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Screening Report

Updated: 2026-03-16 08:15:42:4551 MYT Source File: screen-report-20260316-084244.154250.md Generated: 2026-03-16 08:03:42 AMPM 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 90.898.5, near-expiry ATM IV 161.7%177.1%, 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 90.898.5 call-flow, cleaner-spread, momentum, large-em 96.81 161.7%177.1% 15.90 15.5% 1.02B 16.2K 56.9K 6.3%
02 MULL88.2call-flow, cleaner-spread, large-em, ultra-iv175.65203.5%36.4011.4%65.86M1.5K3.0K17.6%
03UVXYAXTI 85.8call-flow, cleaner-spread, momentum, large-em52.29179.9%8.7510.6%531.21M23.9K80.2K9.1%
04CRCA84.7call-flow, cleaner-spread, momentum, large-em67.11152.0%13.0513.4%123.77M1.5K6.4K16.1%
05USO84.5cleaner-spread, momentum, large-em, ultra-iv119.89161.5%14.006.5%5.09B48.3K32.9K4.3%
06AXTI83.31 call-flow, cleaner-spread, momentum, large-em 48.86 176.4%193.3% 8.95 13.8% 447.45M 11.3K 39.0K 5.6%
07UCO82.3cleaner-spread, momentum, large-em, ultra-iv40.26227.4%8.506.9%552.73M7.1K39.5K7.1%
08TERN51.3call-flow, near-break, momentum, large-em46.52142.5%5.805.6%94.29M1.1K5.8K37.9%

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%177.1%
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 90.898.5

02 MULL

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

CategoryMetricValue
PriceSpot175.65
OptionsATM IV203.5%
OptionsExpected Move$36.40 (20.7%)
OptionsExpiry / DTE2026-03-20 / 4D
TrendEMA20 / EMA50162.27 / 148.39
TrendR20 / R601.2% / 173.8%
TrendDistance to 20D breakout4.8%
RiskHV20121.1%
RiskATR14%11.4%
LiquidityADV20$65.86M
OptionsCall/Put Vol Ratio1.57
OptionsCall/Put OI Ratio1.28
OptionsTotal Option Volume1.5K
OptionsTotal Option OI3.0K
ExecutionSpread%17.6%
ScoreComposite Score88.2

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

CategoryMetricValue
PriceSpot67.11
OptionsATM IV152.0%
OptionsExpected Move$13.05 (19.4%)
OptionsExpiry / DTE2026-03-20 / 4D
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 Score84.7

05 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%193.3%
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

CategoryMetricValue
PriceSpot40.26
OptionsATM IV227.4%
OptionsExpected Move$8.50 (21.1%)
OptionsExpiry / DTE2026-03-20 / 4D
TrendEMA20 / EMA5030.55 / 26.20
TrendR20 / R6078.1% / 111.4%
TrendDistance to 20D breakout0.0%
RiskHV2062.2%
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

08 TERN

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

CategoryMetricValue
PriceSpot46.52
OptionsATM IV142.5%
OptionsExpected Move$5.80 (12.5%)
OptionsExpiry / DTE2026-03-20 / 4D
TrendEMA20 / EMA5042.40 / 38.95
TrendR20 / R6023.2% / 5.7%
TrendDistance to 20D breakout0.6%
RiskHV2039.8%
RiskATR14%5.6%
LiquidityADV20$94.29M
OptionsCall/Put Vol Ratio4.57
OptionsCall/Put OI Ratio0.89
OptionsTotal Option Volume1.1K
OptionsTotal Option OI5.8K
ExecutionSpread%37.9%
ScoreComposite Score51.385.1

Failed Snapshot

  • DAVE — spot>=200.00
  • LITE — spot>=200.00, not-uptrend
  • UVIXCRCG — em<$5.0
  • WTI — em<$5.0
  • PLCRDU — not-uptrend
    • uptrend,
  • JDST — not-uptrend
  • LWLG — emret20<$5.0
  • RCAT — em<$5.0
  • NEBX — not-uptrend
  • REPX —0.0%, optvol<500
  • NOVT — not-uptrend, ret20<0.0%, optoi<1000
  • RXT — em<$5.0
  • KORU — spot>=200.00, not-uptrend, ret20<0.0%
  • VRTLREPX — optvol<500, optoi<1000
  • SLSCRCA — iv<120%
  • ALLO — em<$5.0, optvol<500
  • TSLS — not-uptrend, ret20<0.0%, optvol<500
  • FLY — not-uptrend, em<$5.0
  • RGTU — not-uptrend, adv20$<8.00M, optvol<500
  • BE — not-uptrend, iv<120%
  • BYND — not-uptrend, em<$5.0
  • CIEN — spot>=200.00, iv<120%
  • CBUS — adv20$<8.00M, em<$5.0, optvol<500, optoi<1000
  • AMAT — spot>=200.00, not-uptrend

Desk Notes

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

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