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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 INSG 4.97 19 Jun '20 211 5.00 0.569 1.00 33 2.50 2.009 2.35 26 -1.35 2.50 2.17 1.44
2 INSG 4.97 20 Dec '19 29 5.00 0.526 0.30 98 2.50 1.398 2.20 2 -1.90 2.50 4.17 0.87
3 ATRS 4.79 17 Jan '20 57 5.00 0.473 0.40 21 2.50 1.316 2.20 50 -1.80 2.50 3.57 0.84
4 CRBP 4.77 20 Dec '19 29 5.00 0.548 0.25 342 2.50 1.335 2.15 4 -1.90 2.50 4.17 0.79
5 AM 4.87 20 Dec '19 29 5.00 0.615 0.35 49 2.50 1.369 2.20 2 -1.85 2.50 3.85 0.75
6 ATRS 4.79 20 Dec '19 29 5.00 0.437 0.20 23 2.50 1.159 2.20 20 -2.00 2.50 5.00 0.72
7 CPRX 4.35 20 Dec '19 29 5.00 0.975 0.30 15 2.50 1.422 1.75 3 -1.45 2.50 2.38 0.45
8 CALA 4.21 20 Dec '19 29 5.00 0.845 0.30 143 2.50 1.291 1.55 2 -1.25 2.50 2.00 0.45
9 ATRS 4.79 21 Feb '20 92 5.00 0.539 0.50 94 2.50 0.925 2.25 13 -1.75 2.50 3.33 0.39
10 SSI 3.39 17 Jan '20 57 5.00 1.029 0.20 223 2.50 1.323 0.90 70 -0.70 2.50 1.39 0.29
11 GME 5.50 29 Nov '19 8 5.50 0.462 0.38 326 5.00 0.748 0.45 13 -0.07 0.50 1.16 0.29
12 GUSH 2.58 20 Dec '19 29 3.00 0.921 0.15 338 2.00 1.202 0.60 40 -0.45 1.00 1.82 0.28
13 INSG 4.97 20 Mar '20 120 5.00 0.538 0.65 11 2.50 0.817 2.40 10 -1.75 2.50 3.33 0.28
14 AUPH 6.23 17 Jan '20 57 7.00 2.504 2.35 22 6.00 2.758 2.60 216 -0.25 1.00 1.33 0.25
15 GORO 4.32 20 Mar '20 120 5.00 0.564 0.40 25 2.50 0.806 1.80 12 -1.40 2.50 2.27 0.24
16 RYAM 3.48 15 May '20 176 5.00 0.828 0.50 5 2.50 1.047 1.35 5 -0.85 2.50 1.52 0.22
17 PCG 7.01 6 Dec '19 15 7.50 1.192 0.61 56 7.00 1.408 0.72 94 -0.11 0.50 1.28 0.22
18 SLDB 4.21 17 Jan '20 57 5.00 1.693 1.00 10 2.50 1.904 1.85 2 -0.85 2.50 1.52 0.21
19 GCI 6.37 17 Jan '20 57 7.50 0.523 0.20 433 5.00 0.726 1.45 10 -1.25 2.50 2.00 0.20
20 PACB 5.11 20 Dec '19 29 6.00 0.853 0.25 20 5.00 1.047 0.45 32 -0.20 1.00 1.25 0.19
21 CNSL 3.97 17 Apr '20 148 5.00 0.551 0.35 1 2.50 0.738 1.50 3 -1.15 2.50 1.85 0.19
22 CRBP 4.77 17 Apr '20 148 5.00 0.778 1.10 5 2.50 0.964 2.25 8 -1.15 2.50 1.85 0.19
23 CDEV 3.29 17 Apr '20 148 5.00 0.887 0.40 1 2.50 1.071 1.10 5 -0.70 2.50 1.39 0.18
24 CPE 3.71 20 Dec '19 29 4.00 0.701 0.25 152 3.00 0.881 0.70 1 -0.45 1.00 1.82 0.18
25 ADMA 4.46 21 Feb '20 92 5.00 0.784 0.55 35 2.50 0.959 1.95 102 -1.40 2.50 2.27 0.17
26 MXIM 54.93 20 Dec '19 29 55.00 0.232 1.45 37 50.00 0.396 4.80 10 -3.35 5.00 3.03 0.16
27 SONO 14.22 20 Dec '19 29 15.00 0.424 0.40 2,433 12.50 0.582 1.75 297 -1.35 2.50 2.17 0.16
28 PCG 7.01 29 Nov '19 8 7.50 1.162 0.35 666 7.00 1.319 0.50 245 -0.15 0.50 1.43 0.16
29 CDEV 3.29 17 Jan '20 57 5.00 1.086 0.25 22 2.50 1.242 0.90 5 -0.65 2.50 1.35 0.16
30 CRC 6.57 20 Dec '19 29 7.00 1.183 0.75 590 6.00 1.335 1.15 175 -0.40 1.00 1.67 0.15
31 ABR 14.92 17 Jan '20 57 15.00 0.206 0.55 69 12.50 0.356 2.35 10 -1.80 2.50 3.57 0.15
32 MEET 4.82 17 Jan '20 57 5.00 0.548 0.40 6 4.00 0.697 0.90 16 -0.50 1.00 2.00 0.15
33 SID 2.83 20 Mar '20 120 3.00 0.568 0.35 12 2.00 0.718 0.90 1 -0.55 1.00 2.22 0.15
34 GPRO 4.00 29 Nov '19 8 4.00 0.572 0.14 14 3.50 0.720 0.49 22 -0.35 0.50 3.33 0.15
35 MGNX 8.64 20 Dec '19 29 10.00 0.676 0.35 91 7.50 0.824 1.25 32 -0.90 2.50 1.56 0.15
36 OSTK 7.63 29 Nov '19 8 8.00 0.709 0.20 49 7.50 0.854 0.25 120 -0.05 0.50 1.11 0.14
37 DUST 7.75 29 Nov '19 8 8.00 0.550 0.20 468 7.50 0.687 0.40 562 -0.20 0.50 1.67 0.14
38 WLL 5.33 29 Nov '19 8 5.50 0.801 0.20 112 5.00 0.936 0.45 75 -0.25 0.50 2.00 0.13
39 ANAB 11.88 20 Dec '19 29 12.50 0.563 0.60 166 10.00 0.692 1.95 14 -1.35 2.50 2.17 0.13
40 ENBL 9.26 21 Feb '20 92 10.00 0.280 0.30 30 7.50 0.408 1.80 2 -1.50 2.50 2.50 0.13
41 GLOG 9.34 20 Dec '19 29 10.00 0.499 0.30 123 7.50 0.627 1.65 102 -1.35 2.50 2.17 0.13
42 CG 28.56 20 Dec '19 29 30.00 0.251 0.35 190 25.00 0.373 3.60 50 -3.25 5.00 2.86 0.12
43 CPE 3.71 17 Jan '20 57 4.00 0.665 0.30 57 3.00 0.782 0.80 10 -0.50 1.00 2.00 0.12
44 PCG 7.01 20 Dec '19 29 7.50 1.252 0.82 94 7.00 1.360 1.02 157 -0.20 0.50 1.67 0.11
45 LPG 13.96 20 Dec '19 29 15.00 0.354 0.25 125 12.50 0.462 1.60 17 -1.35 2.50 2.17 0.11
46 SWIR 8.61 19 Jun '20 211 10.00 0.410 0.80 1 7.50 0.514 1.65 1 -0.85 2.50 1.52 0.10
47 IIVI 27.46 20 Dec '19 29 30.00 0.430 0.50 38 25.00 0.532 2.80 2 -2.30 5.00 1.85 0.10
48 DLTH 8.85 20 Dec '19 29 10.00 0.731 0.35 17 7.50 0.832 1.40 13 -1.05 2.50 1.72 0.10
49 GME 5.50 6 Dec '19 15 6.00 0.689 0.20 101 5.50 0.788 0.22 14 -0.02 0.50 1.04 0.10
50 PTEN 8.86 20 Dec '19 29 9.00 0.565 0.55 125 8.00 0.664 1.10 5,103 -0.55 1.00 2.22 0.10
51 ARLP 11.28 17 Jan '20 57 12.50 0.469 0.45 8 10.00 0.567 1.60 2 -1.15 2.50 1.85 0.10
52 HOME 8.09 17 Jan '20 57 9.00 0.817 0.75 25 8.00 0.914 1.05 14 -0.30 1.00 1.43 0.10
53 SMSI 4.59 17 Jan '20 57 5.00 0.647 0.40 74 4.00 0.742 0.70 8 -0.30 1.00 1.43 0.10
54 UNIT 6.23 17 Jan '20 57 7.50 0.930 0.60 520 6.00 1.023 0.90 16 -0.30 1.50 1.25 0.09
55 APHA 4.95 13 Dec '19 22 5.00 0.615 0.35 50 4.50 0.707 0.45 50 -0.10 0.50 1.25 0.09
56 BCS 8.65 20 Dec '19 29 9.00 0.328 0.25 7 8.00 0.419 0.70 14 -0.45 1.00 1.82 0.09
57 CVET 14.12 20 Dec '19 29 15.00 0.632 0.75 1 12.50 0.720 1.95 5 -1.20 2.50 1.92 0.09
58 PAYS 8.86 17 Jan '20 57 10.00 0.763 0.70 80 7.50 0.848 1.65 100 -0.95 2.50 1.61 0.08
59 JMIA 5.52 15 May '20 176 6.00 0.872 1.35 1 5.00 0.956 1.45 50 -0.10 1.00 1.11 0.08
60 FTCH 9.39 20 Dec '19 29 10.00 0.607 0.45 89 9.00 0.690 0.90 2,525 -0.45 1.00 1.82 0.08
61 RRC 3.44 20 Dec '19 29 3.50 0.845 0.35 27 3.00 0.929 0.55 10 -0.20 0.50 1.67 0.08
62 GMS 31.13 20 Dec '19 29 35.00 0.580 0.95 1 30.00 0.664 2.75 6 -1.80 5.00 1.56 0.08
63 TLRA 8.12 17 Apr '20 148 10.00 0.595 0.80 7 7.50 0.677 1.60 10 -0.80 2.50 1.47 0.08
64 PCG 7.01 27 Dec '19 36 7.50 1.186 0.94 41 7.00 1.267 1.10 2 -0.16 0.50 1.47 0.08
65 EV 48.03 20 Dec '19 29 50.00 0.247 0.70 29 45.00 0.327 3.30 3 -2.60 5.00 2.08 0.08
66 IMMR 7.08 15 May '20 176 7.50 0.465 0.80 5 5.00 0.545 2.10 40 -1.30 2.50 2.08 0.08
67 LLNW 4.30 17 Jan '20 57 5.00 0.505 0.20 21 4.00 0.583 0.50 9 -0.30 1.00 1.43 0.08
68 CRZO 6.53 20 Dec '19 29 7.00 0.659 0.35 87 6.00 0.736 0.75 18 -0.40 1.00 1.67 0.08
69 MBIO 2.83 20 Mar '20 120 5.00 1.134 0.30 4 2.50 1.208 0.80 20 -0.50 2.50 1.25 0.07
70 GORO 4.32 19 Jun '20 211 5.00 0.600 0.60 1 2.50 0.672 1.75 6 -1.15 2.50 1.85 0.07
71 SHLX 20.25 20 Dec '19 29 21.00 0.222 0.25 18 20.00 0.295 0.60 10 -0.35 1.00 1.54 0.07
72 AXL 9.49 20 Dec '19 29 10.00 0.529 0.45 2 9.00 0.601 0.85 2 -0.40 1.00 1.67 0.07
73 YPF 9.19 20 Dec '19 29 9.50 0.416 0.35 11 9.00 0.488 0.55 20 -0.20 0.50 1.67 0.07
74 KN 21.20 20 Dec '19 29 22.50 0.266 0.25 61 20.00 0.338 1.45 1 -1.20 2.50 1.92 0.07
75 CHS 3.65 20 Dec '19 29 4.00 0.809 0.25 91 3.00 0.880 0.65 4 -0.40 1.00 1.67 0.07
76 IPI 2.17 19 Jun '20 211 3.00 0.576 0.20 2 2.00 0.646 0.40 95 -0.20 1.00 1.25 0.07
77 TENB 27.50 20 Dec '19 29 30.00 0.364 0.40 1 25.00 0.433 2.70 15 -2.30 5.00 1.85 0.07
78 FSS 32.16 17 Jan '20 57 35.00 0.267 0.60 1 30.00 0.335 2.75 85 -2.15 5.00 1.75 0.07
79 LLNW 4.30 20 Mar '20 120 5.00 0.551 0.40 51 4.00 0.619 0.65 108 -0.25 1.00 1.33 0.07
80 AOS 48.45 20 Dec '19 29 50.00 0.241 0.75 17 45.00 0.308 3.70 1 -2.95 5.00 2.44 0.07
81 DO 5.45 17 Jan '20 57 6.00 0.815 0.52 12 5.00 0.881 0.96 164 -0.44 1.00 1.79 0.07
82 CVI 45.52 20 Dec '19 29 50.00 0.253 0.25 7 45.00 0.319 1.80 13 -1.55 5.00 1.45 0.07
83 CORT 12.97 20 Dec '19 29 13.00 0.507 0.80 4 12.00 0.573 1.20 18 -0.40 1.00 1.67 0.07
84 NAT 3.68 20 Dec '19 29 4.00 0.717 0.20 156 3.00 0.782 0.65 34 -0.45 1.00 1.82 0.07
85 MTDR 14.48 20 Dec '19 29 15.00 0.503 0.70 40 12.50 0.568 2.15 3 -1.45 2.50 2.38 0.06
86 IAG 3.60 17 Jan '20 57 4.00 0.537 0.20 24 3.00 0.602 0.55 200 -0.35 1.00 1.54 0.06
87 ACHC 32.02 20 Dec '19 29 35.00 0.325 0.30 42 30.00 0.389 2.40 5 -2.10 5.00 1.72 0.06
88 FLXN 16.84 20 Dec '19 29 17.50 0.529 0.80 26 15.00 0.593 2.05 1 -1.25 2.50 2.00 0.06
89 CHD 68.96 20 Dec '19 29 70.00 0.197 1.15 9 65.00 0.260 4.40 26 -3.25 5.00 2.86 0.06
90 ZAGG 7.87 20 Dec '19 29 8.00 0.608 0.50 2 7.00 0.672 0.90 5 -0.40 1.00 1.67 0.06
91 PACW 37.57 17 Jan '20 57 40.00 0.237 0.60 2 35.00 0.301 3.00 10 -2.40 5.00 1.92 0.06
92 PYX 8.26 20 Dec '19 29 10.00 1.027 0.45 995 7.50 1.091 1.25 36 -0.80 2.50 1.47 0.06
93 IIVI 27.46 17 Jan '20 57 30.00 0.433 1.00 25 25.00 0.497 3.30 10 -2.30 5.00 1.85 0.06
94 BEN 27.25 20 Dec '19 29 27.50 0.249 0.70 52 25.00 0.312 2.35 6 -1.65 2.50 2.94 0.06
95 GPRO 4.00 6 Dec '19 15 4.00 0.588 0.20 7 3.50 0.650 0.52 1 -0.32 0.50 2.78 0.06
96 NBEV 2.37 17 Jan '20 57 2.50 0.745 0.25 33 2.00 0.806 0.45 18 -0.20 0.50 1.67 0.06
97 AOS 48.45 17 Jan '20 57 50.00 0.237 1.20 10 45.00 0.298 4.20 10 -3.00 5.00 2.50 0.06
98 OI 9.37 20 Dec '19 29 10.00 0.366 0.20 3 9.00 0.426 0.55 12 -0.35 1.00 1.54 0.06
99 DB 7.38 20 Dec '19 29 7.50 0.342 0.25 1,002 7.00 0.402 0.43 11 -0.18 0.50 1.56 0.06
100 ACIA 66.70 19 Jun '20 211 70.00 0.068 0.50 1 65.00 0.128 3.60 1 -3.10 5.00 2.63 0.06
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