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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 CVM 7.73 16 Aug '19 7.50 0.970 0.85 227 18 Oct '19 10.00 1.280 1.00 81 -0.15 2.50 0.31
2 NBRV 2.35 16 Aug '19 2.50 1.108 0.20 27 18 Oct '19 5.00 1.361 0.10 1 0.10 2.50 0.25
3 ITCI 8.12 20 Sep '19 10.00 0.844 0.50 8 15 Nov '19 12.50 1.023 0.60 8 -0.10 2.50 0.18
4 AMRN 18.14 16 Aug '19 18.50 0.619 0.89 95 18 Oct '19 19.00 0.790 2.20 210 -1.31 0.50 0.17
5 AMRN 18.14 30 Aug '19 18.50 0.621 1.31 20 18 Oct '19 19.00 0.790 2.20 210 -0.89 0.50 0.17
6 DBD 14.22 20 Sep '19 12.50 0.468 2.35 1 15 Nov '19 15.00 0.632 1.60 4 0.75 2.50 0.16
7 AMRN 18.14 9 Aug '19 18.50 0.636 0.70 17 18 Oct '19 19.00 0.790 2.20 210 -1.50 0.50 0.15
8 WATT 4.38 15 Nov '19 5.00 0.830 0.60 119 17 Jan '20 7.50 0.976 0.30 6 0.30 2.50 0.15
9 ITCI 8.12 20 Sep '19 7.50 0.875 1.45 1 15 Nov '19 10.00 1.004 1.05 11 0.40 2.50 0.13
10 BBBY 9.67 20 Sep '19 9.00 0.496 1.20 16 15 Nov '19 10.00 0.619 1.15 314 0.05 1.00 0.12
11 SIG 18.01 2 Aug '19 18.50 0.485 0.20 83 18 Oct '19 19.00 0.606 1.60 6 -1.40 0.50 0.12
12 SPXS 16.97 16 Aug '19 16.00 0.252 1.10 94 18 Oct '19 17.00 0.355 1.05 21 0.05 1.00 0.10
13 ZYNE 10.79 15 Nov '19 12.50 0.926 1.75 13 17 Jan '20 15.00 1.028 1.70 130 0.05 2.50 0.10
14 ZYNE 10.79 15 Nov '19 10.00 0.913 2.65 2 17 Jan '20 12.50 1.003 2.30 16 0.35 2.50 0.09
15 ZIOP 5.99 16 Aug '19 6.00 0.574 0.40 1,445 18 Oct '19 7.00 0.663 0.35 4 0.05 1.00 0.09
16 CIEN 45.95 23 Aug '19 45.50 0.272 1.65 5 18 Oct '19 46.00 0.359 3.05 6 -1.40 0.50 0.09
17 DBD 14.22 20 Sep '19 15.00 0.545 0.95 5 15 Nov '19 17.50 0.625 0.85 3 0.10 2.50 0.08
18 AR 4.04 15 Nov '19 5.00 0.626 0.30 447 17 Jan '20 7.50 0.702 0.10 110 0.20 2.50 0.08
19 DBI 18.25 16 Aug '19 17.50 0.422 1.25 62 18 Oct '19 20.00 0.497 1.00 3 0.25 2.50 0.08
20 VXX 21.84 6 Sep '19 21.50 0.603 1.92 14 15 Nov '19 22.00 0.675 3.10 59 -1.18 0.50 0.07
21 SPXS 16.97 16 Aug '19 17.00 0.322 0.50 266 18 Oct '19 18.00 0.394 0.80 22 -0.30 1.00 0.07
22 BIDU 113.45 9 Aug '19 114.00 0.282 1.99 290 18 Oct '19 115.00 0.353 6.80 473 -4.81 1.00 0.07
23 BIDU 113.45 16 Aug '19 114.00 0.283 2.62 877 18 Oct '19 115.00 0.353 6.80 473 -4.18 1.00 0.07
24 WORK 33.01 16 Aug '19 35.00 0.445 0.60 1,743 18 Oct '19 40.00 0.514 1.05 45 -0.45 5.00 0.07
25 VXX 21.84 23 Aug '19 21.50 0.589 1.54 58 18 Oct '19 22.00 0.658 2.60 576 -1.06 0.50 0.07
26 MOMO 34.38 9 Aug '19 34.00 0.443 1.30 3 18 Oct '19 34.40 0.511 3.20 34 -1.90 0.40 0.07
27 PDD 21.91 16 Aug '19 22.00 0.382 0.75 409 18 Oct '19 22.50 0.449 1.55 146 -0.80 0.50 0.07
28 VXX 21.84 30 Aug '19 21.50 0.591 1.73 64 18 Oct '19 22.00 0.658 2.60 576 -0.87 0.50 0.07
29 GME 4.12 23 Aug '19 4.50 0.610 0.15 346 18 Oct '19 5.00 0.676 0.21 19 -0.06 0.50 0.07
30 RBS 5.68 20 Sep '19 5.00 0.239 0.80 4 15 Nov '19 6.00 0.303 0.20 2 0.60 1.00 0.06
31 VXX 21.84 16 Aug '19 21.50 0.595 1.34 829 18 Oct '19 22.00 0.658 2.60 576 -1.26 0.50 0.06
32 ADSK 162.77 16 Aug '19 162.50 0.282 4.25 44 18 Oct '19 165.00 0.342 9.35 3 -5.10 2.50 0.06
33 KR 21.43 30 Aug '19 21.50 0.212 0.52 6 18 Oct '19 22.00 0.271 0.84 90 -0.32 0.50 0.06
34 ADSK 162.77 9 Aug '19 162.50 0.283 3.40 122 18 Oct '19 165.00 0.342 9.35 3 -5.95 2.50 0.06
35 NOK 5.65 6 Sep '19 5.50 0.225 0.28 37 15 Nov '19 6.00 0.283 0.21 66 0.07 0.50 0.06
36 AA 23.12 30 Aug '19 23.50 0.336 0.85 2 18 Oct '19 24.00 0.394 1.30 87 -0.45 0.50 0.06
37 ANF 18.86 9 Aug '19 18.50 0.466 0.83 25 18 Oct '19 19.00 0.524 1.78 1 -0.95 0.50 0.06
38 KR 21.43 23 Aug '19 21.50 0.216 0.46 68 18 Oct '19 22.00 0.271 0.84 90 -0.38 0.50 0.06
39 AMRN 18.14 2 Aug '19 18.50 0.734 0.50 909 18 Oct '19 19.00 0.790 2.20 210 -1.70 0.50 0.06
40 DBI 18.25 16 Aug '19 20.00 0.416 0.20 20 18 Oct '19 22.50 0.471 0.40 30 -0.20 2.50 0.06
41 ANF 18.86 16 Aug '19 18.50 0.469 0.99 64 18 Oct '19 19.00 0.524 1.78 1 -0.79 0.50 0.05
42 PRO 72.75 20 Sep '19 75.00 0.316 2.65 5 15 Nov '19 80.00 0.371 3.10 10 -0.45 5.00 0.05
43 CCL 47.35 30 Aug '19 47.00 0.181 1.30 5 18 Oct '19 47.50 0.235 2.00 195 -0.70 0.50 0.05
44 CIEN 45.95 9 Aug '19 45.50 0.306 1.24 3 18 Oct '19 46.00 0.359 3.05 6 -1.81 0.50 0.05
45 VXX 21.84 9 Aug '19 21.50 0.606 1.10 161 18 Oct '19 22.00 0.658 2.60 576 -1.50 0.50 0.05
46 TSG 16.67 20 Sep '19 17.50 0.449 0.95 7 15 Nov '19 20.00 0.500 0.65 36 0.30 2.50 0.05
47 WATT 4.38 20 Sep '19 5.00 0.860 0.40 497 15 Nov '19 7.50 0.910 0.10 5 0.30 2.50 0.05
48 TGTX 7.40 20 Sep '19 7.00 0.622 1.00 2 15 Nov '19 8.00 0.670 0.75 2 0.25 1.00 0.05
49 MS 45.23 9 Aug '19 45.50 0.157 0.38 67 18 Oct '19 46.00 0.203 1.38 51 -1.00 0.50 0.05
50 MU 46.82 23 Aug '19 46.50 0.399 2.12 190 18 Oct '19 47.00 0.445 3.80 89 -1.68 0.50 0.05
51 MU 46.82 16 Aug '19 46.50 0.400 1.83 1,236 18 Oct '19 47.00 0.445 3.80 89 -1.97 0.50 0.04
52 CPRT 78.30 16 Aug '19 80.00 0.193 0.95 31 18 Oct '19 85.00 0.237 1.20 4 -0.25 5.00 0.04
53 FB 195.94 6 Sep '19 197.50 0.257 5.95 51 15 Nov '19 200.00 0.302 11.10 60 -5.15 2.50 0.04
54 AA 23.12 16 Aug '19 23.50 0.351 0.60 12 18 Oct '19 24.00 0.394 1.30 87 -0.70 0.50 0.04
55 DELL 55.97 16 Aug '19 57.50 0.337 1.10 1,442 18 Oct '19 60.00 0.381 2.35 40 -1.25 2.50 0.04
56 ADBE 307.22 16 Aug '19 307.50 0.230 6.20 96 18 Oct '19 310.00 0.273 14.55 35 -8.35 2.50 0.04
57 KR 21.43 16 Aug '19 21.50 0.228 0.41 99 18 Oct '19 22.00 0.271 0.84 90 -0.43 0.50 0.04
58 MU 46.82 30 Aug '19 46.50 0.402 2.40 97 18 Oct '19 47.00 0.445 3.80 89 -1.40 0.50 0.04
59 GT 13.83 16 Aug '19 13.50 0.253 0.55 2 18 Oct '19 14.00 0.297 0.65 71 -0.10 0.50 0.04
60 BBBY 9.67 20 Sep '19 10.00 0.565 0.71 31 15 Nov '19 11.00 0.608 0.77 86 -0.06 1.00 0.04
61 MS 45.23 2 Aug '19 45.50 0.162 0.20 1,087 18 Oct '19 46.00 0.203 1.38 51 -1.18 0.50 0.04
62 LOW 103.96 9 Aug '19 104.00 0.219 1.58 70 18 Oct '19 105.00 0.260 4.60 81 -3.02 1.00 0.04
63 LOW 103.96 16 Aug '19 104.00 0.219 2.01 45 18 Oct '19 105.00 0.260 4.60 81 -2.59 1.00 0.04
64 ADBE 307.22 9 Aug '19 307.50 0.233 4.90 271 18 Oct '19 310.00 0.273 14.55 35 -9.65 2.50 0.04
65 BIDU 113.45 2 Aug '19 114.00 0.313 1.26 572 18 Oct '19 115.00 0.353 6.80 473 -5.54 1.00 0.04
66 ROST 106.51 16 Aug '19 110.00 0.192 0.65 28 18 Oct '19 115.00 0.231 1.65 9 -1.00 5.00 0.04
67 EBAY 41.57 23 Aug '19 41.50 0.187 0.88 10 18 Oct '19 42.00 0.225 1.52 105 -0.64 0.50 0.04
68 CSX 69.62 6 Sep '19 69.50 0.193 1.84 2 15 Nov '19 70.00 0.230 3.30 54 -1.46 0.50 0.04
69 ADBE 307.22 23 Aug '19 307.50 0.237 7.55 69 18 Oct '19 310.00 0.273 14.55 35 -7.00 2.50 0.04
70 ALKS 21.86 20 Sep '19 22.00 0.479 1.70 6 15 Nov '19 23.00 0.515 1.95 14 -0.25 1.00 0.04
71 WGO 39.33 16 Aug '19 40.00 0.357 1.00 30 18 Oct '19 45.00 0.394 1.00 2  0 5.00 0.04
72 HEXO 4.36 20 Sep '19 5.00 0.842 0.35 466 15 Nov '19 7.50 0.878 0.15 293 0.20 2.50 0.04
73 STZ 199.00 23 Aug '19 197.50 0.217 5.50 2 18 Oct '19 200.00 0.253 8.90 13 -3.40 2.50 0.04
74 TUP 14.42 18 Oct '19 15.00 0.383 0.85 33 20 Dec '19 17.50 0.418 0.50 1 0.35 2.50 0.04
75 DELL 55.97 16 Aug '19 55.00 0.350 2.35 155 18 Oct '19 57.50 0.384 3.30 84 -0.95 2.50 0.03
76 YNDX 39.34 6 Sep '19 39.50 0.326 1.70 5 15 Nov '19 40.00 0.360 2.70 1 -1.00 0.50 0.03
77 ADBE 307.22 30 Aug '19 307.50 0.239 8.65 8 18 Oct '19 310.00 0.273 14.55 35 -5.90 2.50 0.03
78 TGT 87.23 16 Aug '19 87.00 0.216 1.83 64 18 Oct '19 87.50 0.250 3.95 13 -2.12 0.50 0.03
79 IBM 150.88 30 Aug '19 152.50 0.138 1.79 54 18 Oct '19 155.00 0.171 3.10 78 -1.31 2.50 0.03
80 COST 280.13 30 Aug '19 282.50 0.154 4.15 24 18 Oct '19 285.00 0.187 7.70 19 -3.55 2.50 0.03
81 COST 280.13 23 Aug '19 282.50 0.154 3.55 5 18 Oct '19 285.00 0.187 7.70 19 -4.15 2.50 0.03
82 NTAP 59.24 9 Aug '19 59.50 0.291 1.09 1 18 Oct '19 60.00 0.323 3.20 21 -2.11 0.50 0.03
83 AEM 54.36 20 Sep '19 55.00 0.255 1.86 45 15 Nov '19 60.00 0.287 1.39 85 0.47 5.00 0.03
84 EBAY 41.57 16 Aug '19 41.50 0.194 0.76 284 18 Oct '19 42.00 0.225 1.52 105 -0.76 0.50 0.03
85 OLLI 85.29 16 Aug '19 87.50 0.292 1.50 87 18 Oct '19 90.00 0.322 3.10 13 -1.60 2.50 0.03
86 CARA 22.88 20 Sep '19 25.00 0.560 1.40 14 15 Nov '19 30.00 0.590 0.90 2 0.50 5.00 0.03
87 HRB 27.79 16 Aug '19 27.00 0.234 1.15 10 18 Oct '19 28.00 0.265 1.25 14 -0.10 1.00 0.03
88 ROST 106.51 16 Aug '19 105.00 0.216 2.90 75 18 Oct '19 110.00 0.246 3.30 13 -0.40 5.00 0.03
89 ET 14.41 23 Aug '19 14.50 0.187 0.27 87 18 Oct '19 15.00 0.217 0.35 573 -0.08 0.50 0.03
90 CDNS 76.35 20 Sep '19 80.00 0.214 1.20 41 15 Nov '19 85.00 0.243 1.20 2  0 5.00 0.03
91 MAT 14.51 30 Aug '19 14.50 0.376 0.70 3 18 Oct '19 15.00 0.405 0.80 567 -0.10 0.50 0.03
92 VAR 119.67 20 Sep '19 120.00 0.216 4.00 27 15 Nov '19 125.00 0.245 4.10 3 -0.10 5.00 0.03
93 MU 46.82 9 Aug '19 46.50 0.416 1.52 782 18 Oct '19 47.00 0.445 3.80 89 -2.28 0.50 0.03
94 MAT 14.51 23 Aug '19 14.50 0.376 0.65 12 18 Oct '19 15.00 0.405 0.80 567 -0.15 0.50 0.03
95 QID 28.93 16 Aug '19 29.00 0.298 0.75 1,227 18 Oct '19 30.00 0.327 1.28 27 -0.53 1.00 0.03
96 MLCO 23.70 16 Aug '19 23.00 0.309 1.15 22 18 Oct '19 24.00 0.338 1.30 7 -0.15 1.00 0.03
97 EBAY 41.57 9 Aug '19 41.50 0.196 0.64 100 18 Oct '19 42.00 0.225 1.52 105 -0.88 0.50 0.03
98 BA 340.21 6 Sep '19 342.50 0.229 9.30 2 15 Nov '19 345.00 0.258 17.20 29 -7.90 2.50 0.03
99 DE 170.26 9 Aug '19 172.50 0.211 1.55 241 18 Oct '19 175.00 0.239 5.60 92 -4.05 2.50 0.03
100 ONDK 3.04 20 Dec '19 3.00 0.430 0.45 1 21 Feb '20 4.00 0.459 0.10 14 0.35 1.00 0.03
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