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Screening Report

Updated: 2026-03-1315 15:08:42:2644 MYT Source File: screen-report-20260313-154225.20260315-084243.md Generated: 2026-03-1315 03:08:42 PMAM Universe: 1029710298 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: AXTIMULL with score 85.188.2, near-expiry ATM IV 171.2%188.4%, and expected move $9.3536.40.

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 AXTIMULL 85.188.2 call-flow, cleaner-spread, near-break,large-em, momentumultra-iv 46.73175.65 171.2%188.4% 9.3536.40 14.1%11.4% 418.66M65.83M 8.1K1.5K 37.6K3.0K 9.17.6%
02 AAOI 60.984.8 call-flow, momentumcleaner-spread, momentum, large-em 106.1996.81 145.149.7%15.9015.5%1.02B16.2K56.9K6.3%
03UCO82.3cleaner-spread, momentum, large-em, ultra-iv40.26207.6% 8.506.459%552.73M7.1K39.5K7.1%
04CRCA79.1call-flow, cleaner-spread, momentum, large-em67.11140.7% 13.7%0513.4%123.77M 1.07B5K6.4K16.1%
05UVXY78.0call-flow, cleaner-spread, momentum, large-em52.29164.3%8.7510.6%531.21M 23.9K 26.80.2K9.1%
06AXTI76.8call-flow, cleaner-spread, momentum, large-em48.86163.4%8.9513.8%447.20M11.3K 20.2%39.0K5.6%
07USO73.7cleaner-spread, momentum, large-em119.89139.9%14.006.5%5.09B48.3K32.9K4.3%
08TERN46.0call-flow, near-break, momentum, large-em46.52131.9%5.805.6%94.28M1.1K5.8K37.9%

Analyst Breakdown

01 AXTIMULL

Trading thesis: call-flow, cleaner-spread, near-break,large-em, momentumultra-iv

Category Metric Value
Price Spot 46.73175.65
Options ATM IV 171.2%188.4%
Options Expected Move $9.3536.40 (20.0%7%)
Options Expiry / DTE 2026-03-20 / 7D5D
Trend EMA20 / EMA50 36.48162.27 / 28.34148.39
Trend R20 / R60 74.4%1.2% / 215.5%173.8%
Trend Distance to 20D breakout 1.3%4.8%
Risk HV20 192.0%121.1%
Risk ATR14% 14.1%11.4%
Liquidity ADV20$ 418.66M65.83M
Options Call/Put Vol Ratio 1.8457
Options Call/Put OI Ratio 0.601.28
Options Total Option Volume 8.1K1.5K
Options Total Option OI 37.6K3.0K
Execution Spread% 9.17.6%
Score Composite Score 85.188.2

02 AAOI

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

Category Metric Value
Price Spot 106.1996.81
Options ATM IV 145.149.7%
OptionsExpected Move$15.90 (16.4%)
OptionsExpiry / DTE2026-03-20 / 5D
TrendEMA20 / EMA5086.18 / 63.92
TrendR20 / R60120.1% / 223.8%
TrendDistance to 20D breakout31.2%
RiskHV20232.9%
RiskATR14%15.5%
LiquidityADV20$1.02B
OptionsCall/Put Vol Ratio2.49
OptionsCall/Put OI Ratio1.13
OptionsTotal Option Volume16.2K
OptionsTotal Option OI56.9K
ExecutionSpread%6.3%
ScoreComposite Score84.8

03 UCO

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

CategoryMetricValue
PriceSpot40.26
OptionsATM IV207.6%
Options Expected Move $6.458.50 (6.21.1%)
Options Expiry / DTE 2026-03-1320 / 0D5D
Trend EMA20 / EMA50 85.0630.55 / 62.5726.20
Trend R20 / R60 119.4%78.1% / 231.2%111.4%
Trend Distance to 20D breakout 19.6%0.0%
Risk HV20 233.62.2%
RiskATR14%6.9%
LiquidityADV20$552.73M
OptionsCall/Put Vol Ratio0.96
OptionsCall/Put OI Ratio1.56
OptionsTotal Option Volume7.1K
OptionsTotal Option OI39.5K
ExecutionSpread%7.1%
ScoreComposite Score82.3

04 CRCA

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

CategoryMetricValue
PriceSpot67.11
OptionsATM IV140.7%
OptionsExpected Move$13.05 (19.4%)
OptionsExpiry / DTE2026-03-20 / 5D
TrendEMA20 / EMA5048.95 / 44.28
TrendR20 / R60260.8% / 78.0%
TrendDistance to 20D breakout5.5%
RiskHV20271.2%
Risk ATR14% 13.7%4%
Liquidity ADV20$ 123.77M
OptionsCall/Put Vol Ratio4.45
OptionsCall/Put OI Ratio9.69
OptionsTotal Option Volume1.07B5K
OptionsTotal Option OI6.4K
ExecutionSpread%16.1%
ScoreComposite Score79.1

05 UVXY

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

CategoryMetricValue
PriceSpot52.29
OptionsATM IV164.3%
OptionsExpected Move$8.75 (16.7%)
OptionsExpiry / DTE2026-03-20 / 5D
TrendEMA20 / EMA5044.25 / 42.08
TrendR20 / R6031.6% / 23.9%
TrendDistance to 20D breakout3.4%
RiskHV20123.3%
RiskATR14%10.6%
LiquidityADV20$531.21M
OptionsCall/Put Vol Ratio1.80
OptionsCall/Put OI Ratio2.33
OptionsTotal Option Volume23.9K
OptionsTotal Option OI80.2K
ExecutionSpread%9.1%
ScoreComposite Score78.0

06 AXTI

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

CategoryMetricValue
PriceSpot48.86
OptionsATM IV163.4%
OptionsExpected Move$8.95 (18.3%)
OptionsExpiry / DTE2026-03-20 / 5D
TrendEMA20 / EMA5037.66 / 29.14
TrendR20 / R6097.1% / 229.5%
TrendDistance to 20D breakout0.0%
RiskHV20187.8%
RiskATR14%13.8%
LiquidityADV20$447.20M
Options Call/Put Vol Ratio 1.29
Options Call/Put OI Ratio 0.8263
Options Total Option Volume 23.9K11.3K
Options Total Option OI 26.3K39.0K
Execution Spread% 20.2%5.6%
Score Composite Score 76.8

07 USO

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

CategoryMetricValue
PriceSpot119.89
OptionsATM IV139.9%
OptionsExpected Move$14.00 (11.7%)
OptionsExpiry / DTE2026-03-18 / 3D
TrendEMA20 / EMA5095.89 / 85.06
TrendR20 / R6057.0% / 76.6%
TrendDistance to 20D breakout0.0%
RiskHV2060.98%
RiskATR14%6.5%
LiquidityADV20$5.09B
OptionsCall/Put Vol Ratio0.69
OptionsCall/Put OI Ratio1.02
OptionsTotal Option Volume48.3K
OptionsTotal Option OI32.9K
ExecutionSpread%4.3%
ScoreComposite Score73.7

08 TERN

Trading thesis: call-flow, near-break, momentum, large-em

CategoryMetricValue
PriceSpot46.52
OptionsATM IV131.9%
OptionsExpected Move$5.80 (12.5%)
OptionsExpiry / DTE2026-03-20 / 5D
TrendEMA20 / EMA5042.40 / 38.95
TrendR20 / R6023.2% / 5.7%
TrendDistance to 20D breakout0.6%
RiskHV2039.8%
RiskATR14%5.6%
LiquidityADV20$94.28M
OptionsCall/Put Vol Ratio4.57
OptionsCall/Put OI Ratio0.89
OptionsTotal Option Volume1.1K
OptionsTotal Option OI5.8K
ExecutionSpread%37.9%
ScoreComposite Score46.0

Failed Snapshot

  • CFDAVE — optoi<1000spot>=200.00
  • BNOUVIX — optoiem<1000$5.0
  • LITE — spot>=200.00, not-uptrend
  • PL — not-uptrend
  • JDST — not-uptrend
  • FSLYLWLG — em<$5.0
  • TECLREPX — optvol<500
  • NOVT — not-uptrend, ret20<0.0%
  • EWYWTI — em<$5.0
  • RXT — em<$5.0
  • KORU — spot>=200.00, not-uptrend, ret20<0.0%, optoi<1000
  • CRCANEBX — iv<120%not-uptrend
  • REPXRCAT — optvolem<500, optoi<1000$5.0
  • APLXCRDU — not-uptrend, ret20<0.0%, optvol<500
  • ADBE — spot>=200.00, not-uptrend, atr14%<4.0
  • ALLO — em<$5.0, optvol<500
  • NUGT — spot>=200.00, not-uptrend, ret20<0.0%, optoi<1000
  • CRCG — em<$5.0, optvol<500
  • SGIELF — 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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