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Screening Report

Updated: 2026-03-2529 08:42:5158 MYT Source File: screen-report-20260325-084250.20260329-084257.md Generated: 2026-03-2529 08:42 AM Universe: 1031010326 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: AAOIUVXY with score 73.686.2, near-expiry ATM IV 133.5%188.7%, and expected move $12.7010.88.

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 UVXY86.2call-flow, momentum, large-em, ultra-iv61.65188.7%10.888.8%575.10M22.8K40.5K23.4%
02AAOI 73.666.3 call-flow, cleaner-spread, momentum, large-em 113.9098.21 133.5%12.70132.7% 13.0%3014.1% 1.57B33B 42.8K37.9K14.2%
02UVXY64.4call-flow, momentum, large-em51.56153.2%5.7512.4%497.77M13.10.2K 42.4K17.1K 37.4%18.0%

Analyst Breakdown

01 UVXY

Trading thesis: call-flow, momentum, large-em, ultra-iv

CategoryMetricValue
PriceSpot61.65
OptionsATM IV188.7%
OptionsExpected Move$10.88 (17.6%)
OptionsExpiry / DTE2026-04-02 / 4D
TrendEMA20 / EMA5049.40 / 45.27
TrendR20 / R6055.5% / 74.1%
TrendDistance to 20D breakout0.0%
RiskHV20146.0%
RiskATR14%8.8%
LiquidityADV20$575.10M
OptionsCall/Put Vol Ratio1.74
OptionsCall/Put OI Ratio3.22
OptionsTotal Option Volume22.8K
OptionsTotal Option OI40.5K
ExecutionSpread%23.4%
ScoreComposite Score86.2

02 AAOI

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

Category Metric Value
Price Spot 113.9098.21
Options ATM IV 133.5%132.7%
Options Expected Move $12.7013.30 (11.2%13.5%)
Options Expiry / DTE 2026-03-2704-02 / 2D4D
Trend EMA20 / EMA50 91.6994.58 / 71.8675.40
Trend R20 / R60 102.4%16.6% / 177.8%172.7%
Trend Distance to 20D breakout 11.5%29.3%
Risk HV20 251.171.6%
Risk ATR14% 13.0%14.1%
Liquidity ADV20$ 1.57B33B
Options Call/Put Vol Ratio 1.7625
Options Call/Put OI Ratio 1.480.71
Options Total Option Volume 42.8K
OptionsTotal Option OI37.9K
ExecutionSpread%14.2%
ScoreComposite Score73.6

02 UVXY

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

CategoryMetricValue
PriceSpot51.56
OptionsATM IV153.2%
OptionsExpected Move$5.75 (11.1%)
OptionsExpiry / DTE2026-03-27 / 2D
TrendEMA20 / EMA5047.12 / 43.94
TrendR20 / R6033.1% / 39.8%
TrendDistance to 20D breakout4.9%
RiskHV20140.6%
RiskATR14%12.4%
LiquidityADV20$497.77M
OptionsCall/Put Vol Ratio1.46
OptionsCall/Put OI Ratio2.54
OptionsTotal Option Volume13.10.2K
Options Total Option OI 42.4K17.1K
Execution Spread% 37.4%18.0%
Score Composite Score 64.466.3

Failed Snapshot

  • UVIX — em<$5.0
  • AXTI — dte>10
  • MAZE — dte>10, optvol<500
  • BWET — dte>10, optvol<500, optoi<1000
  • CRCATECS — not-uptrend, dte>10, optvol<500, optoi<100010
  • NEBXAIRS — dte>10, optvolem<500$5.0
  • KORU — spot>=200.00, not-uptrend, ret20<0.0%, dte>10
  • AIRSNVDU — not-uptrend, ret20<0.0%, dte>10,10
    • em<$5.0
  • UCO — dte>10
  • TSEM — dte>10, iv<120%
  • SOLTHIMZ — not-uptrend, dte>10
  • ASTXCONY — not-uptrend, ret20<0.0%, dte>10
  • VRDNRGTZ — dte>10, optvol<500, optoi<1000
  • FUBO — not-uptrend, ret20<0.0%
  • JBTM — not-uptrend, ret20<0.0%, dte>10
  • TVTXERAS — not-uptrend, ret20<0.0%, dte>10
  • TRON — adv20$<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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