Screening Report
Updated: 2026-04-01 08:43:21 MYT Source File:
screen-report-20260401-084320.mdGenerated: 2026-04-01 08:43 AM Universe: 10327 Top N: 10
Executive Summary
This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: LQDA with score 60.1, near-expiry ATM IV 187.5%, and expected move $5.10.
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 | LQDA | 60.1 | call-flow, wide-spread, near-break, momentum | 37.74 | 187.5% | 5.10 | 5.2% | 50.90M | 6.3K | 20.8K | 80.4% |
| 02 | AXTI | 57.4 | momentum, large-em | 56.98 | 146.8% | 5.60 | 15.5% | 647.37M | 3.0K | 5.4K | 35.7% |
Analyst Breakdown
01 LQDA
Trading thesis: call-flow, wide-spread, near-break, momentum
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 37.74 |
| Options | ATM IV | 187.5% |
| Options | Expected Move | $5.10 (13.5%) |
| Options | Expiry / DTE | 2026-04-02 / 1D |
| Trend | EMA20 / EMA50 | 36.15 / 36.03 |
| Trend | R20 / R60 | 18.8% / 20.2% |
| Trend | Distance to 20D breakout | 2.9% |
| Risk | HV20 | 59.1% |
| Risk | ATR14% | 5.2% |
| Liquidity | ADV20$ | 50.90M |
| Options | Call/Put Vol Ratio | 1.78 |
| Options | Call/Put OI Ratio | 2.19 |
| Options | Total Option Volume | 6.3K |
| Options | Total Option OI | 20.8K |
| Execution | Spread% | 80.4% |
| Score | Composite Score | 60.1 |
02 AXTI
Trading thesis: momentum, large-em
| Category | Metric | Value |
|---|---|---|
| Price | Spot | 56.98 |
| Options | ATM IV | 146.8% |
| Options | Expected Move | $5.60 (9.8%) |
| Options | Expiry / DTE | 2026-04-02 / 1D |
| Trend | EMA20 / EMA50 | 51.79 / 39.90 |
| Trend | R20 / R60 | 36.4% / 240.0% |
| Trend | Distance to 20D breakout | 20.1% |
| Risk | HV20 | 169.3% |
| Risk | ATR14% | 15.5% |
| Liquidity | ADV20$ | 647.37M |
| Options | Call/Put Vol Ratio | 0.59 |
| Options | Call/Put OI Ratio | 2.67 |
| Options | Total Option Volume | 3.0K |
| Options | Total Option OI | 5.4K |
| Execution | Spread% | 35.7% |
| Score | Composite Score | 57.4 |
Failed Snapshot
- CNTA — dte>10
- APLS — not-uptrend, dte>10
- BWET — dte>10, optvol<500, optoi<1000
- UVIX — em<$5.0
- KORU — spot>=200.00, not-uptrend, ret20<0.0%, dte>10
- RGTZ — dte>10, optvol<500, optoi<1000
- RH — not-uptrend, ret20<0.0%
- AIRS — dte>10, em<$5.0
- TSEM — dte>10, iv<120%
- QBTZ — dte>10, optvol<500, optoi<1000
- TVTX — not-uptrend, dte>10
- SLDB — dte>10, em<$5.0
- UCO — dte>10
- CIEN — spot>=200.00, iv<120%
- ASTX — not-uptrend, ret20<0.0%, dte>10
Desk Notes
The final ranking intentionally rewards high IV + strong trend + liquidity + active options.