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Screening Report

Updated: 2026-03-09 18:25:5521:59:57 MYT

Source File: screen-report-20260309-182549.html215158.md

<h1 id="bkmrk-high-iv-%2F-uptrend-sc">High IV / Uptrend Screen

Filters:Generated: spot2026-03-09 09:51 PM Universe: 3 Top N: 10

Executive Summary

No names passed all hard filters in this run. That usually means the current market set is failing on trend, IV, liquidity, or option activity.

Screening Rules

  • Spot price < 100,100
    • uptrend,
  • Trend IV1= uptrend only
  • Near-expiry ATM IV > 120%,
    • EM
  • Expected move >= $5,5
  • DTE <= 10,10
  • ADV20$ >= 8.00M,00M
  • ATR14% >= 4.0,0
    • OPTVOL
  • Option volume >= 500,500
    • OPTOI
  • Option OI >= 1000

Ranking Model

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

Top Results

DTEfilters.

#SymbolScoreThesisSpotIV1EM $DTER20ATR14%ADV20$Opt VolOpt OISpread%

No matches.matches found. LoosenTry min_dollar_vol,loosening min_ret20,ADV20$, min_atr_pct,ATR14%, min_option_volume,option min_option_oi,volume/OI, or max_dte.

Failed Snapshot

  • AAOI: — iv<120%,
    • optoi<1000
  • VXX: — iv<120%,
    • optoi<1000
  • ASTS: — not-uptrend, ret20<0.0%, iv<120%,
    • optoi<1000

Desk Notes

    1. This is a short-term opportunity screen,screen, not a valuation screen.
  • Expected
    • move uses the ATM straddle when available; otherwise it falls back to IV × sqrt(T).
  • ATR14%, option volume, option OI, and spread are included so the screen favors names that both move well and are more tradable.
  • The final ranking intentionally rewards high IV + strong trend + liquidity + active options.
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