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For micro-scalping ATM options at market open, selecting contracts with sufficient volume is absolutely critical to avoid slippage, poor fills, and delayed exits.Here’s the optimal volume threshold and range tailored to your scalping style (0DTE, 10–40% target within minutes):---✅ Ideal Volume Thresholds for ATM StrikesCategory Minimum Volume (by ~9:33 AM ET) Why It Matters🔹 Large Caps (SPY, QQQ, AAPL, MSFT) > 5,000 contracts Extremely liquid, tight spreads🔸 Volatile Movers (TSLA, NVDA, AMD) > 3,000 contracts High IV, fast fills needed⚡ Runners / Momentum Stocks > 1,000 contracts Needs at least this for safe entry/exit❌ Avoid Below < 500 contracts High slippage, unreliable fills---🎯 Target Volume Range (Live Use Case)Tier Target Range Action🔵 Prime 10,000+ Best for instant fills, multiple contracts🟢 Scalable 3,000–10,000 Suitable for 1–3 contract entries🟡 Cautious 1,000–3,000 Watch spread, consider smaller size🔴 No-go <1,000 (by 9:33–9:35) Only trade if breakout is clean AND spread < $0.08---⚖️ Extra Filters to Confirm ReadinessFilter Ideal RangeOpen Interest ≥ 2,000 (supporting volume)Bid-Ask Spread < $0.10 (preferably < $0.05)Time & Sales Flow Repeating fills > 10/sec = strong activity---🔁 Example:If TSLA 310C (0DTE) has:Volume = 4,300OI = 6,800Spread = $0.05✅ Then it’s an excellent scalp candidate.But if META 740P has:Volume = 670OI = 1,200Spread = $0.12⚠️ It’s better to avoid or downsize the play.---Would you like this turned into an automatic checklist snippet to scan contracts live at 9:31–9:33 every day?

8/3/2025 11:24am

Based on the information gathered, I can now provide the final answer. 1-Minute Volume > 500; 1-Minute Open Interest > 1000; 1-Minute Price > 20-Day EMA; Top 3 Sorted by Quantitative Recommendation Score |code|stock code|stock name|Latest Last Price|Latest Percentage Change|Quantitative Recommendation Score|Quantitative Recommendation Score ranking|Trading Volume[20250801]|Interest Income[20250630]|Closing Price[20250801]|20-Day Time EXPMA[20250801 16:00]|{(}Closing Price[20250801]{-}20-Day Time EXPMA[20250801 16:00]{)}|market_code| |---|---|---|---|---|---|---|---|---|---|---|---|---| |TIMB|TIMB.N|TIM|18.8|2.285092491838965|1.067922657411998|1/201|309624|8.590672803702E7|18.8|18.4709|0.3291000000000004|169| |FTI|FTI.N|TechnipFMC|35.32|-2.8869947759142076|0.9803695150115475|2/201|3531956|7800000|35.32|35.1410|0.17900000000000205|169| |CTAS|CTAS.O|Cintas|221.5|-0.4718040889687761|0.9729203375683946|3/201|1304414|962000|221.5|220.7981|0.7018999999999949|185|