Screening Report
Updated: 2026-04-05 18:48:54 MYT Source File:
screen-report-20260405-161723.mdGenerated: 2026-04-05 04:17 PM Universe: 10350 Profile: volatile_swing Trend Mode: any-trend Top N: 30
Hard Filters: UNIVERSE:10350 | PROFILE:volatile_swing | TREND:any-trend | spot<200 | IV1>70% | EM>=4.0$ | EM%>=4.0% | DTE<=14 | ADV20$>=10.00M | ATR14%>=5.0 | EMA20GAP -12.0%..30.0% | PB20 0.0%..20.0% | OPTVOL>=800 | OPTOI>=2500 | SPREADpref<=15.0% | hard<=35.0%
Executive Summary
This screen targets institutional-style swing candidates with liquidity, elevated front-end IV, meaningful expected move, and executable spreads. Current leader: BNO with score 124.9, trend regime up, ATM IV 121.3%, and expected move $9.85.
Ranking Model
Total Score = movement + trend + entry fit + liquidity + execution
- Movement: expected move, expected move %, IV, ATR
- Trend: regime alignment, trend strength, 20D/60D return
- Entry Fit: EMA20 gap and 20D pullback fit inside the preferred band
- Liquidity: ADV20$, option volume/OI, flow confirmation
- Execution: reward tight spreads, penalize unusable spreads
Top Results
| # | Symbol | Regime | Score | Thesis | Spot | IV1 | EM $ | EM % | Trend | Entry | Liq | Exec | Spread% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 01 | BNO | up | 124.9 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 54.12 | 121.3% | 9.85 | 18.2% | 28.0 | 15.5 | 33.0 | 8.0 | 7.1% |
| 02 | TSEM | up | 121.7 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 197.80 | 95.3% | 28.55 | 14.4% | 28.0 | 13.4 | 31.0 | 8.0 | 8.8% |
| 03 | USO | up | 118.9 | positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 137.92 | 106.7% | 22.35 | 16.2% | 28.0 | 14.2 | 28.0 | 8.0 | 4.0% |
| 04 | PL | up | 112.5 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 35.88 | 115.7% | 6.25 | 17.4% | 28.0 | 13.5 | 30.8 | 4.0 | 14.4% |
| 05 | UCO | up | 111.0 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity | 39.66 | 127.8% | 7.65 | 19.3% | 28.0 | 18.2 | 31.8 | -4.0 | 17.0% |
| 06 | NBIS | mixed | 109.9 | ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 108.82 | 87.0% | 14.25 | 13.1% | 14.0 | 16.2 | 31.0 | 8.0 | 5.6% |
| 07 | FSLY | up | 108.8 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 33.50 | 112.9% | 6.20 | 18.5% | 28.0 | 12.6 | 29.4 | 4.0 | 12.9% |
| 08 | SEDG | up | 107.4 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 48.75 | 92.8% | 6.83 | 14.0% | 28.0 | 17.9 | 24.5 | 4.0 | 9.5% |
| 09 | AA | up | 104.0 | positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 71.53 | 78.5% | 8.45 | 11.8% | 23.6 | 15.4 | 26.3 | 8.0 | 4.7% |
| 10 | AAOI | mixed | 102.5 | ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity | 103.91 | 140.6% | 21.95 | 21.1% | 13.4 | 16.3 | 30.9 | -4.0 | 17.8% |
| 11 | CRWV | mixed | 100.1 | ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 82.24 | 89.0% | 11.00 | 13.4% | 7.6 | 17.1 | 28.1 | 8.0 | 6.4% |
| 12 | DOCN | up | 98.6 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, high-convexity, large-relative-move, institutional-liquidity | 90.01 | 87.9% | 11.90 | 13.2% | 28.0 | 15.0 | 26.5 | -10.0 | 26.9% |
| 13 | UVXY | mixed | 98.4 | ema20-entry, controlled-pullback, wide-spread, high-convexity, large-relative-move, institutional-liquidity | 50.53 | 146.9% | 11.20 | 22.2% | 18.1 | 15.0 | 29.2 | -10.0 | 33.9% |
| 14 | GSAT | up | 98.2 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, high-convexity, large-relative-move, institutional-liquidity | 77.73 | 90.6% | 10.90 | 14.0% | 23.9 | 13.5 | 31.4 | -10.0 | 29.4% |
| 15 | GUSH | up | 97.8 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, large-relative-move, institutional-liquidity | 42.16 | 83.7% | 5.30 | 12.6% | 28.0 | 18.6 | 30.2 | -4.0 | 17.0% |
| 16 | SQQQ | mixed | 97.8 | ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 77.29 | 76.0% | 8.85 | 11.5% | 13.2 | 16.8 | 31.8 | 4.0 | 12.4% |
| 17 | BE | mixed | 94.6 | ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 135.63 | 108.1% | 22.07 | 16.3% | 2.0 | 13.8 | 29.2 | 4.0 | 11.1% |
| 18 | ASTS | mixed | 93.3 | ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 92.62 | 106.9% | 14.92 | 16.1% | -6.0 | 16.8 | 29.9 | 8.0 | 7.7% |
| 19 | SATS | up | 93.0 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, high-convexity, large-relative-move, institutional-liquidity | 128.68 | 72.3% | 14.10 | 11.0% | 23.4 | 15.4 | 30.0 | -10.0 | 22.7% |
| 20 | BKSY | up | 92.0 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, large-relative-move, institutional-liquidity | 30.81 | 128.4% | 5.90 | 19.1% | 25.0 | 13.7 | 22.0 | -4.0 | 16.9% |
| 21 | SOXL | mixed | 89.6 | ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 52.75 | 127.1% | 10.05 | 19.1% | -6.0 | 17.4 | 28.5 | 4.0 | 11.9% |
| 22 | VIAV | up | 86.6 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, large-relative-move, institutional-liquidity | 36.89 | 94.9% | 5.28 | 14.3% | 28.0 | 15.9 | 24.2 | -10.0 | 25.6% |
| 23 | RKLB | mixed | 85.9 | ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 67.73 | 99.0% | 6.88 | 10.2% | -6.0 | 16.8 | 32.4 | 8.0 | 6.5% |
| 24 | ALB | up | 85.5 | positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, institutional-liquidity | 178.09 | 71.5% | 13.00 | 7.3% | 19.9 | 15.6 | 13.7 | 4.0 | 13.8% |
| 25 | AU | mixed | 84.0 | ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 101.22 | 70.4% | 10.70 | 10.6% | 3.0 | 18.0 | 21.2 | 8.0 | 7.5% |
| 26 | NUGT | mixed | 83.6 | ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 199.37 | 120.4% | 36.05 | 18.1% | -6.0 | 15.2 | 24.7 | 4.0 | 13.6% |
| 27 | LABU | mixed | 79.9 | ema20-entry, controlled-pullback, high-convexity, large-relative-move, institutional-liquidity | 171.64 | 113.0% | 28.65 | 16.7% | 11.3 | 15.9 | 12.6 | -4.0 | 15.0% |
| 28 | EWY | mixed | 79.0 | ema20-entry, controlled-pullback, tradable-spread, high-convexity, institutional-liquidity | 122.87 | 72.0% | 9.05 | 7.4% | -0.2 | 17.2 | 28.0 | 4.0 | 12.2% |
| 29 | PBF | mixed | 78.6 | ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity | 45.39 | 80.8% | 5.50 | 12.1% | 8.0 | 17.6 | 24.1 | 4.0 | 12.7% |
| 30 | CRDO | down | 75.3 | ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 101.45 | 88.0% | 13.40 | 13.2% | -14.0 | 16.4 | 29.2 | 4.0 | 13.4% |
Analyst Breakdown
01 BNO
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 54.12 |
| Options | ATM IV | 121.3% |
| Options | Expected Move | $9.85 (18.2%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 48.50 / 42.08 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 5.8% / 12.3% |
| Trend | R20 / R60 | 34.5% / 92.4% |
| Entry | Distance above EMA20 | 11.6% |
| Entry | Distance above EMA50 | 28.6% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 74.1% |
| Risk | ATR14% | 5.3% |
| Liquidity | ADV20$ | 554.82M |
| Options | Call/Put Vol Ratio | 3.30 |
| Options | Call/Put OI Ratio | 3.40 |
| Options | Total Option Volume | 19.2K |
| Options | Total Option OI | 60.4K |
| Execution | Spread% | 7.1% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 40.4 / 28.0 / 15.5 / 33.0 / 8.0 |
| Score | Composite Score | 124.9 |
02 TSEM
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 197.80 |
| Options | ATM IV | 95.3% |
| Options | Expected Move | $28.55 (14.4%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 161.25 / 143.38 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 8.1% / 13.3% |
| Trend | R20 / R60 | 64.1% / 61.8% |
| Entry | Distance above EMA20 | 22.7% |
| Entry | Distance above EMA50 | 38.0% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 99.0% |
| Risk | ATR14% | 8.3% |
| Liquidity | ADV20$ | 771.32M |
| Options | Call/Put Vol Ratio | 23.78 |
| Options | Call/Put OI Ratio | 0.79 |
| Options | Total Option Volume | 11.0K |
| Options | Total Option OI | 48.7K |
| Execution | Spread% | 8.8% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 41.3 / 28.0 / 13.4 / 31.0 / 8.0 |
| Score | Composite Score | 121.7 |
03 USO
Trading thesis: positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 137.92 |
| Options | ATM IV | 106.7% |
| Options | Expected Move | $22.35 (16.2%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 116.34 / 100.79 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 7.7% / 12.0% |
| Trend | R20 / R60 | 43.2% / 101.3% |
| Entry | Distance above EMA20 | 18.6% |
| Entry | Distance above EMA50 | 36.8% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 84.1% |
| Risk | ATR14% | 5.4% |
| Liquidity | ADV20$ | 9.46B |
| Options | Call/Put Vol Ratio | 0.79 |
| Options | Call/Put OI Ratio | 0.71 |
| Options | Total Option Volume | 67.7K |
| Options | Total Option OI | 514.7K |
| Execution | Spread% | 4.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 40.7 / 28.0 / 14.2 / 28.0 / 8.0 |
| Score | Composite Score | 118.9 |
04 PL
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 35.88 |
| Options | ATM IV | 115.7% |
| Options | Expected Move | $6.25 (17.4%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 29.41 / 26.40 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 3.5% / 11.6% |
| Trend | R20 / R60 | 45.9% / 64.3% |
| Entry | Distance above EMA20 | 22.0% |
| Entry | Distance above EMA50 | 35.9% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 139.2% |
| Risk | ATR14% | 11.5% |
| Liquidity | ADV20$ | 669.85M |
| Options | Call/Put Vol Ratio | 1.74 |
| Options | Call/Put OI Ratio | 1.30 |
| Options | Total Option Volume | 13.4K |
| Options | Total Option OI | 68.6K |
| Execution | Spread% | 14.4% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 36.1 / 28.0 / 13.5 / 30.8 / 4.0 |
| Score | Composite Score | 112.5 |
05 UCO
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 39.66 |
| Options | ATM IV | 127.8% |
| Options | Expected Move | $7.65 (19.3%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 37.89 / 32.30 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 3.8% / 13.7% |
| Trend | R20 / R60 | 29.2% / 109.1% |
| Entry | Distance above EMA20 | 4.7% |
| Entry | Distance above EMA50 | 22.8% |
| Entry | Pullback from 20D high | 7.7% |
| Risk | HV20 | 89.1% |
| Risk | ATR14% | 7.3% |
| Liquidity | ADV20$ | 725.21M |
| Options | Call/Put Vol Ratio | 1.76 |
| Options | Call/Put OI Ratio | 1.74 |
| Options | Total Option Volume | 7.7K |
| Options | Total Option OI | 57.5K |
| Execution | Spread% | 17.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 37.0 / 28.0 / 18.2 / 31.8 / -4.0 |
| Score | Composite Score | 111.0 |
06 NBIS
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 60.0% |
| Price | Spot | 108.82 |
| Options | ATM IV | 87.0% |
| Options | Expected Move | $14.25 (13.1%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 106.36 / 102.68 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -2.6% / 2.1% |
| Trend | R20 / R60 | 13.8% / 8.6% |
| Entry | Distance above EMA20 | 2.3% |
| Entry | Distance above EMA50 | 6.0% |
| Entry | Pullback from 20D high | 16.2% |
| Risk | HV20 | 117.0% |
| Risk | ATR14% | 9.3% |
| Liquidity | ADV20$ | 2.05B |
| Options | Call/Put Vol Ratio | 3.29 |
| Options | Call/Put OI Ratio | 1.02 |
| Options | Total Option Volume | 11.9K |
| Options | Total Option OI | 78.1K |
| Execution | Spread% | 5.6% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 40.7 / 14.0 / 16.2 / 31.0 / 8.0 |
| Score | Composite Score | 109.9 |
07 FSLY
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 33.50 |
| Options | ATM IV | 112.9% |
| Options | Expected Move | $6.20 (18.5%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 26.46 / 21.04 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 9.4% / 23.0% |
| Trend | R20 / R60 | 63.9% / 232.7% |
| Entry | Distance above EMA20 | 26.6% |
| Entry | Distance above EMA50 | 59.2% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 104.6% |
| Risk | ATR14% | 8.8% |
| Liquidity | ADV20$ | 424.16M |
| Options | Call/Put Vol Ratio | 4.20 |
| Options | Call/Put OI Ratio | 0.96 |
| Options | Total Option Volume | 4.2K |
| Options | Total Option OI | 28.6K |
| Execution | Spread% | 12.9% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 34.8 / 28.0 / 12.6 / 29.4 / 4.0 |
| Score | Composite Score | 108.8 |
08 SEDG
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 48.75 |
| Options | ATM IV | 92.8% |
| Options | Expected Move | $6.83 (14.0%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 45.90 / 41.08 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 6.4% / 11.8% |
| Trend | R20 / R60 | 38.3% / 58.4% |
| Entry | Distance above EMA20 | 6.2% |
| Entry | Distance above EMA50 | 18.7% |
| Entry | Pullback from 20D high | 6.0% |
| Risk | HV20 | 100.1% |
| Risk | ATR14% | 8.9% |
| Liquidity | ADV20$ | 175.87M |
| Options | Call/Put Vol Ratio | 2.44 |
| Options | Call/Put OI Ratio | 1.09 |
| Options | Total Option Volume | 1.1K |
| Options | Total Option OI | 22.5K |
| Execution | Spread% | 9.5% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 33.0 / 28.0 / 17.9 / 24.5 / 4.0 |
| Score | Composite Score | 107.4 |
09 AA
Trading thesis: positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 71.53 |
| Options | ATM IV | 78.5% |
| Options | Expected Move | $8.45 (11.8%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 63.05 / 60.68 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 4.2% / 1.4% |
| Trend | R20 / R60 | 18.5% / 12.5% |
| Entry | Distance above EMA20 | 13.4% |
| Entry | Distance above EMA50 | 17.9% |
| Entry | Pullback from 20D high | 0.7% |
| Risk | HV20 | 68.9% |
| Risk | ATR14% | 5.3% |
| Liquidity | ADV20$ | 476.64M |
| Options | Call/Put Vol Ratio | 1.00 |
| Options | Call/Put OI Ratio | 1.15 |
| Options | Total Option Volume | 3.8K |
| Options | Total Option OI | 71.5K |
| Execution | Spread% | 4.7% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 30.7 / 23.6 / 15.4 / 26.3 / 8.0 |
| Score | Composite Score | 104.0 |
10 AAOI
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 60.0% |
| Price | Spot | 103.91 |
| Options | ATM IV | 140.6% |
| Options | Expected Move | $21.95 (21.1%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 93.32 / 77.60 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -0.9% / 13.5% |
| Trend | R20 / R60 | 2.7% / 169.1% |
| Entry | Distance above EMA20 | 11.4% |
| Entry | Distance above EMA50 | 33.9% |
| Entry | Pullback from 20D high | 18.2% |
| Risk | HV20 | 174.4% |
| Risk | ATR14% | 13.1% |
| Liquidity | ADV20$ | 1.38B |
| Options | Call/Put Vol Ratio | 1.44 |
| Options | Call/Put OI Ratio | 1.77 |
| Options | Total Option Volume | 9.7K |
| Options | Total Option OI | 36.3K |
| Execution | Spread% | 17.8% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 46.0 / 13.4 / 16.3 / 30.9 / -4.0 |
| Score | Composite Score | 102.5 |
11 CRWV
Trading thesis: ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 20.0% |
| Price | Spot | 82.24 |
| Options | ATM IV | 89.0% |
| Options | Expected Move | $11.00 (13.4%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 80.57 / 84.00 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -2.9% / -2.6% |
| Trend | R20 / R60 | 9.9% / 5.5% |
| Entry | Distance above EMA20 | 2.1% |
| Entry | Distance above EMA50 | -2.1% |
| Entry | Pullback from 20D high | 6.1% |
| Risk | HV20 | 82.2% |
| Risk | ATR14% | 7.5% |
| Liquidity | ADV20$ | 1.84B |
| Options | Call/Put Vol Ratio | 0.69 |
| Options | Call/Put OI Ratio | 1.03 |
| Options | Total Option Volume | 26.3K |
| Options | Total Option OI | 352.2K |
| Execution | Spread% | 6.4% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 39.3 / 7.6 / 17.1 / 28.1 / 8.0 |
| Score | Composite Score | 100.1 |
12 DOCN
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 90.01 |
| Options | ATM IV | 87.9% |
| Options | Expected Move | $11.90 (13.2%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 78.61 / 68.91 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 5.7% / 13.0% |
| Trend | R20 / R60 | 67.2% / 66.7% |
| Entry | Distance above EMA20 | 14.5% |
| Entry | Distance above EMA50 | 30.6% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 71.4% |
| Risk | ATR14% | 7.6% |
| Liquidity | ADV20$ | 421.37M |
| Options | Call/Put Vol Ratio | 3.70 |
| Options | Call/Put OI Ratio | 1.68 |
| Options | Total Option Volume | 1.9K |
| Options | Total Option OI | 14.7K |
| Execution | Spread% | 26.9% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 39.2 / 28.0 / 15.0 / 26.5 / -10.0 |
| Score | Composite Score | 98.6 |
13 UVXY
Trading thesis: ema20-entry, controlled-pullback, wide-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 60.0% |
| Price | Spot | 50.53 |
| Options | ATM IV | 146.9% |
| Options | Expected Move | $11.20 (22.2%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 50.64 / 46.48 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 5.3% / 8.2% |
| Trend | R20 / R60 | 12.9% / 45.5% |
| Entry | Distance above EMA20 | -0.2% |
| Entry | Distance above EMA50 | 8.7% |
| Entry | Pullback from 20D high | 18.0% |
| Risk | HV20 | 152.3% |
| Risk | ATR14% | 11.2% |
| Liquidity | ADV20$ | 399.55M |
| Options | Call/Put Vol Ratio | 1.34 |
| Options | Call/Put OI Ratio | 1.09 |
| Options | Total Option Volume | 7.6K |
| Options | Total Option OI | 44.1K |
| Execution | Spread% | 33.9% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 46.0 / 18.1 / 15.0 / 29.2 / -10.0 |
| Score | Composite Score | 98.4 |
14 GSAT
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 77.73 |
| Options | ATM IV | 90.6% |
| Options | Expected Move | $10.90 (14.0%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 63.57 / 61.56 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 5.2% / 3.0% |
| Trend | R20 / R60 | 30.8% / 15.5% |
| Entry | Distance above EMA20 | 22.3% |
| Entry | Distance above EMA50 | 26.3% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 87.1% |
| Risk | ATR14% | 7.3% |
| Liquidity | ADV20$ | 85.87M |
| Options | Call/Put Vol Ratio | 3.84 |
| Options | Call/Put OI Ratio | 1.19 |
| Options | Total Option Volume | 8.8K |
| Options | Total Option OI | 30.3K |
| Execution | Spread% | 29.4% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 39.5 / 23.9 / 13.5 / 31.4 / -10.0 |
| Score | Composite Score | 98.2 |
15 GUSH
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 42.16 |
| Options | ATM IV | 83.7% |
| Options | Expected Move | $5.30 (12.6%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 40.64 / 35.26 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 5.3% / 13.4% |
| Trend | R20 / R60 | 16.9% / 94.8% |
| Entry | Distance above EMA20 | 3.7% |
| Entry | Distance above EMA50 | 19.6% |
| Entry | Pullback from 20D high | 11.0% |
| Risk | HV20 | 56.7% |
| Risk | ATR14% | 6.5% |
| Liquidity | ADV20$ | 96.74M |
| Options | Call/Put Vol Ratio | 7.57 |
| Options | Call/Put OI Ratio | 7.87 |
| Options | Total Option Volume | 3.3K |
| Options | Total Option OI | 18.7K |
| Execution | Spread% | 17.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 25.0 / 28.0 / 18.6 / 30.2 / -4.0 |
| Score | Composite Score | 97.8 |
16 SQQQ
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 60.0% |
| Price | Spot | 77.29 |
| Options | ATM IV | 76.0% |
| Options | Expected Move | $8.85 (11.5%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 77.73 / 74.18 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 3.5% / 4.6% |
| Trend | R20 / R60 | 10.0% / 17.8% |
| Entry | Distance above EMA20 | -0.6% |
| Entry | Distance above EMA50 | 4.2% |
| Entry | Pullback from 20D high | 13.6% |
| Risk | HV20 | 66.9% |
| Risk | ATR14% | 6.1% |
| Liquidity | ADV20$ | 4.70B |
| Options | Call/Put Vol Ratio | 1.61 |
| Options | Call/Put OI Ratio | 2.69 |
| Options | Total Option Volume | 12.6K |
| Options | Total Option OI | 34.2K |
| Execution | Spread% | 12.4% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 32.0 / 13.2 / 16.8 / 31.8 / 4.0 |
| Score | Composite Score | 97.8 |
17 BE
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | -20.0% |
| Price | Spot | 135.63 |
| Options | ATM IV | 108.1% |
| Options | Expected Move | $22.07 (16.3%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 143.60 / 143.45 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -5.1% / -2.1% |
| Trend | R20 / R60 | -15.2% / 31.6% |
| Entry | Distance above EMA20 | -5.5% |
| Entry | Distance above EMA50 | -5.5% |
| Entry | Pullback from 20D high | 18.6% |
| Risk | HV20 | 114.0% |
| Risk | ATR14% | 10.6% |
| Liquidity | ADV20$ | 1.43B |
| Options | Call/Put Vol Ratio | 1.69 |
| Options | Call/Put OI Ratio | 1.23 |
| Options | Total Option Volume | 4.6K |
| Options | Total Option OI | 100.2K |
| Execution | Spread% | 11.1% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 45.6 / 2.0 / 13.8 / 29.2 / 4.0 |
| Score | Composite Score | 94.6 |
18 ASTS
Trading thesis: ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | -60.0% |
| Price | Spot | 92.62 |
| Options | ATM IV | 106.9% |
| Options | Expected Move | $14.92 (16.1%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 87.54 / 88.64 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -3.1% / -1.5% |
| Trend | R20 / R60 | -1.3% / -5.0% |
| Entry | Distance above EMA20 | 5.8% |
| Entry | Distance above EMA50 | 4.5% |
| Entry | Pullback from 20D high | 3.6% |
| Risk | HV20 | 97.1% |
| Risk | ATR14% | 9.2% |
| Liquidity | ADV20$ | 1.15B |
| Options | Call/Put Vol Ratio | 1.46 |
| Options | Call/Put OI Ratio | 1.26 |
| Options | Total Option Volume | 20.9K |
| Options | Total Option OI | 125.3K |
| Execution | Spread% | 7.7% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 44.6 / -6.0 / 16.8 / 29.9 / 8.0 |
| Score | Composite Score | 93.3 |
19 SATS
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 128.68 |
| Options | ATM IV | 72.3% |
| Options | Expected Move | $14.10 (11.0%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 114.66 / 111.80 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 2.8% / 1.9% |
| Trend | R20 / R60 | 16.1% / 10.9% |
| Entry | Distance above EMA20 | 12.2% |
| Entry | Distance above EMA50 | 15.1% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 60.1% |
| Risk | ATR14% | 5.8% |
| Liquidity | ADV20$ | 1.13B |
| Options | Call/Put Vol Ratio | 0.90 |
| Options | Call/Put OI Ratio | 2.35 |
| Options | Total Option Volume | 7.8K |
| Options | Total Option OI | 49.5K |
| Execution | Spread% | 22.7% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 34.3 / 23.4 / 15.4 / 30.0 / -10.0 |
| Score | Composite Score | 93.0 |
20 BKSY
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 30.81 |
| Options | ATM IV | 128.4% |
| Options | Expected Move | $5.90 (19.1%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 25.45 / 24.01 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 1.9% / 5.1% |
| Trend | R20 / R60 | 26.5% / 24.3% |
| Entry | Distance above EMA20 | 21.0% |
| Entry | Distance above EMA50 | 28.3% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 116.6% |
| Risk | ATR14% | 11.0% |
| Liquidity | ADV20$ | 51.73M |
| Options | Call/Put Vol Ratio | 2.03 |
| Options | Call/Put OI Ratio | 3.92 |
| Options | Total Option Volume | 1.5K |
| Options | Total Option OI | 9.3K |
| Execution | Spread% | 16.9% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 35.2 / 25.0 / 13.7 / 22.0 / -4.0 |
| Score | Composite Score | 92.0 |
21 SOXL
Trading thesis: ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | -60.0% |
| Price | Spot | 52.75 |
| Options | ATM IV | 127.1% |
| Options | Expected Move | $10.05 (19.1%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 52.49 / 54.47 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -4.7% / -3.6% |
| Trend | R20 / R60 | -3.7% / -2.3% |
| Entry | Distance above EMA20 | 0.5% |
| Entry | Distance above EMA50 | -3.2% |
| Entry | Pullback from 20D high | 7.5% |
| Risk | HV20 | 129.7% |
| Risk | ATR14% | 10.6% |
| Liquidity | ADV20$ | 5.38B |
| Options | Call/Put Vol Ratio | 1.18 |
| Options | Call/Put OI Ratio | 0.70 |
| Options | Total Option Volume | 16.3K |
| Options | Total Option OI | 100.0K |
| Execution | Spread% | 11.9% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 45.6 / -6.0 / 17.4 / 28.5 / 4.0 |
| Score | Composite Score | 89.6 |
22 VIAV
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 36.89 |
| Options | ATM IV | 94.9% |
| Options | Expected Move | $5.28 (14.3%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 32.99 / 29.26 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 3.2% / 9.7% |
| Trend | R20 / R60 | 19.0% / 98.5% |
| Entry | Distance above EMA20 | 11.8% |
| Entry | Distance above EMA50 | 26.1% |
| Entry | Pullback from 20D high | 1.0% |
| Risk | HV20 | 85.7% |
| Risk | ATR14% | 7.9% |
| Liquidity | ADV20$ | 225.01M |
| Options | Call/Put Vol Ratio | 2.98 |
| Options | Call/Put OI Ratio | 1.02 |
| Options | Total Option Volume | 1.1K |
| Options | Total Option OI | 25.7K |
| Execution | Spread% | 25.6% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 28.6 / 28.0 / 15.9 / 24.2 / -10.0 |
| Score | Composite Score | 86.6 |
23 RKLB
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | -60.0% |
| Price | Spot | 67.73 |
| Options | ATM IV | 99.0% |
| Options | Expected Move | $6.88 (10.2%) |
| Options | Expiry / DTE | 2026-04-10 / 5D |
| Trend | EMA20 / EMA50 | 67.62 / 69.72 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -3.7% / -2.9% |
| Trend | R20 / R60 | -3.2% / -21.3% |
| Entry | Distance above EMA20 | 0.2% |
| Entry | Distance above EMA50 | -2.8% |
| Entry | Pullback from 20D high | 13.8% |
| Risk | HV20 | 102.1% |
| Risk | ATR14% | 9.2% |
| Liquidity | ADV20$ | 1.65B |
| Options | Call/Put Vol Ratio | 1.94 |
| Options | Call/Put OI Ratio | 1.81 |
| Options | Total Option Volume | 31.7K |
| Options | Total Option OI | 40.4K |
| Execution | Spread% | 6.5% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 34.7 / -6.0 / 16.8 / 32.4 / 8.0 |
| Score | Composite Score | 85.9 |
24 ALB
Trading thesis: positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 178.09 |
| Options | ATM IV | 71.5% |
| Options | Expected Move | $13.00 (7.3%) |
| Options | Expiry / DTE | 2026-04-10 / 5D |
| Trend | EMA20 / EMA50 | 173.00 / 167.80 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 2.1% / 2.3% |
| Trend | R20 / R60 | 8.6% / 12.6% |
| Entry | Distance above EMA20 | 2.9% |
| Entry | Distance above EMA50 | 6.1% |
| Entry | Pullback from 20D high | 1.8% |
| Risk | HV20 | 48.0% |
| Risk | ATR14% | 5.2% |
| Liquidity | ADV20$ | 343.55M |
| Options | Call/Put Vol Ratio | 0.88 |
| Options | Call/Put OI Ratio | 0.53 |
| Options | Total Option Volume | 850 |
| Options | Total Option OI | 3.7K |
| Execution | Spread% | 13.8% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 32.3 / 19.9 / 15.6 / 13.7 / 4.0 |
| Score | Composite Score | 85.5 |
25 AU
Trading thesis: ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 20.0% |
| Price | Spot | 101.22 |
| Options | ATM IV | 70.4% |
| Options | Expected Move | $10.70 (10.6%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 96.84 / 99.17 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 0.2% / -3.6% |
| Trend | R20 / R60 | -6.2% / 8.1% |
| Entry | Distance above EMA20 | 4.5% |
| Entry | Distance above EMA50 | 2.1% |
| Entry | Pullback from 20D high | 7.1% |
| Risk | HV20 | 72.9% |
| Risk | ATR14% | 5.8% |
| Liquidity | ADV20$ | 371.93M |
| Options | Call/Put Vol Ratio | 1.38 |
| Options | Call/Put OI Ratio | 0.42 |
| Options | Total Option Volume | 813 |
| Options | Total Option OI | 35.3K |
| Execution | Spread% | 7.5% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 33.9 / 3.0 / 18.0 / 21.2 / 8.0 |
| Score | Composite Score | 84.0 |
26 NUGT
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | -60.0% |
| Price | Spot | 199.37 |
| Options | ATM IV | 120.4% |
| Options | Expected Move | $36.05 (18.1%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 194.33 / 211.76 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -2.5% / -8.4% |
| Trend | R20 / R60 | -16.8% / -5.8% |
| Entry | Distance above EMA20 | 2.6% |
| Entry | Distance above EMA50 | -5.9% |
| Entry | Pullback from 20D high | 19.0% |
| Risk | HV20 | 114.0% |
| Risk | ATR14% | 9.7% |
| Liquidity | ADV20$ | 163.85M |
| Options | Call/Put Vol Ratio | 2.15 |
| Options | Call/Put OI Ratio | 1.29 |
| Options | Total Option Volume | 1.9K |
| Options | Total Option OI | 11.3K |
| Execution | Spread% | 13.6% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 45.7 / -6.0 / 15.2 / 24.7 / 4.0 |
| Score | Composite Score | 83.6 |
27 LABU
Trading thesis: ema20-entry, controlled-pullback, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 60.0% |
| Price | Spot | 171.64 |
| Options | ATM IV | 113.0% |
| Options | Expected Move | $28.65 (16.7%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 156.69 / 159.00 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 0.7% / -1.8% |
| Trend | R20 / R60 | 8.6% / 7.7% |
| Entry | Distance above EMA20 | 9.5% |
| Entry | Distance above EMA50 | 8.0% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 114.0% |
| Risk | ATR14% | 8.2% |
| Liquidity | ADV20$ | 125.04M |
| Options | Call/Put Vol Ratio | 0.66 |
| Options | Call/Put OI Ratio | 0.84 |
| Options | Total Option Volume | 854 |
| Options | Total Option OI | 2.7K |
| Execution | Spread% | 15.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 44.2 / 11.3 / 15.9 / 12.6 / -4.0 |
| Score | Composite Score | 79.9 |
28 EWY
Trading thesis: ema20-entry, controlled-pullback, tradable-spread, high-convexity, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | -20.0% |
| Price | Spot | 122.87 |
| Options | ATM IV | 72.0% |
| Options | Expected Move | $9.05 (7.4%) |
| Options | Expiry / DTE | 2026-04-10 / 5D |
| Trend | EMA20 / EMA50 | 127.01 / 125.06 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -2.4% / -0.3% |
| Trend | R20 / R60 | -2.3% / 14.2% |
| Entry | Distance above EMA20 | -3.3% |
| Entry | Distance above EMA50 | -1.8% |
| Entry | Pullback from 20D high | 8.9% |
| Risk | HV20 | 66.7% |
| Risk | ATR14% | 5.5% |
| Liquidity | ADV20$ | 3.41B |
| Options | Call/Put Vol Ratio | 1.01 |
| Options | Call/Put OI Ratio | 0.33 |
| Options | Total Option Volume | 6.4K |
| Options | Total Option OI | 30.1K |
| Execution | Spread% | 12.2% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 30.0 / -0.2 / 17.2 / 28.0 / 4.0 |
| Score | Composite Score | 79.0 |
29 PBF
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 20.0% |
| Price | Spot | 45.39 |
| Options | ATM IV | 80.8% |
| Options | Expected Move | $5.50 (12.1%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 45.77 / 41.09 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 3.0% / 9.8% |
| Trend | R20 / R60 | -0.6% / 66.7% |
| Entry | Distance above EMA20 | -0.8% |
| Entry | Distance above EMA50 | 10.5% |
| Entry | Pullback from 20D high | 11.4% |
| Risk | HV20 | 73.9% |
| Risk | ATR14% | 6.5% |
| Liquidity | ADV20$ | 200.54M |
| Options | Call/Put Vol Ratio | 1.36 |
| Options | Call/Put OI Ratio | 1.82 |
| Options | Total Option Volume | 1.1K |
| Options | Total Option OI | 45.5K |
| Execution | Spread% | 12.7% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 24.9 / 8.0 / 17.6 / 24.1 / 4.0 |
| Score | Composite Score | 78.6 |
30 CRDO
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | down |
| Regime | Trend Strength | -100.0% |
| Price | Spot | 101.45 |
| Options | ATM IV | 88.0% |
| Options | Expected Move | $13.40 (13.2%) |
| Options | Expiry / DTE | 2026-04-17 / 12D |
| Trend | EMA20 / EMA50 | 103.37 / 114.45 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -4.8% / -6.6% |
| Trend | R20 / R60 | -11.6% / -23.7% |
| Entry | Distance above EMA20 | -1.9% |
| Entry | Distance above EMA50 | -11.4% |
| Entry | Pullback from 20D high | 13.8% |
| Risk | HV20 | 80.2% |
| Risk | ATR14% | 8.2% |
| Liquidity | ADV20$ | 684.51M |
| Options | Call/Put Vol Ratio | 2.67 |
| Options | Call/Put OI Ratio | 0.32 |
| Options | Total Option Volume | 4.0K |
| Options | Total Option OI | 59.1K |
| Execution | Spread% | 13.4% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 39.7 / -14.0 / 16.4 / 29.2 / 4.0 |
| Score | Composite Score | 75.3 |
Failed Snapshot
- LITE — spot>=200.00
- SNDK — spot>=200.00
- CIEN — spot>=200.00
- AXTI — pullback>20.0%
- DELL — iv<70%
- STX — spot>=200.00
- CF — iv<70%
- MRVL — iv<70%
- WDC — spot>=200.00
- ARM — iv<70%
- CNTA — optvol<800
- AGX — spot>=200.00
- AEIS — spot>=200.00
- VG — em<$4.0
- LYB — atr14%<5.0, iv<70%
- CENX — optvol<800
- MOD — spot>=200.00
- GEV — spot>=200.00, iv<70%
- VRT — spot>=200.00
- INTC — iv<70%
Desk Notes
The final ranking intentionally rewards convexity, trend alignment, fit-for-entry, liquidity, and executable spreads. Use profile=breakout for AAOI-style expansion names near highs.