Screening Report

Updated: 2026-03-10 02:24:45 MYT Source File: screen-report-20260310-022444.md Generated: 2026-03-10 02:24 AM Universe: 10275 Top N: 10

Executive Summary

This screen highlights high-implied-volatility, short-term momentum names trading below $100. Current leader: UCO with score 90.0, near-expiry ATM IV 206.7%, and expected move $10.45.

Screening Rules

Spot price < 100
Trend = uptrend only
Near-expiry ATM IV > 120%
Expected move >= $5
DTE <= 10
ADV20$ >= 8.00M
ATR14% >= 4.0
Option volume >= 500
Option OI >= 1000

Ranking Model

Score = IV convexity + expected move + trend strength + liquidity + option activity - spread penalty

Top Results

#	Symbol	Score	Thesis	Spot	IV1	EM $	EM %	Expiry	DTE	R20	ATR14%	ADV20$	Opt Vol	Opt OI	Spread%
01	UCO	90.0	call-flow, cleaner-spread, momentum, large-em	35.32	206.7%	10.45	29.6%	2026-03-20	10	53.8%	5.2%	280.79M	18.2K	39.1K	6.7%
02	AAOI	74.7	call-flow, near-break, momentum, large-em	99.92	143.2%	13.35	13.4%	2026-03-13	4	125.6%	11.4%	841.28M	5.7K	15.8K	24.7%
03	UVXY	54.8	call-flow, momentum, large-em	50.67	141.8%	6.73	13.3%	2026-03-13	3	35.8%	9.2%	507.25M	19.2K	36.6K	24.4%

Analyst Breakdown

#01 UCO

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

Category	Metric	Value
Price	Spot	35.32
Options	ATM IV	206.7%
Options	Expected Move	$10.45 (29.6%)
Options	Expiry / DTE	2026-03-20 / 10D
Trend	EMA20 / EMA50	27.18 / 24.30
Trend	R20 / R60	53.8% / 76.8%
Trend	Distance to 20D breakout	0.0%
Risk	HV20	60.2%
Risk	ATR14%	5.2%
Liquidity	ADV20$	280.79M
Options	Call/Put Vol Ratio	3.53
Options	Call/Put OI Ratio	2.48
Options	Total Option Volume	18.2K
Options	Total Option OI	39.1K
Execution	Spread%	6.7%
Score	Composite Score	90.0

#02 AAOI

Trading thesis: call-flow, near-break, momentum, large-em

Category	Metric	Value
Price	Spot	99.92
Options	ATM IV	143.2%
Options	Expected Move	$13.35 (13.4%)
Options	Expiry / DTE	2026-03-13 / 4D
Trend	EMA20 / EMA50	72.72 / 55.12
Trend	R20 / R60	125.6% / 228.9%
Trend	Distance to 20D breakout	2.6%
Risk	HV20	218.2%
Risk	ATR14%	11.4%
Liquidity	ADV20$	841.28M
Options	Call/Put Vol Ratio	1.88
Options	Call/Put OI Ratio	0.64
Options	Total Option Volume	5.7K
Options	Total Option OI	15.8K
Execution	Spread%	24.7%
Score	Composite Score	74.7

#03 UVXY

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

Category	Metric	Value
Price	Spot	50.67
Options	ATM IV	141.8%
Options	Expected Move	$6.73 (13.3%)
Options	Expiry / DTE	2026-03-13 / 3D
Trend	EMA20 / EMA50	41.89 / 40.91
Trend	R20 / R60	35.8% / 10.3%
Trend	Distance to 20D breakout	6.7%
Risk	HV20	107.5%
Risk	ATR14%	9.2%
Liquidity	ADV20$	507.25M
Options	Call/Put Vol Ratio	1.43
Options	Call/Put OI Ratio	2.10
Options	Total Option Volume	19.2K
Options	Total Option OI	36.6K
Execution	Spread%	24.4%
Score	Composite Score	54.8

Failed Snapshot

CRCA — not-uptrend
AXTI — dte>10
USO — spot>=100.00
BWET — adv20$<8.00M, optvol<500, optoi<1000
UVIX — em<$5.0
KORU — spot>=100.00, not-uptrend, ret20<0.0%
JDST — not-uptrend, ret20<0.0%
MULL — spot>=100.00, not-uptrend, ret20<0.0%, dte>10
ASTX — not-uptrend, ret20<0.0%
BE — spot>=100.00, not-uptrend
SOLT — not-uptrend, ret20<0.0%
RCAT — em<$5.0
REPX — atr14%<4.0, optvol<500
ETHD — not-uptrend, ret20<0.0%
HRI — spot>=100.00, not-uptrend, ret20<0.0%, optvol<500

Desk Notes

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