | CRCA | 86.3 | call-flow, momentum, large-em, ultra-iv | 64.24 | 162.6% | 15.80 | 13.3% | 121.27M | 1.5K | 6.4K | 44.3% |
| 02 | UCO | 85.4 | call-flow, cleaner-spread, momentum, large-em | 36.14 | 213.2% | 9.50 | 6.6% | 430.43M | 8.2K | 37.7K | 16.8% |
| 03 | USO | 81.1 | cleaner-spread, near-break, momentum, large-em | 108.05 | 163.1% | 10.40 | 6.2% | 3.84B | 68.9K | 98.8K | 7.7% |
| 04 | AXTI | 77.4 | cleaner-spread, momentum, large-em, ultra-iv | 47.36 | 161.5% | 10.00 | 14.0% | 416.60M | 15.8K | 28.7K | 6.0% |
| 05 | AAOI | 58.5 | call-flow, cleaner-spread, momentum | 127.01 | 120.7% | 10.10 | 10.7% | 1.20B | 15.9K | 23.7K | 15.8% |
Analyst Breakdown
01 CRCA
Trading thesis: call-flow, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 64.24 |
| Options | ATM IV | 162.6% |
| Options | Expected Move | $15.80 (24.6%) |
| Options | Expiry / DTE | 2026-03-20 / 8D |
| Trend | EMA20 / EMA50 | 45.07 / 42.43 |
| Trend | R20 / R60 | 208.8% / 21.7% |
| Trend | Distance to 20D breakout | 10.2% |
| Risk | HV20 | 277.6% |
| Risk | ATR14% | 13.3% |
| Liquidity | ADV20$ | 121.27M |
| Options | Call/Put Vol Ratio | 4.54 |
| Options | Call/Put OI Ratio | 9.77 |
| Options | Total Option Volume | 1.5K |
| Options | Total Option OI | 6.4K |
| Execution | Spread% | 44.3% |
| Score | Composite Score | 86.3 |
02 UCO
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 36.14 |
| Options | ATM IV | 213.2% |
| Options | Expected Move | $9.50 (26.3%) |
| Options | Expiry / DTE | 2026-03-20 / 8D |
| Trend | EMA20 / EMA50 | 28.43 / 25.04 |
| Trend | R20 / R60 | 53.1% / 83.5% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 63.4% |
| Risk | ATR14% | 6.6% |
| Liquidity | ADV20$ | 430.43M |
| Options | Call/Put Vol Ratio | 1.66 |
| Options | Call/Put OI Ratio | 1.85 |
| Options | Total Option Volume | 8.2K |
| Options | Total Option OI | 37.7K |
| Execution | Spread% | 16.8% |
| Score | Composite Score | 85.4 |
03 USO
Trading thesis: cleaner-spread, near-break, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 108.05 |
| Options | ATM IV | 163.1% |
| Options | Expected Move | $10.40 (9.6%) |
| Options | Expiry / DTE | 2026-03-13 / 1D |
| Trend | EMA20 / EMA50 | 90.73 / 82.22 |
| Trend | R20 / R60 | 38.5% / 56.0% |
| Trend | Distance to 20D breakout | 0.7% |
| Risk | HV20 | 57.7% |
| Risk | ATR14% | 6.2% |
| Liquidity | ADV20$ | 3.84B |
| Options | Call/Put Vol Ratio | 0.70 |
| Options | Call/Put OI Ratio | 1.00 |
| Options | Total Option Volume | 68.9K |
| Options | Total Option OI | 98.8K |
| Execution | Spread% | 7.7% |
| Score | Composite Score | 81.1 |
04 AXTI
Trading thesis: cleaner-spread, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 47.36 |
| Options | ATM IV | 161.5% |
| Options | Expected Move | $10.00 (21.1%) |
| Options | Expiry / DTE | 2026-03-20 / 8D |
| Trend | EMA20 / EMA50 | 35.40 / 27.59 |
| Trend | R20 / R60 | 94.5% / 189.1% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 192.4% |
| Risk | ATR14% | 14.0% |
| Liquidity | ADV20$ | 416.60M |
| Options | Call/Put Vol Ratio | 0.34 |
| Options | Call/Put OI Ratio | 0.86 |
| Options | Total Option Volume | 15.8K |
| Options | Total Option OI | 28.7K |
| Execution | Spread% | 6.0% |
| Score | Composite Score | 77.4 |
05 AAOI
Trading thesis: call-flow, cleaner-spread, momentum
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 127.01 |
| Options | ATM IV | 120.7% |
| Options | Expected Move | $10.10 (8.0%) |
| Options | Expiry / DTE | 2026-03-13 / 1D |
| Trend | EMA20 / EMA50 | 82.84 / 60.79 |
| Trend | R20 / R60 | 161.9% / 249.7% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 220.9% |
| Risk | ATR14% | 10.7% |
| Liquidity | ADV20$ | 1.20B |
| Options | Call/Put Vol Ratio | 1.68 |
| Options | Call/Put OI Ratio | 0.78 |
| Options | Total Option Volume | 15.9K |
| Options | Total Option OI | 23.7K |
| Execution | Spread% | 15.8% |
| Score | Composite Score | 58.5 |
Failed Snapshot
- MULL — not-uptrend
- KORU — spot>=200.00, not-uptrend
- BWET — adv20$<8.00M, optvol<500, optoi<1000
- SOC — em<$5.0
- UVIX — em<$5.0
- IREX — not-uptrend, ret20<0.0%
- REPX — optvol<500
- JDST — not-uptrend, ret20<0.0%
- NEBX — not-uptrend
- CRDU — not-uptrend, ret20<0.0%, optvol<500
- UAMY — em<$5.0
- ASTX — not-uptrend, ret20<0.0%
- UMAC — em<$5.0
- MAZE — optvol<500, optoi<1000
- APLX — not-uptrend, ret20<0.0%, optvol<500
Desk Notes
The final ranking intentionally rewards high IV + strong trend + liquidity + active options.