Screening Report
Updated: 2026-04-12 08:46:53 MYT Source File:
screen-report-20260412-084653.mdGenerated: 2026-04-12 08:46 AM Universe: 10357 Profile: volatile_swing Trend Mode: any-trend Top N: 30
Hard Filters: UNIVERSE:10357 | 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: USO with score 118.4, trend regime up, ATM IV 86.8%, and expected move $16.30.
Ranking Model
Total Score = movement + trend + entry fit + liquidity + execution
- Movement: expected move, expected move %, IV, ATR
- Trend: regime alignment, trend strength, 20D/60D return
- Entry Fit: EMA20 gap and 20D pullback fit inside the preferred band
- Liquidity: ADV20$, 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 | USO | up | 118.4 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 124.82 | 86.8% | 16.30 | 13.1% | 22.7 | 18.7 | 30.6 | 8.0 | 5.5% |
| 02 | NBIS | up | 116.1 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 144.97 | 86.4% | 17.07 | 11.8% | 26.7 | 12.8 | 31.0 | 8.0 | 5.0% |
| 03 | ASTS | up | 112.2 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 94.90 | 104.1% | 15.43 | 16.3% | 18.8 | 15.9 | 29.8 | 4.0 | 13.9% |
| 04 | BE | up | 111.0 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 166.70 | 99.3% | 25.90 | 15.5% | 19.4 | 15.1 | 30.3 | 4.0 | 12.7% |
| 05 | INTC | up | 108.2 | positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 62.38 | 87.3% | 8.55 | 13.7% | 26.0 | 13.2 | 28.7 | 8.0 | 3.5% |
| 06 | CRWV | mixed | 108.0 | ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 102.00 | 89.8% | 14.25 | 14.0% | 16.1 | 13.8 | 31.2 | 8.0 | 4.2% |
| 07 | AXTI | up | 102.3 | positive-trend, ema20-entry, controlled-pullback, high-convexity, large-relative-move, institutional-liquidity | 64.18 | 175.6% | 17.50 | 27.3% | 28.0 | 16.1 | 16.2 | -4.0 | 16.0% |
| 08 | UCO | up | 100.8 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity | 40.06 | 108.7% | 4.45 | 11.1% | 20.2 | 17.6 | 30.3 | 4.0 | 11.2% |
| 09 | FLY | up | 97.1 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity | 37.54 | 102.0% | 5.00 | 13.3% | 26.3 | 13.4 | 22.3 | 4.0 | 14.0% |
| 10 | HUT | up | 96.8 | positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 66.08 | 97.9% | 8.21 | 12.4% | 22.9 | 13.2 | 20.3 | 4.0 | 11.9% |
| 11 | FORM | up | 96.4 | positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, institutional-liquidity | 123.80 | 71.0% | 9.80 | 7.9% | 28.0 | 14.1 | 25.3 | -4.0 | 20.4% |
| 12 | DOCN | mixed | 90.6 | ema20-entry, controlled-pullback, wide-spread, high-convexity, large-relative-move, institutional-liquidity | 75.59 | 99.1% | 8.30 | 11.0% | 17.9 | 14.6 | 29.2 | -10.0 | 26.5% |
| 13 | ALAB | mixed | 89.4 | ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 149.05 | 81.0% | 18.93 | 12.7% | 10.0 | 13.6 | 25.4 | 4.0 | 10.8% |
| 14 | SEI | up | 87.8 | positive-trend, ema20-entry, controlled-pullback, wide-spread, high-convexity, large-relative-move, institutional-liquidity | 62.39 | 103.4% | 6.60 | 10.6% | 24.3 | 19.3 | 20.9 | -10.0 | 33.3% |
| 15 | HYMC | mixed | 86.7 | ema20-entry, controlled-pullback, flow-confirmed, tight-execution, large-relative-move, institutional-liquidity | 37.50 | 101.1% | 4.18 | 11.1% | 7.4 | 17.5 | 24.9 | 8.0 | 8.4% |
| 16 | PL | up | 86.6 | positive-trend, ema20-entry, controlled-pullback, wide-spread, large-relative-move, institutional-liquidity | 34.67 | 101.0% | 5.03 | 14.5% | 26.6 | 18.0 | 20.8 | -10.0 | 26.9% |
| 17 | RDDT | mixed | 86.5 | ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 139.73 | 73.0% | 15.38 | 11.0% | 4.8 | 15.9 | 23.2 | 8.0 | 5.5% |
| 18 | CRDO | mixed | 86.3 | ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 119.59 | 86.4% | 16.15 | 13.5% | 5.6 | 15.3 | 24.0 | 4.0 | 13.0% |
| 19 | RKLB | mixed | 83.7 | ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 68.05 | 85.5% | 9.08 | 13.3% | -6.0 | 17.0 | 28.4 | 8.0 | 7.2% |
| 20 | AGQ | mixed | 83.4 | ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity | 122.21 | 107.9% | 14.55 | 11.9% | -6.0 | 17.2 | 24.4 | 4.0 | 14.4% |
| 21 | APLD | mixed | 78.7 | ema20-entry, controlled-pullback, flow-confirmed, tight-execution, large-relative-move, institutional-liquidity | 26.26 | 97.6% | 4.02 | 15.3% | -6.0 | 17.4 | 31.8 | 8.0 | 8.0% |
| 22 | BNO | mixed | 76.1 | ema20-entry, controlled-pullback, flow-confirmed, large-relative-move, institutional-liquidity | 47.25 | 86.4% | 4.50 | 9.5% | 8.0 | 16.1 | 32.2 | -4.0 | 15.6% |
| 23 | OKLO | down | 69.6 | ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity | 50.25 | 91.8% | 6.92 | 13.8% | -14.0 | 14.7 | 29.2 | 8.0 | 6.5% |
| 24 | IREN | mixed | 69.4 | ema20-entry, controlled-pullback, flow-confirmed, large-relative-move, institutional-liquidity | 39.32 | 95.7% | 5.88 | 15.0% | -6.0 | 18.0 | 31.4 | -4.0 | 19.2% |
| 25 | ETHU | mixed | 69.0 | ema20-entry, controlled-pullback, flow-confirmed, wide-spread, large-relative-move, institutional-liquidity | 25.66 | 118.7% | 4.47 | 17.4% | 9.0 | 19.6 | 20.9 | -10.0 | 27.9% |
| 26 | DPST | mixed | 67.6 | ema20-entry, controlled-pullback, wide-spread, high-convexity, institutional-liquidity | 114.01 | 70.5% | 8.95 | 7.9% | 14.8 | 17.1 | 14.9 | -10.0 | 27.9% |
| 27 | USD | mixed | 60.3 | ema20-entry, controlled-pullback, flow-confirmed, wide-spread, institutional-liquidity | 61.89 | 84.8% | 4.88 | 7.9% | 15.2 | 14.5 | 17.6 | -10.0 | 33.8% |
| 28 | LEU | down | 59.5 | ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity | 187.22 | 79.1% | 16.35 | 8.7% | -14.0 | 17.1 | 23.6 | -4.0 | 16.5% |
| 29 | NAIL | mixed | 51.7 | ema20-entry, controlled-pullback, flow-confirmed, wide-spread, large-relative-move, institutional-liquidity | 42.16 | 91.9% | 4.28 | 10.1% | -0.8 | 15.8 | 20.3 | -10.0 | 29.2% |
| 30 | RH | down | 48.4 | ema20-entry, controlled-pullback, wide-spread, high-convexity, institutional-liquidity | 125.58 | 71.2% | 8.65 | 6.9% | -14.0 | 17.5 | 25.2 | -10.0 | 24.3% |
Analyst Breakdown
01 USO
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 | 124.82 |
| Options | ATM IV | 86.8% |
| Options | Expected Move | $16.30 (13.1%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 121.68 / 106.15 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 4.6% / 12.2% |
| Trend | R20 / R60 | 5.4% / 69.9% |
| Entry | Distance above EMA20 | 2.6% |
| Entry | Distance above EMA50 | 17.6% |
| Entry | Pullback from 20D high | 10.2% |
| Risk | HV20 | 75.7% |
| Risk | ATR14% | 7.0% |
| Liquidity | ADV20$ | 6.50B |
| Options | Call/Put Vol Ratio | 1.88 |
| Options | Call/Put OI Ratio | 0.99 |
| Options | Total Option Volume | 9.8K |
| Options | Total Option OI | 54.5K |
| Execution | Spread% | 5.5% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 38.3 / 22.7 / 18.7 / 30.6 / 8.0 |
| Score | Composite Score | 118.4 |
02 NBIS
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 | 144.97 |
| Options | ATM IV | 86.4% |
| Options | Expected Move | $17.07 (11.8%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 115.25 / 107.26 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 8.4% / 4.2% |
| Trend | R20 / R60 | 34.2% / 37.5% |
| Entry | Distance above EMA20 | 25.8% |
| Entry | Distance above EMA50 | 35.2% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 105.4% |
| Risk | ATR14% | 6.4% |
| Liquidity | ADV20$ | 2.85B |
| Options | Call/Put Vol Ratio | 2.52 |
| Options | Call/Put OI Ratio | 0.91 |
| Options | Total Option Volume | 11.6K |
| Options | Total Option OI | 30.2K |
| Execution | Spread% | 5.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 37.7 / 26.7 / 12.8 / 31.0 / 8.0 |
| Score | Composite Score | 116.1 |
03 ASTS
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 | 94.90 |
| Options | ATM IV | 104.1% |
| Options | Expected Move | $15.43 (16.3%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 90.10 / 89.63 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 2.9% / -0.4% |
| Trend | R20 / R60 | 9.0% / 2.4% |
| Entry | Distance above EMA20 | 5.3% |
| Entry | Distance above EMA50 | 5.9% |
| Entry | Pullback from 20D high | 1.6% |
| Risk | HV20 | 99.0% |
| Risk | ATR14% | 8.8% |
| Liquidity | ADV20$ | 1.18B |
| Options | Call/Put Vol Ratio | 2.30 |
| Options | Call/Put OI Ratio | 1.13 |
| Options | Total Option Volume | 5.1K |
| Options | Total Option OI | 17.2K |
| Execution | Spread% | 13.9% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 43.6 / 18.8 / 15.9 / 29.8 / 4.0 |
| Score | Composite Score | 112.2 |
04 BE
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 | 166.70 |
| Options | ATM IV | 99.3% |
| Options | Expected Move | $25.90 (15.5%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 146.38 / 144.57 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 1.9% / -1.1% |
| Trend | R20 / R60 | 6.1% / 19.3% |
| Entry | Distance above EMA20 | 13.9% |
| Entry | Distance above EMA50 | 15.3% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 100.3% |
| Risk | ATR14% | 8.4% |
| Liquidity | ADV20$ | 1.62B |
| Options | Call/Put Vol Ratio | 2.65 |
| Options | Call/Put OI Ratio | 0.53 |
| Options | Total Option Volume | 6.7K |
| Options | Total Option OI | 16.5K |
| Execution | Spread% | 12.7% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 42.2 / 19.4 / 15.1 / 30.3 / 4.0 |
| Score | Composite Score | 111.0 |
05 INTC
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 | 62.38 |
| Options | ATM IV | 87.3% |
| Options | Expected Move | $8.55 (13.7%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 50.41 / 47.28 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 10.8% / 5.4% |
| Trend | R20 / R60 | 37.9% / 31.9% |
| Entry | Distance above EMA20 | 23.8% |
| Entry | Distance above EMA50 | 32.0% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 74.0% |
| Risk | ATR14% | 5.1% |
| Liquidity | ADV20$ | 6.42B |
| Options | Call/Put Vol Ratio | 0.33 |
| Options | Call/Put OI Ratio | 1.33 |
| Options | Total Option Volume | 50.7K |
| Options | Total Option OI | 140.3K |
| Execution | Spread% | 3.5% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 32.4 / 26.0 / 13.2 / 28.7 / 8.0 |
| Score | Composite Score | 108.2 |
06 CRWV
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 | 102.00 |
| Options | ATM IV | 89.8% |
| Options | Expected Move | $14.25 (14.0%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 84.60 / 85.13 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 5.0% / -0.6% |
| Trend | R20 / R60 | 27.7% / 16.6% |
| Entry | Distance above EMA20 | 20.6% |
| Entry | Distance above EMA50 | 19.8% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 85.5% |
| Risk | ATR14% | 7.0% |
| Liquidity | ADV20$ | 2.73B |
| Options | Call/Put Vol Ratio | 2.46 |
| Options | Call/Put OI Ratio | 1.09 |
| Options | Total Option Volume | 27.3K |
| Options | Total Option OI | 38.1K |
| Execution | Spread% | 4.2% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 39.0 / 16.1 / 13.8 / 31.2 / 8.0 |
| Score | Composite Score | 108.0 |
07 AXTI
Trading thesis: positive-trend, ema20-entry, controlled-pullback, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 64.18 |
| Options | ATM IV | 175.6% |
| Options | Expected Move | $17.50 (27.3%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 52.80 / 43.11 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 2.5% / 14.2% |
| Trend | R20 / R60 | 37.3% / 198.4% |
| Entry | Distance above EMA20 | 21.5% |
| Entry | Distance above EMA50 | 48.9% |
| Entry | Pullback from 20D high | 6.2% |
| Risk | HV20 | 190.5% |
| Risk | ATR14% | 16.0% |
| Liquidity | ADV20$ | 881.08M |
| Options | Call/Put Vol Ratio | 1.38 |
| Options | Call/Put OI Ratio | 0.32 |
| Options | Total Option Volume | 922 |
| Options | Total Option OI | 4.8K |
| Execution | Spread% | 16.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 46.0 / 28.0 / 16.1 / 16.2 / -4.0 |
| Score | Composite Score | 102.3 |
08 UCO
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 40.06 |
| Options | ATM IV | 108.7% |
| Options | Expected Move | $4.45 (11.1%) |
| Options | Expiry / DTE | 2026-04-17 / 5D |
| Trend | EMA20 / EMA50 | 38.84 / 33.76 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 2.5% / 10.4% |
| Trend | R20 / R60 | 0.5% / 87.7% |
| Entry | Distance above EMA20 | 3.1% |
| Entry | Distance above EMA50 | 18.7% |
| Entry | Pullback from 20D high | 6.7% |
| Risk | HV20 | 73.9% |
| Risk | ATR14% | 7.4% |
| Liquidity | ADV20$ | 513.63M |
| Options | Call/Put Vol Ratio | 2.37 |
| Options | Call/Put OI Ratio | 1.49 |
| Options | Total Option Volume | 4.1K |
| Options | Total Option OI | 66.8K |
| Execution | Spread% | 11.2% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 28.7 / 20.2 / 17.6 / 30.3 / 4.0 |
| Score | Composite Score | 100.8 |
09 FLY
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 37.54 |
| Options | ATM IV | 102.0% |
| Options | Expected Move | $5.00 (13.3%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 29.85 / 26.48 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 18.0% / 13.3% |
| Trend | R20 / R60 | 61.6% / 34.2% |
| Entry | Distance above EMA20 | 25.7% |
| Entry | Distance above EMA50 | 41.8% |
| Entry | Pullback from 20D high | 1.5% |
| Risk | HV20 | 110.2% |
| Risk | ATR14% | 9.7% |
| Liquidity | ADV20$ | 288.63M |
| Options | Call/Put Vol Ratio | 1.59 |
| Options | Call/Put OI Ratio | 2.05 |
| Options | Total Option Volume | 1.5K |
| Options | Total Option OI | 7.5K |
| Execution | Spread% | 14.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 31.1 / 26.3 / 13.4 / 22.3 / 4.0 |
| Score | Composite Score | 97.1 |
10 HUT
Trading thesis: positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 66.08 |
| Options | ATM IV | 97.9% |
| Options | Expected Move | $8.21 (12.4%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 53.51 / 52.32 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 7.8% / 1.0% |
| Trend | R20 / R60 | 36.1% / 7.5% |
| Entry | Distance above EMA20 | 23.5% |
| Entry | Distance above EMA50 | 26.3% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 103.7% |
| Risk | ATR14% | 7.7% |
| Liquidity | ADV20$ | 311.16M |
| Options | Call/Put Vol Ratio | 0.74 |
| Options | Call/Put OI Ratio | 0.80 |
| Options | Total Option Volume | 1.3K |
| Options | Total Option OI | 12.8K |
| Execution | Spread% | 11.9% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 36.3 / 22.9 / 13.2 / 20.3 / 4.0 |
| Score | Composite Score | 96.8 |
11 FORM
Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 123.80 |
| Options | ATM IV | 71.0% |
| Options | Expected Move | $9.80 (7.9%) |
| Options | Expiry / DTE | 2026-04-17 / 5D |
| Trend | EMA20 / EMA50 | 104.13 / 94.14 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 7.7% / 7.4% |
| Trend | R20 / R60 | 40.0% / 70.6% |
| Entry | Distance above EMA20 | 18.9% |
| Entry | Distance above EMA50 | 31.5% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 71.3% |
| Risk | ATR14% | 5.8% |
| Liquidity | ADV20$ | 173.18M |
| Options | Call/Put Vol Ratio | 68.56 |
| Options | Call/Put OI Ratio | 0.54 |
| Options | Total Option Volume | 9.3K |
| Options | Total Option OI | 4.5K |
| Execution | Spread% | 20.4% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 33.0 / 28.0 / 14.1 / 25.3 / -4.0 |
| Score | Composite Score | 96.4 |
12 DOCN
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 | 75.59 |
| Options | ATM IV | 99.1% |
| Options | Expected Move | $8.30 (11.0%) |
| Options | Expiry / DTE | 2026-04-17 / 5D |
| Trend | EMA20 / EMA50 | 81.00 / 71.83 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 3.0% / 9.9% |
| Trend | R20 / R60 | 14.1% / 39.0% |
| Entry | Distance above EMA20 | -6.7% |
| Entry | Distance above EMA50 | 5.2% |
| Entry | Pullback from 20D high | 16.0% |
| Risk | HV20 | 80.8% |
| Risk | ATR14% | 9.7% |
| Liquidity | ADV20$ | 438.38M |
| Options | Call/Put Vol Ratio | 1.22 |
| Options | Call/Put OI Ratio | 1.36 |
| Options | Total Option Volume | 11.2K |
| Options | Total Option OI | 19.3K |
| Execution | Spread% | 26.5% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 38.8 / 17.9 / 14.6 / 29.2 / -10.0 |
| Score | Composite Score | 90.6 |
13 ALAB
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 | 149.05 |
| Options | ATM IV | 81.0% |
| Options | Expected Move | $18.93 (12.7%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 122.63 / 130.17 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 3.9% / -3.7% |
| Trend | R20 / R60 | 24.3% / -17.5% |
| Entry | Distance above EMA20 | 21.5% |
| Entry | Distance above EMA50 | 14.5% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 96.4% |
| Risk | ATR14% | 6.2% |
| Liquidity | ADV20$ | 682.86M |
| Options | Call/Put Vol Ratio | 2.85 |
| Options | Call/Put OI Ratio | 1.33 |
| Options | Total Option Volume | 4.2K |
| Options | Total Option OI | 6.0K |
| Execution | Spread% | 10.8% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 36.4 / 10.0 / 13.6 / 25.4 / 4.0 |
| Score | Composite Score | 89.4 |
14 SEI
Trading thesis: positive-trend, ema20-entry, controlled-pullback, wide-spread, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 62.39 |
| Options | ATM IV | 103.4% |
| Options | Expected Move | $6.60 (10.6%) |
| Options | Expiry / DTE | 2026-04-17 / 5D |
| Trend | EMA20 / EMA50 | 57.97 / 55.58 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 1.7% / 1.8% |
| Trend | R20 / R60 | 17.0% / 18.2% |
| Entry | Distance above EMA20 | 7.6% |
| Entry | Distance above EMA50 | 12.2% |
| Entry | Pullback from 20D high | 9.0% |
| Risk | HV20 | 85.0% |
| Risk | ATR14% | 7.6% |
| Liquidity | ADV20$ | 172.08M |
| Options | Call/Put Vol Ratio | 1.02 |
| Options | Call/Put OI Ratio | 0.32 |
| Options | Total Option Volume | 1.0K |
| Options | Total Option OI | 38.0K |
| Execution | Spread% | 33.3% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 33.2 / 24.3 / 19.3 / 20.9 / -10.0 |
| Score | Composite Score | 87.8 |
15 HYMC
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tight-execution, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 60.0% |
| Price | Spot | 37.50 |
| Options | ATM IV | 101.1% |
| Options | Expected Move | $4.18 (11.1%) |
| Options | Expiry / DTE | 2026-04-17 / 5D |
| Trend | EMA20 / EMA50 | 36.54 / 36.31 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 1.4% / -0.7% |
| Trend | R20 / R60 | -6.5% / 10.8% |
| Entry | Distance above EMA20 | 2.6% |
| Entry | Distance above EMA50 | 3.3% |
| Entry | Pullback from 20D high | 6.9% |
| Risk | HV20 | 106.1% |
| Risk | ATR14% | 9.8% |
| Liquidity | ADV20$ | 131.81M |
| Options | Call/Put Vol Ratio | 1.68 |
| Options | Call/Put OI Ratio | 1.29 |
| Options | Total Option Volume | 1.4K |
| Options | Total Option OI | 23.1K |
| Execution | Spread% | 8.4% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 28.9 / 7.4 / 17.5 / 24.9 / 8.0 |
| Score | Composite Score | 86.7 |
16 PL
Trading thesis: positive-trend, ema20-entry, controlled-pullback, wide-spread, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | up |
| Regime | Trend Strength | 100.0% |
| Price | Spot | 34.67 |
| Options | ATM IV | 101.0% |
| Options | Expected Move | $5.03 (14.5%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 31.65 / 27.98 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 7.6% / 10.0% |
| Trend | R20 / R60 | 38.8% / 36.9% |
| Entry | Distance above EMA20 | 9.6% |
| Entry | Distance above EMA50 | 23.9% |
| Entry | Pullback from 20D high | 5.1% |
| Risk | HV20 | 142.1% |
| Risk | ATR14% | 10.8% |
| Liquidity | ADV20$ | 668.35M |
| Options | Call/Put Vol Ratio | 1.44 |
| Options | Call/Put OI Ratio | 0.18 |
| Options | Total Option Volume | 1.1K |
| Options | Total Option OI | 12.7K |
| Execution | Spread% | 26.9% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 31.3 / 26.6 / 18.0 / 20.8 / -10.0 |
| Score | Composite Score | 86.6 |
17 RDDT
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 | 20.0% |
| Price | Spot | 139.73 |
| Options | ATM IV | 73.0% |
| Options | Expected Move | $15.38 (11.0%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 138.44 / 151.26 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 1.0% / -4.7% |
| Trend | R20 / R60 | 5.7% / -46.0% |
| Entry | Distance above EMA20 | 0.9% |
| Entry | Distance above EMA50 | -7.6% |
| Entry | Pullback from 20D high | 3.6% |
| Risk | HV20 | 59.7% |
| Risk | ATR14% | 5.9% |
| Liquidity | ADV20$ | 618.30M |
| Options | Call/Put Vol Ratio | 1.81 |
| Options | Call/Put OI Ratio | 1.75 |
| Options | Total Option Volume | 1.9K |
| Options | Total Option OI | 7.1K |
| Execution | Spread% | 5.5% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 34.5 / 4.8 / 15.9 / 23.2 / 8.0 |
| Score | Composite Score | 86.5 |
18 CRDO
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 | 119.59 |
| Options | ATM IV | 86.4% |
| Options | Expected Move | $16.15 (13.5%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 106.02 / 113.58 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 2.6% / -4.3% |
| Trend | R20 / R60 | 7.2% / -25.9% |
| Entry | Distance above EMA20 | 12.8% |
| Entry | Distance above EMA50 | 5.3% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 85.3% |
| Risk | ATR14% | 6.1% |
| Liquidity | ADV20$ | 779.32M |
| Options | Call/Put Vol Ratio | 2.69 |
| Options | Call/Put OI Ratio | 0.90 |
| Options | Total Option Volume | 3.6K |
| Options | Total Option OI | 5.8K |
| Execution | Spread% | 13.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 37.3 / 5.6 / 15.3 / 24.0 / 4.0 |
| Score | Composite Score | 86.3 |
19 RKLB
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 | 68.05 |
| Options | ATM IV | 85.5% |
| Options | Expected Move | $9.08 (13.3%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 67.61 / 69.33 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -0.0% / -2.5% |
| Trend | R20 / R60 | -0.5% / -21.4% |
| Entry | Distance above EMA20 | 0.6% |
| Entry | Distance above EMA50 | -1.8% |
| Entry | Pullback from 20D high | 13.4% |
| Risk | HV20 | 100.6% |
| Risk | ATR14% | 8.0% |
| Liquidity | ADV20$ | 1.71B |
| Options | Call/Put Vol Ratio | 1.57 |
| Options | Call/Put OI Ratio | 1.00 |
| Options | Total Option Volume | 4.5K |
| Options | Total Option OI | 31.2K |
| Execution | Spread% | 7.2% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 36.3 / -6.0 / 17.0 / 28.4 / 8.0 |
| Score | Composite Score | 83.7 |
20 AGQ
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 | 122.21 |
| Options | ATM IV | 107.9% |
| Options | Expected Move | $14.55 (11.9%) |
| Options | Expiry / DTE | 2026-04-17 / 5D |
| Trend | EMA20 / EMA50 | 120.91 / 139.70 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -2.1% / -8.2% |
| Trend | R20 / R60 | -20.4% / -46.9% |
| Entry | Distance above EMA20 | 1.1% |
| Entry | Distance above EMA50 | -12.5% |
| Entry | Pullback from 20D high | 13.2% |
| Risk | HV20 | 114.7% |
| Risk | ATR14% | 8.2% |
| Liquidity | ADV20$ | 641.62M |
| Options | Call/Put Vol Ratio | 1.46 |
| Options | Call/Put OI Ratio | 1.37 |
| Options | Total Option Volume | 3.2K |
| Options | Total Option OI | 9.0K |
| Execution | Spread% | 14.4% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 43.8 / -6.0 / 17.2 / 24.4 / 4.0 |
| Score | Composite Score | 83.4 |
21 APLD
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tight-execution, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | -60.0% |
| Price | Spot | 26.26 |
| Options | ATM IV | 97.6% |
| Options | Expected Move | $4.02 (15.3%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 26.08 / 27.88 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -0.1% / -5.0% |
| Trend | R20 / R60 | -4.4% / -28.5% |
| Entry | Distance above EMA20 | 0.7% |
| Entry | Distance above EMA50 | -5.8% |
| Entry | Pullback from 20D high | 7.4% |
| Risk | HV20 | 103.9% |
| Risk | ATR14% | 9.5% |
| Liquidity | ADV20$ | 527.51M |
| Options | Call/Put Vol Ratio | 5.30 |
| Options | Call/Put OI Ratio | 1.49 |
| Options | Total Option Volume | 6.9K |
| Options | Total Option OI | 19.2K |
| Execution | Spread% | 8.0% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 27.5 / -6.0 / 17.4 / 31.8 / 8.0 |
| Score | Composite Score | 78.7 |
22 BNO
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 20.0% |
| Price | Spot | 47.25 |
| Options | ATM IV | 86.4% |
| Options | Expected Move | $4.50 (9.5%) |
| Options | Expiry / DTE | 2026-04-17 / 5D |
| Trend | EMA20 / EMA50 | 49.09 / 43.56 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 1.2% / 9.6% |
| Trend | R20 / R60 | -2.1% / 55.2% |
| Entry | Distance above EMA20 | -3.8% |
| Entry | Distance above EMA50 | 8.5% |
| Entry | Pullback from 20D high | 13.6% |
| Risk | HV20 | 72.5% |
| Risk | ATR14% | 6.7% |
| Liquidity | ADV20$ | 429.51M |
| Options | Call/Put Vol Ratio | 3.70 |
| Options | Call/Put OI Ratio | 3.30 |
| Options | Total Option Volume | 5.3K |
| Options | Total Option OI | 60.8K |
| Execution | Spread% | 15.6% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 23.7 / 8.0 / 16.1 / 32.2 / -4.0 |
| Score | Composite Score | 76.1 |
23 OKLO
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | down |
| Regime | Trend Strength | -100.0% |
| Price | Spot | 50.25 |
| Options | ATM IV | 91.8% |
| Options | Expected Move | $6.92 (13.8%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 52.47 / 61.63 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -4.3% / -9.5% |
| Trend | R20 / R60 | -15.7% / -48.2% |
| Entry | Distance above EMA20 | -4.2% |
| Entry | Distance above EMA50 | -18.5% |
| Entry | Pullback from 20D high | 17.0% |
| Risk | HV20 | 73.8% |
| Risk | ATR14% | 7.5% |
| Liquidity | ADV20$ | 424.31M |
| Options | Call/Put Vol Ratio | 4.95 |
| Options | Call/Put OI Ratio | 1.47 |
| Options | Total Option Volume | 4.4K |
| Options | Total Option OI | 14.5K |
| Execution | Spread% | 6.5% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 31.7 / -14.0 / 14.7 / 29.2 / 8.0 |
| Score | Composite Score | 69.6 |
24 IREN
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | -60.0% |
| Price | Spot | 39.32 |
| Options | ATM IV | 95.7% |
| Options | Expected Move | $5.88 (15.0%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 37.96 / 40.84 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -1.6% / -6.0% |
| Trend | R20 / R60 | -5.0% / -25.8% |
| Entry | Distance above EMA20 | 3.6% |
| Entry | Distance above EMA50 | -3.7% |
| Entry | Pullback from 20D high | 12.5% |
| Risk | HV20 | 75.9% |
| Risk | ATR14% | 7.7% |
| Liquidity | ADV20$ | 1.23B |
| Options | Call/Put Vol Ratio | 3.20 |
| Options | Call/Put OI Ratio | 1.18 |
| Options | Total Option Volume | 30.4K |
| Options | Total Option OI | 56.0K |
| Execution | Spread% | 19.2% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 30.0 / -6.0 / 18.0 / 31.4 / -4.0 |
| Score | Composite Score | 69.4 |
25 ETHU
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, wide-spread, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 20.0% |
| Price | Spot | 25.66 |
| Options | ATM IV | 118.7% |
| Options | Expected Move | $4.47 (17.4%) |
| Options | Expiry / DTE | 2026-04-24 / 12D |
| Trend | EMA20 / EMA50 | 23.60 / 28.99 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 2.1% / -9.1% |
| Trend | R20 / R60 | 14.0% / -59.3% |
| Entry | Distance above EMA20 | 8.7% |
| Entry | Distance above EMA50 | -11.5% |
| Entry | Pullback from 20D high | 9.1% |
| Risk | HV20 | 120.0% |
| Risk | ATR14% | 7.8% |
| Liquidity | ADV20$ | 177.14M |
| Options | Call/Put Vol Ratio | 1.80 |
| Options | Call/Put OI Ratio | 3.26 |
| Options | Total Option Volume | 1.4K |
| Options | Total Option OI | 4.7K |
| Execution | Spread% | 27.9% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 29.5 / 9.0 / 19.6 / 20.9 / -10.0 |
| Score | Composite Score | 69.0 |
26 DPST
Trading thesis: ema20-entry, controlled-pullback, wide-spread, high-convexity, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 60.0% |
| Price | Spot | 114.01 |
| Options | ATM IV | 70.5% |
| Options | Expected Move | $8.95 (7.9%) |
| Options | Expiry / DTE | 2026-04-17 / 5D |
| Trend | EMA20 / EMA50 | 102.29 / 104.56 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 6.0% / -0.3% |
| Trend | R20 / R60 | 27.8% / 6.4% |
| Entry | Distance above EMA20 | 11.5% |
| Entry | Distance above EMA50 | 9.0% |
| Entry | Pullback from 20D high | 3.8% |
| Risk | HV20 | 56.0% |
| Risk | ATR14% | 5.8% |
| Liquidity | ADV20$ | 56.00M |
| Options | Call/Put Vol Ratio | 0.80 |
| Options | Call/Put OI Ratio | 0.70 |
| Options | Total Option Volume | 1.2K |
| Options | Total Option OI | 5.9K |
| Execution | Spread% | 27.9% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 30.8 / 14.8 / 17.1 / 14.9 / -10.0 |
| Score | Composite Score | 67.6 |
27 USD
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, wide-spread, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | 60.0% |
| Price | Spot | 61.89 |
| Options | ATM IV | 84.8% |
| Options | Expected Move | $4.88 (7.9%) |
| Options | Expiry / DTE | 2026-04-17 / 5D |
| Trend | EMA20 / EMA50 | 53.04 / 53.31 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | 4.9% / -0.8% |
| Trend | R20 / R60 | 16.9% / 9.8% |
| Entry | Distance above EMA20 | 16.7% |
| Entry | Distance above EMA50 | 16.1% |
| Entry | Pullback from 20D high | 0.0% |
| Risk | HV20 | 73.5% |
| Risk | ATR14% | 5.3% |
| Liquidity | ADV20$ | 53.49M |
| Options | Call/Put Vol Ratio | 0.55 |
| Options | Call/Put OI Ratio | 2.12 |
| Options | Total Option Volume | 1.4K |
| Options | Total Option OI | 7.0K |
| Execution | Spread% | 33.8% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 22.9 / 15.2 / 14.5 / 17.6 / -10.0 |
| Score | Composite Score | 60.3 |
28 LEU
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | down |
| Regime | Trend Strength | -100.0% |
| Price | Spot | 187.22 |
| Options | ATM IV | 79.1% |
| Options | Expected Move | $16.35 (8.7%) |
| Options | Expiry / DTE | 2026-04-17 / 5D |
| Trend | EMA20 / EMA50 | 189.66 / 210.30 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -2.2% / -6.4% |
| Trend | R20 / R60 | -12.9% / -37.2% |
| Entry | Distance above EMA20 | -1.3% |
| Entry | Distance above EMA50 | -11.0% |
| Entry | Pullback from 20D high | 12.4% |
| Risk | HV20 | 71.1% |
| Risk | ATR14% | 7.0% |
| Liquidity | ADV20$ | 144.01M |
| Options | Call/Put Vol Ratio | 2.83 |
| Options | Call/Put OI Ratio | 1.47 |
| Options | Total Option Volume | 1.4K |
| Options | Total Option OI | 10.7K |
| Execution | Spread% | 16.5% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 36.8 / -14.0 / 17.1 / 23.6 / -4.0 |
| Score | Composite Score | 59.5 |
29 NAIL
Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, wide-spread, large-relative-move, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | mixed |
| Regime | Trend Strength | -20.0% |
| Price | Spot | 42.16 |
| Options | ATM IV | 91.9% |
| Options | Expected Move | $4.28 (10.1%) |
| Options | Expiry / DTE | 2026-04-17 / 5D |
| Trend | EMA20 / EMA50 | 41.65 / 48.92 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -1.9% / -9.3% |
| Trend | R20 / R60 | 2.5% / -40.1% |
| Entry | Distance above EMA20 | 1.2% |
| Entry | Distance above EMA50 | -13.8% |
| Entry | Pullback from 20D high | 3.2% |
| Risk | HV20 | 97.5% |
| Risk | ATR14% | 8.7% |
| Liquidity | ADV20$ | 71.29M |
| Options | Call/Put Vol Ratio | 1.27 |
| Options | Call/Put OI Ratio | 2.39 |
| Options | Total Option Volume | 1.3K |
| Options | Total Option OI | 7.8K |
| Execution | Spread% | 29.2% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 26.3 / -0.8 / 15.8 / 20.3 / -10.0 |
| Score | Composite Score | 51.7 |
30 RH
Trading thesis: ema20-entry, controlled-pullback, wide-spread, high-convexity, institutional-liquidity
| Category | Metric | Value |
|---|---|---|
| Regime | Trend Label | down |
| Regime | Trend Strength | -100.0% |
| Price | Spot | 125.58 |
| Options | ATM IV | 71.2% |
| Options | Expected Move | $8.65 (6.9%) |
| Options | Expiry / DTE | 2026-04-17 / 5D |
| Trend | EMA20 / EMA50 | 130.46 / 151.06 |
| Trend | EMA20 Slope(5) / EMA50 Slope(10) | -4.5% / -8.4% |
| Trend | R20 / R60 | -4.4% / -43.6% |
| Entry | Distance above EMA20 | -3.7% |
| Entry | Distance above EMA50 | -16.9% |
| Entry | Pullback from 20D high | 10.2% |
| Risk | HV20 | 86.1% |
| Risk | ATR14% | 7.7% |
| Liquidity | ADV20$ | 229.86M |
| Options | Call/Put Vol Ratio | 0.38 |
| Options | Call/Put OI Ratio | 1.14 |
| Options | Total Option Volume | 4.1K |
| Options | Total Option OI | 14.0K |
| Execution | Spread% | 24.3% |
| Score | Movement / Trend / Entry / Liquidity / Execution | 29.8 / -14.0 / 17.5 / 25.2 / -10.0 |
| Score | Composite Score | 48.4 |
Failed Snapshot
- SNDK — spot>=200.00
- WDC — spot>=200.00
- MRVL — iv<70%
- ARM — iv<70%
- LITE — spot>=200.00
- STX — spot>=200.00
- VRT — spot>=200.00
- MU — spot>=200.00, iv<70%
- KORU — spot>=200.00
- SOXL — ema20gap>30.0%
- CIEN — spot>=200.00
- MOD — spot>=200.00
- CLS — spot>=200.00
- LABU — iv<70%
- AAOI — ema20gap>30.0%
- DELL — atr14%<5.0, iv<70%
- WULF — em<$4.0
- PLUG — em<$4.0
- AMD — spot>=200.00, atr14%<5.0, iv<70%
- TSEM — spot>=200.00
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.