Screening Report
Updated: 2026-03-17 15:42:54 MYT Source File:
screen-report-20260317-154253.mdGenerated: 2026-03-17 03:42 PM Universe: 10297 Top N: 10
Executive Summary
This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: AAOI with score 84.7, near-expiry ATM IV 158.1%, and expected move $12.40.
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 | 84.7 | call-flow, cleaner-spread, momentum, large-em | 94.07 | 158.1% | 12.40 | 16.2% | 1.03B | 25.9K | 67.2K | 11.3% |
| 02 | AXTI | 82.4 | call-flow, cleaner-spread, near-break, momentum | 48.39 | 176.4% | 7.35 | 14.1% | 460.66M | 6.7K | 40.3K | 15.0% |
Analyst Breakdown
01 AAOI
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 94.07 |
| Options | ATM IV | 158.1% |
| 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 | 84.7 |
02 AXTI
Trading thesis: call-flow, cleaner-spread, near-break, momentum
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 48.39 |
| Options | ATM IV | 176.4% |
| 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 | 82.4 |
Failed Snapshot
- APPX — not-uptrend
- CRCG — em<$5.0
- CVGI — em<$5.0
- REPX — optvol<500, optoi<1000
- ALLO — em<$5.0
- CRDU — not-uptrend, ret20<0.0%, optvol<500
- AIRS — not-uptrend, em<$5.0
- BYND — not-uptrend, em<$5.0
- FLY — not-uptrend, em<$5.0
- TSLS — not-uptrend, ret20<0.0%, optvol<500
- MLPX — atr14%<4.0, optvol<500, optoi<1000
- ANNX — em<$5.0
- BE — not-uptrend, iv<120%
- LPG — not-uptrend, ret20<0.0%
- LABX — not-uptrend, ret20<0.0%, optoi<1000
Desk Notes
The final ranking intentionally rewards high IV + strong trend + liquidity + active options.