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Screening Report

Updated: 2026-03-1516 15:43:1608:42:45 MYT Source File: screen-report-20260315-154316.20260316-084244.md Generated: 2026-03-1516 03:4308:42 PMAM 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% 65.83M86M 1.5K 3.0K 17.6%
03UVXY85.8call-flow, cleaner-spread, momentum, large-em52.29179.9%8.7510.6%531.21M23.9K80.2K9.1%
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%
0405USO84.5cleaner-spread, momentum, large-em, ultra-iv119.89161.5%14.006.5%5.09B48.3K32.9K4.3%
06 AXTI 83.3 call-flow, cleaner-spread, momentum, large-em 48.86 176.4% 8.95 13.8% 447.20M45M 11.3K 39.0K 5.6%
0507 UCO 82.3 cleaner-spread, momentum, large-em, ultra-iv 40.26 207.6%227.4% 8.50 6.9% 552.73M 7.1K 39.5K 7.1%
06UVXY78.0call-flow, cleaner-spread, momentum, large-em52.29164.3%8.7510.6%531.21M23.9K80.2K9.1%
07USO73.7cleaner-spread, momentum, large-em119.89139.9%14.006.5%5.09B48.3K32.9K4.3%
08 TERN 51.3 call-flow, near-break, momentum, large-em 46.52 142.5% 5.80 5.6% 94.28M29M 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 $15.90 (16.4%)
Options Expiry / DTE 2026-03-20 / 5D4D
Trend EMA20 / EMA50 86.18 / 63.92
Trend R20 / R60 120.1% / 223.8%
Trend Distance to 20D breakout 31.2%
Risk HV20 232.9%
Risk ATR14% 15.5%
Liquidity ADV20$ 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 $36.40 (20.7%)
Options Expiry / DTE 2026-03-20 / 5D4D
Trend EMA20 / EMA50 162.27 / 148.39
Trend R20 / R60 1.2% / 173.8%
Trend Distance to 20D breakout 4.8%
Risk HV20 121.1%
Risk ATR14% 11.4%
Liquidity ADV20$ 65.83M86M
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

CategoryMetricValue
PriceSpot52.29
OptionsATM IV179.9%
OptionsExpected Move$8.75 (16.7%)
OptionsExpiry / DTE2026-03-20 / 4D
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 Score85.8

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 $13.05 (19.4%)
Options Expiry / DTE 2026-03-20 / 5D4D
Trend EMA20 / EMA50 48.95 / 44.28
Trend R20 / R60 260.8% / 78.0%
Trend Distance to 20D breakout 5.5%
Risk HV20 271.2%
Risk ATR14% 13.4%
Liquidity ADV20$ 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

0405 USO

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

CategoryMetricValue
PriceSpot119.89
OptionsATM IV161.5%
OptionsExpected Move$14.00 (11.7%)
OptionsExpiry / DTE2026-03-18 / 2D
TrendEMA20 / EMA5095.89 / 85.06
TrendR20 / R6057.0% / 76.6%
TrendDistance to 20D breakout0.0%
RiskHV2060.8%
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 Score84.5

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 $8.95 (18.3%)
Options Expiry / DTE 2026-03-20 / 5D4D
Trend EMA20 / EMA50 37.66 / 29.14
Trend R20 / R60 97.1% / 229.5%
Trend Distance to 20D breakout 0.0%
Risk HV20 187.8%
Risk ATR14% 13.8%
Liquidity ADV20$ 447.20M45M
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

0507 UCO

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

Category Metric Value
Price Spot 40.26
Options ATM IV 207.6%227.4%
Options Expected Move $8.50 (21.1%)
Options Expiry / DTE 2026-03-20 / 5D4D
Trend EMA20 / EMA50 30.55 / 26.20
Trend R20 / R60 78.1% / 111.4%
Trend Distance to 20D breakout 0.0%
Risk HV20 62.2%
Risk ATR14% 6.9%
Liquidity ADV20$ 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

06 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

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%
RiskHV2060.8%
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

Category Metric Value
Price Spot 46.52
Options ATM IV 142.5%
Options Expected Move $5.80 (12.5%)
Options Expiry / DTE 2026-03-20 / 5D4D
Trend EMA20 / EMA50 42.40 / 38.95
Trend R20 / R60 23.2% / 5.7%
Trend Distance to 20D breakout 0.6%
Risk HV20 39.8%
Risk ATR14% 5.6%
Liquidity ADV20$ 94.28M29M
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%
  • WTI — em<$5.0
  • 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.

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