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# Stock Stock
Price
Short Call Long Call Debit Spread Net
IVol
Expiry Strike IVol Price Volume Expiry Strike IVol Price Volume
1 CC 19.71 15 Nov '19 19.50 0.279 0.45 108 17 Jan '20 20.00 0.524 1.55 10 -1.10 0.50 0.25
2 LTHM 7.84 15 Nov '19 7.50 0.359 0.45 176 17 Jan '20 10.00 0.595 0.15 62 0.30 2.50 0.24
3 ARQL 7.89 15 Nov '19 8.00 0.697 0.20 44 17 Jan '20 9.00 0.917 0.75 102 -0.55 1.00 0.22
4 IMGN 3.22 15 Nov '19 3.00 0.539 0.30 1 17 Jan '20 4.00 0.754 0.15 57 0.15 1.00 0.21
5 GME 5.92 15 Nov '19 5.50 0.625 0.57 12 17 Jan '20 6.00 0.813 0.75 217 -0.18 0.50 0.19
6 GFI 5.15 15 Nov '19 5.00 0.303 0.27 1 17 Jan '20 5.50 0.479 0.26 24 0.01 0.50 0.18
7 S 5.87 6 Dec '19 5.50 0.610 0.64 2 21 Feb '20 6.00 0.785 0.75 1 -0.11 0.50 0.17
8 EDIT 22.32 22 Nov '19 22.00 0.429 1.05 11 17 Jan '20 22.50 0.602 2.00 138 -0.95 0.50 0.17
9 ANGI 7.66 20 Dec '19 7.50 0.425 0.60 5 21 Feb '20 10.00 0.595 0.20 6 0.40 2.50 0.17
10 KPTI 15.44 15 Nov '19 15.00 0.671 0.80 1,321 17 Jan '20 17.50 0.829 1.35 6 -0.55 2.50 0.16
11 ZUO 14.77 15 Nov '19 15.00 0.411 0.15 86 17 Jan '20 16.00 0.569 0.85 118 -0.70 1.00 0.16
12 BBBY 13.50 29 Nov '19 13.50 0.486 0.60 11 17 Jan '20 14.00 0.634 1.21 20 -0.61 0.50 0.15
13 TLRD 5.27 15 Nov '19 5.00 0.721 0.35 76 17 Jan '20 6.00 0.867 0.45 5 -0.10 1.00 0.15
14 MOD 7.66 20 Dec '19 7.50 0.555 0.70 10 21 Feb '20 10.00 0.700 0.30 16 0.40 2.50 0.15
15 KPTI 15.44 20 Dec '19 17.50 0.715 0.80 1,128 21 Feb '20 20.00 0.857 1.35 10 -0.55 2.50 0.14
16 EDIT 22.32 29 Nov '19 22.00 0.462 1.25 4 17 Jan '20 22.50 0.602 2.00 138 -0.75 0.50 0.14
17 FSM 3.16 17 Jan '20 3.00 0.501 0.45 111 20 Mar '20 4.00 0.639 0.20 76 0.25 1.00 0.14
18 NAT 3.45 15 Nov '19 3.00 0.575 0.55 69 17 Jan '20 4.00 0.711 0.20 23 0.35 1.00 0.14
19 LULU 207.81 29 Nov '19 207.50 0.232 4.35 196 17 Jan '20 210.00 0.365 11.80 105 -7.45 2.50 0.13
20 CC 19.71 29 Nov '19 19.50 0.394 0.85 5 17 Jan '20 20.00 0.524 1.55 10 -0.70 0.50 0.13
21 CC 19.71 22 Nov '19 19.50 0.396 0.70 1 17 Jan '20 20.00 0.524 1.55 10 -0.85 0.50 0.13
22 TECS 8.66 20 Dec '19 8.00 0.458 0.90 223 21 Feb '20 9.00 0.584 0.85 2 0.05 1.00 0.13
23 LULU 207.81 22 Nov '19 207.50 0.240 3.55 52 17 Jan '20 210.00 0.365 11.80 105 -8.25 2.50 0.12
24 CMI 184.09 15 Nov '19 182.50 0.081 1.80 40 17 Jan '20 185.00 0.203 5.80 27 -4.00 2.50 0.12
25 CIEN 38.05 29 Nov '19 38.50 0.247 0.63 19 17 Jan '20 39.00 0.369 1.96 11 -1.33 0.50 0.12
26 ZS 44.77 29 Nov '19 44.50 0.465 2.05 31 17 Jan '20 45.00 0.585 4.20 53 -2.15 0.50 0.12
27 UPRO 61.62 15 Nov '19 61.50 0.242 0.70 43 17 Jan '20 61.67 0.361 3.40 1 -2.70 0.17 0.12
28 WORK 20.70 29 Nov '19 20.50 0.534 1.10 18 17 Jan '20 21.00 0.650 2.10 521 -1.00 0.50 0.12
29 DDD 9.40 29 Nov '19 9.50 0.272 0.28 4 17 Jan '20 10.00 0.386 0.36 12 -0.08 0.50 0.11
30 AG 10.59 29 Nov '19 10.50 0.400 0.50 18 17 Jan '20 11.00 0.514 0.65 45 -0.15 0.50 0.11
31 BBBY 13.50 27 Dec '19 13.50 0.478 0.98 5 21 Feb '20 14.00 0.589 1.44 347 -0.46 0.50 0.11
32 PLUG 3.07 17 Jan '20 3.00 0.472 0.29 1,838 20 Mar '20 3.50 0.582 0.23 166 0.06 0.50 0.11
33 MYGN 24.20 20 Dec '19 25.00 0.485 1.35 9 21 Feb '20 26.00 0.594 2.25 2 -0.90 1.00 0.11
34 CPRI 36.55 6 Dec '19 37.00 0.354 1.20 2 21 Feb '20 37.50 0.463 3.10 1 -1.90 0.50 0.11
35 SPXS 15.20 17 Jan '20 16.00 0.409 0.80 15 20 Mar '20 17.00 0.516 1.15 70 -0.35 1.00 0.11
36 LULU 207.81 15 Nov '19 207.50 0.258 2.20 296 17 Jan '20 210.00 0.365 11.80 105 -9.60 2.50 0.11
37 CPRI 36.55 13 Dec '19 37.00 0.360 1.40 1 21 Feb '20 37.50 0.463 3.10 1 -1.70 0.50 0.10
38 EXEL 15.34 20 Dec '19 15.00 0.414 1.10 13 21 Feb '20 16.00 0.516 1.30 3 -0.20 1.00 0.10
39 CWH 11.21 17 Jan '20 12.00 0.479 0.80 1 20 Mar '20 13.00 0.581 0.85 3 -0.05 1.00 0.10
40 BBBY 13.50 15 Nov '19 13.50 0.533 0.35 92 17 Jan '20 14.00 0.634 1.21 20 -0.86 0.50 0.10
41 CHWY 23.03 29 Nov '19 23.50 0.445 0.75 5 17 Jan '20 24.00 0.545 1.65 1 -0.90 0.50 0.10
42 SPXS 15.20 17 Jan '20 15.00 0.376 1.10 143 20 Mar '20 16.00 0.477 1.30 83 -0.20 1.00 0.10
43 GLOG 10.38 20 Dec '19 10.00 0.330 0.80 5 21 Feb '20 12.50 0.430 0.25 71 0.55 2.50 0.10
44 VXX 18.35 6 Dec '19 18.50 0.626 1.12 228 21 Feb '20 19.00 0.725 2.51 29 -1.39 0.50 0.10
45 DHT 7.44 15 Nov '19 7.00 0.331 0.50 4 17 Jan '20 8.00 0.428 0.25 1 0.25 1.00 0.10
46 VXX 18.35 29 Nov '19 18.50 0.617 0.92 1,386 17 Jan '20 19.00 0.713 1.92 422 -1.00 0.50 0.10
47 UNG 20.73 29 Nov '19 20.50 0.456 1.01 25 17 Jan '20 21.00 0.551 1.74 98 -0.73 0.50 0.10
48 SPXS 15.20 15 Nov '19 15.00 0.315 0.30 446 17 Jan '20 16.00 0.409 0.70 15 -0.40 1.00 0.09
49 MYGN 24.20 20 Dec '19 24.00 0.515 1.80 1 21 Feb '20 25.00 0.607 2.65 2 -0.85 1.00 0.09
50 ZG 37.70 20 Dec '19 40.00 0.407 1.10 55 21 Feb '20 45.00 0.499 1.50 3 -0.40 5.00 0.09
51 AMD 36.71 6 Dec '19 36.50 0.373 1.51 171 21 Feb '20 37.00 0.463 3.40 977 -1.89 0.50 0.09
52 PLUG 3.07 29 Nov '19 3.00 0.486 0.18 150 17 Jan '20 3.50 0.576 0.14 683 0.04 0.50 0.09
53 WORK 20.70 15 Nov '19 20.50 0.560 0.55 538 17 Jan '20 21.00 0.650 2.10 521 -1.55 0.50 0.09
54 KR 27.00 29 Nov '19 26.50 0.186 0.74 20 17 Jan '20 27.00 0.276 1.26 94 -0.52 0.50 0.09
55 BBBY 13.50 6 Dec '19 13.50 0.500 0.77 2 21 Feb '20 14.00 0.589 1.44 347 -0.67 0.50 0.09
56 CIEN 38.05 22 Nov '19 38.50 0.280 0.53 5 17 Jan '20 39.00 0.369 1.96 11 -1.43 0.50 0.09
57 HL 2.42 17 Jan '20 2.00 0.508 0.55 37 20 Mar '20 2.50 0.597 0.25 20 0.30 0.50 0.09
58 JBL 39.10 22 Nov '19 39.50 0.223 0.45 1 17 Jan '20 40.00 0.311 1.60 8 -1.15 0.50 0.09
59 KR 27.00 22 Nov '19 26.50 0.188 0.66 3 17 Jan '20 27.00 0.276 1.26 94 -0.60 0.50 0.09
60 OKTA 113.46 29 Nov '19 114.00 0.405 3.90 29 17 Jan '20 115.00 0.492 8.60 46 -4.70 1.00 0.09
61 CTL 14.62 13 Dec '19 14.50 0.246 0.55 32 21 Feb '20 15.00 0.332 0.78 3 -0.23 0.50 0.09
62 BOOT 42.42 20 Dec '19 45.00 0.431 1.45 54 21 Feb '20 50.00 0.517 2.00 3 -0.55 5.00 0.09
63 AMD 36.71 27 Dec '19 36.50 0.378 2.07 32 21 Feb '20 37.00 0.463 3.40 977 -1.33 0.50 0.08
64 AMD 36.71 13 Dec '19 36.50 0.379 1.74 75 21 Feb '20 37.00 0.463 3.40 977 -1.66 0.50 0.08
65 GEO 14.72 17 Jan '20 15.00 0.385 0.90 40 20 Mar '20 16.00 0.469 1.05 4 -0.15 1.00 0.08
66 WORK 20.70 22 Nov '19 20.50 0.567 0.90 42 17 Jan '20 21.00 0.650 2.10 521 -1.20 0.50 0.08
67 CHWY 23.03 22 Nov '19 23.50 0.462 0.60 11 17 Jan '20 24.00 0.545 1.65 1 -1.05 0.50 0.08
68 SOHU 11.29 17 Jan '20 12.50 0.491 0.65 2 20 Mar '20 15.00 0.572 0.40 120 0.25 2.50 0.08
69 VIXY 15.10 22 Nov '19 15.50 0.624 0.75 3 17 Jan '20 16.00 0.705 1.40 5 -0.65 0.50 0.08
70 SQQQ 26.56 15 Nov '19 27.00 0.421 0.25 3,067 17 Jan '20 28.00 0.502 1.60 15 -1.35 1.00 0.08
71 ZS 44.77 22 Nov '19 44.50 0.504 1.75 8 17 Jan '20 45.00 0.585 4.20 53 -2.45 0.50 0.08
72 CCK 74.77 15 Nov '19 72.50 0.171 2.55 59 17 Jan '20 75.00 0.251 3.00 2 -0.45 2.50 0.08
73 INFY 9.75 15 Nov '19 9.00 0.257 0.80 56 17 Jan '20 10.00 0.337 0.40 94 0.40 1.00 0.08
74 BBBY 13.50 22 Nov '19 13.50 0.555 0.55 13 17 Jan '20 14.00 0.634 1.21 20 -0.66 0.50 0.08
75 VXX 18.35 22 Nov '19 18.50 0.635 0.71 2,423 17 Jan '20 19.00 0.713 1.92 422 -1.21 0.50 0.08
76 JKS 16.05 15 Nov '19 16.00 0.560 0.45 1,187 17 Jan '20 17.00 0.638 1.20 3 -0.75 1.00 0.08
77 ZTO 22.50 15 Nov '19 22.00 0.223 0.65 12 17 Jan '20 23.00 0.300 0.85 11 -0.20 1.00 0.08
78 PBF 33.01 15 Nov '19 33.00 0.289 0.40 15 17 Jan '20 34.00 0.366 1.55 2 -1.15 1.00 0.08
79 SQQQ 26.56 17 Jan '20 27.00 0.476 2.00 25 20 Mar '20 28.00 0.552 2.80 6 -0.80 1.00 0.08
80 KR 27.00 29 Nov '19 27.50 0.195 0.28 8 17 Jan '20 28.00 0.270 0.81 244 -0.53 0.50 0.07
81 BOOT 42.42 20 Dec '19 40.00 0.452 3.90 97 21 Feb '20 45.00 0.526 3.50 40 0.40 5.00 0.07
82 SQQQ 26.56 15 Nov '19 26.00 0.401 0.75 260 17 Jan '20 27.00 0.476 1.90 25 -1.15 1.00 0.07
83 VXX 18.35 13 Dec '19 18.50 0.651 1.34 37 21 Feb '20 19.00 0.725 2.51 29 -1.17 0.50 0.07
84 PLAN 48.46 15 Nov '19 49.00 0.566 0.85 10 17 Jan '20 50.00 0.640 4.30 20 -3.45 1.00 0.07
85 CCJ 9.50 15 Nov '19 9.00 0.267 0.60 2 17 Jan '20 10.00 0.341 0.30 38 0.30 1.00 0.07
86 MNK 2.80 22 Nov '19 3.00 1.459 0.20 54 17 Jan '20 3.50 1.533 0.45 100 -0.25 0.50 0.07
87 CCL 44.48 29 Nov '19 44.50 0.159 0.65 1 17 Jan '20 45.00 0.232 1.50 26 -0.85 0.50 0.07
88 JBL 39.10 15 Nov '19 39.50 0.238 0.20 6 17 Jan '20 40.00 0.311 1.60 8 -1.40 0.50 0.07
89 KR 27.00 22 Nov '19 27.50 0.198 0.20 26 17 Jan '20 28.00 0.270 0.81 244 -0.61 0.50 0.07
90 SPXL 58.29 15 Nov '19 59.00 0.250 0.35 2,179 17 Jan '20 60.00 0.322 2.25 1 -1.90 1.00 0.07
91 ET 11.66 22 Nov '19 11.50 0.275 0.63 9 17 Jan '20 12.00 0.346 0.50 659 0.13 0.50 0.07
92 PLUG 3.07 22 Nov '19 3.00 0.505 0.15 444 17 Jan '20 3.50 0.576 0.14 683 0.01 0.50 0.07
93 PINS 20.52 6 Dec '19 20.50 0.448 1.00 55 21 Feb '20 21.00 0.518 1.90 16 -0.90 0.50 0.07
94 KEYS 107.06 15 Nov '19 110.00 0.255 0.20 28 17 Jan '20 115.00 0.324 2.85 42 -2.65 5.00 0.07
95 CRC 8.13 20 Dec '19 9.00 1.071 0.80 253 21 Feb '20 10.00 1.139 1.20 25 -0.40 1.00 0.07
96 BOIL 13.04 15 Nov '19 14.00 1.064 0.20 423 17 Jan '20 15.00 1.133 1.75 2 -1.55 1.00 0.07
97 BL 50.40 20 Dec '19 50.00 0.361 2.60 1 21 Feb '20 55.00 0.429 2.75 1 -0.15 5.00 0.07
98 SCO 14.49 22 Nov '19 14.50 0.570 0.60 13 17 Jan '20 15.00 0.637 1.30 1 -0.70 0.50 0.07
99 UNG 20.73 22 Nov '19 20.50 0.484 0.84 91 17 Jan '20 21.00 0.551 1.74 98 -0.90 0.50 0.07
100 AMBC 20.62 20 Dec '19 20.00 0.326 1.30 1 21 Feb '20 22.50 0.393 0.90 100 0.40 2.50 0.07
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