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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 AKS 2.83 1 Feb '19 3 2.50 0.549 0.35 1,711 2.00 2.981 0.82 3 -0.47 0.50 16.67 2.43
2 ZIXI 7.16 15 Feb '19 17 5.00 0.977 2.20 1 2.50 2.788 4.40 5 -2.20 2.50 8.33 1.81
3 NIO 6.94 19 Jul '19 171 6.00 0.419 1.40 1 5.00 2.161 1.85 1 -0.45 1.00 1.82 1.74
4 AUY 2.72 1 Feb '19 3 2.50 0.401 0.24 640 2.00 1.846 0.71 56 -0.47 0.50 16.67 1.45
5 SALT 5.35 15 Feb '19 17 5.00 0.383 0.75 40 2.50 1.718 2.60 2 -1.85 2.50 3.85 1.33
6 HL 2.59 1 Feb '19 3 2.50 0.711 0.13 362 2.00 1.844 0.38 1 -0.25 0.50 2.00 1.13
7 DF 3.92 15 Feb '19 17 4.00 0.698 0.25 28 3.00 1.747 0.85 8 -0.60 1.00 2.50 1.05
8 NIO 6.94 15 Mar '19 45 6.00 0.376 1.10 1,073 5.00 1.421 1.75 8 -0.65 1.00 2.86 1.04
9 IAG 3.57 15 Feb '19 17 3.00 0.454 0.60 66 2.00 1.419 1.50 20 -0.90 1.00 10.00 0.96
10 EGO 2.82 15 Feb '19 17 3.00 0.830 0.15 102 2.00 1.710 0.75 16 -0.60 1.00 2.50 0.88
11 NIO 6.94 17 May '19 108 6.00 0.391 1.20 152 5.00 1.239 1.90 63 -0.70 1.00 3.33 0.85
12 NIO 6.94 16 Aug '19 199 6.00 0.447 1.45 211 5.00 1.239 1.90 311 -0.45 1.00 1.82 0.79
13 AGI 4.40 15 Mar '19 45 5.00 0.573 0.20 48 2.50 1.337 1.70 1 -1.50 2.50 2.50 0.76
14 CHK 2.80 1 Feb '19 3 2.50 0.567 0.30 140 2.00 1.299 0.78 30 -0.48 0.50 25.00 0.73
15 CRNT 4.16 15 Mar '19 45 5.00 0.747 0.20 51 2.50 1.470 1.65 53 -1.45 2.50 2.38 0.72
16 SIRI 5.74 1 Feb '19 3 5.50 0.741 0.34 155 5.00 1.421 0.70 9 -0.36 0.50 3.57 0.68
17 CDE 4.88 15 Feb '19 17 4.00 0.635 1.00 13 3.00 1.169 1.80 8 -0.80 1.00 5.00 0.53
18 NBEV 6.87 8 Feb '19 10 6.50 0.999 0.70 76 6.00 1.526 0.80 4 -0.10 0.50 1.25 0.53
19 AUY 2.72 8 Feb '19 10 2.50 0.421 0.25 49 2.00 0.921 0.68 1 -0.43 0.50 7.14 0.50
20 SAN 4.95 15 Mar '19 45 5.00 0.248 0.20 13 4.00 0.747 0.85 1 -0.65 1.00 2.86 0.50
21 APHA 7.27 19 Jul '19 171 5.00 0.641 2.60 50 2.50 1.128 4.60 3 -2.00 2.50 5.00 0.49
22 EXPR 5.41 15 Feb '19 17 5.00 0.539 0.55 3 4.00 1.020 1.30 11 -0.75 1.00 4.00 0.48
23 CLDR 12.93 15 Feb '19 17 12.50 0.486 0.85 8 10.00 0.956 2.85 40 -2.00 2.50 5.00 0.47
24 GGB 4.19 15 Mar '19 45 4.00 0.532 0.45 10 3.00 0.973 1.15 4 -0.70 1.00 3.33 0.44
25 CHK 2.80 22 Feb '19 24 2.50 0.526 0.37 41 2.00 0.945 0.77 16 -0.40 0.50 5.00 0.42
26 AUY 2.72 1 Mar '19 31 2.50 0.454 0.29 134 2.00 0.872 0.69 26 -0.40 0.50 5.00 0.42
27 CHK 2.80 8 Feb '19 10 2.50 0.582 0.33 57 2.00 0.994 0.78 2 -0.45 0.50 10.00 0.41
28 NBEV 6.87 1 Feb '19 3 6.50 0.896 0.55 448 6.00 1.303 0.80 427 -0.25 0.50 2.00 0.41
29 NIO 6.94 15 Feb '19 17 6.00 0.394 1.00 1,805 5.00 0.781 1.90 631 -0.90 1.00 10.00 0.39
30 CCJ 12.33 1 Feb '19 3 12.00 0.435 0.45 28 11.50 0.809 0.80 5 -0.35 0.50 3.33 0.37
31 NVAX 2.18 15 Feb '19 17 2.00 1.976 0.50 27 1.50 2.343 0.70 50 -0.20 0.50 1.67 0.37
32 AUY 2.72 15 Feb '19 17 2.50 0.530 0.27 1,423 2.00 0.882 0.72 338 -0.45 0.50 10.00 0.35
33 HMC 29.76 15 Feb '19 17 30.00 0.261 0.60 2 25.00 0.593 4.70 40 -4.10 5.00 5.56 0.33
34 STM 15.75 15 Feb '19 17 15.00 0.455 1.10 109 12.50 0.775 3.20 2 -2.10 2.50 6.25 0.32
35 SNAP 6.43 1 Feb '19 3 6.00 0.926 0.55 587 5.50 1.239 0.92 98 -0.37 0.50 3.85 0.31
36 AMLP 9.81 1 Feb '19 3 9.50 0.494 0.40 10 9.00 0.805 0.80 30 -0.40 0.50 5.00 0.31
37 NBR 2.95 8 Feb '19 10 3.00 0.808 0.15 81 2.50 1.111 0.42 13 -0.27 0.50 2.17 0.30
38 WTI 5.02 15 Feb '19 17 5.00 0.731 0.35 13 4.00 1.032 0.85 2 -0.50 1.00 2.00 0.30
39 CBL 2.41 15 Feb '19 17 2.00 0.914 0.55 24 1.50 1.213 0.80 1 -0.25 0.50 2.00 0.30
40 VSTM 3.06 15 Mar '19 45 5.00 1.278 0.15 111 2.50 1.575 0.75 11 -0.60 2.50 1.32 0.30
41 YRCW 5.75 15 Feb '19 17 5.00 1.182 1.08 33 4.00 1.470 1.76 10 -0.68 1.00 3.12 0.29
42 WIN 2.81 17 May '19 108 3.00 1.227 0.95 2 2.00 1.512 1.17 12 -0.22 1.00 1.28 0.29
43 VUZI 4.05 18 Apr '19 79 5.00 0.819 0.35 25 2.50 1.099 1.45 2 -1.10 2.50 1.79 0.28
44 DNR 2.02 15 Feb '19 17 2.00 0.954 0.20 1,113 1.50 1.226 0.50 1 -0.30 0.50 2.50 0.27
45 ARLP 19.45 15 Feb '19 17 20.00 0.205 0.25 98 17.50 0.476 1.80 21 -1.55 2.50 2.63 0.27
46 CDE 4.88 15 Mar '19 45 4.00 0.679 1.05 6 3.00 0.941 1.85 32 -0.80 1.00 5.00 0.26
47 RDUS 17.07 15 Feb '19 17 17.50 0.604 0.75 5 15.00 0.863 2.15 1 -1.40 2.50 2.27 0.26
48 SLM 10.76 15 Feb '19 17 11.00 0.275 0.18 141 10.00 0.533 0.80 2 -0.62 1.00 2.63 0.26
49 CFG 35.05 15 Feb '19 17 35.00 0.223 0.75 26 30.00 0.469 4.90 114 -4.15 5.00 5.88 0.25
50 AKS 2.83 8 Feb '19 10 2.50 0.772 0.37 162 2.00 1.018 0.82 1 -0.45 0.50 10.00 0.25
51 GPRO 4.82 8 Feb '19 10 4.50 1.198 0.58 20 4.00 1.443 0.89 9 -0.31 0.50 2.63 0.24
52 RMBS 8.49 15 Feb '19 17 9.00 0.413 0.15 148 8.00 0.655 0.58 19 -0.43 1.00 1.75 0.24
53 KL 30.32 15 Feb '19 17 30.00 0.378 1.35 464 25.00 0.619 5.20 20 -3.85 5.00 4.35 0.24
54 EXTR 6.93 15 Mar '19 45 6.00 0.480 1.15 2 5.00 0.719 1.80 10 -0.65 1.00 2.86 0.24
55 KNDI 5.69 15 Feb '19 17 6.00 0.819 0.30 35 5.00 1.042 0.80 90 -0.50 1.00 2.00 0.22
56 XXII 2.18 19 Jul '19 171 2.00 0.798 0.60 4 1.00 1.020 1.10 5 -0.50 1.00 2.00 0.22
57 ENPH 7.10 15 Feb '19 17 7.50 0.582 0.25 650 5.00 0.796 2.05 125 -1.80 2.50 3.57 0.21
58 SFM 24.19 15 Feb '19 17 25.00 0.294 0.35 536 22.50 0.507 1.75 5 -1.40 2.50 2.27 0.21
59 VECO 9.79 15 Feb '19 17 10.00 0.704 0.75 600 9.00 0.915 1.05 1 -0.30 1.00 1.43 0.21
60 AG 5.81 1 Feb '19 3 5.50 0.417 0.35 233 5.00 0.623 0.75 10 -0.40 0.50 5.00 0.21
61 CZR 8.61 1 Feb '19 3 8.50 0.547 0.27 42 8.00 0.749 0.55 5 -0.28 0.50 2.27 0.20
62 NBR 2.95 15 Feb '19 17 3.00 0.837 0.20 320 2.50 1.032 0.45 77 -0.25 0.50 2.00 0.19
63 UNIT 19.87 15 Feb '19 17 20.00 0.503 0.85 189 17.50 0.695 2.50 65 -1.65 2.50 2.94 0.19
64 OFG 19.69 15 Feb '19 17 20.00 0.286 0.40 142 17.50 0.478 2.00 1,571 -1.60 2.50 2.78 0.19
65 UA 18.93 1 Feb '19 3 18.50 0.464 0.65 1 18.00 0.653 0.90 7 -0.25 0.50 2.00 0.19
66 UCTT 11.01 15 Feb '19 17 12.50 0.629 0.20 43 10.00 0.817 1.15 15 -0.95 2.50 1.61 0.19
67 SNAP 6.43 1 Feb '19 3 6.50 0.739 0.16 4,756 6.00 0.926 0.46 587 -0.30 0.50 2.50 0.19
68 NVAX 2.18 17 Jan '20 353 2.50 1.266 1.05 46 2.00 1.452 1.10 28 -0.05 0.50 1.11 0.19
69 TGI 17.25 15 Feb '19 17 17.50 0.824 1.15 2 15.00 1.009 2.60 10 -1.45 2.50 2.38 0.18
70 OHI 39.82 15 Feb '19 17 39.00 0.101 1.05 84 38.00 0.286 1.60 126 -0.55 1.00 2.22 0.18
71 KN 15.13 15 Feb '19 17 15.00 0.503 0.90 62 12.50 0.686 2.55 10 -1.65 2.50 2.94 0.18
72 AKS 2.83 1 Mar '19 31 2.50 0.698 0.44 7 2.00 0.881 0.83 12 -0.39 0.50 4.55 0.18
73 EPD 27.93 1 Feb '19 3 27.50 0.182 0.50 328 27.00 0.361 0.90 2,817 -0.40 0.50 5.00 0.18
74 HL 2.59 15 Feb '19 17 2.50 0.594 0.19 255 2.00 0.769 0.51 5 -0.32 0.50 2.78 0.18
75 SIRI 5.74 1 Mar '19 31 5.50 0.368 0.43 22 5.00 0.543 0.72 5 -0.29 0.50 2.38 0.17
76 AUY 2.72 15 Mar '19 45 2.50 0.457 0.33 133 2.00 0.631 0.72 100 -0.39 0.50 4.55 0.17
77 FAST 59.97 15 Feb '19 17 57.50 0.202 2.75 153 55.00 0.375 4.70 150 -1.95 2.50 4.55 0.17
78 IAU 12.57 22 Feb '19 24 12.50 0.086 0.20 20 12.00 0.256 0.50 1 -0.30 0.50 2.50 0.17
79 TGE 24.80 15 Feb '19 17 22.50 0.414 2.50 2 20.00 0.581 4.70 30 -2.20 2.50 8.33 0.17
80 SIRI 5.74 8 Feb '19 10 5.50 0.501 0.39 92 5.00 0.668 0.71 19 -0.32 0.50 2.78 0.17
81 CNDT 12.67 18 Apr '19 79 12.50 0.453 1.30 1 10.00 0.618 2.90 1 -1.60 2.50 2.78 0.17
82 PHM 27.25 1 Feb '19 3 27.00 0.400 0.56 178 26.50 0.561 0.86 231 -0.30 0.50 2.50 0.16
83 IAG 3.57 21 Jun '19 143 3.00 0.555 0.85 33 2.00 0.714 1.55 22 -0.70 1.00 3.33 0.16
84 MITK 11.20 15 Feb '19 17 12.50 0.740 0.30 212 10.00 0.893 1.50 17 -1.20 2.50 1.92 0.15
85 VSTM 3.06 21 Jun '19 143 5.00 1.005 0.50 65 2.50 1.158 0.85 20 -0.35 2.50 1.16 0.15
86 FNKO 17.30 15 Feb '19 17 15.00 0.727 2.70 3 12.50 0.879 4.70 2 -2.00 2.50 5.00 0.15
87 ENB 36.45 17 Jan '20 353 35.00 0.119 3.20 2 32.50 0.269 4.50 1 -1.30 2.50 2.08 0.15
88 TGE 24.80 15 Feb '19 17 25.00 0.265 0.50 112 22.50 0.414 2.10 2 -1.60 2.50 2.78 0.15
89 O 66.68 15 Feb '19 17 65.00 0.145 2.00 61 62.50 0.293 3.90 3 -1.90 2.50 4.17 0.15
90 RF 15.53 15 Feb '19 17 15.00 0.330 0.78 3 14.00 0.477 1.57 20 -0.79 1.00 4.76 0.15
91 APHA 7.27 15 Feb '19 17 7.50 0.918 0.50 676 5.00 1.064 2.20 62 -1.70 2.50 3.13 0.15
92 CHK 2.80 15 Feb '19 17 2.50 0.686 0.36 388 2.00 0.831 0.79 21 -0.43 0.50 7.14 0.15
93 CZR 8.61 8 Feb '19 10 8.50 0.525 0.40 4 8.00 0.670 0.65 1 -0.25 0.50 2.00 0.14
94 MRNS 3.04 19 Jul '19 171 4.00 1.074 0.75 20 3.00 1.216 0.80 1 -0.05 1.00 1.05 0.14
95 VIPS 7.30 15 Feb '19 17 7.00 0.705 0.65 37 6.50 0.846 0.90 10 -0.25 0.50 2.00 0.14
96 F 8.76 8 Feb '19 10 8.50 0.143 0.28 464 8.00 0.284 0.75 754 -0.47 0.50 16.67 0.14
97 UNIT 19.87 15 Feb '19 17 17.50 0.695 2.75 65 15.00 0.835 4.80 4 -2.05 2.50 5.56 0.14
98 WATT 7.68 15 Feb '19 17 7.50 1.006 0.80 426 5.00 1.144 2.45 130 -1.65 2.50 2.94 0.14
99 KTOS 15.17 15 Feb '19 17 15.00 0.393 0.65 258 12.50 0.531 2.65 116 -2.00 2.50 5.00 0.14
100 NVAX 2.18 15 Mar '19 45 2.50 2.354 0.65 7,880 2.00 2.490 0.75 26 -0.10 0.50 1.25 0.14
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