Option Spread Screener Report Date:          Full Report
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# Stock Stock
Price
Expiry Days Strike Short Call Short Put % of
Stock
IVol
Sum
Price
IVol Price Volume IVol Price Volume
1 GLYC 9.23 20 Sep '19 51 10.00 1.602 2.10 5 1.628 2.50 2 49.84 3.23 4.60
2 CVM 7.29 18 Oct '19 79 5.00 1.189 2.85 6 1.842 1.00 1 52.81 3.03 3.85
3 TEUM 3.50 18 Oct '19 79 2.50 1.260 1.40 31 1.704 0.40 95 51.43 2.96 1.80
4 CTST 2.35 20 Sep '19 51 2.50 1.459 0.50 176 1.463 0.55 214 44.68 2.92 1.05
5 TEUM 3.50 20 Sep '19 51 2.50 1.224 1.35 76 1.575 0.25 103 45.71 2.80 1.60
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