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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 CRBP 6.50 15 May '20 5.00 0.585 1.55 6 17 Jul '20 7.50 1.696 1.55 78  0 2.50 1.11
2 NGL 5.75 15 May '20 5.00 0.785 0.90 219 17 Jul '20 7.50 1.260 0.55 148 0.35 2.50 0.48
3 HTZ 3.01 15 May '20 3.50 2.536 0.35 2,155 17 Jul '20 4.00 2.882 1.05 104 -0.70 0.50 0.35
4 CMRX 2.34 19 Jun '20 2.50 0.883 0.40 1 21 Aug '20 5.00 1.185 0.05 74 0.35 2.50 0.30
5 HTZ 3.01 8 May '20 3.50 2.648 0.15 2,881 17 Jul '20 4.00 2.882 1.05 104 -0.90 0.50 0.23
6 SPXS 10.57 15 May '20 10.00 0.800 0.90 3,991 17 Jul '20 11.00 1.021 1.65 1,022 -0.75 1.00 0.22
7 ATHX 2.62 15 May '20 2.00 1.925 0.85 141 17 Jul '20 3.00 2.134 0.65 59 0.20 1.00 0.21
8 IVZ 7.86 15 May '20 7.00 0.418 0.95 3 17 Jul '20 8.00 0.616 0.75 20 0.20 1.00 0.20
9 CASA 4.12 19 Jun '20 5.00 0.928 0.35 1 21 Aug '20 7.50 1.087 0.20 2 0.15 2.50 0.16
10 AMLP 4.97 15 May '20 4.50 0.353 0.55 30 17 Jul '20 5.00 0.501 0.40 37 0.15 0.50 0.15
11 QID 16.86 15 May '20 16.00 0.542 1.21 37 17 Jul '20 17.00 0.673 1.85 21 -0.64 1.00 0.13
12 PSQ 21.84 15 May '20 22.00 0.238 0.50 86 17 Jul '20 23.00 0.357 0.85 17 -0.35 1.00 0.12
13 SPXS 10.57 15 May '20 11.00 0.990 0.55 5,442 17 Jul '20 12.00 1.101 1.45 200 -0.90 1.00 0.11
14 SAVA 7.85 19 Jun '20 7.50 2.063 2.55 8 21 Aug '20 10.00 2.173 2.95 37 -0.40 2.50 0.11
15 SOXS 9.91 19 Jun '20 9.00 1.182 2.15 40 21 Aug '20 10.00 1.285 2.55 1 -0.40 1.00 0.10
16 FTAI 10.66 19 Jun '20 10.00 0.574 1.35 1 21 Aug '20 11.00 0.665 1.20 5 0.15 1.00 0.09
17 AB 22.26 15 May '20 22.50 0.311 0.50 7 17 Jul '20 25.00 0.398 0.55 9 -0.05 2.50 0.09
18 RAD 13.08 22 May '20 13.50 0.961 0.97 13 17 Jul '20 14.00 1.037 1.85 174 -0.88 0.50 0.08
19 KR 32.81 29 May '20 32.50 0.281 1.24 45 17 Jul '20 33.00 0.356 1.94 83 -0.70 0.50 0.08
20 TUP 2.90 15 May '20 3.00 1.269 0.25 69 17 Jul '20 3.50 1.341 0.30 1 -0.05 0.50 0.07
21 FCX 8.80 5 Jun '20 8.50 0.656 0.89 7 21 Aug '20 9.00 0.728 1.22 45 -0.33 0.50 0.07
22 QID 16.86 15 May '20 17.00 0.642 0.69 122 17 Jul '20 18.00 0.712 1.59 19 -0.90 1.00 0.07
23 NRZ 6.52 19 Jun '20 7.00 0.823 0.60 2,202 21 Aug '20 8.00 0.891 0.65 224 -0.05 1.00 0.07
24 SNAP 17.51 5 Jun '20 17.50 0.529 1.19 140 21 Aug '20 18.00 0.591 1.99 168 -0.80 0.50 0.06
25 KR 32.81 22 May '20 32.50 0.297 1.24 22 17 Jul '20 33.00 0.356 1.94 83 -0.70 0.50 0.06
26 KR 32.81 15 May '20 32.50 0.298 0.86 199 17 Jul '20 33.00 0.356 1.94 83 -1.08 0.50 0.06
27 SGMO 8.76 20 Nov '20 8.00 0.758 2.45 1 15 Jan '21 9.00 0.815 2.05 31 0.40 1.00 0.06
28 DXD 23.13 15 May '20 24.00 0.694 0.75 113 17 Jul '20 25.00 0.751 2.15 1 -1.40 1.00 0.06
29 NAT 5.25 15 May '20 5.50 1.383 0.40 1,341 17 Jul '20 6.00 1.440 0.95 443 -0.55 0.50 0.06
30 GME 5.39 8 May '20 5.00 1.046 0.51 90 17 Jul '20 5.50 1.096 0.83 22 -0.32 0.50 0.05
31 SH 24.53 19 Jun '20 24.00 0.283 1.35 166 21 Aug '20 25.00 0.331 1.50 181 -0.15 1.00 0.05
32 SILV 7.11 19 Jun '20 7.50 0.865 0.75 11 21 Aug '20 10.00 0.912 0.45 10 0.30 2.50 0.05
33 FE 41.68 15 May '20 42.00 0.271 0.65 10 17 Jul '20 43.00 0.318 1.75 432 -1.10 1.00 0.05
34 ET 8.22 29 May '20 8.50 0.498 0.33 341 17 Jul '20 9.00 0.544 0.49 776 -0.16 0.50 0.05
35 RMBS 14.51 19 Jun '20 14.00 0.401 1.29 73 21 Aug '20 15.00 0.445 1.11 83 0.18 1.00 0.04
36 SOXS 9.91 19 Jun '20 10.00 1.269 1.80 175 21 Aug '20 11.00 1.312 2.35 3 -0.55 1.00 0.04
37 AA 7.81 8 May '20 7.50 0.757 0.55 13 17 Jul '20 8.00 0.800 0.95 63 -0.40 0.50 0.04
38 GME 5.39 29 May '20 5.50 1.050 0.74 8 17 Jul '20 6.00 1.093 0.74 140  0 0.50 0.04
39 BP 23.87 29 May '20 23.50 0.360 1.15 4 17 Jul '20 24.00 0.402 1.58 48 -0.43 0.50 0.04
40 NRZ 6.52 19 Jun '20 6.00 0.873 1.10 782 21 Aug '20 7.00 0.914 0.95 1,085 0.15 1.00 0.04
41 RAD 13.08 15 May '20 13.50 0.997 0.72 165 17 Jul '20 14.00 1.037 1.85 174 -1.13 0.50 0.04
42 SNAP 17.51 12 Jun '20 17.50 0.551 1.29 16 21 Aug '20 18.00 0.591 1.99 168 -0.70 0.50 0.04
43 GME 5.39 15 May '20 5.00 1.057 0.68 186 17 Jul '20 5.50 1.096 0.83 22 -0.15 0.50 0.04
44 GE 6.20 12 Jun '20 6.50 0.544 0.33 920 21 Aug '20 7.00 0.582 0.48 504 -0.15 0.50 0.04
45 XOM 44.83 29 May '20 44.50 0.370 1.98 9 17 Jul '20 45.00 0.407 3.10 668 -1.12 0.50 0.04
46 GE 6.20 5 Jun '20 6.50 0.546 0.29 743 21 Aug '20 7.00 0.582 0.48 504 -0.19 0.50 0.04
47 GE 6.20 29 May '20 6.50 0.531 0.22 1,167 17 Jul '20 7.00 0.567 0.33 1,620 -0.11 0.50 0.04
48 GDXJ 42.56 12 Jun '20 42.50 0.611 3.55 7 21 Aug '20 43.00 0.647 5.75 44 -2.20 0.50 0.04
49 ORCL 52.05 29 May '20 52.00 0.320 1.86 21 17 Jul '20 52.50 0.356 2.83 51 -0.97 0.50 0.04
50 MU 45.41 29 May '20 45.50 0.526 2.43 38 17 Jul '20 46.00 0.561 4.10 200 -1.67 0.50 0.03
51 BP 23.87 22 May '20 23.50 0.368 1.05 1 17 Jul '20 24.00 0.402 1.58 48 -0.53 0.50 0.03
52 AA 7.81 22 May '20 7.50 0.767 0.75 11 17 Jul '20 8.00 0.800 0.95 63 -0.20 0.50 0.03
53 ORCL 52.05 22 May '20 52.00 0.324 1.60 131 17 Jul '20 52.50 0.356 2.83 51 -1.23 0.50 0.03
54 OKE 29.93 15 May '20 29.50 0.727 1.70 92 17 Jul '20 30.00 0.758 3.80 9 -2.10 0.50 0.03
55 DBA 13.66 15 May '20 13.00 0.290 0.85 13 17 Jul '20 14.00 0.320 0.60 13 0.25 1.00 0.03
56 VXX 38.67 29 May '20 38.50 0.931 3.80 43 17 Jul '20 39.00 0.958 6.35 28 -2.55 0.50 0.03
57 NIO 3.28 5 Jun '20 3.50 1.099 0.40 169 21 Aug '20 4.00 1.126 0.53 222 -0.13 0.50 0.03
58 TRUP 28.90 19 Jun '20 30.00 0.585 2.05 4 21 Aug '20 35.00 0.613 1.80 13 0.25 5.00 0.03
59 BKR 13.60 15 May '20 14.00 0.606 0.45 16 17 Jul '20 15.00 0.631 0.75 5 -0.30 1.00 0.02
60 XOM 44.83 15 May '20 44.50 0.382 1.34 257 17 Jul '20 45.00 0.407 3.10 668 -1.76 0.50 0.02
61 CHRW 71.13 19 Jun '20 72.50 0.261 2.15 74 21 Aug '20 75.00 0.286 2.65 11 -0.50 2.50 0.02
62 GME 5.39 8 May '20 5.50 1.069 0.20 464 17 Jul '20 6.00 1.093 0.74 140 -0.54 0.50 0.02
63 ORCL 52.05 15 May '20 52.00 0.333 1.25 156 17 Jul '20 52.50 0.356 2.83 51 -1.58 0.50 0.02
64 MSFT 180.76 22 May '20 182.50 0.293 3.85 1,409 17 Jul '20 185.00 0.315 8.10 1,745 -4.25 2.50 0.02
65 MU 45.41 22 May '20 45.50 0.538 2.17 13 17 Jul '20 46.00 0.561 4.10 200 -1.93 0.50 0.02
66 PYX 2.96 19 Jun '20 2.50 1.571 1.00 16 21 Aug '20 5.00 1.592 0.45 24 0.55 2.50 0.02
67 APHA 3.60 29 May '20 4.00 0.724 0.15 1 17 Jul '20 4.50 0.745 0.10 28 0.05 0.50 0.02
68 MSFT 180.76 29 May '20 182.50 0.295 4.70 791 17 Jul '20 185.00 0.315 8.10 1,745 -3.40 2.50 0.02
69 GLD 161.02 8 May '20 161.50 0.210 1.01 658 17 Jul '20 162.00 0.230 6.10 50 -5.09 0.50 0.02
70 AMD 52.19 29 May '20 52.00 0.542 3.10 146 17 Jul '20 52.50 0.561 5.05 349 -1.95 0.50 0.02
71 DKNG 21.61 19 Jun '20 20.00 0.830 3.50 141 21 Aug '20 22.50 0.849 3.40 126 0.10 2.50 0.02
72 QTNT 7.72 15 May '20 7.50 0.960 0.75 9 17 Jul '20 10.00 0.979 0.55 124 0.20 2.50 0.02
73 SPY 286.15 11 May '20 287.00 0.261 3.43 1,995 17 Jul '20 288.00 0.280 13.37 365 -9.94 1.00 0.02
74 NIO 3.28 19 Jun '20 3.50 1.108 0.44 133 21 Aug '20 4.00 1.126 0.53 222 -0.09 0.50 0.02
75 CRON 5.74 29 May '20 5.50 0.694 0.58 1 17 Jul '20 6.00 0.712 0.56 380 0.02 0.50 0.02
76 SPY 286.15 11 May '20 286.00 0.266 3.99 4,655 17 Jul '20 287.00 0.283 13.97 524 -9.98 1.00 0.02
77 SH 24.53 19 Jun '20 25.00 0.337 1.00 798 21 Aug '20 26.00 0.354 1.25 15 -0.25 1.00 0.02
78 KGC 6.99 5 Jun '20 6.50 0.704 0.92 20 21 Aug '20 7.00 0.719 1.03 168 -0.11 0.50 0.02
79 NIO 3.28 12 Jun '20 3.50 1.111 0.43 116 21 Aug '20 4.00 1.126 0.53 222 -0.10 0.50 0.02
80 GLD 161.02 15 May '20 161.50 0.215 2.07 907 17 Jul '20 162.00 0.230 6.10 50 -4.03 0.50 0.01
81 IMGN 4.12 15 May '20 4.00 1.068 0.40 41 17 Jul '20 5.00 1.083 0.40 2  0 1.00 0.01
82 GE 6.20 22 May '20 6.50 0.552 0.18 867 17 Jul '20 7.00 0.567 0.33 1,620 -0.15 0.50 0.01
83 HMY 3.88 19 Jun '20 4.00 0.814 0.45 39 21 Aug '20 5.00 0.827 0.30 107 0.15 1.00 0.01
84 SH 24.53 20 Nov '20 24.00 0.308 2.55 66 15 Jan '21 25.00 0.322 2.35 179 0.20 1.00 0.01
85 BP 23.87 15 May '20 23.50 0.388 0.82 136 17 Jul '20 24.00 0.402 1.58 48 -0.76 0.50 0.01
86 GLD 161.02 29 May '20 161.50 0.217 3.40 9 17 Jul '20 162.00 0.230 6.10 50 -2.70 0.50 0.01
87 GDX 34.82 5 Jun '20 34.50 0.516 2.32 823 21 Aug '20 35.00 0.528 3.80 1,092 -1.48 0.50 0.01
88 GLD 161.02 22 May '20 161.50 0.217 2.81 227 17 Jul '20 162.00 0.230 6.10 50 -3.29 0.50 0.01
89 IAU 16.31 29 May '20 16.50 0.231 0.35 65 17 Jul '20 17.00 0.244 0.40 62 -0.05 0.50 0.01
90 JD 43.12 8 May '20 43.50 0.472 0.66 327 17 Jul '20 44.00 0.483 3.25 8 -2.59 0.50 0.01
91 GDX 34.82 29 May '20 35.00 0.507 1.80 472 17 Jul '20 35.50 0.517 2.85 88 -1.05 0.50 0.01
92 MSFT 180.76 15 May '20 182.50 0.305 3.05 7,879 17 Jul '20 185.00 0.315 8.10 1,745 -5.05 2.50 0.01
93 VXX 38.67 15 May '20 38.50 0.948 2.55 1,000 17 Jul '20 39.00 0.958 6.35 28 -3.80 0.50 0.01
94 GSK 41.99 19 Jun '20 42.00 0.209 1.30 2 21 Aug '20 43.00 0.219 1.45 66 -0.15 1.00 0.01
95 SPY 286.15 1 Jun '20 287.00 0.275 8.16 372 21 Aug '20 288.00 0.283 16.67 307 -8.51 1.00 0.01
96 SPY 286.15 26 May '20 287.00 0.272 7.06 93 17 Jul '20 288.00 0.280 13.37 365 -6.31 1.00 0.01
97 SPY 286.15 18 May '20 287.00 0.272 5.49 80 17 Jul '20 288.00 0.280 13.37 365 -7.88 1.00 0.01
98 SPY 286.15 1 Jun '20 286.00 0.279 8.77 53 21 Aug '20 287.00 0.286 17.27 33 -8.50 1.00 0.01
99 MAG 11.61 19 Jun '20 12.50 0.627 0.75 49 21 Aug '20 15.00 0.634 0.55 31 0.20 2.50 0.01
100 SWCH 17.57 19 Jun '20 17.00 0.494 1.55 1 21 Aug '20 18.00 0.501 1.55 20  0 1.00 0.01
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