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# Stock Stock
Price
Short Put Long Put Debit Spread Net
IVol
Expiry Strike IVol Price Volume Expiry Strike IVol Price Volume
1 AUPH 5.45 18 Oct '19 5.00 0.654 0.70 2 20 Dec '19 6.00 1.952 1.65 2 -0.95 1.00 1.30
2 ITCI 7.50 15 Nov '19 7.50 0.962 1.35 6 17 Jan '20 10.00 1.973 2.40 27 -1.05 2.50 1.01
3 AUPH 5.45 15 Nov '19 6.00 1.081 0.75 20 17 Jan '20 7.00 1.866 1.50 3 -0.75 1.00 0.79
4 AMRN 15.15 18 Oct '19 15.50 0.506 0.65 209 20 Dec '19 16.00 0.895 2.09 25 -1.44 0.50 0.39
5 AMRN 15.15 4 Oct '19 15.50 0.530 0.30 506 20 Dec '19 16.00 0.895 2.09 25 -1.79 0.50 0.37
6 PCG 10.12 4 Oct '19 10.50 0.910 0.38 1,633 20 Dec '19 11.00 1.263 2.03 1 -1.65 0.50 0.35
7 AMRN 15.15 11 Oct '19 15.50 0.556 0.52 32 20 Dec '19 16.00 0.895 2.09 25 -1.57 0.50 0.34
8 AMRN 15.15 25 Oct '19 15.50 0.564 1.03 56 20 Dec '19 16.00 0.895 2.09 25 -1.06 0.50 0.33
9 NBRV 2.02 15 Nov '19 2.50 1.029 0.20 18 17 Jan '20 5.00 1.351 0.10 17 0.10 2.50 0.32
10 SPPI 8.86 18 Oct '19 9.00 0.753 0.75 45 20 Dec '19 10.00 1.058 1.20 7 -0.45 1.00 0.31
11 RRD 3.51 18 Oct '19 3.00 0.480 0.55 4 20 Dec '19 4.00 0.709 0.20 7 0.35 1.00 0.23
12 PAM 16.70 18 Oct '19 17.50 0.579 0.70 11 20 Dec '19 20.00 0.785 1.25 4 -0.55 2.50 0.21
13 INSG 4.86 18 Oct '19 5.00 0.614 0.25 12 20 Dec '19 7.50 0.802 0.10 10 0.15 2.50 0.19
14 TGTX 5.65 15 Nov '19 6.00 0.777 0.55 100 17 Jan '20 7.00 0.954 0.65 4 -0.10 1.00 0.18
15 CXW 17.72 18 Oct '19 17.00 0.138 0.85 12 20 Dec '19 18.00 0.300 0.80 48 0.05 1.00 0.16
16 SOHU 10.16 18 Oct '19 10.00 0.441 0.65 2 20 Dec '19 12.50 0.601 0.40 29 0.25 2.50 0.16
17 CLVS 4.00 15 Nov '19 5.00 1.101 0.40 14 17 Jan '20 6.00 1.257 0.50 1 -0.10 1.00 0.16
18 CLVS 4.00 15 Nov '19 4.00 1.075 0.70 1 17 Jan '20 5.00 1.215 0.70 522  0 1.00 0.14
19 FOSL 12.29 4 Oct '19 12.50 0.541 0.30 9 20 Dec '19 13.00 0.675 1.25 1 -0.95 0.50 0.13
20 SPXS 17.41 18 Oct '19 17.00 0.441 1.00 1,141 20 Dec '19 18.00 0.569 1.50 12 -0.50 1.00 0.13
21 TXMD 3.78 15 Nov '19 3.00 0.866 1.00 2 17 Jan '20 4.00 0.993 0.55 4 0.45 1.00 0.13
22 PLUG 2.59 18 Oct '19 2.50 0.555 0.22 14 20 Dec '19 3.00 0.683 0.18 114 0.04 0.50 0.13
23 UNG 20.54 1 Nov '19 20.50 0.366 1.20 5 17 Jan '20 21.00 0.491 2.02 51 -0.82 0.50 0.12
24 AUDC 19.88 18 Oct '19 20.00 0.397 0.90 21 20 Dec '19 22.50 0.513 0.95 7 -0.05 2.50 0.12
25 NBEV 2.81 25 Oct '19 2.50 0.716 0.45 10 20 Dec '19 3.00 0.829 0.35 70 0.10 0.50 0.11
26 CRMD 6.68 18 Oct '19 7.00 0.643 0.40 3 20 Dec '19 8.00 0.757 0.50 591 -0.10 1.00 0.11
27 INFN 5.60 1 Nov '19 5.50 0.581 0.60 1 17 Jan '20 6.00 0.692 0.55 20 0.05 0.50 0.11
28 PLUG 2.59 25 Oct '19 2.50 0.573 0.25 12 20 Dec '19 3.00 0.683 0.18 114 0.07 0.50 0.11
29 VXX 24.44 4 Oct '19 24.50 0.658 0.91 2,826 20 Dec '19 25.00 0.768 3.30 450 -2.39 0.50 0.11
30 FOSL 12.29 18 Oct '19 12.50 0.569 0.60 13 20 Dec '19 13.00 0.675 1.25 1 -0.65 0.50 0.11
31 ACRX 2.21 17 Jan '20 2.50 0.882 0.35 179 20 Mar '20 5.00 0.986 0.10 3 0.25 2.50 0.10
32 CLW 21.08 18 Oct '19 22.50 0.468 0.50 77 20 Dec '19 25.00 0.572 0.95 2 -0.45 2.50 0.10
33 CXW 17.72 18 Oct '19 18.00 0.218 0.30 23 20 Dec '19 19.00 0.313 0.45 41 -0.15 1.00 0.09
34 ENVA 21.18 18 Oct '19 22.50 0.402 0.40 1 20 Dec '19 25.00 0.492 0.70 4 -0.30 2.50 0.09
35 GGAL 13.07 18 Oct '19 15.00 0.827 0.45 198 20 Dec '19 17.50 0.917 0.95 100 -0.50 2.50 0.09
36 TWTR 41.35 4 Oct '19 41.50 0.360 0.77 787 20 Dec '19 42.00 0.449 3.20 89 -2.43 0.50 0.09
37 LULU 189.72 4 Oct '19 187.50 0.291 4.35 54 20 Dec '19 190.00 0.379 13.60 20 -9.25 2.50 0.09
38 LULU 189.72 11 Oct '19 187.50 0.292 5.60 15 20 Dec '19 190.00 0.379 13.60 20 -8.00 2.50 0.09
39 HIBB 22.91 18 Oct '19 25.00 0.505 0.45 10 20 Dec '19 30.00 0.591 0.65 2 -0.20 5.00 0.09
40 SIG 17.47 15 Nov '19 17.00 0.597 1.85 3 17 Jan '20 17.50 0.683 2.60 30 -0.75 0.50 0.09
41 TWTR 41.35 11 Oct '19 41.50 0.364 1.12 78 20 Dec '19 42.00 0.449 3.20 89 -2.08 0.50 0.08
42 LSCC 18.27 18 Oct '19 17.50 0.534 1.50 35 20 Dec '19 20.00 0.618 1.35 100 0.15 2.50 0.08
43 TWTR 41.35 18 Oct '19 41.50 0.365 1.39 148 20 Dec '19 42.00 0.449 3.20 89 -1.81 0.50 0.08
44 ZUO 15.10 18 Oct '19 15.00 0.492 0.80 347 20 Dec '19 16.00 0.575 1.25 70 -0.45 1.00 0.08
45 I 23.07 15 Nov '19 24.00 0.879 2.75 3 17 Jan '20 25.00 0.961 4.00 1 -1.25 1.00 0.08
46 SPXS 17.41 18 Oct '19 18.00 0.522 0.65 631 20 Dec '19 19.00 0.603 1.25 12 -0.60 1.00 0.08
47 BEAT 40.50 18 Oct '19 45.00 0.350 0.25 8 20 Dec '19 50.00 0.431 0.60 1 -0.35 5.00 0.08
48 IPOA 10.70 15 Nov '19 10.00 0.347 1.00 350 17 Jan '20 12.50 0.428 0.35 1,500 0.65 2.50 0.08
49 TEVA 6.92 18 Oct '19 6.50 0.650 0.67 142 20 Dec '19 7.00 0.729 0.91 78 -0.24 0.50 0.08
50 LULU 189.72 25 Oct '19 187.50 0.301 7.65 10 20 Dec '19 190.00 0.379 13.60 20 -5.95 2.50 0.08
51 ZUO 15.10 15 Nov '19 15.00 0.531 1.25 20 17 Jan '20 16.00 0.609 1.65 1,595 -0.40 1.00 0.08
52 LULU 189.72 18 Oct '19 187.50 0.303 6.70 10 20 Dec '19 190.00 0.379 13.60 20 -6.90 2.50 0.08
53 GES 18.42 18 Oct '19 19.00 0.451 0.60 9 20 Dec '19 20.00 0.527 1.20 14 -0.60 1.00 0.08
54 AG 9.63 4 Oct '19 9.50 0.530 0.40 257 20 Dec '19 10.00 0.605 0.90 127 -0.50 0.50 0.07
55 NFLX 263.08 4 Oct '19 262.50 0.360 5.60 1,049 20 Dec '19 265.00 0.434 20.95 26 -15.35 2.50 0.07
56 DLPH 13.15 18 Oct '19 12.50 0.698 1.40 22 20 Dec '19 15.00 0.772 1.15 20 0.25 2.50 0.07
57 TEVA 6.92 25 Oct '19 6.50 0.657 0.74 12 20 Dec '19 7.00 0.729 0.91 78 -0.17 0.50 0.07
58 LK 19.01 4 Oct '19 19.50 0.602 0.50 153 20 Dec '19 20.00 0.675 1.85 351 -1.35 0.50 0.07
59 DG 160.02 11 Oct '19 162.50 0.194 1.60 28 20 Dec '19 165.00 0.265 5.90 13 -4.30 2.50 0.07
60 AUDC 19.88 18 Oct '19 17.50 0.452 2.70 5 20 Dec '19 20.00 0.523 1.65 14 1.05 2.50 0.07
61 CARS 8.83 18 Oct '19 10.00 0.608 0.20 21 20 Dec '19 12.50 0.679 0.20 2  0 2.50 0.07
62 TEVA 6.92 11 Oct '19 6.50 0.659 0.60 9 20 Dec '19 7.00 0.729 0.91 78 -0.31 0.50 0.07
63 AAXN 58.31 18 Oct '19 60.00 0.378 1.55 80 20 Dec '19 65.00 0.447 2.50 2 -0.95 5.00 0.07
64 AMC 10.78 11 Oct '19 10.50 0.437 0.65 1 20 Dec '19 11.00 0.506 0.90 40 -0.25 0.50 0.07
65 TEVA 6.92 4 Oct '19 6.50 0.661 0.52 688 20 Dec '19 7.00 0.729 0.91 78 -0.39 0.50 0.07
66 CPRX 5.27 18 Oct '19 5.00 0.816 0.65 308 20 Dec '19 7.50 0.884 0.25 32 0.40 2.50 0.07
67 AA 20.61 4 Oct '19 20.50 0.408 0.65 45 20 Dec '19 21.00 0.473 1.65 3 -1.00 0.50 0.07
68 DOCU 60.64 18 Oct '19 62.50 0.383 1.55 100 20 Dec '19 65.00 0.448 3.40 32 -1.85 2.50 0.07
69 FIVN 53.91 18 Oct '19 55.00 0.462 2.00 1 20 Dec '19 60.00 0.527 2.95 30 -0.95 5.00 0.06
70 DVAX 3.54 15 Nov '19 4.00 0.905 0.35 9 17 Jan '20 5.00 0.970 0.20 5 0.15 1.00 0.06
71 AIMT 20.87 18 Oct '19 22.50 0.575 0.65 17 20 Dec '19 25.00 0.639 1.10 1 -0.45 2.50 0.06
72 DG 160.02 4 Oct '19 162.50 0.201 0.95 23 20 Dec '19 165.00 0.265 5.90 13 -4.95 2.50 0.06
73 NFLX 263.08 11 Oct '19 262.50 0.372 8.00 219 20 Dec '19 265.00 0.434 20.95 26 -12.95 2.50 0.06
74 PCG 10.12 25 Oct '19 10.50 1.200 1.31 16 20 Dec '19 11.00 1.263 2.03 1 -0.72 0.50 0.06
75 LK 19.01 18 Oct '19 19.50 0.613 0.95 118 20 Dec '19 20.00 0.675 1.85 351 -0.90 0.50 0.06
76 VXX 24.44 11 Oct '19 24.50 0.706 1.36 5,487 20 Dec '19 25.00 0.768 3.30 450 -1.94 0.50 0.06
77 SQQQ 33.39 18 Oct '19 33.00 0.590 2.10 1,318 20 Dec '19 34.00 0.651 3.70 2 -1.60 1.00 0.06
78 FSM 3.27 18 Oct '19 3.00 0.615 0.40 11 20 Dec '19 4.00 0.675 0.15 157 0.25 1.00 0.06
79 BERY 39.32 18 Oct '19 40.00 0.281 0.85 24 20 Dec '19 42.50 0.340 1.35 292 -0.50 2.50 0.06
80 SAND 5.85 18 Oct '19 6.00 0.428 0.20 17 20 Dec '19 7.00 0.486 0.15 5 0.05 1.00 0.06
81 CCS 30.50 18 Oct '19 30.00 0.347 1.45 1 20 Dec '19 35.00 0.405 0.65 93 0.80 5.00 0.06
82 TECS 11.21 15 Nov '19 11.00 0.658 1.25 6 17 Jan '20 12.00 0.715 1.30 12 -0.05 1.00 0.06
83 NEWR 61.41 18 Oct '19 65.00 0.422 1.25 88 20 Dec '19 70.00 0.479 2.55 1 -1.30 5.00 0.06
84 TEVA 6.92 1 Nov '19 7.00 0.662 0.65 30 17 Jan '20 7.50 0.719 0.86 345 -0.21 0.50 0.06
85 ZEN 72.08 18 Oct '19 70.00 0.402 4.00 1,195 20 Dec '19 72.50 0.458 6.00 50 -2.00 2.50 0.06
86 FEYE 13.10 18 Oct '19 13.50 0.357 0.35 41 20 Dec '19 14.00 0.412 0.67 15 -0.32 0.50 0.06
87 RLGY 6.88 18 Oct '19 7.50 0.601 0.20 70 20 Dec '19 10.00 0.656 0.10 22 0.10 2.50 0.06
88 KEM 17.97 18 Oct '19 18.00 0.503 0.90 4 20 Dec '19 19.00 0.557 1.40 1 -0.50 1.00 0.05
89 TPX 73.55 18 Oct '19 75.00 0.356 2.05 1 20 Dec '19 77.50 0.410 3.90 6 -1.85 2.50 0.05
90 DOCU 60.64 18 Oct '19 60.00 0.401 2.80 42 20 Dec '19 62.50 0.455 4.40 11 -1.60 2.50 0.05
91 DISH 34.01 18 Oct '19 34.50 0.383 1.10 10 20 Dec '19 35.00 0.437 2.30 20 -1.20 0.50 0.05
92 FEYE 13.10 25 Oct '19 13.50 0.359 0.39 4 20 Dec '19 14.00 0.412 0.67 15 -0.28 0.50 0.05
93 AG 9.63 25 Oct '19 9.50 0.551 0.75 47 20 Dec '19 10.00 0.605 0.90 127 -0.15 0.50 0.05
94 DG 160.02 18 Oct '19 162.50 0.213 2.25 12 20 Dec '19 165.00 0.265 5.90 13 -3.65 2.50 0.05
95 TLRD 4.32 15 Nov '19 5.00 0.751 0.25 200 17 Jan '20 6.00 0.802 0.25 47  0 1.00 0.05
96 DLPH 13.15 18 Oct '19 15.00 0.709 0.35 56 20 Dec '19 17.50 0.760 0.60 8 -0.25 2.50 0.05
97 NEWR 61.41 18 Oct '19 60.00 0.436 3.40 17 20 Dec '19 65.00 0.485 4.10 5 -0.70 5.00 0.05
98 FEYE 13.10 11 Oct '19 13.50 0.364 0.30 8 20 Dec '19 14.00 0.412 0.67 15 -0.37 0.50 0.05
99 NBEV 2.81 17 Jan '20 2.50 0.730 0.65 1 20 Mar '20 3.00 0.777 0.40 11 0.25 0.50 0.05
100 VAL 4.93 18 Oct '19 5.00 1.075 0.55 260 20 Dec '19 6.00 1.122 0.55 10  0 1.00 0.05
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