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Screening Report

Updated: 2026-03-2324 08:42:4849 MYT Source File: screen-report-20260323-084247.20260324-084249.md Generated: 2026-03-2324 08:42 AM Universe: 1030510307 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: UVXYAAOI with score 88.667.3, near-expiry ATM IV 182.6%127.4%, and expected move $9.2011.40.

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 UVXYAAOI 88.667.3 call-flow, cleaner-spread, momentum, large-em 54.1095.76 182.6%127.4% 9.2011.40 12.0%14.7% 525.58M1.26B 20.6K24.9K 30.3K33.4K 15.2%14.0%
02 USO 61.358.5 cleaner-spread, near-break, momentum, large-emmomentum 121.43110.56 121.5%123.7% 10.658.108.6%6.70B93.7K61.1K 7.4%6.84B49.6K34.2K6.6%
03 LQDAUVXY 29.456.9 call-flow, wide-cleaner-spread, momentum, large-em 36.4149.88 135.5%133.3% 5.0555 6.2%12.8% 63.10M481.69M 1.22.8K40.5K 6.2K120.8%19.6%

Analyst Breakdown

01 AAOI

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

CategoryMetricValue
PriceSpot95.76
OptionsATM IV127.4%
OptionsExpected Move$11.40 (11.9%)
OptionsExpiry / DTE2026-03-27 / 3D
TrendEMA20 / EMA5089.36 / 70.15
TrendR20 / R6077.5% / 135.6%
TrendDistance to 20D breakout32.6%
RiskHV20246.1%
RiskATR14%14.7%
LiquidityADV20$1.26B
OptionsCall/Put Vol Ratio2.95
OptionsCall/Put OI Ratio1.37
OptionsTotal Option Volume24.9K
OptionsTotal Option OI33.4K
ExecutionSpread%14.0%
ScoreComposite Score67.3

02 USO

Trading thesis: cleaner-spread, momentum

CategoryMetricValue
PriceSpot110.56
OptionsATM IV123.7%
OptionsExpected Move$8.10 (7.3%)
OptionsExpiry / DTE2026-03-25 / 1D
TrendEMA20 / EMA50105.55 / 91.97
TrendR20 / R6036.7% / 57.3%
TrendDistance to 20D breakout10.0%
RiskHV2075.8%
RiskATR14%8.6%
LiquidityADV20$6.70B
OptionsCall/Put Vol Ratio0.98
OptionsCall/Put OI Ratio0.74
OptionsTotal Option Volume93.7K
OptionsTotal Option OI61.1K
ExecutionSpread%7.4%
ScoreComposite Score58.5

03 UVXY

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

Category Metric Value
Price Spot 54.1049.88
Options ATM IV 182.6%133.3%
Options Expected Move $9.205.55 (17.0%11.1%)
Options Expiry / DTE 2026-03-27 / 4D3D
Trend EMA20 / EMA50 46.3165 / 43.3863
Trend R20 / R60 40.3%21.7% / 47.0%34.9%
Trend Distance to 20D breakout 0.0%8.5%
Risk HV20 139.5%142.6%
Risk ATR14% 12.0%8%
Liquidity ADV20$ 525.58M481.69M
Options Call/Put Vol Ratio 2.721.93
Options Call/Put OI Ratio 2.6864
Options Total Option Volume 20.6K22.8K
Options Total Option OI 30.3K40.5K
Execution Spread% 15.2%
ScoreComposite Score88.6

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%6.19.6%
Score Composite Score 61.3

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 Score29.456.9

Failed Snapshot

  • NEBX — dte>10
  • UVIX — em<$5.0
  • AXTI — dte>10
  • BWET — dte>10, optvol<500, optoi<1000
  • ASTXUVIX — not-uptrend, dte>10em<$5.0
  • CRCA — dte>10, optvol<500, optoi<1000
  • AAOIMAZE — not-uptrenddte>10, optvol<500
  • AGQNEBX — dte>10
  • NVDU — not-uptrend, ret20<0.0%, dte>10
  • MAZEASTX — not-uptrend, dte>10
  • ZSL — not-uptrend, em<$5.0
  • AIRS — not-uptrend, dte>10, optvolem<500$5.0
  • TSEM — dte>10, iv<120%
  • HIMZSOLT — not-uptrend, dte>10
  • KORUUCO — dte>10
  • CRCL — iv<120%
  • CIEN — spot>=200.00, not-uptrend, ret20<0.0%, dte>10
  • IDYA — not-uptrend, dte>10
  • CRCG — dte>10, em<$5.0, optvol<500
  • CRCL — iv<120%

Desk Notes

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

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