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Screening Report

Updated: 2026-03-13 08:15:42:2726 MYT Source File: screen-report-20260313-084226.154225.md Generated: 2026-03-13 08:03:42 AMPM Universe: 10297 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: CFAXTI with score 92.085.1, near-expiry ATM IV 534.5%171.2%, and expected move $15.119.35.

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 CF92.0cleaner-spread, momentum, large-em, ultra-iv136.00534.5%15.115.3%669.43M7825.7K17.9%
02CRCA89.3call-flow, momentum, large-em, ultra-iv65.72161.9%14.8513.2%120.39M1.5K6.4K46.5%
03BNO89.1call-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%
05AXTI 80.285.1 call-flow, cleaner-spread, near-break, momentum 46.73 161.4%171.2% 9.35 14.1% 418.50M66M 8.1K 37.6K 9.6%
0602 USOAAOI 69.660.9 cleaner-spread,call-flow, momentum 118.39106.19 155.4%7.67145.6% 6.3%45 4.72B13.7% 127.1.07B23.9K 123.4K26.3K 4.6%20.2%

Analyst Breakdown

01 CF

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

CategoryMetricValue
PriceSpot136.00
OptionsATM IV534.5%
OptionsExpected Move$15.11 (11.1%)
OptionsExpiry / DTE2026-03-13 / 0D
TrendEMA20 / EMA50107.00 / 97.51
TrendR20 / R6040.3% / 71.7%
TrendDistance to 20D breakout0.0%
RiskHV2065.4%
RiskATR14%5.3%
LiquidityADV20$669.43M
OptionsCall/Put Vol Ratio0.93
OptionsCall/Put OI Ratio0.50
OptionsTotal Option Volume782
OptionsTotal Option OI5.7K
ExecutionSpread%17.9%
ScoreComposite Score92.0

02 CRCA

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

Category Metric Value
Price Spot 46.73
Options ATM IV 161.4%171.2%
Options Expected Move $9.35 (20.0%)
Options Expiry / DTE 2026-03-20 / 7D
Trend EMA20 / EMA50 36.48 / 28.34
Trend R20 / R60 74.4% / 215.5%
Trend Distance to 20D breakout 1.3%
Risk HV20 192.0%
Risk ATR14% 14.1%
Liquidity ADV20$ 418.50M66M
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 80.285.1

0602 USOAAOI

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

Category Metric Value
Price Spot 118.39106.19
Options ATM IV 155.4%145.6%
Options Expected Move $7.676.45 (6.5%1%)
Options Expiry / DTE 2026-03-13 / 0D
Trend EMA20 / EMA50 93.3685.06 / 83.6462.57
Trend R20 / R60 50.1%119.4% / 72.1%231.2%
Trend Distance to 20D breakout 0.0%19.6%
Risk HV20 63.7%233.2%
Risk ATR14% 6.3%13.7%
Liquidity ADV20$ 4.72B1.07B
Options Call/Put Vol Ratio 0.721.29
Options Call/Put OI Ratio 0.8082
Options Total Option Volume 127.23.9K
Options Total Option OI 123.4K26.3K
Execution Spread% 4.6%20.2%
Score Composite Score 69.660.9

Failed Snapshot

  • MULLCF — optoi<1000
  • BNO — optoi<1000
  • JDST — not-uptrend,uptrend
    • ret20
  • FSLY — em<0.0%$5.0
  • TECL — not-uptrend, ret20<0.0%
  • FSLY — em<$5.0
  • UVIX — em<$5.0
  • JDST — not-uptrend
  • EWY — not-uptrend, ret20<0.0%, optoi<1000
  • LWLGCRCA — emiv<$5.0120%
  • KORUREPX — optvol<500, optoi<1000
  • APLX — not-uptrend, ret20<0.0%, optvol<500
  • ADBE — spot>=200.00, not-uptrend, ret20atr14%<0.0%4.0
  • UVXYALLO — em<$5.00, optvol<500
  • NUGT — spot>=200.00, not-uptrend, ret20<0.0%, optoi<1000
  • REPXCRCG — em<$5.0, optvol<500
  • BWET — adv20$<8.00M, optvol<500, optoi<1000
  • SOC — em<$5.0
  • UAMY — em<$5.0
  • NOVTSGI — not-uptrend, ret20<0.0%, optoi<1000
  • TSLS — not-uptrend, ret20<0.0%, optvol<500

Desk Notes

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

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