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Screening Report

Updated: 2026-03-15 08:42:4415:43:16 MYT Source File: screen-report-20260315-084243.154316.md Generated: 2026-03-15 08:4203:43 AMPM Universe: 10298 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: MULLAAOI with score 88.290.8, near-expiry ATM IV 188.4%161.7%, and expected move $36.4015.90.

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 MULL88.2call-flow, cleaner-spread, large-em, ultra-iv175.65188.4%36.4011.4%65.83M1.5K3.0K17.6%
02AAOI 84.90.8 call-flow, cleaner-spread, momentum, large-em 96.81 149.161.7% 15.90 15.5% 1.02B 16.2K 56.9K 6.3%
02MULL88.2call-flow, cleaner-spread, large-em, ultra-iv175.65203.5%36.4011.4%65.83M1.5K3.0K17.6%
03CRCA84.7call-flow, cleaner-spread, momentum, large-em67.11152.0%13.0513.4%123.77M1.5K6.4K16.1%
04AXTI83.3call-flow, cleaner-spread, momentum, large-em48.86176.4%8.9513.8%447.20M11.3K39.0K5.6%
05 UCO 82.3 cleaner-spread, momentum, large-em, ultra-iv 40.26 207.6% 8.50 6.9% 552.73M 7.1K 39.5K 7.1%
04CRCA79.1call-flow, cleaner-spread, momentum, large-em67.11140.7%13.0513.4%123.77M1.5K6.4K16.1%
0506 UVXY 78.0 call-flow, cleaner-spread, momentum, large-em 52.29 164.3% 8.75 10.6% 531.21M 23.9K 80.2K 9.1%
06AXTI76.8call-flow, cleaner-spread, momentum, large-em48.86163.4%8.9513.8%447.20M11.3K39.0K5.6%
07 USO 73.7 cleaner-spread, momentum, large-em 119.89 139.9% 14.00 6.5% 5.09B 48.3K 32.9K 4.3%
08 TERN 46.051.3 call-flow, near-break, momentum, large-em 46.52 131.9%142.5% 5.80 5.6% 94.28M 1.1K 5.8K 37.9%

Analyst Breakdown

01 AAOI

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

CategoryMetricValue
PriceSpot96.81
OptionsATM IV161.7%
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 Score90.8

02 MULL

Trading thesis: call-flow, cleaner-spread, large-em, ultra-iv

Category Metric Value
Price Spot 175.65
Options ATM IV 188.4%203.5%
Options Expected Move $36.40 (20.7%)
Options Expiry / DTE 2026-03-20 / 5D
Trend EMA20 / EMA50 162.27 / 148.39
Trend R20 / R60 1.2% / 173.8%
Trend Distance to 20D breakout 4.8%
Risk HV20 121.1%
Risk ATR14% 11.4%
Liquidity ADV20$ 65.83M
Options Call/Put Vol Ratio 1.57
Options Call/Put OI Ratio 1.28
Options Total Option Volume 1.5K
Options Total Option OI 3.0K
Execution Spread% 17.6%
Score Composite Score 88.2

0203 AAOICRCA

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

Category Metric Value
Price Spot 96.8167.11
Options ATM IV 149.7%152.0%
Options Expected Move $15.9013.05 (16.19.4%)
Options Expiry / DTE 2026-03-20 / 5D
Trend EMA20 / EMA50 86.1848.95 / 63.9244.28
Trend R20 / R60 120.1%260.8% / 223.8%78.0%
Trend Distance to 20D breakout 31.2%5.5%
Risk HV20 232.9%271.2%
Risk ATR14% 15.5%13.4%
Liquidity ADV20$ 1.02B123.77M
Options Call/Put Vol Ratio 2.494.45
Options Call/Put OI Ratio 1.139.69
Options Total Option Volume 16.2K1.5K
Options Total Option OI 56.9K6.4K
Execution Spread% 6.3%16.1%
Score Composite Score 84.87

0304 AXTI

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

CategoryMetricValue
PriceSpot48.86
OptionsATM IV176.4%
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
OptionsCall/Put Vol Ratio1.29
OptionsCall/Put OI Ratio0.63
OptionsTotal Option Volume11.3K
OptionsTotal Option OI39.0K
ExecutionSpread%5.6%
ScoreComposite Score83.3

05 UCO

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

Category Metric Value
Price Spot 40.26
Options ATM IV 207.6%
Options Expected Move $8.50 (21.1%)
Options Expiry / DTE 2026-03-20 / 5D
Trend EMA20 / EMA50 30.55 / 26.20
Trend R20 / R60 78.1% / 111.4%
Trend Distance to 20D breakout 0.0%
Risk HV20 62.2%
Risk ATR14% 6.9%
Liquidity ADV20$ 552.73M
Options Call/Put Vol Ratio 0.96
Options Call/Put OI Ratio 1.56
Options Total Option Volume 7.1K
Options Total Option OI 39.5K
Execution Spread% 7.1%
Score Composite Score 82.3

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%
RiskATR14%13.4%
LiquidityADV20$123.77M
OptionsCall/Put Vol Ratio4.45
OptionsCall/Put OI Ratio9.69
OptionsTotal Option Volume1.5K
OptionsTotal Option OI6.4K
ExecutionSpread%16.1%
ScoreComposite Score79.1

0506 UVXY

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

Category Metric Value
Price Spot 52.29
Options ATM IV 164.3%
Options Expected Move $8.75 (16.7%)
Options Expiry / DTE 2026-03-20 / 5D
Trend EMA20 / EMA50 44.25 / 42.08
Trend R20 / R60 31.6% / 23.9%
Trend Distance to 20D breakout 3.4%
Risk HV20 123.3%
Risk ATR14% 10.6%
Liquidity ADV20$ 531.21M
Options Call/Put Vol Ratio 1.80
Options Call/Put OI Ratio 2.33
Options Total Option Volume 23.9K
Options Total Option OI 80.2K
Execution Spread% 9.1%
Score Composite Score 78.0

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
OptionsCall/Put Vol Ratio1.29
OptionsCall/Put OI Ratio0.63
OptionsTotal Option Volume11.3K
OptionsTotal Option OI39.0K
ExecutionSpread%5.6%
ScoreComposite Score76.8

07 USO

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

Category Metric Value
Price Spot 119.89
Options ATM IV 139.9%
Options Expected Move $14.00 (11.7%)
Options Expiry / DTE 2026-03-18 / 3D
Trend EMA20 / EMA50 95.89 / 85.06
Trend R20 / R60 57.0% / 76.6%
Trend Distance to 20D breakout 0.0%
Risk HV20 60.8%
Risk ATR14% 6.5%
Liquidity ADV20$ 5.09B
Options Call/Put Vol Ratio 0.69
Options Call/Put OI Ratio 1.02
Options Total Option Volume 48.3K
Options Total Option OI 32.9K
Execution Spread% 4.3%
Score Composite Score 73.7

08 TERN

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

Category Metric Value
Price Spot 46.52
Options ATM IV 131.9%142.5%
Options Expected Move $5.80 (12.5%)
Options Expiry / DTE 2026-03-20 / 5D
Trend EMA20 / EMA50 42.40 / 38.95
Trend R20 / R60 23.2% / 5.7%
Trend Distance to 20D breakout 0.6%
Risk HV20 39.8%
Risk ATR14% 5.6%
Liquidity ADV20$ 94.28M
Options Call/Put Vol Ratio 4.57
Options Call/Put OI Ratio 0.89
Options Total Option Volume 1.1K
Options Total Option OI 5.8K
Execution Spread% 37.9%
Score Composite Score 46.051.3

Failed Snapshot

  • DAVE — spot>=200.00
  • UVIX — em<$5.0
  • LITE — spot>=200.00, not-uptrend
  • UVIX — em<$5.0
  • PL — not-uptrend
  • JDST — not-uptrend
  • LWLG — em<$5.0
  • RCAT — em<$5.0
  • NEBX — not-uptrend
  • REPX — optvol<500
  • NOVT — not-uptrend, ret20<0.0%
  • WTI — em<$5.0
  • RXT — em<$5.0
  • KORU — spot>=200.00, not-uptrend, ret20<0.0%
  • NEBXVRTL — not-uptrendoptvol<500, optoi<1000
  • RCATSLS — em<$5.0
  • CRDU — not-uptrend, ret20<0.0%, optvol<500
  • ELF — not-uptrend, ret20<0.0%

Desk Notes

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

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