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Screening Report

Updated: 2026-03-1920 15:42:5008:43:01 MYT Source File: screen-report-20260319-154249.20260320-084300.md Generated: 2026-03-1920 03:4208:43 PMAM Universe: 1029110301 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: AAOICRCA with score 74.765.9, near-expiry ATM IV 163.164.3%, and expected move $8.955.55.

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 AAOICRCA 74.765.9 call-flow, wide-spread, momentum, ultra-iv81.99164.3%5.5512.9%137.04M1.5K6.5K67.6%
02TERN59.0call-flow, wide-spread, momentum, large-em49.06210.2%5.105.6%110.19M7627.4K184.3%
03MAZE58.8call-flow, wide-spread, large-em, ultra-iv 92.6349.43 163.3%189.4% 8.955.58 17.5%6.8%26.76M547 1.14B3K 30.1K79.2K41.3%122.9%

Analyst Breakdown

01 AAOICRCA

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

CategoryMetricValue
PriceSpot81.99
OptionsATM IV164.3%
OptionsExpected Move$5.55 (6.8%)
OptionsExpiry / DTE2026-03-20 / 0D
TrendEMA20 / EMA5060.52 / 50.15
TrendR20 / R60272.7% / 70.1%
TrendDistance to 20D breakout7.0%
RiskHV20275.8%
RiskATR14%12.9%
LiquidityADV20$137.04M
OptionsCall/Put Vol Ratio4.40
OptionsCall/Put OI Ratio9.22
OptionsTotal Option Volume1.5K
OptionsTotal Option OI6.5K
ExecutionSpread%67.6%
ScoreComposite Score65.9

02 TERN

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

CategoryMetricValue
PriceSpot49.06
OptionsATM IV210.2%
OptionsExpected Move$5.10 (10.4%)
OptionsExpiry / DTE2026-03-20 / 0D
TrendEMA20 / EMA5044.07 / 40.20
TrendR20 / R6024.4% / 23.0%
TrendDistance to 20D breakout0.0%
RiskHV2038.5%
RiskATR14%5.6%
LiquidityADV20$110.19M
OptionsCall/Put Vol Ratio1.05
OptionsCall/Put OI Ratio1.30
OptionsTotal Option Volume762
OptionsTotal Option OI7.4K
ExecutionSpread%184.3%
ScoreComposite Score59.0

03 MAZE

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

Category Metric Value
Price Spot 92.6349.43
Options ATM IV 163.3%189.4%
Options Expected Move $8.955.58 (9.7%11.3%)
Options Expiry / DTE 2026-03-20 / 1D0D
Trend EMA20 / EMA50 87.4248.05 / 66.9845.42
Trend R20 / R60 113.2%9.7% / 216.7%18.5%
Trend Distance to 20D breakout 37.1%4.9%
Risk HV20 237.0%61.5%
Risk ATR14% 17.5%6.8%
Liquidity ADV20$ 1.14B26.76M
Options Call/Put Vol Ratio 1.8733.19
Options Call/Put OI Ratio 1.2988
Options Total Option Volume 30.1K547
Options Total Option OI 79.2K1.3K
Execution Spread% 41.3%122.9%
Score Composite Score 74.758.8

Failed Snapshot

  • APPXSOC — not-uptrendem<$5.0
  • RRC — atr14%<4.0
  • TECL — not-uptrend, ret20<0.0%
  • ALTOUVIX — em<$5.0
  • ETHDIONX — not-uptrend, ret20optvol<0.0%500
  • AXTIAPPX — not-uptrend
  • PBF — em<$5.0
  • AIRS — not-uptrend, em<$5.0
  • CRCGPL — em<$5.0
  • REPX — optvol<500, optoi<1000500
  • 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
  • CONLUAMY — not-uptrend, em<$5.0
  • FLYHIMZ — iv<120%
  • JDST — not-uptrend,uptrend
    • em
  • TECX — optvol<$5.0500
  • MSTX — iv<120%

Desk Notes

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

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