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Screening Report

Updated: 2026-03-2904-01 08:42:5843:21 MYT Source File: screen-report-20260329-084257.20260401-084320.md Generated: 2026-03-2904-01 08:4243 AM Universe: 1032610327 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $200. Current leader: UVXYLQDA with score 86.260.1, near-expiry ATM IV 188.7%187.5%, and expected move $10.885.10.

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 UVXYLQDA 86.260.1 call-flow, momentum,wide-spread, large-em,near-break, ultra-ivmomentum 61.6537.74 188.7%187.5% 10.885.10 8.8%5.2% 575.10M50.90M 22.6.3K20.8K 40.5K23.80.4%
02 AAOIAXTI 66.357.4 call-flow, cleaner-spread, momentum, large-em 98.2156.98 132.7%146.8% 13.305.60 14.1%15.5% 1.33B647.37M 10.2K3.0K 17.1K5.4K 18.0%35.7%

Analyst Breakdown

01 UVXYLQDA

Trading thesis: call-flow, momentum,wide-spread, large-em,near-break, ultra-ivmomentum

Category Metric Value
Price Spot 61.6537.74
Options ATM IV 188.7%187.5%
Options Expected Move $10.885.10 (17.6%13.5%)
Options Expiry / DTE 2026-04-02 / 4D1D
Trend EMA20 / EMA50 49.4036.15 / 45.2736.03
Trend R20 / R60 55.5%18.8% / 74.1%20.2%
Trend Distance to 20D breakout 0.0%2.9%
Risk HV20 146.0%59.1%
Risk ATR14% 8.8%5.2%
Liquidity ADV20$ 575.10M50.90M
Options Call/Put Vol Ratio 1.7478
Options Call/Put OI Ratio 3.222.19
Options Total Option Volume 22.8K6.3K
Options Total Option OI 40.5K20.8K
Execution Spread% 23.80.4%
Score Composite Score 86.260.1

02 AAOIAXTI

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

Category Metric Value
Price Spot 98.2156.98
Options ATM IV 132.7%146.8%
Options Expected Move $13.305.60 (13.5%9.8%)
Options Expiry / DTE 2026-04-02 / 4D1D
Trend EMA20 / EMA50 94.5851.79 / 75.4039.90
Trend R20 / R60 16.6%36.4% / 172.7%240.0%
Trend Distance to 20D breakout 29.3%20.1%
Risk HV20 171.6%169.3%
Risk ATR14% 14.1%15.5%
Liquidity ADV20$ 1.33B647.37M
Options Call/Put Vol Ratio 1.250.59
Options Call/Put OI Ratio 0.712.67
Options Total Option Volume 10.2K3.0K
Options Total Option OI 17.1K5.4K
Execution Spread% 18.0%35.7%
Score Composite Score 66.357.4

Failed Snapshot

  • UVIXCNTA — em<$5.0dte>10
  • AXTIAPLS — not-uptrend, dte>10
  • BWET — dte>10, optvol<500, optoi<1000
  • TECSUVIX — dte>10
  • AIRS — dte>10, em<$5.0
  • KORU — spot>=200.00, not-uptrend, ret20<0.0%, dte>10
  • NVDURGTZ — dte>10, optvol<500, optoi<1000
  • RH — not-uptrend, ret20<0.0%, dte>10
  • UCOAIRS — dte>1010, em<$5.0
  • TSEM — dte>10, iv<120%
  • HIMZ — not-uptrend, dte>10
  • CONY — not-uptrend, ret20<0.0%, dte>10
  • RGTZQBTZ — dte>10, optvol<500, optoi<1000
  • FUBOTVTX — not-uptrend, ret20<0.0%dte>10
  • JBTMSLDB — dte>10, em<$5.0
  • UCO — dte>10
  • CIEN — spot>=200.00, iv<120%
  • ASTX — not-uptrend, ret20<0.0%, dte>10
  • ERAS — dte>10

Desk Notes

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

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