The only one what I can think of would be TNA (3x small cap ETF). Couple that one with long options and you have a perfect storm! Any others?
why dont you use yahoo's free scanner make a simple scan like beta > 3 avg vol > 10 mill and filter some out
?.........compare the value of intraday volatility to day trading margin, while considering liquidity......the eMini S&P!
You are right. I should have specified non-margin volatility. ie. the kind that is baked right into the asset. At this point it would probably be TNA call options. It has small-cap volatility, yet has a much more liquid option chain than most small-caps.