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# Stock Stock
Price
Expiry Days P/C Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Strike IVol Volume Price Leg Price Strike IVol Volume Price Leg Price
1 OGI 2.59 20 Mar '20 49 P 5.00 1.529 3 2.35 4.70 7.50
2.50
0.901
1.065
2
4
5.10
0.45
5.55 (0.85) 1.65 -0.85 -1.94 1.092
2 ODP 2.22 20 Mar '20 49 P 2.50 0.811 11 0.27 0.54 3.00
2.00
0.591
0.726
47
247
1.04
0.16
1.20 (0.66) -0.16 -0.66 0.24 0.305
3 FLEX 13.15 7 Feb '20 7 P 13.50 0.588 20 0.46 0.92 14.00
13.00
0.503
0.428
5
38
1.04
0.26
1.30 (0.38) 0.12 -0.38 -0.32 0.245
4 I 3.41 7 Feb '20 7 P 3.50 2.975 149 0.50 1.00 4.00
3.00
2.874
2.837
60
451
1.00
0.40
1.40 (0.40) 0.10 -0.40 -0.25 0.239
5 PLUG 3.87 21 Feb '20 21 P 4.00 1.009 58 0.30 0.60 4.50
3.50
0.893
0.911
3
19
0.82
0.20
1.02 (0.42) 0.08 -0.42 -0.19 0.214
6 NIO 3.78 6 Mar '20 35 P 4.00 1.373 83 0.63 1.26 4.50
3.50
1.256
1.298
3
158
1.22
0.58
1.80 (0.54) -0.04 -0.54 0.07 0.191
7 CLDR 10.29 7 Feb '20 7 P 10.50 0.492 26 0.35 0.70 11.00
10.00
0.300
0.522
16
29
0.85
0.20
1.05 (0.35) 0.15 -0.35 -0.43 0.163
8 NWL 19.53 21 Feb '20 21 P 19.00 0.581 53 0.80 1.60 21.00
18.00
0.420
0.587
1
61
2.05
0.50
2.55 (0.95) 1.05 -0.95 -1.11 0.154
9 HPE 13.93 21 Feb '20 21 P 14.00 0.385 53 0.35 0.70 14.50
13.50
0.296
0.321
397
1
0.91
0.39
1.30 (0.60) -0.10 -0.60 0.17 0.153
10 DBX 17.02 7 Feb '20 7 P 17.50 0.402 9 0.60 1.20 18.00
16.50
0.273
0.378
34
17
1.10
0.20
1.30 (0.10) 0.40 -0.60 -0.67 0.153
11 NIO 3.78 28 Feb '20 28 P 3.50 1.348 577 0.35 0.70 4.00
3.00
1.175
1.369
188
757
0.70
0.22
0.92 (0.22) 0.28 -0.22 -1.27 0.151
12 TTM 12.13 7 Feb '20 7 P 12.00 0.663 235 0.35 0.70 13.00
11.50
0.624
0.553
1
6
1.10
0.25
1.35 (0.65) 0.35 -0.65 -0.54 0.149
13 DBX 17.02 7 Feb '20 7 P 17.50 0.402 9 0.60 1.20 18.00
17.00
0.273
0.383
34
22
1.10
0.40
1.50 (0.30) 0.20 -0.30 -0.67 0.148
14 NIO 3.78 6 Mar '20 35 P 4.00 1.373 83 0.63 1.26 4.50
3.00
1.256
1.341
3
138
1.22
0.28
1.50 (0.24) 0.26 -0.74 -0.35 0.148
15 I 3.41 7 Feb '20 7 P 3.50 2.975 149 0.50 1.00 4.00
2.50
2.874
2.933
60
467
1.00
0.20
1.20 (0.20) 0.30 -0.70 -0.43 0.142
16 RAD 11.95 7 Feb '20 7 P 12.00 0.854 237 0.48 0.96 12.50
11.00
0.786
0.785
141
171
1.13
0.19
1.32 (0.36) 0.14 -0.86 -0.16 0.137
17 FLEX 13.15 7 Feb '20 7 P 13.50 0.588 20 0.46 0.92 14.00
12.50
0.503
0.536
5
40
1.04
0.18
1.22 (0.30) 0.20 -0.80 -0.25 0.137
18 SOXS 22.52 21 Feb '20 21 P 23.00 0.967 3 2.05 4.10 24.00
21.00
0.983
0.820
9
145
3.20
1.15
4.35 (0.25) 0.75 -1.25 -0.60 0.132
19 LE 11.65 20 Mar '20 49 P 12.50 0.610 4 1.50 3.00 15.00
10.00
0.441
0.648
620
10
3.60
0.45
4.05 (1.05) 1.45 -1.05 -1.38 0.131
20 RAD 11.95 7 Feb '20 7 P 12.00 0.854 237 0.48 0.96 12.50
11.50
0.786
0.794
141
166
1.13
0.41
1.54 (0.58) -0.08 -0.58 0.14 0.128
21 INO 4.53 20 Mar '20 49 P 5.00 1.771 117 1.35 2.70 6.00
3.00
1.753
1.663
5
12
2.30
0.35
2.65 0.05 1.05 -0.95 -1.11 0.127
22 SLCA 5.14 20 Mar '20 49 P 5.00 0.940 7 0.60 1.20 6.00
4.00
0.919
0.836
28
10
1.30
0.25
1.55 (0.35) 0.65 -0.35 -1.86 0.126
23 TTM 12.13 7 Feb '20 7 P 12.00 0.663 235 0.35 0.70 12.50
11.50
0.648
0.553
36
6
0.75
0.25
1.00 (0.30) 0.20 -0.30 -0.67 0.126
24 SPXS 13.25 21 Feb '20 21 P 14.00 0.623 25 1.10 2.20 15.00
12.00
0.685
0.441
1
432
2.20
0.15
2.35 (0.15) 0.85 -1.15 -0.74 0.119
25 TTM 12.13 7 Feb '20 7 P 12.50 0.648 36 0.60 1.20 13.00
11.50
0.624
0.553
1
6
1.10
0.25
1.35 (0.15) 0.35 -0.65 -0.54 0.118
26 JDST 9.92 14 Feb '20 14 P 9.50 0.979 5 0.45 0.90 10.00
9.00
0.881
0.959
14
10
0.80
0.40
1.20 (0.30) 0.20 -0.30 -0.67 0.118
27 GOOS 30.00 7 Feb '20 7 P 30.00 1.511 55 2.30 4.60 31.00
29.00
1.467
1.439
16
655
3.10
2.00
5.10 (0.50) 0.50 -0.50 -1.00 0.116
28 DBX 17.02 7 Feb '20 7 P 17.00 0.383 22 0.30 0.60 18.00
16.50
0.273
0.378
34
17
1.10
0.20
1.30 (0.70) 0.30 -0.70 -0.43 0.115
29 GOOS 30.00 7 Feb '20 7 P 30.00 1.511 55 2.30 4.60 31.00
29.50
1.467
1.442
16
429
3.10
2.25
5.35 (0.75) 0.25 -0.75 -0.33 0.113
30 NWL 19.53 21 Feb '20 21 P 20.00 0.555 81 1.25 2.50 21.00
19.00
0.420
0.581
1
53
2.05
0.85
2.90 (0.40) 0.60 -0.40 -1.50 0.110
31 ATUS 27.36 21 Feb '20 21 P 27.00 0.490 77 0.95 1.90 29.00
26.00
0.405
0.466
15
14
2.35
0.80
3.15 (1.25) 0.75 -1.25 -0.60 0.108
32 CRON 7.18 6 Mar '20 35 P 7.00 0.937 10 0.52 1.04 7.50
6.50
0.897
0.868
1
12
1.13
0.57
1.70 (0.66) -0.16 -0.66 0.24 0.108
33 OMER 12.76 21 Feb '20 21 P 12.00 0.832 24 0.60 1.20 13.00
11.00
0.772
0.788
11
60
1.15
0.35
1.50 (0.30) 0.70 -0.30 -2.33 0.104
34 BE 7.88 20 Mar '20 49 P 7.00 1.102 4 0.60 1.20 8.00
6.00
1.010
1.091
1
10
1.30
0.45
1.75 (0.55) 0.45 -0.55 -0.82 0.104
35 NWL 19.53 21 Feb '20 21 P 20.00 0.555 81 1.25 2.50 21.00
18.00
0.420
0.587
1
61
2.05
0.50
2.55 (0.05) 0.95 -1.05 -0.90 0.103
36 RAD 11.95 14 Feb '20 14 P 12.00 0.851 5 0.64 1.28 12.50
11.50
0.833
0.767
12
2
1.29
0.63
1.92 (0.64) -0.14 -0.64 0.22 0.100
37 TLRY 17.54 21 Feb '20 21 P 18.00 0.997 127 1.74 3.48 18.50
17.00
0.987
0.906
134
84
2.30
1.33
3.63 (0.15) 0.35 -0.65 -0.54 0.100
38 AMRN 18.55 7 Feb '20 7 P 19.00 0.607 386 0.78 1.56 19.50
18.50
0.547
0.571
578
653
1.29
0.58
1.87 (0.31) 0.19 -0.31 -0.61 0.096
39 APRN 3.86 20 Mar '20 49 P 4.00 1.190 11 0.65 1.30 5.00
3.00
1.111
1.176
17
5
1.55
0.30
1.85 (0.55) 0.45 -0.55 -0.82 0.094
40 AA 13.95 7 Feb '20 7 P 14.00 0.537 58 0.35 0.70 14.50
13.50
0.504
0.477
26
112
0.75
0.25
1.00 (0.30) 0.20 -0.30 -0.67 0.094
41 REAL 14.47 20 Mar '20 49 P 15.00 0.827 2 1.75 3.50 17.50
12.50
0.747
0.815
2
1
3.80
0.85
4.65 (1.15) 1.35 -1.15 -1.17 0.094
42 GLUU 5.90 21 Feb '20 21 P 6.00 0.833 141 0.50 1.00 7.00
5.00
0.737
0.837
11
51
1.30
0.15
1.45 (0.45) 0.55 -0.45 -1.22 0.093
43 AVT 36.49 21 Feb '20 21 P 36.00 0.289 1 0.70 1.40 38.00
35.00
0.185
0.301
13
29
2.05
0.50
2.55 (1.15) 0.85 -1.15 -0.74 0.092
44 M 15.95 6 Mar '20 35 P 15.50 0.699 624 0.98 1.96 16.50
15.00
0.628
0.677
35
240
1.68
0.93
2.61 (0.65) 0.35 -0.65 -0.54 0.092
45 JDST 9.92 7 Feb '20 7 P 10.00 0.926 64 0.50 1.00 10.50
9.50
0.902
0.858
1
22
0.90
0.40
1.30 (0.30) 0.20 -0.30 -0.67 0.092
46 LK 32.49 7 Feb '20 7 P 32.00 1.823 3,870 2.90 5.80 32.50
31.50
1.728
1.827
726
846
3.40
2.95
6.35 (0.55) -0.05 -0.55 0.09 0.091
47 PBYI 7.86 21 Feb '20 21 P 7.50 1.116 20 0.45 0.90 8.00
7.00
1.095
1.048
20
3
1.05
0.55
1.60 (0.70) -0.20 -0.70 0.29 0.090
48 AMRN 18.55 7 Feb '20 7 P 19.00 0.607 386 0.78 1.56 19.50
18.00
0.547
0.579
578
348
1.29
0.38
1.67 (0.11) 0.39 -0.61 -0.64 0.089
49 CRON 7.18 28 Feb '20 28 P 7.50 0.927 6 0.84 1.68 8.00
6.50
0.904
0.862
31
117
1.30
0.40
1.70 (0.02) 0.48 -0.52 -0.92 0.087
50 JMIA 6.00 21 Feb '20 21 P 6.00 1.048 446 0.30 0.60 7.00
5.00
0.994
1.016
39
213
1.60
0.20
1.80 (1.20) -0.20 -1.20 0.17 0.086
51 KHC 29.20 7 Feb '20 7 P 29.50 0.299 63 0.53 1.06 30.00
29.00
0.256
0.257
109
115
1.01
0.35
1.36 (0.30) 0.20 -0.30 -0.67 0.086
52 RAD 11.95 21 Feb '20 21 P 11.50 0.856 20 0.52 1.04 12.00
11.00
0.809
0.818
29
23
1.00
0.55
1.55 (0.51) -0.01 -0.51 0.02 0.085
53 TZA 38.53 7 Feb '20 7 P 38.50 0.712 45 1.33 2.66 39.00
38.00
0.712
0.629
36
23
1.92
1.31
3.23 (0.57) -0.07 -0.57 0.12 0.084
54 OILU 12.89 21 Feb '20 21 P 13.00 1.252 100 1.45 2.90 14.00
12.00
1.195
1.224
2
34
2.20
1.15
3.35 (0.45) 0.55 -0.45 -1.22 0.084
55 AAOI 11.30 21 Feb '20 21 P 11.50 0.722 9 0.77 1.54 12.00
10.50
0.605
0.755
10
5
1.36
0.55
1.91 (0.37) 0.13 -0.87 -0.15 0.083
56 HBI 13.76 21 Feb '20 21 P 14.00 0.660 1,148 0.95 1.90 15.00
13.00
0.567
0.670
2
449
1.75
0.55
2.30 (0.40) 0.60 -0.40 -1.50 0.082
57 CREE 46.49 7 Feb '20 7 P 46.00 0.462 31 0.82 1.64 46.50
45.50
0.419
0.422
1
17
1.30
0.79
2.09 (0.45) 0.05 -0.45 -0.11 0.082
58 CCJ 8.07 21 Feb '20 21 P 8.50 0.397 4 0.50 1.00 9.00
8.00
0.312
0.402
1
11
1.10
0.30
1.40 (0.40) 0.10 -0.40 -0.25 0.081
59 HPQ 21.32 7 Feb '20 7 P 21.50 0.341 65 0.35 0.70 22.00
21.00
0.315
0.288
50
86
0.86
0.25
1.11 (0.41) 0.09 -0.41 -0.22 0.081
60 LK 32.49 7 Feb '20 7 P 32.00 1.823 3,870 2.90 5.80 33.00
31.50
1.739
1.827
2,319
846
3.60
2.95
6.55 (0.75) 0.25 -0.75 -0.33 0.080
61 HBI 13.76 21 Feb '20 21 P 13.00 0.670 449 0.50 1.00 15.00
12.00
0.567
0.698
2
15,365
1.75
0.30
2.05 (1.05) 0.95 -1.05 -0.90 0.076
62 COP 59.43 7 Feb '20 7 P 59.50 0.406 145 1.14 2.28 60.00
59.00
0.360
0.377
52
42
1.56
1.13
2.69 (0.41) 0.09 -0.41 -0.22 0.075
63 ZTO 21.72 21 Feb '20 21 P 22.00 0.287 32 0.60 1.20 23.00
21.00
0.209
0.290
6
11
1.50
0.35
1.85 (0.65) 0.35 -0.65 -0.54 0.075
64 SPXS 13.25 17 Apr '20 77 P 13.00 0.511 3 0.95 1.90 14.00
12.00
0.510
0.436
3
43
1.85
0.55
2.40 (0.50) 0.50 -0.50 -1.00 0.075
65 CREE 46.49 7 Feb '20 7 P 46.00 0.462 31 0.82 1.64 47.00
45.50
0.427
0.422
14
17
1.50
0.79
2.29 (0.65) 0.35 -0.65 -0.54 0.074
66 NIO 3.78 20 Mar '20 49 P 3.50 1.352 760 0.46 0.92 4.00
3.00
1.306
1.324
543
384
0.93
0.35
1.28 (0.36) 0.14 -0.36 -0.39 0.074
67 NIO 3.78 17 Apr '20 77 P 4.00 1.322 1,111 0.90 1.80 4.50
3.50
1.287
1.284
10
247
1.45
0.75
2.20 (0.40) 0.10 -0.40 -0.25 0.073
68 HUYA 17.88 7 Feb '20 7 P 18.00 0.594 141 0.55 1.10 18.50
17.50
0.531
0.583
5
66
0.95
0.45
1.40 (0.30) 0.20 -0.30 -0.67 0.072
69 SKX 37.39 7 Feb '20 7 P 37.50 1.028 2 2.10 4.20 38.00
37.00
0.966
1.018
52
16
2.55
2.05
4.60 (0.40) 0.10 -0.40 -0.25 0.072
70 M 15.95 6 Mar '20 35 P 16.00 0.688 250 1.21 2.42 16.50
15.00
0.628
0.677
35
240
1.68
0.93
2.61 (0.19) 0.31 -0.69 -0.45 0.072
71 BLDP 9.87 15 May '20 105 P 9.00 0.983 1 1.35 2.70 10.00
8.00
0.947
0.948
4
16
2.30
1.15
3.45 (0.75) 0.25 -0.75 -0.33 0.071
72 VXX 16.27 7 Feb '20 7 P 16.50 1.151 826 1.14 2.28 17.00
15.50
1.195
1.036
535
5,019
1.53
0.58
2.11 0.17 0.67 -0.33 -2.03 0.071
73 CRON 7.18 28 Feb '20 28 P 7.50 0.927 6 0.84 1.68 8.00
7.00
0.904
0.879
31
11
1.30
0.65
1.95 (0.27) 0.23 -0.27 -0.85 0.071
74 KHC 29.20 7 Feb '20 7 P 29.50 0.299 63 0.53 1.06 30.00
28.50
0.256
0.272
109
3
1.01
0.21
1.22 (0.16) 0.34 -0.66 -0.52 0.071
75 SIG 24.31 21 Feb '20 21 P 24.00 0.617 8 1.20 2.40 24.50
23.50
0.602
0.562
6
1
1.60
1.10
2.70 (0.30) 0.20 -0.30 -0.67 0.071
76 SOXS 22.52 21 Feb '20 21 P 23.00 0.967 3 2.05 4.10 24.00
22.00
0.983
0.881
9
15
3.20
1.70
4.90 (0.80) 0.20 -0.80 -0.25 0.070
77 M 15.95 28 Feb '20 28 P 15.50 0.728 566 0.88 1.76 16.00
15.00
0.667
0.719
283
22
1.29
0.86
2.15 (0.39) 0.11 -0.39 -0.28 0.070
78 GOOS 30.00 21 Feb '20 21 P 30.00 0.971 251 2.65 5.30 30.50
29.00
0.915
0.957
12
58
3.10
2.30
5.40 (0.10) 0.40 -0.60 -0.67 0.069
79 MT 14.66 7 Feb '20 7 P 14.50 0.622 55 0.41 0.82 15.50
14.00
0.526
0.650
6
137
1.06
0.27
1.33 (0.51) 0.49 -0.51 -0.96 0.069
80 SPXS 13.25 21 Feb '20 21 P 14.00 0.623 25 1.10 2.20 15.00
13.00
0.685
0.492
1
257
2.20
0.60
2.80 (0.60) 0.40 -0.60 -0.67 0.069
81 TRN 20.33 21 Feb '20 21 P 21.00 0.443 22 1.15 2.30 22.00
19.00
0.362
0.455
1
26
2.10
0.45
2.55 (0.25) 0.75 -1.25 -0.60 0.069
82 COP 59.43 7 Feb '20 7 P 59.50 0.406 145 1.14 2.28 60.00
58.50
0.360
0.384
52
6
1.56
0.94
2.50 (0.22) 0.28 -0.72 -0.39 0.069
83 YINN 16.29 7 Feb '20 7 P 16.50 1.118 227 1.00 2.00 17.00
16.00
1.049
1.120
55
275
1.45
0.90
2.35 (0.35) 0.15 -0.35 -0.43 0.066
84 NIO 3.78 15 Jan '21 350 P 3.50 1.301 55 1.40 2.80 4.00
3.00
1.252
1.284
485
1,050
1.92
1.25
3.17 (0.37) 0.13 -0.37 -0.35 0.066
85 PCG 15.21 21 Feb '20 21 P 15.00 0.736 27 0.69 1.38 15.50
14.50
0.653
0.752
21
2
1.34
0.84
2.18 (0.80) -0.30 -0.80 0.38 0.066
86 TCOM 32.13 21 Feb '20 21 P 32.00 0.468 1,000 1.30 2.60 34.00
31.00
0.384
0.486
97
494
2.60
1.00
3.60 (1.00) 1.00 -1.00 -1.00 0.066
87 SQQQ 20.36 19 Jun '20 140 P 21.00 0.630 5 3.30 6.60 22.00
19.00
0.635
0.560
5
7
4.30
2.15
6.45 0.15 1.15 -0.85 -1.35 0.066
88 SIG 24.31 21 Feb '20 21 P 24.00 0.617 8 1.20 2.40 25.00
23.50
0.606
0.562
36
1
1.85
1.10
2.95 (0.55) 0.45 -0.55 -0.82 0.066
89 SSYS 17.98 21 Feb '20 21 P 18.00 0.459 21 0.70 1.40 18.50
17.00
0.377
0.476
2
2
1.15
0.50
1.65 (0.25) 0.25 -0.75 -0.33 0.065
90 GUSH 18.68 21 Feb '20 21 P 19.00 1.156 7 2.00 4.00 20.00
18.00
1.119
1.127
217
139
3.00
1.75
4.75 (0.75) 0.25 -0.75 -0.33 0.065
91 CAH 51.21 7 Feb '20 7 P 51.00 0.547 76 1.30 2.60 52.00
50.50
0.502
0.526
6
3
2.00
1.30
3.30 (0.70) 0.30 -0.70 -0.43 0.065
92 YETI 36.36 7 Feb '20 7 P 36.00 0.523 792 0.80 1.60 37.00
35.50
0.492
0.489
6
1
1.45
0.75
2.20 (0.60) 0.40 -0.60 -0.67 0.065
93 BZUN 30.11 20 Mar '20 49 P 30.00 0.675 45 2.65 5.30 31.00
29.00
0.637
0.650
2
11
3.50
2.40
5.90 (0.60) 0.40 -0.60 -0.67 0.064
94 YINN 16.29 14 Feb '20 14 P 16.00 0.984 31 1.00 2.00 17.00
15.50
0.934
0.971
25
155
1.65
0.90
2.55 (0.55) 0.45 -0.55 -0.82 0.064
95 BHC 27.43 21 Feb '20 21 P 27.00 0.447 18 0.95 1.90 27.50
26.50
0.371
0.459
96
13
1.29
0.79
2.08 (0.18) 0.32 -0.18 -1.78 0.064
96 SNV 35.02 21 Feb '20 21 P 35.00 0.264 3 0.80 1.60 37.00
34.00
0.178
0.288
2
20
2.25
0.60
2.85 (1.25) 0.75 -1.25 -0.60 0.063
97 M 15.95 28 Feb '20 28 P 15.50 0.728 566 0.88 1.76 16.50
15.00
0.674
0.719
1
22
1.61
0.86
2.47 (0.71) 0.29 -0.71 -0.41 0.063
98 BIG 27.06 21 Feb '20 21 P 25.00 0.487 42 0.40 0.80 30.00
22.50
0.361
0.551
35
25
3.30
0.15
3.45 (2.65) 2.35 -2.65 -0.89 0.062
99 INO 4.53 20 Mar '20 49 P 4.00 1.739 63 0.70 1.40 6.00
3.00
1.753
1.663
5
12
2.30
0.35
2.65 (1.25) 0.75 -1.25 -0.60 0.062
100 TLRY 17.54 21 Feb '20 21 P 18.00 0.997 127 1.74 3.48 18.50
17.50
0.987
0.945
134
260
2.30
1.62
3.92 (0.44) 0.06 -0.44 -0.14 0.062
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