Skip to main content

Screening Report

Updated: 2026-03-17 08:15:42:54 MYT Source File: screen-report-20260317-084253.154253.md Generated: 2026-03-17 08:03:42 AMPM Universe: 10297 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: MULLAAOI with score 84.7, near-expiry ATM IV 207.2%158.1%, and expected move $36.5512.40.

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 MULLAAOI 84.7call-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%
03AAOI76.4 call-flow, cleaner-spread, momentum, large-em 94.07 141.4%158.1% 12.40 16.2% 1.03B 25.9K 67.2K 11.3%
04UCO73.1call-flow, cleaner-spread, momentum, large-em39.00166.0%5.407.4%558.44M15.1K45.9K11.1%
0502 AXTI 73.182.4 call-flow, cleaner-spread, near-break, momentum 48.39 157.8%176.4% 7.35 14.1% 460.66M 6.7K 40.3K 15.0%
06CRCA71.1call-flow, momentum, large-em79.18158.9%7.8312.3%141.98M1.6K6.5K47.9%
07TERN37.3call-flow, wide-spread, near-break, momentum46.07131.5%5.655.7%95.80M5756.3K72.6%
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 94.07
Options ATM IV 141.4%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 76.484.7

04 UCO

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

CategoryMetricValue
PriceSpot39.00
OptionsATM IV166.0%
OptionsExpected Move$5.40 (13.8%)
OptionsExpiry / DTE2026-03-20 / 3D
TrendEMA20 / EMA5031.35 / 26.70
TrendR20 / R6073.3% / 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

0502 AXTI

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

Category Metric Value
Price Spot 48.39
Options ATM IV 157.8%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 73.1

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%
TrendDistance to 20D breakout0.0%
RiskHV20273.3%
RiskATR14%12.3%
LiquidityADV20$141.98M
OptionsCall/Put Vol Ratio4.37
OptionsCall/Put OI Ratio9.27
OptionsTotal Option Volume1.6K
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
OptionsCall/Put OI Ratio0.97
OptionsTotal Option Volume575
OptionsTotal Option OI6.3K
ExecutionSpread%72.6%
ScoreComposite Score37.3

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 Score32.382.4

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
  • LWLGCRCG — em<$5.0
  • CVGI — em<$5.0
  • SOC — em<$5.0
  • TECXREPX — optvol<500
    • 500,
  • TE — emoptoi<$5.01000
  • 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.

Back to top