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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 SNH 11.77 20 Sep '19 176 12.50 0.170 0.40 12 10.00 1.790 1.60 80 -1.20 2.50 1.92 1.62
2 DPLO 5.66 18 Apr '19 21 5.00 0.688 0.85 1 2.50 2.089 3.00 2 -2.15 2.50 7.14 1.40
3 TWI 5.85 18 Apr '19 21 5.00 0.480 0.95 10 2.50 1.853 3.20 10 -2.25 2.50 10.00 1.37
4 NRZ 17.00 16 Aug '19 141 17.00 0.059 0.35 231 16.00 1.313 0.90 11 -0.55 1.00 2.22 1.25
5 KIM 18.64 19 Jul '19 113 17.50 0.153 1.45 24 15.00 1.265 3.50 8 -2.05 2.50 5.56 1.11
6 TCS 8.45 18 Apr '19 21 7.50 0.401 1.15 505 5.00 1.290 3.30 2 -2.15 2.50 7.14 0.89
7 USAT 4.01 18 Apr '19 21 5.00 1.157 0.20 20 2.50 2.011 1.55 3 -1.35 2.50 2.17 0.85
8 CNSL 10.89 18 Apr '19 21 10.00 0.330 1.05 55 7.50 1.051 3.20 40 -2.15 2.50 7.14 0.72
9 DF 3.17 18 Apr '19 21 3.00 0.691 0.35 7 2.00 1.369 1.05 6 -0.70 1.00 3.33 0.68
10 BRX 18.48 17 May '19 50 17.50 0.090 1.10 10 15.00 0.766 3.30 70 -2.20 2.50 8.33 0.68
11 CLNE 3.18 18 Apr '19 21 3.00 0.575 0.30 535 2.00 1.252 1.15 296 -0.85 1.00 6.67 0.68
12 WMC 10.51 18 Apr '19 21 10.00 0.279 0.60 2,002 7.50 0.919 2.85 2,000 -2.25 2.50 10.00 0.64
13 FIT 5.86 5 Apr '19 8 5.50 0.428 0.40 74 5.00 1.011 0.86 2 -0.46 0.50 12.50 0.58
14 CLDR 10.71 18 Apr '19 21 10.00 0.524 1.00 180 7.50 1.080 3.10 6 -2.10 2.50 6.25 0.56
15 SOXS 6.89 18 Apr '19 21 6.00 0.456 1.00 8 5.00 0.988 1.80 14 -0.80 1.00 5.00 0.53
16 GSVC 8.37 18 Apr '19 21 7.50 0.756 1.15 1,106 5.00 1.221 3.30 3 -2.15 2.50 7.14 0.46
17 ESV 4.02 18 Apr '19 21 4.00 0.390 0.25 2 3.00 0.843 0.90 10 -0.65 1.00 2.86 0.45
18 NGL 13.86 18 Apr '19 21 12.50 0.315 1.50 5 10.00 0.751 3.70 4 -2.20 2.50 8.33 0.44
19 CHK 3.14 5 Apr '19 8 3.00 0.550 0.19 1,356 2.50 0.978 0.61 1,599 -0.42 0.50 6.25 0.43
20 GSS 3.80 17 May '19 50 4.00 0.456 0.20 40 3.00 0.879 0.80 6 -0.60 1.00 2.50 0.42
21 AGEN 2.86 17 May '19 50 3.00 0.848 0.35 10 2.00 1.258 0.75 2 -0.40 1.00 1.67 0.41
22 NRZ 17.00 17 May '19 50 17.00 0.068 0.20 19 16.00 0.467 0.90 46 -0.70 1.00 3.33 0.40
23 AUY 2.61 18 Apr '19 21 2.50 0.388 0.17 478 2.00 0.775 0.59 30 -0.42 0.50 6.25 0.39
24 CLNE 3.18 17 May '19 50 3.00 0.661 0.45 1 2.00 1.017 1.10 7 -0.65 1.00 2.86 0.36
25 DNR 2.09 18 Apr '19 21 2.00 0.638 0.20 592 1.50 0.980 0.55 2 -0.35 0.50 3.33 0.34
26 SCS 14.97 18 Apr '19 21 15.00 0.254 0.40 18 12.50 0.565 2.40 1 -2.00 2.50 5.00 0.31
27 KODK 3.16 12 Apr '19 15 3.50 0.969 0.15 1 3.00 1.262 0.30 1 -0.15 0.50 1.43 0.29
28 HEXO 6.37 18 Apr '19 21 7.50 0.914 0.25 242 5.00 1.198 1.45 12 -1.20 2.50 1.92 0.28
29 QD 5.01 18 Apr '19 21 5.00 0.574 0.35 53 4.00 0.845 0.95 58 -0.60 1.00 2.50 0.27
30 WTTR 11.87 18 Apr '19 21 12.50 0.407 0.25 6 10.00 0.672 1.85 10 -1.60 2.50 2.78 0.26
31 DSW 22.99 18 Apr '19 21 22.50 0.287 0.95 724 20.00 0.550 2.85 2,030 -1.90 2.50 4.17 0.26
32 GNW 3.84 18 Apr '19 21 4.00 0.561 0.29 425 3.50 0.823 0.45 50 -0.16 0.50 1.47 0.26
33 AVP 3.02 18 Apr '19 21 3.00 0.572 0.20 56 2.50 0.829 0.50 87 -0.30 0.50 2.50 0.26
34 ITUB 8.69 18 Apr '19 21 8.00 0.483 0.90 19 7.00 0.710 1.50 130 -0.60 1.00 2.50 0.23
35 GG 11.37 12 Apr '19 15 11.00 0.280 0.53 123 10.50 0.505 0.84 1 -0.31 0.50 2.63 0.23
36 FIT 5.86 18 Apr '19 21 5.50 0.438 0.47 26 5.00 0.654 0.83 3 -0.36 0.50 3.57 0.22
37 CRNT 3.57 21 Jun '19 85 5.00 0.761 0.20 2 2.50 0.972 1.20 15 -1.00 2.50 1.67 0.21
38 AVP 3.02 12 Apr '19 15 3.00 0.698 0.25 60 2.50 0.908 0.50 1 -0.25 0.50 2.00 0.21
39 TXMD 4.90 18 Apr '19 21 5.00 0.542 0.25 1 4.00 0.742 0.80 6 -0.55 1.00 2.22 0.20
40 SA 13.24 18 Apr '19 21 13.00 0.399 0.70 8 12.00 0.593 1.30 1 -0.60 1.00 2.50 0.19
41 GPRO 6.52 5 Apr '19 8 6.50 0.442 0.19 63 6.00 0.632 0.54 25 -0.35 0.50 3.33 0.19
42 IBN 11.41 18 Apr '19 21 11.00 0.313 0.64 70 10.00 0.503 1.41 1 -0.77 1.00 4.35 0.19
43 CXW 19.74 18 Apr '19 21 20.00 0.150 0.20 32 19.00 0.334 0.60 41 -0.40 1.00 1.67 0.18
44 NOG 2.73 18 Apr '19 21 2.50 0.514 0.30 5 2.00 0.695 0.70 51 -0.40 0.50 5.00 0.18
45 ODP 3.72 18 Apr '19 21 3.50 0.518 0.34 1,045 3.00 0.698 0.68 11 -0.34 0.50 3.13 0.18
46 ALDX 9.28 18 Apr '19 21 10.00 0.937 0.70 226 7.50 1.117 1.75 88 -1.05 2.50 1.72 0.18
47 VTR 65.25 18 Apr '19 21 65.00 0.107 0.85 44 62.50 0.283 2.55 1,928 -1.70 2.50 3.12 0.18
48 DDD 10.66 5 Apr '19 8 10.50 0.485 0.43 20 10.00 0.653 0.62 10 -0.19 0.50 1.61 0.17
49 ACB 8.83 5 Apr '19 8 8.50 0.654 0.55 1,623 8.00 0.821 0.85 119 -0.30 0.50 2.50 0.17
50 KL 30.78 18 Apr '19 21 30.00 0.419 1.70 384 25.00 0.585 5.70 14 -4.00 5.00 5.00 0.17
51 CENX 8.86 17 May '19 50 9.00 0.559 0.75 11 8.00 0.724 1.23 10 -0.48 1.00 1.92 0.17
52 SCS 14.97 17 May '19 50 15.00 0.258 0.60 9 12.50 0.416 2.45 2 -1.85 2.50 3.85 0.16
53 ERIC 9.15 18 Apr '19 21 9.00 0.461 0.55 131 8.00 0.616 1.20 6 -0.65 1.00 2.86 0.15
54 GE 9.89 5 Apr '19 8 9.50 0.389 0.48 1,078 9.00 0.543 0.88 27 -0.40 0.50 5.00 0.15
55 F 8.77 5 Apr '19 8 8.50 0.314 0.35 486 8.00 0.468 0.78 3 -0.43 0.50 7.14 0.15
56 CHK 3.14 12 Apr '19 15 3.00 0.560 0.23 320 2.50 0.713 0.63 1 -0.40 0.50 5.00 0.15
57 O 73.87 18 Apr '19 21 72.50 0.128 1.80 190 70.00 0.280 3.70 28 -1.90 2.50 4.17 0.15
58 SVMK 17.80 18 Apr '19 21 17.50 0.558 1.20 420 15.00 0.705 2.85 37 -1.65 2.50 2.94 0.15
59 FIT 5.86 3 May '19 36 5.50 0.508 0.64 1 5.00 0.653 0.86 1 -0.22 0.50 1.79 0.14
60 NIO 5.01 26 Apr '19 29 5.00 0.658 0.40 503 4.50 0.801 0.65 1 -0.25 0.50 2.00 0.14
61 EROS 9.01 17 Jan '20 295 7.50 0.687 2.95 5 5.00 0.830 4.40 3 -1.45 2.50 2.38 0.14
62 BJ 27.07 18 Apr '19 21 25.00 0.419 2.40 10 22.50 0.561 4.50 2 -2.10 2.50 6.25 0.14
63 SWN 4.70 12 Apr '19 15 4.50 0.462 0.31 1 4.00 0.599 0.69 10 -0.38 0.50 4.17 0.14
64 SIEN 8.64 18 Apr '19 21 10.00 0.832 0.35 10 7.50 0.969 1.35 32 -1.00 2.50 1.67 0.14
65 S 5.66 18 Apr '19 21 5.50 0.702 0.58 14 5.00 0.838 0.73 1 -0.15 0.50 1.43 0.14
66 NRZ 17.00 17 May '19 50 16.00 0.467 1.05 46 15.00 0.600 1.90 16 -0.85 1.00 6.67 0.13
67 SBGL 4.10 19 Jul '19 113 5.00 0.614 0.30 206 2.50 0.747 1.65 13 -1.35 2.50 2.17 0.13
68 REM 43.42 18 Apr '19 21 43.00 0.084 0.80 200 42.00 0.215 1.20 100 -0.40 1.00 1.67 0.13
69 PLUG 2.42 26 Apr '19 29 2.50 0.917 0.23 21 2.00 1.041 0.48 2 -0.25 0.50 2.00 0.12
70 CNX 10.63 18 Apr '19 21 10.00 0.403 0.82 11 9.00 0.527 1.66 1 -0.84 1.00 6.25 0.12
71 PRGS 38.32 18 Apr '19 21 40.00 0.456 1.10 269 35.00 0.576 4.00 8 -2.90 5.00 2.38 0.12
72 APHA 9.17 26 Apr '19 29 9.00 0.796 1.00 1 8.50 0.914 1.10 1 -0.10 0.50 1.25 0.12
73 CHGG 37.74 17 May '19 50 35.00 0.524 4.70 14 30.00 0.639 8.30 1 -3.60 5.00 3.57 0.11
74 HBAN 12.77 18 Apr '19 21 12.00 0.286 0.87 2 11.00 0.400 1.76 3 -0.89 1.00 9.09 0.11
75 SPWR 6.44 5 Apr '19 8 6.50 0.573 0.20 175 6.00 0.684 0.48 40 -0.28 0.50 2.27 0.11
76 AMRN 18.44 18 Apr '19 21 18.50 0.710 1.42 28 18.00 0.821 1.47 368 -0.05 0.50 1.11 0.11
77 ENLC 12.65 20 Sep '19 176 12.50 0.255 1.10 21 10.00 0.365 2.60 1 -1.50 2.50 2.50 0.11
78 TEUM 4.46 18 Oct '19 204 5.00 1.207 1.45 30 2.50 1.317 2.35 18 -0.90 2.50 1.56 0.11
79 TZA 9.93 12 Apr '19 15 10.00 0.539 0.43 16 9.50 0.645 0.54 3 -0.11 0.50 1.28 0.11
80 FIT 5.86 26 Apr '19 29 6.00 0.411 0.22 8 5.50 0.515 0.48 12 -0.26 0.50 2.08 0.10
81 NOK 5.69 18 Apr '19 21 5.50 0.314 0.30 74 5.00 0.417 0.70 1,571 -0.40 0.50 5.00 0.10
82 CRNT 3.57 20 Sep '19 176 5.00 0.681 0.35 28 2.50 0.784 1.25 24 -0.90 2.50 1.56 0.10
83 KNDI 5.62 18 Apr '19 21 6.00 0.839 0.35 201 5.00 0.942 0.75 36 -0.40 1.00 1.67 0.10
84 F 8.77 18 Apr '19 21 8.50 0.292 0.42 246 8.00 0.394 0.79 844 -0.37 0.50 3.85 0.10
85 SRCL 53.39 18 Apr '19 21 55.00 0.239 0.65 20 50.00 0.341 3.70 8 -3.05 5.00 2.56 0.10
86 QD 5.01 17 May '19 50 5.00 0.636 0.55 72 4.00 0.735 1.05 4 -0.50 1.00 2.00 0.10
87 CHGG 37.74 18 Apr '19 21 40.00 0.351 0.50 75 35.00 0.449 3.20 9 -2.70 5.00 2.17 0.10
88 STM 14.33 18 Apr '19 21 15.00 0.429 0.35 564 12.50 0.525 1.90 2 -1.55 2.50 2.63 0.10
89 NBR 3.47 18 Apr '19 21 3.50 0.614 0.21 93 3.00 0.710 0.49 5 -0.28 0.50 2.27 0.10
90 ESI 10.05 16 Aug '19 141 10.00 0.427 1.15 2,301 7.50 0.522 2.75 1 -1.60 2.50 2.78 0.09
91 GOLD 13.88 5 Apr '19 8 13.50 0.272 0.48 22 13.00 0.365 0.88 104 -0.40 0.50 5.00 0.09
92 FTR 2.07 17 Jan '20 295 3.00 1.011 0.55 40 2.00 1.105 0.80 50 -0.25 1.00 1.33 0.09
93 DB 8.19 17 May '19 50 8.00 0.438 0.64 57 7.00 0.530 1.27 87 -0.63 1.00 2.70 0.09
94 SGMO 9.32 18 Apr '19 21 10.00 0.625 0.35 36 9.00 0.716 0.65 37 -0.30 1.00 1.43 0.09
95 ITUB 8.69 18 Apr '19 21 9.00 0.392 0.25 932 8.00 0.483 0.75 19 -0.50 1.00 2.00 0.09
96 VRA 13.29 17 May '19 50 15.00 0.404 0.30 3 12.50 0.494 1.15 1 -0.85 2.50 1.52 0.09
97 CLNE 3.18 20 Sep '19 176 3.00 0.615 0.65 1 2.00 0.705 1.20 1 -0.55 1.00 2.22 0.09
98 GLUU 10.78 17 May '19 50 10.00 0.612 1.45 7 9.00 0.702 2.00 1 -0.55 1.00 2.22 0.09
99 NLS 5.67 19 Jul '19 113 7.50 0.605 0.30 1 5.00 0.694 1.05 24 -0.75 2.50 1.43 0.09
100 HCP 31.69 18 Apr '19 21 30.00 0.175 1.90 18 27.50 0.263 4.10 6 -2.20 2.50 8.33 0.09
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