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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 BRY 7.04 20 Dec '19 29 7.50 0.822 1.00 7 5.00 1.293 0.10 50 0.90 2.50 2.78 0.47
2 SSI 3.39 17 Apr '20 148 5.00 0.972 2.15 1 2.50 1.211 0.30 1 1.85 2.50 1.35 0.24
3 LLNW 4.30 20 Dec '19 29 5.00 0.337 0.80 2 4.00 0.565 0.10 12 0.70 1.00 1.43 0.23
4 CRC 6.57 20 Dec '19 29 7.00 1.279 1.30 24 6.00 1.440 0.70 3,170 0.60 1.00 1.67 0.16
5 QD 4.10 20 Dec '19 29 5.00 0.784 1.05 505 4.00 0.943 0.30 3,438 0.75 1.00 1.33 0.16
6 PBI 4.39 20 Dec '19 29 5.00 0.428 0.70 57 4.00 0.577 0.05 6 0.65 1.00 1.54 0.15
7 REZI 9.79 21 Feb '20 92 10.00 0.530 1.45 30 7.50 0.673 0.30 19,193 1.15 2.50 2.17 0.14
8 CNXM 13.85 20 Dec '19 29 15.00 0.262 1.30 4 12.50 0.404 0.05 6 1.25 2.50 2.00 0.14
9 GNTX 28.61 20 Dec '19 29 30.00 0.249 2.00 6 25.00 0.386  0 5 2.00 5.00 2.50 0.14
10 APHA 4.95 6 Dec '19 15 5.00 0.870 0.45 105 4.50 1.007 0.10 55 0.35 0.50 1.43 0.14
11 SBLK 10.68 20 Dec '19 29 12.50 0.459 2.05 33 10.00 0.592 0.35 28 1.70 2.50 1.47 0.13
12 VFF 7.28 20 Dec '19 29 8.00 0.984 1.35 127 7.00 1.105 0.60 180 0.75 1.00 1.33 0.12
13 SLDB 4.21 17 Jan '20 57 5.00 1.681 1.80 37 2.50 1.799 0.25 21 1.55 2.50 1.61 0.12
14 AVTR 16.40 20 Dec '19 29 17.50 0.347 1.50 2 15.00 0.463 0.25 5 1.25 2.50 2.00 0.12
15 QD 4.10 21 Feb '20 92 5.00 0.636 1.25 22 4.00 0.745 0.50 24 0.75 1.00 1.33 0.11
16 DLTH 8.85 20 Dec '19 29 10.00 0.698 1.60 1 7.50 0.805 0.15 8 1.45 2.50 1.72 0.11
17 LPG 13.96 20 Dec '19 29 15.00 0.323 1.40 1 12.50 0.423 0.10 1 1.30 2.50 1.92 0.10
18 CLVS 7.76 20 Dec '19 29 8.00 1.221 1.35 571 7.00 1.320 0.60 449 0.75 1.00 1.33 0.10
19 CRZO 6.53 20 Dec '19 29 7.00 0.645 0.85 10 6.00 0.744 0.20 57 0.65 1.00 1.54 0.10
20 PLUG 3.37 13 Dec '19 22 3.50 0.759 0.35 3 3.00 0.852 0.09 21 0.26 0.50 1.92 0.09
21 VSLR 6.47 20 Dec '19 29 7.00 0.500 0.80 5 6.00 0.591 0.20 107 0.60 1.00 1.67 0.09
22 BTI 38.35 20 Dec '19 29 40.00 0.235 2.15 12 35.00 0.325 0.20 14 1.95 5.00 2.56 0.09
23 COTY 11.85 29 Nov '19 8 12.00 0.352 0.41 19 11.50 0.440 0.12 6 0.29 0.50 1.72 0.09
24 QD 4.10 17 Jan '20 57 5.00 0.698 1.15 62 4.00 0.785 0.40 209 0.75 1.00 1.33 0.09
25 PAYS 8.86 19 Jun '20 211 10.00 0.845 3.20 10 7.50 0.930 1.35 51 1.85 2.50 1.35 0.09
26 RIG 4.59 29 Nov '19 8 5.00 0.554 0.45 70 4.50 0.638 0.12 160 0.33 0.50 1.52 0.08
27 ACB 3.12 27 Dec '19 36 3.50 1.439 0.96 24 3.00 1.523 0.46 46 0.50 0.50 1.00 0.08
28 TSE 39.26 20 Dec '19 29 40.00 0.406 2.40 12 35.00 0.488 0.50 181 1.90 5.00 2.63 0.08
29 PCG 7.01 6 Dec '19 15 7.50 1.237 1.10 1 7.00 1.319 0.66 40 0.44 0.50 1.14 0.08
30 GGG 47.78 20 Dec '19 29 50.00 0.145 2.55 1 45.00 0.225 0.25 5 2.30 5.00 2.17 0.08
31 SDC 8.99 20 Dec '19 29 10.00 0.801 1.50 115 7.50 0.880 0.25 192 1.25 2.50 2.00 0.08
32 COMM 13.71 20 Dec '19 29 14.00 0.441 1.00 2 13.00 0.520 0.40 2 0.60 1.00 1.67 0.08
33 DO 5.45 20 Dec '19 29 6.00 0.810 0.87 18 5.00 0.887 0.31 4 0.56 1.00 1.79 0.08
34 BJ 23.84 20 Dec '19 29 25.00 0.299 1.60 1,519 22.50 0.376 0.35 264 1.25 2.50 2.00 0.08
35 WLL 5.33 13 Dec '19 22 5.50 0.869 0.60 643 5.00 0.945 0.30 1 0.30 0.50 1.67 0.08
36 DO 5.45 17 Jan '20 57 6.00 0.782 1.05 43 5.00 0.858 0.48 30 0.57 1.00 1.75 0.08
37 PK 22.02 20 Dec '19 29 22.50 0.253 0.95 28 20.00 0.329 0.05 11 0.90 2.50 2.78 0.08
38 ARLP 11.28 20 Dec '19 29 12.50 0.551 1.60 73 10.00 0.626 0.20 16 1.40 2.50 1.79 0.08
39 AQUA 17.20 20 Dec '19 29 17.50 0.370 1.05 15 15.00 0.445 0.05 3 1.00 2.50 2.50 0.07
40 CVET 14.12 20 Dec '19 29 15.00 0.610 1.70 4 12.50 0.684 0.35 3 1.35 2.50 1.85 0.07
41 GLNG 12.48 20 Dec '19 29 12.50 0.706 1.05 20 10.00 0.779 0.15 1 0.90 2.50 2.78 0.07
42 OAS 2.59 20 Dec '19 29 3.00 0.690 0.55 1 2.50 0.760 0.15 32 0.40 0.50 1.25 0.07
43 IIVI 27.46 20 Dec '19 29 30.00 0.386 3.00 13 25.00 0.454 0.40 64 2.60 5.00 1.92 0.07
44 GOGO 5.36 20 Dec '19 29 6.00 0.631 0.85 18 5.00 0.697 0.15 11 0.70 1.00 1.43 0.07
45 COTY 11.85 20 Dec '19 29 12.00 0.352 0.72 101 11.50 0.418 0.30 47 0.42 0.50 1.19 0.07
46 IIVI 27.46 17 Jan '20 57 30.00 0.389 3.40 11 25.00 0.454 0.80 4 2.60 5.00 1.92 0.07
47 FCAU 14.92 20 Dec '19 29 15.00 0.273 0.60 524 14.54 0.338 0.25 5 0.35 0.46 1.31 0.07
48 EQM 22.99 20 Dec '19 29 25.00 0.377 2.50 9 22.50 0.442 0.70 13 1.80 2.50 1.39 0.06
49 CC 16.24 29 Nov '19 8 16.50 0.527 0.75 240 16.00 0.590 0.40 44 0.35 0.50 1.43 0.06
50 FIZZ 44.71 20 Dec '19 29 45.00 0.547 3.00 4 40.00 0.610 1.00 52 2.00 5.00 2.50 0.06
51 LC 12.86 20 Dec '19 29 13.00 0.398 0.70 10 12.00 0.459 0.25 10 0.45 1.00 2.22 0.06
52 WLL 5.33 20 Dec '19 29 5.50 0.908 0.67 13 5.00 0.967 0.38 7 0.29 0.50 1.72 0.06
53 BGS 16.06 20 Dec '19 29 17.50 0.339 1.65 110 15.00 0.399 0.25 37 1.40 2.50 1.79 0.06
54 SVMK 17.04 17 Jan '20 57 17.50 0.337 1.40 1 15.00 0.395 0.25 1 1.15 2.50 2.17 0.06
55 TXT 46.22 20 Dec '19 29 50.00 0.199 4.00 20 45.00 0.258 0.78 7 3.22 5.00 1.55 0.06
56 HTHT 34.62 20 Dec '19 29 35.00 0.410 1.85 5 30.00 0.468 0.20 7 1.65 5.00 3.03 0.06
57 DISCK 29.89 20 Dec '19 29 30.00 0.263 1.05 2 27.50 0.321 0.15 10 0.90 2.50 2.78 0.06
58 CDNA 19.55 20 Dec '19 29 20.00 0.569 1.60 2 17.50 0.626 0.45 6 1.15 2.50 2.17 0.06
59 AVYA 11.54 20 Dec '19 29 12.50 0.447 1.25 238 10.00 0.504 0.10 988 1.15 2.50 2.17 0.06
60 ENVA 21.89 20 Dec '19 29 22.50 0.420 1.50 1 20.00 0.477 0.40 1 1.10 2.50 2.27 0.06
61 FORM 22.22 20 Dec '19 29 22.50 0.328 1.00 18 20.00 0.384 0.15 15 0.85 2.50 2.94 0.06
62 ARDX 6.41 20 Dec '19 29 7.50 1.234 1.85 1 5.00 1.291 0.25 50 1.60 2.50 1.56 0.06
63 ARLP 11.28 17 Jan '20 57 12.50 0.536 1.85 10 10.00 0.591 0.40 1 1.45 2.50 1.72 0.05
64 AAWW 24.41 20 Dec '19 29 25.00 0.490 1.75 160 22.50 0.544 0.60 6 1.15 2.50 2.17 0.05
65 LX 11.61 20 Dec '19 29 12.50 0.498 1.25 4 10.00 0.552 0.05 25 1.20 2.50 2.08 0.05
66 GUSH 2.58 20 Mar '20 120 3.00 1.005 0.95 5 2.00 1.058 0.25 207 0.70 1.00 1.43 0.05
67 SDC 8.99 17 Apr '20 148 10.00 0.860 2.65 52 7.50 0.913 1.15 2 1.50 2.50 1.67 0.05
68 AXL 9.49 20 Dec '19 29 10.00 0.559 0.95 1 9.00 0.612 0.35 1 0.60 1.00 1.67 0.05
69 TME 12.50 20 Dec '19 29 13.00 0.339 0.80 2 12.00 0.391 0.30 82 0.50 1.00 2.00 0.05
70 BILI 16.92 17 Jan '20 57 17.50 0.383 1.40 31 15.00 0.436 0.35 62 1.05 2.50 2.38 0.05
71 XME 26.77 6 Dec '19 15 27.00 0.177 0.72 1,500 26.50 0.229 0.36 1,511 0.36 0.50 1.39 0.05
72 VG 7.46 20 Dec '19 29 8.00 0.426 0.75 1 7.00 0.477 0.15 3 0.60 1.00 1.67 0.05
73 RRC 3.44 20 Dec '19 29 3.50 0.846 0.40 202 3.00 0.898 0.10 1 0.30 0.50 1.67 0.05
74 GTS 17.73 20 Dec '19 29 20.00 0.460 2.65 25 17.50 0.511 0.80 45 1.85 2.50 1.35 0.05
75 BOOT 39.89 20 Dec '19 29 40.00 0.478 2.25 209 35.00 0.528 0.50 8 1.75 5.00 2.86 0.05
76 LOCO 14.95 20 Dec '19 29 15.00 0.288 0.60 30 14.00 0.338 0.15 10 0.45 1.00 2.22 0.05
77 BKE 22.30 20 Dec '19 29 22.50 0.476 1.40 363 20.00 0.526 0.30 254 1.10 2.50 2.27 0.05
78 LX 11.61 21 Feb '20 92 12.50 0.503 1.80 15 10.00 0.552 0.45 11 1.35 2.50 1.85 0.05
79 SVMK 17.04 20 Dec '19 29 17.50 0.386 1.05 7 15.00 0.434 0.10 2 0.95 2.50 2.63 0.05
80 GTLS 53.11 20 Dec '19 29 55.00 0.359 3.40 7 50.00 0.407 1.05 13 2.35 5.00 2.13 0.05
81 SONO 14.22 17 Jan '20 57 15.00 0.382 1.45 143 12.50 0.429 0.25 100 1.20 2.50 2.08 0.05
82 RIG 4.59 6 Dec '19 15 5.00 0.640 0.52 257 4.50 0.688 0.20 6 0.32 0.50 1.56 0.05
83 KTB 35.00 20 Dec '19 29 35.00 0.445 1.95 6 30.00 0.492 0.20 31 1.75 5.00 2.86 0.05
84 CDAY 57.57 20 Dec '19 29 60.00 0.363 3.90 1 55.00 0.409 1.45 7 2.45 5.00 2.04 0.05
85 EQT 8.67 20 Dec '19 29 9.00 0.627 0.85 284 8.00 0.673 0.30 1 0.55 1.00 1.82 0.05
86 NVTA 19.62 20 Dec '19 29 20.00 0.619 1.65 10 17.50 0.665 0.50 114 1.15 2.50 2.17 0.05
87 RIG 4.59 13 Dec '19 22 5.00 0.681 0.58 10 4.50 0.727 0.27 1 0.31 0.50 1.61 0.05
88 CPS 26.97 17 Apr '20 148 30.00 0.588 6.10 30 25.00 0.634 3.00 30 3.10 5.00 1.61 0.05
89 RIG 4.59 20 Dec '19 29 5.00 0.667 0.61 345 4.50 0.712 0.31 21 0.30 0.50 1.67 0.05
90 DVAX 5.39 20 Dec '19 29 6.00 0.624 0.85 12 5.00 0.668 0.15 3 0.70 1.00 1.43 0.04
91 VNO 63.22 20 Dec '19 29 65.00 0.151 2.25 14 60.00 0.195 0.25 8 2.00 5.00 2.50 0.04
92 AOS 48.45 20 Dec '19 29 50.00 0.232 2.30 1 45.00 0.275 0.30 36 2.00 5.00 2.50 0.04
93 GUSH 2.58 17 Jan '20 57 3.00 0.995 0.70 5 2.00 1.038 0.10 41 0.60 1.00 1.67 0.04
94 BJ 23.84 17 Jan '20 57 25.00 0.295 2.10 41 22.50 0.338 0.60 12 1.50 2.50 1.67 0.04
95 AERI 18.40 20 Dec '19 29 20.00 0.680 2.55 50 17.50 0.723 0.90 139 1.65 2.50 1.52 0.04
96 FNKO 13.76 20 Dec '19 29 15.00 0.480 1.65 53 12.50 0.523 0.20 40 1.45 2.50 1.72 0.04
97 MIK 7.85 20 Dec '19 29 10.00 0.974 2.50 68 7.50 1.017 0.70 103 1.80 2.50 1.39 0.04
98 XLF 29.66 29 Nov '19 8 30.00 0.079 0.40 64 29.50 0.120 0.12 346 0.28 0.50 1.79 0.04
99 RMBS 13.20 20 Dec '19 29 14.00 0.266 0.96 5 13.00 0.308 0.30 1 0.66 1.00 1.52 0.04
100 SGMO 9.68 20 Dec '19 29 10.00 0.614 0.90 60 9.00 0.656 0.30 13 0.60 1.00 1.67 0.04
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