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Screening Report

Updated: 2026-03-1112 21:52:4708:42:21 MYT Source File: screen-report-20260311-215246.20260312-084221.md Generated: 2026-03-1112 09:5208:42 PMAM Universe: 1028410286 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: BNOCRCA with score 57.786.3, near-expiry ATM IV 146.5%162.6%, and expected move $8.4515.80.

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 BNOCRCA 57.786.3 call-flow, wide-momentum, large-em, ultra-iv64.24162.6%15.8013.3%121.27M1.5K6.4K44.3%
02UCO85.4call-flow, cleaner-spread, momentum, large-em36.14213.2%9.506.6%430.43M8.2K37.7K16.8%
03USO81.1cleaner-spread, near-break, momentum, large-em108.05163.1%10.406.2%3.84B68.9K98.8K7.7%
04AXTI77.4cleaner-spread, momentum, large-em, ultra-iv47.36161.5%10.0014.0%416.60M15.8K28.7K6.0%
05AAOI58.5call-flow, cleaner-spread, momentum 43.37127.01 146.5%120.7% 8.4510.10 5.6%10.7% 193.87M1.20B 11.6K15.9K 3.6K23.7K 69.15.8%

Analyst Breakdown

01 BNOCRCA

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

CategoryMetricValue
PriceSpot64.24
OptionsATM IV162.6%
OptionsExpected Move$15.80 (24.6%)
OptionsExpiry / DTE2026-03-20 / 8D
TrendEMA20 / EMA5045.07 / 42.43
TrendR20 / R60208.8% / 21.7%
TrendDistance to 20D breakout10.2%
RiskHV20277.6%
RiskATR14%13.3%
LiquidityADV20$121.27M
OptionsCall/Put Vol Ratio4.54
OptionsCall/Put OI Ratio9.77
OptionsTotal Option Volume1.5K
OptionsTotal Option OI6.4K
ExecutionSpread%44.3%
ScoreComposite Score86.3

02 UCO

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

CategoryMetricValue
PriceSpot36.14
OptionsATM IV213.2%
OptionsExpected Move$9.50 (26.3%)
OptionsExpiry / DTE2026-03-20 / 8D
TrendEMA20 / EMA5028.43 / 25.04
TrendR20 / R6053.1% / 83.5%
TrendDistance to 20D breakout0.0%
RiskHV2063.4%
RiskATR14%6.6%
LiquidityADV20$430.43M
OptionsCall/Put Vol Ratio1.66
OptionsCall/Put OI Ratio1.85
OptionsTotal Option Volume8.2K
OptionsTotal Option OI37.7K
ExecutionSpread%16.8%
ScoreComposite Score85.4

03 USO

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

CategoryMetricValue
PriceSpot108.05
OptionsATM IV163.1%
OptionsExpected Move$10.40 (9.6%)
OptionsExpiry / DTE2026-03-13 / 1D
TrendEMA20 / EMA5090.73 / 82.22
TrendR20 / R6038.5% / 56.0%
TrendDistance to 20D breakout0.7%
RiskHV2057.7%
RiskATR14%6.2%
LiquidityADV20$3.84B
OptionsCall/Put Vol Ratio0.70
OptionsCall/Put OI Ratio1.00
OptionsTotal Option Volume68.9K
OptionsTotal Option OI98.8K
ExecutionSpread%7.7%
ScoreComposite Score81.1

04 AXTI

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

CategoryMetricValue
PriceSpot47.36
OptionsATM IV161.5%
OptionsExpected Move$10.00 (21.1%)
OptionsExpiry / DTE2026-03-20 / 8D
TrendEMA20 / EMA5035.40 / 27.59
TrendR20 / R6094.5% / 189.1%
TrendDistance to 20D breakout0.0%
RiskHV20192.4%
RiskATR14%14.0%
LiquidityADV20$416.60M
OptionsCall/Put Vol Ratio0.34
OptionsCall/Put OI Ratio0.86
OptionsTotal Option Volume15.8K
OptionsTotal Option OI28.7K
ExecutionSpread%6.0%
ScoreComposite Score77.4

05 AAOI

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

Category Metric Value
Price Spot 43.37127.01
Options ATM IV 146.5%120.7%
Options Expected Move $8.4510.10 (19.5%8.0%)
Options Expiry / DTE 2026-03-2013 / 9D1D
Trend EMA20 / EMA50 37.0682.84 / 33.7760.79
Trend R20 / R60 33.4%161.9% / 49.9%249.7%
Trend Distance to 20D breakout 1.3%0.0%
Risk HV20 46.220.9%
Risk ATR14% 5.6%10.7%
Liquidity ADV20$ 193.87M1.20B
Options Call/Put Vol Ratio 1.7968
Options Call/Put OI Ratio 0.0978
Options Total Option Volume 11.6K15.9K
Options Total Option OI 3.6K23.7K
Execution Spread% 69.15.8%
Score Composite Score 57.758.5

Failed Snapshot

  • APPXMULL — 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%
  • HRINEBX — not-uptrend, ret20<0.0%, optvol<500
  • LABX — not-uptrend, ret20<0.0%uptrend
  • CRDU — not-uptrend, ret20<0.0%, optvol<500
  • CRCAUAMY — ivem<120%$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
  • PVLA — iv<120%, optvol<500
  • TPL — spot>=200.00, iv<120%
  • LITE — spot>=200.00, iv<120%
  • UCO — iv<120%
  • TSLS — not-uptrend, ret20<0.0%, 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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