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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 GTX 8.55 20 Mar '20 51 7.50 0.737 0.55 29 5.00 1.194  0 300 0.55 2.50 4.55 0.46
2 HTHT 34.23 21 Feb '20 23 30.00 0.574 0.50 240 25.00 0.856 0.10 13 0.40 5.00 12.50 0.28
3 AGRX 3.84 21 Feb '20 23 5.00 2.736 2.00 80 2.50 3.008 0.35 366 1.65 2.50 1.52 0.27
4 UNIT 6.52 21 Feb '20 23 6.00 0.917 0.40 50 5.00 1.127 0.10 68 0.30 1.00 3.33 0.21
5 WNC 11.98 21 Feb '20 23 12.50 0.494 0.95 75 10.00 0.698  0 150 0.95 2.50 2.63 0.20
6 CVM 13.80 21 Feb '20 23 12.50 1.676 1.70 75 10.00 1.877 0.70 248 1.00 2.50 2.50 0.20
7 EGHT 19.19 21 Feb '20 23 17.50 0.693 0.85 16 15.00 0.882 0.15 11 0.70 2.50 3.57 0.19
8 EVH 10.65 20 Mar '20 51 10.00 0.748 1.00 10 7.50 0.928 0.15 15 0.85 2.50 2.94 0.18
9 ARAY 4.28 19 Jun '20 142 4.00 0.477 0.50 10 3.00 0.651 0.10 8 0.40 1.00 2.50 0.17
10 PLUG 4.04 21 Feb '20 23 4.00 0.846 0.37 2 3.50 1.013 0.15 2,021 0.22 0.50 2.27 0.17
11 NFG 42.33 21 Feb '20 23 45.00 0.282 3.30 1 40.00 0.446 0.85 446 2.45 5.00 2.04 0.16
12 ALSN 45.25 21 Feb '20 23 50.00 0.156 5.00 2 45.00 0.315 1.15 1 3.85 5.00 1.30 0.16
13 EXPR 4.32 21 Feb '20 23 5.00 0.521 0.85 4 4.00 0.677 0.10 68 0.75 1.00 1.33 0.16
14 EURN 10.26 20 Mar '20 51 10.00 0.581 0.95 11 7.50 0.733 0.05 1 0.90 2.50 2.78 0.15
15 SBGL 10.20 21 Feb '20 23 12.50 0.412 2.45 1 10.00 0.564 0.45 65 2.00 2.50 1.25 0.15
16 DO 4.62 20 Mar '20 51 5.00 0.770 0.81 30 4.00 0.914 0.31 1,042 0.50 1.00 2.00 0.14
17 MDP 30.38 21 Feb '20 23 30.00 0.541 1.50 247 25.00 0.683 0.25 3 1.25 5.00 4.00 0.14
18 HTHT 34.23 21 Feb '20 23 35.00 0.436 2.10 9 30.00 0.574 0.40 240 1.70 5.00 2.94 0.14
19 ARLP 9.34 19 Jun '20 142 7.50 0.641 0.65 872 5.00 0.778 0.10 50 0.55 2.50 4.55 0.14
20 CASH 36.62 21 Feb '20 23 35.00 0.456 1.15 56 30.00 0.589 0.10 1 1.05 5.00 4.76 0.13
21 EROS 3.31 21 Feb '20 23 5.00 1.525 1.95 3 2.50 1.652 0.15 31 1.80 2.50 1.39 0.13
22 BE 8.41 21 Feb '20 23 8.00 1.025 0.70 166 7.00 1.150 0.25 11 0.45 1.00 2.22 0.13
23 TRMB 43.42 21 Feb '20 23 40.00 0.414 0.65 7 35.00 0.535 0.05 1 0.60 5.00 8.33 0.12
24 AX 27.01 21 Feb '20 23 25.00 0.410 0.45 12 22.50 0.528 0.10 24 0.35 2.50 7.14 0.12
25 INO 4.11 15 May '20 107 5.00 1.199 1.80 22 4.00 1.315 0.95 95 0.85 1.00 1.18 0.12
26 AGRX 3.84 20 Mar '20 51 5.00 2.311 2.35 7 2.50 2.426 0.50 312 1.85 2.50 1.35 0.12
27 SKM 21.87 21 Feb '20 23 22.50 0.237 0.95 1 20.00 0.352 0.10 1 0.85 2.50 2.94 0.11
28 TROX 9.44 21 Feb '20 23 9.00 0.565 0.40 1 8.00 0.679 0.05 2 0.35 1.00 2.86 0.11
29 SINA 40.26 21 Feb '20 23 42.50 0.366 3.15 1 40.00 0.480 1.55 4 1.60 2.50 1.56 0.11
30 NBL 20.60 21 Feb '20 23 20.00 0.437 0.65 273 17.50 0.547 0.10 30 0.55 2.50 4.55 0.11
31 MTSI 30.72 21 Feb '20 23 30.00 0.471 1.30 182 25.00 0.577 0.10 43 1.20 5.00 4.17 0.11
32 SBGL 10.20 20 Mar '20 51 10.00 0.581 0.85 17 7.50 0.686 0.10 32 0.75 2.50 3.33 0.11
33 APHA 4.87 14 Feb '20 16 5.00 0.804 0.50 3 4.50 0.908 0.15 4 0.35 0.50 1.43 0.10
34 CNXM 14.84 20 Mar '20 51 15.00 0.414 1.15 1 12.50 0.518 0.20 9 0.95 2.50 2.63 0.10
35 GNTX 30.69 20 Mar '20 51 30.00 0.269 0.95 41 25.00 0.373 0.10 110 0.85 5.00 5.88 0.10
36 HBAN 13.48 21 Feb '20 23 14.00 0.135 0.63 11 13.00 0.237 0.12 12 0.51 1.00 1.96 0.10
37 MGPI 34.20 21 Feb '20 23 35.00 0.409 2.00 22 30.00 0.510 0.30 10 1.70 5.00 2.94 0.10
38 SLCA 5.11 21 Feb '20 23 6.00 0.598 1.00 9 5.00 0.697 0.25 10 0.75 1.00 1.33 0.10
39 DO 4.62 21 Feb '20 23 5.00 0.791 0.65 10 4.00 0.890 0.14 63 0.51 1.00 1.96 0.10
40 TNK 17.82 21 Feb '20 23 17.50 0.824 1.40 5 15.00 0.923 0.40 1 1.00 2.50 2.50 0.10
41 NAT 3.78 21 Feb '20 23 4.00 0.710 0.45 71 3.50 0.809 0.15 32 0.30 0.50 1.67 0.10
42 PING 24.97 21 Feb '20 23 25.00 0.494 1.50 6 22.50 0.591 0.30 5 1.20 2.50 2.08 0.10
43 EPZM 22.20 21 Feb '20 23 20.00 0.903 1.10 17 17.50 0.998 0.20 5 0.90 2.50 2.78 0.10
44 REZI 10.55 21 Feb '20 23 12.50 0.580 2.15 4 10.00 0.672 0.40 353 1.75 2.50 1.43 0.09
45 GIII 28.36 21 Feb '20 23 30.00 0.453 2.40 9 25.00 0.545 0.30 30 2.10 5.00 2.38 0.09
46 BGS 16.06 20 Mar '20 51 15.00 0.453 0.65 49 12.50 0.544 0.10 4 0.55 2.50 4.55 0.09
47 TVTY 22.33 21 Feb '20 23 22.50 0.613 1.65 296 20.00 0.701 0.55 285 1.10 2.50 2.27 0.09
48 DBD 11.45 21 Feb '20 23 12.50 0.872 1.75 30 10.00 0.959 0.40 15 1.35 2.50 1.85 0.09
49 BTU 6.92 15 May '20 107 6.00 0.814 0.75 30 5.00 0.901 0.40 41 0.35 1.00 2.86 0.09
50 BTU 6.92 21 Feb '20 23 7.00 0.847 0.70 41 6.00 0.934 0.15 74 0.55 1.00 1.82 0.09
51 CGNX 53.90 21 Feb '20 23 50.00 0.472 1.05 15 45.00 0.558 0.25 10 0.80 5.00 6.25 0.09
52 VAL 4.94 21 Feb '20 23 5.00 0.996 0.55 115 4.00 1.081 0.10 1 0.45 1.00 2.22 0.09
53 OIS 11.03 21 Feb '20 23 12.50 0.635 1.75 1 10.00 0.720 0.30 2 1.45 2.50 1.72 0.08
54 TUFN 14.77 21 Feb '20 23 15.00 0.706 1.40 2 12.50 0.790 0.25 3 1.15 2.50 2.17 0.08
55 AMC 6.77 21 Feb '20 23 7.00 0.707 0.75 22 6.50 0.790 0.30 52 0.45 0.50 1.11 0.08
56 AMAG 9.69 21 Feb '20 23 10.00 0.770 1.00 4 9.00 0.853 0.30 7 0.70 1.00 1.43 0.08
57 CLB 35.66 21 Feb '20 23 40.00 0.358 4.70 10 35.00 0.441 1.15 553 3.55 5.00 1.41 0.08
58 NIO 4.27 17 Apr '20 79 4.00 1.257 0.84 8,825 3.50 1.339 0.55 1 0.29 0.50 1.72 0.08
59 REAL 15.09 20 Mar '20 51 15.00 0.745 1.85 2 12.50 0.827 0.60 129 1.25 2.50 2.00 0.08
60 CNI 93.86 21 Feb '20 23 90.00 0.181 0.45 10 85.00 0.262  0 2 0.45 5.00 11.11 0.08
61 PYX 7.00 21 Feb '20 23 7.50 1.357 1.30 41 5.00 1.438 0.15 1 1.15 2.50 2.17 0.08
62 CAKE 38.94 21 Feb '20 23 40.00 0.308 2.00 6 35.00 0.388 0.20 6 1.80 5.00 2.78 0.08
63 TWOU 19.61 21 Feb '20 23 20.00 0.807 1.90 8 17.50 0.888 0.70 80 1.20 2.50 2.08 0.08
64 LEG 49.36 21 Feb '20 23 50.00 0.365 2.25 10 45.00 0.445 0.55 549 1.70 5.00 2.94 0.08
65 AZUL 42.31 21 Feb '20 23 40.00 0.430 0.90 151 35.00 0.510 0.10 4 0.80 5.00 6.25 0.08
66 OZK 27.61 20 Mar '20 51 30.00 0.238 2.70 1 25.00 0.318 0.30 3 2.40 5.00 2.08 0.08
67 MDP 30.38 20 Mar '20 51 30.00 0.521 2.30 7 25.00 0.599 0.60 10 1.70 5.00 2.94 0.08
68 CC 14.54 7 Feb '20 9 14.50 0.572 0.55 22 14.00 0.650 0.30 8 0.25 0.50 2.00 0.08
69 IIVI 35.26 21 Feb '20 23 35.00 0.520 1.90 23 30.00 0.598 0.30 1 1.60 5.00 3.13 0.08
70 MAXR 17.11 17 Apr '20 79 15.00 0.827 1.65 13 12.50 0.905 0.75 6 0.90 2.50 2.78 0.08
71 AIMT 32.38 21 Feb '20 23 30.00 1.112 2.60 97 25.00 1.189 0.70 45 1.90 5.00 2.63 0.08
72 GBX 25.04 21 Feb '20 23 25.00 0.408 1.10 19 22.50 0.484 0.25 4 0.85 2.50 2.94 0.08
73 WTI 4.32 17 Jul '20 170 4.00 0.674 0.70 255 3.00 0.750  0 983 0.70 1.00 1.43 0.08
74 AAWW 23.37 21 Feb '20 23 22.50 0.697 1.30 2 20.00 0.773 0.40 2 0.90 2.50 2.78 0.08
75 PI 34.76 20 Mar '20 51 30.00 0.649 1.50 18 25.00 0.725 0.35 11 1.15 5.00 4.35 0.08
76 ROL 37.80 15 May '20 107 35.00 0.247 0.90 250 30.00 0.323 0.20 2 0.70 5.00 7.14 0.08
77 AOS 44.31 17 Apr '20 79 40.00 0.294 0.80 5 35.00 0.369 0.20 1 0.60 5.00 8.33 0.08
78 COMM 12.60 21 Feb '20 23 12.00 0.490 0.45 30 11.00 0.564 0.10 10 0.35 1.00 2.86 0.07
79 LLNW 5.46 20 Mar '20 51 6.00 0.564 0.95 28 5.00 0.637 0.20 4 0.75 1.00 1.33 0.07
80 AUPH 18.35 21 Feb '20 23 18.00 0.642 1.10 13 17.00 0.714 0.55 20 0.55 1.00 1.82 0.07
81 ADVM 10.81 21 Feb '20 23 10.00 1.768 1.65 7 7.50 1.841 0.40 9 1.25 2.50 2.00 0.07
82 ALSN 45.25 21 Feb '20 23 45.00 0.315 1.45 1 40.00 0.387 0.15 2 1.30 5.00 3.85 0.07
83 AVNS 29.03 20 Mar '20 51 30.00 0.410 2.40 79 25.00 0.482 0.50 30 1.90 5.00 2.63 0.07
84 PVG 11.02 21 Feb '20 23 11.00 0.472 0.60 3 10.00 0.543 0.15 10 0.45 1.00 2.22 0.07
85 AMCX 37.23 20 Mar '20 51 35.00 0.412 1.35 21 30.00 0.483 0.30 31 1.05 5.00 4.76 0.07
86 ZNGA 6.06 14 Feb '20 16 6.50 0.503 0.60 1 6.00 0.574 0.19 1 0.41 0.50 1.22 0.07
87 TLND 38.01 21 Feb '20 23 35.00 0.686 1.45 2 30.00 0.756 0.25 1 1.20 5.00 4.17 0.07
88 FSCT 29.74 21 Feb '20 23 30.00 0.803 2.60 10 25.00 0.873 0.65 5 1.95 5.00 2.56 0.07
89 NTCT 24.56 21 Feb '20 23 25.00 0.430 1.40 17 22.50 0.499 0.35 101 1.05 2.50 2.38 0.07
90 UFS 36.35 21 Feb '20 23 35.00 0.414 1.00 3 32.50 0.483 0.35 1 0.65 2.50 3.85 0.07
91 MAXR 17.11 21 Feb '20 23 15.00 0.843 0.65 90 12.50 0.912 0.10 12 0.55 2.50 4.55 0.07
92 CLB 35.66 21 Feb '20 23 35.00 0.441 1.30 553 30.00 0.509 0.15 12 1.15 5.00 4.35 0.07
93 FOSL 7.36 7 Feb '20 9 7.50 0.590 0.45 1 7.00 0.658 0.10 15 0.35 0.50 1.43 0.07
94 TS 21.82 21 Feb '20 23 22.50 0.286 1.10 4 20.00 0.354 0.10 4 1.00 2.50 2.50 0.07
95 MRNA 20.55 21 Feb '20 23 20.00 0.569 0.95 310 17.50 0.637 0.20 16 0.75 2.50 3.33 0.07
96 NIO 4.27 14 Feb '20 16 4.00 1.344 0.35 340 3.50 1.412 0.14 304 0.21 0.50 2.38 0.07
97 GNW 4.13 21 Feb '20 23 4.00 0.915 0.32 173 3.50 0.983 0.11 60 0.21 0.50 2.38 0.07
98 BL 59.67 21 Feb '20 23 55.00 0.529 1.35 1 50.00 0.596 0.40 1 0.95 5.00 5.26 0.07
99 UNIT 6.52 20 Mar '20 51 7.00 0.888 1.25 5 6.00 0.955 0.55 3 0.70 1.00 1.43 0.07
100 INSG 7.42 20 Mar '20 51 7.50 0.938 1.15 134 5.00 1.005 0.15 49 1.00 2.50 2.50 0.07
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