Makes no difference where you wrote the screenplay . As an F-1 student you are prohibited from working (or attempting to promote and sell) without a valid EAD issued by USCIS. Talk to your school's DSO and FSA and see what they have to say about this.
Behar Intl. Counsel 619.234.5962 Kindly be advised that the answer above is only general in nature cannot be construed as legal advice, given that not enough facts are known. It is your responsibility to retain a lawyer to analyze the facts specific to your particular situation in order to give you specific advice. Specific answers will require cognizance of all pertinent facts about your case. Any answers offered on Avvo are of a general nature only, and are not meant to create an attorney-client relationship.