what is the best way to scan for this action?

Catching these spikes the day of so I can buy puts.
Screenshot 2021-03-19 at 11.09.40 AM.png
 
You could scan for IV, HV/IV or just top performers for stocks under a certain $ price.
Single name stocks that spike up like this also tend to have a spike on IV, which makes options expensive. Single puts might not be the best trade, a spread would be better for what I understand, and trade.
I would prefer vertical/diagonal spreads on those, if bid/ask and volumes are ok.
 
This question piqued my curiosity, so just for the fun of it, I ran a screen looking for stocks I thought might have evidenced this kind of price action over the last 30 days, and here is the list I got...

ScreenHunter_9739 Mar. 19 13.44.jpg
 
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