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# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 CALA 5.27 17 Jul '20 2 5.00 0.685 0.50 10 2.50 5.982 2.55 7 -2.05 2.50 5.56 5.30
2 LADR 7.89 17 Jul '20 2 7.50 0.865 0.50 123 5.00 4.875 2.80 1 -2.30 2.50 12.50 4.01
3 GOGO 3.28 17 Jul '20 2 3.00 1.897 0.50 57 2.00 5.880 1.20 33 -0.70 1.00 3.33 3.98
4 MGI 3.23 17 Jul '20 2 3.00 2.108 0.35 94 2.00 5.765 1.10 4 -0.75 1.00 4.00 3.66
5 CPTA 2.96 17 Jul '20 2 5.00 0.946 0.15 288 2.50 3.975 0.45 315 -0.30 2.50 1.14 3.03
6 EB 9.26 17 Jul '20 2 7.50 1.968 1.90 83 5.00 4.797 4.20 14 -2.30 2.50 12.50 2.83
7 SMSI 4.11 17 Jul '20 2 4.00 0.931 0.20 50 3.00 3.307 1.05 2 -0.85 1.00 6.67 2.38
8 RLGY 7.68 17 Jul '20 2 7.50 0.879 0.40 193 5.00 3.193 2.60 50 -2.20 2.50 8.33 2.31
9 SCS 11.34 17 Jul '20 2 10.00 1.399 1.50 5 7.50 3.555 3.80 1 -2.30 2.50 12.50 2.16
10 EXTR 4.47 17 Jul '20 2 4.00 0.635 0.50 2 3.00 2.608 1.40 3 -0.90 1.00 10.00 1.97
11 CEQP 12.41 17 Jul '20 2 10.00 1.877 2.50 33 7.50 3.811 4.80 70 -2.30 2.50 12.50 1.93
12 COOP 12.89 17 Jul '20 2 12.50 0.611 0.50 201 10.00 2.525 2.85 31 -2.35 2.50 16.67 1.91
13 CTSO 10.68 17 Jul '20 2 10.00 0.653 0.80 130 7.50 2.550 3.00 2 -2.20 2.50 8.33 1.90
14 GGAL 11.68 17 Jul '20 2 10.00 1.210 1.90 285 7.50 3.056 4.10 1 -2.20 2.50 8.33 1.85
15 ATI 10.81 17 Jul '20 2 10.00 1.216 0.95 152 7.50 2.979 3.20 20 -2.25 2.50 10.00 1.76
16 SSSS 12.79 17 Jul '20 2 12.50 1.039 0.65 450 10.00 2.772 2.75 95 -2.10 2.50 6.25 1.73
17 IVC 7.14 17 Jul '20 2 7.50 1.370 0.25 15 5.00 3.092 2.10 1 -1.85 2.50 3.85 1.72
18 AGI 10.34 17 Jul '20 2 10.00 0.461 0.45 47 7.50 2.110 2.70 25 -2.25 2.50 10.00 1.65
19 NS 13.26 17 Jul '20 2 12.50 0.684 1.00 3 10.00 2.305 3.20 75 -2.20 2.50 8.33 1.62
20 BSGM 7.76 17 Jul '20 2 7.50 2.022 0.65 463 5.00 3.624 2.60 35 -1.95 2.50 4.55 1.60
21 PVAC 10.05 17 Jul '20 2 10.00 1.773 0.60 113 7.50 3.350 2.50 26 -1.90 2.50 4.17 1.58
22 OPRA 9.74 17 Jul '20 2 10.00 1.254 0.40 28 7.50 2.780 2.15 1 -1.75 2.50 3.33 1.53
23 NBL 9.80 17 Jul '20 2 10.00 0.893 0.20 157 7.50 2.416 2.25 11 -2.05 2.50 5.56 1.52
24 RIG 2.07 17 Jul '20 2 2.00 1.335 0.13 2,400 1.50 2.837 0.55 94 -0.42 0.50 6.25 1.50
25 MFA 2.67 21 Aug '20 37 2.00 1.039 0.80 110 1.00 2.489 1.60 15 -0.80 1.00 5.00 1.45
26 VSTO 14.63 17 Jul '20 2 12.50 1.874 2.30 39 10.00 3.248 4.60 2 -2.30 2.50 12.50 1.37
27 SPXS 6.84 17 Jul '20 2 6.00 1.063 0.87 1,045 5.00 2.369 1.79 1 -0.92 1.00 12.50 1.31
28 STAY 11.56 17 Jul '20 2 11.00 0.637 0.65 450 10.00 1.881 1.50 9 -0.85 1.00 6.67 1.24
29 CERS 6.81 17 Jul '20 2 6.00 1.127 0.90 21 5.00 2.343 1.75 1 -0.85 1.00 6.67 1.22
30 UPWK 13.98 17 Jul '20 2 12.50 1.121 1.55 77 10.00 2.328 3.90 6 -2.35 2.50 16.67 1.21
31 GNUS 2.29 24 Jul '20 9 2.00 2.108 0.50 241 1.50 3.302 0.80 133 -0.30 0.50 2.50 1.19
32 SAND 9.74 17 Jul '20 2 9.00 0.658 0.80 31 8.00 1.786 1.70 45 -0.90 1.00 10.00 1.13
33 APPS 12.93 17 Jul '20 2 12.50 0.759 0.60 102 10.00 1.879 2.80 44 -2.20 2.50 8.33 1.12
34 OR 10.91 17 Jul '20 2 10.00 0.434 0.95 140 7.50 1.513 3.30 133 -2.35 2.50 16.67 1.08
35 SRG 10.76 17 Jul '20 2 10.00 1.125 1.00 9 9.00 2.198 1.70 6 -0.70 1.00 3.33 1.07
36 FCEL 3.00 17 Jul '20 2 2.50 1.765 0.52 762 2.00 2.817 0.99 209 -0.47 0.50 16.67 1.05
37 JMIA 7.68 17 Jul '20 2 7.00 1.351 0.85 323 6.00 2.398 1.65 74 -0.80 1.00 5.00 1.05
38 NYCB 10.51 17 Jul '20 2 10.00 0.454 0.65 24 9.00 1.502 1.40 1 -0.75 1.00 4.00 1.05
39 SBSW 10.05 17 Jul '20 2 10.00 0.927 0.35 738 7.50 1.955 2.50 15 -2.15 2.50 7.14 1.03
40 FRO 7.76 17 Jul '20 2 7.00 0.931 0.85 219 6.00 1.958 1.70 51 -0.85 1.00 6.67 1.03
41 STNG 12.99 17 Jul '20 2 12.00 0.965 1.20 2 11.00 1.969 1.95 4 -0.75 1.00 4.00 1.00
42 TVTY 12.57 17 Jul '20 2 12.50 0.848 0.45 25 10.00 1.849 2.45 56 -2.00 2.50 5.00 1.00
43 VSTO 14.63 17 Jul '20 2 15.00 0.934 0.30 62 12.50 1.874 2.10 39 -1.80 2.50 3.57 0.94
44 ARAY 2.20 18 Dec '20 156 2.00 0.627 0.60 1 1.00 1.553 1.25 30 -0.65 1.00 2.86 0.93
45 WATT 3.16 17 Jul '20 2 3.00 2.890 0.40 56 2.50 3.815 0.55 64 -0.15 0.50 1.43 0.93
46 DOYU 12.32 17 Jul '20 2 12.50 1.046 0.35 45 10.00 1.967 2.25 1 -1.90 2.50 4.17 0.92
47 MOS 13.41 17 Jul '20 2 13.00 0.620 0.55 1,336 12.50 1.533 0.84 5 -0.29 0.50 2.38 0.91
48 RF 10.73 17 Jul '20 2 10.00 1.000 0.85 447 9.00 1.902 1.65 60 -0.80 1.00 5.00 0.90
49 HTGC 10.64 17 Jul '20 2 10.00 0.532 0.70 201 7.50 1.414 3.00 1 -2.30 2.50 12.50 0.88
50 IVR 3.64 15 Jan '21 184 3.00 0.677 1.15 1,012 2.00 1.536 1.60 426 -0.45 1.00 1.82 0.86
51 GEO 12.15 17 Jul '20 2 12.00 0.238 0.20 2,627 11.00 1.097 1.10 348 -0.90 1.00 10.00 0.86
52 IVR 3.64 21 Aug '20 37 3.00 0.634 0.75 542 2.00 1.489 1.55 30 -0.80 1.00 5.00 0.86
53 SKT 7.05 17 Jul '20 2 7.00 0.741 0.24 922 6.00 1.591 1.02 14 -0.78 1.00 4.55 0.85
54 TEN 7.66 17 Jul '20 2 7.00 1.463 0.85 9 6.00 2.313 1.60 5 -0.75 1.00 4.00 0.85
55 RIG 2.07 24 Jul '20 9 2.00 1.038 0.18 1,012 1.50 1.862 0.56 13 -0.38 0.50 4.17 0.82
56 PCG 9.20 17 Jul '20 2 9.00 0.371 0.26 1,359 8.50 1.178 0.55 174 -0.29 0.50 2.38 0.81
57 GPRO 4.99 17 Jul '20 2 4.50 0.940 0.52 331 4.00 1.739 0.97 55 -0.45 0.50 10.00 0.80
58 FHN 9.35 17 Jul '20 2 9.00 0.866 0.50 143 8.00 1.646 1.30 17 -0.80 1.00 5.00 0.78
59 MAXR 16.07 17 Jul '20 2 15.00 1.131 1.35 244 12.50 1.907 3.50 8 -2.15 2.50 7.14 0.78
60 LKNCY 3.18 17 Jul '20 2 3.00 1.622 0.30 37 2.50 2.393 0.60 30 -0.30 0.50 2.50 0.77
61 ENBL 4.38 21 Aug '20 37 5.00 1.068 0.40 75 2.50 1.838 1.85 12 -1.45 2.50 2.38 0.77
62 STWD 14.80 17 Jul '20 2 15.00 0.598 0.20 187 12.50 1.346 2.25 65 -2.05 2.50 5.56 0.75
63 SDC 8.75 17 Jul '20 2 8.50 0.386 0.52 145 8.00 1.125 0.61 16 -0.09 0.50 1.22 0.74
64 FNKO 6.07 21 Aug '20 37 5.00 1.112 1.50 75 2.50 1.821 3.40 2 -1.90 2.50 4.17 0.71
65 PBF 8.99 17 Jul '20 2 9.00 1.337 0.45 63 8.00 2.033 1.00 2 -0.55 1.00 2.22 0.70
66 ORI 16.56 17 Jul '20 2 15.00 0.410 1.65 100 12.50 1.064 3.90 40 -2.25 2.50 10.00 0.65
67 JBLU 11.55 17 Jul '20 2 11.00 1.082 0.71 2,674 10.00 1.732 1.55 819 -0.84 1.00 6.25 0.65
68 PFSI 42.46 17 Jul '20 2 40.00 0.712 2.80 20 35.00 1.356 7.30 4 -4.50 5.00 10.00 0.64
69 GES 10.01 17 Jul '20 2 10.00 0.829 0.35 87 9.00 1.472 0.95 12 -0.60 1.00 2.50 0.64
70 LABD 2.98 17 Jul '20 2 3.00 1.527 0.15 256 2.50 2.161 0.40 11 -0.25 0.50 2.00 0.63
71 COTY 4.40 17 Jul '20 2 4.00 1.495 0.50 249 3.50 2.125 0.85 23 -0.35 0.50 3.33 0.63
72 RWT 6.87 15 Jan '21 184 5.00 0.682 2.50 18 2.50 1.308 4.10 3 -1.60 2.50 2.78 0.63
73 PDCE 14.20 17 Jul '20 2 15.00 0.945 0.20 3 12.50 1.559 1.70 17 -1.50 2.50 2.50 0.61
74 CHNG 11.02 17 Jul '20 2 11.00 0.676 0.25 503 10.00 1.286 0.97 63 -0.72 1.00 3.57 0.61
75 ORC 4.75 16 Oct '20 93 5.00 0.421 0.35 243 2.50 1.023 2.15 6 -1.80 2.50 3.57 0.60
76 HL 4.42 17 Jul '20 2 4.00 1.045 0.44 921 3.50 1.642 0.90 190 -0.46 0.50 12.50 0.60
77 MDP 14.75 17 Jul '20 2 15.00 0.940 0.35 123 12.50 1.536 2.10 12 -1.75 2.50 3.33 0.60
78 TXT 33.66 17 Jul '20 2 35.00 0.724 0.45 21 30.00 1.316 3.60 8 -3.15 5.00 2.70 0.59
79 CEQP 12.41 17 Jul '20 2 12.50 1.288 0.45 278 10.00 1.877 2.30 33 -1.85 2.50 3.85 0.59
80 PSTG 17.43 17 Jul '20 2 17.50 0.550 0.30 433 15.00 1.135 2.40 43 -2.10 2.50 6.25 0.58
81 NAT 4.55 17 Jul '20 2 4.50 0.772 0.15 1,283 4.00 1.355 0.55 772 -0.40 0.50 5.00 0.58
82 AEO 11.10 17 Jul '20 2 11.00 0.788 0.40 164 10.50 1.368 0.65 15 -0.25 0.50 2.00 0.58
83 CAKE 23.27 17 Jul '20 2 22.50 1.050 1.30 2,692 20.00 1.630 3.20 62 -1.90 2.50 4.17 0.58
84 SMPL 22.38 17 Jul '20 2 22.50 0.538 0.45 351 20.00 1.117 2.25 82 -1.80 2.50 3.57 0.58
85 VST 19.30 17 Jul '20 2 19.00 0.485 0.50 4 18.00 1.060 1.25 3 -0.75 1.00 4.00 0.58
86 VIRT 26.09 17 Jul '20 2 25.00 0.714 1.30 528 22.50 1.289 3.50 9 -2.20 2.50 8.33 0.57
87 SAVE 19.36 17 Jul '20 2 17.50 1.395 2.05 2,983 15.00 1.969 4.30 428 -2.25 2.50 10.00 0.57
88 CLMT 2.74 21 Aug '20 37 2.00 1.117 0.90 11 1.00 1.683 1.65 18 -0.75 1.00 4.00 0.57
89 NGL 4.15 16 Oct '20 93 5.00 0.822 0.50 63 2.50 1.379 1.55 21 -1.05 2.50 1.72 0.56
90 CBRE 45.22 17 Jul '20 2 45.00 0.514 0.85 15 40.00 1.048 5.20 2 -4.35 5.00 7.69 0.53
91 PGEN 4.52 17 Jul '20 2 4.00 1.291 0.55 136 3.00 1.823 1.40 5 -0.85 1.00 6.67 0.53
92 ET 6.62 17 Jul '20 2 6.50 0.788 0.24 18,534 6.00 1.314 0.62 528 -0.38 0.50 4.17 0.53
93 GT 10.04 17 Jul '20 2 10.00 0.699 0.25 659 9.50 1.222 0.55 126 -0.30 0.50 2.50 0.52
94 SQQQ 6.38 17 Jul '20 2 6.00 1.167 0.46 2,475 5.50 1.659 0.88 603 -0.42 0.50 6.25 0.49
95 CDE 6.08 17 Jul '20 2 6.00 1.022 0.25 605 5.00 1.513 1.05 603 -0.80 1.00 5.00 0.49
96 TWO 5.25 17 Jul '20 2 5.00 0.703 0.30 1,667 4.00 1.191 1.20 91 -0.90 1.00 10.00 0.49
97 MGNI 6.42 18 Dec '20 156 5.00 0.945 2.40 3 2.50 1.427 3.90 1 -1.50 2.50 2.50 0.48
98 RMBS 14.88 17 Jul '20 2 14.00 0.827 1.00 2 13.00 1.306 1.80 2 -0.80 1.00 5.00 0.48
99 FTAI 13.77 17 Jul '20 2 14.00 0.861 0.30 148 13.00 1.337 0.80 25 -0.50 1.00 2.00 0.48
100 GLOP 4.44 16 Oct '20 93 5.00 0.735 0.65 172 2.50 1.210 1.80 21 -1.15 2.50 1.85 0.47
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