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Screening Report

Updated: 2026-03-1213 15:08:42:2027 MYT Source File: screen-report-20260312-154220.20260313-084226.md Generated: 2026-03-1213 03:08:42 PMAM Universe: 1028610297 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: AXTICF with score 81.892.0, near-expiry ATM IV 170.3%534.5%, and expected move $10.0015.11.

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 AXTICF 81.892.0 cleaner-spread, momentum, large-em, ultra-iv 47.36136.00 170.534.5%15.115.3% 10.00669.43M 14.0%782 416.70M15.8K28.5.7K 6.0%17.9%
02 AAOICRCA 72.89.3call-flow, momentum, large-em, ultra-iv65.72161.9%14.8513.2%120.39M1.5K6.4K46.5%
03BNO89.1 call-flow, cleaner-spread, momentum, large-em48.25307.3%11.656.0%256.16M6.0K19.2K19.7%
04UCO87.1call-flow, cleaner-spread, momentum, large-em39.87218.2%10.256.7%520.09M7.2K40.8K4.9%
05AXTI80.2call-flow, cleaner-spread, near-break, momentum 127.0146.73 147.9%161.4% 10.109.35 10.7%14.1% 1.20B418.50M 15.8.1K37.6K9.6%
06USO69.6cleaner-spread, momentum118.39155.4%7.676.3%4.72B127.9K 23.7K123.4K 15.8%4.6%

Analyst Breakdown

01 AXTICF

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

Category Metric Value
Price Spot 47.36136.00
Options ATM IV 170.3%534.5%
Options Expected Move $10.0015.11 (21.11.1%)
Options Expiry / DTE 2026-03-2013 / 8D0D
Trend EMA20 / EMA50 35.40107.00 / 27.5997.51
Trend R20 / R60 94.5%40.3% / 189.1%71.7%
Trend Distance to 20D breakout 0.0%
Risk HV20 192.65.4%
Risk ATR14% 14.0%5.3%
Liquidity ADV20$ 416.70M669.43M
Options Call/Put Vol Ratio 0.3493
Options Call/Put OI Ratio 0.8650
Options Total Option Volume 15.8K782
Options Total Option OI 28.5.7K
Execution Spread% 6.0%17.9%
Score Composite Score 81.892.0

02 AAOICRCA

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

CategoryMetricValue
PriceSpot65.72
OptionsATM IV161.9%
OptionsExpected Move$14.85 (22.6%)
OptionsExpiry / DTE2026-03-20 / 7D
TrendEMA20 / EMA5047.04 / 43.35
TrendR20 / R60240.5% / 41.0%
TrendDistance to 20D breakout7.7%
RiskHV20273.4%
RiskATR14%13.2%
LiquidityADV20$120.39M
OptionsCall/Put Vol Ratio4.57
OptionsCall/Put OI Ratio9.68
OptionsTotal Option Volume1.5K
OptionsTotal Option OI6.4K
ExecutionSpread%46.5%
ScoreComposite Score89.3

03 BNO

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

CategoryMetricValue
PriceSpot48.25
OptionsATM IV307.3%
OptionsExpected Move$11.65 (24.1%)
OptionsExpiry / DTE2026-03-20 / 7D
TrendEMA20 / EMA5038.73 / 34.72
TrendR20 / R6046.7% / 70.8%
TrendDistance to 20D breakout0.0%
RiskHV2054.2%
RiskATR14%6.0%
LiquidityADV20$256.16M
OptionsCall/Put Vol Ratio1.88
OptionsCall/Put OI Ratio2.68
OptionsTotal Option Volume6.0K
OptionsTotal Option OI19.2K
ExecutionSpread%19.7%
ScoreComposite Score89.1

04 UCO

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

CategoryMetricValue
PriceSpot39.87
OptionsATM IV218.2%
OptionsExpected Move$10.25 (25.7%)
OptionsExpiry / DTE2026-03-20 / 7D
TrendEMA20 / EMA5029.52 / 25.62
TrendR20 / R6065.8% / 105.7%
TrendDistance to 20D breakout0.0%
RiskHV2069.3%
RiskATR14%6.7%
LiquidityADV20$520.09M
OptionsCall/Put Vol Ratio1.75
OptionsCall/Put OI Ratio1.68
OptionsTotal Option Volume7.2K
OptionsTotal Option OI40.8K
ExecutionSpread%4.9%
ScoreComposite Score87.1

05 AXTI

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

CategoryMetricValue
PriceSpot46.73
OptionsATM IV161.4%
OptionsExpected Move$9.35 (20.0%)
OptionsExpiry / DTE2026-03-20 / 7D
TrendEMA20 / EMA5036.48 / 28.34
TrendR20 / R6074.4% / 215.5%
TrendDistance to 20D breakout1.3%
RiskHV20192.0%
RiskATR14%14.1%
LiquidityADV20$418.50M
OptionsCall/Put Vol Ratio1.84
OptionsCall/Put OI Ratio0.60
OptionsTotal Option Volume8.1K
OptionsTotal Option OI37.6K
ExecutionSpread%9.6%
ScoreComposite Score80.2

06 USO

Trading thesis: cleaner-spread, momentum

Category Metric Value
Price Spot 127.01118.39
Options ATM IV 147.9%155.4%
Options Expected Move $10.107.67 (8.0%6.5%)
Options Expiry / DTE 2026-03-13 / 1D0D
Trend EMA20 / EMA50 82.8493.36 / 60.7983.64
Trend R20 / R60 161.9%50.1% / 249.7%72.1%
Trend Distance to 20D breakout 0.0%
Risk HV20 220.9%63.7%
Risk ATR14% 10.7%6.3%
Liquidity ADV20$ 1.20B4.72B
Options Call/Put Vol Ratio 1.680.72
Options Call/Put OI Ratio 0.7880
Options Total Option Volume 15.127.9K
Options Total Option OI 23.7K123.4K
Execution Spread% 15.8%4.6%
Score Composite Score 72.169.6

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, ret20<0.0%uptrend
  • CRDUEWY — not-uptrend, ret20<0.0%,
  • LWLG — em<$5.0
  • KORU — spot>=200.00, not-uptrend, ret20<0.0%
  • UVXY — em<$5.0
  • NUGT — spot>=200.00, not-uptrend, ret20<0.0%
  • REPX — optvol<500
  • APLXBWET — not-uptrend, ret20<0.0%, optvol<500
  • OPEX — not-uptrend, adv20$<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%
  • CRCGSOC — em<$5.0
  • FEIMUAMY — optvol<500, optoi<1000
  • BYND — not-uptrend, em<$5.0
  • TSLS — not-uptrend, ret20<0.0%, optvol<500
  • ESLT — spot>=200.00, iv<120%
  • LABXNOVT — not-uptrend, ret20<0.0%

Desk Notes

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

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