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Screening Report

Updated: 2026-03-19 08:42:49 MYT Source File: screen-report-20260319-084248.md Generated: 2026-03-19 08:42 AM Universe: 10291 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: VIXY with score 73.5, near-expiry ATM IV 259.2%, and expected move $7.57.

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 VIXY 73.5 call-flow, wide-spread, near-break, momentum 33.59 259.2% 7.57 8.0% 193.94M 2.4K 22.6K 122.1%
02 CRCA 70.3 call-flow, wide-spread, momentum, ultra-iv 87.72 179.1% 5.35 11.4% 147.36M 1.6K 6.5K 69.2%
03 AAOI 59.7 call-flow, momentum, large-em 92.63 133.3% 8.95 17.5% 1.14B 30.1K 79.2K 41.3%

Analyst Breakdown

01 VIXY

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

Category Metric Value
Price Spot 33.59
Options ATM IV 259.2%
Options Expected Move $7.57 (22.6%)
Options Expiry / DTE 2026-03-20 / 1D
Trend EMA20 / EMA50 30.58 / 29.22
Trend R20 / R60 22.7% / 19.5%
Trend Distance to 20D breakout 2.6%
Risk HV20 88.2%
Risk ATR14% 8.0%
Liquidity ADV20$ 193.94M
Options Call/Put Vol Ratio 6.73
Options Call/Put OI Ratio 2.25
Options Total Option Volume 2.4K
Options Total Option OI 22.6K
Execution Spread% 122.1%
Score Composite Score 73.5

02 CRCA

Trading thesis: call-flow, wide-spread, momentum, ultra-iv

Category Metric Value
Price Spot 87.72
Options ATM IV 179.1%
Options Expected Move $5.35 (6.1%)
Options Expiry / DTE 2026-03-20 / 1D
Trend EMA20 / EMA50 58.26 / 48.85
Trend R20 / R60 284.7% / 104.5%
Trend Distance to 20D breakout 0.0%
Risk HV20 274.0%
Risk ATR14% 11.4%
Liquidity ADV20$ 147.36M
Options Call/Put Vol Ratio 4.43
Options Call/Put OI Ratio 9.22
Options Total Option Volume 1.6K
Options Total Option OI 6.5K
Execution Spread% 69.2%
Score Composite Score 70.3

03 AAOI

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

Category Metric Value
Price Spot 92.63
Options ATM IV 133.3%
Options Expected Move $8.95 (9.7%)
Options Expiry / DTE 2026-03-20 / 1D
Trend EMA20 / EMA50 87.42 / 66.98
Trend R20 / R60 113.2% / 216.7%
Trend Distance to 20D breakout 37.1%
Risk HV20 237.0%
Risk ATR14% 17.5%
Liquidity ADV20$ 1.14B
Options Call/Put Vol Ratio 1.87
Options Call/Put OI Ratio 1.29
Options Total Option Volume 30.1K
Options Total Option OI 79.2K
Execution Spread% 41.3%
Score Composite Score 59.7

Failed Snapshot

  • MULL — spot>=200.00
  • APPX — not-uptrend
  • VG — em<$5.0
  • UVIX — em<$5.0
  • RCAT — em<$5.0
  • TECL — not-uptrend, ret20<0.0%
  • REPX — optvol<500
  • UAMY — not-uptrend, em<$5.0
  • KORU — spot>=200.00, not-uptrend, ret20<0.0%
  • BWET — optvol<500, optoi<1000
  • ETHD — not-uptrend, ret20<0.0%
  • AIRS — not-uptrend, em<$5.0
  • UMAC — em<$5.0
  • PL — not-uptrend, em<$5.0
  • CVGI — em<$5.0, optvol<500

Desk Notes

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

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