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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 ENZ 2.51 17 Jul '20 2 2.50 1.758 0.15 6 5.00 4.639 2.35 7 -2.20 2.50 8.33 2.88
2 NGL 4.15 17 Jul '20 2 5.00 2.250 1.00 48 7.50 5.054 3.30 2 -2.30 2.50 12.50 2.80
3 ATCO 7.49 17 Jul '20 2 7.50 0.700 0.25 15 10.00 3.438 2.55 15 -2.30 2.50 12.50 2.74
4 EOLS 3.37 17 Jul '20 2 4.00 2.572 0.80 23 5.00 5.143 1.55 2 -0.75 1.00 4.00 2.57
5 RIOT 2.26 17 Jul '20 2 2.50 1.969 0.35 52 3.00 4.414 0.70 30 -0.35 0.50 3.33 2.44
6 GLOP 4.44 17 Jul '20 2 5.00 2.065 0.70 105 7.50 4.351 2.80 4 -2.10 2.50 6.25 2.29
7 IVR 3.64 17 Jul '20 2 4.00 1.543 0.45 816 5.00 3.608 1.35 97 -0.90 1.00 10.00 2.06
8 SOGO 5.00 17 Jul '20 2 5.00 1.016 0.20 91 7.50 3.055 2.25 1 -2.05 2.50 5.56 2.04
9 FCEL 3.00 17 Jul '20 2 3.50 2.224 0.67 6 4.00 4.162 0.90 8 -0.23 0.50 1.85 1.94
10 SKT 7.05 17 Jul '20 2 8.00 1.087 1.07 111 9.00 2.993 1.91 2 -0.84 1.00 6.25 1.91
11 PK 10.16 17 Jul '20 2 12.50 1.402 2.55 24 15.00 3.192 4.70 22 -2.15 2.50 7.14 1.79
12 RUTH 7.26 17 Jul '20 2 7.50 1.206 0.45 35 10.00 2.966 2.70 10 -2.25 2.50 10.00 1.76
13 CEMI 5.10 17 Jul '20 2 5.00 3.012 0.50 563 7.50 4.764 2.35 4 -1.85 2.50 3.85 1.75
14 RIG 2.07 17 Jul '20 2 2.50 1.771 0.46 49 3.00 3.425 0.91 6 -0.45 0.50 10.00 1.65
15 FTI 7.87 17 Jul '20 2 8.00 0.978 0.35 5 9.00 2.538 1.05 1 -0.70 1.00 3.33 1.56
16 SWN 2.67 17 Jul '20 2 3.00 1.167 0.42 30 3.50 2.564 0.80 2 -0.38 0.50 4.17 1.40
17 KIM 12.02 17 Jul '20 2 12.50 0.427 0.60 77 15.00 1.615 2.90 16 -2.30 2.50 12.50 1.19
18 DHT 5.48 17 Jul '20 2 6.00 0.406 0.65 55 7.00 1.592 1.45 1 -0.80 1.00 5.00 1.19
19 NAT 4.55 17 Jul '20 2 5.00 0.653 0.57 347 5.50 1.738 0.91 3 -0.34 0.50 3.13 1.09
20 HOME 6.25 17 Jul '20 2 6.00 1.415 0.25 14 7.00 2.488 0.70 35 -0.45 1.00 1.82 1.07
21 FRO 7.76 17 Jul '20 2 8.00 0.848 0.40 517 9.00 1.767 1.20 17 -0.80 1.00 5.00 0.92
22 VNO 38.15 17 Jul '20 2 40.00 0.634 2.10 1 45.00 1.528 6.70 1 -4.60 5.00 12.50 0.89
23 WMC 2.35 17 Jul '20 2 2.50 0.308 0.20 42 5.00 1.175 2.60 11 -2.40 2.50 25.00 0.87
24 GEO 12.15 17 Jul '20 2 12.00 1.463 0.65 210 13.00 2.317 1.20 66 -0.55 1.00 2.22 0.85
25 JMIA 7.68 17 Jul '20 2 8.00 1.359 0.55 43 9.00 2.145 1.20 6 -0.65 1.00 2.86 0.79
26 UPWK 13.98 17 Jul '20 2 15.00 0.932 1.25 5 17.50 1.709 3.40 7 -2.15 2.50 7.14 0.78
27 BBBY 8.88 17 Jul '20 2 9.00 1.007 0.35 424 9.50 1.761 0.66 15 -0.31 0.50 2.63 0.75
28 FUN 28.11 17 Jul '20 2 30.00 1.140 2.30 39 35.00 1.890 6.80 5 -4.50 5.00 10.00 0.75
29 SOLO 3.66 17 Jul '20 2 4.00 3.142 0.60 33 4.50 3.878 0.90 22 -0.30 0.50 2.50 0.74
30 MITT 3.49 17 Jul '20 2 4.00 2.762 0.65 30 5.00 3.489 1.45 8 -0.80 1.00 5.00 0.73
31 SRNE 6.58 17 Jul '20 2 7.00 2.027 0.70 1,638 8.00 2.733 1.50 267 -0.80 1.00 5.00 0.71
32 EURN 9.33 17 Jul '20 2 10.00 1.527 0.95 11 11.00 2.232 1.55 1 -0.60 1.00 2.50 0.70
33 CLF 6.02 17 Jul '20 2 6.00 0.816 0.14 407 6.50 1.495 0.48 49 -0.34 0.50 3.12 0.68
34 TK 2.46 21 Aug '20 37 2.50 0.890 0.35 50 5.00 1.568 2.50 10 -2.15 2.50 7.14 0.68
35 GPMT 6.88 17 Jul '20 2 7.50 0.982 0.75 50 10.00 1.618 3.00 15 -2.25 2.50 10.00 0.64
36 SONO 14.73 17 Jul '20 2 15.00 0.972 0.65 172 17.50 1.559 2.70 1 -2.05 2.50 5.56 0.59
37 XSPA 2.91 21 Aug '20 37 5.00 2.446 2.70 59 7.50 3.025 4.80 1 -2.10 2.50 6.25 0.58
38 MRO 5.69 17 Jul '20 2 6.00 0.842 0.40 149 6.50 1.405 0.79 7 -0.39 0.50 4.55 0.56
39 JBLU 11.55 17 Jul '20 2 12.00 1.231 0.73 248 13.00 1.769 1.47 87 -0.74 1.00 3.85 0.54
40 CLDR 11.57 17 Jul '20 2 12.00 0.853 0.75 29 12.50 1.383 0.99 28 -0.24 0.50 1.92 0.53
41 HRB 15.26 17 Jul '20 2 15.00 0.748 0.25 86 16.00 1.273 0.70 83 -0.45 1.00 1.82 0.53
42 BEN 21.52 17 Jul '20 2 22.50 0.571 1.15 30 25.00 1.064 3.40 7 -2.25 2.50 10.00 0.49
43 ABEV 2.69 16 Oct '20 93 2.50 0.497 0.20 4 5.00 0.983 2.25 3 -2.05 2.50 5.56 0.49
44 TDC 20.13 17 Jul '20 2 20.00 0.559 0.35 177 22.50 1.043 2.30 45 -1.95 2.50 4.55 0.48
45 LEVI 12.63 17 Jul '20 2 13.00 0.538 0.55 229 14.00 1.021 1.10 40 -0.55 1.00 2.22 0.48
46 AMC 4.50 17 Jul '20 2 4.50 1.355 0.26 224 5.00 1.828 0.52 130 -0.26 0.50 2.08 0.47
47 SHLX 11.57 17 Jul '20 2 12.00 0.525 0.60 23 13.00 0.977 1.35 10 -0.75 1.00 4.00 0.45
48 SOXS 4.72 17 Jul '20 2 5.00 1.631 0.45 25 6.00 2.060 1.20 3 -0.75 1.00 4.00 0.43
49 IVZ 10.93 17 Jul '20 2 11.00 0.659 0.30 55 12.00 1.082 1.00 5 -0.70 1.00 3.33 0.42
50 APRN 12.28 17 Jul '20 2 12.00 1.474 0.50 4 13.00 1.897 0.95 1 -0.45 1.00 1.82 0.42
51 WES 9.62 17 Jul '20 2 10.00 1.123 0.60 15 11.00 1.546 1.25 1 -0.65 1.00 2.86 0.42
52 GNUS 2.29 17 Jul '20 2 2.50 2.799 0.40 949 3.00 3.221 0.70 115 -0.30 0.50 2.50 0.42
53 FCEL 3.00 17 Jul '20 2 3.00 1.807 0.17 459 3.50 2.224 0.43 6 -0.26 0.50 2.08 0.42
54 F 6.74 17 Jul '20 2 7.00 0.834 0.35 1,875 7.50 1.246 0.63 487 -0.28 0.50 2.27 0.41
55 MFA 2.67 17 Jul '20 2 3.00 1.419 0.40 221 4.00 1.830 1.25 90 -0.85 1.00 6.67 0.41
56 NYMT 2.57 21 Aug '20 37 2.50 0.805 0.25 82 5.00 1.214 2.10 3 -1.85 2.50 3.85 0.41
57 MAC 8.97 17 Jul '20 2 9.00 0.979 0.30 341 10.00 1.373 1.05 68 -0.75 1.00 4.00 0.39
58 ATUS 24.21 17 Jul '20 2 25.00 0.443 0.95 14 26.00 0.820 1.75 4 -0.80 1.00 5.00 0.38
59 NYMT 2.57 16 Oct '20 93 2.50 0.757 0.40 11 5.00 1.132 2.45 12 -2.05 2.50 5.56 0.38
60 VALE 11.54 17 Jul '20 2 11.50 0.542 0.19 92 12.00 0.917 0.46 4 -0.27 0.50 2.17 0.37
61 RIG 2.07 24 Jul '20 9 2.00 1.198 0.17 162 2.50 1.558 0.46 24 -0.29 0.50 2.38 0.36
62 PCG 9.20 24 Jul '20 9 9.00 0.489 0.20 45 9.50 0.829 0.47 80 -0.27 0.50 2.17 0.34
63 SPXS 6.84 17 Jul '20 2 7.00 0.953 0.30 1,566 8.00 1.292 1.15 139 -0.85 1.00 6.67 0.34
64 GNUS 2.29 7 Aug '20 23 2.50 2.498 0.80 1 3.00 2.834 1.05 4 -0.25 0.50 2.00 0.34
65 X 8.05 17 Jul '20 2 8.50 1.040 0.58 14 9.00 1.376 0.90 24 -0.32 0.50 2.78 0.34
66 AG 10.53 17 Jul '20 2 11.00 0.479 0.58 33 11.50 0.804 0.93 10 -0.35 0.50 3.33 0.32
67 EQT 12.75 17 Jul '20 2 13.00 0.813 0.50 4 14.00 1.135 1.20 20 -0.70 1.00 3.33 0.32
68 GNUS 2.29 24 Jul '20 9 2.00 2.272 0.20 928 2.50 2.592 0.45 204 -0.25 0.50 2.00 0.32
69 BLNK 5.76 21 Aug '20 37 7.50 2.150 2.90 49 10.00 2.464 4.90 1 -2.00 2.50 5.00 0.31
70 IRM 27.59 17 Jul '20 2 27.50 0.422 0.35 70 30.00 0.728 2.25 34 -1.90 2.50 4.17 0.31
71 GNUS 2.29 31 Jul '20 16 2.00 2.427 0.35 239 2.50 2.730 0.60 42 -0.25 0.50 2.00 0.30
72 GPRO 4.99 17 Jul '20 2 5.00 0.745 0.12 423 5.50 1.043 0.42 38 -0.30 0.50 2.50 0.30
73 PRCP 4.74 21 Aug '20 37 2.50 1.789 0.15 242 5.00 2.084 1.35 318 -1.20 2.50 1.92 0.30
74 NLY 7.02 17 Jul '20 2 7.50 0.894 0.75 2 8.00 1.189 0.88 1 -0.13 0.50 1.35 0.30
75 ZYNE 3.56 21 Aug '20 37 2.50 1.288 0.15 5 5.00 1.579 1.70 18 -1.55 2.50 2.63 0.29
76 TLRY 7.84 17 Jul '20 2 8.00 1.559 0.50 123 8.50 1.844 0.77 71 -0.27 0.50 2.17 0.28
77 TLRY 7.84 17 Jul '20 2 7.50 1.275 0.19 334 8.00 1.559 0.40 123 -0.21 0.50 1.72 0.28
78 BGFV 2.81 21 Aug '20 37 2.50 1.388 0.35 41 5.00 1.658 2.25 25 -1.90 2.50 4.17 0.27
79 SRTY 9.75 17 Jul '20 2 10.00 1.593 0.65 294 11.00 1.863 1.35 9 -0.70 1.00 3.33 0.27
80 LABD 2.98 31 Jul '20 16 3.00 1.164 0.35 6 3.50 1.433 0.65 7 -0.30 0.50 2.50 0.27
81 GNUS 2.29 14 Aug '20 30 2.00 2.431 0.50 54 2.50 2.696 0.80 2 -0.30 0.50 2.50 0.27
82 DGLY 2.60 21 Aug '20 37 2.50 2.071 0.65 19 3.00 2.332 1.00 2 -0.35 0.50 3.33 0.26
83 TCOM 28.02 17 Jul '20 2 28.00 0.580 0.73 15 29.00 0.837 1.07 2 -0.34 1.00 1.52 0.26
84 GE 7.14 17 Jul '20 2 7.50 0.665 0.43 1,047 8.00 0.919 0.86 180 -0.43 0.50 7.14 0.25
85 XSPA 2.91 21 Aug '20 37 2.50 2.193 0.60 117 5.00 2.446 2.40 59 -1.80 2.50 3.57 0.25
86 TRGP 19.07 17 Jul '20 2 20.00 0.931 1.25 1 21.00 1.183 1.90 4 -0.65 1.00 2.86 0.25
87 PK 10.16 17 Jul '20 2 10.00 1.156 0.30 145 12.50 1.402 2.30 24 -2.00 2.50 5.00 0.25
88 IAU 17.33 17 Jul '20 2 17.50 0.177 0.25 2 18.00 0.422 0.65 1 -0.40 0.50 5.00 0.25
89 MOS 13.41 17 Jul '20 2 13.50 0.636 0.46 1 14.00 0.877 0.62 6 -0.16 0.50 1.47 0.24
90 AMC 4.50 24 Jul '20 9 4.00 1.492 0.20 1,482 5.00 1.726 0.62 181 -0.42 1.00 1.72 0.23
91 VUZI 3.99 21 Aug '20 37 2.50 1.776 0.25 37 5.00 2.010 1.60 41 -1.35 2.50 2.17 0.23
92 INSG 11.17 21 Aug '20 37 12.50 1.091 2.60 91 15.00 1.324 4.30 13 -1.70 2.50 3.13 0.23
93 DELL 52.68 17 Jul '20 2 55.00 0.397 2.54 16 57.50 0.630 4.70 1 -2.16 2.50 7.35 0.23
94 AMC 4.50 24 Jul '20 9 5.00 1.726 0.83 181 5.50 1.958 1.17 12 -0.34 0.50 3.12 0.23
95 TGI 8.28 21 Aug '20 37 7.50 1.206 0.90 6 10.00 1.437 2.35 1 -1.45 2.50 2.38 0.23
96 AMC 4.50 31 Jul '20 16 4.50 1.604 0.69 25 5.00 1.834 0.75 25 -0.06 0.50 1.14 0.23
97 GNUS 2.29 24 Jul '20 9 2.50 2.592 0.55 204 3.00 2.819 0.85 8 -0.30 0.50 2.50 0.23
98 GNUS 2.29 7 Aug '20 23 2.00 2.274 0.40 60 2.50 2.498 0.65 1 -0.25 0.50 2.00 0.22
99 EPR 32.74 17 Jul '20 2 35.00 0.760 2.70 19 40.00 0.984 7.10 7 -4.40 5.00 8.33 0.22
100 GNPX 3.08 18 Dec '20 156 2.50 1.573 0.95 29 5.00 1.794 2.75 5 -1.80 2.50 3.57 0.22
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