Screening Report
Updated: 2026-03-13 08:42:27 MYT Source File:
screen-report-20260313-084226.mdGenerated: 2026-03-13 08:42 AM Universe: 10297 Top N: 10
Executive Summary
This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: CF with score 92.0, near-expiry ATM IV 534.5%, and expected move $15.11.
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 | CF | 92.0 | cleaner-spread, momentum, large-em, ultra-iv | 136.00 | 534.5% | 15.11 | 5.3% | 669.43M | 782 | 5.7K | 17.9% |
| 02 | CRCA | 89.3 | call-flow, momentum, large-em, ultra-iv | 65.72 | 161.9% | 14.85 | 13.2% | 120.39M | 1.5K | 6.4K | 46.5% |
| 03 | BNO | 89.1 | call-flow, cleaner-spread, momentum, large-em | 48.25 | 307.3% | 11.65 | 6.0% | 256.16M | 6.0K | 19.2K | 19.7% |
| 04 | UCO | 87.1 | call-flow, cleaner-spread, momentum, large-em | 39.87 | 218.2% | 10.25 | 6.7% | 520.09M | 7.2K | 40.8K | 4.9% |
| 05 | AXTI | 80.2 | call-flow, cleaner-spread, near-break, momentum | 46.73 | 161.4% | 9.35 | 14.1% | 418.50M | 8.1K | 37.6K | 9.6% |
| 06 | USO | 69.6 | cleaner-spread, momentum | 118.39 | 155.4% | 7.67 | 6.3% | 4.72B | 127.9K | 123.4K | 4.6% |
Analyst Breakdown
01 CF
Trading thesis: cleaner-spread, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 136.00 |
| Options | ATM IV | 534.5% |
| Options | Expected Move | $15.11 (11.1%) |
| Options | Expiry / DTE | 2026-03-13 / 0D |
| Trend | EMA20 / EMA50 | 107.00 / 97.51 |
| Trend | R20 / R60 | 40.3% / 71.7% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 65.4% |
| Risk | ATR14% | 5.3% |
| Liquidity | ADV20$ | 669.43M |
| Options | Call/Put Vol Ratio | 0.93 |
| Options | Call/Put OI Ratio | 0.50 |
| Options | Total Option Volume | 782 |
| Options | Total Option OI | 5.7K |
| Execution | Spread% | 17.9% |
| Score | Composite Score | 92.0 |
02 CRCA
Trading thesis: call-flow, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 65.72 |
| Options | ATM IV | 161.9% |
| Options | Expected Move | $14.85 (22.6%) |
| Options | Expiry / DTE | 2026-03-20 / 7D |
| Trend | EMA20 / EMA50 | 47.04 / 43.35 |
| Trend | R20 / R60 | 240.5% / 41.0% |
| Trend | Distance to 20D breakout | 7.7% |
| Risk | HV20 | 273.4% |
| Risk | ATR14% | 13.2% |
| Liquidity | ADV20$ | 120.39M |
| Options | Call/Put Vol Ratio | 4.57 |
| Options | Call/Put OI Ratio | 9.68 |
| Options | Total Option Volume | 1.5K |
| Options | Total Option OI | 6.4K |
| Execution | Spread% | 46.5% |
| Score | Composite Score | 89.3 |
03 BNO
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 48.25 |
| Options | ATM IV | 307.3% |
| Options | Expected Move | $11.65 (24.1%) |
| Options | Expiry / DTE | 2026-03-20 / 7D |
| Trend | EMA20 / EMA50 | 38.73 / 34.72 |
| Trend | R20 / R60 | 46.7% / 70.8% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 54.2% |
| Risk | ATR14% | 6.0% |
| Liquidity | ADV20$ | 256.16M |
| Options | Call/Put Vol Ratio | 1.88 |
| Options | Call/Put OI Ratio | 2.68 |
| Options | Total Option Volume | 6.0K |
| Options | Total Option OI | 19.2K |
| Execution | Spread% | 19.7% |
| Score | Composite Score | 89.1 |
04 UCO
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 39.87 |
| Options | ATM IV | 218.2% |
| Options | Expected Move | $10.25 (25.7%) |
| Options | Expiry / DTE | 2026-03-20 / 7D |
| Trend | EMA20 / EMA50 | 29.52 / 25.62 |
| Trend | R20 / R60 | 65.8% / 105.7% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 69.3% |
| Risk | ATR14% | 6.7% |
| Liquidity | ADV20$ | 520.09M |
| Options | Call/Put Vol Ratio | 1.75 |
| Options | Call/Put OI Ratio | 1.68 |
| Options | Total Option Volume | 7.2K |
| Options | Total Option OI | 40.8K |
| Execution | Spread% | 4.9% |
| Score | Composite Score | 87.1 |
05 AXTI
Trading thesis: call-flow, cleaner-spread, near-break, momentum
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 46.73 |
| Options | ATM IV | 161.4% |
| Options | Expected Move | $9.35 (20.0%) |
| Options | Expiry / DTE | 2026-03-20 / 7D |
| Trend | EMA20 / EMA50 | 36.48 / 28.34 |
| Trend | R20 / R60 | 74.4% / 215.5% |
| Trend | Distance to 20D breakout | 1.3% |
| Risk | HV20 | 192.0% |
| Risk | ATR14% | 14.1% |
| Liquidity | ADV20$ | 418.50M |
| Options | Call/Put Vol Ratio | 1.84 |
| Options | Call/Put OI Ratio | 0.60 |
| Options | Total Option Volume | 8.1K |
| Options | Total Option OI | 37.6K |
| Execution | Spread% | 9.6% |
| Score | Composite Score | 80.2 |
06 USO
Trading thesis: cleaner-spread, momentum
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 118.39 |
| Options | ATM IV | 155.4% |
| Options | Expected Move | $7.67 (6.5%) |
| Options | Expiry / DTE | 2026-03-13 / 0D |
| Trend | EMA20 / EMA50 | 93.36 / 83.64 |
| Trend | R20 / R60 | 50.1% / 72.1% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 63.7% |
| Risk | ATR14% | 6.3% |
| Liquidity | ADV20$ | 4.72B |
| Options | Call/Put Vol Ratio | 0.72 |
| Options | Call/Put OI Ratio | 0.80 |
| Options | Total Option Volume | 127.9K |
| Options | Total Option OI | 123.4K |
| Execution | Spread% | 4.6% |
| Score | Composite Score | 69.6 |
Failed Snapshot
- MULL — not-uptrend, ret20<0.0%
- TECL — not-uptrend, ret20<0.0%
- FSLY — em<$5.0
- UVIX — em<$5.0
- JDST — not-uptrend
- EWY — not-uptrend, ret20<0.0%
- LWLG — em<$5.0
- KORU — spot>=200.00, not-uptrend, ret20<0.0%
- UVXY — em<$5.0
- NUGT — spot>=200.00, not-uptrend, ret20<0.0%
- REPX — optvol<500
- BWET — adv20$<8.00M, optvol<500, optoi<1000
- SOC — em<$5.0
- UAMY — em<$5.0
- NOVT — not-uptrend, ret20<0.0%
Desk Notes
The final ranking intentionally rewards high IV + strong trend + liquidity + active options.