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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 MRNS 4.20 21 Jun '19 5.00 0.852 0.20 2 16 Aug '19 6.00 1.241 0.35 40 -0.15 1.00 0.39
2 ZYNE 13.53 21 Jun '19 12.50 0.869 2.00 171 16 Aug '19 15.00 1.134 2.35 34 -0.35 2.50 0.26
3 MEET 4.08 21 Jun '19 4.00 0.457 0.35 8 16 Aug '19 5.00 0.620 0.15 605 0.20 1.00 0.16
4 SFIX 24.62 31 May '19 24.50 0.578 0.95 3 19 Jul '19 25.00 0.739 2.60 20 -1.65 0.50 0.16
5 KPTI 6.10 21 Jun '19 7.50 1.157 0.50 512 16 Aug '19 10.00 1.313 0.45 20 0.05 2.50 0.16
6 ZIXI 9.25 21 Jun '19 10.00 0.421 0.20 207 16 Aug '19 12.50 0.565 0.05 20 0.15 2.50 0.14
7 I 20.85 19 Jul '19 20.00 0.715 2.90 10 20 Sep '19 21.00 0.855 3.70 10 -0.80 1.00 0.14
8 TGTX 7.12 15 Nov '19 7.00 0.762 1.65 2 17 Jan '20 8.00 0.891 1.55 44 0.10 1.00 0.13
9 WATT 4.61 21 Jun '19 5.00 0.792 0.30 70 16 Aug '19 7.50 0.914 0.15 5 0.15 2.50 0.12
10 LULU 170.20 31 May '19 172.50 0.328 2.40 93 19 Jul '19 175.00 0.446 9.75 23 -7.35 2.50 0.12
11 INSG 5.19 19 Jul '19 5.00 0.621 0.85 23 20 Sep '19 7.50 0.739 0.25 19 0.60 2.50 0.12
12 CTST 5.69 19 Jul '19 5.00 0.622 1.00 19 20 Sep '19 7.50 0.737 0.40 213 0.60 2.50 0.12
13 GNW 3.29 19 Jul '19 3.50 0.838 0.40 1 20 Sep '19 4.00 0.952 0.46 271 -0.06 0.50 0.11
14 FIT 4.86 14 Jun '19 4.50 0.409 0.44 4 16 Aug '19 5.00 0.522 0.42 47 0.02 0.50 0.11
15 CLDR 9.78 31 May '19 9.50 0.507 0.50 11 19 Jul '19 10.00 0.620 0.85 220 -0.35 0.50 0.11
16 GPK 12.70 21 Jun '19 12.50 0.276 0.55 30 16 Aug '19 15.00 0.378 0.20 93 0.35 2.50 0.10
17 FIT 4.86 7 Jun '19 4.50 0.421 0.42 5 16 Aug '19 5.00 0.522 0.42 47  0 0.50 0.10
18 DDD 8.29 21 Jun '19 8.50 0.463 0.35 16 16 Aug '19 9.00 0.563 0.60 1 -0.25 0.50 0.10
19 GRPN 3.51 28 Jun '19 3.50 0.421 0.21 1 16 Aug '19 4.00 0.519 0.14 1 0.07 0.50 0.10
20 AG 5.60 31 May '19 5.50 0.361 0.20 4 19 Jul '19 6.00 0.459 0.20 64  0 0.50 0.10
21 KR 23.53 31 May '19 23.50 0.277 0.43 47 19 Jul '19 24.00 0.373 1.17 447 -0.74 0.50 0.10
22 SKX 28.11 31 May '19 28.50 0.359 0.50 1 19 Jul '19 29.00 0.452 1.45 32 -0.95 0.50 0.09
23 CRC 16.83 21 Jun '19 17.00 0.807 1.55 70 16 Aug '19 18.00 0.899 2.25 42 -0.70 1.00 0.09
24 JNUG 6.52 31 May '19 6.50 0.728 0.30 415 19 Jul '19 7.00 0.818 0.62 369 -0.32 0.50 0.09
25 CIEN 35.33 31 May '19 35.50 0.304 0.57 37 19 Jul '19 36.00 0.391 1.86 12 -1.29 0.50 0.09
26 NUGT 14.59 31 May '19 14.50 0.586 0.57 1,869 19 Jul '19 15.00 0.672 1.32 138 -0.75 0.50 0.09
27 FIT 4.86 21 Jun '19 4.50 0.440 0.47 28 16 Aug '19 5.00 0.522 0.42 47 0.05 0.50 0.08
28 YETI 27.39 28 Jun '19 27.00 0.601 2.40 12 16 Aug '19 27.50 0.682 3.40 40 -1.00 0.50 0.08
29 EBAY 35.95 31 May '19 35.50 0.203 0.73 18 19 Jul '19 36.00 0.283 1.50 45 -0.77 0.50 0.08
30 ZG 41.10 21 Jun '19 40.00 0.455 2.80 66 16 Aug '19 45.00 0.534 2.60 35 0.20 5.00 0.08
31 FIT 4.86 28 Jun '19 4.50 0.445 0.49 25 16 Aug '19 5.00 0.522 0.42 47 0.07 0.50 0.08
32 CRC 16.83 21 Jun '19 16.00 0.813 2.10 3 16 Aug '19 17.00 0.890 2.70 12 -0.60 1.00 0.08
33 ERII 9.65 21 Jun '19 10.00 0.429 0.35 1 16 Aug '19 12.50 0.506 0.15 50 0.20 2.50 0.08
34 VFF 13.51 19 Jul '19 13.00 0.685 1.80 98 20 Sep '19 14.00 0.760 1.85 9 -0.05 1.00 0.08
35 KEM 16.81 21 Jun '19 16.00 0.474 1.45 12 16 Aug '19 17.00 0.550 1.60 2 -0.15 1.00 0.08
36 NWL 15.15 19 Jul '19 15.00 0.281 0.80 70 20 Sep '19 16.00 0.356 0.85 22 -0.05 1.00 0.07
37 CCL 51.62 31 May '19 52.00 0.206 0.55 6 19 Jul '19 52.50 0.277 1.85 30 -1.30 0.50 0.07
38 YETI 27.39 7 Jun '19 27.00 0.612 1.65 54 16 Aug '19 27.50 0.682 3.40 40 -1.75 0.50 0.07
39 GLUU 8.42 19 Jul '19 9.00 0.488 0.50 113 20 Sep '19 10.00 0.558 0.50 37  0 1.00 0.07
40 HZNP 24.60 21 Jun '19 25.00 0.408 1.10 16 16 Aug '19 26.00 0.478 1.40 5 -0.30 1.00 0.07
41 JNJ 139.79 31 May '19 139.00 0.077 1.13 335 19 Jul '19 140.00 0.147 3.15 228 -2.02 1.00 0.07
42 TGTX 7.12 21 Jun '19 7.00 0.678 0.65 384 16 Aug '19 8.00 0.747 0.55 5 0.10 1.00 0.07
43 NEPT 4.09 21 Jun '19 4.00 0.688 0.45 3 16 Aug '19 5.00 0.756 0.25 572 0.20 1.00 0.07
44 PLNT 74.41 21 Jun '19 75.00 0.289 2.35 167 16 Aug '19 77.50 0.356 3.80 176 -1.45 2.50 0.07
45 EXEL 19.77 21 Jun '19 19.00 0.419 1.60 21 16 Aug '19 20.00 0.485 1.65 26 -0.05 1.00 0.07
46 AYX 85.03 21 Jun '19 90.00 0.494 2.85 337 16 Aug '19 95.00 0.559 5.30 15 -2.45 5.00 0.06
47 YETI 27.39 14 Jun '19 27.00 0.619 1.95 8 16 Aug '19 27.50 0.682 3.40 40 -1.45 0.50 0.06
48 MNK 9.10 31 May '19 9.50 0.804 0.45 10 19 Jul '19 10.00 0.868 0.85 21 -0.40 0.50 0.06
49 CRON 15.37 31 May '19 15.50 0.529 0.44 566 19 Jul '19 16.00 0.592 1.16 105 -0.72 0.50 0.06
50 NWL 15.15 19 Jul '19 16.00 0.286 0.40 1 20 Sep '19 17.00 0.348 0.55 159 -0.15 1.00 0.06
51 SGMO 9.46 21 Jun '19 9.00 0.621 0.95 10 16 Aug '19 10.00 0.682 0.95 9  0 1.00 0.06
52 CPB 38.11 31 May '19 38.50 0.231 0.40 6 19 Jul '19 39.00 0.292 1.30 1 -0.90 0.50 0.06
53 SRCL 46.73 21 Jun '19 50.00 0.262 0.40 19 16 Aug '19 55.00 0.323 0.45 6 -0.05 5.00 0.06
54 SDOW 14.22 19 Jul '19 14.00 0.465 1.30 41 20 Sep '19 15.00 0.525 1.30 306  0 1.00 0.06
55 STZ 206.21 31 May '19 207.50 0.204 2.00 96 19 Jul '19 210.00 0.264 6.80 55 -4.80 2.50 0.06
56 SGMO 9.46 21 Jun '19 10.00 0.604 0.45 9 16 Aug '19 11.00 0.663 0.60 1 -0.15 1.00 0.06
57 USAT 7.21 19 Jul '19 7.50 0.679 0.75 105 20 Sep '19 10.00 0.737 0.35 30 0.40 2.50 0.06
58 WATT 4.61 15 Nov '19 5.00 0.818 1.05 10 17 Jan '20 7.50 0.876 0.50 200 0.55 2.50 0.06
59 KTOS 20.83 21 Jun '19 20.00 0.415 1.50 1,150 16 Aug '19 22.50 0.472 1.20 494 0.30 2.50 0.06
60 SQQQ 10.32 19 Jul '19 11.00 0.675 0.85 366 20 Sep '19 12.00 0.732 0.95 201 -0.10 1.00 0.06
61 NVTA 17.61 19 Jul '19 20.00 0.588 0.90 60 20 Sep '19 22.50 0.645 1.00 6 -0.10 2.50 0.06
62 BE 11.63 21 Jun '19 12.00 0.565 0.75 14 16 Aug '19 12.50 0.622 1.00 32 -0.25 0.50 0.06
63 AIG 52.20 14 Jun '19 52.00 0.185 1.22 1 16 Aug '19 52.50 0.240 2.22 13 -1.00 0.50 0.05
64 GOGO 5.42 21 Jun '19 5.50 0.633 0.45 10 16 Aug '19 6.00 0.688 0.45 40  0 0.50 0.05
65 AYX 85.03 21 Jun '19 85.00 0.511 5.00 210 16 Aug '19 90.00 0.565 7.10 15 -2.10 5.00 0.05
66 KEY 16.52 31 May '19 16.50 0.189 0.21 58 19 Jul '19 17.00 0.243 0.42 2 -0.21 0.50 0.05
67 JNJ 139.79 7 Jun '19 139.00 0.103 1.63 211 16 Aug '19 140.00 0.157 4.10 15 -2.47 1.00 0.05
68 PLNT 74.41 21 Jun '19 72.50 0.312 3.80 71 16 Aug '19 75.00 0.365 4.90 20 -1.10 2.50 0.05
69 AA 23.24 31 May '19 23.50 0.376 0.45 70 19 Jul '19 24.00 0.429 1.20 19 -0.75 0.50 0.05
70 RDFN 16.94 21 Jun '19 16.00 0.446 1.50 1 16 Aug '19 17.00 0.497 1.45 10 0.05 1.00 0.05
71 VKTX 8.34 21 Jun '19 8.00 0.670 0.90 14 16 Aug '19 9.00 0.721 0.85 3 0.05 1.00 0.05
72 GTT 25.84 21 Jun '19 30.00 0.582 0.65 66 16 Aug '19 35.00 0.633 0.65 76  0 5.00 0.05
73 NBEV 5.40 31 May '19 5.50 0.529 0.15 236 19 Jul '19 6.00 0.580 0.25 41 -0.10 0.50 0.05
74 BZH 9.41 21 Jun '19 10.00 0.474 0.30 24 16 Aug '19 11.00 0.525 0.40 43 -0.10 1.00 0.05
75 ENPH 14.68 21 Jun '19 15.00 0.540 0.80 703 16 Aug '19 17.50 0.590 0.70 281 0.10 2.50 0.05
76 KNX 30.40 21 Jun '19 30.00 0.433 1.75 48 16 Aug '19 35.00 0.482 1.25 3,948 0.50 5.00 0.05
77 GLW 29.63 7 Jun '19 29.50 0.222 0.61 26 16 Aug '19 30.00 0.271 1.38 106 -0.77 0.50 0.05
78 CGC 44.56 31 May '19 44.50 0.437 1.19 480 19 Jul '19 45.00 0.486 3.20 207 -2.01 0.50 0.05
79 RDFN 16.94 21 Jun '19 17.00 0.434 0.85 2 16 Aug '19 18.00 0.482 1.10 11 -0.25 1.00 0.05
80 WBA 51.61 31 May '19 52.00 0.245 0.59 341 19 Jul '19 52.50 0.292 1.97 190 -1.38 0.50 0.05
81 NBEV 5.40 19 Jul '19 5.00 0.511 0.70 8 20 Sep '19 5.50 0.558 0.55 30 0.15 0.50 0.05
82 M 21.27 21 Jun '19 21.50 0.307 0.65 1,114 16 Aug '19 22.00 0.353 1.12 109 -0.47 0.50 0.05
83 ACIA 47.21 21 Jun '19 50.00 0.447 1.40 6 16 Aug '19 55.00 0.494 1.85 19 -0.45 5.00 0.05
84 AA 23.24 7 Jun '19 23.50 0.382 0.65 2 16 Aug '19 24.00 0.428 1.55 13 -0.90 0.50 0.05
85 THC 21.34 21 Jun '19 21.50 0.593 1.45 2 16 Aug '19 22.00 0.639 2.30 43 -0.85 0.50 0.05
86 KNX 30.40 21 Jun '19 35.00 0.435 0.30 13 16 Aug '19 40.00 0.481 0.40 2 -0.10 5.00 0.05
87 CAR 29.91 21 Jun '19 30.00 0.428 1.45 23 16 Aug '19 31.00 0.474 2.20 1 -0.75 1.00 0.05
88 ETSY 63.32 19 Jul '19 65.00 0.443 3.80 14 20 Sep '19 70.00 0.488 4.50 25 -0.70 5.00 0.04
89 VFF 13.51 19 Jul '19 14.00 0.684 1.45 66 20 Sep '19 15.00 0.729 1.55 694 -0.10 1.00 0.04
90 PAYS 10.71 19 Jul '19 10.00 0.596 1.55 10 20 Sep '19 12.50 0.640 0.75 4 0.80 2.50 0.04
91 GLW 29.63 14 Jun '19 29.50 0.229 0.74 22 16 Aug '19 30.00 0.271 1.38 106 -0.64 0.50 0.04
92 SOHU 14.11 19 Jul '19 15.00 0.496 0.90 10 20 Sep '19 17.50 0.538 0.60 12 0.30 2.50 0.04
93 PFPT 114.12 21 Jun '19 115.00 0.328 3.90 17 16 Aug '19 120.00 0.369 5.70 12 -1.80 5.00 0.04
94 AAXN 67.03 19 Jul '19 65.00 0.368 5.10 24 20 Sep '19 70.00 0.410 5.00 1 0.10 5.00 0.04
95 JNJ 139.79 14 Jun '19 139.00 0.115 2.03 48 16 Aug '19 140.00 0.157 4.10 15 -2.07 1.00 0.04
96 VKTX 8.34 21 Jun '19 9.00 0.676 0.40 111 16 Aug '19 10.00 0.717 0.55 4 -0.15 1.00 0.04
97 TPIC 22.56 21 Jun '19 25.00 0.377 0.30 2 16 Aug '19 30.00 0.419 0.15 1 0.15 5.00 0.04
98 DLPH 17.20 19 Jul '19 17.50 0.535 1.45 2 20 Sep '19 20.00 0.576 1.15 1 0.30 2.50 0.04
99 TAL 33.75 21 Jun '19 33.00 0.398 2.00 12 16 Aug '19 34.00 0.438 2.65 18 -0.65 1.00 0.04
100 SA 11.22 21 Jun '19 12.00 0.425 0.30 16 16 Aug '19 13.00 0.466 0.35 9 -0.05 1.00 0.04
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