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# Stock Stock
Price
Expiry Days Long Put Short Put Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 CVM 6.88 20 Dec '19 38 5.00 2.149 0.90 40 2.50 3.022 0.25 171 0.65 2.50 3.85 0.87
2 AUPH 5.01 15 Nov '19 3 5.00 2.380 0.50 37 4.00 3.099  0 205 0.50 1.00 2.00 0.72
3 CVM 6.88 17 Jan '20 66 5.00 2.731 1.85 106 2.50 3.188 0.60 16 1.25 2.50 2.00 0.46
4 CVM 6.88 17 Jan '20 66 7.50 2.324 3.20 2 5.00 2.731 1.70 106 1.50 2.50 1.67 0.41
5 TVTY 18.55 15 Nov '19 3 17.50 1.603 0.75 25 15.00 1.987 0.15 98 0.60 2.50 4.17 0.38
6 VKTX 8.15 15 Nov '19 3 9.00 0.365 1.00 28 8.00 0.742 0.10 199 0.90 1.00 1.11 0.38
7 CVM 6.88 20 Dec '19 38 7.50 1.778 2.10 50 5.00 2.149 0.70 40 1.40 2.50 1.79 0.37
8 HMI 10.30 20 Dec '19 38 10.00 0.568 0.85 1 7.50 0.938 0.15 15 0.70 2.50 3.57 0.37
9 ENR 42.00 15 Nov '19 3 40.00 1.363 1.20 878 35.00 1.674 0.30 345 0.90 5.00 5.56 0.31
10 NEWR 64.88 15 Nov '19 3 65.00 0.357 1.05 72 60.00 0.641  0 87 1.05 5.00 4.76 0.28
11 CWH 11.21 15 Nov '19 3 12.00 0.457 1.00 1 11.00 0.730 0.15 1 0.85 1.00 1.18 0.27
12 PAYS 12.09 20 Dec '19 38 10.00 0.800 0.45 83 7.50 1.061 0.05 11 0.40 2.50 6.25 0.26
13 BZH 14.47 15 Nov '19 3 14.00 1.014 0.40 51 13.00 1.271 0.05 7 0.35 1.00 2.86 0.26
14 HEXO 2.12 20 Dec '19 38 2.50 1.103 0.70 9 2.00 1.357 0.20 21 0.50 0.50 1.00 0.25
15 PCG 7.06 29 Nov '19 17 7.00 1.543 1.01 116 6.50 1.787 0.65 60 0.36 0.50 1.39 0.24
16 UNIT 6.16 20 Dec '19 38 6.00 1.031 0.75 20 5.00 1.256 0.35 1,125 0.40 1.00 2.50 0.23
17 CRMD 5.27 15 Nov '19 3 6.00 1.425 1.15 4 5.00 1.651 0.15 15 1.00 1.00 1.00 0.23
18 GUSH 3.11 20 Mar '20 129 3.00 1.019 0.75 1 2.00 1.244 0.20 11 0.55 1.00 1.82 0.23
19 SWN 2.15 17 Jan '20 66 2.00 0.945 0.31 52 1.50 1.169 0.10 73 0.21 0.50 2.38 0.22
20 ADPT 28.35 15 Nov '19 3 25.00 1.731 0.60 74 22.50 1.951 0.15 33 0.45 2.50 5.56 0.22
21 YINN 18.72 15 Nov '19 3 19.00 0.501 0.65 1 18.00 0.717 0.10 52 0.55 1.00 1.82 0.22
22 OSTK 7.78 15 Nov '19 3 8.00 1.332 0.60 1,342 7.50 1.541 0.20 1,136 0.40 0.50 1.25 0.21
23 APHA 4.75 6 Dec '19 24 4.50 0.721 0.35 6 4.00 0.922 0.05 3 0.30 0.50 1.67 0.20
24 VFF 7.64 15 Nov '19 3 8.00 1.676 0.75 145 7.00 1.876 0.20 333 0.55 1.00 1.82 0.20
25 TROX 11.16 15 Nov '19 3 12.00 0.481 1.00 19 11.00 0.680 0.15 76 0.85 1.00 1.18 0.20
26 S 5.87 29 Nov '19 17 6.00 0.368 0.41 60 5.50 0.566 0.06 16 0.35 0.50 1.43 0.20
27 OMER 13.70 15 Nov '19 3 13.00 1.618 0.50 57 12.00 1.813 0.20 6 0.30 1.00 3.33 0.19
28 SPWR 8.52 15 Nov '19 3 9.00 0.488 0.59 288 8.50 0.682 0.18 315 0.41 0.50 1.22 0.19
29 GUSH 3.11 20 Dec '19 38 4.00 0.906 1.15 6 3.00 1.094 0.35 146 0.80 1.00 1.25 0.19
30 UGI 41.44 15 Nov '19 3 45.00 0.243 3.70 205 40.00 0.422 0.05 489 3.65 5.00 1.37 0.18
31 BZH 14.47 15 Nov '19 3 15.00 0.837 0.90 6 14.00 1.014 0.25 51 0.65 1.00 1.54 0.18
32 ALB 65.31 15 Nov '19 3 70.00 0.259 4.90 19 65.00 0.434 0.85 608 4.05 5.00 1.23 0.17
33 GWPH 109.40 15 Nov '19 3 105.00 0.580 0.85 52 100.00 0.744 0.10 124 0.75 5.00 6.67 0.16
34 MTN 243.84 15 Nov '19 3 240.00 0.207 0.70 1 230.00 0.369  0 1 0.70 10.00 14.29 0.16
35 DHR 135.54 15 Nov '19 3 135.00 0.167 0.65 1 130.00 0.317  0 5 0.65 5.00 7.69 0.15
36 PCG 7.06 22 Nov '19 10 7.00 1.620 0.87 76 6.50 1.769 0.50 218 0.37 0.50 1.35 0.15
37 CARA 21.69 15 Nov '19 3 20.00 1.839 0.80 23 17.50 1.988 0.10 4 0.70 2.50 3.57 0.15
38 PFPT 117.40 15 Nov '19 3 115.00 0.351 0.65 512 110.00 0.497 0.05 15 0.60 5.00 8.33 0.15
39 AYX 94.50 15 Nov '19 3 90.00 0.602 0.55 407 85.00 0.744 0.10 93 0.45 5.00 11.11 0.14
40 DLPH 12.81 20 Dec '19 38 12.50 0.614 0.95 8 10.00 0.754 0.15 20 0.80 2.50 3.13 0.14
41 SIG 16.79 15 Nov '19 3 17.00 0.715 0.65 7 16.50 0.851 0.25 46 0.40 0.50 1.25 0.14
42 XNET 5.74 17 Jan '20 66 5.00 1.438 1.00 1 2.50 1.573 0.10 3 0.90 2.50 2.78 0.13
43 VICR 38.68 20 Dec '19 38 35.00 0.443 0.90 45 30.00 0.577 0.20 60 0.70 5.00 7.14 0.13
44 MGA 55.50 15 Nov '19 3 57.50 0.122 2.10 13 55.00 0.256 0.25 3 1.85 2.50 1.35 0.13
45 UNIT 6.16 15 May '20 185 6.00 1.064 1.85 25 5.00 1.196 1.05 9 0.80 1.00 1.25 0.13
46 BE 5.56 20 Dec '19 38 5.00 0.949 0.45 170 4.00 1.079 0.10 1 0.35 1.00 2.86 0.13
47 PCG 7.06 6 Dec '19 24 7.50 1.523 1.50 2 7.00 1.653 1.03 18 0.47 0.50 1.06 0.13
48 SMSI 4.88 20 Dec '19 38 5.00 0.690 0.60 18 4.00 0.815 0.05 96 0.55 1.00 1.82 0.13
49 MTSI 24.31 15 Nov '19 3 22.50 2.114 1.05 2,042 20.00 2.239 0.30 233 0.75 2.50 3.33 0.13
50 MAXR 12.21 17 Jan '20 66 10.00 0.741 0.60 477 7.50 0.865 0.10 50 0.50 2.50 5.00 0.12
51 DDOG 34.40 15 Nov '19 3 30.00 2.022 0.80 1,325 25.00 2.146 0.10 596 0.70 5.00 7.14 0.12
52 SDC 11.08 20 Dec '19 38 10.00 1.096 1.05 1,404 7.50 1.220 0.20 876 0.85 2.50 2.94 0.12
53 GUSH 3.11 17 Jan '20 66 3.00 1.029 0.50 12 2.00 1.152 0.10 6 0.40 1.00 2.50 0.12
54 NVTA 17.24 20 Dec '19 38 15.00 0.686 0.65 207 12.50 0.809 0.15 2 0.50 2.50 5.00 0.12
55 APRN 7.23 15 Nov '19 3 8.00 0.884 0.90 116 7.00 1.007 0.10 33 0.80 1.00 1.25 0.12
56 MHK 148.93 15 Nov '19 3 145.00 0.302 0.40 3 140.00 0.423 0.10 1 0.30 5.00 16.67 0.12
57 CCI 130.66 15 Nov '19 3 130.00 0.211 0.75 49 125.00 0.332 0.05 3 0.70 5.00 7.14 0.12
58 FTCH 8.18 15 Nov '19 3 9.00 2.402 1.30 10 8.00 2.523 0.55 275 0.75 1.00 1.33 0.12
59 CNXM 13.97 20 Dec '19 38 15.00 0.251 1.25 82 12.50 0.371 0.10 10 1.15 2.50 2.17 0.12
60 WLL 6.73 22 Nov '19 10 6.50 0.845 0.29 2 6.00 0.964 0.09 10 0.20 0.50 2.50 0.12
61 CENX 7.48 20 Dec '19 38 7.00 0.600 0.36 346 6.00 0.716 0.07 1 0.29 1.00 3.45 0.12
62 GO 32.60 20 Dec '19 38 30.00 0.436 0.85 51 25.00 0.551 0.05 28 0.80 5.00 6.25 0.11
63 FLR 18.52 15 Nov '19 3 19.00 0.349 0.65 30 18.50 0.463 0.25 12 0.40 0.50 1.25 0.11
64 LEVI 17.00 15 Nov '19 3 18.00 0.195 1.10 6 17.00 0.309 0.15 56 0.95 1.00 1.05 0.11
65 KNX 37.89 20 Dec '19 38 35.00 0.384 0.80 5 30.00 0.498 0.15 23 0.65 5.00 7.69 0.11
66 CLMT 3.69 21 Feb '20 101 4.00 0.470 0.70 35 3.00 0.583 0.10 50 0.60 1.00 1.67 0.11
67 IIPR 80.03 15 Nov '19 3 80.00 0.524 1.80 9 75.00 0.635 0.25 63 1.55 5.00 3.23 0.11
68 MAN 93.02 15 Nov '19 3 95.00 0.209 2.25 3 90.00 0.321 0.10 3 2.15 5.00 2.33 0.11
69 MTSI 24.31 15 Nov '19 3 25.00 2.003 2.30 72 22.50 2.114 1.00 2,042 1.30 2.50 1.92 0.11
70 WLL 6.73 15 Nov '19 3 7.00 0.883 0.41 20 6.50 0.993 0.10 150 0.31 0.50 1.61 0.11
71 SEE 38.46 15 Nov '19 3 39.00 0.171 0.75 9 38.00 0.280 0.10 5 0.65 1.00 1.54 0.11
72 YEXT 16.49 20 Dec '19 38 15.00 0.566 0.65 1,002 12.50 0.675 0.10 1,001 0.55 2.50 4.55 0.11
73 AVTR 14.90 20 Dec '19 38 15.00 0.474 1.05 310 12.50 0.582 0.15 29 0.90 2.50 2.78 0.11
74 CSIQ 17.51 15 Nov '19 3 17.50 1.225 0.85 103 17.00 1.331 0.50 649 0.35 0.50 1.43 0.11
75 WSM 70.47 15 Nov '19 3 70.00 0.371 0.85 20 67.50 0.477 0.05 52 0.80 2.50 3.12 0.11
76 LX 12.50 20 Dec '19 38 12.50 0.530 1.00 10 10.00 0.635 0.10 21 0.90 2.50 2.78 0.11
77 DSKE 3.03 21 Feb '20 101 5.00 0.954 2.20 21 2.50 1.059 0.30 1 1.90 2.50 1.32 0.10
78 EVH 9.20 20 Dec '19 38 10.00 0.683 1.40 16 7.50 0.787 0.15 19 1.25 2.50 2.00 0.10
79 ACHN 6.34 19 Jun '20 220 6.00 0.326 0.65 550 5.00 0.428 0.20 2 0.45 1.00 2.22 0.10
80 ANDE 23.19 20 Dec '19 38 22.50 0.379 1.00 21 20.00 0.479 0.15 9 0.85 2.50 2.94 0.10
81 SDC 11.08 17 Jan '20 66 12.50 0.910 2.80 66 10.00 1.010 1.10 607 1.70 2.50 1.47 0.10
82 ANSS 230.21 15 Nov '19 3 230.00 0.268 2.25 41 220.00 0.368 0.25 13 2.00 10.00 5.00 0.10
83 UA 15.58 15 Nov '19 3 16.00 0.279 0.50 29 15.50 0.378 0.15 98 0.35 0.50 1.43 0.10
84 MTSI 24.31 20 Dec '19 38 22.50 0.684 1.40 14 20.00 0.784 0.45 35 0.95 2.50 2.63 0.10
85 AUPH 5.01 20 Dec '19 38 5.00 2.563 1.65 573 4.00 2.662 1.00 219 0.65 1.00 1.54 0.10
86 ABMD 223.54 15 Nov '19 3 220.00 0.334 1.45 46 210.00 0.432 0.15 4 1.30 10.00 7.69 0.10
87 JMIA 5.84 20 Dec '19 38 6.00 0.866 0.80 611 5.00 0.963 0.25 195 0.55 1.00 1.82 0.10
88 EIX 66.84 15 Nov '19 3 67.50 0.242 1.05 2 65.00 0.339 0.10 15 0.95 2.50 2.63 0.10
89 SIVB 238.68 15 Nov '19 3 230.00 0.419 0.90 1 220.00 0.515 0.05 50 0.85 10.00 11.76 0.10
90 APPS 8.29 20 Mar '20 129 7.50 0.680 0.95 276 5.00 0.776 0.10 5 0.85 2.50 2.94 0.10
91 BE 5.56 21 Feb '20 101 5.00 1.039 0.95 200 4.00 1.135 0.40 64 0.55 1.00 1.82 0.10
92 SPB 51.26 15 Nov '19 3 55.00 1.148 4.70 10 50.00 1.243 1.60 235 3.10 5.00 1.61 0.10
93 PCG 7.06 15 Nov '19 3 7.00 1.769 0.44 3,970 6.50 1.865 0.20 1,196 0.24 0.50 2.08 0.10
94 SQM 24.92 15 Nov '19 3 25.00 0.442 0.50 90 24.00 0.537 0.10 72 0.40 1.00 2.50 0.10
95 TPIC 17.43 20 Dec '19 38 17.50 0.408 1.25 2 15.00 0.503 0.15 1 1.10 2.50 2.27 0.09
96 SPB 51.26 15 Nov '19 3 50.00 1.243 1.80 235 45.00 1.338 0.40 145 1.40 5.00 3.57 0.09
97 HP 40.19 15 Nov '19 3 42.50 0.555 2.55 1 40.00 0.650 0.80 11 1.75 2.50 1.43 0.09
98 NMIH 33.59 20 Dec '19 38 35.00 0.296 2.20 3 30.00 0.390 0.25 2 1.95 5.00 2.56 0.09
99 MAXR 12.21 20 Dec '19 38 12.50 0.700 1.40 109 10.00 0.793 0.30 318 1.10 2.50 2.27 0.09
100 ZBRA 244.38 15 Nov '19 3 240.00 0.321 1.35 13 230.00 0.414 0.10 11 1.25 10.00 8.00 0.09
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