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Screening Report

Updated: 2026-03-1617 15:08:42:5154 MYT Source File: screen-report-20260316-154250.20260317-084253.md Generated: 2026-03-1617 03:08:42 PMAM Universe: 1029810297 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: AAOIMULL with score 98.584.7, near-expiry ATM IV 177.1%207.2%, and expected move $15.9036.55.

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 MULL84.7call-flow, momentum, large-em, ultra-iv188.65207.2%36.5510.7%71.94M1.6K3.3K20.5%
02NEBX79.9call-flow, momentum, large-em, ultra-iv53.32181.6%9.0011.4%45.77M1.2K6.6K24.4%
03AAOI 98.576.4 call-flow, cleaner-spread, momentum, large-em 96.8194.07 177.1%141.4% 15.9012.40 15.5%16.2% 1.02B03B 16.25.9K67.2K 56.9K6.11.3%
0204 AXTIUCO 85.73.1 call-flow, cleaner-spread, momentum, large-em 48.8639.00 193.166.0%5.407.4%558.44M15.1K45.9K11.1%
05AXTI73.1call-flow, cleaner-spread, near-break, momentum48.39157.8%7.3514.1%460.66M6.7K40.3K15.0%
06CRCA71.1call-flow, momentum, large-em79.18158.9%7.8312.3% 8.95141.98M 13.8%1.6K 447.45M6.5K 11.47.9%
07TERN37.3call-flow, wide-spread, near-break, momentum46.07131.5%5.655.7%95.80M5756.3K 39.0K72.6%
08SEI32.3large-em56.99122.7% 5.887.6%159.95M54632.2K45.1%

Analyst Breakdown

01 MULL

Trading thesis: call-flow, momentum, large-em, ultra-iv

CategoryMetricValue
PriceSpot188.65
OptionsATM IV207.2%
OptionsExpected Move$36.55 (19.4%)
OptionsExpiry / DTE2026-03-20 / 3D
TrendEMA20 / EMA50164.78 / 149.97
TrendR20 / R6010.1% / 206.5%
TrendDistance to 20D breakout0.0%
RiskHV20123.4%
RiskATR14%10.7%
LiquidityADV20$71.94M
OptionsCall/Put Vol Ratio1.26
OptionsCall/Put OI Ratio1.52
OptionsTotal Option Volume1.6K
OptionsTotal Option OI3.3K
ExecutionSpread%20.5%
ScoreComposite Score84.7

02 NEBX

Trading thesis: call-flow, momentum, large-em, ultra-iv

CategoryMetricValue
PriceSpot53.32
OptionsATM IV181.6%
OptionsExpected Move$9.00 (16.9%)
OptionsExpiry / DTE2026-03-20 / 3D
TrendEMA20 / EMA5035.49 / 35.38
TrendR20 / R6056.9% / 95.7%
TrendDistance to 20D breakout0.0%
RiskHV20230.2%
RiskATR14%11.4%
LiquidityADV20$45.77M
OptionsCall/Put Vol Ratio2.20
OptionsCall/Put OI Ratio1.62
OptionsTotal Option Volume1.2K
OptionsTotal Option OI6.6K
ExecutionSpread%24.4%
ScoreComposite Score79.9

03 AAOI

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

Category Metric Value
Price Spot 96.8194.07
Options ATM IV 177.1%141.4%
Options Expected Move $15.9012.40 (16.4%13.2%)
Options Expiry / DTE 2026-03-20 / 4D3D
Trend EMA20 / EMA50 86.1893 / 63.9265.10
Trend R20 / R60 120.1%111.6% / 223.224.8%
Trend Distance to 20D breakout 31.2%35.0%
Risk HV20 232.9%234.1%
Risk ATR14% 15.5%16.2%
Liquidity ADV20$ 1.02B03B
Options Call/Put Vol Ratio 2.4982
Options Call/Put OI Ratio 1.1318
Options Total Option Volume 16.2K25.9K
Options Total Option OI 56.9K67.2K
Execution Spread% 6.11.3%
Score Composite Score 98.576.4

0204 AXTIUCO

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

Category Metric Value
Price Spot 48.8639.00
Options ATM IV 193.3%166.0%
Options Expected Move $8.955.40 (18.3%13.8%)
Options Expiry / DTE 2026-03-20 / 4D3D
Trend EMA20 / EMA50 37.6631.35 / 29.1426.70
Trend R20 / R60 97.1%73.3% / 229.114.5%
TrendDistance to 20D breakout3.2%
RiskHV2064.7%
RiskATR14%7.4%
LiquidityADV20$558.44M
OptionsCall/Put Vol Ratio1.22
OptionsCall/Put OI Ratio1.72
OptionsTotal Option Volume15.1K
OptionsTotal Option OI45.9K
ExecutionSpread%11.1%
ScoreComposite Score73.1

05 AXTI

Trading thesis: call-flow, cleaner-spread, near-break, momentum

CategoryMetricValue
PriceSpot48.39
OptionsATM IV157.8%
OptionsExpected Move$7.35 (15.2%)
OptionsExpiry / DTE2026-03-20 / 3D
TrendEMA20 / EMA5038.68 / 29.90
TrendR20 / R6099.6% / 272.2%
TrendDistance to 20D breakout1.0%
RiskHV20187.3%
RiskATR14%14.1%
LiquidityADV20$460.66M
OptionsCall/Put Vol Ratio1.20
OptionsCall/Put OI Ratio0.65
OptionsTotal Option Volume6.7K
OptionsTotal Option OI40.3K
ExecutionSpread%15.0%
ScoreComposite Score73.1

06 CRCA

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

CategoryMetricValue
PriceSpot79.18
OptionsATM IV158.9%
OptionsExpected Move$7.83 (9.9%)
OptionsExpiry / DTE2026-03-20 / 3D
TrendEMA20 / EMA5051.83 / 45.65
TrendR20 / R60282.5% / 76.7%
Trend Distance to 20D breakout 0.0%
Risk HV20 187.8%273.3%
Risk ATR14% 13.8%12.3%
Liquidity ADV20$ 447.45M141.98M
Options Call/Put Vol Ratio 4.37
OptionsCall/Put OI Ratio9.27
OptionsTotal Option Volume1.296K
OptionsTotal Option OI6.5K
ExecutionSpread%47.9%
ScoreComposite Score71.1

07 TERN

Trading thesis: call-flow, wide-spread, near-break, momentum

CategoryMetricValue
PriceSpot46.07
OptionsATM IV131.5%
OptionsExpected Move$5.65 (12.3%)
OptionsExpiry / DTE2026-03-20 / 3D
TrendEMA20 / EMA5042.75 / 39.23
TrendR20 / R6021.9% / 7.3%
TrendDistance to 20D breakout1.5%
RiskHV2040.3%
RiskATR14%5.7%
LiquidityADV20$95.80M
OptionsCall/Put Vol Ratio2.55
Options Call/Put OI Ratio 0.6397
Options Total Option Volume 11.3K575
Options Total Option OI 39.0K6.3K
Execution Spread% 5.72.6%
Score Composite Score 85.137.3

08 SEI

Trading thesis: large-em

CategoryMetricValue
PriceSpot56.99
OptionsATM IV122.7%
OptionsExpected Move$5.88 (10.3%)
OptionsExpiry / DTE2026-03-20 / 3D
TrendEMA20 / EMA5052.23 / 51.51
TrendR20 / R600.6% / 30.7%
TrendDistance to 20D breakout0.0%
RiskHV2074.1%
RiskATR14%7.6%
LiquidityADV20$159.95M
OptionsCall/Put Vol Ratio0.55
OptionsCall/Put OI Ratio0.33
OptionsTotal Option Volume546
OptionsTotal Option OI32.2K
ExecutionSpread%45.1%
ScoreComposite Score32.3

Failed Snapshot

  • DAVEAPPX — not-uptrend
  • RXT — em<$5.0
  • WTI — em<$5.0
  • REPX — optvol<500
  • KORU — spot>=200.0000, not-uptrend, ret20<0.0%
  • CRCGBWET — 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
  • NOVT — not-uptrend, ret20<0.0%, optoi<1000
  • REPX — optvol<500, optoi<1000
  • CRCA — 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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