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# Stock Stock
Price
Expiry Days Long Put Short Put Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 NM 2.43 18 Apr '19 21 2.50 0.906 0.40 152 5.00 2.285 2.50 5 -2.10 2.50 6.25 1.38
2 ARLO 4.15 18 Apr '19 21 5.00 0.696 0.95 40 6.00 1.112 1.75 2 -0.80 1.00 5.00 0.42
3 ESV 4.02 18 Apr '19 21 4.00 0.482 0.20 144 5.00 0.867 1.00 10 -0.80 1.00 5.00 0.38
4 NIO 5.01 5 Apr '19 8 5.50 0.726 0.65 4 6.00 1.099 0.95 1 -0.30 0.50 2.50 0.37
5 AKS 2.75 5 Apr '19 8 3.00 0.672 0.30 75 3.50 1.002 0.73 54 -0.43 0.50 7.14 0.33
6 CTST 8.11 18 Apr '19 21 7.50 0.741 0.35 235 10.00 1.057 1.85 145 -1.50 2.50 2.50 0.32
7 IMGN 2.63 18 Apr '19 21 3.00 0.899 0.55 1 4.00 1.203 1.35 35 -0.80 1.00 5.00 0.30
8 DB 8.19 18 Apr '19 21 9.00 0.437 0.94 11 10.00 0.685 1.60 38 -0.66 1.00 2.94 0.25
9 AUY 2.61 18 Apr '19 21 3.00 0.499 0.42 16 3.50 0.731 0.89 18 -0.47 0.50 16.67 0.23
10 AG 6.62 5 Apr '19 8 7.00 0.515 0.50 47 7.50 0.745 0.85 10 -0.35 0.50 3.33 0.23
11 AKS 2.75 18 Apr '19 21 3.00 0.515 0.34 125 3.50 0.725 0.74 10 -0.40 0.50 5.00 0.21
12 OMI 4.07 21 Jun '19 85 5.00 0.663 1.20 3 7.50 0.857 3.30 6 -2.10 2.50 6.25 0.19
13 DB 8.19 5 Apr '19 8 8.00 0.487 0.16 332 9.00 0.677 0.60 9 -0.44 1.00 1.79 0.19
14 NIO 5.01 12 Apr '19 15 5.50 0.628 0.70 251 6.00 0.803 1.00 1 -0.30 0.50 2.50 0.18
15 PLUG 2.42 5 Apr '19 8 2.50 0.939 0.20 21 3.00 1.113 0.59 32 -0.39 0.50 4.55 0.17
16 CIM 18.87 18 Apr '19 21 19.00 0.098 0.30 203 20.00 0.266 1.05 20 -0.75 1.00 4.00 0.17
17 NIO 5.01 18 Apr '19 21 5.50 0.794 0.75 196 6.00 0.946 1.05 2,194 -0.30 0.50 2.50 0.15
18 ARLO 4.15 18 Apr '19 21 4.00 0.557 0.20 11 5.00 0.696 0.80 40 -0.60 1.00 2.50 0.14
19 MEET 5.11 18 Apr '19 21 5.00 0.520 0.25 15 6.00 0.658 0.85 132 -0.60 1.00 2.50 0.14
20 STM 14.33 18 Apr '19 21 15.00 0.374 0.95 624 17.50 0.510 3.00 2 -2.05 2.50 5.56 0.14
21 FIT 5.86 18 Apr '19 21 6.00 0.394 0.32 7 6.50 0.527 0.68 85 -0.36 0.50 3.57 0.13
22 REZI 19.05 18 Apr '19 21 20.00 0.379 1.35 9 22.50 0.511 3.30 88 -1.95 2.50 4.55 0.13
23 TRXC 2.24 17 May '19 50 2.00 0.982 0.25 29 2.50 1.115 0.40 5 -0.15 0.50 1.43 0.13
24 DB 8.19 26 Apr '19 29 9.00 0.473 1.03 5 10.00 0.604 1.65 1 -0.62 1.00 2.63 0.13
25 SQQQ 10.40 18 Apr '19 21 11.00 0.494 0.95 34 12.00 0.624 1.70 52 -0.75 1.00 4.00 0.13
26 BCS 8.02 18 Apr '19 21 8.00 0.372 0.30 71 9.00 0.499 0.85 2 -0.55 1.00 2.22 0.13
27 ADNT 13.01 18 Apr '19 21 14.00 0.629 1.45 5 15.00 0.755 2.05 18 -0.60 1.00 2.50 0.13
28 CASA 8.27 18 Apr '19 21 7.50 0.571 0.45 27 10.00 0.695 1.75 2,363 -1.30 2.50 2.08 0.12
29 FTR 2.07 18 Apr '19 21 2.00 0.942 0.20 36 3.00 1.060 0.90 4 -0.70 1.00 3.33 0.12
30 CXW 19.74 18 Apr '19 21 20.00 0.389 0.95 6 21.00 0.506 1.60 1 -0.65 1.00 2.86 0.12
31 KHC 32.89 18 Apr '19 21 35.00 0.198 2.20 50 37.50 0.313 4.50 11 -2.30 2.50 12.50 0.11
32 F 8.77 18 Apr '19 21 9.00 0.336 0.44 252 9.50 0.449 0.68 1 -0.24 0.50 1.92 0.11
33 CHK 3.14 18 Apr '19 21 3.50 0.549 0.42 4 4.00 0.660 0.86 71 -0.44 0.50 8.33 0.11
34 GME 10.19 12 Apr '19 15 10.00 0.699 0.52 8 10.50 0.806 0.68 21 -0.16 0.50 1.47 0.11
35 ELF 10.69 18 Apr '19 21 10.00 0.531 0.30 48 12.50 0.638 1.80 12 -1.50 2.50 2.50 0.11
36 CTST 8.11 17 May '19 50 7.50 0.778 0.75 112 10.00 0.886 2.25 5 -1.50 2.50 2.50 0.11
37 CCJ 11.91 5 Apr '19 8 12.00 0.286 0.40 5 12.50 0.392 0.55 4 -0.15 0.50 1.43 0.11
38 KL 30.78 18 Apr '19 21 35.00 0.401 4.50 102 40.00 0.505 9.10 45 -4.60 5.00 12.50 0.10
39 NIO 5.01 18 Apr '19 21 5.00 0.690 0.35 1,821 5.50 0.794 0.60 196 -0.25 0.50 2.00 0.10
40 DSW 22.99 18 Apr '19 21 22.50 0.414 0.70 77 25.00 0.517 2.30 25 -1.60 2.50 2.78 0.10
41 XON 5.07 17 May '19 50 5.00 0.818 0.65 16 6.00 0.920 1.20 1 -0.55 1.00 2.22 0.10
42 TRXC 2.24 18 Apr '19 21 2.50 1.101 0.50 25 3.00 1.201 0.65 1 -0.15 0.50 1.43 0.10
43 GPRO 6.52 5 Apr '19 8 6.50 0.442 0.17 14 7.00 0.537 0.44 3 -0.27 0.50 2.17 0.10
44 TXMD 4.90 18 Apr '19 21 5.00 0.468 0.30 176 6.00 0.563 1.00 10 -0.70 1.00 3.33 0.09
45 DNR 2.09 17 May '19 50 2.00 0.773 0.25 4 2.50 0.865 0.50 20 -0.25 0.50 2.00 0.09
46 NRZ 17.00 16 Aug '19 141 16.00 0.243 0.60 18 18.00 0.332 1.75 18 -1.15 2.00 2.35 0.09
47 BLDP 3.01 18 Apr '19 21 3.00 0.470 0.15 20 4.00 0.556 0.95 22 -0.80 1.00 5.00 0.09
48 TUP 25.50 18 Apr '19 21 25.00 0.321 0.60 8 30.00 0.405 4.30 5 -3.70 5.00 3.85 0.08
49 NBEV 5.21 5 Apr '19 8 5.50 1.558 0.70 9 6.00 1.640 1.00 583 -0.30 0.50 2.50 0.08
50 ZIOP 3.76 17 May '19 50 3.50 0.783 0.40 3 4.00 0.862 0.50 61 -0.10 0.50 1.25 0.08
51 CSIQ 18.78 5 Apr '19 8 19.00 0.405 0.65 84 19.50 0.484 0.80 1 -0.15 0.50 1.43 0.08
52 F 8.77 5 Apr '19 8 9.00 0.258 0.29 595 9.50 0.334 0.71 20 -0.42 0.50 6.25 0.08
53 AAOI 12.19 5 Apr '19 8 12.00 0.614 0.40 4 12.50 0.686 0.55 5 -0.15 0.50 1.43 0.07
54 NBEV 5.21 5 Apr '19 8 5.00 1.486 0.40 110 5.50 1.558 0.60 9 -0.20 0.50 1.67 0.07
55 WPM 24.37 5 Apr '19 8 24.50 0.282 0.50 80 25.00 0.353 0.81 9 -0.31 0.50 2.63 0.07
56 DRIP 9.67 18 Apr '19 21 9.00 0.863 0.55 60 10.00 0.932 1.00 83 -0.45 1.00 1.82 0.07
57 CHAU 22.64 18 Apr '19 21 23.00 0.521 1.40 30 24.00 0.588 1.85 2 -0.45 1.00 1.82 0.07
58 TWO 13.53 20 Sep '19 176 14.00 0.208 1.05 5 15.00 0.271 1.75 6 -0.70 1.00 3.33 0.06
59 DWDP 52.72 5 Apr '19 8 53.00 0.286 1.09 7 53.50 0.350 1.20 11 -0.11 0.50 1.28 0.06
60 SQQQ 10.40 17 May '19 50 10.00 0.506 0.60 1 11.00 0.569 1.20 1 -0.60 1.00 2.50 0.06
61 MGNX 17.51 18 Apr '19 21 17.50 0.541 1.00 118 20.00 0.602 2.55 5 -1.55 2.50 2.63 0.06
62 TME 17.21 18 Apr '19 21 18.00 0.488 1.35 1 19.00 0.549 1.90 9 -0.55 1.00 2.22 0.06
63 BKS 5.55 18 Apr '19 21 5.00 0.715 0.20 22 6.00 0.776 0.60 2 -0.40 1.00 1.67 0.06
64 X 19.38 26 Apr '19 29 19.00 0.412 0.78 767 19.50 0.472 0.89 14 -0.11 0.50 1.28 0.06
65 NVTA 22.97 18 Apr '19 21 22.50 0.632 1.25 95 25.00 0.691 2.65 3 -1.40 2.50 2.27 0.06
66 SPXS 21.28 18 Apr '19 21 22.00 0.407 1.35 17 23.00 0.466 2.00 3 -0.65 1.00 2.86 0.06
67 DRIP 9.67 17 May '19 50 9.00 0.880 1.00 1 10.00 0.939 1.45 4 -0.45 1.00 1.82 0.06
68 NRZ 17.00 17 May '19 50 16.00 0.219 0.20 37 17.00 0.277 0.55 10 -0.35 1.00 1.54 0.06
69 TEVA 15.58 26 Apr '19 29 16.00 0.337 0.86 35 16.50 0.393 1.10 14 -0.24 0.50 1.92 0.06
70 VIXY 24.83 5 Apr '19 8 25.00 0.603 1.05 66 25.50 0.659 1.20 7 -0.15 0.50 1.43 0.06
71 ENBL 14.15 16 Aug '19 141 12.50 0.295 0.45 20 15.00 0.351 1.60 10 -1.15 2.50 1.85 0.06
72 CLF 9.72 5 Apr '19 8 9.50 0.496 0.20 24 10.00 0.551 0.43 122 -0.23 0.50 1.85 0.06
73 BBBY 17.33 12 Apr '19 15 17.00 0.944 1.28 1,156 17.50 0.998 1.39 18 -0.11 0.50 1.28 0.05
74 TITN 15.61 18 Apr '19 21 15.00 0.452 0.70 16 17.50 0.506 1.90 61 -1.20 2.50 1.92 0.05
75 BB 8.88 26 Apr '19 29 8.50 0.483 0.36 70 9.00 0.536 0.50 134 -0.14 0.50 1.39 0.05
76 AG 6.62 5 Apr '19 8 6.50 0.461 0.15 49 7.00 0.515 0.40 47 -0.25 0.50 2.00 0.05
77 ACB 8.83 18 Apr '19 21 8.50 0.689 0.45 317 9.00 0.742 0.65 368 -0.20 0.50 1.67 0.05
78 FOSL 14.11 5 Apr '19 8 14.50 0.506 0.75 4 15.00 0.558 0.95 20 -0.20 0.50 1.67 0.05
79 S 5.66 18 Apr '19 21 6.00 0.656 0.65 66 6.50 0.708 0.83 10 -0.18 0.50 1.56 0.05
80 SDS 33.72 5 Apr '19 8 33.50 0.222 0.42 1 34.00 0.274 0.65 179 -0.23 0.50 1.85 0.05
81 DERM 13.18 18 Apr '19 21 13.00 0.750 0.90 3 14.00 0.801 1.20 7 -0.30 1.00 1.43 0.05
82 T 31.01 12 Apr '19 15 31.50 0.305 1.05 81 32.00 0.356 1.46 14 -0.41 0.50 5.56 0.05
83 TWM 15.60 18 Apr '19 21 15.00 0.298 0.25 200 16.00 0.349 0.70 2 -0.45 1.00 1.82 0.05
84 ABB 18.67 17 May '19 50 18.00 0.303 0.60 9 19.00 0.353 1.05 69 -0.45 1.00 1.82 0.05
85 EB 19.06 18 Apr '19 21 20.00 0.528 1.60 10 22.50 0.578 3.50 188 -1.90 2.50 4.17 0.05
86 CAH 47.92 5 Apr '19 8 47.50 0.336 0.80 6 48.00 0.385 0.95 6 -0.15 0.50 1.43 0.05
87 UNG 23.93 5 Apr '19 8 24.00 0.201 0.37 26 24.50 0.248 0.60 19 -0.23 0.50 1.85 0.05
88 F 8.77 26 Apr '19 29 9.00 0.386 0.58 2 9.50 0.433 0.88 200 -0.30 0.50 2.50 0.05
89 UXIN 3.68 17 May '19 50 4.00 1.025 0.80 12 5.00 1.071 1.45 1 -0.65 1.00 2.86 0.05
90 SDOW 13.96 18 Apr '19 21 13.00 0.351 0.15 4 14.00 0.397 0.50 36 -0.35 1.00 1.54 0.05
91 APHA 9.17 12 Apr '19 15 9.00 0.778 0.55 19 9.50 0.824 0.70 12 -0.15 0.50 1.43 0.05
92 NLSN 23.66 18 Apr '19 21 23.00 0.516 1.00 2,065 24.00 0.559 1.35 3,663 -0.35 1.00 1.54 0.04
93 F 8.77 12 Apr '19 15 9.00 0.238 0.32 128 9.50 0.281 0.69 75 -0.37 0.50 3.85 0.04
94 SOXS 6.89 17 May '19 50 6.00 0.688 0.35 9 7.00 0.729 0.75 13 -0.40 1.00 1.67 0.04
95 KNDI 5.62 21 Jun '19 85 5.00 0.840 0.60 11 6.00 0.882 1.10 102 -0.50 1.00 2.00 0.04
96 VHC 6.09 18 Apr '19 21 6.00 0.899 0.60 7 7.00 0.940 1.00 90 -0.40 1.00 1.67 0.04
97 ACB 8.83 5 Apr '19 8 9.00 0.720 0.50 634 9.50 0.760 0.75 329 -0.25 0.50 2.00 0.04
98 GSVC 8.37 18 Apr '19 21 7.50 0.850 0.40 914 10.00 0.890 1.75 512 -1.35 2.50 2.17 0.04
99 HBI 17.72 18 Apr '19 21 18.00 0.292 0.70 48 19.00 0.330 1.30 63 -0.60 1.00 2.50 0.04
100 ARR 19.53 19 Jul '19 113 17.50 0.224 0.25 48 20.00 0.262 1.25 38 -1.00 2.50 1.67 0.04
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