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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 CNAT 2.15 15 Feb '19 2.50 1.693 0.35 711 18 Apr '19 5.00 2.310 0.30 290 0.05 2.50 0.62
2 NVAX 2.18 15 Feb '19 2.00 1.976 0.50 27 18 Apr '19 2.50 2.297 0.75 413 -0.25 0.50 0.32
3 NVAX 2.18 15 Feb '19 2.50 1.949 0.30 399 18 Apr '19 3.00 2.142 0.60 51 -0.30 0.50 0.19
4 TELL 9.25 15 Feb '19 7.50 0.709 1.90 150 18 Apr '19 10.00 0.899 1.10 77 0.80 2.50 0.19
5 WATT 7.68 15 Mar '19 7.50 0.760 1.20 338 17 May '19 10.00 0.937 0.70 17 0.50 2.50 0.18
6 NIO 6.94 18 Apr '19 6.00 0.348 1.10 256 21 Jun '19 7.00 0.513 0.85 25 0.25 1.00 0.17
7 NIO 6.94 15 Feb '19 6.00 0.394 1.00 1,805 18 Apr '19 7.00 0.547 0.55 243 0.45 1.00 0.15
8 NIO 6.94 15 Mar '19 6.00 0.376 1.10 1,073 17 May '19 7.00 0.513 0.70 1,110 0.40 1.00 0.14
9 CLDR 12.93 15 Mar '19 12.50 0.487 1.15 4 17 May '19 15.00 0.605 0.90 3,659 0.25 2.50 0.12
10 RMBS 8.49 15 Mar '19 9.00 0.311 0.29 183 17 May '19 10.00 0.423 0.18 50 0.11 1.00 0.11
11 NIO 6.94 21 Jun '19 6.00 0.393 1.25 26 16 Aug '19 7.00 0.504 1.00 548 0.25 1.00 0.11
12 CLDR 12.93 15 Mar '19 15.00 0.484 0.30 73 17 May '19 17.50 0.595 0.40 60 -0.10 2.50 0.11
13 SIG 24.21 1 Feb '19 24.50 0.488 0.35 13 18 Apr '19 25.00 0.597 2.30 1 -1.95 0.50 0.11
14 SIG 24.21 8 Feb '19 24.50 0.489 0.70 32 18 Apr '19 25.00 0.597 2.30 1 -1.60 0.50 0.11
15 F 8.76 8 Feb '19 8.50 0.143 0.28 464 18 Apr '19 9.00 0.249 0.28 414  0 0.50 0.11
16 PI 14.15 15 Feb '19 15.00 0.620 0.50 5 18 Apr '19 17.50 0.725 0.80 2 -0.30 2.50 0.11
17 AKS 2.83 1 Feb '19 2.50 0.549 0.35 1,711 18 Apr '19 3.00 0.654 0.26 421 0.09 0.50 0.10
18 AG 5.81 1 Feb '19 5.50 0.417 0.35 233 18 Apr '19 6.00 0.519 0.45 567 -0.10 0.50 0.10
19 BBBY 14.70 15 Feb '19 14.50 0.457 0.72 2 18 Apr '19 15.00 0.552 1.31 6 -0.59 0.50 0.10
20 BBBY 14.70 22 Feb '19 14.50 0.459 0.89 3 18 Apr '19 15.00 0.552 1.31 6 -0.42 0.50 0.09
21 BBBY 14.70 8 Feb '19 14.50 0.459 0.63 49 18 Apr '19 15.00 0.552 1.31 6 -0.68 0.50 0.09
22 F 8.76 15 Feb '19 8.50 0.156 0.30 780 18 Apr '19 9.00 0.249 0.28 414 0.02 0.50 0.09
23 LULU 148.95 22 Feb '19 149.00 0.338 5.30 1 18 Apr '19 150.00 0.429 11.30 11 -6.00 1.00 0.09
24 NIO 6.94 17 May '19 6.00 0.391 1.20 152 19 Jul '19 7.00 0.482 0.85 1 0.35 1.00 0.09
25 CHK 2.80 22 Feb '19 2.50 0.526 0.37 41 18 Apr '19 3.00 0.604 0.22 454 0.15 0.50 0.08
26 LULU 148.95 15 Feb '19 149.00 0.351 4.55 42 18 Apr '19 150.00 0.429 11.30 11 -6.75 1.00 0.08
27 LULU 148.95 8 Feb '19 149.00 0.353 3.60 10 18 Apr '19 150.00 0.429 11.30 11 -7.70 1.00 0.08
28 LULU 148.95 1 Feb '19 149.00 0.354 2.00 50 18 Apr '19 150.00 0.429 11.30 11 -9.30 1.00 0.08
29 CIEN 39.40 15 Feb '19 39.50 0.288 0.96 20 18 Apr '19 40.00 0.361 2.37 66 -1.41 0.50 0.07
30 F 8.76 22 Feb '19 8.50 0.177 0.34 1,512 18 Apr '19 9.00 0.249 0.28 414 0.06 0.50 0.07
31 ZNGA 4.42 18 Apr '19 4.00 0.402 0.67 1 21 Jun '19 4.50 0.470 0.45 17 0.22 0.50 0.07
32 ROKU 42.85 8 Feb '19 42.50 0.649 2.18 40 18 Apr '19 43.00 0.713 5.50 32 -3.32 0.50 0.06
33 MRO 15.91 8 Feb '19 15.50 0.335 0.72 32 18 Apr '19 16.00 0.396 1.12 28 -0.40 0.50 0.06
34 MS 42.49 1 Feb '19 42.50 0.205 0.33 1,452 18 Apr '19 43.00 0.264 1.83 73 -1.50 0.50 0.06
35 WFC 49.85 8 Feb '19 49.50 0.148 0.71 217 18 Apr '19 50.00 0.205 1.82 996 -1.11 0.50 0.06
36 SHLX 20.55 15 Feb '19 20.00 0.170 0.70 2 18 Apr '19 21.00 0.226 0.60 103 0.10 1.00 0.06
37 WFC 49.85 15 Feb '19 49.50 0.149 0.87 25 18 Apr '19 50.00 0.205 1.82 996 -0.95 0.50 0.06
38 ZNGA 4.42 8 Feb '19 4.00 0.400 0.52 1 18 Apr '19 4.50 0.456 0.30 12 0.22 0.50 0.06
39 AYI 118.77 15 Mar '19 120.00 0.315 4.90 30 17 May '19 125.00 0.371 6.90 2 -2.00 5.00 0.06
40 HRB 25.65 15 Feb '19 26.00 0.246 0.50 11 18 Apr '19 27.00 0.301 0.85 4 -0.35 1.00 0.05
41 TRGP 43.66 15 Feb '19 43.00 0.222 1.30 132 18 Apr '19 44.00 0.276 1.95 1 -0.65 1.00 0.05
42 IBM 134.33 22 Feb '19 134.00 0.153 2.34 11 18 Apr '19 135.00 0.206 4.85 485 -2.51 1.00 0.05
43 MNK 21.25 8 Feb '19 21.50 0.573 0.85 20 18 Apr '19 22.00 0.624 2.10 15 -1.25 0.50 0.05
44 PGR 65.81 15 Mar '19 65.00 0.101 1.50 25 17 May '19 67.50 0.151 1.35 11 0.15 2.50 0.05
45 KR 28.08 15 Feb '19 28.50 0.249 0.44 3 18 Apr '19 29.00 0.300 1.16 82 -0.72 0.50 0.05
46 IBM 134.33 15 Feb '19 134.00 0.156 2.03 251 18 Apr '19 135.00 0.206 4.85 485 -2.82 1.00 0.05
47 AUY 2.72 1 Feb '19 2.50 0.401 0.24 640 18 Apr '19 3.00 0.450 0.12 635 0.12 0.50 0.05
48 NFLX 328.90 22 Feb '19 327.50 0.416 14.80 17 18 Apr '19 330.00 0.465 27.90 265 -13.10 2.50 0.05
49 MS 42.49 8 Feb '19 42.50 0.217 0.63 31 18 Apr '19 43.00 0.264 1.83 73 -1.20 0.50 0.05
50 TGT 71.70 22 Feb '19 72.00 0.226 1.59 1 18 Apr '19 72.50 0.272 3.20 30 -1.61 0.50 0.05
51 VICR 39.71 15 Feb '19 40.00 0.522 1.80 19 18 Apr '19 45.00 0.567 2.15 42 -0.35 5.00 0.04
52 CZR 8.61 8 Feb '19 8.50 0.525 0.40 4 18 Apr '19 9.00 0.570 0.66 15 -0.26 0.50 0.04
53 CFG 35.05 15 Feb '19 35.00 0.223 0.75 26 18 Apr '19 40.00 0.267 0.25 763 0.50 5.00 0.04
54 SQM 42.10 15 Feb '19 43.00 0.239 0.75 4 18 Apr '19 44.00 0.283 1.25 1 -0.50 1.00 0.04
55 WFC 49.85 1 Feb '19 49.50 0.163 0.52 174 18 Apr '19 50.00 0.205 1.82 996 -1.30 0.50 0.04
56 STZ 168.15 15 Feb '19 167.50 0.229 3.90 39 18 Apr '19 170.00 0.271 7.50 68 -3.60 2.50 0.04
57 MS 42.49 15 Feb '19 42.50 0.222 0.83 216 18 Apr '19 43.00 0.264 1.83 73 -1.00 0.50 0.04
58 CIEN 39.40 1 Feb '19 39.50 0.321 0.44 21 18 Apr '19 40.00 0.361 2.37 66 -1.93 0.50 0.04
59 BZUN 33.74 15 Feb '19 35.00 0.586 1.25 56 18 Apr '19 40.00 0.626 1.75 23 -0.50 5.00 0.04
60 KL 30.32 15 Feb '19 30.00 0.378 1.35 464 18 Apr '19 35.00 0.417 0.80 1,699 0.55 5.00 0.04
61 NFLX 328.90 15 Feb '19 327.50 0.426 12.85 117 18 Apr '19 330.00 0.465 27.90 265 -15.05 2.50 0.04
62 SA 13.71 15 Mar '19 14.00 0.365 0.65 15 17 May '19 15.00 0.404 0.65 14  0 1.00 0.04
63 AMGP 13.55 15 Feb '19 12.50 0.312 1.30 62 18 Apr '19 15.00 0.350 0.20 2 1.10 2.50 0.04
64 KNX 32.11 15 Mar '19 35.00 0.418 1.05 1,056 17 May '19 40.00 0.456 0.80 5 0.25 5.00 0.04
65 WBA 71.50 22 Feb '19 72.00 0.199 1.39 1 18 Apr '19 72.50 0.237 2.69 40 -1.30 0.50 0.04
66 CHK 2.80 1 Feb '19 2.50 0.567 0.30 140 18 Apr '19 3.00 0.604 0.22 454 0.08 0.50 0.04
67 FRAC 9.67 15 Feb '19 10.00 0.526 0.40 16 18 Apr '19 12.50 0.563 0.20 25 0.20 2.50 0.04
68 NFLX 328.90 8 Feb '19 327.50 0.428 10.10 90 18 Apr '19 330.00 0.465 27.90 265 -17.80 2.50 0.04
69 KR 28.08 8 Feb '19 28.50 0.263 0.33 27 18 Apr '19 29.00 0.300 1.16 82 -0.83 0.50 0.04
70 WFC 49.85 22 Feb '19 49.50 0.169 1.06 9 18 Apr '19 50.00 0.205 1.82 996 -0.76 0.50 0.04
71 STZ 168.15 8 Feb '19 167.50 0.236 3.30 8 18 Apr '19 170.00 0.271 7.50 68 -4.20 2.50 0.03
72 NIO 6.94 17 May '19 7.00 0.513 0.80 1,110 19 Jul '19 8.00 0.547 0.60 40 0.20 1.00 0.03
73 SLV 14.88 1 Feb '19 14.50 0.146 0.39 691 18 Apr '19 15.00 0.180 0.44 1,110 -0.05 0.50 0.03
74 BHC 24.16 15 Feb '19 24.50 0.437 0.79 12 18 Apr '19 25.00 0.471 1.73 3 -0.94 0.50 0.03
75 IBM 134.33 8 Feb '19 134.00 0.172 1.79 127 18 Apr '19 135.00 0.206 4.85 485 -3.06 1.00 0.03
76 TGE 24.80 15 Feb '19 25.00 0.265 0.50 112 18 Apr '19 30.00 0.298 0.10 10 0.40 5.00 0.03
77 CAG 21.39 15 Feb '19 21.00 0.291 0.80 48 18 Apr '19 22.00 0.324 1.00 22 -0.20 1.00 0.03
78 ERIC 8.88 15 Feb '19 8.00 0.332 1.00 1 18 Apr '19 9.00 0.364 0.45 12 0.55 1.00 0.03
79 ADT 7.12 15 Mar '19 7.50 0.506 0.40 70 17 May '19 10.00 0.537 0.10 6 0.30 2.50 0.03
80 CARA 14.68 15 Mar '19 15.00 0.676 1.30 27 17 May '19 17.50 0.707 1.25 1 0.05 2.50 0.03
81 SQQQ 14.20 18 Apr '19 15.00 0.681 1.60 9 21 Jun '19 16.00 0.711 1.85 32 -0.25 1.00 0.03
82 AUY 2.72 8 Feb '19 2.50 0.421 0.25 49 18 Apr '19 3.00 0.450 0.12 635 0.13 0.50 0.03
83 AG 5.81 15 Feb '19 5.50 0.490 0.45 34 18 Apr '19 6.00 0.519 0.45 567  0 0.50 0.03
84 YPF 15.67 15 Feb '19 15.50 0.380 0.65 2 18 Apr '19 16.00 0.409 0.95 35 -0.30 0.50 0.03
85 EGO 2.82 15 Feb '19 3.00 0.830 0.15 102 18 Apr '19 4.00 0.859 0.05 1 0.10 1.00 0.03
86 KMI 18.05 22 Feb '19 18.50 0.168 0.16 16 18 Apr '19 19.00 0.197 0.30 305 -0.14 0.50 0.03
87 F 8.76 1 Feb '19 8.50 0.221 0.27 2,825 18 Apr '19 9.00 0.249 0.28 414 -0.01 0.50 0.03
88 SA 13.71 15 Mar '19 13.00 0.389 1.25 108 17 May '19 14.00 0.417 1.05 64 0.20 1.00 0.03
89 DELL 46.85 15 Feb '19 47.50 0.337 1.20 66 18 Apr '19 50.00 0.364 1.85 20 -0.65 2.50 0.03
90 BIG 32.06 15 Feb '19 32.50 0.361 0.90 19 18 Apr '19 35.00 0.388 1.15 4 -0.25 2.50 0.03
91 BJ 26.59 15 Mar '19 30.00 0.418 0.50 7 17 May '19 35.00 0.444 0.40 5 0.10 5.00 0.03
92 NIO 6.94 15 Feb '19 7.00 0.549 0.35 21,909 18 Apr '19 8.00 0.574 0.35 291  0 1.00 0.03
93 PGR 65.81 15 Mar '19 67.50 0.129 0.60 283 17 May '19 70.00 0.154 0.75 17 -0.15 2.50 0.03
94 SLB 44.00 22 Feb '19 44.50 0.245 0.91 15 18 Apr '19 45.00 0.271 1.75 164 -0.84 0.50 0.03
95 ET 14.28 15 Feb '19 14.50 0.231 0.20 493 18 Apr '19 15.00 0.256 0.37 635 -0.17 0.50 0.03
96 ASHR 23.70 8 Feb '19 23.50 0.212 0.51 101 18 Apr '19 23.71 0.237 0.90 1 -0.39 0.21 0.03
97 ROKU 42.85 15 Feb '19 42.50 0.688 2.81 131 18 Apr '19 43.00 0.713 5.50 32 -2.69 0.50 0.03
98 MRNS 3.04 15 Feb '19 3.00 1.077 0.40 4 18 Apr '19 4.00 1.102 0.15 13 0.25 1.00 0.03
99 WMT 96.71 8 Feb '19 97.00 0.176 1.05 180 18 Apr '19 97.50 0.200 3.20 22 -2.15 0.50 0.02
100 MNK 21.25 1 Feb '19 21.50 0.601 0.60 65 18 Apr '19 22.00 0.624 2.10 15 -1.50 0.50 0.02
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