Screening Report
Updated: 2026-03-18 08:42:47 MYT Source File:
screen-report-20260318-084247.mdGenerated: 2026-03-18 08:42 AM Universe: 10288 Top N: 10
Executive Summary
This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: PL with score 76.4, near-expiry ATM IV 275.5%, and expected move $5.38.
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 | PL | 76.4 | call-flow, cleaner-spread, momentum, large-em | 27.08 | 275.5% | 5.38 | 8.0% | 259.66M | 8.5K | 33.8K | 14.0% |
| 02 | CRCA | 71.9 | call-flow, momentum, large-em, ultra-iv | 86.84 | 162.3% | 7.38 | 11.4% | 151.60M | 1.6K | 6.5K | 42.7% |
| 03 | NEBX | 67.3 | call-flow, momentum, large-em, ultra-iv | 42.17 | 170.2% | 5.97 | 16.2% | 38.93M | 993 | 6.6K | 37.7% |
| 04 | SYRE | 63.0 | wide-spread, near-break, momentum, large-em | 43.95 | 198.3% | 6.47 | 5.3% | 36.47M | 1.3K | 1.6K | 150.6% |
| 05 | AXTI | 61.7 | call-flow, cleaner-spread, momentum, large-em | 44.36 | 142.2% | 5.32 | 15.0% | 435.22M | 5.8K | 40.6K | 12.2% |
| 06 | LQDA | 44.9 | wide-spread, large-em, ultra-iv | 36.86 | 162.3% | 5.00 | 6.2% | 67.92M | 6.5K | 32.6K | 108.0% |
Analyst Breakdown
01 PL
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 27.08 |
| Options | ATM IV | 275.5% |
| Options | Expected Move | $5.38 (19.8%) |
| Options | Expiry / DTE | 2026-03-20 / 2D |
| Trend | EMA20 / EMA50 | 25.00 / 23.48 |
| Trend | R20 / R60 | 21.9% / 64.4% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 71.2% |
| Risk | ATR14% | 8.0% |
| Liquidity | ADV20$ | 259.66M |
| Options | Call/Put Vol Ratio | 1.21 |
| Options | Call/Put OI Ratio | 1.23 |
| Options | Total Option Volume | 8.5K |
| Options | Total Option OI | 33.8K |
| Execution | Spread% | 14.0% |
| Score | Composite Score | 76.4 |
02 CRCA
Trading thesis: call-flow, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 86.84 |
| Options | ATM IV | 162.3% |
| Options | Expected Move | $7.38 (8.5%) |
| Options | Expiry / DTE | 2026-03-20 / 2D |
| Trend | EMA20 / EMA50 | 55.16 / 47.26 |
| Trend | R20 / R60 | 298.3% / 111.8% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 273.1% |
| Risk | ATR14% | 11.4% |
| Liquidity | ADV20$ | 151.60M |
| Options | Call/Put Vol Ratio | 4.74 |
| Options | Call/Put OI Ratio | 9.22 |
| Options | Total Option Volume | 1.6K |
| Options | Total Option OI | 6.5K |
| Execution | Spread% | 42.7% |
| Score | Composite Score | 71.9 |
03 NEBX
Trading thesis: call-flow, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 42.17 |
| Options | ATM IV | 170.2% |
| Options | Expected Move | $5.97 (14.2%) |
| Options | Expiry / DTE | 2026-03-20 / 2D |
| Trend | EMA20 / EMA50 | 36.13 / 35.65 |
| Trend | R20 / R60 | 24.9% / 78.9% |
| Trend | Distance to 20D breakout | 26.4% |
| Risk | HV20 | 244.8% |
| Risk | ATR14% | 16.2% |
| Liquidity | ADV20$ | 38.93M |
| Options | Call/Put Vol Ratio | 1.58 |
| Options | Call/Put OI Ratio | 1.68 |
| Options | Total Option Volume | 993 |
| Options | Total Option OI | 6.6K |
| Execution | Spread% | 37.7% |
| Score | Composite Score | 67.3 |
04 SYRE
Trading thesis: wide-spread, near-break, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 43.95 |
| Options | ATM IV | 198.3% |
| Options | Expected Move | $6.47 (14.7%) |
| Options | Expiry / DTE | 2026-03-20 / 2D |
| Trend | EMA20 / EMA50 | 40.69 / 37.31 |
| Trend | R20 / R60 | 22.3% / 32.9% |
| Trend | Distance to 20D breakout | 0.5% |
| Risk | HV20 | 68.5% |
| Risk | ATR14% | 5.3% |
| Liquidity | ADV20$ | 36.47M |
| Options | Call/Put Vol Ratio | 0.02 |
| Options | Call/Put OI Ratio | 0.71 |
| Options | Total Option Volume | 1.3K |
| Options | Total Option OI | 1.6K |
| Execution | Spread% | 150.6% |
| Score | Composite Score | 63.0 |
05 AXTI
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 44.36 |
| Options | ATM IV | 142.2% |
| Options | Expected Move | $5.32 (12.0%) |
| Options | Expiry / DTE | 2026-03-20 / 2D |
| Trend | EMA20 / EMA50 | 39.22 / 30.47 |
| Trend | R20 / R60 | 91.1% / 258.9% |
| Trend | Distance to 20D breakout | 10.1% |
| Risk | HV20 | 190.1% |
| Risk | ATR14% | 15.0% |
| Liquidity | ADV20$ | 435.22M |
| Options | Call/Put Vol Ratio | 1.46 |
| Options | Call/Put OI Ratio | 0.63 |
| Options | Total Option Volume | 5.8K |
| Options | Total Option OI | 40.6K |
| Execution | Spread% | 12.2% |
| Score | Composite Score | 61.7 |
06 LQDA
Trading thesis: wide-spread, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 36.86 |
| Options | ATM IV | 162.3% |
| Options | Expected Move | $5.00 (13.6%) |
| Options | Expiry / DTE | 2026-03-20 / 2D |
| Trend | EMA20 / EMA50 | 36.03 / 35.93 |
| Trend | R20 / R60 | 8.9% / 8.3% |
| Trend | Distance to 20D breakout | 5.3% |
| Risk | HV20 | 66.3% |
| Risk | ATR14% | 6.2% |
| Liquidity | ADV20$ | 67.92M |
| Options | Call/Put Vol Ratio | 0.79 |
| Options | Call/Put OI Ratio | 0.95 |
| Options | Total Option Volume | 6.5K |
| Options | Total Option OI | 32.6K |
| Execution | Spread% | 108.0% |
| Score | Composite Score | 44.9 |
Failed Snapshot
- MULL — spot>=200.00
- UAMY — em<$5.0
- ASTX — not-uptrend
- BWET — optvol<500, optoi<1000
- NUAI — em<$5.0
- RCAT — em<$5.0
- REPX — optvol<500
- KORU — spot>=200.00, not-uptrend, ret20<0.0%
- CRCG — em<$5.0
- RXT — em<$5.0
- MUSA — spot>=200.00, atr14%<4.0, optvol<500, optoi<1000
- ETHD — not-uptrend, ret20<0.0%
- AIRS — not-uptrend, em<$5.0
- SIDU — not-uptrend, em<$5.0
- RKLX — not-uptrend
Desk Notes
The final ranking intentionally rewards high IV + strong trend + liquidity + active options.