Screening Report
Updated: 2026-03-17 08:42:54 MYT Source File:
screen-report-20260317-084253.mdGenerated: 2026-03-17 08:42 AM Universe: 10297 Top N: 10
Executive Summary
This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: MULL with score 84.7, near-expiry ATM IV 207.2%, and expected move $36.55.
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 | MULL | 84.7 | call-flow, momentum, large-em, ultra-iv | 188.65 | 207.2% | 36.55 | 10.7% | 71.94M | 1.6K | 3.3K | 20.5% |
| 02 | NEBX | 79.9 | call-flow, momentum, large-em, ultra-iv | 53.32 | 181.6% | 9.00 | 11.4% | 45.77M | 1.2K | 6.6K | 24.4% |
| 03 | AAOI | 76.4 | call-flow, cleaner-spread, momentum, large-em | 94.07 | 141.4% | 12.40 | 16.2% | 1.03B | 25.9K | 67.2K | 11.3% |
| 04 | UCO | 73.1 | call-flow, cleaner-spread, momentum, large-em | 39.00 | 166.0% | 5.40 | 7.4% | 558.44M | 15.1K | 45.9K | 11.1% |
| 05 | AXTI | 73.1 | call-flow, cleaner-spread, near-break, momentum | 48.39 | 157.8% | 7.35 | 14.1% | 460.66M | 6.7K | 40.3K | 15.0% |
| 06 | CRCA | 71.1 | call-flow, momentum, large-em | 79.18 | 158.9% | 7.83 | 12.3% | 141.98M | 1.6K | 6.5K | 47.9% |
| 07 | TERN | 37.3 | call-flow, wide-spread, near-break, momentum | 46.07 | 131.5% | 5.65 | 5.7% | 95.80M | 575 | 6.3K | 72.6% |
| 08 | SEI | 32.3 | large-em | 56.99 | 122.7% | 5.88 | 7.6% | 159.95M | 546 | 32.2K | 45.1% |
Analyst Breakdown
01 MULL
Trading thesis: call-flow, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 188.65 |
| Options | ATM IV | 207.2% |
| Options | Expected Move | $36.55 (19.4%) |
| Options | Expiry / DTE | 2026-03-20 / 3D |
| Trend | EMA20 / EMA50 | 164.78 / 149.97 |
| Trend | R20 / R60 | 10.1% / 206.5% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 123.4% |
| Risk | ATR14% | 10.7% |
| Liquidity | ADV20$ | 71.94M |
| Options | Call/Put Vol Ratio | 1.26 |
| Options | Call/Put OI Ratio | 1.52 |
| Options | Total Option Volume | 1.6K |
| Options | Total Option OI | 3.3K |
| Execution | Spread% | 20.5% |
| Score | Composite Score | 84.7 |
02 NEBX
Trading thesis: call-flow, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 53.32 |
| Options | ATM IV | 181.6% |
| Options | Expected Move | $9.00 (16.9%) |
| Options | Expiry / DTE | 2026-03-20 / 3D |
| Trend | EMA20 / EMA50 | 35.49 / 35.38 |
| Trend | R20 / R60 | 56.9% / 95.7% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 230.2% |
| Risk | ATR14% | 11.4% |
| Liquidity | ADV20$ | 45.77M |
| Options | Call/Put Vol Ratio | 2.20 |
| Options | Call/Put OI Ratio | 1.62 |
| Options | Total Option Volume | 1.2K |
| Options | Total Option OI | 6.6K |
| Execution | Spread% | 24.4% |
| Score | Composite Score | 79.9 |
03 AAOI
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 94.07 |
| Options | ATM IV | 141.4% |
| Options | Expected Move | $12.40 (13.2%) |
| Options | Expiry / DTE | 2026-03-20 / 3D |
| Trend | EMA20 / EMA50 | 86.93 / 65.10 |
| Trend | R20 / R60 | 111.6% / 224.8% |
| Trend | Distance to 20D breakout | 35.0% |
| Risk | HV20 | 234.1% |
| Risk | ATR14% | 16.2% |
| Liquidity | ADV20$ | 1.03B |
| Options | Call/Put Vol Ratio | 2.82 |
| Options | Call/Put OI Ratio | 1.18 |
| Options | Total Option Volume | 25.9K |
| Options | Total Option OI | 67.2K |
| Execution | Spread% | 11.3% |
| Score | Composite Score | 76.4 |
04 UCO
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 39.00 |
| Options | ATM IV | 166.0% |
| Options | Expected Move | $5.40 (13.8%) |
| Options | Expiry / DTE | 2026-03-20 / 3D |
| Trend | EMA20 / EMA50 | 31.35 / 26.70 |
| Trend | R20 / R60 | 73.3% / 114.5% |
| Trend | Distance to 20D breakout | 3.2% |
| Risk | HV20 | 64.7% |
| Risk | ATR14% | 7.4% |
| Liquidity | ADV20$ | 558.44M |
| Options | Call/Put Vol Ratio | 1.22 |
| Options | Call/Put OI Ratio | 1.72 |
| Options | Total Option Volume | 15.1K |
| Options | Total Option OI | 45.9K |
| Execution | Spread% | 11.1% |
| Score | Composite Score | 73.1 |
05 AXTI
Trading thesis: call-flow, cleaner-spread, near-break, momentum
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 48.39 |
| Options | ATM IV | 157.8% |
| Options | Expected Move | $7.35 (15.2%) |
| Options | Expiry / DTE | 2026-03-20 / 3D |
| Trend | EMA20 / EMA50 | 38.68 / 29.90 |
| Trend | R20 / R60 | 99.6% / 272.2% |
| Trend | Distance to 20D breakout | 1.0% |
| Risk | HV20 | 187.3% |
| Risk | ATR14% | 14.1% |
| Liquidity | ADV20$ | 460.66M |
| Options | Call/Put Vol Ratio | 1.20 |
| Options | Call/Put OI Ratio | 0.65 |
| Options | Total Option Volume | 6.7K |
| Options | Total Option OI | 40.3K |
| Execution | Spread% | 15.0% |
| Score | Composite Score | 73.1 |
06 CRCA
Trading thesis: call-flow, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 79.18 |
| Options | ATM IV | 158.9% |
| Options | Expected Move | $7.83 (9.9%) |
| Options | Expiry / DTE | 2026-03-20 / 3D |
| Trend | EMA20 / EMA50 | 51.83 / 45.65 |
| Trend | R20 / R60 | 282.5% / 76.7% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 273.3% |
| Risk | ATR14% | 12.3% |
| Liquidity | ADV20$ | 141.98M |
| Options | Call/Put Vol Ratio | 4.37 |
| Options | Call/Put OI Ratio | 9.27 |
| Options | Total Option Volume | 1.6K |
| Options | Total Option OI | 6.5K |
| Execution | Spread% | 47.9% |
| Score | Composite Score | 71.1 |
07 TERN
Trading thesis: call-flow, wide-spread, near-break, momentum
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 46.07 |
| Options | ATM IV | 131.5% |
| Options | Expected Move | $5.65 (12.3%) |
| Options | Expiry / DTE | 2026-03-20 / 3D |
| Trend | EMA20 / EMA50 | 42.75 / 39.23 |
| Trend | R20 / R60 | 21.9% / 7.3% |
| Trend | Distance to 20D breakout | 1.5% |
| Risk | HV20 | 40.3% |
| Risk | ATR14% | 5.7% |
| Liquidity | ADV20$ | 95.80M |
| Options | Call/Put Vol Ratio | 2.55 |
| Options | Call/Put OI Ratio | 0.97 |
| Options | Total Option Volume | 575 |
| Options | Total Option OI | 6.3K |
| Execution | Spread% | 72.6% |
| Score | Composite Score | 37.3 |
08 SEI
Trading thesis: large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 56.99 |
| Options | ATM IV | 122.7% |
| Options | Expected Move | $5.88 (10.3%) |
| Options | Expiry / DTE | 2026-03-20 / 3D |
| Trend | EMA20 / EMA50 | 52.23 / 51.51 |
| Trend | R20 / R60 | 0.6% / 30.7% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 74.1% |
| Risk | ATR14% | 7.6% |
| Liquidity | ADV20$ | 159.95M |
| Options | Call/Put Vol Ratio | 0.55 |
| Options | Call/Put OI Ratio | 0.33 |
| Options | Total Option Volume | 546 |
| Options | Total Option OI | 32.2K |
| Execution | Spread% | 45.1% |
| Score | Composite Score | 32.3 |
Failed Snapshot
- APPX — not-uptrend
- RXT — em<$5.0
- WTI — em<$5.0
- REPX — optvol<500
- KORU — spot>=200.00, not-uptrend, ret20<0.0%
- BWET — optvol<500, optoi<1000
- UAMY — em<$5.0
- RCAT — em<$5.0
- LWLG — em<$5.0
- CVGI — em<$5.0
- SOC — em<$5.0
- TECX — optvol<500
- TE — em<$5.0
- ALLO — em<$5.0
- CRDU — not-uptrend, ret20<0.0%, optvol<500
Desk Notes
The final ranking intentionally rewards high IV + strong trend + liquidity + active options.