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Screening Report

Updated: 2026-03-18 08:15:42:47 MYT Source File: screen-report-20260318-084247.154246.md Generated: 2026-03-18 08:03:42 AMPM Universe: 10288 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: PLAXTI with score 76.472.7, near-expiry ATM IV 275.5%164.2%, and expected move $5.3832.

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 PL76.4call-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%
05AXTI 61.72.7 call-flow, cleaner-spread, momentum, large-em 44.36 142.164.2% 5.32 15.0% 435.22M 5.8K 40.6K 12.2%
06LQDA44.9wide-spread, large-em, ultra-iv36.86162.3%5.006.2%67.92M6.5K32.6K108.0%

Analyst Breakdown

01 PL

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

CategoryMetricValue
PriceSpot27.08
OptionsATM IV275.5%
OptionsExpected Move$5.38 (19.8%)
OptionsExpiry / DTE2026-03-20 / 2D
TrendEMA20 / EMA5025.00 / 23.48
TrendR20 / R6021.9% / 64.4%
TrendDistance to 20D breakout0.0%
RiskHV2071.2%
RiskATR14%8.0%
LiquidityADV20$259.66M
OptionsCall/Put Vol Ratio1.21
OptionsCall/Put OI Ratio1.23
OptionsTotal Option Volume8.5K
OptionsTotal Option OI33.8K
ExecutionSpread%14.0%
ScoreComposite Score76.4

02 CRCA

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

CategoryMetricValue
PriceSpot86.84
OptionsATM IV162.3%
OptionsExpected Move$7.38 (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%)
OptionsExpiry / DTE2026-03-20 / 2D
TrendEMA20 / EMA5036.13 / 35.65
TrendR20 / R6024.9% / 78.9%
TrendDistance to 20D breakout26.4%
RiskHV20244.8%
RiskATR14%16.2%
LiquidityADV20$38.93M
OptionsCall/Put Vol Ratio1.58
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
OptionsCall/Put OI Ratio0.71
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

Category Metric Value
Price Spot 44.36
Options ATM IV 142.164.2%
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 61.72.7

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
OptionsTotal Option Volume6.5K
OptionsTotal Option OI32.6K
ExecutionSpread%108.0%
ScoreComposite Score44.9

Failed Snapshot

  • MULL — spot>=200.00
  • UAMY — em<$5.0
  • ASTX — not-uptrend
  • BWET — optvol<500,00, 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
  • RXTAAOI — not-uptrend
  • FLY — not-uptrend, 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
  • SIDUREPX — optvol<500, optoi<1000
  • ETHD — not-uptrend, emret20<$5.00.0%
  • RKLXOPEX — not-uptrenduptrend, adv20$<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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