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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 MDR 2.08 15 Nov '19 51 2.00 2.446 0.80 427 2.523 0.65 130 69.71 4.97 1.45
2 MDR 2.08 15 Nov '19 51 2.50 2.404 0.65 128 2.542 0.95 2 76.92 4.95 1.60
3 EROS 2.83 15 Nov '19 51 2.50 1.712 1.05 6 1.946 0.55 1 56.44 3.66 1.60
4 EROS 2.83 20 Dec '19 86 2.50 1.792 1.15 43 1.821 0.65 30 63.49 3.61 1.80
5 EROS 2.83 20 Dec '19 86 5.00 1.779 0.50 112 1.716 2.50 2 105.82 3.49 3.00
6 TTOO 2.88 15 Nov '19 51 2.50 1.170 0.90 100 1.549 0.40 68 45.14 2.72 1.30
7 MGI 4.25 15 Nov '19 51 5.00 1.365 0.65 23 1.281 1.20 2 43.58 2.65 1.85
8 NIO 2.05 1 Nov '19 37 2.50 1.058 0.14 334 1.265 0.39 95 25.85 2.32 0.53
9 NIO 2.05 15 Nov '19 51 2.50 1.006 0.17 1,700 1.313 0.67 103 40.98 2.32 0.84
10 NIO 2.05 15 Nov '19 51 2.00 0.979 0.34 1,440 1.287 0.34 1,236 33.17 2.27 0.68
11 NIO 2.05 1 Nov '19 37 2.00 0.992 0.37 185 1.231 0.27 20 31.22 2.22 0.64
12 CLVS 4.18 15 Nov '19 51 4.00 1.166 0.85 10 1.051 0.45 40 31.10 2.22 1.30
13 GUSH 3.66 15 Nov '19 51 3.00 1.020 1.00 11 1.162 0.25 1 34.15 2.18 1.25
14 GUSH 3.66 20 Dec '19 86 4.00 1.059 0.65 12 1.088 0.90 1 42.35 2.15 1.55
15 LCI 11.47 15 Nov '19 51 11.00 1.053 2.15 15 1.068 1.50 1 31.82 2.12 3.65
16 RAD 7.69 1 Nov '19 37 8.00 1.035 0.96 20 1.078 1.09 4 26.66 2.11 2.05
17 VAL 5.51 20 Dec '19 86 5.00 1.067 1.40 63 1.032 0.75 60 39.02 2.10 2.15
18 AUPH 5.62 15 Nov '19 51 6.00 1.137 0.85 2 0.925 0.90 10 31.14 2.06 1.75
19 GUSH 3.66 15 Nov '19 51 4.00 1.066 0.50 21 0.996 0.70 1 32.79 2.06 1.20
20 ITCI 8.05 15 Nov '19 51 7.50 1.000 1.70 56 1.057 0.85 16 31.68 2.06 2.55
21 RAD 7.69 1 Nov '19 37 7.50 0.990 1.19 10 1.066 0.80 12 25.88 2.06 1.99
22 GGAL 12.36 15 Nov '19 51 10.00 1.003 3.20 2 1.049 0.60 22 30.74 2.05 3.80
23 VAL 5.51 20 Dec '19 86 6.00 0.997 1.00 110 1.014 1.30 111 41.74 2.01 2.30
24 NUGT 33.82 1 Nov '19 37 34.00 0.999 4.30 3 1.012 4.25 1 25.28 2.01 8.55
25 NUGT 33.82 15 Nov '19 51 34.00 0.991 5.05 94 1.012 5.00 7 29.72 2.00 10.05
26 AUPH 5.62 15 Nov '19 51 5.00 1.019 1.25 104 0.981 0.40 10 29.36 2.00 1.65
27 OGI 3.80 20 Dec '19 86 5.00 1.003 0.45 287 0.991 1.50 80 51.32 1.99 1.95
28 DUST 6.89 1 Nov '19 37 7.00 0.971 0.90 45 1.007 0.80 25 24.67 1.98 1.70
29 PYX 13.91 15 Nov '19 51 15.00 0.943 1.55 49 1.035 2.65 20 30.19 1.98 4.20
30 LOMA 5.44 15 Nov '19 51 5.00 0.981 1.05 2 0.970 0.50 2 28.49 1.95 1.55
31 OAS 3.60 15 Nov '19 51 3.50 0.993 0.65 20 0.948 0.40 11 29.17 1.94 1.05
32 SVRA 2.92 15 Nov '19 51 2.50 1.147 0.85 17 0.789 0.10 1 32.53 1.94 0.95
33 JMIA 7.95 15 Nov '19 51 7.50 0.897 1.35 32 1.016 0.90 27 28.30 1.91 2.25
34 RRC 4.44 1 Nov '19 37 4.50 0.935 0.60 3 0.973 0.50 1 24.77 1.91 1.10
35 USAT 4.36 20 Dec '19 86 5.00 1.019 0.70 76 0.884 1.10 5 41.28 1.90 1.80
36 ITCI 8.05 15 Nov '19 51 10.00 0.918 0.50 1 0.977 2.30 10 34.78 1.90 2.80
37 SFIX 18.73 15 Nov '19 51 19.00 0.939 2.65 62 0.953 2.70 34 28.56 1.89 5.35
38 ENPH 25.06 15 Nov '19 51 25.00 0.933 3.60 60 0.950 3.30 4 27.53 1.88 6.90
39 SWN 2.05 20 Dec '19 86 2.50 0.930 0.29 10 0.938 0.64 31 45.37 1.87 0.93
40 VKTX 6.81 15 Nov '19 51 7.00 0.918 0.95 35 0.931 0.80 10 25.70 1.85 1.75
41 OMI 5.58 20 Dec '19 86 7.50 0.925 0.50 1 0.924 2.25 1 49.28 1.85 2.75
42 SRNE 2.13 15 Nov '19 51 2.50 0.782 0.15 5 1.064 0.50 10 30.44 1.85 0.65
43 EVH 8.13 15 Nov '19 51 10.00 0.931 0.60 5 0.889 2.25 10 35.06 1.82 2.85
44 FIT 3.96 1 Nov '19 37 4.00 0.932 0.48 57 0.874 0.42 3 22.73 1.81 0.90
45 NBEV 3.10 1 Nov '19 37 3.50 0.736 0.25 3 1.068 0.45 2 22.54 1.80 0.70
46 AR 3.29 15 Nov '19 51 3.50 0.886 0.40 4 0.910 0.55 20 28.88 1.80 0.95
47 SFIX 18.73 20 Dec '19 86 19.00 0.861 3.10 21 0.933 3.40 28 34.70 1.79 6.50
48 CDNA 22.70 15 Nov '19 51 22.50 0.908 3.30 3 0.866 2.60 1 25.99 1.77 5.90
49 NBEV 3.10 15 Nov '19 51 3.50 0.786 0.35 118 0.977 0.60 1 30.60 1.76 0.95
50 GME 5.20 15 Nov '19 51 5.00 0.904 0.90 2 0.853 0.41 2,212 25.19 1.76 1.31
51 CPRX 5.54 20 Dec '19 86 5.00 0.917 1.35 51 0.835 0.30 20 29.78 1.75 1.65
52 EXK 2.64 15 Nov '19 51 2.50 0.918 0.50 324 0.827 0.20 155 26.52 1.74 0.70
53 INSG 5.03 20 Dec '19 86 7.50 0.744 0.20 316 1.000 2.75 334 58.65 1.74 2.95
54 AMRX 3.38 20 Dec '19 86 2.50 0.867 1.20 50 0.874 0.10 50 38.46 1.74 1.30
55 AMRN 15.89 20 Dec '19 86 16.00 0.890 2.72 11 0.850 2.47 21 32.66 1.74 5.19
56 APHA 5.53 1 Nov '19 37 6.00 0.721 0.35 23 1.019 0.85 11 21.70 1.74 1.20
57 TELL 8.19 15 Nov '19 51 8.00 0.692 1.05 55 1.044 1.10 10 26.27 1.74 2.15
58 BBBY 9.66 15 Nov '19 51 9.00 0.859 1.59 10 0.876 0.86 12 25.36 1.73 2.45
59 NBEV 3.10 15 Nov '19 51 3.00 0.781 0.50 6 0.952 0.30 10 25.76 1.73 0.80
60 CDNA 22.70 15 Nov '19 51 25.00 0.850 2.20 1 0.877 4.10 2 27.75 1.73 6.30
61 TXMD 4.16 20 Dec '19 86 5.00 0.847 0.45 281 0.868 1.20 23 39.66 1.72 1.65
62 SDC 14.51 15 Nov '19 51 12.50 0.855 3.10 1 0.832 0.80 28 26.89 1.69 3.90
63 ACRX 2.29 20 Dec '19 86 2.50 0.678 0.30 60 1.001 0.50 63 34.93 1.68 0.80
64 TXMD 4.16 20 Dec '19 86 4.00 0.795 0.75 319 0.867 0.55 86 31.25 1.66 1.30
65 MAXR 8.06 15 Nov '19 51 7.50 0.860 1.35 10 0.800 0.65 69 24.81 1.66 2.00
66 GME 5.20 1 Nov '19 37 5.00 0.763 0.70 17 0.891 0.30 6 19.23 1.65 1.00
67 FIT 3.96 15 Nov '19 51 4.00 0.819 0.48 60 0.830 0.49 29 24.49 1.65 0.97
68 BBBY 9.66 15 Nov '19 51 10.00 0.843 1.12 41 0.805 1.26 123 24.64 1.65 2.38
69 ADVM 5.49 20 Dec '19 86 7.50 0.834 0.40 6 0.800 2.25 2 48.31 1.63 2.65
70 SDC 14.51 15 Nov '19 51 15.00 0.860 1.70 25 0.773 1.80 8 24.13 1.63 3.50
71 RRD 3.71 20 Dec '19 86 3.00 0.804 1.05 21 0.829 0.15 1 32.35 1.63 1.20
72 APHA 5.53 1 Nov '19 37 5.50 0.736 0.65 85 0.896 0.55 20 21.70 1.63 1.20
73 CEL 2.77 20 Dec '19 86 2.50 0.787 0.60 106 0.835 0.25 15 30.69 1.62 0.85
74 REAL 18.33 15 Nov '19 51 20.00 0.776 1.65 57 0.836 3.10 8 25.91 1.61 4.75
75 ADNT 22.76 15 Nov '19 51 23.00 0.798 2.80 5 0.804 2.75 1 24.38 1.60 5.55
76 PAYS 10.42 20 Dec '19 86 10.00 0.646 1.60 13 0.949 1.55 10 30.23 1.60 3.15
77 BMA 24.52 15 Nov '19 51 25.00 0.810 3.00 17 0.777 3.00 3 24.47 1.59 6.00
78 REAL 18.33 15 Nov '19 51 17.50 0.733 2.50 24 0.844 1.75 5 23.19 1.58 4.25
79 NEPT 3.81 15 Nov '19 51 4.00 0.710 0.40 27 0.863 0.50 11 23.62 1.57 0.90
80 DLPH 13.01 20 Dec '19 86 12.50 0.806 2.30 30 0.754 1.55 16 29.59 1.56 3.85
81 ACHN 3.71 20 Dec '19 86 4.00 0.802 0.50 96 0.732 0.60 3 29.69 1.53 1.10
82 PLUG 2.70 20 Dec '19 86 3.00 0.634 0.25 1 0.892 0.50 16 27.78 1.53 0.75
83 LK 20.37 20 Dec '19 86 20.00 0.637 2.90 1 0.875 2.90 117 28.47 1.51 5.80
84 VXX 23.62 20 Dec '19 86 24.00 0.742 3.25 400 0.763 3.65 196 29.21 1.51 6.90
85 VXX 23.62 15 Nov '19 51 24.00 0.742 2.47 321 0.764 2.87 195 22.61 1.51 5.34
86 VXX 23.62 1 Nov '19 37 24.00 0.738 2.07 98 0.765 2.46 63 19.18 1.50 4.53
87 HOME 9.71 20 Dec '19 86 10.00 0.730 1.35 29 0.769 1.45 10 28.84 1.50 2.80
88 TWOU 16.69 20 Dec '19 86 17.50 0.760 2.25 35 0.733 2.70 10 29.66 1.49 4.95
89 SLCA 10.64 15 Nov '19 51 11.00 0.758 1.10 13 0.724 1.30 10 22.56 1.48 2.40
90 RIG 5.11 1 Nov '19 37 5.00 0.769 0.58 10 0.708 0.38 13 18.79 1.48 0.96
91 DLPH 13.01 20 Dec '19 86 15.00 0.746 1.25 71 0.728 3.00 43 32.67 1.47 4.25
92 VXX 23.62 1 Nov '19 37 23.50 0.719 2.26 21 0.748 2.14 5 18.63 1.47 4.40
93 RLGY 6.14 20 Dec '19 86 7.50 0.668 0.40 51 0.794 1.70 5 34.20 1.46 2.10
94 COMM 11.93 15 Nov '19 51 12.00 0.765 1.50 10 0.683 1.15 10 22.22 1.45 2.65
95 CC 14.74 15 Nov '19 51 15.00 0.712 1.50 24 0.729 1.70 13 21.71 1.44 3.20
96 GLUU 5.02 15 Nov '19 51 5.00 0.724 0.60 23 0.713 0.45 65 20.92 1.44 1.05
97 SLCA 10.64 20 Dec '19 86 10.00 0.717 1.85 10 0.719 1.10 23 27.73 1.44 2.95
98 TEVA 6.96 15 Nov '19 51 7.00 0.731 0.79 42 0.705 0.72 133 21.70 1.44 1.51
99 AKS 2.34 15 Nov '19 51 2.50 0.714 0.20 38 0.717 0.33 2 22.65 1.43 0.53
100 AVYA 10.66 15 Nov '19 51 12.50 0.751 0.65 360 0.675 2.20 247 26.74 1.43 2.85
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