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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 ITCI 8.05 15 Nov '19 10.00 0.918 0.50 1 17 Jan '20 12.50 1.816 1.95 21 -1.45 2.50 0.90
2 AMRN 15.89 11 Oct '19 15.50 0.485 0.92 1 20 Dec '19 16.00 0.890 2.48 11 -1.56 0.50 0.40
3 AMRN 15.89 18 Oct '19 15.50 0.541 1.07 248 20 Dec '19 16.00 0.890 2.48 11 -1.41 0.50 0.35
4 VRAY 3.21 18 Oct '19 3.00 0.843 0.50 1 20 Dec '19 4.00 1.138 0.40 61 0.10 1.00 0.29
5 PRTK 4.63 18 Oct '19 5.00 0.849 0.35 6 20 Dec '19 7.50 1.089 0.05 1 0.30 2.50 0.24
6 PLUG 2.70 4 Oct '19 2.50 0.416 0.26 27 20 Dec '19 3.00 0.634 0.16 1 0.10 0.50 0.22
7 I 24.72 18 Oct '19 25.00 0.674 1.60 213 20 Dec '19 26.00 0.886 3.60 1,202 -2.00 1.00 0.21
8 INSG 5.03 18 Oct '19 5.00 0.567 0.35 68 20 Dec '19 7.50 0.744 0.10 316 0.25 2.50 0.18
9 PLUG 2.70 18 Oct '19 2.50 0.458 0.27 325 20 Dec '19 3.00 0.634 0.16 1 0.11 0.50 0.18
10 AMRS 4.79 17 Jan '20 5.00 1.020 1.10 22 20 Mar '20 5.50 1.187 1.15 18 -0.05 0.50 0.17
11 APPS 6.79 18 Oct '19 7.50 0.619 0.20 179 20 Dec '19 10.00 0.783 0.15 26 0.05 2.50 0.16
12 GDOT 26.65 18 Oct '19 30.00 0.406 0.25 305 20 Dec '19 35.00 0.563 0.60 3 -0.35 5.00 0.16
13 FSM 3.47 18 Oct '19 3.00 0.530 0.60 1 20 Dec '19 4.00 0.680 0.25 27 0.35 1.00 0.15
14 LK 20.37 11 Oct '19 20.50 0.506 0.85 9 20 Dec '19 21.00 0.650 2.15 5 -1.30 0.50 0.14
15 SPXU 25.78 18 Oct '19 25.00 0.356 1.45 63 20 Dec '19 26.00 0.499 2.25 4 -0.80 1.00 0.14
16 ALDX 5.69 18 Oct '19 5.00 0.904 1.00 13 20 Dec '19 7.50 1.044 0.50 15 0.50 2.50 0.14
17 LK 20.37 18 Oct '19 20.50 0.510 1.00 13 20 Dec '19 21.00 0.650 2.15 5 -1.15 0.50 0.14
18 ZIOP 4.28 15 Nov '19 4.50 0.769 0.60 60 17 Jan '20 5.00 0.892 0.55 441 0.05 0.50 0.12
19 SPXS 17.01 18 Oct '19 17.00 0.408 0.75 648 20 Dec '19 18.00 0.531 1.25 133 -0.50 1.00 0.12
20 CXW 18.09 18 Oct '19 18.00 0.181 0.40 157 20 Dec '19 19.00 0.303 0.60 8 -0.20 1.00 0.12
21 LK 20.37 25 Oct '19 20.50 0.530 1.30 3 20 Dec '19 21.00 0.650 2.15 5 -0.85 0.50 0.12
22 TLRD 4.25 15 Nov '19 5.00 0.707 0.25 913 17 Jan '20 6.00 0.820 0.25 169  0 1.00 0.11
23 LK 20.37 4 Oct '19 20.50 0.538 0.65 8 20 Dec '19 21.00 0.650 2.15 5 -1.50 0.50 0.11
24 OILD 14.96 18 Oct '19 15.00 1.032 1.60 51 20 Dec '19 16.00 1.142 2.65 2 -1.05 1.00 0.11
25 MEDP 85.02 18 Oct '19 90.00 0.287 0.90 12 20 Dec '19 95.00 0.393 2.95 8 -2.05 5.00 0.11
26 FND 51.20 18 Oct '19 50.00 0.393 2.70 284 20 Dec '19 52.50 0.489 4.10 634 -1.40 2.50 0.10
27 VFF 9.32 18 Oct '19 10.00 0.597 0.45 22 20 Dec '19 11.00 0.693 0.65 22 -0.20 1.00 0.10
28 PLUG 2.70 25 Oct '19 2.50 0.540 0.33 10 20 Dec '19 3.00 0.634 0.16 1 0.17 0.50 0.09
29 SIG 16.65 1 Nov '19 17.00 0.617 1.25 10 17 Jan '20 17.50 0.711 2.25 14 -1.00 0.50 0.09
30 TWTR 42.50 18 Oct '19 42.50 0.347 1.49 523 20 Dec '19 43.00 0.441 3.35 64 -1.86 0.50 0.09
31 VXX 23.62 4 Oct '19 23.50 0.650 1.04 227 20 Dec '19 24.00 0.742 3.20 400 -2.16 0.50 0.09
32 AUDC 20.69 18 Oct '19 20.00 0.417 1.50 20 20 Dec '19 22.50 0.510 1.10 1 0.40 2.50 0.09
33 TWTR 42.50 11 Oct '19 42.50 0.349 1.25 50 20 Dec '19 43.00 0.441 3.35 64 -2.10 0.50 0.09
34 TWTR 42.50 4 Oct '19 42.50 0.349 0.94 234 20 Dec '19 43.00 0.441 3.35 64 -2.41 0.50 0.09
35 TWTR 42.50 4 Oct '19 42.00 0.351 1.23 414 20 Dec '19 43.00 0.441 3.35 64 -2.12 1.00 0.09
36 UNG 21.55 1 Nov '19 21.50 0.407 1.23 14 17 Jan '20 22.00 0.498 2.16 452 -0.93 0.50 0.09
37 TWTR 42.50 18 Oct '19 42.00 0.351 1.77 590 20 Dec '19 43.00 0.441 3.35 64 -1.58 1.00 0.09
38 LSCC 19.87 18 Oct '19 20.00 0.508 1.00 838 20 Dec '19 22.50 0.596 1.30 46 -0.30 2.50 0.09
39 MIK 9.76 18 Oct '19 10.00 0.696 0.65 97 20 Dec '19 12.50 0.784 0.55 2,262 0.10 2.50 0.09
40 TWTR 42.50 11 Oct '19 42.00 0.354 1.53 915 20 Dec '19 43.00 0.441 3.35 64 -1.82 1.00 0.09
41 CDE 5.44 18 Oct '19 6.00 0.582 0.15 342 20 Dec '19 7.00 0.668 0.20 71 -0.05 1.00 0.09
42 ZUO 15.24 18 Oct '19 15.00 0.494 0.95 3 20 Dec '19 16.00 0.579 1.35 9 -0.40 1.00 0.08
43 LULU 193.02 18 Oct '19 192.50 0.289 5.90 45 20 Dec '19 195.00 0.371 12.95 22 -7.05 2.50 0.08
44 JWN 32.24 1 Nov '19 32.00 0.396 1.94 1 17 Jan '20 32.50 0.478 3.05 22 -1.11 0.50 0.08
45 ZUO 15.24 15 Nov '19 15.00 0.510 1.35 7 17 Jan '20 16.00 0.590 1.60 961 -0.25 1.00 0.08
46 PTLA 29.10 18 Oct '19 30.00 0.457 1.05 225 20 Dec '19 35.00 0.537 1.00 51 0.05 5.00 0.08
47 LULU 193.02 11 Oct '19 192.50 0.292 5.05 22 20 Dec '19 195.00 0.371 12.95 22 -7.90 2.50 0.08
48 LULU 193.02 25 Oct '19 192.50 0.293 6.85 33 20 Dec '19 195.00 0.371 12.95 22 -6.10 2.50 0.08
49 LSCC 19.87 18 Oct '19 17.50 0.533 2.70 50 20 Dec '19 20.00 0.612 2.10 1,157 0.60 2.50 0.08
50 PLAN 49.17 18 Oct '19 49.00 0.552 2.95 2 20 Dec '19 50.00 0.630 5.50 20 -2.55 1.00 0.08
51 NRG 39.76 4 Oct '19 39.50 0.184 0.85 7 20 Dec '19 40.00 0.262 1.90 15 -1.05 0.50 0.08
52 DOCU 62.61 18 Oct '19 65.00 0.368 1.40 432 20 Dec '19 67.50 0.444 3.40 13 -2.00 2.50 0.08
53 LULU 193.02 4 Oct '19 192.50 0.297 3.90 295 20 Dec '19 195.00 0.371 12.95 22 -9.05 2.50 0.07
54 SPXS 17.01 15 Nov '19 17.00 0.451 1.20 36 17 Jan '20 18.00 0.525 1.55 149 -0.35 1.00 0.07
55 KEM 19.41 18 Oct '19 19.00 0.470 1.20 11 20 Dec '19 20.00 0.544 1.75 20 -0.55 1.00 0.07
56 AUDC 20.69 18 Oct '19 22.50 0.441 0.65 19 20 Dec '19 25.00 0.515 0.50 4 0.15 2.50 0.07
57 BERY 39.77 18 Oct '19 40.00 0.265 1.05 2,550 20 Dec '19 42.50 0.337 1.45 349 -0.40 2.50 0.07
58 TREX 88.54 18 Oct '19 85.00 0.352 5.30 2 20 Dec '19 90.00 0.422 6.60 2 -1.30 5.00 0.07
59 SDOW 45.87 18 Oct '19 45.00 0.397 2.35 3 20 Dec '19 46.00 0.466 4.00 13 -1.65 1.00 0.07
60 AAOI 11.70 18 Oct '19 12.00 0.558 0.55 31 20 Dec '19 12.50 0.627 1.00 63 -0.45 0.50 0.07
61 CARA 20.03 18 Oct '19 22.50 0.566 0.45 117 20 Dec '19 25.00 0.634 0.85 5 -0.40 2.50 0.07
62 CARA 20.03 15 Nov '19 22.50 0.595 1.05 282 17 Jan '20 25.00 0.663 1.35 51 -0.30 2.50 0.07
63 URBN 24.84 25 Oct '19 24.50 0.398 1.45 10 20 Dec '19 25.00 0.466 2.10 2 -0.65 0.50 0.07
64 ZEN 73.42 18 Oct '19 75.00 0.386 2.30 29 20 Dec '19 77.50 0.453 4.70 3 -2.40 2.50 0.07
65 FIZZ 44.07 18 Oct '19 45.00 0.450 1.65 33 20 Dec '19 47.10 0.515 3.10 3 -1.45 2.10 0.07
66 FIVN 55.98 18 Oct '19 60.00 0.423 1.05 19 20 Dec '19 65.00 0.488 2.15 53 -1.10 5.00 0.07
67 DOCU 62.61 18 Oct '19 62.50 0.386 2.55 76 20 Dec '19 65.00 0.451 4.40 39 -1.85 2.50 0.07
68 TXMD 4.16 17 Jan '20 4.00 0.847 0.90 169 20 Mar '20 5.00 0.908 0.65 5 0.25 1.00 0.06
69 ULTA 235.54 18 Oct '19 237.50 0.329 7.00 35 20 Dec '19 240.00 0.390 15.70 18 -8.70 2.50 0.06
70 NSSC 26.25 18 Oct '19 25.00 0.477 2.10 9 20 Dec '19 30.00 0.536 1.25 1 0.85 5.00 0.06
71 FIVN 55.98 18 Oct '19 55.00 0.437 3.10 6 20 Dec '19 60.00 0.496 3.70 30 -0.60 5.00 0.06
72 ULTA 235.54 11 Oct '19 237.50 0.331 5.70 47 20 Dec '19 240.00 0.390 15.70 18 -10.00 2.50 0.06
73 KFY 39.28 18 Oct '19 40.00 0.230 0.75 5 20 Dec '19 45.00 0.289 0.35 2 0.40 5.00 0.06
74 CMTL 34.97 15 Nov '19 35.00 0.327 1.85 11 17 Jan '20 40.00 0.386 1.20 3 0.65 5.00 0.06
75 NWL 18.02 18 Oct '19 18.00 0.327 0.65 53 20 Dec '19 19.00 0.385 0.85 161 -0.20 1.00 0.06
76 ULTA 235.54 4 Oct '19 237.50 0.332 4.10 111 20 Dec '19 240.00 0.390 15.70 18 -11.60 2.50 0.06
77 AG 10.00 18 Oct '19 10.50 0.551 0.40 89 20 Dec '19 11.00 0.608 0.75 104 -0.35 0.50 0.06
78 CDE 5.44 17 Jan '20 6.00 0.606 0.55 63 20 Mar '20 7.00 0.663 0.50 2 0.05 1.00 0.06
79 AAP 162.28 18 Oct '19 165.00 0.282 3.50 35 20 Dec '19 170.00 0.339 7.40 2 -3.90 5.00 0.06
80 JDST 14.51 4 Oct '19 14.50 1.008 1.15 95 20 Dec '19 15.00 1.064 2.60 189 -1.45 0.50 0.06
81 AAOI 11.70 25 Oct '19 12.00 0.571 0.69 14 20 Dec '19 12.50 0.627 1.00 63 -0.31 0.50 0.06
82 NWL 18.02 18 Oct '19 19.00 0.315 0.25 17 20 Dec '19 20.00 0.370 0.55 37 -0.30 1.00 0.06
83 GPS 17.23 18 Oct '19 17.50 0.362 0.52 73 20 Dec '19 18.00 0.418 1.06 2 -0.54 0.50 0.06
84 VRNT 44.29 18 Oct '19 45.00 0.262 1.00 3 20 Dec '19 50.00 0.317 0.80 3 0.20 5.00 0.06
85 AAXN 60.43 18 Oct '19 65.00 0.366 0.75 146 20 Dec '19 70.00 0.421 1.80 27 -1.05 5.00 0.06
86 VXX 23.62 11 Oct '19 23.50 0.688 1.44 132 20 Dec '19 24.00 0.742 3.20 400 -1.76 0.50 0.05
87 CROX 27.99 18 Oct '19 28.00 0.430 1.25 16 20 Dec '19 29.00 0.483 2.10 3 -0.85 1.00 0.05
88 ACHN 3.71 17 Jan '20 4.00 0.683 0.55 48 20 Mar '20 5.00 0.736 0.25 40 0.30 1.00 0.05
89 ZEN 73.42 18 Oct '19 72.50 0.406 3.60 53 20 Dec '19 75.00 0.458 5.70 1 -2.10 2.50 0.05
90 ULTA 235.54 25 Oct '19 237.50 0.338 8.30 5 20 Dec '19 240.00 0.390 15.70 18 -7.40 2.50 0.05
91 VIAV 14.55 18 Oct '19 15.00 0.321 0.30 1,548 20 Dec '19 16.00 0.372 0.51 19 -0.21 1.00 0.05
92 CRUS 54.73 18 Oct '19 54.50 0.316 2.00 8 20 Dec '19 55.00 0.368 3.70 11 -1.70 0.50 0.05
93 SINA 41.45 18 Oct '19 42.50 0.385 1.25 11 20 Dec '19 45.00 0.435 1.99 1 -0.74 2.50 0.05
94 TQQQ 62.92 4 Oct '19 62.50 0.507 2.23 83 20 Dec '19 63.00 0.556 6.65 3 -4.42 0.50 0.05
95 ETSY 55.00 18 Oct '19 60.00 0.466 0.95 2,449 20 Dec '19 65.00 0.514 2.05 139 -1.10 5.00 0.05
96 LM 38.60 18 Oct '19 38.00 0.185 1.25 2 20 Dec '19 39.00 0.232 1.50 2 -0.25 1.00 0.05
97 CPRT 81.04 18 Oct '19 80.00 0.220 2.50 40 20 Dec '19 85.00 0.268 2.50 30  0 5.00 0.05
98 FSM 3.47 17 Jan '20 3.00 0.663 0.85 55 20 Mar '20 4.00 0.710 0.45 122 0.40 1.00 0.05
99 UPLD 35.07 18 Oct '19 40.00 0.434 0.30 10 20 Dec '19 45.00 0.479 0.60 3 -0.30 5.00 0.05
100 GIII 24.69 18 Oct '19 25.00 0.575 1.35 38 20 Dec '19 30.00 0.619 1.20 12 0.15 5.00 0.04
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