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Screening Report

Updated: 2026-03-19 08:15:42:4950 MYT Source File: screen-report-20260319-084248.154249.md Generated: 2026-03-19 08:03:42 AMPM Universe: 10291 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: VIXYAAOI with score 73.574.7, near-expiry ATM IV 259.2%163.3%, and expected move $7.578.95.

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 VIXY73.5call-flow, wide-spread, near-break, momentum33.59259.2%7.578.0%193.94M2.4K22.6K122.1%
02CRCA70.3call-flow, wide-spread, momentum, ultra-iv87.72179.1%5.3511.4%147.36M1.6K6.5K69.2%
03AAOI 59.74.7 call-flow, momentum, large-emem, ultra-iv 92.63 133.163.3% 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

CategoryMetricValue
PriceSpot33.59
OptionsATM IV259.2%
OptionsExpected Move$7.57 (22.6%)
OptionsExpiry / DTE2026-03-20 / 1D
TrendEMA20 / EMA5030.58 / 29.22
TrendR20 / R6022.7% / 19.5%
TrendDistance to 20D breakout2.6%
RiskHV2088.2%
RiskATR14%8.0%
LiquidityADV20$193.94M
OptionsCall/Put Vol Ratio6.73
OptionsCall/Put OI Ratio2.25
OptionsTotal Option Volume2.4K
OptionsTotal Option OI22.6K
ExecutionSpread%122.1%
ScoreComposite Score73.5

02 CRCA

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

CategoryMetricValue
PriceSpot87.72
OptionsATM IV179.1%
OptionsExpected Move$5.35 (6.1%)
OptionsExpiry / DTE2026-03-20 / 1D
TrendEMA20 / EMA5058.26 / 48.85
TrendR20 / R60284.7% / 104.5%
TrendDistance to 20D breakout0.0%
RiskHV20274.0%
RiskATR14%11.4%
LiquidityADV20$147.36M
OptionsCall/Put Vol Ratio4.43
OptionsCall/Put OI Ratio9.22
OptionsTotal Option Volume1.6K
OptionsTotal Option OI6.5K
ExecutionSpread%69.2%
ScoreComposite Score70.3

03 AAOI

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

Category Metric Value
Price Spot 92.63
Options ATM IV 133.163.3%
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 59.74.7

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%
  • REPXALTO — 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%
  • AXTI — em<$5.0
  • AIRS — not-uptrend, em<$5.0
  • UMACCRCG — em<$5.0
  • PLREPX — not-uptrend,optvol<500, emoptoi<$5.01000
  • CVGI — em<$5.0, optvol<500
  • GEVO — em<$5.0
  • CGON — optvol<500
  • TSLS — not-uptrend, ret20<0.0%, optvol<500
  • MLPX — atr14%<4.0, optvol<500, optoi<1000
  • CONL — not-uptrend, em<$5.0
  • FLY — not-uptrend, em<$5.0

Desk Notes

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

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