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# Stock Stock
Price
Strike Short Call Long Call % of
Stock
Net
IVol
Price
Expiry IVol Price Volume Expiry IVol Price Volume
1 RIOT 2.26 2.00 17 Jul '20 0.754 0.30 963 18 Sep '20 1.594 0.65 58 -0.00 0.84 -0.35
2 CPTA 2.96 5.00 17 Jul '20 0.946 0.15 288 18 Sep '20 1.511 0.25 67 -0.00 0.56 -0.10
3 ENZ 2.51 2.50 21 Aug '20 1.491 0.50 40 16 Oct '20 1.949 0.90 3 -0.00 0.46 -0.40
4 AMRN 6.86 7.00 24 Jul '20 0.632 0.27 892 18 Sep '20 1.071 1.15 257 -0.00 0.44 -0.88
5 XERS 2.89 2.50 21 Aug '20 1.653 0.80 13 16 Oct '20 2.009 1.10 5 -0.00 0.36 -0.30
6 XERS 2.89 5.00 21 Aug '20 1.723 0.25 310 16 Oct '20 2.062 0.65 831 -0.00 0.34 -0.40
7 AMRN 6.86 7.00 31 Jul '20 0.755 0.45 216 18 Sep '20 1.071 1.15 257 -0.00 0.32 -0.70
8 IMGN 4.61 5.00 21 Aug '20 0.945 0.45 55 16 Oct '20 1.245 0.75 84 -0.00 0.30 -0.30
9 CMCM 2.50 2.00 17 Jul '20 0.996 0.55 22 18 Sep '20 1.255 0.70 2 -0.00 0.26 -0.15
10 PCG 9.20 9.00 17 Jul '20 0.371 0.26 1,359 18 Sep '20 0.620 0.97 277 -0.00 0.25 -0.71
11 OPK 4.08 4.00 17 Jul '20 1.083 0.18 941 18 Sep '20 1.329 0.91 159 -0.00 0.25 -0.73
12 HLX 3.56 3.00 17 Jul '20 0.937 0.60 25 18 Sep '20 1.176 0.90 90 -0.00 0.24 -0.30
13 GEO 12.15 12.00 17 Jul '20 0.238 0.20 2,627 18 Sep '20 0.455 0.85 121 -0.00 0.22 -0.65
14 CNTY 3.98 2.50 17 Jul '20 1.180 1.55 14 18 Sep '20 1.391 1.45 11 1.00 0.21 0.10
15 PCG 9.20 9.00 24 Jul '20 0.415 0.39 204 18 Sep '20 0.620 0.97 277 -0.00 0.20 -0.58
16 SAN 2.56 2.00 17 Jul '20 0.553 0.65 5 18 Sep '20 0.755 0.60 9 1.00 0.20 0.05
17 MIND 2.74 2.50 17 Jul '20 1.000 0.30 32 18 Sep '20 1.195 0.55 1 -0.00 0.20 -0.25
18 EXTR 4.47 4.00 17 Jul '20 0.635 0.50 2 18 Sep '20 0.826 0.70 4 -0.00 0.19 -0.20
19 AMRS 4.28 4.00 17 Jul '20 0.868 0.40 57 18 Sep '20 1.051 0.85 5 -0.00 0.18 -0.45
20 OPK 4.08 4.00 24 Jul '20 1.152 0.40 171 18 Sep '20 1.329 0.91 159 -0.00 0.18 -0.51
21 ACB 12.87 13.00 31 Jul '20 0.977 1.07 412 18 Sep '20 1.154 2.30 219 -0.00 0.18 -1.23
22 GME 4.19 4.00 7 Aug '20 0.772 0.59 1 16 Oct '20 0.944 0.66 10 -0.00 0.17 -0.07
23 RLGY 7.68 7.50 17 Jul '20 0.879 0.40 193 18 Sep '20 1.052 1.35 2 -0.00 0.17 -0.95
24 GME 4.19 4.50 7 Aug '20 0.690 0.27 5 16 Oct '20 0.858 0.58 2 -0.00 0.17 -0.31
25 TA 12.63 12.50 17 Jul '20 0.810 0.55 10 18 Sep '20 0.968 1.95 39 -0.00 0.16 -1.40
26 GILT 5.28 5.00 17 Jul '20 0.419 0.30 21 18 Sep '20 0.576 0.55 3 -0.00 0.16 -0.25
27 ACB 12.87 13.00 24 Jul '20 1.005 0.76 1,749 18 Sep '20 1.154 2.30 219 -0.00 0.15 -1.54
28 RIOT 2.26 2.00 24 Jul '20 1.449 0.40 109 18 Sep '20 1.594 0.65 58 -0.00 0.14 -0.25
29 SWBI 21.44 20.00 17 Jul '20 0.758 1.60 100 18 Sep '20 0.902 3.80 50 -0.00 0.14 -2.20
30 CTVA 27.94 27.00 17 Jul '20 0.272 1.10 42 18 Sep '20 0.414 2.40 30 -0.00 0.14 -1.30
31 APTO 6.26 7.50 21 Aug '20 0.917 0.40 5 16 Oct '20 1.051 0.60 1 -0.00 0.13 -0.20
32 RDWR 25.55 25.00 17 Jul '20 0.243 0.75 21 18 Sep '20 0.367 1.75 13 -0.00 0.12 -1.00
33 GME 4.19 4.50 14 Aug '20 0.735 0.26 149 16 Oct '20 0.858 0.58 2 -0.00 0.12 -0.32
34 AGI 10.34 10.00 17 Jul '20 0.461 0.45 47 18 Sep '20 0.580 1.15 68 -0.00 0.12 -0.70
35 GME 4.19 4.00 21 Aug '20 0.826 0.68 1 16 Oct '20 0.944 0.66 10 1.00 0.12 0.02
36 FCAU 10.43 10.00 17 Jul '20 0.389 0.50 41 18 Sep '20 0.506 1.00 9 -0.00 0.12 -0.50
37 SABR 8.60 9.00 21 Aug '20 0.850 0.85 435 16 Oct '20 0.965 1.35 101 -0.00 0.11 -0.50
38 ARDX 6.61 7.50 21 Aug '20 0.728 0.40 10 16 Oct '20 0.839 0.70 2 -0.00 0.11 -0.30
39 ATHX 2.87 3.00 21 Aug '20 1.386 0.50 30 16 Oct '20 1.496 0.75 48 -0.00 0.11 -0.25
40 PLUG 9.04 9.00 17 Jul '20 1.012 0.30 4,855 18 Sep '20 1.116 1.64 637 -0.00 0.10 -1.34
41 PCG 9.20 9.00 31 Jul '20 0.516 0.54 246 18 Sep '20 0.620 0.97 277 -0.00 0.10 -0.43
42 AMC 4.50 4.00 31 Jul '20 1.070 0.86 54 18 Sep '20 1.167 1.03 20 -0.00 0.10 -0.17
43 SPXS 6.84 6.00 21 Aug '20 0.633 1.07 1,525 16 Oct '20 0.724 1.38 519 -0.00 0.09 -0.31
44 QTT 3.69 2.50 21 Aug '20 1.474 1.45 8 16 Oct '20 1.562 1.45 3 1.00 0.09  0
45 BGCP 2.90 2.50 20 Nov '20 0.749 0.75 200 15 Jan '21 0.837 0.80 2 -0.00 0.09 -0.05
46 HRL 48.82 49.00 17 Jul '20 0.177 0.35 54 18 Sep '20 0.260 1.90 10 -0.00 0.08 -1.55
47 ZS 119.84 120.00 17 Jul '20 0.603 2.16 58 18 Sep '20 0.685 13.55 97 -0.00 0.08 -11.39
48 GE 7.14 7.00 17 Jul '20 0.506 0.20 22,677 18 Sep '20 0.588 0.75 2,400 -0.00 0.08 -0.55
49 LABD 2.98 3.00 31 Jul '20 1.143 0.30 5 18 Sep '20 1.225 0.55 1 -0.00 0.08 -0.25
50 BYD 21.84 22.00 17 Jul '20 0.657 0.55 592 18 Sep '20 0.736 2.50 30 -0.00 0.08 -1.95
51 VXX 32.26 32.00 7 Aug '20 0.909 3.30 171 16 Oct '20 0.987 6.20 36 -0.00 0.08 -2.90
52 HMY 6.02 6.00 20 Nov '20 0.829 1.20 28 15 Jan '21 0.905 1.35 15 -0.00 0.08 -0.15
53 OPK 4.08 4.00 31 Jul '20 1.253 0.50 46 18 Sep '20 1.329 0.91 159 -0.00 0.08 -0.41
54 PAYS 9.27 7.50 17 Jul '20 0.864 1.80 12 18 Sep '20 0.936 2.25 2 -0.00 0.07 -0.45
55 AXU 2.48 2.50 21 Aug '20 1.144 0.40 180 16 Oct '20 1.215 0.55 40 -0.00 0.07 -0.15
56 DFEN 12.25 12.00 21 Aug '20 1.124 1.95 95 16 Oct '20 1.195 2.80 28 -0.00 0.07 -0.85
57 SKT 7.05 7.00 17 Jul '20 0.741 0.24 922 18 Sep '20 0.811 0.90 3 -0.00 0.07 -0.66
58 ZS 119.84 120.00 24 Jul '20 0.615 4.55 79 18 Sep '20 0.685 13.55 97 -0.00 0.07 -9.00
59 KIRK 3.42 2.50 21 Aug '20 1.426 1.15 20 16 Oct '20 1.494 1.15 24 1.00 0.07  0
60 FAZ 16.08 16.00 24 Jul '20 0.906 1.05 155 18 Sep '20 0.973 2.55 2 -0.00 0.07 -1.50
61 BDSI 4.51 4.00 17 Jul '20 0.563 0.55 188 18 Sep '20 0.630 0.55 1 1.00 0.07  0
62 PLUG 9.04 9.00 31 Jul '20 1.050 0.84 269 18 Sep '20 1.116 1.64 637 -0.00 0.07 -0.80
63 YPF 6.51 7.00 21 Aug '20 0.656 0.40 1 16 Oct '20 0.721 0.65 111 -0.00 0.07 -0.25
64 SWBI 21.44 20.00 21 Aug '20 0.801 2.95 49 16 Oct '20 0.866 4.20 21 -0.00 0.06 -1.25
65 LAKE 21.54 22.50 21 Aug '20 0.906 2.20 56 16 Oct '20 0.971 3.60 1 -0.00 0.06 -1.40
66 WMC 2.35 2.50 21 Aug '20 1.126 0.30 66 16 Oct '20 1.189 0.45 105 -0.00 0.06 -0.15
67 GME 4.19 4.50 21 Aug '20 0.795 0.33 32 16 Oct '20 0.858 0.58 2 -0.00 0.06 -0.25
68 NLY 7.02 7.00 24 Jul '20 0.341 0.17 441 18 Sep '20 0.403 0.47 67 -0.00 0.06 -0.30
69 IVR 3.64 3.00 21 Aug '20 0.634 0.75 542 16 Oct '20 0.695 0.80 255 -0.00 0.06 -0.05
70 PCG 9.20 9.00 18 Sep '20 0.620 1.13 277 20 Nov '20 0.678 1.35 4 -0.00 0.06 -0.22
71 FSM 5.16 5.00 17 Jul '20 0.749 0.25 958 18 Sep '20 0.807 0.70 31 -0.00 0.06 -0.45
72 AMC 4.50 5.00 31 Jul '20 1.156 0.26 524 18 Sep '20 1.214 0.68 122 -0.00 0.06 -0.42
73 FTCH 20.88 20.00 17 Jul '20 0.832 1.14 100 18 Sep '20 0.889 3.35 13 -0.00 0.06 -2.21
74 PK 10.16 12.50 21 Aug '20 0.908 0.55 378 16 Oct '20 0.965 1.15 217 -0.00 0.06 -0.60
75 MFA 2.67 3.00 21 Aug '20 0.872 0.20 1,460 16 Oct '20 0.926 0.35 357 -0.00 0.05 -0.15
76 VXX 32.26 32.00 14 Aug '20 0.933 3.60 14 16 Oct '20 0.987 6.20 36 -0.00 0.05 -2.60
77 CERN 71.81 70.00 17 Jul '20 0.283 2.15 62 18 Sep '20 0.335 4.70 4 -0.00 0.05 -2.55
78 UNG 10.44 10.00 14 Aug '20 0.571 0.97 13 16 Oct '20 0.623 1.49 92 -0.00 0.05 -0.52
79 APPS 12.93 12.50 17 Jul '20 0.759 0.60 102 18 Sep '20 0.810 1.85 122 -0.00 0.05 -1.25
80 VXX 32.26 32.00 21 Aug '20 0.937 4.05 269 16 Oct '20 0.987 6.20 36 -0.00 0.05 -2.15
81 SABR 8.60 7.50 21 Aug '20 0.879 1.65 419 16 Oct '20 0.926 2.00 517 -0.00 0.05 -0.35
82 VXX 32.26 32.00 28 Aug '20 0.941 4.40 5 16 Oct '20 0.987 6.20 36 -0.00 0.05 -1.80
83 VXX 32.26 32.00 24 Jul '20 0.899 1.99 545 18 Sep '20 0.943 5.10 82 -0.00 0.04 -3.11
84 BIG 37.17 37.50 21 Aug '20 0.610 2.85 37 16 Oct '20 0.654 4.60 4 -0.00 0.04 -1.75
85 YCBD 2.60 2.50 21 Aug '20 1.554 0.65 134 16 Oct '20 1.598 0.65 12 1.00 0.04  0
86 SPY 321.98 322.00 20 Jul '20 0.190 2.87 14,576 18 Sep '20 0.234 12.65 1,022 -0.00 0.04 -9.78
87 CCJ 11.56 12.00 24 Jul '20 0.439 0.19 349 18 Sep '20 0.482 0.74 1,887 -0.00 0.04 -0.55
88 SPXU 10.32 10.00 24 Jul '20 0.711 0.67 676 18 Sep '20 0.754 1.42 113 -0.00 0.04 -0.75
89 SPY 321.98 321.00 20 Jul '20 0.194 3.45 7,075 18 Sep '20 0.237 13.28 234 -0.00 0.04 -9.83
90 NERV 3.42 5.00 21 Aug '20 1.317 0.20 293 16 Oct '20 1.359 0.45 54 -0.00 0.04 -0.25
91 KR 33.77 34.00 28 Aug '20 0.277 1.25 8 16 Oct '20 0.319 2.05 30 -0.00 0.04 -0.80
92 CX 2.89 3.00 21 Aug '20 0.727 0.25 52 16 Oct '20 0.768 0.35 2 -0.00 0.04 -0.10
93 SPXS 6.84 7.00 21 Aug '20 0.789 0.62 3,745 16 Oct '20 0.830 1.05 2,064 -0.00 0.04 -0.43
94 WTI 2.60 3.00 21 Aug '20 1.190 0.30 159 16 Oct '20 1.230 0.45 129 -0.00 0.04 -0.15
95 MT 12.02 12.00 24 Jul '20 0.598 0.50 15 18 Sep '20 0.637 1.25 90 -0.00 0.04 -0.75
96 WTI 2.60 2.00 21 Aug '20 1.196 0.75 36 16 Oct '20 1.235 0.85 21 -0.00 0.04 -0.10
97 BBBY 8.88 9.00 18 Sep '20 0.902 1.35 101 20 Nov '20 0.940 1.86 51 -0.00 0.04 -0.51
98 EFA 63.54 64.00 31 Jul '20 0.173 0.88 1,334 18 Sep '20 0.211 1.88 298 -0.00 0.04 -1.00
99 UNG 10.44 10.00 21 Aug '20 0.586 1.05 179 16 Oct '20 0.623 1.49 92 -0.00 0.04 -0.44
100 SCS 11.34 12.50 21 Aug '20 0.606 0.50 27 16 Oct '20 0.643 0.95 27 -0.00 0.04 -0.45
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