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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 SMSI 4.44 20 Dec '19 31 4.00 0.613 0.25 30 5.00 0.794 0.70 20 -0.45 1.00 1.82 0.18
2 SOGO 5.02 17 Jan '20 59 5.00 0.450 0.40 10 7.50 0.614 2.40 5 -2.00 2.50 5.00 0.16
3 INSG 5.03 20 Mar '20 122 5.00 0.734 0.90 32 7.50 0.889 2.70 20 -1.80 2.50 3.57 0.15
4 ACB 2.34 20 Dec '19 31 2.00 1.418 0.22 3,000 2.50 1.562 0.50 554 -0.28 0.50 2.27 0.14
5 OESX 3.09 21 Feb '20 94 2.50 0.667 0.25 3 5.00 0.810 1.85 5 -1.60 2.50 2.78 0.14
6 APHA 4.31 6 Dec '19 17 4.00 0.778 0.25 10 4.50 0.916 0.35 3 -0.10 0.50 1.25 0.14
7 GPRO 4.03 29 Nov '19 10 4.00 0.621 0.16 208 4.50 0.755 0.51 149 -0.35 0.50 3.33 0.13
8 FEYE 17.01 22 Nov '19 3 17.00 0.414 0.26 268 17.50 0.546 0.60 2 -0.34 0.50 3.13 0.13
9 TK 5.04 20 Dec '19 31 5.00 0.549 0.35 52 7.50 0.678 2.35 5 -2.00 2.50 5.00 0.13
10 CBB 5.50 20 Dec '19 31 5.00 0.565 0.20 5 7.50 0.688 1.85 10 -1.65 2.50 2.94 0.12
11 OSTK 7.88 29 Nov '19 10 7.50 0.813 0.30 22 8.00 0.931 0.45 24 -0.15 0.50 1.43 0.12
12 FSM 3.17 17 Jan '20 59 3.00 0.477 0.25 7 4.00 0.586 0.85 16 -0.60 1.00 2.50 0.11
13 BLDP 6.50 20 Dec '19 31 6.00 0.631 0.30 23 7.00 0.736 0.75 298 -0.45 1.00 1.82 0.11
14 PCG 6.84 22 Nov '19 3 6.50 1.559 0.26 552 7.00 1.661 0.47 403 -0.21 0.50 1.72 0.10
15 ACB 2.34 27 Dec '19 38 2.00 1.418 0.25 340 2.50 1.511 0.51 72 -0.26 0.50 2.08 0.09
16 GMLP 9.13 15 May '20 178 7.50 0.456 0.45 12 10.00 0.547 1.80 2 -1.35 2.50 2.17 0.09
17 UVXY 16.32 22 Nov '19 3 16.00 0.898 0.44 2,207 16.50 0.987 0.56 857 -0.12 0.50 1.32 0.09
18 VXX 17.57 22 Nov '19 3 17.50 0.621 0.37 4,729 18.00 0.704 0.68 1,366 -0.31 0.50 2.63 0.08
19 GPRO 4.03 6 Dec '19 17 4.00 0.578 0.19 62 4.50 0.656 0.53 27 -0.34 0.50 3.12 0.08
20 CLMT 3.14 20 Dec '19 31 3.00 0.597 0.25 1 4.00 0.674 0.70 5 -0.45 1.00 1.82 0.08
21 RVLV 14.81 20 Dec '19 31 12.50 0.591 0.25 23 15.00 0.667 1.10 838 -0.85 2.50 1.52 0.08
22 CTL 15.08 22 Nov '19 3 15.00 0.344 0.20 112 15.50 0.420 0.37 1 -0.17 0.50 1.52 0.08
23 SPXS 14.79 17 Jan '20 59 14.00 0.316 0.50 2 15.00 0.392 0.95 903 -0.45 1.00 1.82 0.08
24 CLVS 7.79 20 Dec '19 31 7.00 1.177 0.75 921 8.00 1.252 1.15 281 -0.40 1.00 1.67 0.07
25 SLCA 4.51 20 Dec '19 31 4.00 0.775 0.20 14 5.00 0.844 0.65 7 -0.45 1.00 1.82 0.07
26 ARCC 18.71 20 Dec '19 31 18.00 0.193 0.20 76 19.00 0.260 0.70 4 -0.50 1.00 2.00 0.07
27 WORK 21.18 22 Nov '19 3 21.00 0.715 0.50 891 21.50 0.780 0.70 555 -0.20 0.50 1.67 0.06
28 YRD 5.39 20 Dec '19 31 5.00 0.691 0.30 2 7.50 0.755 2.05 32 -1.75 2.50 3.33 0.06
29 GLOP 15.51 17 Jul '20 241 15.00 0.499 2.40 35 17.50 0.563 3.80 29 -1.40 2.50 2.27 0.06
30 FOSL 7.31 29 Nov '19 10 7.00 0.647 0.20 26 7.50 0.710 0.35 2 -0.15 0.50 1.43 0.06
31 BLDP 6.50 21 Feb '20 94 6.00 0.700 0.75 21 7.00 0.763 1.20 1 -0.45 1.00 1.82 0.06
32 AAOI 10.25 22 Nov '19 3 10.00 0.902 0.28 161 10.50 0.963 0.37 30 -0.09 0.50 1.22 0.06
33 PLUG 3.39 20 Mar '20 122 3.00 0.645 0.44 18 3.50 0.706 0.46 25 -0.02 0.50 1.04 0.06
34 SPXS 14.79 20 Dec '19 31 14.00 0.280 0.20 16 15.00 0.341 0.65 45 -0.45 1.00 1.82 0.06
35 LABD 16.43 29 Nov '19 10 16.00 0.600 0.50 2 16.50 0.658 0.70 11 -0.20 0.50 1.67 0.06
36 PINS 19.68 22 Nov '19 3 19.50 0.382 0.25 54 20.00 0.438 0.45 147 -0.20 0.50 1.67 0.06
37 GME 5.50 13 Dec '19 24 5.00 0.915 0.37 3 5.50 0.972 0.51 6 -0.14 0.50 1.39 0.06
38 ACB 2.34 6 Dec '19 17 2.00 1.556 0.16 762 2.50 1.612 0.39 431 -0.23 0.50 1.85 0.06
39 IRM 33.95 20 Dec '19 31 32.50 0.238 0.40 171 35.00 0.293 1.60 2 -1.20 2.50 1.92 0.05
40 ARQL 8.46 20 Dec '19 31 8.00 1.064 0.90 21 9.00 1.119 1.10 10 -0.20 1.00 1.25 0.05
41 RRC 3.63 20 Dec '19 31 3.50 0.825 0.35 8 4.00 0.877 0.55 18 -0.20 0.50 1.67 0.05
42 GME 5.50 6 Dec '19 17 5.50 0.740 0.40 2 6.00 0.790 0.59 12 -0.19 0.50 1.61 0.05
43 SGMS 29.41 29 Nov '19 10 29.00 0.467 0.90 10 29.50 0.517 0.95 2 -0.05 0.50 1.11 0.05
44 ANF 16.80 29 Nov '19 10 16.50 1.115 1.20 26 17.00 1.165 1.34 782 -0.14 0.50 1.39 0.05
45 UVXY 16.32 29 Nov '19 10 16.00 0.826 0.84 1,950 16.50 0.875 0.91 151 -0.07 0.50 1.16 0.05
46 CRON 6.70 13 Dec '19 24 6.50 0.808 0.50 16 7.00 0.856 0.74 49 -0.24 0.50 1.92 0.05
47 MJ 16.63 17 Jan '20 59 16.00 0.515 1.20 72 17.00 0.562 1.50 6 -0.30 1.00 1.43 0.05
48 YNDX 39.43 22 Nov '19 3 39.00 0.342 0.35 46 39.50 0.388 0.45 46 -0.10 0.50 1.25 0.05
49 REAL 17.55 17 Jan '20 59 17.50 0.977 2.85 6 20.00 1.023 4.20 10 -1.35 2.50 2.17 0.05
50 AUY 3.53 13 Dec '19 24 3.50 0.402 0.14 1 4.00 0.448 0.47 5 -0.33 0.50 2.94 0.05
51 SDS 26.78 29 Nov '19 10 26.50 0.152 0.19 55 27.00 0.197 0.42 4 -0.23 0.50 1.85 0.04
52 GLOP 15.51 17 Apr '20 150 15.00 0.454 1.60 46 17.50 0.497 3.00 9 -1.40 2.50 2.27 0.04
53 ITCI 9.00 20 Dec '19 31 7.50 1.562 0.90 478 10.00 1.606 2.00 3 -1.10 2.50 1.79 0.04
54 JNUG 59.81 29 Nov '19 10 59.50 0.742 2.96 6 60.00 0.785 3.00 26 -0.04 0.50 1.09 0.04
55 SRTY 20.67 20 Dec '19 31 20.00 0.434 0.75 1 21.00 0.477 1.25 1 -0.50 1.00 2.00 0.04
56 SPXU 22.36 20 Dec '19 31 22.00 0.318 0.70 80 23.00 0.359 1.25 80 -0.55 1.00 2.22 0.04
57 YRD 5.39 21 Feb '20 94 5.00 0.699 0.60 23 7.50 0.741 2.20 2 -1.60 2.50 2.78 0.04
58 GASL 5.93 20 Dec '19 31 5.00 0.957 0.30 40 6.00 0.998 0.70 50 -0.40 1.00 1.67 0.04
59 PAM 13.33 20 Dec '19 31 12.50 0.532 0.50 155 15.00 0.572 1.85 4 -1.35 2.50 2.17 0.04
60 HPQ 20.11 22 Nov '19 3 20.00 0.346 0.30 168 20.50 0.386 0.41 10 -0.11 0.50 1.28 0.04
61 AG 10.83 13 Dec '19 24 10.50 0.419 0.40 192 11.00 0.458 0.55 11 -0.15 0.50 1.43 0.04
62 SQQQ 25.88 20 Dec '19 31 25.00 0.376 0.75 86 26.00 0.415 1.25 73 -0.50 1.00 2.00 0.04
63 VXX 17.57 29 Nov '19 10 17.50 0.561 0.63 3,855 18.00 0.600 0.92 340 -0.29 0.50 2.38 0.04
64 SPWR 8.53 22 Nov '19 3 8.50 0.762 0.25 998 9.00 0.801 0.53 390 -0.28 0.50 2.27 0.04
65 HUYA 22.49 22 Nov '19 3 22.00 0.509 0.30 52 22.50 0.547 0.40 8 -0.10 0.50 1.25 0.04
66 BTI 37.20 17 Jan '20 59 35.00 0.268 0.75 57 40.00 0.306 3.50 1 -2.75 5.00 2.22 0.04
67 CRON 6.70 29 Nov '19 10 6.50 0.877 0.30 693 7.00 0.914 0.57 339 -0.27 0.50 2.17 0.04
68 UNG 19.75 22 Nov '19 3 19.50 0.509 0.26 86 20.00 0.546 0.50 168 -0.24 0.50 1.92 0.04
69 MNTA 15.55 20 Dec '19 31 15.00 0.449 0.65 2 16.00 0.486 0.90 2 -0.25 1.00 1.33 0.04
70 ECH 32.83 20 Dec '19 31 32.00 0.255 0.80 5 33.00 0.291 0.95 1 -0.15 1.00 1.18 0.04
71 GLOP 15.51 20 Dec '19 31 15.00 0.396 0.55 20 17.50 0.432 2.05 4 -1.50 2.50 2.50 0.04
72 CXW 15.36 17 Jan '20 59 15.00 0.404 0.90 40 16.00 0.440 1.35 4 -0.45 1.00 1.82 0.04
73 TEVA 10.29 22 Nov '19 3 10.00 0.647 0.13 920 10.50 0.682 0.37 1,397 -0.24 0.50 1.92 0.04
74 CHWY 23.12 6 Dec '19 17 23.00 0.463 1.00 8 23.50 0.498 1.10 2 -0.10 0.50 1.25 0.03
75 VXX 17.57 6 Dec '19 17 17.50 0.600 0.89 17 18.00 0.634 1.18 133 -0.29 0.50 2.38 0.03
76 CLVS 7.79 17 Jan '20 59 7.00 1.158 1.05 1,115 8.00 1.192 1.45 657 -0.40 1.00 1.67 0.03
77 DHT 7.01 17 Jan '20 59 7.00 0.416 0.50 50 8.00 0.449 1.00 202 -0.50 1.00 2.00 0.03
78 GPRO 4.03 13 Dec '19 24 4.00 0.609 0.26 11 4.50 0.642 0.55 10 -0.29 0.50 2.38 0.03
79 ERIC 9.14 20 Dec '19 31 9.00 0.227 0.20 2 10.00 0.259 0.75 2 -0.55 1.00 2.22 0.03
80 CARA 22.40 20 Dec '19 31 20.00 0.872 1.40 217 22.50 0.903 2.15 42 -0.75 2.50 1.43 0.03
81 CRZO 6.44 20 Dec '19 31 6.00 0.751 0.40 101 7.00 0.783 0.80 26 -0.40 1.00 1.67 0.03
82 FEYE 17.01 29 Nov '19 10 17.00 0.410 0.47 163 17.50 0.441 0.76 19 -0.29 0.50 2.38 0.03
83 LCI 9.00 20 Dec '19 31 9.00 0.647 0.75 6 10.00 0.678 1.15 1 -0.40 1.00 1.67 0.03
84 BOIL 11.70 20 Dec '19 31 11.00 0.950 0.95 61 12.00 0.980 1.45 22 -0.50 1.00 2.00 0.03
85 VNET 7.55 20 Dec '19 31 7.00 0.427 0.25 11 8.00 0.456 0.60 16 -0.35 1.00 1.54 0.03
86 UNG 19.75 6 Dec '19 17 19.50 0.467 0.68 70 20.00 0.497 0.91 120 -0.23 0.50 1.85 0.03
87 ENLC 4.69 19 Jun '20 213 4.00 0.659 0.65 10 5.00 0.688 1.10 52 -0.45 1.00 1.82 0.03
88 LB 17.18 13 Dec '19 24 17.00 0.797 1.40 15 17.50 0.826 1.55 1 -0.15 0.50 1.43 0.03
89 TLRY 19.98 22 Nov '19 3 19.50 1.016 0.54 279 20.00 1.045 0.73 668 -0.19 0.50 1.61 0.03
90 VXX 17.57 13 Dec '19 24 17.50 0.628 1.11 14 18.00 0.657 1.40 25 -0.29 0.50 2.38 0.03
91 TRTN 37.61 20 Dec '19 31 35.00 0.295 0.40 47 40.00 0.323 2.90 1 -2.50 5.00 2.00 0.03
92 SPWR 8.53 29 Nov '19 10 8.50 0.569 0.33 24 9.00 0.597 0.60 43 -0.27 0.50 2.17 0.03
93 CRON 6.70 22 Nov '19 3 6.50 1.190 0.20 2,064 7.00 1.218 0.47 359 -0.27 0.50 2.17 0.03
94 ARCC 18.71 20 Mar '20 122 18.00 0.219 0.65 20 19.00 0.246 1.10 10 -0.45 1.00 1.82 0.03
95 GPRO 4.03 20 Dec '19 31 4.00 0.601 0.28 37 4.50 0.628 0.58 10 -0.30 0.50 2.50 0.03
96 CRON 6.70 20 Dec '19 31 6.50 0.830 0.56 33 7.00 0.856 0.81 30 -0.25 0.50 2.00 0.03
97 UNG 19.75 29 Nov '19 10 19.50 0.429 0.48 69 20.00 0.455 0.71 43 -0.23 0.50 1.85 0.03
98 MCD 193.44 29 Nov '19 10 192.50 0.176 1.86 224 195.00 0.202 3.25 149 -1.39 2.50 2.25 0.03
99 LABD 16.43 22 Nov '19 3 16.00 0.754 0.30 31 16.50 0.780 0.45 44 -0.15 0.50 1.43 0.03
100 XON 5.81 17 Jan '20 59 5.00 0.816 0.40 40 6.00 0.841 0.80 9 -0.40 1.00 1.67 0.03
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