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Screening Report

Updated: 2026-03-2425 08:42:4951 MYT Source File: screen-report-20260324-084249.20260325-084250.md Generated: 2026-03-2425 08:42 AM Universe: 1030710310 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: AAOI with score 67.373.6, near-expiry ATM IV 127.4%133.5%, and expected move $11.4012.70.

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 AAOI 67.373.6 call-flow, cleaner-spread, momentum, large-em 95.76113.90 127.4%133.5% 11.4012.7013.0%1.57B42.8K37.9K 14.7%1.26B24.9K33.4K14.0%2%
02 USO58.5cleaner-spread, momentum110.56123.7%8.108.6%6.70B93.7K61.1K7.4%
03UVXY 56.964.4 call-flow, cleaner-spread, momentum, large-em 49.8851.56 133.3%153.2% 5.5575 12.8%4% 481.69M497.77M 22.8K13.2K 40.5K42.4K 19.6%37.4%

Analyst Breakdown

01 AAOI

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

Category Metric Value
Price Spot 95.76113.90
Options ATM IV 127.4%133.5%
Options Expected Move $11.4012.70 (11.9%2%)
Options Expiry / DTE 2026-03-27 / 3D2D
Trend EMA20 / EMA50 89.3691.69 / 70.1571.86
Trend R20 / R60 77.5%102.4% / 135.6%177.8%
Trend Distance to 20D breakout 32.6%11.5%
Risk HV20 246.1%251.6%
Risk ATR14% 14.7%13.0%
Liquidity ADV20$ 1.26B57B
Options Call/Put Vol Ratio 2.951.76
Options Call/Put OI Ratio 1.3748
Options Total Option Volume 24.9K42.8K
Options Total Option OI 33.4K37.9K
Execution Spread% 14.0%2%
Score Composite Score 67.373.6

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 49.8851.56
Options ATM IV 133.3%153.2%
Options Expected Move $5.5575 (11.1%)
Options Expiry / DTE 2026-03-27 / 3D2D
Trend EMA20 / EMA50 46.6547.12 / 43.6394
Trend R20 / R60 21.7%33.1% / 34.9%39.8%
Trend Distance to 20D breakout 8.5%4.9%
Risk HV20 142.140.6%
Risk ATR14% 12.8%4%
Liquidity ADV20$ 481.69M497.77M
Options Call/Put Vol Ratio 1.9346
Options Call/Put OI Ratio 2.6454
Options Total Option Volume 22.8K13.2K
Options Total Option OI 40.5K42.4K
Execution Spread% 19.6%37.4%
Score Composite Score 56.964.4

Failed Snapshot

  • UVIX — em<$5.0
  • AXTI — dte>10
  • MAZE — dte>10, optvol<500
  • BWET — dte>10, optvol<500, optoi<1000
  • UVIXCRCA — em<$5.0
  • CRCA —not-uptrend, dte>10, optvol<500, optoi<1000
  • MAZENEBX — dte>10, optvol<500
  • NEBXKORU — dtespot>10
  • NVDU —=200.00, not-uptrend, ret20<0.0%, dte>10
  • ASTX — not-uptrend, dte>10
  • ZSL — not-uptrend, em<$5.0
  • AIRS — not-uptrend, dte>10, em<$5.0
  • TSEM — dte>10, iv<120%
  • SOLT — not-uptrend, dte>10
  • UCOASTX — not-uptrend, ret20<0.0%, dte>10
  • CRCLVRDN — ivnot-uptrend, ret20<120%0.0%, dte>10
  • CIENTVTX — not-uptrend, ret20<0.0%, dte>10
  • TRON — adv20$<8.00M, dte>10, em<$5.0
  • SNDK — spot>=200.00, iv<120%

Desk Notes

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

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