Screening Report
Updated: 2026-03-29 08:42:58 MYT Source File:
screen-report-20260329-084257.mdGenerated: 2026-03-29 08:42 AM Universe: 10326 Top N: 10
Executive Summary
This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: UVXY with score 86.2, near-expiry ATM IV 188.7%, and expected move $10.88.
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 | UVXY | 86.2 | call-flow, momentum, large-em, ultra-iv | 61.65 | 188.7% | 10.88 | 8.8% | 575.10M | 22.8K | 40.5K | 23.4% |
| 02 | AAOI | 66.3 | call-flow, cleaner-spread, momentum, large-em | 98.21 | 132.7% | 13.30 | 14.1% | 1.33B | 10.2K | 17.1K | 18.0% |
Analyst Breakdown
01 UVXY
Trading thesis: call-flow, momentum, large-em, ultra-iv
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 61.65 |
| Options | ATM IV | 188.7% |
| Options | Expected Move | $10.88 (17.6%) |
| Options | Expiry / DTE | 2026-04-02 / 4D |
| Trend | EMA20 / EMA50 | 49.40 / 45.27 |
| Trend | R20 / R60 | 55.5% / 74.1% |
| Trend | Distance to 20D breakout | 0.0% |
| Risk | HV20 | 146.0% |
| Risk | ATR14% | 8.8% |
| Liquidity | ADV20$ | 575.10M |
| Options | Call/Put Vol Ratio | 1.74 |
| Options | Call/Put OI Ratio | 3.22 |
| Options | Total Option Volume | 22.8K |
| Options | Total Option OI | 40.5K |
| Execution | Spread% | 23.4% |
| Score | Composite Score | 86.2 |
02 AAOI
Trading thesis: call-flow, cleaner-spread, momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 98.21 |
| Options | ATM IV | 132.7% |
| Options | Expected Move | $13.30 (13.5%) |
| Options | Expiry / DTE | 2026-04-02 / 4D |
| Trend | EMA20 / EMA50 | 94.58 / 75.40 |
| Trend | R20 / R60 | 16.6% / 172.7% |
| Trend | Distance to 20D breakout | 29.3% |
| Risk | HV20 | 171.6% |
| Risk | ATR14% | 14.1% |
| Liquidity | ADV20$ | 1.33B |
| Options | Call/Put Vol Ratio | 1.25 |
| Options | Call/Put OI Ratio | 0.71 |
| Options | Total Option Volume | 10.2K |
| Options | Total Option OI | 17.1K |
| Execution | Spread% | 18.0% |
| Score | Composite Score | 66.3 |
Failed Snapshot
- UVIX — em<$5.0
- AXTI — dte>10
- BWET — dte>10, optvol<500, optoi<1000
- TECS — dte>10
- AIRS — dte>10, em<$5.0
- KORU — spot>=200.00, not-uptrend, ret20<0.0%, dte>10
- NVDU — not-uptrend, ret20<0.0%, dte>10
- UCO — dte>10
- TSEM — dte>10, iv<120%
- HIMZ — not-uptrend, dte>10
- CONY — not-uptrend, ret20<0.0%, dte>10
- RGTZ — dte>10, optvol<500, optoi<1000
- FUBO — not-uptrend, ret20<0.0%
- JBTM — not-uptrend, ret20<0.0%, dte>10
- ERAS — dte>10
Desk Notes
The final ranking intentionally rewards high IV + strong trend + liquidity + active options.