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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 NBRV 2.38 16 Aug '19 2.50 0.889 0.15 133 18 Oct '19 5.00 1.362 0.10 14 0.05 2.50 0.47
2 AMRN 18.59 16 Aug '19 18.50 0.532 0.96 202 18 Oct '19 19.00 0.796 2.38 371 -1.42 0.50 0.26
3 CVM 7.29 16 Aug '19 7.50 1.103 0.60 147 18 Oct '19 10.00 1.364 1.00 21 -0.40 2.50 0.26
4 AMRN 18.59 30 Aug '19 18.50 0.544 1.36 64 18 Oct '19 19.00 0.796 2.38 371 -1.02 0.50 0.25
5 AMRN 18.59 2 Aug '19 18.50 0.553 0.52 2,085 18 Oct '19 19.00 0.796 2.38 371 -1.86 0.50 0.24
6 ZIOP 6.94 16 Aug '19 6.00 0.636 1.15 556 18 Oct '19 7.00 0.861 1.00 205 0.15 1.00 0.22
7 ITCI 8.35 20 Sep '19 10.00 0.838 0.55 7 15 Nov '19 12.50 1.034 0.70 24 -0.15 2.50 0.20
8 AMRN 18.59 9 Aug '19 18.50 0.615 0.78 83 18 Oct '19 19.00 0.796 2.38 371 -1.60 0.50 0.18
9 SIG 18.14 9 Aug '19 18.50 0.453 0.40 14 18 Oct '19 19.00 0.625 1.65 7 -1.25 0.50 0.17
10 AMRN 18.59 23 Aug '19 18.50 0.627 1.25 54 18 Oct '19 19.00 0.796 2.38 371 -1.13 0.50 0.17
11 RAD 6.97 9 Aug '19 6.50 0.586 0.67 62 18 Oct '19 7.00 0.753 0.83 1 -0.16 0.50 0.17
12 SIG 18.14 16 Aug '19 18.50 0.468 0.60 7 18 Oct '19 19.00 0.625 1.65 7 -1.05 0.50 0.16
13 RAD 6.97 30 Aug '19 6.50 0.608 0.93 1 18 Oct '19 7.00 0.753 0.83 1 0.10 0.50 0.15
14 SIG 18.14 23 Aug '19 18.50 0.487 0.80 19 18 Oct '19 19.00 0.625 1.65 7 -0.85 0.50 0.14
15 I 22.64 18 Oct '19 23.00 0.703 3.10 46 20 Dec '19 24.00 0.840 4.10 29 -1.00 1.00 0.14
16 SMSI 5.99 16 Aug '19 5.00 0.778 1.30 92 18 Oct '19 6.00 0.907 0.85 72 0.45 1.00 0.13
17 GNC 2.08 17 Jan '20 2.50 0.706 0.35 216 20 Mar '20 3.00 0.832 0.20 16 0.15 0.50 0.13
18 CONN 20.80 16 Aug '19 21.00 0.485 0.80 23 18 Oct '19 22.00 0.607 1.75 25 -0.95 1.00 0.12
19 GRPN 3.15 20 Sep '19 3.00 0.380 0.29 40 15 Nov '19 3.50 0.482 0.04 1 0.25 0.50 0.10
20 HMY 2.44 20 Sep '19 2.00 0.521 0.55 8 15 Nov '19 3.00 0.621 0.05 104 0.50 1.00 0.10
21 SPXS 17.66 16 Aug '19 17.00 0.327 0.90 940 18 Oct '19 18.00 0.425 1.20 175 -0.30 1.00 0.10
22 MDR 6.42 20 Sep '19 7.00 0.703 0.50 726 15 Nov '19 8.00 0.798 0.55 61 -0.05 1.00 0.09
23 ITCI 8.35 20 Sep '19 7.50 0.956 1.65 437 15 Nov '19 10.00 1.048 1.15 2 0.50 2.50 0.09
24 GME 4.02 30 Aug '19 4.50 0.644 0.30 7 18 Oct '19 5.00 0.732 0.20 230 0.10 0.50 0.09
25 HEXO 4.26 20 Sep '19 5.00 0.830 0.30 132 15 Nov '19 7.50 0.916 0.15 12 0.15 2.50 0.09
26 ZYNE 10.59 20 Sep '19 12.50 0.870 0.75 13 15 Nov '19 15.00 0.950 0.85 15 -0.10 2.50 0.08
27 AMBC 18.22 20 Sep '19 20.00 0.425 0.60 1 15 Nov '19 22.50 0.504 0.55 50 0.05 2.50 0.08
28 GRPN 3.15 6 Sep '19 3.00 0.406 0.28 48 15 Nov '19 3.50 0.482 0.04 1 0.24 0.50 0.08
29 CIEN 45.22 23 Aug '19 45.50 0.290 1.33 1 18 Oct '19 46.00 0.361 2.66 50 -1.33 0.50 0.07
30 PDD 22.27 16 Aug '19 22.00 0.382 0.90 694 18 Oct '19 22.50 0.453 1.70 68 -0.80 0.50 0.07
31 AMD 30.45 6 Sep '19 30.50 0.420 1.63 162 15 Nov '19 31.00 0.490 2.93 1,649 -1.30 0.50 0.07
32 ANF 18.93 16 Aug '19 18.50 0.457 0.99 34 18 Oct '19 19.00 0.526 1.80 10 -0.81 0.50 0.07
33 WORK 33.42 16 Aug '19 35.00 0.451 0.70 1,203 18 Oct '19 40.00 0.519 1.10 52 -0.40 5.00 0.07
34 BBBY 9.71 20 Sep '19 10.00 0.535 0.72 351 15 Nov '19 11.00 0.603 0.75 31 -0.03 1.00 0.07
35 ANF 18.93 9 Aug '19 18.50 0.459 0.83 2 18 Oct '19 19.00 0.526 1.80 10 -0.97 0.50 0.07
36 KGC 4.02 15 Nov '19 4.00 0.493 0.60 126 17 Jan '20 4.50 0.560 0.20 212 0.40 0.50 0.07
37 SPXS 17.66 16 Aug '19 18.00 0.406 0.50 1,006 18 Oct '19 19.00 0.471 0.95 5 -0.45 1.00 0.07
38 ADSK 156.17 16 Aug '19 157.50 0.284 3.15 78 18 Oct '19 160.00 0.349 8.45 7 -5.30 2.50 0.06
39 MDR 6.42 20 Sep '19 6.00 0.751 0.95 90 15 Nov '19 7.00 0.816 0.85 205 0.10 1.00 0.06
40 MOMO 33.97 9 Aug '19 34.00 0.453 1.00 2 18 Oct '19 34.40 0.516 2.95 42 -1.95 0.40 0.06
41 CIEN 45.22 16 Aug '19 45.50 0.299 1.01 15 18 Oct '19 46.00 0.361 2.66 50 -1.65 0.50 0.06
42 KR 21.16 30 Aug '19 21.50 0.216 0.39 5 18 Oct '19 22.00 0.276 0.73 127 -0.34 0.50 0.06
43 ROKU 103.33 2 Aug '19 104.00 0.623 1.61 1,422 18 Oct '19 105.00 0.681 12.20 119 -10.59 1.00 0.06
44 CIEN 45.22 9 Aug '19 45.50 0.305 0.77 3 18 Oct '19 46.00 0.361 2.66 50 -1.89 0.50 0.06
45 ETN 82.19 2 Aug '19 82.00 0.122 0.50 33 18 Oct '19 82.50 0.177 2.50 25 -2.00 0.50 0.06
46 DELL 57.74 16 Aug '19 60.00 0.321 0.75 145 18 Oct '19 62.50 0.376 2.20 31 -1.45 2.50 0.05
47 BBBY 9.71 6 Sep '19 9.00 0.555 1.13 1 15 Nov '19 10.00 0.610 1.09 112 0.04 1.00 0.05
48 CHGG 44.92 20 Sep '19 45.00 0.355 2.45 25 15 Nov '19 50.00 0.409 2.10 3 0.35 5.00 0.05
49 ADSK 156.17 9 Aug '19 157.50 0.296 2.34 52 18 Oct '19 160.00 0.349 8.45 7 -6.11 2.50 0.05
50 DELL 57.74 16 Aug '19 57.50 0.333 1.80 110 18 Oct '19 60.00 0.386 3.10 20 -1.30 2.50 0.05
51 SGMO 12.01 20 Sep '19 12.00 0.654 1.25 20 15 Nov '19 13.00 0.706 1.30 3 -0.05 1.00 0.05
52 KGC 4.02 6 Sep '19 4.00 0.411 0.24 10 15 Nov '19 4.50 0.464 0.21 39 0.03 0.50 0.05
53 ANF 18.93 23 Aug '19 18.50 0.474 1.47 2 18 Oct '19 19.00 0.526 1.80 10 -0.33 0.50 0.05
54 KR 21.16 23 Aug '19 21.50 0.225 0.34 9 18 Oct '19 22.00 0.276 0.73 127 -0.39 0.50 0.05
55 CPRT 77.53 16 Aug '19 80.00 0.199 0.50 10 18 Oct '19 85.00 0.248 1.00 9 -0.50 5.00 0.05
56 BBBY 9.71 20 Sep '19 9.00 0.562 1.40 104 15 Nov '19 10.00 0.610 1.09 112 0.31 1.00 0.05
57 CHGG 44.92 20 Sep '19 40.00 0.394 5.90 13 15 Nov '19 45.00 0.441 4.00 3 1.90 5.00 0.05
58 MRNA 13.10 16 Aug '19 15.00 0.850 0.40 63 18 Oct '19 17.50 0.895 0.60 3 -0.20 2.50 0.05
59 CGNX 44.01 20 Sep '19 45.00 0.305 1.65 88 15 Nov '19 50.00 0.350 1.05 10 0.60 5.00 0.05
60 RBS 5.38 20 Sep '19 5.00 0.264 0.55 4 15 Nov '19 6.00 0.309 0.10 2 0.45 1.00 0.04
61 KR 21.16 16 Aug '19 21.50 0.232 0.28 106 18 Oct '19 22.00 0.276 0.73 127 -0.45 0.50 0.04
62 NIO 3.47 15 Nov '19 3.00 0.548 0.68 162 17 Jan '20 3.50 0.591 0.52 97 0.16 0.50 0.04
63 BBY 76.53 16 Aug '19 77.00 0.270 1.54 14 18 Oct '19 77.50 0.314 4.00 31 -2.46 0.50 0.04
64 MAG 11.12 20 Sep '19 12.50 0.495 0.40 21 15 Nov '19 15.00 0.539 0.25 207 0.15 2.50 0.04
65 UNG 19.44 30 Aug '19 19.50 0.327 0.80 6 18 Oct '19 20.00 0.370 1.00 980 -0.20 0.50 0.04
66 NLSN 23.16 20 Sep '19 24.00 0.242 0.70 155 15 Nov '19 25.00 0.284 0.60 50 0.10 1.00 0.04
67 BBY 76.53 9 Aug '19 77.00 0.272 1.11 22 18 Oct '19 77.50 0.314 4.00 31 -2.89 0.50 0.04
68 STZ 196.82 23 Aug '19 197.50 0.216 4.10 11 18 Oct '19 200.00 0.258 7.90 1 -3.80 2.50 0.04
69 FB 194.23 6 Sep '19 192.50 0.267 7.60 3 15 Nov '19 195.00 0.307 12.60 220 -5.00 2.50 0.04
70 WBA 54.49 30 Aug '19 54.50 0.194 1.23 2 18 Oct '19 55.00 0.235 2.13 158 -0.90 0.50 0.04
71 ROST 106.03 16 Aug '19 110.00 0.196 0.55 6 18 Oct '19 115.00 0.236 1.55 2 -1.00 5.00 0.04
72 MU 44.89 23 Aug '19 44.50 0.413 2.06 27 18 Oct '19 45.00 0.451 3.70 205 -1.64 0.50 0.04
73 KGC 4.02 20 Sep '19 4.00 0.425 0.30 77 15 Nov '19 4.50 0.464 0.21 39 0.09 0.50 0.04
74 STZ 196.82 16 Aug '19 197.50 0.220 3.50 23 18 Oct '19 200.00 0.258 7.90 1 -4.40 2.50 0.04
75 NIO 3.47 20 Sep '19 3.00 0.592 0.61 64 15 Nov '19 3.50 0.630 0.42 102 0.19 0.50 0.04
76 MAT 14.60 16 Aug '19 14.50 0.369 0.55 8 18 Oct '19 15.00 0.405 0.80 1 -0.25 0.50 0.04
77 LEVI 19.06 16 Aug '19 20.00 0.335 0.25 59 18 Oct '19 21.00 0.371 0.55 5 -0.30 1.00 0.04
78 VKTX 7.69 20 Sep '19 8.00 0.659 0.65 82 15 Nov '19 9.00 0.694 0.65 6,446  0 1.00 0.04
79 MU 44.89 30 Aug '19 44.50 0.416 2.35 72 18 Oct '19 45.00 0.451 3.70 205 -1.35 0.50 0.04
80 SH 26.29 20 Sep '19 26.00 0.124 0.70 20 15 Nov '19 27.00 0.159 0.55 15 0.15 1.00 0.04
81 CSTM 12.01 20 Sep '19 12.00 0.429 0.85 26 15 Nov '19 13.00 0.464 0.70 105 0.15 1.00 0.03
82 ADBE 298.86 16 Aug '19 297.50 0.254 7.10 63 18 Oct '19 300.00 0.288 15.50 101 -8.40 2.50 0.03
83 SBUX 94.69 6 Sep '19 94.50 0.186 2.47 4 15 Nov '19 95.00 0.220 4.40 1,956 -1.93 0.50 0.03
84 NOK 5.41 6 Sep '19 5.50 0.261 0.16 168 15 Nov '19 6.00 0.296 0.13 250 0.03 0.50 0.03
85 MU 44.89 16 Aug '19 44.50 0.417 1.77 154 18 Oct '19 45.00 0.451 3.70 205 -1.93 0.50 0.03
86 SON 60.03 16 Aug '19 60.00 0.166 0.95 12 18 Oct '19 65.00 0.200 0.60 18 0.35 5.00 0.03
87 ET 14.38 23 Aug '19 14.50 0.176 0.23 94 18 Oct '19 15.00 0.210 0.31 312 -0.08 0.50 0.03
88 SAND 6.14 17 Jan '20 7.00 0.417 0.45 710 20 Mar '20 8.00 0.450 0.30 55 0.15 1.00 0.03
89 SNE 56.86 9 Aug '19 57.00 0.222 0.80 4 18 Oct '19 57.50 0.255 2.40 999 -1.60 0.50 0.03
90 QID 29.98 16 Aug '19 29.00 0.286 1.42 46 18 Oct '19 30.00 0.318 1.57 20 -0.15 1.00 0.03
91 ADBE 298.86 23 Aug '19 297.50 0.256 8.40 53 18 Oct '19 300.00 0.288 15.50 101 -7.10 2.50 0.03
92 BABA 173.11 9 Aug '19 172.50 0.280 3.40 961 18 Oct '19 175.00 0.312 9.10 139 -5.70 2.50 0.03
93 WORK 33.42 16 Aug '19 30.00 0.480 3.80 222 18 Oct '19 35.00 0.511 2.45 37 1.35 5.00 0.03
94 WW 21.65 2 Aug '19 22.00 0.622 0.35 5 18 Oct '19 22.50 0.654 2.20 13 -1.85 0.50 0.03
95 AA 22.49 23 Aug '19 22.50 0.379 0.90 5 18 Oct '19 23.00 0.411 1.45 1 -0.55 0.50 0.03
96 EL 184.19 16 Aug '19 185.00 0.218 3.10 87 18 Oct '19 190.00 0.250 6.00 50 -2.90 5.00 0.03
97 ET 14.38 30 Aug '19 14.50 0.179 0.26 3 18 Oct '19 15.00 0.210 0.31 312 -0.05 0.50 0.03
98 MANH 84.99 20 Sep '19 85.00 0.293 3.80 28 15 Nov '19 90.00 0.324 3.80 1  0 5.00 0.03
99 ADBE 298.86 9 Aug '19 297.50 0.258 5.60 113 18 Oct '19 300.00 0.288 15.50 101 -9.90 2.50 0.03
100 UNP 179.95 6 Sep '19 177.50 0.183 5.60 14 15 Nov '19 180.00 0.214 8.20 9 -2.60 2.50 0.03
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