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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 IRT 12.06 17 Jan '20 175 12.50 0.152 0.40 23 10.00 1.807 1.85 1 -1.45 2.50 2.38 1.65
2 NPTN 4.89 16 Aug '19 21 5.00 0.959 0.45 25 2.50 1.545 2.25 1 -1.80 2.50 3.57 0.59
3 OCUL 4.86 20 Sep '19 56 5.00 0.936 0.80 147 2.50 1.465 2.10 29 -1.30 2.50 2.08 0.53
4 ARLP 17.13 20 Sep '19 56 17.50 0.150 0.30 42 15.00 0.659 2.05 40 -1.75 2.50 3.33 0.51
5 CPRX 4.90 16 Aug '19 21 5.00 1.108 0.50 400 2.50 1.551 2.25 1 -1.75 2.50 3.33 0.44
6 MR 3.35 15 Nov '19 112 5.00 0.748 0.25 5 2.50 1.183 1.05 20 -0.80 2.50 1.47 0.44
7 ONDK 3.96 16 Aug '19 21 4.00 1.105 0.45 680 3.00 1.435 1.00 8 -0.55 1.00 2.22 0.33
8 WPRT 2.88 16 Aug '19 21 3.00 0.727 0.20 25 2.00 1.050 0.85 50 -0.65 1.00 2.86 0.32
9 HEXO 3.99 20 Sep '19 56 5.00 0.860 0.25 444 2.50 1.152 1.45 32 -1.20 2.50 1.92 0.29
10 AKS 2.48 2 Aug '19 7 2.50 0.980 0.13 1,160 2.00 1.255 0.48 78 -0.35 0.50 3.33 0.27
11 BBBY 9.98 2 Aug '19 7 10.00 0.562 0.35 4,042 9.00 0.831 0.83 25 -0.48 1.00 1.92 0.27
12 FSM 3.91 16 Aug '19 21 4.00 0.641 0.25 54 3.00 0.905 0.65 3 -0.40 1.00 1.67 0.26
13 S 7.99 2 Aug '19 7 8.00 0.419 0.26 7,869 7.50 0.682 0.59 1,404 -0.33 0.50 2.94 0.26
14 LCI 6.55 16 Aug '19 21 7.50 0.930 0.35 78 5.00 1.190 1.60 16 -1.25 2.50 2.00 0.26
15 DRYS 3.93 15 Nov '19 112 5.00 0.490 0.15 157 2.50 0.737 1.50 31 -1.35 2.50 2.17 0.25
16 YRCW 3.35 16 Aug '19 21 4.00 1.031 0.14 109 3.00 1.273 0.50 1 -0.36 1.00 1.56 0.24
17 AR 4.13 17 Jan '20 175 5.00 0.623 0.45 74 2.50 0.813 1.65 1 -1.20 2.50 1.92 0.19
18 AMRX 3.65 20 Dec '19 147 5.00 0.855 0.45 6 2.50 1.045 1.30 1 -0.85 2.50 1.52 0.19
19 ZIXI 8.92 16 Aug '19 21 10.00 0.830 0.40 12 7.50 1.018 1.55 4 -1.15 2.50 1.85 0.19
20 SLDB 5.82 16 Aug '19 21 7.50 1.208 0.30 166 5.00 1.393 1.00 120 -0.70 2.50 1.39 0.18
21 UNIT 8.60 16 Aug '19 21 10.00 0.832 0.30 1,025 7.50 1.016 1.35 6 -1.05 2.50 1.72 0.18
22 MEET 3.57 16 Aug '19 21 4.00 1.105 0.25 33 3.00 1.288 0.65 27 -0.40 1.00 1.67 0.18
23 FLXN 9.99 16 Aug '19 21 10.00 0.738 0.80 519 7.50 0.913 2.45 1 -1.65 2.50 2.94 0.18
24 AGI 6.63 20 Sep '19 56 7.50 0.417 0.20 3 5.00 0.581 1.60 17 -1.40 2.50 2.27 0.16
25 TCS 6.27 16 Aug '19 21 7.50 0.860 0.20 3 5.00 1.017 1.35 100 -1.15 2.50 1.85 0.16
26 TLRD 4.85 16 Aug '19 21 5.00 0.570 0.25 92 4.00 0.717 0.80 42 -0.55 1.00 2.22 0.15
27 LTHM 6.70 17 Jan '20 175 7.50 0.533 0.75 28 5.00 0.676 2.00 4 -1.25 2.50 2.00 0.14
28 OAS 4.51 16 Aug '19 21 5.00 0.683 0.15 116 4.00 0.825 0.60 19 -0.45 1.00 1.82 0.14
29 AR 4.13 21 Feb '20 210 5.00 0.606 0.50 41 2.50 0.743 1.75 50 -1.25 2.50 2.00 0.14
30 DBD 13.89 16 Aug '19 21 15.00 0.524 0.35 166 12.50 0.654 1.55 3,783 -1.20 2.50 1.92 0.13
31 AR 4.13 15 Jan '21 539 5.00 0.617 1.10 418 2.50 0.744 2.00 52 -0.90 2.50 1.56 0.13
32 CPE 4.87 16 Aug '19 21 5.00 0.723 0.30 108 4.00 0.850 0.85 12 -0.55 1.00 2.22 0.13
33 IRM 29.91 15 Jan '21 539 30.00 0.119 2.75 39 27.50 0.245 3.50 3 -0.75 2.50 1.43 0.13
34 NOAH 33.17 16 Aug '19 21 35.00 0.422 0.70 10 30.00 0.547 3.50 2 -2.80 5.00 2.27 0.13
35 IPI 3.53 20 Dec '19 147 4.00 0.465 0.40 102 3.00 0.588 0.65 7 -0.25 1.00 1.33 0.12
36 AMRX 3.65 20 Mar '20 238 5.00 0.814 0.65 10 2.50 0.937 1.45 11 -0.80 2.50 1.47 0.12
37 GUSH 4.80 16 Aug '19 21 5.00 0.924 0.35 826 4.00 1.047 0.90 73 -0.55 1.00 2.22 0.12
38 ENB 33.60 15 Jan '21 539 35.00 0.093 1.90 4 32.50 0.215 2.60 5 -0.70 2.50 1.39 0.12
39 GLNG 17.01 16 Aug '19 21 17.50 0.448 0.55 44 15.00 0.568 2.10 142 -1.55 2.50 2.63 0.12
40 MAG 11.34 16 Aug '19 21 12.50 0.478 0.20 96 10.00 0.597 1.35 255 -1.15 2.50 1.85 0.12
41 AR 4.13 15 Nov '19 112 5.00 0.611 0.30 107 2.50 0.728 1.60 10 -1.30 2.50 2.08 0.12
42 UNIT 8.60 18 Oct '19 84 10.00 0.784 0.85 58 7.50 0.901 1.85 15 -1.00 2.50 1.67 0.12
43 GORO 3.75 20 Dec '19 147 5.00 0.606 0.25 46 2.50 0.722 1.35 20 -1.10 2.50 1.79 0.12
44 GLT 16.95 16 Aug '19 21 17.50 0.482 0.65 9 15.00 0.597 2.00 20 -1.35 2.50 2.17 0.11
45 TRP 48.99 16 Aug '19 21 50.00 0.182 0.50 17 45.00 0.295 3.90 4 -3.40 5.00 3.13 0.11
46 BBBY 9.98 20 Sep '19 56 10.00 0.499 0.88 200 9.00 0.604 1.26 124 -0.38 1.00 1.61 0.11
47 BJRI 39.75 16 Aug '19 21 40.00 0.353 1.30 421 35.00 0.457 4.80 30 -3.50 5.00 3.33 0.10
48 DERM 8.51 20 Dec '19 147 9.00 0.668 1.45 5 8.00 0.770 1.70 3 -0.25 1.00 1.33 0.10
49 EGHT 26.27 16 Aug '19 21 30.00 0.515 0.45 54 25.00 0.616 2.10 13 -1.65 5.00 1.49 0.10
50 DAR 20.43 16 Aug '19 21 21.00 0.298 0.55 4 20.00 0.396 0.80 4 -0.25 1.00 1.33 0.10
51 EXPR 2.37 17 Jan '20 175 3.00 0.586 0.20 39 2.00 0.683 0.60 7 -0.40 1.00 1.67 0.10
52 RCM 13.00 20 Sep '19 56 15.00 0.410 0.30 12 12.50 0.506 1.05 1 -0.75 2.50 1.43 0.10
53 APPN 39.89 16 Aug '19 21 40.00 0.629 2.60 14 35.00 0.721 5.50 4 -2.90 5.00 2.38 0.09
54 SFM 17.49 20 Sep '19 56 17.50 0.348 1.05 1 15.00 0.436 2.70 2 -1.65 2.50 2.94 0.09
55 MEET 3.57 21 Feb '20 210 4.00 0.704 0.70 2 3.00 0.788 0.90 31 -0.20 1.00 1.25 0.08
56 XON 7.65 16 Aug '19 21 8.00 0.883 0.55 65 7.00 0.966 0.95 82 -0.40 1.00 1.67 0.08
57 UCTT 15.17 16 Aug '19 21 17.50 0.613 0.25 45 15.00 0.695 1.00 4 -0.75 2.50 1.43 0.08
58 IBN 11.86 16 Aug '19 21 12.00 0.311 0.33 315 11.00 0.393 0.90 6 -0.57 1.00 2.33 0.08
59 YEXT 22.34 16 Aug '19 21 22.50 0.350 0.70 223 20.00 0.431 2.30 83 -1.60 2.50 2.78 0.08
60 LL 10.14 2 Aug '19 7 10.50 0.459 0.15 81 10.00 0.539 0.35 12 -0.20 0.50 1.67 0.08
61 CDE 4.66 16 Aug '19 21 5.00 0.685 0.20 6 4.00 0.765 0.70 108 -0.50 1.00 2.00 0.08
62 CPRT 79.43 16 Aug '19 21 80.00 0.182 1.20 71 75.00 0.260 4.70 26 -3.50 5.00 3.33 0.08
63 S 7.99 30 Aug '19 35 8.00 0.409 0.43 160 7.50 0.485 0.63 175 -0.20 0.50 1.67 0.08
64 CLDR 6.01 16 Aug '19 21 6.50 0.569 0.20 57 6.00 0.644 0.35 1,701 -0.15 0.50 1.43 0.07
65 FPRX 5.14 20 Dec '19 147 7.50 0.830 0.50 20 5.00 0.905 1.15 5 -0.65 2.50 1.35 0.07
66 AKS 2.48 20 Sep '19 56 2.50 0.642 0.25 128 2.00 0.716 0.54 1 -0.29 0.50 2.38 0.07
67 AUY 2.90 30 Aug '19 35 3.00 0.481 0.15 93 2.50 0.555 0.42 10 -0.27 0.50 2.17 0.07
68 CY 22.88 20 Sep '19 56 23.00 0.098 0.40 867 22.00 0.172 0.95 4 -0.55 1.00 2.22 0.07
69 CYTK 12.14 16 Aug '19 21 13.00 0.627 0.55 2 12.00 0.700 0.60 84 -0.05 1.00 1.05 0.07
70 MRNA 14.12 16 Aug '19 21 15.00 0.798 0.80 195 12.50 0.871 1.90 19 -1.10 2.50 1.79 0.07
71 ITCI 8.37 16 Aug '19 21 10.00 0.897 0.30 113 7.50 0.970 1.15 43 -0.85 2.50 1.52 0.07
72 STM 19.15 20 Sep '19 56 20.00 0.323 0.65 96 17.50 0.396 2.10 226 -1.45 2.50 2.38 0.07
73 GNTX 27.57 20 Sep '19 56 30.00 0.199 0.20 6 25.00 0.271 2.75 1 -2.55 5.00 2.04 0.07
74 WORK 34.09 16 Aug '19 21 35.00 0.426 1.05 1,221 30.00 0.498 4.20 15 -3.15 5.00 2.70 0.07
75 CARB 18.01 16 Aug '19 21 20.00 0.508 0.30 396 17.50 0.579 1.15 175 -0.85 2.50 1.52 0.07
76 ERIC 9.00 18 Oct '19 84 10.00 0.295 0.20 235 8.00 0.366 1.15 94 -0.95 2.00 1.90 0.07
77 CAMP 11.47 20 Sep '19 56 12.50 0.372 0.35 1 10.00 0.442 1.65 1 -1.30 2.50 2.08 0.07
78 SABR 23.82 16 Aug '19 21 25.00 0.370 0.50 7 22.50 0.440 1.70 20 -1.20 2.50 1.92 0.07
79 EVRI 12.38 20 Sep '19 56 12.50 0.492 1.05 7 10.00 0.562 2.55 2 -1.50 2.50 2.50 0.07
80 ZAGG 6.42 16 Aug '19 21 7.00 0.705 0.30 1 6.00 0.775 0.60 1 -0.30 1.00 1.43 0.07
81 S 7.99 16 Aug '19 21 8.00 0.483 0.37 11,257 7.50 0.552 0.64 611 -0.27 0.50 2.17 0.07
82 BTI 37.28 16 Aug '19 21 40.00 0.281 0.25 3 35.00 0.349 2.60 1 -2.35 5.00 1.89 0.07
83 UBS 11.38 21 Feb '20 210 12.50 0.229 0.50 43 10.00 0.295 1.75 31 -1.25 2.50 2.00 0.07
84 EPAY 44.14 16 Aug '19 21 45.00 0.493 1.90 39 40.00 0.559 4.70 1 -2.80 5.00 2.27 0.07
85 GPRO 5.40 16 Aug '19 21 5.50 0.725 0.36 129 5.00 0.791 0.61 93 -0.25 0.50 2.00 0.07
86 ACGL 38.20 20 Sep '19 56 40.00 0.163 0.50 75 35.00 0.228 3.30 11 -2.80 5.00 2.27 0.07
87 AKS 2.48 9 Aug '19 14 2.50 0.822 0.16 48 2.00 0.887 0.48 15 -0.32 0.50 2.78 0.06
88 GUSH 4.80 17 Jan '20 175 5.00 0.853 1.10 88 4.00 0.917 1.45 10 -0.35 1.00 1.54 0.06
89 FSM 3.91 20 Sep '19 56 4.00 0.653 0.40 162 3.00 0.717 0.95 3 -0.55 1.00 2.22 0.06
90 HLX 8.62 16 Aug '19 21 9.00 0.386 0.25 16 8.00 0.450 0.70 9 -0.45 1.00 1.82 0.06
91 ERIC 9.00 18 Oct '19 84 9.00 0.302 0.55 54 8.00 0.366 1.15 94 -0.60 1.00 2.50 0.06
92 AJRD 43.39 16 Aug '19 21 45.00 0.474 1.50 13 40.00 0.537 4.10 12 -2.60 5.00 2.08 0.06
93 TRU 84.28 16 Aug '19 21 85.00 0.195 1.40 94 80.00 0.258 4.60 67 -3.20 5.00 2.78 0.06
94 BPOP 58.29 16 Aug '19 21 60.00 0.174 0.39 3 55.00 0.237 3.50 104 -3.11 5.00 2.65 0.06
95 ANGI 13.96 16 Aug '19 21 15.00 0.711 0.60 126 12.50 0.772 1.80 2 -1.20 2.50 1.92 0.06
96 MIK 7.20 17 Jan '20 175 7.50 0.559 1.05 100 5.00 0.620 2.45 1 -1.40 2.50 2.27 0.06
97 AKS 2.48 16 Aug '19 21 2.50 0.755 0.18 788 2.00 0.816 0.50 33 -0.32 0.50 2.78 0.06
98 RCM 13.00 15 Nov '19 112 15.00 0.414 0.55 136 12.50 0.474 1.50 4 -0.95 2.50 1.61 0.06
99 CY 22.88 17 Jan '20 175 23.00 0.102 0.85 8 22.00 0.162 1.35 184 -0.50 1.00 2.00 0.06
100 DLPH 18.83 16 Aug '19 21 20.00 0.644 0.75 6 17.50 0.703 1.90 5 -1.15 2.50 1.85 0.06
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