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Screening Report

Updated: 2026-03-12 08:15:42:2120 MYT Source File: screen-report-20260312-084221.154220.md Generated: 2026-03-12 08:03:42 AMPM Universe: 10286 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: CRCAAXTI with score 86.381.8, near-expiry ATM IV 162.6%170.3%, and expected move $15.8010.00.

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 CRCA86.3call-flow, 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%
03USOAXTI 81.1cleaner-spread, near-break, momentum, large-em108.05163.1%10.406.2%3.84B68.9K98.8K7.7%
04AXTI77.48 cleaner-spread, momentum, large-em, ultra-iv 47.36 161.5%170.3% 10.00 14.0% 416.60M70M 15.8K 28.7K 6.0%
0502 AAOI 58.572.1 call-flow, cleaner-spread, momentum 127.01 120.7%147.9% 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

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

Category Metric Value
Price Spot 47.36
Options ATM IV 161.5%170.3%
Options Expected Move $10.00 (21.1%)
Options Expiry / DTE 2026-03-20 / 8D
Trend EMA20 / EMA50 35.40 / 27.59
Trend R20 / R60 94.5% / 189.1%
Trend Distance to 20D breakout 0.0%
Risk HV20 192.4%
Risk ATR14% 14.0%
Liquidity ADV20$ 416.60M70M
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 77.481.8

0502 AAOI

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

Category Metric Value
Price Spot 127.01
Options ATM IV 120.7%147.9%
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 58.572.1

Failed Snapshot

  • MULL — not-uptrend
  • KORU — spot>=200.00, not-uptrend
  • BWET — adv20$<8.00M, optvol<500, optoi<1000
  • SOCFSLY — 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<$5.0
  • MAZE — optvol<500, optoi<1000
  • APLX — not-uptrend, ret20<0.0%, optvol<500
  • OPEX — not-uptrend, adv20$<8.00M, optvol<500, optoi<1000
  • REPX — optvol<500, optoi<1000
  • FNKO — not-uptrend, adv20$<8.00M, em<$5.0
  • ALLO — em<$5.0, optvol<500
  • CRCA — iv<120%
  • CRCG — em<$5.0
  • FEIM — optvol<500, optoi<1000
  • BYND — not-uptrend, em<$5.0
  • TSLS — not-uptrend, ret20<0.0%, optvol<500
  • ESLT — spot>=200.00, iv<120%
  • LABX — not-uptrend, ret20<0.0%

Desk Notes

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

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