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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 NDLS 6.22 15 Nov '19 3 5.00 0.849 1.30 15 2.50 5.664 3.60 2 -2.30 2.50 12.50 4.81
2 CPE 4.62 15 Nov '19 3 4.00 0.604 0.75 213 3.00 4.056 1.55 110 -0.80 1.00 5.00 3.45
3 HEXO 2.12 15 Nov '19 3 2.00 1.400 0.20 56 1.50 4.285 0.55 525 -0.35 0.50 3.33 2.89
4 MAXR 12.21 15 Nov '19 3 10.00 1.191 2.35 46 7.50 3.581 4.60 20 -2.25 2.50 10.00 2.39
5 XNET 5.74 15 Nov '19 3 5.00 2.237 1.00 70 2.50 4.396 3.10 13 -2.10 2.50 6.25 2.16
6 APPS 8.29 15 Nov '19 3 7.50 0.503 0.90 1,882 5.00 2.657 3.20 45 -2.30 2.50 12.50 2.15
7 LX 12.50 15 Nov '19 3 10.00 1.370 2.65 11 7.50 3.281 4.90 350 -2.25 2.50 10.00 1.91
8 SSW 10.99 15 Nov '19 3 10.00 0.606 1.10 10 7.50 2.381 3.40 2 -2.30 2.50 12.50 1.77
9 WTI 4.32 15 Nov '19 3 4.00 1.124 0.45 33 3.00 2.784 1.25 1 -0.80 1.00 5.00 1.66
10 BILI 16.68 15 Nov '19 3 15.00 0.451 1.75 59 12.50 1.987 4.10 2 -2.35 2.50 16.67 1.54
11 KTOS 19.35 15 Nov '19 3 17.50 0.425 1.90 2 15.00 1.947 4.20 8 -2.30 2.50 12.50 1.52
12 TLRD 5.27 15 Nov '19 3 5.00 0.721 0.35 76 4.00 2.122 1.20 4 -0.85 1.00 6.67 1.40
13 PAYS 12.09 15 Nov '19 3 10.00 1.141 2.15 42 7.50 2.534 4.40 1 -2.25 2.50 10.00 1.39
14 INSG 4.65 19 Jun '20 220 5.00 0.625 0.90 47 2.50 2.014 2.10 155 -1.20 2.50 1.92 1.39
15 AUPH 5.01 15 Nov '19 3 5.00 1.631 0.40 42 4.00 3.013 0.90 1 -0.50 1.00 2.00 1.38
16 ODP 2.44 15 Nov '19 3 2.00 1.816 0.49 31 1.50 3.161 0.85 1 -0.36 0.50 3.57 1.35
17 DUST 7.98 15 Nov '19 3 8.00 0.900 0.30 203 7.50 2.184 0.55 28 -0.25 0.50 2.00 1.28
18 GOGO 6.38 15 Nov '19 3 6.00 0.736 0.50 33 5.00 1.972 1.25 1 -0.75 1.00 4.00 1.24
19 IMGN 3.22 15 Nov '19 3 3.00 0.539 0.30 1 2.00 1.756 1.10 1 -0.80 1.00 5.00 1.22
20 NPTN 8.44 15 Nov '19 3 7.50 0.633 1.00 4 5.00 1.843 3.30 58 -2.30 2.50 12.50 1.21
21 CVET 12.26 15 Nov '19 3 10.00 1.897 2.45 109 7.50 3.053 4.60 3 -2.15 2.50 7.14 1.16
22 CVET 12.26 15 Nov '19 3 12.50 0.821 0.40 904 10.00 1.897 2.15 109 -1.75 2.50 3.33 1.08
23 FOE 13.69 15 Nov '19 3 12.50 0.563 1.25 309 10.00 1.622 3.60 12 -2.35 2.50 16.67 1.06
24 ABR 14.91 17 Apr '20 157 15.00 0.149 0.60 169 12.50 1.199 2.30 40 -1.70 2.50 3.12 1.05
25 SOGO 5.55 20 Dec '19 38 5.00 0.476 0.75 9 2.50 1.523 2.90 2 -2.15 2.50 7.14 1.05
26 BLDP 6.29 15 Nov '19 3 6.00 0.400 0.40 125 5.00 1.402 1.25 164 -0.85 1.00 6.67 1.00
27 PS 17.40 15 Nov '19 3 17.50 0.503 0.30 7 15.00 1.490 2.35 1 -2.05 2.50 5.56 0.99
28 PBA 35.80 15 Nov '19 3 35.00 0.289 0.95 37 30.00 1.265 5.70 31 -4.75 5.00 20.00 0.98
29 LX 12.50 15 Nov '19 3 12.50 0.420 0.20 83 10.00 1.370 2.40 11 -2.20 2.50 8.33 0.95
30 MEET 4.98 15 Nov '19 3 4.00 0.854 1.05 18 3.00 1.791 1.90 1 -0.85 1.00 6.67 0.94
31 GLYC 5.96 20 Dec '19 38 5.00 0.768 1.30 46 2.50 1.700 3.30 33 -2.00 2.50 5.00 0.93
32 SGMO 9.62 15 Nov '19 3 9.00 0.619 0.75 82 8.00 1.515 1.55 13 -0.80 1.00 5.00 0.90
33 VSLR 6.91 15 Nov '19 3 7.00 0.762 0.20 24 6.00 1.657 0.85 2 -0.65 1.00 2.86 0.89
34 PRTY 2.16 20 Dec '19 38 2.50 1.245 0.25 515 1.00 2.139 1.15 13 -0.90 1.50 2.50 0.89
35 HOME 8.64 15 Nov '19 3 8.00 0.772 0.75 1 7.00 1.631 1.55 2 -0.80 1.00 5.00 0.86
36 DS 4.34 21 Feb '20 101 5.00 0.496 0.25 174 2.50 1.334 1.75 1 -1.50 2.50 2.50 0.84
37 QRTEA 10.44 15 Nov '19 3 10.00 0.644 0.60 67 9.00 1.464 1.35 50 -0.75 1.00 4.00 0.82
38 AVID 7.68 15 Nov '19 3 7.50 0.718 0.45 4 5.00 1.537 2.45 1 -2.00 2.50 5.00 0.82
39 CARB 22.88 15 Nov '19 3 22.50 0.252 0.50 174 20.00 1.041 2.80 8 -2.30 2.50 12.50 0.79
40 PLUG 3.07 29 Nov '19 17 3.00 0.486 0.18 150 2.50 1.274 0.53 19 -0.35 0.50 3.33 0.79
41 MR 5.86 20 Dec '19 38 5.00 0.904 1.20 15 2.50 1.597 3.20 30 -2.00 2.50 5.00 0.69
42 INSG 4.65 20 Dec '19 38 5.00 0.595 0.25 179 2.50 1.273 2.05 4 -1.80 2.50 3.57 0.68
43 HTH 25.58 15 Nov '19 3 25.00 0.209 0.70 10 22.50 0.886 2.95 20 -2.25 2.50 10.00 0.68
44 CLNE 2.16 20 Mar '20 129 2.00 0.614 0.45 107 1.00 1.288 1.00 1 -0.55 1.00 2.22 0.67
45 WPX 10.52 15 Nov '19 3 10.00 0.496 0.60 16 9.00 1.151 1.50 4 -0.90 1.00 10.00 0.65
46 GME 5.92 15 Nov '19 3 5.50 0.625 0.57 12 5.00 1.273 0.81 19 -0.24 0.50 1.92 0.65
47 HL 2.42 17 Jan '20 66 2.00 0.508 0.55 37 1.50 1.141 0.87 22 -0.32 0.50 2.78 0.63
48 DDD 9.40 15 Nov '19 3 9.00 0.408 0.50 40 8.50 1.031 0.83 1 -0.33 0.50 2.94 0.62
49 RLGY 9.32 20 Dec '19 38 7.50 0.686 2.05 57 5.00 1.281 4.20 50 -2.15 2.50 7.14 0.59
50 DISCA 30.74 15 Nov '19 3 30.00 0.365 0.95 59 27.50 0.960 3.20 42 -2.25 2.50 10.00 0.59
51 FSM 3.16 17 Jan '20 66 3.00 0.501 0.45 111 2.00 1.088 1.10 49 -0.65 1.00 2.86 0.59
52 BLMN 23.05 15 Nov '19 3 22.50 0.423 0.70 1 20.00 1.004 2.95 15 -2.25 2.50 10.00 0.58
53 CRBP 4.36 17 Jan '20 66 5.00 0.641 0.30 222 2.50 1.219 1.60 1 -1.30 2.50 2.08 0.58
54 FSM 3.16 20 Dec '19 38 3.00 0.450 0.30 3 2.00 1.028 1.10 6 -0.80 1.00 5.00 0.58
55 RUBI 8.25 20 Dec '19 38 7.50 0.417 1.15 5 5.00 0.983 3.10 25 -1.95 2.50 4.55 0.57
56 BB 5.63 15 Nov '19 3 5.50 0.420 0.18 9 5.00 0.982 0.63 127 -0.45 0.50 10.00 0.56
57 ODP 2.44 17 Jan '20 66 2.00 0.703 0.56 259 1.50 1.261 0.81 1 -0.25 0.50 2.00 0.56
58 SFM 19.82 15 Nov '19 3 20.00 0.281 0.15 66 17.50 0.838 2.20 1 -2.05 2.50 5.56 0.56
59 MAG 9.98 15 Nov '19 3 10.00 0.511 0.25 28 7.50 1.062 2.25 6 -2.00 2.50 5.00 0.55
60 GASL 7.70 15 Nov '19 3 8.00 1.082 0.25 45 7.00 1.630 0.65 83 -0.40 1.00 1.67 0.55
61 ATI 23.41 15 Nov '19 3 22.50 0.501 1.05 11 20.00 1.039 3.30 5 -2.25 2.50 10.00 0.54
62 KL 45.91 15 Nov '19 3 45.00 0.428 1.40 271 40.00 0.936 5.70 3 -4.30 5.00 7.14 0.51
63 GPK 16.40 20 Dec '19 38 15.00 0.211 1.50 54 12.50 0.719 3.80 3 -2.30 2.50 12.50 0.51
64 ZAGG 8.28 15 Nov '19 3 8.00 0.678 0.45 57 7.00 1.176 1.20 13 -0.75 1.00 4.00 0.50
65 ARLO 2.93 17 Apr '20 157 2.00 0.814 1.15 1 1.00 1.299 1.90 11 -0.75 1.00 4.00 0.49
66 SONO 14.71 17 Jan '20 66 12.50 0.511 2.65 6 10.00 0.989 4.60 1 -1.95 2.50 4.55 0.48
67 FOLD 9.23 15 Nov '19 3 9.00 0.483 0.35 67 8.50 0.955 0.75 16 -0.40 0.50 5.00 0.47
68 ATH 44.20 15 Nov '19 3 45.00 0.311 0.25 60 40.00 0.769 4.10 25 -3.85 5.00 4.35 0.46
69 NAT 3.45 17 Jan '20 66 3.00 0.755 0.70 75 2.00 1.209 1.40 70 -0.70 1.00 3.33 0.45
70 DERM 8.09 15 Nov '19 3 8.00 0.955 0.40 53 7.00 1.397 1.00 4 -0.60 1.00 2.50 0.44
71 BE 5.56 15 Nov '19 3 6.00 1.409 0.15 225 5.00 1.844 0.55 187 -0.40 1.00 1.67 0.43
72 BREW 16.23 15 Nov '19 3 15.00 0.557 1.30 718 12.50 0.981 3.70 752 -2.40 2.50 25.00 0.42
73 VRAY 2.48 20 Dec '19 38 2.00 1.262 0.85 40 1.00 1.677 1.35 3 -0.50 1.00 2.00 0.42
74 EB 20.16 15 Nov '19 3 20.00 0.572 0.60 43 17.50 0.983 2.55 275 -1.95 2.50 4.55 0.41
75 ZTO 22.50 15 Nov '19 3 22.00 0.223 0.65 12 21.00 0.634 1.40 3 -0.75 1.00 4.00 0.41
76 CHGG 35.34 15 Nov '19 3 35.00 0.403 0.75 335 30.00 0.802 5.20 31 -4.45 5.00 9.09 0.40
77 GO 32.60 15 Nov '19 3 30.00 0.609 2.85 232 25.00 0.994 7.40 13 -4.55 5.00 11.11 0.38
78 CFG 38.39 15 Nov '19 3 37.50 0.349 1.10 2 35.00 0.731 3.30 1 -2.20 2.50 8.33 0.38
79 NVTA 17.24 15 Nov '19 3 17.50 0.827 0.45 714 15.00 1.207 2.20 17 -1.75 2.50 3.33 0.38
80 RUTH 24.35 20 Dec '19 38 22.50 0.211 2.25 23 20.00 0.587 4.20 2 -1.95 2.50 4.55 0.38
81 HL 2.42 20 Dec '19 38 2.00 0.699 0.50 164 1.50 1.074 0.80 10 -0.30 0.50 2.50 0.38
82 FAST 36.90 15 Nov '19 3 36.25 0.273 0.85 17 35.00 0.639 1.75 24 -0.90 1.25 3.57 0.37
83 FIT 6.96 29 Nov '19 17 6.50 0.292 0.70 17 6.00 0.658 0.75 4 -0.05 0.50 1.11 0.37
84 NRZ 16.12 15 Nov '19 3 16.00 0.208 0.20 22 15.00 0.570 1.10 17 -0.90 1.00 10.00 0.36
85 ICHR 31.21 15 Nov '19 3 30.00 0.491 1.50 5 25.00 0.845 6.00 13 -4.50 5.00 10.00 0.35
86 BOOT 42.42 15 Nov '19 3 40.00 0.392 2.60 255 35.00 0.742 7.30 32 -4.70 5.00 16.67 0.35
87 RPD 51.20 15 Nov '19 3 50.00 0.460 1.70 1 45.00 0.793 6.10 3 -4.40 5.00 8.33 0.33
88 CMRE 8.22 15 Nov '19 3 8.00 0.308 0.30 63 7.00 0.641 1.00 3 -0.70 1.00 3.33 0.33
89 WEN 20.66 15 Nov '19 3 20.00 0.333 0.75 37 19.00 0.664 1.60 8 -0.85 1.00 6.67 0.33
90 PAYS 12.09 15 Nov '19 3 12.50 0.810 0.20 268 10.00 1.141 2.00 42 -1.80 2.50 3.57 0.33
91 MEET 4.98 17 Jan '20 66 4.00 0.592 1.20 93 3.00 0.921 1.90 11 -0.70 1.00 3.33 0.33
92 SPWR 8.52 15 Nov '19 3 8.50 0.682 0.24 336 8.00 1.009 0.52 21 -0.28 0.50 2.27 0.33
93 VSLR 6.91 15 Nov '19 3 6.00 1.657 1.05 2 5.00 1.982 1.80 1 -0.75 1.00 4.00 0.33
94 VALE 11.50 15 Nov '19 3 11.00 0.417 0.54 56 10.50 0.742 0.98 75 -0.44 0.50 8.33 0.32
95 MAXR 12.21 15 Nov '19 3 12.50 0.868 0.30 653 10.00 1.191 2.10 46 -1.80 2.50 3.57 0.32
96 QD 7.64 15 Nov '19 3 7.00 0.613 0.70 185 6.00 0.934 1.55 16 -0.85 1.00 6.67 0.32
97 ZNGA 6.34 15 Nov '19 3 6.00 0.254 0.35 439 5.50 0.573 0.79 3 -0.44 0.50 8.33 0.32
98 CDE 6.47 15 Nov '19 3 6.00 0.676 0.50 120 5.00 0.991 1.40 121 -0.90 1.00 10.00 0.32
99 CWH 11.21 15 Nov '19 3 11.00 0.704 0.45 24 10.00 1.014 1.15 59 -0.70 1.00 3.33 0.31
100 BLDR 24.75 15 Nov '19 3 25.00 0.308 0.20 122 24.00 0.618 0.75 20 -0.55 1.00 2.22 0.31
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