Screening Report
Updated: 2026-03-16 08:42:45 MYT Source File:
screen-report-20260316-084244.mdGenerated: 2026-03-16 08:42 AM Universe: 10298 Top N: 10
Executive Summary
This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: AAOI with score 90.8, near-expiry ATM IV 161.7%, and expected move $15.90.
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 | AAOI | 90.8 | call-flow, cleaner-spread, momentum, large-em | 96.81 | 161.7% | 15.90 | 15.5% | 1.02B | 16.2K | 56.9K | 6.3% |
| 02 | MULL | 88.2 | call-flow, cleaner-spread, large-em, ultra-iv | 175.65 | 203.5% | 36.40 | 11.4% | 65.86M | 1.5K | 3.0K | 17.6% |
| 03 | UVXY | 85.8 | call-flow, cleaner-spread, momentum, large-em | 52.29 | 179.9% | 8.75 | 10.6% | 531.21M | 23.9K | 80.2K | 9.1% |
| 04 | CRCA | 84.7 | call-flow, cleaner-spread, momentum, large-em | 67.11 | 152.0% | 13.05 | 13.4% | 123.77M | 1.5K | 6.4K | 16.1% |
| 05 | USO | 84.5 | cleaner-spread, momentum, large-em, ultra-iv | 119.89 | 161.5% | 14.00 | 6.5% | 5.09B | 48.3K | 32.9K | 4.3% |
| 06 | AXTI | 83.3 | call-flow, cleaner-spread, momentum, large-em | 48.86 | 176.4% | 8.95 | 13.8% | 447.45M | 11.3K | 39.0K | 5.6% |
| 07 | UCO | 82.3 | cleaner-spread, momentum, large-em, ultra-iv | 40.26 | 227.4% | 8.50 | 6.9% | 552.73M | 7.1K | 39.5K | 7.1% |
| 08 | TERN | 51.3 | call-flow, near-break, momentum, large-em | 46.52 | 142.5% | 5.80 | 5.6% | 94.29M | 1.1K | 5.8K | 37.9% |
Analyst Breakdown
01 AAOI
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 96.81 |
| Options | ATM IV | 161.7% |
| Options | Expected Move | $15.90 (16.4%) |
| Options | Expiry / DTE | 2026-03-20 / 4D |
| Trend | EMA20 / EMA50 | 86.18 / 63.92 |
| Trend | R20 / R60 | 120.1% / 223.8% |
| Trend | Distance to 20D breakout | 31.2% |
| Risk | HV20 | 232.9% |
| Risk | ATR14% | 15.5% |
| Liquidity | ADV20$ | 1.02B |
| Options | Call/Put Vol Ratio | 2.49 |
| Options | Call/Put OI Ratio | 1.13 |
| Options | Total Option Volume | 16.2K |
| Options | Total Option OI | 56.9K |
| Execution | Spread% | 6.3% |
| Score | Composite Score | 90.8 |
02 MULL
Trading thesis: call-flow, cleaner-spread, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 175.65 |
| Options | ATM IV | 203.5% |
| Options | Expected Move | $36.40 (20.7%) |
| Options | Expiry / DTE | 2026-03-20 / 4D |
| Trend | EMA20 / EMA50 | 162.27 / 148.39 |
| Trend | R20 / R60 | 1.2% / 173.8% |
| Trend | Distance to 20D breakout | 4.8% |
| Risk | HV20 | 121.1% |
| Risk | ATR14% | 11.4% |
| Liquidity | ADV20$ | 65.86M |
| 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 |
03 UVXY
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 52.29 |
| Options | ATM IV | 179.9% |
| Options | Expected Move | $8.75 (16.7%) |
| Options | Expiry / DTE | 2026-03-20 / 4D |
| Trend | EMA20 / EMA50 | 44.25 / 42.08 |
| Trend | R20 / R60 | 31.6% / 23.9% |
| Trend | Distance to 20D breakout | 3.4% |
| Risk | HV20 | 123.3% |
| Risk | ATR14% | 10.6% |
| Liquidity | ADV20$ | 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 | 85.8 |
04 CRCA
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 67.11 |
| Options | ATM IV | 152.0% |
| Options | Expected Move | $13.05 (19.4%) |
| Options | Expiry / DTE | 2026-03-20 / 4D |
| Trend | EMA20 / EMA50 | 48.95 / 44.28 |
| Trend | R20 / R60 | 260.8% / 78.0% |
| Trend | Distance to 20D breakout | 5.5% |
| Risk | HV20 | 271.2% |
| Risk | ATR14% | 13.4% |
| Liquidity | ADV20$ | 123.77M |
| Options | Call/Put Vol Ratio | 4.45 |
| Options | Call/Put OI Ratio | 9.69 |
| Options | Total Option Volume | 1.5K |
| Options | Total Option OI | 6.4K |
| Execution | Spread% | 16.1% |
| Score | Composite Score | 84.7 |
05 USO
Trading thesis: cleaner-spread, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 119.89 |
| Options | ATM IV | 161.5% |
| Options | Expected Move | $14.00 (11.7%) |
| Options | Expiry / DTE | 2026-03-18 / 2D |
| Trend | EMA20 / EMA50 | 95.89 / 85.06 |
| Trend | R20 / R60 | 57.0% / 76.6% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 60.8% |
| Risk | ATR14% | 6.5% |
| Liquidity | ADV20$ | 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 | 84.5 |
06 AXTI
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 48.86 |
| Options | ATM IV | 176.4% |
| Options | Expected Move | $8.95 (18.3%) |
| Options | Expiry / DTE | 2026-03-20 / 4D |
| Trend | EMA20 / EMA50 | 37.66 / 29.14 |
| Trend | R20 / R60 | 97.1% / 229.5% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 187.8% |
| Risk | ATR14% | 13.8% |
| Liquidity | ADV20$ | 447.45M |
| Options | Call/Put Vol Ratio | 1.29 |
| Options | Call/Put OI Ratio | 0.63 |
| Options | Total Option Volume | 11.3K |
| Options | Total Option OI | 39.0K |
| Execution | Spread% | 5.6% |
| Score | Composite Score | 83.3 |
07 UCO
Trading thesis: cleaner-spread, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 40.26 |
| Options | ATM IV | 227.4% |
| Options | Expected Move | $8.50 (21.1%) |
| Options | Expiry / DTE | 2026-03-20 / 4D |
| Trend | EMA20 / EMA50 | 30.55 / 26.20 |
| Trend | R20 / R60 | 78.1% / 111.4% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 62.2% |
| Risk | ATR14% | 6.9% |
| Liquidity | ADV20$ | 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 |
08 TERN
Trading thesis: call-flow, near-break, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 46.52 |
| Options | ATM IV | 142.5% |
| Options | Expected Move | $5.80 (12.5%) |
| Options | Expiry / DTE | 2026-03-20 / 4D |
| Trend | EMA20 / EMA50 | 42.40 / 38.95 |
| Trend | R20 / R60 | 23.2% / 5.7% |
| Trend | Distance to 20D breakout | 0.6% |
| Risk | HV20 | 39.8% |
| Risk | ATR14% | 5.6% |
| Liquidity | ADV20$ | 94.29M |
| 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 | 51.3 |
Failed Snapshot
- DAVE — spot>=200.00
- LITE — spot>=200.00, not-uptrend
- UVIX — em<$5.0
- WTI — 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%
- RXT — em<$5.0
- KORU — spot>=200.00, not-uptrend, ret20<0.0%
- VRTL — optvol<500, optoi<1000
- SLS — em<$5.0
Desk Notes
The final ranking intentionally rewards high IV + strong trend + liquidity + active options.