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Screening Report

Updated: 2026-03-1718 15:08:42:5447 MYT Source File: screen-report-20260317-154253.20260318-084247.md Generated: 2026-03-1718 03:08:42 PMAM Universe: 1029710288 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: AAOIPL with score 84.776.4, near-expiry ATM IV 158.1%275.5%, and expected move $12.405.38.

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 AAOIPL 84.76.4call-flow, cleaner-spread, momentum, large-em27.08275.5%5.388.0%259.66M8.5K33.8K14.0%
02CRCA71.9call-flow, momentum, large-em, ultra-iv86.84162.3%7.3811.4%151.60M1.6K6.5K42.7%
03NEBX67.3call-flow, momentum, large-em, ultra-iv42.17170.2%5.9716.2%38.93M9936.6K37.7%
04SYRE63.0wide-spread, near-break, momentum, large-em43.95198.3%6.475.3%36.47M1.3K1.6K150.6%
05AXTI61.7 call-flow, cleaner-spread, momentum, large-em 94.0744.36 158.1%142.2%5.3215.0%435.22M5.8K40.6K 12.4016.2%1.03B25.9K67.2K11.3%
0206 AXTILQDA 82.444.9 call-flow, cleaner-wide-spread, near-break,large-em, momentumultra-iv 48.3936.86 176.4%162.3% 7.3514.1%460.66M5.00 6.7K2% 40.3K67.92M 15.6.5K32.6K108.0%

Analyst Breakdown

01 AAOIPL

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

Category Metric Value
Price Spot 94.0727.08
Options ATM IV 158.1%275.5%
Options Expected Move $12.405.38 (13.2%19.8%)
Options Expiry / DTE 2026-03-20 / 3D2D
Trend EMA20 / EMA50 86.9325.00 / 65.1023.48
Trend R20 / R60 111.6%21.9% / 224.8%64.4%
Trend Distance to 20D breakout 35.0.0%
Risk HV20 234.1%71.2%
Risk ATR14% 16.2%8.0%
Liquidity ADV20$ 1.03B259.66M
Options Call/Put Vol Ratio 2.821.21
Options Call/Put OI Ratio 1.1823
Options Total Option Volume 25.9K8.5K
Options Total Option OI 67.2K33.8K
Execution Spread% 11.3%14.0%
Score Composite Score 84.776.4

02 AXTICRCA

Trading thesis: call-flow, cleaner-spread,momentum, near-break,large-em, momentumultra-iv

Category Metric Value
Price Spot 48.3986.84
Options ATM IV 176.4%162.3%
Options Expected Move $7.3538 (15.8.5%)
OptionsExpiry / DTE2026-03-20 / 2D
TrendEMA20 / EMA5055.16 / 47.26
TrendR20 / R60298.3% / 111.8%
TrendDistance to 20D breakout0.0%
RiskHV20273.1%
RiskATR14%11.4%
LiquidityADV20$151.60M
OptionsCall/Put Vol Ratio4.74
OptionsCall/Put OI Ratio9.22
OptionsTotal Option Volume1.6K
OptionsTotal Option OI6.5K
ExecutionSpread%42.7%
ScoreComposite Score71.9

03 NEBX

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

CategoryMetricValue
PriceSpot42.17
OptionsATM IV170.2%
OptionsExpected Move$5.97 (14.2%)
Options Expiry / DTE 2026-03-20 / 3D2D
Trend EMA20 / EMA50 38.6836.13 / 29.9035.65
Trend R20 / R60 99.6%24.9% / 272.2%78.9%
Trend Distance to 20D breakout 1.0%26.4%
Risk HV20 187.3%244.8%
Risk ATR14% 14.1%16.2%
Liquidity ADV20$ 460.66M38.93M
Options Call/Put Vol Ratio 1.58
OptionsCall/Put OI Ratio1.68
OptionsTotal Option Volume993
OptionsTotal Option OI6.6K
ExecutionSpread%37.7%
ScoreComposite Score67.3

04 SYRE

Trading thesis: wide-spread, near-break, momentum, large-em

CategoryMetricValue
PriceSpot43.95
OptionsATM IV198.3%
OptionsExpected Move$6.47 (14.7%)
OptionsExpiry / DTE2026-03-20 / 2D
TrendEMA20 / EMA5040.69 / 37.31
TrendR20 / R6022.3% / 32.9%
TrendDistance to 20D breakout0.5%
RiskHV2068.5%
RiskATR14%5.3%
LiquidityADV20$36.47M
OptionsCall/Put Vol Ratio0.02
Options Call/Put OI Ratio 0.6571
OptionsTotal Option Volume1.3K
OptionsTotal Option OI1.6K
ExecutionSpread%150.6%
ScoreComposite Score63.0

05 AXTI

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

CategoryMetricValue
PriceSpot44.36
OptionsATM IV142.2%
OptionsExpected Move$5.32 (12.0%)
OptionsExpiry / DTE2026-03-20 / 2D
TrendEMA20 / EMA5039.22 / 30.47
TrendR20 / R6091.1% / 258.9%
TrendDistance to 20D breakout10.1%
RiskHV20190.1%
RiskATR14%15.0%
LiquidityADV20$435.22M
OptionsCall/Put Vol Ratio1.46
OptionsCall/Put OI Ratio0.63
OptionsTotal Option Volume5.8K
OptionsTotal Option OI40.6K
ExecutionSpread%12.2%
ScoreComposite Score61.7

06 LQDA

Trading thesis: wide-spread, large-em, ultra-iv

CategoryMetricValue
PriceSpot36.86
OptionsATM IV162.3%
OptionsExpected Move$5.00 (13.6%)
OptionsExpiry / DTE2026-03-20 / 2D
TrendEMA20 / EMA5036.03 / 35.93
TrendR20 / R608.9% / 8.3%
TrendDistance to 20D breakout5.3%
RiskHV2066.3%
RiskATR14%6.2%
LiquidityADV20$67.92M
OptionsCall/Put Vol Ratio0.79
OptionsCall/Put OI Ratio0.95
Options Total Option Volume 6.7K5K
Options Total Option OI 40.3K32.6K
Execution Spread% 15.108.0%
Score Composite Score 82.444.9

Failed Snapshot

  • APPXMULL — not-uptrendspot>=200.00
  • CRCGUAMY — em<$5.0
  • CVGIASTX — not-uptrend
  • BWET — optvol<500, optoi<1000
  • NUAI — em<$5.0
  • RCAT — em<$5.0
  • REPX — optvol<500, optoi<1000500
  • ALLOKORU — spot>=200.00, not-uptrend, ret20<0.0%
  • CRCG — em<$5.0
  • CRDURXT — em<$5.0
  • MUSA — spot>=200.00, atr14%<4.0, optvol<500, optoi<1000
  • ETHD — not-uptrend, ret20<0.0%, optvol<500
  • AIRS — not-uptrend, em<$5.0
  • BYNDSIDU — not-uptrend, em<$5.0
  • FLYRKLX — 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<1000uptrend

Desk Notes

The final ranking intentionally rewards high IV + strong trend + liquidity + active options.

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