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Screening Report

Updated: 2026-03-2023 15:08:42:5948 MYT Source File: screen-report-20260320-154259.20260323-084247.md Generated: 2026-03-2023 03:08:42 PMAM Universe: 1030110305 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: AAOIUVXY with score 60.188.6, near-expiry ATM IV 144.4%182.6%, and expected move $6.159.20.

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 AAOIUVXY 60.188.6 call-flow, momentumcleaner-spread, momentum, large-em 101.9254.10 144.182.6%9.2012.0%525.58M20.6K30.3K15.2%
02USO61.3cleaner-spread, near-break, momentum, large-em121.43121.5%10.657.4% 6.1584B 14.7%49.6K34.2K6.6%
03LQDA29.4call-flow, wide-spread, large-em36.41135.5%5.056.2%63.10M 1.30B5K 24.3K6.2K 83.1K40.7%120.8%

Analyst Breakdown

01 AAOIUVXY

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

Category Metric Value
Price Spot 101.9254.10
Options ATM IV 144.4%182.6%
Options Expected Move $6.159.20 (6.17.0%)
Options Expiry / DTE 2026-03-2027 / 0D4D
Trend EMA20 / EMA50 88.8046.31 / 68.3543.38
Trend R20 / R60 116.9%40.3% / 225.4%47.0%
Trend Distance to 20D breakout 24.6%0.0%
Risk HV20 237.4%139.5%
Risk ATR14% 14.7%12.0%
Liquidity ADV20$ 1.30B525.58M
Options Call/Put Vol Ratio 2.0972
Options Call/Put OI Ratio 1.312.68
Options Total Option Volume 24.3K20.6K
Options Total Option OI 83.1K30.3K
Execution Spread% 40.7%15.2%
Score Composite Score 60.188.6

02 USO

Trading thesis: cleaner-spread, near-break, momentum, large-em

CategoryMetricValue
PriceSpot121.43
OptionsATM IV121.5%
OptionsExpected Move$10.65 (8.8%)
OptionsExpiry / DTE2026-03-25 / 2D
TrendEMA20 / EMA50105.02 / 91.21
TrendR20 / R6050.2% / 74.1%
TrendDistance to 20D breakout0.2%
RiskHV2065.6%
RiskATR14%7.4%
LiquidityADV20$6.84B
OptionsCall/Put Vol Ratio0.67
OptionsCall/Put OI Ratio0.89
OptionsTotal Option Volume49.6K
OptionsTotal Option OI34.2K
ExecutionSpread%6.6%
ScoreComposite Score61.3

03 LQDA

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

CategoryMetricValue
PriceSpot36.41
OptionsATM IV135.5%
OptionsExpected Move$5.05 (13.9%)
OptionsExpiry / DTE2026-03-27 / 4D
TrendEMA20 / EMA5036.23 / 36.02
TrendR20 / R608.4% / 1.8%
TrendDistance to 20D breakout6.6%
RiskHV2064.7%
RiskATR14%6.2%
LiquidityADV20$63.10M
OptionsCall/Put Vol Ratio1.38
OptionsCall/Put OI Ratio2.92
OptionsTotal Option Volume1.5K
OptionsTotal Option OI6.2K
ExecutionSpread%120.8%
ScoreComposite Score29.4

Failed Snapshot

  • CRCGNEBX — dte>10
  • UVIX — em<$5.0
  • TECLAXTI — dte>10
  • BWET — dte>10, optvol<500, optoi<1000
  • ASTX — not-uptrend, dte>10
  • CRCA — dte>10, optvol<500, optoi<1000
  • AAOI — not-uptrend
  • AGQ — not-uptrend, ret20<0.0%
  • APPXMAZE — not-uptrenduptrend, dte>10, optvol<500
  • AXTITSEM — emdte>10, iv<$5.0120%
  • CVGIHIMZ — not-uptrend, dte>10
  • KORU — spot>=200.00, not-uptrend, ret20<0.0%, dte>10
  • IDYA — not-uptrend, dte>10
  • CRCG — dte>10, em<$5.0, optvol<500
  • RRC — atr14%<4.0, optoi<1000
  • ALTO — em<$5.0
  • MSTXCRCL — iv<120%
  • REPX — optvol<500, optoi<1000
  • BCRX — em<$5.0
  • CGON — optvol<500
  • TSLS — not-uptrend, ret20<0.0%, optvol<500
  • DAWN — em<$5.0
  • AIRS — not-uptrend, em<$5.0
  • GEVO — em<$5.0, optvol<500

Desk Notes

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

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