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Screening Report

Updated: 2026-04-19 08:13:20 MYT Source File: screen-report-20260419-081320.md Generated: 2026-04-19 08:13 AM Universe: 10366 Profile: volatile_swing Trend Mode: any-trend Top N: 30

Hard Filters: UNIVERSE:10366 | 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: AAOI with score 119.2, trend regime up, ATM IV 128.7%, and expected move $32.05.

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 AAOI up 119.2 positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity 159.42 128.7% 32.05 20.1% 28.0 12.5 29.0 4.0 11.5%
02 NBIS up 113.7 positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity 157.14 82.8% 20.25 12.9% 28.0 16.6 27.5 4.0 10.9%
03 CRWV up 113.2 positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity 116.85 81.2% 14.78 12.6% 25.0 14.8 28.4 8.0 6.4%
04 RKLB up 110.3 positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity 84.80 83.8% 11.10 13.1% 18.0 14.2 33.0 8.0 8.1%
05 INTC up 110.1 positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity 68.50 85.3% 9.10 13.3% 25.3 13.8 29.6 8.0 3.3%
06 DOCN up 107.6 positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity 85.63 91.1% 12.20 14.2% 20.2 17.3 24.3 4.0 11.5%
07 HUT up 104.9 positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity 74.90 92.6% 10.82 14.5% 25.4 13.3 18.6 8.0 6.9%
08 FLY up 102.9 positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity 43.72 116.8% 4.67 10.7% 28.0 12.7 26.6 4.0 13.9%
09 CRDO up 102.8 positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity 160.69 83.8% 14.85 9.2% 23.9 14.3 22.9 4.0 11.4%
10 OKLO mixed 101.8 ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity 66.81 100.8% 10.52 15.8% 10.0 14.1 31.3 4.0 10.0%
11 CRCL mixed 100.9 ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity 105.91 86.3% 14.27 13.5% 11.7 16.8 29.5 4.0 9.5%
12 AGQ mixed 99.4 ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity 138.07 103.4% 16.30 11.8% 10.0 15.7 24.3 8.0 8.6%
13 HOOD mixed 98.8 ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity 90.75 76.8% 10.85 12.0% 10.0 14.1 32.0 8.0 3.7%
14 USO mixed 96.3 ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity 116.04 80.5% 14.05 12.1% 8.0 14.7 28.0 8.0 7.8%
15 ASTS mixed 94.3 ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity 85.53 103.1% 13.80 16.1% -6.0 15.9 32.2 8.0 8.0%
16 IREN mixed 93.2 ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity 48.12 93.7% 7.03 14.6% 9.8 15.3 28.5 8.0 6.4%
17 RBLX mixed 90.0 ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity 60.34 105.7% 9.93 16.4% 4.5 15.1 22.7 8.0 7.6%
18 ALAB up 88.5 positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity 174.05 80.8% 19.48 11.2% 18.0 13.4 16.4 4.0 12.6%
19 APLD mixed 87.7 ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity 31.53 99.4% 4.89 15.5% 10.0 15.2 29.6 4.0 14.7%
20 LMND mixed 84.6 ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity 70.94 115.1% 12.20 17.2% 7.0 15.1 16.7 4.0 9.8%
21 UAL mixed 83.9 ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity 101.80 73.1% 8.23 8.1% 6.1 15.6 29.2 4.0 11.6%
22 PL up 83.2 positive-trend, ema20-entry, controlled-pullback, wide-spread, large-relative-move, institutional-liquidity 38.48 96.4% 5.28 13.7% 27.7 16.3 19.2 -10.0 33.2%
23 TEM mixed 81.9 ema20-entry, controlled-pullback, flow-confirmed, tight-execution, institutional-liquidity 55.87 71.5% 4.42 7.9% 9.3 15.6 29.0 8.0 5.4%
24 GLXY mixed 80.8 ema20-entry, controlled-pullback, tight-execution, large-relative-move, institutional-liquidity 25.84 104.1% 4.21 16.3% 10.0 14.1 22.2 8.0 7.1%
25 ETHU mixed 79.3 ema20-entry, controlled-pullback, tradable-spread, large-relative-move, institutional-liquidity 29.71 125.6% 5.85 19.7% 10.0 14.4 18.4 4.0 13.7%
26 DPST up 68.1 positive-trend, ema20-entry, controlled-pullback, wide-spread, high-convexity, institutional-liquidity 120.63 76.4% 9.20 7.6% 18.0 15.4 12.9 -10.0 26.1%
27 NAIL mixed 60.6 ema20-entry, controlled-pullback, flow-confirmed, wide-spread, large-relative-move, institutional-liquidity 46.80 83.9% 4.35 9.3% 10.0 15.7 20.7 -10.0 29.9%
28 KTOS down 50.1 ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity 70.99 71.7% 7.95 11.2% -14.0 14.8 15.2 4.0 13.8%

Analyst Breakdown

01 AAOI

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 159.42
Options ATM IV 128.7%
Options Expected Move $32.05 (20.1%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 125.38 / 98.74
Trend EMA20 Slope(5) / EMA50 Slope(10) 16.2% / 27.2%
Trend R20 / R60 56.4% / 315.4%
Entry Distance above EMA20 27.2%
Entry Distance above EMA50 61.5%
Entry Pullback from 20D high 0.0%
Risk HV20 154.1%
Risk ATR14% 9.6%
Liquidity ADV20$ 2.09B
Options Call/Put Vol Ratio 1.94
Options Call/Put OI Ratio 1.04
Options Total Option Volume 7.0K
Options Total Option OI 12.3K
Execution Spread% 11.5%
Score Movement / Trend / Entry / Liquidity / Execution 45.6 / 28.0 / 12.5 / 29.0 / 4.0
Score Composite Score 119.2

02 NBIS

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 157.14
Options ATM IV 82.8%
Options Expected Move $20.25 (12.9%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 133.37 / 117.04
Trend EMA20 Slope(5) / EMA50 Slope(10) 15.7% / 14.0%
Trend R20 / R60 29.3% / 58.9%
Entry Distance above EMA20 17.8%
Entry Distance above EMA50 34.3%
Entry Pullback from 20D high 5.8%
Risk HV20 89.5%
Risk ATR14% 7.0%
Liquidity ADV20$ 2.56B
Options Call/Put Vol Ratio 1.01
Options Call/Put OI Ratio 1.39
Options Total Option Volume 4.6K
Options Total Option OI 23.8K
Execution Spread% 10.9%
Score Movement / Trend / Entry / Liquidity / Execution 37.5 / 28.0 / 16.6 / 27.5 / 4.0
Score Composite Score 113.7

03 CRWV

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 116.85
Options ATM IV 81.2%
Options Expected Move $14.78 (12.6%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 97.28 / 90.84
Trend EMA20 Slope(5) / EMA50 Slope(10) 15.0% / 8.1%
Trend R20 / R60 44.9% / 24.2%
Entry Distance above EMA20 20.1%
Entry Distance above EMA50 28.6%
Entry Pullback from 20D high 2.3%
Risk HV20 86.0%
Risk ATR14% 6.7%
Liquidity ADV20$ 3.72B
Options Call/Put Vol Ratio 0.05
Options Call/Put OI Ratio 1.20
Options Total Option Volume 18.4K
Options Total Option OI 37.1K
Execution Spread% 6.4%
Score Movement / Trend / Entry / Liquidity / Execution 37.0 / 25.0 / 14.8 / 28.4 / 8.0
Score Composite Score 113.2

04 RKLB

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 60.0%
Price Spot 84.80
Options ATM IV 83.8%
Options Expected Move $11.10 (13.1%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 71.55 / 70.75
Trend EMA20 Slope(5) / EMA50 Slope(10) 5.8% / 1.5%
Trend R20 / R60 17.9% / -3.4%
Entry Distance above EMA20 18.5%
Entry Distance above EMA50 19.9%
Entry Pullback from 20D high 0.0%
Risk HV20 94.2%
Risk ATR14% 6.3%
Liquidity ADV20$ 2.16B
Options Call/Put Vol Ratio 3.45
Options Call/Put OI Ratio 2.08
Options Total Option Volume 18.8K
Options Total Option OI 37.1K
Execution Spread% 8.1%
Score Movement / Trend / Entry / Liquidity / Execution 37.1 / 18.0 / 14.2 / 33.0 / 8.0
Score Composite Score 110.3

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 68.50
Options ATM IV 85.3%
Options Expected Move $9.10 (13.3%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 56.71 / 50.72
Trend EMA20 Slope(5) / EMA50 Slope(10) 12.5% / 12.7%
Trend R20 / R60 48.3% / 26.3%
Entry Distance above EMA20 20.8%
Entry Distance above EMA50 35.1%
Entry Pullback from 20D high 0.0%
Risk HV20 74.2%
Risk ATR14% 5.2%
Liquidity ADV20$ 7.46B
Options Call/Put Vol Ratio 1.20
Options Call/Put OI Ratio 1.49
Options Total Option Volume 49.6K
Options Total Option OI 114.1K
Execution Spread% 3.3%
Score Movement / Trend / Entry / Liquidity / Execution 33.5 / 25.3 / 13.8 / 29.6 / 8.0
Score Composite Score 110.1

06 DOCN

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 85.63
Options ATM IV 91.1%
Options Expected Move $12.20 (14.2%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 81.22 / 73.53
Trend EMA20 Slope(5) / EMA50 Slope(10) 0.3% / 6.7%
Trend R20 / R60 0.3% / 68.8%
Entry Distance above EMA20 5.4%
Entry Distance above EMA50 16.5%
Entry Pullback from 20D high 4.9%
Risk HV20 94.7%
Risk ATR14% 9.6%
Liquidity ADV20$ 513.37M
Options Call/Put Vol Ratio 7.03
Options Call/Put OI Ratio 8.21
Options Total Option Volume 1.1K
Options Total Option OI 12.0K
Execution Spread% 11.5%
Score Movement / Trend / Entry / Liquidity / Execution 41.8 / 20.2 / 17.3 / 24.3 / 4.0
Score Composite Score 107.6

07 HUT

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 74.90
Options ATM IV 92.6%
Options Expected Move $10.82 (14.5%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 60.74 / 55.85
Trend EMA20 Slope(5) / EMA50 Slope(10) 13.5% / 9.8%
Trend R20 / R60 49.4% / 27.1%
Entry Distance above EMA20 23.3%
Entry Distance above EMA50 34.1%
Entry Pullback from 20D high 0.0%
Risk HV20 102.0%
Risk ATR14% 7.1%
Liquidity ADV20$ 387.19M
Options Call/Put Vol Ratio 0.86
Options Call/Put OI Ratio 0.96
Options Total Option Volume 1.0K
Options Total Option OI 11.0K
Execution Spread% 6.9%
Score Movement / Trend / Entry / Liquidity / Execution 39.6 / 25.4 / 13.3 / 18.6 / 8.0
Score Composite Score 104.9

08 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 43.72
Options ATM IV 116.8%
Options Expected Move $4.67 (10.7%)
Options Expiry / DTE 2026-04-24 / 5D
Trend EMA20 / EMA50 34.06 / 28.99
Trend EMA20 Slope(5) / EMA50 Slope(10) 14.1% / 19.8%
Trend R20 / R60 90.4% / 51.3%
Entry Distance above EMA20 28.4%
Entry Distance above EMA50 50.8%
Entry Pullback from 20D high 1.0%
Risk HV20 121.0%
Risk ATR14% 9.4%
Liquidity ADV20$ 371.39M
Options Call/Put Vol Ratio 1.97
Options Call/Put OI Ratio 1.40
Options Total Option Volume 2.7K
Options Total Option OI 12.4K
Execution Spread% 13.9%
Score Movement / Trend / Entry / Liquidity / Execution 31.6 / 28.0 / 12.7 / 26.6 / 4.0
Score Composite Score 102.9

09 CRDO

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 160.69
Options ATM IV 83.8%
Options Expected Move $14.85 (9.2%)
Options Expiry / DTE 2026-04-24 / 5D
Trend EMA20 / EMA50 126.23 / 121.41
Trend EMA20 Slope(5) / EMA50 Slope(10) 19.1% / 6.1%
Trend R20 / R60 50.1% / 15.5%
Entry Distance above EMA20 27.3%
Entry Distance above EMA50 32.3%
Entry Pullback from 20D high 4.6%
Risk HV20 104.3%
Risk ATR14% 6.9%
Liquidity ADV20$ 1.15B
Options Call/Put Vol Ratio 0.95
Options Call/Put OI Ratio 0.79
Options Total Option Volume 3.3K
Options Total Option OI 10.1K
Execution Spread% 11.4%
Score Movement / Trend / Entry / Liquidity / Execution 37.6 / 23.9 / 14.3 / 22.9 / 4.0
Score Composite Score 102.8

10 OKLO

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 66.81
Options ATM IV 100.8%
Options Expected Move $10.52 (15.8%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 56.22 / 61.63
Trend EMA20 Slope(5) / EMA50 Slope(10) 7.1% / -4.4%
Trend R20 / R60 22.2% / -26.4%
Entry Distance above EMA20 18.8%
Entry Distance above EMA50 8.4%
Entry Pullback from 20D high 0.0%
Risk HV20 84.4%
Risk ATR14% 8.2%
Liquidity ADV20$ 693.66M
Options Call/Put Vol Ratio 2.60
Options Call/Put OI Ratio 1.63
Options Total Option Volume 9.5K
Options Total Option OI 15.6K
Execution Spread% 10.0%
Score Movement / Trend / Entry / Liquidity / Execution 42.3 / 10.0 / 14.1 / 31.3 / 4.0
Score Composite Score 101.8

11 CRCL

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 105.91
Options ATM IV 86.3%
Options Expected Move $14.27 (13.5%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 100.17 / 95.86
Trend EMA20 Slope(5) / EMA50 Slope(10) 3.2% / 1.3%
Trend R20 / R60 -17.5% / 45.8%
Entry Distance above EMA20 5.7%
Entry Distance above EMA50 10.5%
Entry Pullback from 20D high 16.4%
Risk HV20 103.5%
Risk ATR14% 7.6%
Liquidity ADV20$ 1.68B
Options Call/Put Vol Ratio 1.50
Options Call/Put OI Ratio 1.10
Options Total Option Volume 20.1K
Options Total Option OI 19.0K
Execution Spread% 9.5%
Score Movement / Trend / Entry / Liquidity / Execution 38.9 / 11.7 / 16.8 / 29.5 / 4.0
Score Composite Score 100.9

12 AGQ

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 138.07
Options ATM IV 103.4%
Options Expected Move $16.30 (11.8%)
Options Expiry / DTE 2026-04-24 / 5D
Trend EMA20 / EMA50 124.80 / 138.01
Trend EMA20 Slope(5) / EMA50 Slope(10) 3.2% / -4.7%
Trend R20 / R60 23.6% / -46.9%
Entry Distance above EMA20 10.6%
Entry Distance above EMA50 0.0%
Entry Pullback from 20D high 0.0%
Risk HV20 107.4%
Risk ATR14% 6.7%
Liquidity ADV20$ 620.71M
Options Call/Put Vol Ratio 1.58
Options Call/Put OI Ratio 1.36
Options Total Option Volume 5.0K
Options Total Option OI 5.2K
Execution Spread% 8.6%
Score Movement / Trend / Entry / Liquidity / Execution 41.4 / 10.0 / 15.7 / 24.3 / 8.0
Score Composite Score 99.4

13 HOOD

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 90.75
Options ATM IV 76.8%
Options Expected Move $10.85 (12.0%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 76.44 / 80.28
Trend EMA20 Slope(5) / EMA50 Slope(10) 6.9% / -1.7%
Trend R20 / R60 22.4% / -14.3%
Entry Distance above EMA20 18.7%
Entry Distance above EMA50 13.0%
Entry Pullback from 20D high 0.0%
Risk HV20 71.7%
Risk ATR14% 5.3%
Liquidity ADV20$ 2.95B
Options Call/Put Vol Ratio 2.54
Options Call/Put OI Ratio 1.51
Options Total Option Volume 28.2K
Options Total Option OI 62.5K
Execution Spread% 3.7%
Score Movement / Trend / Entry / Liquidity / Execution 34.7 / 10.0 / 14.1 / 32.0 / 8.0
Score Composite Score 98.8

14 USO

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 116.04
Options ATM IV 80.5%
Options Expected Move $14.05 (12.1%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 122.16 / 109.24
Trend EMA20 Slope(5) / EMA50 Slope(10) 0.4% / 8.4%
Trend R20 / R60 -1.1% / 58.2%
Entry Distance above EMA20 -5.0%
Entry Distance above EMA50 6.2%
Entry Pullback from 20D high 16.5%
Risk HV20 79.4%
Risk ATR14% 7.4%
Liquidity ADV20$ 4.70B
Options Call/Put Vol Ratio 0.63
Options Call/Put OI Ratio 0.99
Options Total Option Volume 21.2K
Options Total Option OI 56.2K
Execution Spread% 7.8%
Score Movement / Trend / Entry / Liquidity / Execution 37.5 / 8.0 / 14.7 / 28.0 / 8.0
Score Composite Score 96.3

15 ASTS

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 85.53
Options ATM IV 103.1%
Options Expected Move $13.80 (16.1%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 89.95 / 89.69
Trend EMA20 Slope(5) / EMA50 Slope(10) -0.2% / 1.2%
Trend R20 / R60 -9.1% / -17.4%
Entry Distance above EMA20 -4.9%
Entry Distance above EMA50 -4.6%
Entry Pullback from 20D high 13.6%
Risk HV20 104.5%
Risk ATR14% 9.6%
Liquidity ADV20$ 1.29B
Options Call/Put Vol Ratio 3.40
Options Call/Put OI Ratio 1.58
Options Total Option Volume 15.4K
Options Total Option OI 23.2K
Execution Spread% 8.0%
Score Movement / Trend / Entry / Liquidity / Execution 44.2 / -6.0 / 15.9 / 32.2 / 8.0
Score Composite Score 94.3

16 IREN

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 48.12
Options ATM IV 93.7%
Options Expected Move $7.03 (14.6%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 41.60 / 41.98
Trend EMA20 Slope(5) / EMA50 Slope(10) 9.6% / 0.6%
Trend R20 / R60 15.5% / -10.0%
Entry Distance above EMA20 15.7%
Entry Distance above EMA50 14.6%
Entry Pullback from 20D high 1.4%
Risk HV20 83.9%
Risk ATR14% 6.9%
Liquidity ADV20$ 1.60B
Options Call/Put Vol Ratio 0.45
Options Call/Put OI Ratio 1.23
Options Total Option Volume 16.3K
Options Total Option OI 62.9K
Execution Spread% 6.4%
Score Movement / Trend / Entry / Liquidity / Execution 31.7 / 9.8 / 15.3 / 28.5 / 8.0
Score Composite Score 93.2

17 RBLX

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 60.34
Options ATM IV 105.7%
Options Expected Move $9.93 (16.4%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 58.18 / 62.48
Trend EMA20 Slope(5) / EMA50 Slope(10) 1.4% / -3.5%
Trend R20 / R60 4.9% / -20.3%
Entry Distance above EMA20 3.7%
Entry Distance above EMA50 -3.4%
Entry Pullback from 20D high 0.2%
Risk HV20 52.0%
Risk ATR14% 5.4%
Liquidity ADV20$ 508.52M
Options Call/Put Vol Ratio 1.36
Options Call/Put OI Ratio 2.19
Options Total Option Volume 1.8K
Options Total Option OI 7.9K
Execution Spread% 7.6%
Score Movement / Trend / Entry / Liquidity / Execution 39.8 / 4.5 / 15.1 / 22.7 / 8.0
Score Composite Score 90.0

18 ALAB

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 60.0%
Price Spot 174.05
Options ATM IV 80.8%
Options Expected Move $19.48 (11.2%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 141.74 / 137.57
Trend EMA20 Slope(5) / EMA50 Slope(10) 15.6% / 5.4%
Trend R20 / R60 38.0% / -1.1%
Entry Distance above EMA20 22.8%
Entry Distance above EMA50 26.5%
Entry Pullback from 20D high 0.0%
Risk HV20 101.5%
Risk ATR14% 6.5%
Liquidity ADV20$ 888.43M
Options Call/Put Vol Ratio 1.03
Options Call/Put OI Ratio 1.36
Options Total Option Volume 1.1K
Options Total Option OI 4.8K
Execution Spread% 12.6%
Score Movement / Trend / Entry / Liquidity / Execution 36.7 / 18.0 / 13.4 / 16.4 / 4.0
Score Composite Score 88.5

19 APLD

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 31.53
Options ATM IV 99.4%
Options Expected Move $4.89 (15.5%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 27.79 / 28.33
Trend EMA20 Slope(5) / EMA50 Slope(10) 6.6% / 0.1%
Trend R20 / R60 18.1% / -10.1%
Entry Distance above EMA20 13.4%
Entry Distance above EMA50 11.3%
Entry Pullback from 20D high 0.0%
Risk HV20 116.1%
Risk ATR14% 8.3%
Liquidity ADV20$ 711.14M
Options Call/Put Vol Ratio 1.66
Options Call/Put OI Ratio 1.29
Options Total Option Volume 5.1K
Options Total Option OI 21.3K
Execution Spread% 14.7%
Score Movement / Trend / Entry / Liquidity / Execution 28.9 / 10.0 / 15.2 / 29.6 / 4.0
Score Composite Score 87.7

20 LMND

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 70.94
Options ATM IV 115.1%
Options Expected Move $12.20 (17.2%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 62.35 / 63.54
Trend EMA20 Slope(5) / EMA50 Slope(10) 3.8% / -1.2%
Trend R20 / R60 9.9% / -16.9%
Entry Distance above EMA20 13.8%
Entry Distance above EMA50 11.7%
Entry Pullback from 20D high 0.0%
Risk HV20 70.3%
Risk ATR14% 5.8%
Liquidity ADV20$ 117.13M
Options Call/Put Vol Ratio 1.90
Options Call/Put OI Ratio 1.47
Options Total Option Volume 912
Options Total Option OI 2.9K
Execution Spread% 9.8%
Score Movement / Trend / Entry / Liquidity / Execution 41.8 / 7.0 / 15.1 / 16.7 / 4.0
Score Composite Score 84.6

21 UAL

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 20.0%
Price Spot 101.80
Options ATM IV 73.1%
Options Expected Move $8.23 (8.1%)
Options Expiry / DTE 2026-04-24 / 5D
Trend EMA20 / EMA50 95.17 / 97.97
Trend EMA20 Slope(5) / EMA50 Slope(10) 1.2% / -1.1%
Trend R20 / R60 8.1% / -8.3%
Entry Distance above EMA20 7.0%
Entry Distance above EMA50 3.9%
Entry Pullback from 20D high 0.0%
Risk HV20 60.7%
Risk ATR14% 5.4%
Liquidity ADV20$ 867.81M
Options Call/Put Vol Ratio 0.87
Options Call/Put OI Ratio 1.67
Options Total Option Volume 12.2K
Options Total Option OI 19.5K
Execution Spread% 11.6%
Score Movement / Trend / Entry / Liquidity / Execution 29.0 / 6.1 / 15.6 / 29.2 / 4.0
Score Composite Score 83.9

22 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 38.48
Options ATM IV 96.4%
Options Expected Move $5.28 (13.7%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 33.55 / 29.49
Trend EMA20 Slope(5) / EMA50 Slope(10) 6.0% / 11.7%
Trend R20 / R60 42.7% / 45.9%
Entry Distance above EMA20 14.7%
Entry Distance above EMA50 30.5%
Entry Pullback from 20D high 3.5%
Risk HV20 142.6%
Risk ATR14% 9.0%
Liquidity ADV20$ 737.49M
Options Call/Put Vol Ratio 0.48
Options Call/Put OI Ratio 0.35
Options Total Option Volume 1.5K
Options Total Option OI 8.6K
Execution Spread% 33.2%
Score Movement / Trend / Entry / Liquidity / Execution 29.9 / 27.7 / 16.3 / 19.2 / -10.0
Score Composite Score 83.2

23 TEM

Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tight-execution, institutional-liquidity

Category Metric Value
Regime Trend Label mixed
Regime Trend Strength 20.0%
Price Spot 55.87
Options ATM IV 71.5%
Options Expected Move $4.42 (7.9%)
Options Expiry / DTE 2026-04-24 / 5D
Trend EMA20 / EMA50 49.45 / 52.15
Trend EMA20 Slope(5) / EMA50 Slope(10) 4.8% / -2.4%
Trend R20 / R60 14.6% / -14.5%
Entry Distance above EMA20 13.0%
Entry Distance above EMA50 7.1%
Entry Pullback from 20D high 1.0%
Risk HV20 81.9%
Risk ATR14% 6.1%
Liquidity ADV20$ 304.74M
Options Call/Put Vol Ratio 1.93
Options Call/Put OI Ratio 1.28
Options Total Option Volume 4.9K
Options Total Option OI 14.1K
Execution Spread% 5.4%
Score Movement / Trend / Entry / Liquidity / Execution 20.0 / 9.3 / 15.6 / 29.0 / 8.0
Score Composite Score 81.9

24 GLXY

Trading thesis: ema20-entry, controlled-pullback, tight-execution, large-relative-move, institutional-liquidity

Category Metric Value
Regime Trend Label mixed
Regime Trend Strength 20.0%
Price Spot 25.84
Options ATM IV 104.1%
Options Expected Move $4.21 (16.3%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 21.68 / 22.11
Trend EMA20 Slope(5) / EMA50 Slope(10) 8.3% / 0.2%
Trend R20 / R60 22.8% / -20.4%
Entry Distance above EMA20 19.2%
Entry Distance above EMA50 16.9%
Entry Pullback from 20D high 0.0%
Risk HV20 78.4%
Risk ATR14% 6.7%
Liquidity ADV20$ 146.37M
Options Call/Put Vol Ratio 0.95
Options Call/Put OI Ratio 0.42
Options Total Option Volume 2.3K
Options Total Option OI 12.3K
Execution Spread% 7.1%
Score Movement / Trend / Entry / Liquidity / Execution 26.6 / 10.0 / 14.1 / 22.2 / 8.0
Score Composite Score 80.8

25 ETHU

Trading thesis: ema20-entry, controlled-pullback, tradable-spread, large-relative-move, institutional-liquidity

Category Metric Value
Regime Trend Label mixed
Regime Trend Strength 20.0%
Price Spot 29.71
Options ATM IV 125.6%
Options Expected Move $5.85 (19.7%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 25.33 / 28.79
Trend EMA20 Slope(5) / EMA50 Slope(10) 7.3% / -4.1%
Trend R20 / R60 25.8% / -46.2%
Entry Distance above EMA20 17.3%
Entry Distance above EMA50 3.2%
Entry Pullback from 20D high 0.0%
Risk HV20 84.8%
Risk ATR14% 7.3%
Liquidity ADV20$ 188.93M
Options Call/Put Vol Ratio 0.79
Options Call/Put OI Ratio 0.51
Options Total Option Volume 2.3K
Options Total Option OI 4.6K
Execution Spread% 13.7%
Score Movement / Trend / Entry / Liquidity / Execution 32.5 / 10.0 / 14.4 / 18.4 / 4.0
Score Composite Score 79.3

26 DPST

Trading thesis: positive-trend, ema20-entry, controlled-pullback, wide-spread, high-convexity, institutional-liquidity

Category Metric Value
Regime Trend Label up
Regime Trend Strength 60.0%
Price Spot 120.63
Options ATM IV 76.4%
Options Expected Move $9.20 (7.6%)
Options Expiry / DTE 2026-04-24 / 5D
Trend EMA20 / EMA50 107.75 / 106.65
Trend EMA20 Slope(5) / EMA50 Slope(10) 5.3% / 3.4%
Trend R20 / R60 37.7% / -3.7%
Entry Distance above EMA20 12.0%
Entry Distance above EMA50 13.1%
Entry Pullback from 20D high 0.0%
Risk HV20 56.4%
Risk ATR14% 5.4%
Liquidity ADV20$ 58.61M
Options Call/Put Vol Ratio 1.55
Options Call/Put OI Ratio 0.99
Options Total Option Volume 858
Options Total Option OI 3.1K
Execution Spread% 26.1%
Score Movement / Trend / Entry / Liquidity / Execution 31.8 / 18.0 / 15.4 / 12.9 / -10.0
Score Composite Score 68.1

27 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 46.80
Options ATM IV 83.9%
Options Expected Move $4.35 (9.3%)
Options Expiry / DTE 2026-04-24 / 5D
Trend EMA20 / EMA50 42.39 / 47.93
Trend EMA20 Slope(5) / EMA50 Slope(10) 1.8% / -5.7%
Trend R20 / R60 21.2% / -31.8%
Entry Distance above EMA20 10.4%
Entry Distance above EMA50 -2.4%
Entry Pullback from 20D high 0.0%
Risk HV20 103.3%
Risk ATR14% 7.9%
Liquidity ADV20$ 76.67M
Options Call/Put Vol Ratio 2.00
Options Call/Put OI Ratio 0.92
Options Total Option Volume 2.5K
Options Total Option OI 3.8K
Execution Spread% 29.9%
Score Movement / Trend / Entry / Liquidity / Execution 24.1 / 10.0 / 15.7 / 20.7 / -10.0
Score Composite Score 60.6

28 KTOS

Trading thesis: ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity

Category Metric Value
Regime Trend Label down
Regime Trend Strength -100.0%
Price Spot 70.99
Options ATM IV 71.7%
Options Expected Move $7.95 (11.2%)
Options Expiry / DTE 2026-05-01 / 12D
Trend EMA20 / EMA50 75.26 / 81.86
Trend EMA20 Slope(5) / EMA50 Slope(10) -1.6% / -5.2%
Trend R20 / R60 -23.5% / -41.1%
Entry Distance above EMA20 -5.7%
Entry Distance above EMA50 -13.3%
Entry Pullback from 20D high 16.1%
Risk HV20 85.3%
Risk ATR14% 7.5%
Liquidity ADV20$ 286.91M
Options Call/Put Vol Ratio 1.12
Options Call/Put OI Ratio 1.24
Options Total Option Volume 822
Options Total Option OI 4.5K
Execution Spread% 13.8%
Score Movement / Trend / Entry / Liquidity / Execution 30.2 / -14.0 / 14.8 / 15.2 / 4.0
Score Composite Score 50.1

Failed Snapshot

  • SNDK — spot>=200.00
  • BE — spot>=200.00
  • MRVL — iv<70%
  • WDC — spot>=200.00
  • LITE — spot>=200.00
  • ARM — iv<70%
  • WULF — em<$4.0
  • STX — spot>=200.00
  • NVTS — em<$4.0
  • VRT — spot>=200.00, atr14%<5.0
  • MU — spot>=200.00, iv<70%
  • SOXL — ema20gap>30.0%
  • CLS — spot>=200.00
  • AMZN — spot>=200.00, atr14%<5.0, iv<70%
  • NOK — atr14%<5.0, em<$4.0
  • MARA — em<$4.0
  • DELL — atr14%<5.0, iv<70%
  • RDDT — atr14%<5.0
  • UAMY — em<$4.0
  • AVGO — spot>=200.00, atr14%<5.0, 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.