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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 AUPH 5.45 5.00 18 Oct '19 0.654 0.70 2 20 Dec '19 1.989 2.05 1 -0.00 1.33 -1.35
2 AUPH 5.45 6.00 18 Oct '19 0.659 0.25 267 20 Dec '19 1.952 1.65 2 -0.00 1.29 -1.40
3 ITCI 7.50 10.00 15 Nov '19 0.985 0.40 17 17 Jan '20 1.973 2.40 27 -0.00 0.99 -2.00
4 AUPH 5.45 6.00 15 Nov '19 1.081 0.75 20 17 Jan '20 1.896 1.80 1 -0.00 0.82 -1.05
5 AMRN 15.15 15.00 11 Oct '19 0.503 0.74 74 20 Dec '19 0.950 2.58 105 -0.00 0.45 -1.84
6 AMRN 15.15 15.00 4 Oct '19 0.505 0.53 1,585 20 Dec '19 0.950 2.58 105 -0.00 0.44 -2.05
7 AMRN 15.15 15.00 18 Oct '19 0.550 0.88 588 20 Dec '19 0.950 2.58 105 -0.00 0.40 -1.70
8 GME 5.34 5.00 15 Nov '19 0.678 0.93 1 17 Jan '20 1.014 1.20 58 -0.00 0.34 -0.27
9 PCG 10.12 10.00 4 Oct '19 0.968 0.71 116 20 Dec '19 1.274 2.39 10 -0.00 0.31 -1.68
10 CXW 17.72 17.00 18 Oct '19 0.138 0.85 12 20 Dec '19 0.298 1.30 4 -0.00 0.16 -0.45
11 DLPH 13.15 12.50 18 Oct '19 0.698 1.40 22 20 Dec '19 0.851 2.15 25 -0.00 0.15 -0.75
12 ZUO 15.10 15.00 18 Oct '19 0.492 0.80 347 20 Dec '19 0.642 1.80 18 -0.00 0.15 -1.00
13 PRTK 4.60 5.00 18 Oct '19 0.940 0.50 218 20 Dec '19 1.085 0.70 1 -0.00 0.15 -0.20
14 IRBT 60.32 60.00 18 Oct '19 0.419 2.65 38 20 Dec '19 0.554 6.40 6 -0.00 0.14 -3.75
15 CLVS 4.00 4.00 15 Nov '19 1.075 0.70 1 17 Jan '20 1.207 1.00 39 -0.00 0.13 -0.30
16 IRBT 60.32 60.00 11 Oct '19 0.422 2.20 55 20 Dec '19 0.554 6.40 6 -0.00 0.13 -4.20
17 NBEV 2.81 2.50 25 Oct '19 0.716 0.45 10 20 Dec '19 0.845 0.50 1 -0.00 0.13 -0.05
18 AUDC 19.88 20.00 18 Oct '19 0.397 0.90 21 20 Dec '19 0.523 1.65 14 -0.00 0.13 -0.75
19 AOBC 6.01 6.00 4 Oct '19 0.437 0.25 47 20 Dec '19 0.561 0.60 20 -0.00 0.12 -0.35
20 FND 50.50 50.00 18 Oct '19 0.382 2.30 31 20 Dec '19 0.503 4.90 3 -0.00 0.12 -2.60
21 TLYS 9.48 10.00 18 Oct '19 0.469 0.30 14 20 Dec '19 0.585 0.70 51 -0.00 0.12 -0.40
22 CLVS 4.00 5.00 15 Nov '19 1.101 0.40 14 17 Jan '20 1.215 0.70 522 -0.00 0.11 -0.30
23 AMRS 4.76 5.00 17 Jan '20 0.998 1.05 89 20 Mar '20 1.110 1.05 1,002 1.00 0.11  0
24 ZUO 15.10 16.00 15 Nov '19 0.499 0.80 42 17 Jan '20 0.609 1.65 1,595 -0.00 0.11 -0.85
25 TEVA 6.92 7.00 4 Oct '19 0.619 0.21 1,350 20 Dec '19 0.729 0.91 78 -0.00 0.11 -0.70
26 GGAL 13.07 15.00 18 Oct '19 0.827 0.45 198 20 Dec '19 0.937 1.55 1 -0.00 0.11 -1.10
27 PLUG 2.59 2.50 18 Oct '19 0.555 0.22 14 20 Dec '19 0.663 0.29 1 -0.00 0.11 -0.07
28 TEVA 6.92 7.00 18 Oct '19 0.622 0.38 570 20 Dec '19 0.729 0.91 78 -0.00 0.11 -0.53
29 AIMT 20.87 20.00 18 Oct '19 0.568 1.75 20 20 Dec '19 0.676 2.95 30 -0.00 0.11 -1.20
30 LSCC 18.27 17.50 18 Oct '19 0.534 1.50 35 20 Dec '19 0.641 2.45 20 -0.00 0.11 -0.95
31 TEVA 6.92 7.00 11 Oct '19 0.623 0.31 306 20 Dec '19 0.729 0.91 78 -0.00 0.11 -0.60
32 ENVA 21.18 22.50 18 Oct '19 0.402 0.40 1 20 Dec '19 0.507 1.45 1 -0.00 0.10 -1.05
33 MIK 9.69 10.00 18 Oct '19 0.710 0.55 57 20 Dec '19 0.810 1.25 18 -0.00 0.10 -0.70
34 IRBT 60.32 60.00 4 Oct '19 0.456 1.70 18 20 Dec '19 0.554 6.40 6 -0.00 0.10 -4.70
35 ZUO 15.10 16.00 18 Oct '19 0.478 0.40 463 20 Dec '19 0.575 1.25 70 -0.00 0.10 -0.85
36 AAN 63.59 65.00 18 Oct '19 0.274 1.15 14 20 Dec '19 0.370 3.70 1 -0.00 0.10 -2.55
37 VALE 11.43 11.00 4 Oct '19 0.288 0.71 2 20 Dec '19 0.383 1.03 210 -0.00 0.10 -0.32
38 CHS 4.00 4.00 15 Nov '19 0.556 0.35 56 17 Jan '20 0.651 0.50 9 -0.00 0.09 -0.15
39 LULU 189.72 190.00 4 Oct '19 0.285 2.90 161 20 Dec '19 0.379 13.60 20 -0.00 0.09 -10.70
40 I 23.07 24.00 15 Nov '19 0.879 2.75 3 17 Jan '20 0.972 4.40 2 -0.00 0.09 -1.65
41 AUDC 19.88 17.50 18 Oct '19 0.452 2.70 5 20 Dec '19 0.545 3.10 2 -0.00 0.09 -0.40
42 ZIOP 4.22 4.50 15 Nov '19 0.831 0.55 100 17 Jan '20 0.924 0.60 17 -0.00 0.09 -0.05
43 BEAT 40.50 45.00 18 Oct '19 0.350 0.25 8 20 Dec '19 0.441 1.70 10 -0.00 0.09 -1.45
44 PLUG 2.59 2.50 25 Oct '19 0.573 0.25 12 20 Dec '19 0.663 0.29 1 -0.00 0.09 -0.04
45 VIAV 14.09 14.00 18 Oct '19 0.339 0.52 32 20 Dec '19 0.429 1.05 3 -0.00 0.09 -0.53
46 AAXN 58.31 60.00 18 Oct '19 0.378 1.55 80 20 Dec '19 0.467 4.40 11 -0.00 0.09 -2.85
47 GES 18.42 19.00 18 Oct '19 0.451 0.60 9 20 Dec '19 0.537 1.55 11 -0.00 0.09 -0.95
48 VXX 24.44 24.00 4 Oct '19 0.660 1.13 8,016 20 Dec '19 0.746 3.60 353 -0.00 0.09 -2.47
49 LULU 189.72 190.00 25 Oct '19 0.295 6.20 9 20 Dec '19 0.379 13.60 20 -0.00 0.08 -7.40
50 LULU 189.72 190.00 11 Oct '19 0.295 4.25 80 20 Dec '19 0.379 13.60 20 -0.00 0.08 -9.35
51 PCG 10.12 10.00 11 Oct '19 1.191 1.06 27 20 Dec '19 1.274 2.39 10 -0.00 0.08 -1.33
52 LULU 189.72 190.00 18 Oct '19 0.296 5.30 212 20 Dec '19 0.379 13.60 20 -0.00 0.08 -8.30
53 CXW 17.72 18.00 18 Oct '19 0.218 0.30 23 20 Dec '19 0.300 0.80 48 -0.00 0.08 -0.50
54 ACLS 16.79 17.50 18 Oct '19 0.352 0.40 3 20 Dec '19 0.434 0.95 1 -0.00 0.08 -0.55
55 CLF 7.13 7.00 4 Oct '19 0.455 0.30 280 20 Dec '19 0.534 0.78 4 -0.00 0.08 -0.48
56 SAIL 18.70 20.00 18 Oct '19 0.457 0.40 29 20 Dec '19 0.535 1.30 253 -0.00 0.08 -0.90
57 NFLX 263.08 265.00 4 Oct '19 0.357 4.35 1,972 20 Dec '19 0.434 20.95 26 -0.00 0.08 -16.60
58 CNR 5.94 5.00 18 Oct '19 0.658 1.15 1 20 Dec '19 0.733 1.25 21 -0.00 0.08 -0.10
59 UNG 20.54 21.00 1 Nov '19 0.416 0.86 91 17 Jan '20 0.491 2.02 51 -0.00 0.07 -1.16
60 CLF 7.13 7.00 18 Oct '19 0.459 0.40 2,147 20 Dec '19 0.534 0.78 4 -0.00 0.07 -0.38
61 RLGY 6.88 7.50 18 Oct '19 0.601 0.20 70 20 Dec '19 0.675 0.60 40 -0.00 0.07 -0.40
62 NWL 18.20 18.00 18 Oct '19 0.343 0.75 39 20 Dec '19 0.416 1.50 1 -0.00 0.07 -0.75
63 OILD 15.53 15.00 18 Oct '19 1.043 1.95 16 20 Dec '19 1.116 3.30 2 -0.00 0.07 -1.35
64 IIVI 36.31 40.00 18 Oct '19 0.367 0.30 9 20 Dec '19 0.439 1.60 393 -0.00 0.07 -1.30
65 GPS 17.18 17.00 18 Oct '19 0.352 0.69 26 20 Dec '19 0.424 1.46 15 -0.00 0.07 -0.77
66 ACHN 3.67 4.00 17 Jan '20 0.711 0.55 10 20 Mar '20 0.783 0.60 8 -0.00 0.07 -0.05
67 DOCU 60.64 62.50 18 Oct '19 0.383 1.55 100 20 Dec '19 0.455 4.40 11 -0.00 0.07 -2.85
68 GPS 17.18 17.00 25 Oct '19 0.352 0.78 2 20 Dec '19 0.424 1.46 15 -0.00 0.07 -0.68
69 DOCU 60.64 60.00 18 Oct '19 0.401 2.80 42 20 Dec '19 0.473 5.70 2 -0.00 0.07 -2.90
70 SOGO 4.93 5.00 18 Oct '19 0.491 0.25 1 20 Dec '19 0.562 0.40 45 -0.00 0.07 -0.15
71 BERY 39.32 40.00 18 Oct '19 0.281 0.85 24 20 Dec '19 0.351 2.30 373 -0.00 0.07 -1.45
72 LPI 2.52 3.00 15 Nov '19 0.765 0.15 64 17 Jan '20 0.833 0.20 100 -0.00 0.07 -0.05
73 LULU 189.72 190.00 1 Nov '19 0.300 7.00 6 17 Jan '20 0.368 15.40 10 -0.00 0.07 -8.40
74 ZEN 72.08 72.50 18 Oct '19 0.391 2.65 37 20 Dec '19 0.458 6.00 50 -0.00 0.07 -3.35
75 LULU 189.72 190.00 15 Nov '19 0.300 8.35 86 17 Jan '20 0.368 15.40 10 -0.00 0.07 -7.05
76 DLPH 13.15 15.00 18 Oct '19 0.709 0.35 56 20 Dec '19 0.772 1.15 20 -0.00 0.06 -0.80
77 NFLX 263.08 265.00 11 Oct '19 0.372 6.80 480 20 Dec '19 0.434 20.95 26 -0.00 0.06 -14.15
78 NEWR 61.41 65.00 18 Oct '19 0.422 1.25 88 20 Dec '19 0.485 4.10 5 -0.00 0.06 -2.85
79 MXL 22.28 22.50 18 Oct '19 0.387 0.80 8 20 Dec '19 0.450 1.70 5 -0.00 0.06 -0.90
80 ZUO 15.10 15.00 15 Nov '19 0.531 1.25 20 17 Jan '20 0.593 1.95 10 -0.00 0.06 -0.70
81 URBN 26.20 26.00 25 Oct '19 0.397 1.35 10 20 Dec '19 0.459 2.30 20 -0.00 0.06 -0.95
82 CPRT 79.71 80.00 18 Oct '19 0.221 1.75 168 20 Dec '19 0.282 4.00 2 -0.00 0.06 -2.25
83 SBH 15.16 15.00 18 Oct '19 0.462 0.85 47 20 Dec '19 0.522 1.45 12 -0.00 0.06 -0.60
84 KHC 27.84 27.50 4 Oct '19 0.246 0.70 14 20 Dec '19 0.304 1.70 12 -0.00 0.06 -1.00
85 UNG 20.54 21.00 15 Nov '19 0.433 1.16 327 17 Jan '20 0.491 2.02 51 -0.00 0.06 -0.86
86 VXX 24.44 24.00 11 Oct '19 0.689 1.57 1,465 20 Dec '19 0.746 3.60 353 -0.00 0.06 -2.03
87 ETSY 54.81 55.00 18 Oct '19 0.475 2.50 60 20 Dec '19 0.532 5.30 19 -0.00 0.06 -2.80
88 FSM 3.27 4.00 17 Jan '20 0.629 0.30 46 20 Mar '20 0.685 0.35 30 -0.00 0.06 -0.05
89 PCG 10.12 10.00 25 Oct '19 1.219 1.54 2 20 Dec '19 1.274 2.39 10 -0.00 0.06 -0.85
90 PCG 10.12 10.00 15 Nov '19 1.258 1.96 53 17 Jan '20 1.312 2.75 129 -0.00 0.05 -0.79
91 IT 142.10 145.00 18 Oct '19 0.228 2.00 2 20 Dec '19 0.282 6.30 2 -0.00 0.05 -4.30
92 CERN 68.37 70.00 18 Oct '19 0.197 0.70 1,416 20 Dec '19 0.251 2.55 11 -0.00 0.05 -1.85
93 TEVA 6.92 7.00 25 Oct '19 0.675 0.51 40 20 Dec '19 0.729 0.91 78 -0.00 0.05 -0.40
94 CARA 18.64 20.00 15 Nov '19 0.634 1.35 4 17 Jan '20 0.688 2.15 21 -0.00 0.05 -0.80
95 FEYE 13.10 13.00 4 Oct '19 0.374 0.40 20 20 Dec '19 0.427 1.04 13 -0.00 0.05 -0.64
96 MTW 12.12 12.00 18 Oct '19 0.553 0.80 6 20 Dec '19 0.606 1.35 10 -0.00 0.05 -0.55
97 DOCU 60.64 60.00 15 Nov '19 0.404 4.00 112 17 Jan '20 0.457 6.30 11 -0.00 0.05 -2.30
98 CERN 68.37 67.50 18 Oct '19 0.219 2.00 10 20 Dec '19 0.270 3.80 4 -0.00 0.05 -1.80
99 DKS 40.28 40.00 25 Oct '19 0.346 1.85 7 20 Dec '19 0.397 3.10 16 -0.00 0.05 -1.25
100 TLRD 4.32 5.00 15 Nov '19 0.751 0.25 200 17 Jan '20 0.802 0.50 1 -0.00 0.05 -0.25
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