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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 TUP 6.26 21 Feb '20 7.50 0.795 0.20 37 17 Apr '20 10.00 1.148 0.40 489 -0.20 2.50 0.35
2 NVAX 7.62 21 Feb '20 7.00 1.347 1.35 933 17 Apr '20 8.00 1.690 2.10 53 -0.75 1.00 0.34
3 RAD 11.95 7 Feb '20 11.50 0.711 1.05 22 17 Apr '20 12.00 0.966 2.06 1 -1.01 0.50 0.25
4 ETRN 9.67 21 Feb '20 10.00 0.303 0.30 26 17 Apr '20 12.50 0.529 0.10 1 0.20 2.50 0.23
5 SMSI 5.07 21 Feb '20 5.00 0.798 0.50 119 17 Apr '20 6.00 0.992 0.50 31  0 1.00 0.19
6 CONN 8.76 21 Feb '20 9.00 0.554 0.45 10 17 Apr '20 10.00 0.739 0.70 2 -0.25 1.00 0.19
7 CVM 13.04 21 Feb '20 12.50 1.495 2.25 194 17 Apr '20 15.00 1.680 3.10 30 -0.85 2.50 0.19
8 ENDP 5.67 21 Feb '20 5.50 0.671 0.60 20 17 Apr '20 6.00 0.851 0.70 1 -0.10 0.50 0.18
9 AVXL 2.86 21 Feb '20 2.50 1.114 0.70 9 17 Apr '20 5.00 1.284 0.15 105 0.55 2.50 0.17
10 XON 4.65 21 Feb '20 5.00 0.694 0.20 85 17 Apr '20 6.00 0.861 0.30 32 -0.10 1.00 0.17
11 EQM 23.15 21 Feb '20 22.50 0.179 1.10 21 17 Apr '20 25.00 0.345 0.65 4 0.45 2.50 0.17
12 RAD 11.95 28 Feb '20 11.50 0.819 1.49 3 17 Apr '20 12.00 0.966 2.06 1 -0.57 0.50 0.15
13 NK 6.32 21 Feb '20 5.00 1.123 1.70 239 17 Apr '20 7.50 1.259 0.95 19 0.75 2.50 0.14
14 NTNX 32.47 21 Feb '20 32.00 0.504 1.90 45 17 Apr '20 32.50 0.625 3.50 3 -1.60 0.50 0.12
15 VRRM 15.93 21 Feb '20 15.00 0.169 1.15 1 17 Apr '20 17.50 0.283 0.20 6 0.95 2.50 0.11
16 MOMO 30.60 7 Feb '20 30.50 0.485 1.00 95 17 Apr '20 31.00 0.584 2.95 7 -1.95 0.50 0.10
17 NTNX 32.47 7 Feb '20 32.00 0.532 1.30 10 17 Apr '20 32.50 0.625 3.50 3 -2.20 0.50 0.09
18 MAG 10.92 20 Mar '20 10.00 0.376 1.40 11 15 May '20 12.50 0.469 0.45 27 0.95 2.50 0.09
19 MAT 14.63 7 Feb '20 14.50 0.399 0.50 3 17 Apr '20 15.00 0.488 1.10 10 -0.60 0.50 0.09
20 RUN 17.03 21 Feb '20 17.00 0.421 0.85 48 17 Apr '20 18.00 0.507 1.05 158 -0.20 1.00 0.09
21 MRNA 20.51 21 Feb '20 20.00 0.660 1.70 162 17 Apr '20 22.50 0.746 2.00 79 -0.30 2.50 0.09
22 DVAX 5.05 21 Feb '20 6.00 0.919 0.50 23 17 Apr '20 7.00 1.002 0.15 5 0.35 1.00 0.08
23 TELL 7.02 21 Feb '20 7.00 0.806 0.60 47 17 Apr '20 7.50 0.888 0.70 2 -0.10 0.50 0.08
24 MOMO 30.60 28 Feb '20 30.50 0.503 1.90 4 17 Apr '20 31.00 0.584 2.95 7 -1.05 0.50 0.08
25 WORK 20.73 7 Feb '20 20.50 0.490 0.75 337 17 Apr '20 21.00 0.564 1.95 109 -1.20 0.50 0.07
26 UIS 9.71 21 Feb '20 10.00 0.467 0.40 16 17 Apr '20 11.00 0.537 0.45 6 -0.05 1.00 0.07
27 SC 26.62 21 Feb '20 26.00 0.142 0.80 80 17 Apr '20 27.00 0.212 0.70 3 0.10 1.00 0.07
28 CHWY 26.51 28 Feb '20 26.50 0.468 1.45 1 17 Apr '20 27.00 0.538 2.30 14 -0.85 0.50 0.07
29 CIEN 40.67 21 Feb '20 40.50 0.304 1.30 28 17 Apr '20 41.00 0.371 2.50 73 -1.20 0.50 0.07
30 GME 3.84 21 Feb '20 3.50 0.625 0.51 1 17 Apr '20 4.00 0.692 0.34 79 0.17 0.50 0.07
31 CRON 7.18 21 Feb '20 7.50 0.792 0.42 254 17 Apr '20 8.00 0.857 0.69 170 -0.27 0.50 0.07
32 PDD 35.22 21 Feb '20 35.50 0.454 1.55 8 17 Apr '20 36.00 0.517 2.85 70 -1.30 0.50 0.06
33 INVH 31.47 21 Feb '20 30.00 0.133 1.75 115 17 Apr '20 35.00 0.195 0.15 6 1.60 5.00 0.06
34 MAXR 15.96 21 Feb '20 17.50 0.762 0.75 99 17 Apr '20 20.00 0.824 0.95 94 -0.20 2.50 0.06
35 KBH 37.55 21 Feb '20 37.00 0.263 1.36 47 17 Apr '20 38.00 0.325 1.95 3 -0.59 1.00 0.06
36 STNE 43.44 28 Feb '20 43.50 0.481 2.50 70 17 Apr '20 44.00 0.540 3.90 8 -1.40 0.50 0.06
37 CRON 7.18 28 Feb '20 7.50 0.800 0.57 39 17 Apr '20 8.00 0.857 0.69 170 -0.12 0.50 0.06
38 DELL 48.77 21 Feb '20 50.00 0.294 0.95 227 17 Apr '20 52.50 0.347 1.55 9 -0.60 2.50 0.05
39 BIG 27.06 21 Feb '20 27.50 0.482 1.10 86 17 Apr '20 30.00 0.531 1.50 42 -0.40 2.50 0.05
40 SA 13.93 20 Mar '20 14.00 0.371 0.75 44 15 May '20 15.00 0.421 0.70 1 0.05 1.00 0.05
41 TDOC 101.71 21 Feb '20 100.00 0.455 5.60 206 17 Apr '20 105.00 0.504 7.80 49 -2.20 5.00 0.05
42 STNE 43.44 14 Feb '20 43.50 0.492 1.90 10 17 Apr '20 44.00 0.540 3.90 8 -2.00 0.50 0.05
43 IGT 13.49 21 Feb '20 14.00 0.371 0.30 4 17 Apr '20 15.00 0.419 0.45 34 -0.15 1.00 0.05
44 WORK 20.73 21 Feb '20 20.50 0.518 1.15 90 17 Apr '20 21.00 0.564 1.95 109 -0.80 0.50 0.05
45 DELL 48.77 21 Feb '20 47.50 0.304 2.25 3 17 Apr '20 50.00 0.350 2.50 64 -0.25 2.50 0.05
46 GME 3.84 28 Feb '20 4.00 0.630 0.22 15 17 Apr '20 4.50 0.676 0.20 2 0.02 0.50 0.05
47 LEVI 19.64 21 Feb '20 19.00 0.310 1.10 89 17 Apr '20 20.00 0.356 1.00 40 0.10 1.00 0.05
48 WORK 20.73 28 Feb '20 20.50 0.519 1.40 11 17 Apr '20 21.00 0.564 1.95 109 -0.55 0.50 0.05
49 MAG 10.92 20 Mar '20 12.50 0.491 0.35 1 15 May '20 15.00 0.536 0.15 6 0.20 2.50 0.04
50 MRNA 20.51 21 Feb '20 22.50 0.724 0.75 1,075 17 Apr '20 25.00 0.768 1.40 751 -0.65 2.50 0.04
51 KHC 29.20 7 Feb '20 29.50 0.255 0.32 176 17 Apr '20 30.00 0.297 1.16 26 -0.84 0.50 0.04
52 BBBY 14.25 28 Feb '20 14.50 0.535 0.75 31 17 Apr '20 15.00 0.577 1.17 30 -0.42 0.50 0.04
53 CRON 7.18 7 Feb '20 7.50 0.816 0.20 1,038 17 Apr '20 8.00 0.857 0.69 170 -0.49 0.50 0.04
54 KR 26.86 21 Feb '20 26.50 0.228 0.80 33 17 Apr '20 27.00 0.269 1.21 2 -0.41 0.50 0.04
55 LOVE 11.35 21 Feb '20 12.50 0.751 0.65 12 17 Apr '20 15.00 0.791 0.40 1 0.25 2.50 0.04
56 DRI 116.43 21 Feb '20 120.00 0.182 0.85 201 17 Apr '20 125.00 0.223 1.70 1 -0.85 5.00 0.04
57 BILI 21.55 21 Feb '20 22.50 0.502 1.00 154 17 Apr '20 25.00 0.542 0.95 207 0.05 2.50 0.04
58 STNE 43.44 21 Feb '20 43.50 0.500 2.15 32 17 Apr '20 44.00 0.540 3.90 8 -1.75 0.50 0.04
59 PDD 35.22 7 Feb '20 35.50 0.478 0.90 39 17 Apr '20 36.00 0.517 2.85 70 -1.95 0.50 0.04
60 WORK 20.73 14 Feb '20 20.50 0.528 1.00 3 17 Apr '20 21.00 0.564 1.95 109 -0.95 0.50 0.04
61 KBH 37.55 21 Feb '20 38.00 0.282 0.83 268 17 Apr '20 39.00 0.317 1.51 2 -0.68 1.00 0.04
62 DESP 14.81 21 Feb '20 15.00 0.343 0.45 2 17 Apr '20 17.50 0.377 0.15 1 0.30 2.50 0.03
63 WFC 46.94 21 Feb '20 47.00 0.153 0.67 979 17 Apr '20 47.50 0.187 1.35 2,091 -0.68 0.50 0.03
64 MAXR 15.96 21 Feb '20 15.00 0.836 1.90 121 17 Apr '20 17.50 0.869 1.65 57 0.25 2.50 0.03
65 BBBY 14.25 21 Feb '20 14.50 0.544 0.64 204 17 Apr '20 15.00 0.577 1.17 30 -0.53 0.50 0.03
66 TDOC 101.71 21 Feb '20 105.00 0.461 3.20 145 17 Apr '20 110.00 0.494 5.80 11 -2.60 5.00 0.03
67 SPXS 13.25 17 Apr '20 13.00 0.465 1.35 241 19 Jun '20 14.00 0.497 1.25 27 0.10 1.00 0.03
68 LEVI 19.64 21 Feb '20 20.00 0.307 0.50 291 17 Apr '20 21.00 0.339 0.65 10 -0.15 1.00 0.03
69 DBI 14.24 21 Feb '20 15.00 0.433 0.35 114 17 Apr '20 17.50 0.465 0.25 40 0.10 2.50 0.03
70 GME 3.84 21 Feb '20 4.00 0.645 0.18 8 17 Apr '20 4.50 0.676 0.20 2 -0.02 0.50 0.03
71 WFC 46.94 28 Feb '20 47.00 0.157 0.80 49 17 Apr '20 47.50 0.187 1.35 2,091 -0.55 0.50 0.03
72 HRB 23.20 21 Feb '20 24.00 0.238 0.25 60 17 Apr '20 25.00 0.268 0.45 2 -0.20 1.00 0.03
73 SPXS 13.25 17 Apr '20 14.00 0.517 1.10 374 19 Jun '20 15.00 0.547 1.05 1,031 0.05 1.00 0.03
74 ET 12.59 14 Feb '20 12.50 0.221 0.28 34 17 Apr '20 13.00 0.251 0.29 400 -0.01 0.50 0.03
75 GWRE 112.50 21 Feb '20 115.00 0.247 1.70 21 17 Apr '20 120.00 0.276 2.80 1 -1.10 5.00 0.03
76 DAR 27.13 21 Feb '20 28.00 0.257 0.40 231 17 Apr '20 29.00 0.286 0.65 19 -0.25 1.00 0.03
77 STNE 43.44 7 Feb '20 43.50 0.512 1.25 137 17 Apr '20 44.00 0.540 3.90 8 -2.65 0.50 0.03
78 AMD 47.00 28 Feb '20 46.50 0.449 2.71 18 17 Apr '20 47.00 0.475 4.00 310 -1.29 0.50 0.03
79 SPXS 13.25 21 Feb '20 13.00 0.491 0.80 2,654 17 Apr '20 14.00 0.517 0.90 374 -0.10 1.00 0.03
80 LW 91.31 21 Feb '20 95.00 0.213 0.80 147 17 Apr '20 100.00 0.238 1.05 10 -0.25 5.00 0.02
81 COHU 22.37 21 Feb '20 22.50 0.449 1.05 1 17 Apr '20 25.00 0.473 0.85 1 0.20 2.50 0.02
82 WFC 46.94 14 Feb '20 47.00 0.163 0.58 440 17 Apr '20 47.50 0.187 1.35 2,091 -0.77 0.50 0.02
83 GME 3.84 14 Feb '20 4.00 0.653 0.14 26 17 Apr '20 4.50 0.676 0.20 2 -0.06 0.50 0.02
84 PSQ 23.84 21 Feb '20 23.00 0.176 1.20 11 17 Apr '20 24.00 0.199 0.70 10 0.50 1.00 0.02
85 LYV 68.15 21 Feb '20 70.00 0.281 1.15 2 17 Apr '20 72.50 0.301 2.05 547 -0.90 2.50 0.02
86 ENDP 5.67 7 Feb '20 5.50 0.830 0.50 6 17 Apr '20 6.00 0.851 0.70 1 -0.20 0.50 0.02
87 BHC 27.43 14 Feb '20 27.50 0.352 0.73 141 17 Apr '20 28.00 0.371 1.55 32 -0.82 0.50 0.02
88 TJX 59.03 21 Feb '20 57.50 0.195 2.30 12 17 Apr '20 60.00 0.214 1.85 43 0.45 2.50 0.02
89 SBGL 10.20 21 Feb '20 10.00 0.589 0.70 809 17 Apr '20 12.50 0.609 0.40 173 0.30 2.50 0.02
90 AGYS 32.50 21 Feb '20 35.00 0.305 0.40 29 17 Apr '20 40.00 0.324  0 3 0.40 5.00 0.02
91 SH 24.05 20 Mar '20 24.00 0.160 0.70 350 15 May '20 25.00 0.179 0.50 19 0.20 1.00 0.02
92 ET 12.59 7 Feb '20 12.50 0.232 0.25 636 17 Apr '20 13.00 0.251 0.29 400 -0.04 0.50 0.02
93 BBBY 14.25 14 Feb '20 14.50 0.558 0.53 60 17 Apr '20 15.00 0.577 1.17 30 -0.64 0.50 0.02
94 ET 12.59 28 Feb '20 12.50 0.233 0.39 35 17 Apr '20 13.00 0.251 0.29 400 0.10 0.50 0.02
95 SJM 103.61 21 Feb '20 105.00 0.186 1.35 50 17 Apr '20 110.00 0.205 1.55 6 -0.20 5.00 0.02
96 BBBY 14.25 7 Feb '20 14.50 0.559 0.36 230 17 Apr '20 15.00 0.577 1.17 30 -0.81 0.50 0.02
97 ORCL 52.45 21 Feb '20 52.00 0.218 1.36 21 17 Apr '20 52.50 0.236 2.20 28 -0.84 0.50 0.02
98 CIEN 40.67 7 Feb '20 40.50 0.353 0.95 2 17 Apr '20 41.00 0.371 2.50 73 -1.55 0.50 0.02
99 LYV 68.15 21 Feb '20 67.50 0.294 2.35 2 17 Apr '20 70.00 0.311 3.00 25 -0.65 2.50 0.02
100 IGT 13.49 21 Feb '20 13.00 0.409 0.85 24 17 Apr '20 14.00 0.426 0.80 2 0.05 1.00 0.02
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