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Screening Report

Updated: 2026-03-18 15:42:47 MYT Source File: screen-report-20260318-154246.md Generated: 2026-03-18 03:42 PM Universe: 10288 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: AXTI with score 72.7, near-expiry ATM IV 164.2%, and expected move $5.32.

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 AXTI 72.7 call-flow, cleaner-spread, momentum, large-em 44.36 164.2% 5.32 15.0% 435.22M 5.8K 40.6K 12.2%

Analyst Breakdown

01 AXTI

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

Category Metric Value
Price Spot 44.36
Options ATM IV 164.2%
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 72.7

Failed Snapshot

  • MULL — spot>=200.00, optoi<1000
  • CRCG — em<$5.0
  • AAOI — not-uptrend
  • FLY — not-uptrend, em<$5.0
  • MUSA — spot>=200.00, atr14%<4.0, optvol<500, optoi<1000
  • AIRS — not-uptrend, em<$5.0
  • REPX — optvol<500, optoi<1000
  • ETHD — not-uptrend, ret20<0.0%
  • OPEX — not-uptrend, adv20$<8.00M, optvol<500, optoi<1000
  • LABX — not-uptrend, optoi<1000
  • CVGI — em<$5.0, optvol<500
  • CRCA — iv<120%
  • TSLS — not-uptrend, ret20<0.0%, optvol<500
  • MLPX — atr14%<4.0, optvol<500, optoi<1000
  • ELDN — adv20$<8.00M, em<$5.0, optvol<500

Desk Notes

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

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