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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 SGMO 11.08 21 Dec '18 12.00 0.847 0.80 16 15 Feb '19 13.00 1.019 1.40 15 -0.60 1.00 0.17
2 SNAP 6.20 28 Dec '18 6.50 0.612 0.38 12 15 Feb '19 7.00 0.744 0.54 122 -0.16 0.50 0.13
3 VKTX 12.17 21 Dec '18 12.00 0.816 1.25 114 15 Feb '19 12.50 0.942 1.85 22 -0.60 0.50 0.13
4 SFIX 25.33 30 Nov '18 25.50 0.664 1.00 27 18 Jan '19 26.00 0.781 2.65 1 -1.65 0.50 0.12
5 OMI 8.47 18 Jan '19 10.00 0.501 0.25 11 15 Mar '19 12.50 0.596 0.15 6 0.10 2.50 0.10
6 SDOW 17.90 18 Jan '19 17.00 0.510 2.00 15 15 Mar '19 18.00 0.597 2.20 7 -0.20 1.00 0.09
7 IAG 3.21 18 Jan '19 3.50 0.474 0.15 10 15 Mar '19 4.00 0.549 0.10 2 0.05 0.50 0.07
8 TWTR 31.12 14 Dec '18 31.50 0.505 1.36 11 15 Feb '19 32.00 0.573 2.99 2 -1.63 0.50 0.07
9 TWTR 31.12 7 Dec '18 31.50 0.505 1.08 11 15 Feb '19 32.00 0.573 2.99 2 -1.91 0.50 0.07
10 COTY 8.58 7 Dec '18 8.50 0.402 0.32 12 15 Feb '19 9.00 0.470 0.58 12 -0.26 0.50 0.07
11 CMCM 8.80 18 Jan '19 8.00 0.514 1.40 8 15 Mar '19 9.00 0.582 0.95 5 0.45 1.00 0.07
12 SNAP 6.20 21 Dec '18 6.50 0.678 0.35 140 15 Feb '19 7.00 0.744 0.54 122 -0.19 0.50 0.07
13 SNAP 6.20 14 Dec '18 6.50 0.680 0.30 277 15 Feb '19 7.00 0.744 0.54 122 -0.24 0.50 0.06
14 COTY 8.58 21 Dec '18 8.50 0.406 0.44 1 15 Feb '19 9.00 0.470 0.58 12 -0.14 0.50 0.06
15 KR 29.69 30 Nov '18 29.50 0.296 0.61 47 18 Jan '19 30.00 0.359 1.51 54 -0.90 0.50 0.06
16 AMD 19.38 28 Dec '18 19.50 0.689 1.62 11 15 Feb '19 20.00 0.752 2.49 90 -0.87 0.50 0.06
17 AMRN 19.20 30 Nov '18 19.50 0.967 1.05 1,162 18 Jan '19 20.00 1.029 2.68 419 -1.63 0.50 0.06
18 AEO 19.54 30 Nov '18 19.50 0.463 0.65 311 18 Jan '19 20.00 0.524 1.35 2 -0.70 0.50 0.06
19 SNAP 6.20 7 Dec '18 6.50 0.684 0.22 327 15 Feb '19 7.00 0.744 0.54 122 -0.32 0.50 0.06
20 TWTR 31.12 21 Dec '18 31.50 0.514 1.61 65 15 Feb '19 32.00 0.573 2.99 2 -1.38 0.50 0.06
21 AMRS 3.94 18 Jan '19 5.00 0.934 0.30 1 15 Mar '19 7.50 0.993 0.15 2 0.15 2.50 0.06
22 NEPT 3.19 21 Dec '18 3.00 0.941 0.45 3 15 Feb '19 4.00 1.000 0.30 30 0.15 1.00 0.06
23 NIO 7.46 21 Dec '18 8.00 0.836 0.50 1,328 15 Feb '19 9.00 0.894 0.70 10 -0.20 1.00 0.06
24 SDOW 17.90 21 Dec '18 17.00 0.539 1.60 77 15 Feb '19 18.00 0.596 1.90 6 -0.30 1.00 0.06
25 PCG 23.84 30 Nov '18 23.50 0.665 1.20 165 18 Jan '19 24.00 0.718 2.55 70 -1.35 0.50 0.05
26 EXEL 18.07 21 Dec '18 18.00 0.522 1.10 117 15 Feb '19 19.00 0.572 1.40 3 -0.30 1.00 0.05
27 OMER 14.21 21 Dec '18 15.00 0.892 1.20 11 15 Feb '19 16.00 0.941 1.75 15 -0.55 1.00 0.05
28 NWL 21.74 18 Jan '19 22.00 0.357 1.15 15 15 Mar '19 23.00 0.400 1.35 2 -0.20 1.00 0.04
29 EXEL 18.07 21 Dec '18 19.00 0.513 0.75 568 15 Feb '19 20.00 0.555 1.10 21 -0.35 1.00 0.04
30 M 32.01 14 Dec '18 32.50 0.393 1.11 4 15 Feb '19 33.00 0.432 1.97 3 -0.86 0.50 0.04
31 ZG 29.14 21 Dec '18 30.00 0.569 1.50 15 15 Feb '19 35.00 0.608 1.30 1 0.20 5.00 0.04
32 COST 220.06 30 Nov '18 222.50 0.214 1.65 166 18 Jan '19 223.00 0.253 7.30 18 -5.65 0.50 0.04
33 SPY 263.25 26 Nov '18 263.50 0.140 1.22 1,917 18 Jan '19 264.00 0.177 6.95 2,315 -5.73 0.50 0.04
34 TOL 32.60 30 Nov '18 32.50 0.383 0.80 10 4 Jan '19 33.00 0.420 1.60 1 -0.80 0.50 0.04
35 ACB 6.07 18 Jan '19 7.00 0.848 0.50 2,202 15 Mar '19 7.50 0.885 0.70 28 -0.20 0.50 0.04
36 SPY 263.25 26 Nov '18 263.50 0.140 1.22 1,917 4 Jan '19 264.00 0.175 5.76 11 -4.54 0.50 0.04
37 TOL 32.60 30 Nov '18 32.50 0.383 0.80 10 18 Jan '19 33.00 0.417 1.80 51 -1.00 0.50 0.03
38 SH 30.12 21 Dec '18 30.00 0.176 0.75 4 15 Feb '19 31.00 0.210 0.80 4 -0.05 1.00 0.03
39 FDC 17.45 18 Jan '19 18.00 0.379 0.85 2 15 Mar '19 19.00 0.410 0.95 1 -0.10 1.00 0.03
40 COST 220.06 30 Nov '18 220.00 0.224 2.82 254 4 Jan '19 222.50 0.253 6.30 7 -3.48 2.50 0.03
41 TMV 21.84 21 Dec '18 22.00 0.279 0.65 8 15 Feb '19 23.00 0.307 0.75 1 -0.10 1.00 0.03
42 SFM 27.42 18 Jan '19 27.50 0.311 1.40 3 15 Mar '19 30.00 0.336 1.05 5 0.35 2.50 0.03
43 SQQQ 16.45 18 Jan '19 16.00 0.747 2.20 51 15 Mar '19 17.00 0.771 2.50 4 -0.30 1.00 0.02
44 JACK 87.61 18 Jan '19 90.00 0.242 2.50 23 15 Mar '19 95.00 0.266 2.45 2 0.05 5.00 0.02
45 HD 168.85 30 Nov '18 167.50 0.219 2.87 59 18 Jan '19 170.00 0.243 5.85 58 -2.98 2.50 0.02
46 DXC 57.97 18 Jan '19 60.00 0.348 2.40 2 15 Mar '19 62.50 0.370 2.85 1 -0.45 2.50 0.02
47 GLNG 23.81 18 Jan '19 25.00 0.535 1.65 62 15 Mar '19 27.50 0.557 1.50 73 0.15 2.50 0.02
48 FIT 5.38 28 Dec '18 5.50 0.599 0.36 16 15 Feb '19 6.00 0.621 0.39 68 -0.03 0.50 0.02
49 JNUG 7.01 28 Dec '18 7.50 0.804 0.57 2 15 Feb '19 8.00 0.826 0.71 7 -0.14 0.50 0.02
50 AA 32.31 30 Nov '18 32.50 0.498 0.90 47 18 Jan '19 33.00 0.520 2.20 11 -1.30 0.50 0.02
51 KEM 19.51 18 Jan '19 19.00 0.651 2.35 1 15 Mar '19 20.00 0.673 2.60 40 -0.25 1.00 0.02
52 NEM 32.46 30 Nov '18 32.50 0.301 0.53 163 18 Jan '19 33.00 0.322 1.19 21 -0.66 0.50 0.02
53 KO 49.02 30 Nov '18 49.50 0.137 0.19 315 18 Jan '19 50.00 0.157 0.65 324 -0.46 0.50 0.02
54 SPXS 27.99 21 Dec '18 27.00 0.554 2.30 149 15 Feb '19 28.00 0.574 2.95 2 -0.65 1.00 0.02
55 PYX 14.22 21 Dec '18 15.00 1.191 1.65 637 15 Feb '19 17.50 1.210 2.00 20 -0.35 2.50 0.02
56 NEM 32.46 30 Nov '18 32.50 0.301 0.53 163 4 Jan '19 33.00 0.320 0.96 1 -0.43 0.50 0.02
57 BJ 21.89 21 Dec '18 22.50 0.502 1.05 15 15 Feb '19 25.00 0.520 0.95 5 0.10 2.50 0.02
58 DNR 2.19 18 Jan '19 2.50 0.986 0.30 4 15 Mar '19 3.00 1.004 0.20 14 0.10 0.50 0.02
59 FIT 5.38 30 Nov '18 5.50 0.577 0.14 301 18 Jan '19 6.00 0.595 0.26 59 -0.12 0.50 0.02
60 SLV 13.42 4 Jan '19 13.50 0.207 0.35 20 29 Mar '19 14.00 0.224 0.47 243 -0.12 0.50 0.02
61 NOK 5.49 21 Dec '18 5.50 0.329 0.21 30 15 Feb '19 6.00 0.346 0.17 7 0.04 0.50 0.02
62 ORCL 48.70 30 Nov '18 48.50 0.263 0.82 55 18 Jan '19 49.00 0.280 1.96 5 -1.14 0.50 0.02
63 CRON 8.81 30 Nov '18 8.50 0.806 0.60 156 18 Jan '19 9.00 0.823 1.00 53 -0.40 0.50 0.02
64 CLX 162.83 30 Nov '18 162.50 0.209 2.30 11 18 Jan '19 165.00 0.226 4.60 14 -2.30 2.50 0.02
65 AMD 19.38 21 Dec '18 19.50 0.736 1.53 280 15 Feb '19 20.00 0.752 2.49 90 -0.96 0.50 0.02
66 SQQQ 16.45 21 Dec '18 16.00 0.773 1.65 336 15 Feb '19 17.00 0.788 2.20 6 -0.55 1.00 0.02
67 BABA 150.33 28 Dec '18 152.50 0.404 6.60 24 15 Feb '19 155.00 0.419 9.90 50 -3.30 2.50 0.02
68 GLD 115.77 7 Dec '18 115.50 0.104 1.10 3 15 Feb '19 116.00 0.119 2.56 1 -1.46 0.50 0.02
69 TEVA 21.94 30 Nov '18 22.00 0.411 0.48 17 18 Jan '19 22.50 0.426 1.18 3 -0.70 0.50 0.01
70 GILD 66.59 21 Dec '18 67.00 0.292 1.98 22 15 Feb '19 67.50 0.306 3.45 10 -1.47 0.50 0.01
71 MCD 181.93 21 Dec '18 182.50 0.201 3.40 109 15 Feb '19 185.00 0.215 5.65 13 -2.25 2.50 0.01
72 UAL 94.84 30 Nov '18 94.00 0.300 2.06 90 18 Jan '19 95.00 0.314 4.40 48 -2.34 1.00 0.01
73 AG 5.09 30 Nov '18 5.00 0.578 0.25 63 4 Jan '19 5.50 0.592 0.20 71 0.05 0.50 0.01
74 BK 49.86 30 Nov '18 49.50 0.244 0.88 40 18 Jan '19 50.00 0.258 1.94 10 -1.06 0.50 0.01
75 SLV 13.42 30 Nov '18 13.50 0.204 0.12 948 18 Jan '19 14.00 0.218 0.23 239 -0.11 0.50 0.01
76 ARCH 82.12 21 Dec '18 85.00 0.372 2.20 33 15 Feb '19 90.00 0.386 3.10 18 -0.90 5.00 0.01
77 NOK 5.49 14 Dec '18 5.50 0.332 0.19 20 15 Feb '19 6.00 0.346 0.17 7 0.02 0.50 0.01
78 GLD 115.77 30 Nov '18 115.50 0.099 0.79 217 18 Jan '19 116.00 0.113 1.94 94 -1.15 0.50 0.01
79 GLNG 23.81 18 Jan '19 22.50 0.557 2.85 10 15 Mar '19 25.00 0.571 2.45 177 0.40 2.50 0.01
80 GLD 115.77 4 Jan '19 115.50 0.109 1.91 1 15 Mar '19 116.00 0.122 3.10 150 -1.19 0.50 0.01
81 TBT 39.51 30 Nov '18 39.50 0.167 0.38 103 18 Jan '19 40.00 0.180 0.83 72 -0.45 0.50 0.01
82 GLD 115.77 14 Dec '18 115.50 0.107 1.35 102 15 Feb '19 116.00 0.119 2.56 1 -1.21 0.50 0.01
83 MSFT 103.07 28 Dec '18 104.00 0.296 3.40 17 15 Feb '19 105.00 0.309 5.15 166 -1.75 1.00 0.01
84 SLV 13.42 18 Jan '19 13.50 0.212 0.42 346 29 Mar '19 14.00 0.224 0.47 243 -0.05 0.50 0.01
85 FAZ 11.60 30 Nov '18 11.50 0.545 0.43 81 18 Jan '19 12.00 0.557 0.75 18 -0.32 0.50 0.01
86 BBD 9.62 18 Jan '19 10.00 0.364 0.41 408 15 Mar '19 11.00 0.376 0.32 15 0.09 1.00 0.01
87 GM 35.93 4 Jan '19 35.50 0.290 1.68 3 15 Mar '19 36.00 0.301 2.34 98 -0.66 0.50 0.01
88 CTXS 106.68 18 Jan '19 110.00 0.241 2.80 35 15 Mar '19 115.00 0.252 2.70 26 0.10 5.00 0.01
89 GLD 115.77 21 Dec '18 115.50 0.109 1.56 243 15 Feb '19 116.00 0.119 2.56 1 -1.00 0.50 0.01
90 CSX 69.78 30 Nov '18 69.50 0.305 1.37 8 18 Jan '19 70.00 0.316 3.15 28 -1.78 0.50 0.01
91 GLD 115.77 30 Nov '18 116.00 0.100 0.55 1,278 4 Jan '19 116.50 0.110 1.36 1 -0.81 0.50 0.01
92 LL 12.54 30 Nov '18 12.50 0.549 0.50 55 18 Jan '19 13.00 0.559 0.80 10 -0.30 0.50 0.01
93 GT 22.54 30 Nov '18 22.50 0.345 0.50 45 18 Jan '19 23.00 0.355 0.95 1 -0.45 0.50 0.01
94 GDX 19.36 18 Jan '19 19.50 0.256 0.73 96 15 Mar '19 20.00 0.266 0.85 153 -0.12 0.50 0.01
95 PEGI 20.35 18 Jan '19 22.50 0.331 0.45 5 15 Mar '19 25.00 0.340 0.20 4 0.25 2.50 0.01
96 TLT 115.14 21 Dec '18 115.50 0.083 0.90 11 15 Feb '19 116.00 0.091 1.59 2 -0.69 0.50 0.01
97 BIDU 182.61 28 Dec '18 182.50 0.395 9.15 1 15 Feb '19 185.00 0.404 13.05 6 -3.90 2.50 0.01
98 TLT 115.14 28 Dec '18 115.50 0.083 1.14 68 15 Feb '19 116.00 0.091 1.59 2 -0.45 0.50 0.01
99 FXE 108.42 30 Nov '18 108.50 0.075 0.43 25 18 Jan '19 109.00 0.083 1.09 30 -0.66 0.50 0.01
100 URBN 36.16 30 Nov '18 36.50 0.428 0.75 19 18 Jan '19 37.00 0.436 2.00 3 -1.25 0.50 0.01
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