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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 TEUM 3.55 16 Aug '19 14 2.50 1.505 1.20 716 5.00 1.852 0.10 1,100 1.10 2.50 2.27 0.35
2 INSG 4.60 16 Aug '19 14 2.50 0.578 2.30 2 5.00 0.903 0.15 601 2.15 2.50 1.16 0.33
3 NBEV 3.75 30 Aug '19 28 3.50 0.639 0.65 6 4.00 0.907 0.25 6 0.40 0.50 1.25 0.27
4 CVM 7.48 17 Jan '20 168 5.00 0.858 3.30 13 7.50 1.109 1.90 2 1.40 2.50 1.79 0.25
5 NBEV 3.75 9 Aug '19 7 3.50 1.115 0.40 343 4.00 1.322 0.15 548 0.25 0.50 2.00 0.21
6 GSS 3.30 15 Nov '19 105 3.00 0.642 0.80 12 4.00 0.826 0.20 25 0.60 1.00 1.67 0.18
7 GCI 10.75 16 Aug '19 14 10.00 0.561 1.05 2,891 12.50 0.741 0.05 111 1.00 2.50 2.50 0.18
8 TRUE 5.33 16 Aug '19 14 5.00 0.651 0.60 1 6.00 0.830 0.10 2 0.50 1.00 2.00 0.18
9 TGTX 7.08 16 Aug '19 14 7.00 0.561 0.50 37 8.00 0.737 0.05 64 0.45 1.00 2.22 0.18
10 QTT 3.70 17 Jan '20 168 2.50 0.660 1.50 26 5.00 0.830 0.35 27 1.15 2.50 2.17 0.17
11 CPRX 5.06 20 Sep '19 49 5.00 0.914 0.85 35 7.50 1.074 0.15 15 0.70 2.50 3.57 0.16
12 ACB 6.33 30 Aug '19 28 6.00 0.360 0.56 141 6.50 0.520 0.28 168 0.28 0.50 1.79 0.16
13 HEAR 10.16 16 Aug '19 14 10.00 0.912 1.00 180 12.50 1.070 0.15 998 0.85 2.50 2.94 0.16
14 GASL 12.10 16 Aug '19 14 12.00 0.849 1.15 1 13.00 1.007 0.50 20 0.65 1.00 1.54 0.16
15 GALT 3.36 17 Jan '20 168 3.00 0.575 0.80 10 4.00 0.732 0.30 2 0.50 1.00 2.00 0.16
16 APHA 7.33 9 Aug '19 7 7.00 0.707 0.50 3,778 7.50 0.863 0.25 2,466 0.25 0.50 2.00 0.16
17 IMGN 2.24 18 Oct '19 77 2.00 0.815 0.50 13 3.00 0.968 0.15 5 0.35 1.00 2.86 0.15
18 ACHN 4.48 16 Aug '19 14 4.00 1.262 0.75 2 5.00 1.407 0.15 65 0.60 1.00 1.67 0.15
19 HMY 2.66 15 Nov '19 105 2.00 0.468 0.80 11 3.00 0.612 0.20 9 0.60 1.00 1.67 0.14
20 MRNA 12.73 16 Aug '19 14 12.50 0.792 1.05 9 15.00 0.927 0.20 14 0.85 2.50 2.94 0.14
21 EXPR 2.19 17 Jan '20 168 2.00 0.644 0.55 10 3.00 0.772 0.20 2 0.35 1.00 2.86 0.13
22 HEXO 4.39 21 Feb '20 203 2.50 0.649 2.15 516 5.00 0.775 0.70 545 1.45 2.50 1.72 0.13
23 CLDR 6.60 9 Aug '19 7 6.50 0.682 0.45 208 7.00 0.795 0.10 554 0.35 0.50 1.43 0.11
24 TWI 3.00 17 Jan '20 168 2.50 0.571 0.80 2 5.00 0.678  0 47 0.80 2.50 3.12 0.11
25 WAIR 10.41 16 Aug '19 14 10.00 1.041 1.15 10 12.50 1.148 0.15 410 1.00 2.50 2.50 0.11
26 KPTI 8.29 16 Aug '19 14 7.50 0.926 1.10 120 10.00 1.032 0.15 173 0.95 2.50 2.63 0.11
27 SPXS 18.51 16 Aug '19 14 18.00 0.466 1.00 1,114 19.00 0.561 0.55 1,190 0.45 1.00 2.22 0.10
28 CDEV 5.32 18 Oct '19 77 5.00 0.608 0.90 5 7.50 0.703 0.10 5 0.80 2.50 3.13 0.09
29 NEPT 5.27 20 Sep '19 49 5.00 0.671 1.00 7 6.00 0.766 0.30 26 0.70 1.00 1.43 0.09
30 ANGI 13.40 16 Aug '19 14 12.50 0.868 1.55 3 15.00 0.961 0.40 223 1.15 2.50 2.17 0.09
31 ITCI 8.16 16 Aug '19 14 7.50 0.915 1.05 3 10.00 1.008 0.10 19 0.95 2.50 2.63 0.09
32 BLDP 4.50 15 Nov '19 105 4.00 0.303 0.65 161 5.00 0.393 0.15 13 0.50 1.00 2.00 0.09
33 HOME 5.51 16 Aug '19 14 5.00 1.043 0.80 28 6.00 1.132 0.25 131 0.55 1.00 1.82 0.09
34 TECS 12.13 18 Oct '19 77 12.00 0.603 1.65 61 13.00 0.690 1.00 408 0.65 1.00 1.54 0.09
35 NEPT 5.27 16 Aug '19 14 5.00 0.935 0.55 68 6.00 1.022 0.15 81 0.40 1.00 2.50 0.09
36 NIO 3.27 20 Sep '19 49 3.00 0.692 0.51 429 3.50 0.778 0.26 258 0.25 0.50 2.00 0.09
37 TEUM 3.55 18 Oct '19 77 2.50 1.241 1.35 67 5.00 1.326 0.40 117 0.95 2.50 2.63 0.09
38 AVID 10.09 16 Aug '19 14 10.00 1.058 1.00 7 12.50 1.140 0.15 2 0.85 2.50 2.94 0.08
39 PSQ 28.15 16 Aug '19 14 28.00 0.203 0.60 13 29.00 0.285 0.15 6 0.45 1.00 2.22 0.08
40 TWM 15.34 16 Aug '19 14 15.00 0.388 0.80 113 16.00 0.466 0.25 73 0.55 1.00 1.82 0.08
41 OMER 15.32 16 Aug '19 14 15.00 0.701 1.25 10 16.00 0.778 0.55 7 0.70 1.00 1.43 0.08
42 UNFI 8.42 21 Feb '20 203 7.50 0.594 2.25 6 10.00 0.669 1.05 12 1.20 2.50 2.08 0.08
43 CX 3.27 15 Jan '21 532 3.00 0.308 1.00 2 4.00 0.381 0.37 31 0.63 1.00 1.59 0.07
44 WCC 45.01 16 Aug '19 14 45.00 0.325 1.25 11 50.00 0.397  0 11 1.25 5.00 4.00 0.07
45 RRC 5.00 16 Aug '19 14 5.00 0.768 0.35 32 5.50 0.839 0.10 45 0.25 0.50 2.00 0.07
46 AMC 11.62 9 Aug '19 7 11.50 0.764 0.70 157 12.00 0.834 0.35 326 0.35 0.50 1.43 0.07
47 TECS 12.13 16 Aug '19 14 12.00 0.645 0.80 30 13.00 0.715 0.25 25 0.55 1.00 1.82 0.07
48 BLDP 4.50 21 Feb '20 203 4.00 0.301 0.95 78 5.00 0.370 0.30 258 0.65 1.00 1.54 0.07
49 LJPC 8.30 16 Aug '19 14 8.00 0.965 0.90 7 9.00 1.030 0.30 1 0.60 1.00 1.67 0.07
50 OGI 5.77 20 Dec '19 140 5.00 0.726 1.60 179 7.50 0.791 0.55 26 1.05 2.50 2.38 0.07
51 CLVS 9.26 16 Aug '19 14 9.00 0.843 0.95 34 10.00 0.908 0.30 13 0.65 1.00 1.54 0.06
52 CG 22.95 20 Sep '19 49 22.50 0.225 1.20 51 25.00 0.288 0.25 224 0.95 2.50 2.63 0.06
53 FATE 20.28 16 Aug '19 14 20.00 0.606 1.25 8 22.50 0.669 0.15 161 1.10 2.50 2.27 0.06
54 WIFI 13.20 20 Sep '19 49 13.00 0.546 1.35 1 14.00 0.608 0.55 15 0.80 1.00 1.25 0.06
55 AG 9.55 9 Aug '19 7 9.50 0.712 0.45 5 10.00 0.772 0.15 278 0.30 0.50 1.67 0.06
56 TEUM 3.55 20 Sep '19 49 2.50 1.243 1.40 1 5.00 1.303 0.25 35 1.15 2.50 2.17 0.06
57 ET 14.14 16 Aug '19 14 14.00 0.184 0.30 208 14.50 0.244 0.11 3,850 0.19 0.50 2.63 0.06
58 TWM 15.34 20 Sep '19 49 15.00 0.379 1.10 25 16.00 0.438 0.60 3 0.50 1.00 2.00 0.06
59 HEAR 10.16 18 Oct '19 77 10.00 0.632 1.40 45 12.50 0.690 0.45 25 0.95 2.50 2.63 0.06
60 DHT 5.51 17 Jan '20 168 5.00 0.263 1.00 31 6.00 0.320 0.25 55 0.75 1.00 1.33 0.06
61 NBEV 3.75 6 Sep '19 35 3.50 0.808 0.75 1 4.00 0.865 0.25 8 0.50 0.50 1.00 0.06
62 NLSN 22.73 16 Aug '19 14 22.00 0.288 1.00 295 23.00 0.344 0.35 1 0.65 1.00 1.54 0.06
63 ZYNE 10.16 16 Aug '19 14 10.00 1.104 1.10 58 12.50 1.159 0.20 118 0.90 2.50 2.78 0.06
64 EGO 8.16 20 Sep '19 49 8.00 0.607 0.90 47 9.00 0.661 0.45 223 0.45 1.00 2.22 0.05
65 SGMS 20.55 16 Aug '19 14 20.00 0.600 1.35 137 21.00 0.653 0.65 171 0.70 1.00 1.43 0.05
66 CRBP 5.65 18 Oct '19 77 5.00 0.625 1.05 58 7.50 0.678 0.15 38 0.90 2.50 2.78 0.05
67 NIO 3.27 15 Nov '19 105 3.00 0.705 0.65 336 3.50 0.758 0.40 33 0.25 0.50 2.00 0.05
68 MCRN 16.30 20 Sep '19 49 15.00 0.173 1.55 4 17.50 0.224 0.10 27 1.45 2.50 1.72 0.05
69 NEPT 5.27 21 Feb '20 203 5.00 0.622 1.20 1 6.00 0.672 0.70 630 0.50 1.00 2.00 0.05
70 CBRE 53.51 16 Aug '19 14 50.00 0.179 3.90 2 55.00 0.228 0.30 2 3.60 5.00 1.39 0.05
71 ZIOP 6.49 18 Oct '19 77 6.00 0.792 1.25 45 7.00 0.841 0.65 42 0.60 1.00 1.67 0.05
72 PCG 18.60 9 Aug '19 7 18.50 0.814 0.95 269 19.00 0.863 0.61 153 0.34 0.50 1.47 0.05
73 MRNA 12.73 20 Sep '19 49 12.50 0.794 1.85 20 15.00 0.843 0.65 4 1.20 2.50 2.08 0.05
74 RUSS 11.19 16 Aug '19 14 11.00 0.576 0.70 3 12.00 0.624 0.20 217 0.50 1.00 2.00 0.05
75 FIT 3.29 23 Aug '19 21 3.00 0.595 0.38 41 3.50 0.642 0.11 39 0.27 0.50 1.85 0.05
76 ZION 42.55 16 Aug '19 14 42.00 0.209 1.25 30 43.00 0.256 0.63 43 0.62 1.00 1.61 0.05
77 KEY 17.20 23 Aug '19 21 17.00 0.239 0.73 10 17.50 0.286 0.32 33 0.41 0.50 1.22 0.05
78 PEI 5.79 17 Jan '20 168 5.00 0.336 1.10 59 6.00 0.382 0.35 35 0.75 1.00 1.33 0.05
79 AGQ 27.49 20 Sep '19 49 27.00 0.384 1.85 39 28.00 0.429 1.25 262 0.60 1.00 1.67 0.05
80 MUR 22.84 16 Aug '19 14 22.50 0.434 1.10 81 25.00 0.479 0.10 201 1.00 2.50 2.50 0.05
81 TECS 12.13 17 Jan '20 168 12.00 0.604 2.20 7 13.00 0.648 1.70 10 0.50 1.00 2.00 0.04
82 SSNC 45.48 16 Aug '19 14 45.00 0.323 1.55 3 50.00 0.367 0.05 59 1.50 5.00 3.33 0.04
83 IPI 3.83 20 Sep '19 49 3.00 0.513 0.95 147 4.00 0.555 0.05 32 0.90 1.00 1.11 0.04
84 TROX 9.71 16 Aug '19 14 9.00 0.743 1.10 32 10.00 0.785 0.45 91 0.65 1.00 1.54 0.04
85 ENPH 29.12 16 Aug '19 14 27.50 0.630 2.60 139 30.00 0.672 1.10 518 1.50 2.50 1.67 0.04
86 WPX 9.44 16 Aug '19 14 9.00 0.619 0.80 11 10.00 0.660 0.25 64 0.55 1.00 1.82 0.04
87 SH 26.71 20 Sep '19 49 26.00 0.133 1.00 100 27.00 0.173 0.50 52 0.50 1.00 2.00 0.04
88 EQT 13.35 16 Aug '19 14 13.00 0.542 0.90 3 14.00 0.582 0.25 25 0.65 1.00 1.54 0.04
89 PYX 14.40 20 Sep '19 49 12.50 0.887 3.10 25 15.00 0.927 1.50 6 1.60 2.50 1.56 0.04
90 CXW 16.60 16 Aug '19 14 16.00 0.558 1.20 1 17.00 0.597 0.45 1 0.75 1.00 1.33 0.04
91 SPXS 18.51 20 Sep '19 49 18.00 0.482 1.60 240 19.00 0.522 1.10 74 0.50 1.00 2.00 0.04
92 SGMO 11.45 15 Nov '19 105 11.00 0.663 2.00 3 12.00 0.703 1.20 2 0.80 1.00 1.25 0.04
93 AAL 29.45 30 Aug '19 28 29.00 0.315 1.59 7 29.50 0.354 1.12 20 0.47 0.50 1.06 0.04
94 SPXS 18.51 17 Jan '20 168 18.00 0.466 2.65 138 19.00 0.505 2.15 6 0.50 1.00 2.00 0.04
95 TME 14.12 20 Sep '19 49 14.00 0.456 1.15 2 15.00 0.494 0.55 17 0.60 1.00 1.67 0.04
96 SCO 18.05 9 Aug '19 7 18.00 0.658 0.75 69 18.50 0.696 0.45 5 0.30 0.50 1.67 0.04
97 AG 9.55 30 Aug '19 28 9.50 0.613 0.75 4 10.00 0.651 0.45 502 0.30 0.50 1.67 0.04
98 GME 3.78 16 Aug '19 14 3.50 0.661 0.40 26 4.00 0.698 0.08 242 0.32 0.50 1.56 0.04
99 ET 14.14 23 Aug '19 21 14.00 0.196 0.36 31 14.50 0.232 0.14 112 0.22 0.50 2.27 0.04
100 UA 19.19 6 Sep '19 35 19.00 0.339 1.10 10 19.50 0.375 0.70 2 0.40 0.50 1.25 0.04
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