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# Stock Stock
Price
Expiry Days Long Call Short Call Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 EROS 3.14 17 Jan '20 18 2.50 1.622 0.85 246 5.00 1.966 0.10 393 0.75 2.50 3.33 0.34
2 QTT 3.37 17 Apr '20 109 2.50 0.888 1.35 5 5.00 1.212 0.40 1 0.95 2.50 2.63 0.32
3 NLNK 2.30 17 Jan '20 18 2.00 1.594 0.50 105 3.00 1.895 0.15 285 0.35 1.00 2.86 0.30
4 GSKY 9.09 17 Jan '20 18 7.50 0.460 1.70 43 10.00 0.694 0.20 1,494 1.50 2.50 1.67 0.23
5 PTI 2.13 17 Jan '20 18 2.00 1.680 0.40 710 3.00 1.907 0.10 1,183 0.30 1.00 3.33 0.23
6 UVXY 13.74 3 Jan '20 4 13.50 0.970 0.75 3,653 14.00 1.143 0.50 6,744 0.25 0.50 2.00 0.17
7 KODK 4.16 21 Feb '20 53 2.50 0.936 1.85 130 5.00 1.098 0.35 51 1.50 2.50 1.67 0.16
8 REI 2.53 19 Jun '20 172 2.50 0.971 0.75 14 5.00 1.126 0.25 36 0.50 2.50 5.00 0.16
9 SPPI 3.58 17 Jan '20 18 3.00 0.962 0.85 67 4.00 1.115 0.15 812 0.70 1.00 1.43 0.15
10 WMGI 30.59 17 Jan '20 18 30.00 0.120 0.75 76 32.50 0.267 0.10 487 0.65 2.50 3.85 0.15
11 CRC 8.83 17 Jan '20 18 8.00 0.720 1.30 150 9.00 0.864 0.55 99 0.75 1.00 1.33 0.14
12 KNDI 4.87 17 Jan '20 18 4.00 0.463 0.95 98 5.00 0.595 0.15 715 0.80 1.00 1.25 0.13
13 VERU 3.20 17 Apr '20 109 2.50 0.740 1.00 93 5.00 0.869 0.15 50 0.85 2.50 2.94 0.13
14 PTI 2.13 21 Feb '20 53 2.00 1.727 0.70 122 3.00 1.852 0.30 240 0.40 1.00 2.50 0.13
15 CPRX 3.67 21 Feb '20 53 2.50 0.842 1.35 1 5.00 0.966 0.15 23 1.20 2.50 2.08 0.12
16 PAYS 9.92 20 Mar '20 81 7.50 0.458 2.65 39 10.00 0.582 1.00 39 1.65 2.50 1.52 0.12
17 INSG 7.48 21 Feb '20 53 5.00 0.582 2.70 34 7.50 0.704 0.75 37 1.95 2.50 1.28 0.12
18 MRNS 2.17 21 Feb '20 53 2.00 1.206 0.55 2 3.00 1.326 0.15 127 0.40 1.00 2.50 0.12
19 BNFT 22.14 17 Jan '20 18 20.00 0.332 2.50 10 22.50 0.452 0.65 11 1.85 2.50 1.35 0.12
20 SPXS 13.36 17 Jan '20 18 13.00 0.337 0.65 547 14.00 0.456 0.25 414 0.40 1.00 2.50 0.12
21 MTG 14.10 17 Jan '20 18 14.00 0.247 0.40 5 15.00 0.364 0.05 9 0.35 1.00 2.86 0.12
22 TLRD 4.24 21 Feb '20 53 4.00 0.637 0.60 40 5.00 0.751 0.20 1,400 0.40 1.00 2.50 0.11
23 NEPT 2.59 15 Jan '21 382 2.00 0.833 1.25 25 3.00 0.938 0.70 109 0.55 1.00 1.82 0.10
24 BOIL 8.42 17 Jan '20 18 8.00 0.821 0.90 211 9.00 0.926 0.40 332 0.50 1.00 2.00 0.10
25 OILD 10.37 17 Jan '20 18 10.00 0.604 0.85 29 11.00 0.707 0.35 15 0.50 1.00 2.00 0.10
26 SRNE 3.34 21 Feb '20 53 3.00 1.180 0.90 28 4.00 1.282 0.40 27 0.50 1.00 2.00 0.10
27 NIO 3.72 15 May '20 137 3.50 0.756 0.83 4,950 4.00 0.857 0.61 4,177 0.22 0.50 2.27 0.10
28 GMLP 8.61 15 May '20 137 7.50 0.211 1.25 40 10.00 0.310 0.20 70 1.05 2.50 2.38 0.10
29 GOOS 35.41 3 Jan '20 4 35.00 0.424 0.95 37 35.50 0.523 0.50 10 0.45 0.50 1.11 0.10
30 EGO 7.88 17 Jan '20 18 7.00 0.367 0.95 30 8.00 0.464 0.25 146 0.70 1.00 1.43 0.10
31 GME 6.13 17 Jan '20 18 6.00 0.805 0.52 1,113 6.50 0.902 0.26 1,857 0.26 0.50 1.92 0.10
32 OSTK 6.93 24 Jan '20 25 6.50 0.647 0.90 3 7.00 0.736 0.40 4 0.50 0.50 1.00 0.09
33 SRTY 18.04 17 Jan '20 18 18.00 0.410 0.75 16 19.00 0.498 0.35 5 0.40 1.00 2.50 0.09
34 KODK 4.16 17 Jul '20 200 2.50 0.997 2.05 30 5.00 1.085 0.90 45 1.15 2.50 2.17 0.09
35 KODK 4.16 17 Apr '20 109 2.50 1.055 1.95 614 5.00 1.141 0.60 693 1.35 2.50 1.85 0.09
36 CRMD 6.86 17 Jan '20 18 6.00 1.003 1.25 1 7.00 1.090 0.50 7 0.75 1.00 1.33 0.09
37 HL 3.38 21 Feb '20 53 3.00 0.578 0.60 5 3.50 0.664 0.21 16 0.39 0.50 1.28 0.09
38 GOGO 6.39 21 Feb '20 53 6.00 0.565 0.95 25 7.00 0.651 0.35 86 0.60 1.00 1.67 0.09
39 AMC 7.24 17 Jan '20 18 7.00 0.517 0.55 21 7.50 0.600 0.25 143 0.30 0.50 1.67 0.08
40 SBGL 9.87 17 Apr '20 109 7.50 0.525 2.80 22 10.00 0.607 1.20 1,006 1.60 2.50 1.56 0.08
41 ZIOP 4.79 17 Jan '20 18 4.50 1.072 0.70 92 5.00 1.151 0.35 549 0.35 0.50 1.43 0.08
42 SPXU 20.19 17 Jan '20 18 20.00 0.331 0.75 469 21.00 0.409 0.40 484 0.35 1.00 2.86 0.08
43 TLRY 15.72 3 Jan '20 4 15.50 0.488 0.48 118 16.00 0.564 0.23 425 0.25 0.50 2.00 0.08
44 INSG 7.48 19 Jun '20 172 5.00 0.639 2.85 17 7.50 0.714 1.40 73 1.45 2.50 1.72 0.07
45 WPG 3.57 18 Dec '20 354 2.50 0.415 1.25 44 5.00 0.490 0.25 17 1.00 2.50 2.50 0.07
46 PACB 5.18 20 Mar '20 81 5.00 0.660 0.80 375 6.00 0.733 0.40 6 0.40 1.00 2.50 0.07
47 LABD 12.55 17 Jan '20 18 12.50 0.798 1.05 34 13.00 0.870 0.75 24 0.30 0.50 1.67 0.07
48 GTT 10.64 17 Jan '20 18 10.00 0.864 1.25 27 12.50 0.936 0.25 176 1.00 2.50 2.50 0.07
49 VERU 3.20 17 Jul '20 200 2.50 0.697 1.15 1 5.00 0.765 0.25 102 0.90 2.50 2.78 0.07
50 CDE 8.05 17 Jan '20 18 8.00 0.555 0.45 423 9.00 0.623 0.10 52 0.35 1.00 2.86 0.07
51 SPXS 13.36 21 Feb '20 53 13.00 0.377 1.00 57 14.00 0.445 0.60 217 0.40 1.00 2.50 0.07
52 S 5.22 17 Jan '20 18 5.00 0.886 0.54 252 5.50 0.952 0.31 72 0.23 0.50 2.17 0.07
53 SPXS 13.36 17 Apr '20 109 13.00 0.402 1.45 11 14.00 0.467 1.05 9 0.40 1.00 2.50 0.07
54 ANGI 8.19 21 Feb '20 53 7.50 0.543 1.10 3 10.00 0.608 0.20 35 0.90 2.50 2.78 0.06
55 ISEE 8.09 17 Jan '20 18 7.50 1.360 1.35 44 10.00 1.425 0.35 40 1.00 2.50 2.50 0.06
56 AEO 14.60 10 Jan '20 11 14.50 0.320 0.40 102 15.00 0.383 0.20 90 0.20 0.50 2.50 0.06
57 BB 6.42 24 Jan '20 25 6.00 0.282 0.52 30 6.50 0.345 0.18 16 0.34 0.50 1.47 0.06
58 CGC 18.79 31 Jan '20 32 18.50 0.499 1.40 15 19.00 0.561 1.05 149 0.35 0.50 1.43 0.06
59 NIO 3.72 10 Jan '20 11 3.50 1.731 0.59 11,451 4.00 1.792 0.33 14,915 0.26 0.50 1.92 0.06
60 SPXU 20.19 21 Feb '20 53 20.00 0.377 1.30 16 21.00 0.436 0.95 118 0.35 1.00 2.86 0.06
61 SOXS 21.22 17 Jan '20 18 21.00 0.662 1.45 51 22.00 0.722 1.00 132 0.45 1.00 2.22 0.06
62 AIMT 33.53 17 Jan '20 18 30.00 0.805 4.60 102 35.00 0.864 1.75 403 2.85 5.00 1.75 0.06
63 BGCP 5.90 15 Jan '21 382 5.00 0.203 1.15 2 7.50 0.262 0.10 5 1.05 2.50 2.38 0.06
64 ZAGG 7.91 17 Jan '20 18 7.00 0.535 1.05 2 8.00 0.594 0.35 289 0.70 1.00 1.43 0.06
65 SCO 11.96 3 Jan '20 4 11.50 0.380 0.55 50 12.00 0.439 0.15 623 0.40 0.50 1.25 0.06
66 VXX 15.78 3 Jan '20 4 15.50 0.699 0.63 4,263 16.00 0.757 0.39 6,414 0.24 0.50 2.08 0.06
67 OSTK 6.93 10 Jan '20 11 6.50 0.676 0.70 23 7.00 0.734 0.30 71 0.40 0.50 1.25 0.06
68 DHT 8.06 17 Apr '20 109 8.00 0.495 0.95 77 9.00 0.553 0.60 184 0.35 1.00 2.86 0.06
69 MR 7.63 21 Feb '20 53 7.50 0.682 0.90 9 10.00 0.739 0.20 5 0.70 2.50 3.57 0.06
70 SPXS 13.36 20 Mar '20 81 13.00 0.406 1.25 53 14.00 0.463 0.85 30 0.40 1.00 2.50 0.06
71 CPRX 3.67 20 Mar '20 81 2.50 0.973 1.35 1 5.00 1.030 0.30 4 1.05 2.50 2.38 0.06
72 AMRN 21.03 3 Jan '20 4 21.00 0.484 0.45 1,426 21.50 0.539 0.26 1,057 0.19 0.50 2.63 0.06
73 IMGN 5.08 17 Jan '20 18 5.00 0.917 0.50 77 6.00 0.972 0.10 80 0.40 1.00 2.50 0.05
74 SQQQ 22.52 17 Jan '20 18 22.00 0.439 1.20 3,681 23.00 0.492 0.70 1,901 0.50 1.00 2.00 0.05
75 PEI 5.19 17 Apr '20 109 5.00 0.309 0.75 300 6.00 0.362 0.10 1 0.65 1.00 1.54 0.05
76 DT 26.02 17 Jan '20 18 25.00 0.494 1.80 8 30.00 0.546 0.10 41 1.70 5.00 2.94 0.05
77 SSI 8.25 17 Jan '20 18 7.50 1.396 1.45 161 10.00 1.447 0.40 41 1.05 2.50 2.38 0.05
78 ARLP 11.04 19 Jun '20 172 10.00 0.299 1.60 1 12.50 0.349 0.50 90 1.10 2.50 2.27 0.05
79 MDLA 31.87 17 Jan '20 18 30.00 0.469 2.65 3 35.00 0.518 0.35 191 2.30 5.00 2.17 0.05
80 PLUG 3.08 19 Jun '20 172 3.00 0.586 0.64 22 3.50 0.635 0.32 33 0.32 0.50 1.56 0.05
81 SFUN 2.83 21 Feb '20 53 2.00 0.635 0.90 38 3.00 0.684 0.20 21 0.70 1.00 1.43 0.05
82 IOVA 27.59 17 Jan '20 18 25.00 0.901 4.00 17 30.00 0.949 1.20 39 2.80 5.00 1.79 0.05
83 BLDP 6.97 21 Feb '20 53 6.00 0.390 1.10 1,605 7.00 0.437 0.40 13 0.70 1.00 1.43 0.05
84 DHT 8.06 17 Jan '20 18 8.00 0.590 0.55 1 9.00 0.637 0.05 75 0.50 1.00 2.00 0.05
85 GME 6.13 10 Jan '20 11 6.00 0.764 0.48 811 6.50 0.812 0.15 344 0.33 0.50 1.52 0.05
86 KNX 35.53 17 Jan '20 18 35.00 0.340 1.45 35 40.00 0.387 0.10 37 1.35 5.00 3.70 0.05
87 VXX 15.78 10 Jan '20 11 15.50 0.741 0.99 985 16.00 0.787 0.74 4,284 0.25 0.50 2.00 0.05
88 SQQQ 22.52 21 Feb '20 53 22.00 0.480 1.95 1,041 23.00 0.526 1.50 263 0.45 1.00 2.22 0.05
89 PS 16.70 21 Feb '20 53 15.00 0.480 2.55 9 17.50 0.524 0.95 101 1.60 2.50 1.56 0.04
90 PTI 2.13 17 Jul '20 200 2.00 1.426 1.05 26 3.00 1.470 0.65 148 0.40 1.00 2.50 0.04
91 GOSS 15.35 17 Jan '20 18 15.00 0.673 1.25 3 17.50 0.716 0.15 1 1.10 2.50 2.27 0.04
92 JMIA 6.25 15 May '20 137 6.00 0.786 1.50 155 7.00 0.829 0.90 8 0.60 1.00 1.67 0.04
93 NUGT 35.42 3 Jan '20 4 35.00 0.781 1.43 2,841 35.50 0.824 1.11 553 0.32 0.50 1.56 0.04
94 QID 23.57 17 Jan '20 18 23.00 0.287 0.97 156 24.00 0.329 0.46 416 0.51 1.00 1.96 0.04
95 HMY 3.63 21 Feb '20 53 3.00 0.523 0.70 14 4.00 0.565 0.15 23 0.55 1.00 1.82 0.04
96 WORK 22.21 3 Jan '20 4 22.00 0.418 0.55 211 22.50 0.460 0.25 297 0.30 0.50 1.67 0.04
97 SDOW 38.33 17 Jan '20 18 38.00 0.348 1.45 182 39.00 0.389 0.95 40 0.50 1.00 2.00 0.04
98 EXEL 17.72 17 Jan '20 18 17.00 0.499 1.35 48 18.00 0.539 0.60 246 0.75 1.00 1.33 0.04
99 OKE 75.42 3 Jan '20 4 75.00 0.126 0.80 1 75.50 0.165 0.40 61 0.40 0.50 1.25 0.04
100 SSW 14.17 21 Feb '20 53 12.50 0.245 1.80 7 15.00 0.284 0.25 1 1.55 2.50 1.61 0.04
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