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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 STWD 24.72 20 Mar '20 177 25.00 0.072 0.50 15 22.50 1.669 2.10 6 -1.60 2.50 2.78 1.60
2 BRX 19.85 21 Feb '20 149 20.00 0.155 0.80 20 17.50 1.436 2.15 1 -1.35 2.50 2.17 1.28
3 PBI 4.61 17 Jan '20 114 4.00 0.549 1.00 35 3.00 1.536 1.45 10 -0.45 1.00 1.82 0.99
4 NRZ 15.42 17 Jan '20 114 15.00 0.078 0.60 546 14.00 1.059 1.30 8 -0.70 1.00 3.33 0.98
5 CPRX 5.54 18 Oct '19 23 5.00 0.917 0.85 213 2.50 1.727 2.80 13 -1.95 2.50 4.55 0.81
6 TNAV 5.15 18 Oct '19 23 5.00 0.929 0.60 148 2.50 1.605 2.50 1 -1.90 2.50 4.17 0.68
7 RRD 3.71 18 Oct '19 23 3.00 0.989 0.90 58 2.00 1.611 1.60 1 -0.70 1.00 3.33 0.62
8 CNSL 4.76 18 Oct '19 23 5.00 0.785 0.30 225 2.50 1.385 2.10 1 -1.80 2.50 3.57 0.60
9 AVDL 4.34 18 Oct '19 23 5.00 1.393 0.45 20 2.50 1.932 1.70 25 -1.25 2.50 2.00 0.54
10 FSM 3.47 17 Jan '20 114 3.00 0.663 0.85 55 2.00 1.147 1.40 4 -0.55 1.00 2.22 0.48
11 INSG 5.03 20 Dec '19 86 5.00 0.601 0.70 81 2.50 1.044 2.40 6 -1.70 2.50 3.13 0.44
12 PAYS 10.42 18 Oct '19 23 10.00 0.655 1.00 37 7.50 1.093 2.70 7 -1.70 2.50 3.13 0.44
13 USAT 4.36 18 Oct '19 23 5.00 1.397 0.45 378 4.00 1.823 0.75 17 -0.30 1.00 1.43 0.43
14 NBEV 3.10 4 Oct '19 9 3.00 0.739 0.30 109 2.50 1.140 0.45 11 -0.15 0.50 1.43 0.40
15 VER 9.73 18 Oct '19 23 9.00 0.222 0.80 28 8.00 0.623 1.60 2 -0.80 1.00 5.00 0.40
16 MAG 11.66 18 Oct '19 23 10.00 0.614 1.90 1 7.50 1.012 4.00 10 -2.10 2.50 6.25 0.40
17 RAD 7.69 4 Oct '19 9 7.50 1.530 0.83 60 7.00 1.915 1.10 2 -0.27 0.50 2.17 0.39
18 MAXR 8.06 18 Oct '19 23 7.50 0.811 1.00 105 5.00 1.165 3.00 4 -2.00 2.50 5.00 0.35
19 KIM 20.29 18 Oct '19 23 20.00 0.111 0.45 5 17.50 0.442 2.80 3 -2.35 2.50 16.67 0.33
20 TLRD 4.25 18 Oct '19 23 4.00 0.813 0.50 117 3.00 1.109 1.00 9 -0.50 1.00 2.00 0.30
21 NIO 2.05 25 Oct '19 30 2.00 1.102 0.29 119 1.50 1.387 0.59 168 -0.30 0.50 2.50 0.29
22 NIO 2.05 18 Oct '19 23 2.00 1.108 0.28 485 1.50 1.377 0.52 1 -0.24 0.50 1.92 0.27
23 SMSI 5.21 18 Oct '19 23 5.00 0.756 0.60 10 4.00 1.015 1.25 1 -0.65 1.00 2.86 0.26
24 IAG 3.86 17 Jan '20 114 3.00 0.648 1.10 25 2.00 0.900 1.80 56 -0.70 1.00 3.33 0.25
25 TECS 10.79 18 Oct '19 23 10.00 0.548 1.25 31 9.00 0.795 1.65 16 -0.40 1.00 1.67 0.25
26 AMAG 12.72 18 Oct '19 23 13.00 0.568 0.85 15 12.00 0.808 1.10 1 -0.25 1.00 1.33 0.24
27 NRZ 15.42 18 Oct '19 23 15.00 0.151 0.55 16 14.00 0.389 1.25 1 -0.70 1.00 3.33 0.24
28 BILI 14.89 18 Oct '19 23 15.00 0.420 0.60 170 12.50 0.657 2.25 2 -1.65 2.50 2.94 0.24
29 NLY 8.93 25 Oct '19 30 8.50 0.141 0.48 11 8.00 0.369 0.94 1 -0.46 0.50 12.50 0.23
30 CARB 15.41 18 Oct '19 23 15.00 0.544 1.20 7 12.50 0.769 2.90 20 -1.70 2.50 3.13 0.22
31 GME 5.20 4 Oct '19 9 5.00 0.905 0.42 234 4.50 1.128 0.71 16 -0.29 0.50 2.38 0.22
32 BKE 20.74 18 Oct '19 23 20.00 0.384 1.35 16 17.50 0.603 3.10 5 -1.75 2.50 3.33 0.22
33 DVAX 4.23 18 Oct '19 23 4.00 0.858 0.60 25 3.00 1.067 1.20 20 -0.60 1.00 2.50 0.21
34 CALA 3.43 20 Mar '20 177 5.00 0.783 0.50 22 2.50 0.989 1.20 93 -0.70 2.50 1.39 0.21
35 ITCI 8.05 18 Oct '19 23 10.00 0.793 0.15 40 7.50 0.990 1.00 42 -0.85 2.50 1.52 0.20
36 BE 3.47 18 Oct '19 23 3.00 1.142 0.70 8 2.00 1.336 1.35 10 -0.65 1.00 2.86 0.19
37 DUST 6.89 11 Oct '19 16 7.00 0.955 0.60 107 6.50 1.140 0.70 31 -0.10 0.50 1.25 0.19
38 GUSH 3.66 18 Oct '19 23 4.00 1.066 0.30 611 3.00 1.250 0.75 28 -0.45 1.00 1.82 0.18
39 EQC 33.92 18 Oct '19 23 35.00 0.151 0.20 12 30.00 0.327 3.90 21 -3.70 5.00 3.85 0.18
40 CDXS 13.76 18 Oct '19 23 15.00 0.394 0.20 35 12.50 0.568 1.35 1 -1.15 2.50 1.85 0.17
41 RIG 5.11 25 Oct '19 30 5.00 0.714 0.49 1 4.50 0.886 0.74 3 -0.25 0.50 2.00 0.17
42 AUY 3.44 18 Oct '19 23 3.50 0.484 0.15 334 3.00 0.655 0.44 13 -0.29 0.50 2.38 0.17
43 FIT 3.96 4 Oct '19 9 4.00 0.881 0.21 165 3.50 1.047 0.49 14 -0.28 0.50 2.27 0.17
44 IAG 3.86 18 Oct '19 23 4.00 0.672 0.25 122 3.00 0.836 0.80 3 -0.55 1.00 2.22 0.16
45 RRD 3.71 20 Dec '19 86 4.00 0.645 0.40 103 3.00 0.804 0.80 21 -0.40 1.00 1.67 0.16
46 AVDL 4.34 20 Mar '20 177 5.00 1.452 1.55 15 2.50 1.610 2.25 2 -0.70 2.50 1.39 0.16
47 TXMD 4.16 15 Nov '19 51 4.00 0.917 0.65 85 3.00 1.073 1.20 51 -0.55 1.00 2.22 0.16
48 NIO 2.05 11 Oct '19 16 2.00 1.149 0.25 409 1.50 1.305 0.54 50 -0.29 0.50 2.38 0.16
49 AKS 2.34 25 Oct '19 30 2.50 0.685 0.14 81 2.00 0.837 0.39 4 -0.25 0.50 2.00 0.15
50 HBI 14.88 18 Oct '19 23 14.00 0.402 1.20 10 13.00 0.553 1.90 2 -0.70 1.00 3.33 0.15
51 KPTI 10.13 18 Oct '19 23 12.50 0.748 0.25 4 10.00 0.895 0.80 33 -0.55 2.50 1.28 0.15
52 RRD 3.71 18 Oct '19 23 4.00 0.842 0.25 11 3.00 0.989 0.70 58 -0.45 1.00 1.82 0.15
53 EPZM 10.78 15 Nov '19 51 12.50 0.672 0.65 94 10.00 0.816 1.50 8 -0.85 2.50 1.52 0.14
54 BZUN 43.75 18 Oct '19 23 40.00 0.505 4.70 62 35.00 0.648 8.70 12 -4.00 5.00 5.00 0.14
55 KNX 35.94 18 Oct '19 23 35.00 0.446 2.15 169 30.00 0.588 6.10 18 -3.95 5.00 4.76 0.14
56 TRTN 34.30 18 Oct '19 23 35.00 0.276 0.70 35 30.00 0.416 4.30 15 -3.60 5.00 3.57 0.14
57 F 9.20 4 Oct '19 9 9.00 0.272 0.28 155 8.50 0.410 0.66 4 -0.38 0.50 4.17 0.14
58 CLDR 9.09 11 Oct '19 16 9.00 0.467 0.45 2 8.50 0.605 0.70 3 -0.25 0.50 2.00 0.14
59 BIOS 3.52 17 Apr '20 205 5.00 0.819 0.60 34 2.50 0.954 1.30 1 -0.70 2.50 1.39 0.14
60 NIO 2.05 4 Oct '19 9 2.00 1.174 0.18 1,585 1.50 1.307 0.45 131 -0.27 0.50 2.17 0.13
61 TLRD 4.25 15 Nov '19 51 5.00 0.707 0.25 913 4.00 0.840 0.55 201 -0.30 1.00 1.43 0.13
62 NOK 5.06 18 Oct '19 23 5.00 0.273 0.19 188 4.50 0.404 0.54 2 -0.35 0.50 3.33 0.13
63 DBD 12.04 18 Oct '19 23 12.50 0.596 0.55 22 10.00 0.724 2.10 3 -1.55 2.50 2.63 0.13
64 SLDB 11.38 18 Oct '19 23 12.50 0.987 0.90 36 10.00 1.111 1.80 10 -0.90 2.50 1.56 0.12
65 DO 6.39 18 Oct '19 23 6.00 0.792 0.75 1 5.00 0.916 1.41 1 -0.66 1.00 2.94 0.12
66 LXRX 3.50 18 Oct '19 23 4.00 1.303 0.30 105 3.00 1.427 0.60 56 -0.30 1.00 1.43 0.12
67 PLAB 11.10 20 Dec '19 86 10.00 0.451 1.65 12 7.50 0.574 3.50 1 -1.85 2.50 3.85 0.12
68 GE 9.16 4 Oct '19 9 9.00 0.397 0.32 1,734 8.50 0.519 0.72 1,704 -0.40 0.50 5.00 0.12
69 BITA 15.30 18 Oct '19 23 15.00 0.265 0.60 453 12.50 0.385 2.75 623 -2.15 2.50 7.14 0.12
70 KPTI 10.13 15 Nov '19 51 10.00 0.802 1.40 10 7.50 0.920 2.80 2 -1.40 2.50 2.27 0.12
71 GALT 3.73 18 Oct '19 23 4.00 0.681 0.20 30 3.00 0.799 0.65 17 -0.45 1.00 1.82 0.12
72 CPRX 5.54 20 Mar '20 177 5.00 0.867 1.70 67 2.50 0.985 3.10 13 -1.40 2.50 2.27 0.12
73 NBEV 3.10 18 Oct '19 23 3.00 0.716 0.30 785 2.50 0.831 0.60 3 -0.30 0.50 2.50 0.12
74 MDR 2.08 18 Oct '19 23 2.50 2.008 0.30 940 2.00 2.123 0.40 1,065 -0.10 0.50 1.25 0.12
75 GE 9.16 25 Oct '19 30 9.00 0.399 0.54 207 8.50 0.514 0.83 34 -0.29 0.50 2.38 0.12
76 SGMO 10.10 18 Oct '19 23 11.00 0.564 0.40 225 10.00 0.675 0.50 6 -0.10 1.00 1.11 0.11
77 SWN 2.05 20 Dec '19 86 2.50 0.930 0.29 10 2.00 1.040 0.40 2 -0.11 0.50 1.28 0.11
78 AAOI 11.70 18 Oct '19 23 11.50 0.497 0.92 2 11.00 0.605 0.99 9 -0.07 0.50 1.16 0.11
79 EVRI 9.28 18 Oct '19 23 10.00 0.493 0.25 359 7.50 0.599 1.75 701 -1.50 2.50 2.50 0.11
80 TXMD 4.16 18 Oct '19 23 4.00 0.894 0.50 877 3.00 0.999 1.00 168 -0.50 1.00 2.00 0.11
81 APHA 5.53 18 Oct '19 23 6.00 0.774 0.30 212 5.50 0.879 0.45 109 -0.15 0.50 1.43 0.11
82 TUFN 17.42 18 Oct '19 23 17.50 0.566 1.15 4 15.00 0.671 2.55 5 -1.40 2.50 2.27 0.11
83 CDE 5.44 18 Oct '19 23 6.00 0.582 0.15 342 5.00 0.685 0.60 94 -0.45 1.00 1.82 0.10
84 BAM 53.06 18 Oct '19 23 55.00 0.181 0.35 58 50.00 0.284 3.30 34 -2.95 5.00 2.44 0.10
85 CIM 20.37 18 Oct '19 23 20.00 0.211 0.40 78 19.00 0.315 1.35 405 -0.95 1.00 20.00 0.10
86 SNH 9.33 20 Dec '19 86 10.00 0.275 0.35 2,006 7.50 0.377 1.75 211 -1.40 2.50 2.27 0.10
87 SPPI 9.00 18 Oct '19 23 9.00 0.777 0.85 6 8.00 0.878 1.25 200 -0.40 1.00 1.67 0.10
88 CRC 10.67 18 Oct '19 23 10.00 1.179 1.60 76 9.00 1.279 2.20 10 -0.60 1.00 2.50 0.10
89 TRUE 3.56 18 Oct '19 23 4.00 0.779 0.15 5 3.00 0.878 0.55 11 -0.40 1.00 1.67 0.10
90 SGMO 10.10 17 Jan '20 114 11.00 0.663 1.40 22 10.00 0.760 1.70 614 -0.30 1.00 1.43 0.10
91 YETI 29.60 4 Oct '19 9 29.50 0.518 1.15 1 29.00 0.613 1.25 4 -0.10 0.50 1.25 0.09
92 CPRX 5.54 20 Dec '19 86 7.50 0.822 0.40 38 5.00 0.917 1.10 51 -0.70 2.50 1.39 0.09
93 DUST 6.89 4 Oct '19 9 7.00 0.926 0.40 988 6.50 1.019 0.60 241 -0.20 0.50 1.67 0.09
94 CDEV 4.61 17 Apr '20 205 5.00 0.867 1.10 1 2.50 0.959 2.35 1 -1.25 2.50 2.00 0.09
95 DISCK 24.72 18 Oct '19 23 25.00 0.334 0.75 3 22.50 0.423 2.25 1 -1.50 2.50 2.50 0.09
96 AOS 47.98 18 Oct '19 23 50.00 0.251 0.55 312 45.00 0.339 3.40 1 -2.85 5.00 2.33 0.09
97 EUFN 17.42 15 Nov '19 51 17.00 0.229 0.90 5 16.00 0.317 1.55 2 -0.65 1.00 2.86 0.09
98 FND 51.20 18 Oct '19 23 50.00 0.393 2.70 284 47.50 0.480 4.40 366 -1.70 2.50 3.13 0.09
99 UPWK 13.75 18 Oct '19 23 15.00 0.426 0.25 5 12.50 0.512 1.40 1 -1.15 2.50 1.85 0.09
100 AGEN 2.83 21 Feb '20 149 3.00 0.719 0.50 1 2.00 0.805 0.95 20 -0.45 1.00 1.82 0.09
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