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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 UUUU 2.91 17 May '19 2.50 0.525 0.55 7 19 Jul '19 5.00 1.060 0.10 51 0.45 2.50 0.53
2 AXSM 17.50 17 May '19 20.00 0.934 0.60 156 19 Jul '19 22.50 1.402 2.65 20 -2.05 2.50 0.47
3 MRNS 4.63 17 May '19 4.00 0.801 0.75 52 19 Jul '19 5.00 1.078 0.65 5,112 0.10 1.00 0.28
4 MRNS 4.63 17 May '19 5.00 0.913 0.25 265 19 Jul '19 6.00 1.082 0.40 367 -0.15 1.00 0.17
5 XON 4.22 17 May '19 4.00 0.832 0.50 254 19 Jul '19 5.00 0.988 0.40 265 0.10 1.00 0.16
6 ARQL 6.28 17 May '19 7.50 0.958 0.15 19 19 Jul '19 10.00 1.114 0.30 11 -0.15 2.50 0.16
7 ARQL 6.28 17 May '19 5.00 0.982 1.50 4 19 Jul '19 7.50 1.138 0.85 167 0.65 2.50 0.16
8 WATT 5.09 17 May '19 5.00 0.743 0.40 109 19 Jul '19 7.50 0.884 0.15 8 0.25 2.50 0.14
9 CONN 25.50 17 May '19 26.00 0.434 0.75 105 19 Jul '19 27.00 0.543 1.85 1 -1.10 1.00 0.11
10 ZNGA 5.82 10 May '19 5.50 0.286 0.37 1,057 19 Jul '19 6.00 0.387 0.30 832 0.07 0.50 0.10
11 ZYNE 11.10 21 Jun '19 10.00 0.889 2.10 224 16 Aug '19 12.50 0.990 1.80 29 0.30 2.50 0.10
12 APHA 7.13 31 May '19 7.00 0.480 0.55 9 19 Jul '19 7.50 0.578 0.55 236  0 0.50 0.10
13 SOGO 5.62 17 May '19 5.00 0.485 0.80 801 19 Jul '19 7.50 0.579 0.10 4 0.70 2.50 0.09
14 CIEN 39.00 10 May '19 39.50 0.267 0.45 5 19 Jul '19 40.00 0.358 2.10 39 -1.65 0.50 0.09
15 SCO 15.85 17 May '19 15.50 0.480 0.85 5 19 Jul '19 16.00 0.569 1.55 31 -0.70 0.50 0.09
16 ZIOP 4.49 17 May '19 4.50 0.564 0.25 86 19 Jul '19 5.00 0.651 0.30 10 -0.05 0.50 0.09
17 DNOW 14.85 21 Jun '19 15.00 0.331 0.85 10 16 Aug '19 17.50 0.418 0.45 2 0.40 2.50 0.09
18 SKX 31.40 31 May '19 31.50 0.324 1.20 2 19 Jul '19 32.00 0.411 2.05 1 -0.85 0.50 0.09
19 CIEN 39.00 17 May '19 39.50 0.278 0.69 42 19 Jul '19 40.00 0.358 2.10 39 -1.41 0.50 0.08
20 SKX 31.40 17 May '19 31.50 0.334 0.85 15 19 Jul '19 32.00 0.411 2.05 1 -1.20 0.50 0.08
21 SKX 31.40 10 May '19 31.50 0.336 0.65 1 19 Jul '19 32.00 0.411 2.05 1 -1.40 0.50 0.08
22 NFLX 379.06 10 May '19 377.50 0.302 7.80 488 19 Jul '19 380.00 0.377 25.85 71 -18.05 2.50 0.07
23 CIEN 39.00 10 May '19 38.50 0.291 0.98 89 19 Jul '19 39.00 0.365 2.58 9 -1.60 0.50 0.07
24 CIEN 39.00 17 May '19 38.50 0.293 1.23 41 19 Jul '19 39.00 0.365 2.58 9 -1.35 0.50 0.07
25 WUBA 71.58 17 May '19 75.00 0.340 0.85 17 19 Jul '19 80.00 0.411 2.40 5 -1.55 5.00 0.07
26 ENPH 12.93 21 Jun '19 12.50 0.529 1.30 246 16 Aug '19 15.00 0.600 0.85 4 0.45 2.50 0.07
27 SCS 17.18 17 May '19 17.50 0.220 0.20 21 19 Jul '19 20.00 0.289 0.10 2 0.10 2.50 0.07
28 NFLX 379.06 17 May '19 377.50 0.309 10.45 271 19 Jul '19 380.00 0.377 25.85 71 -15.40 2.50 0.07
29 NFLX 379.06 31 May '19 377.50 0.311 14.30 13 19 Jul '19 380.00 0.377 25.85 71 -11.55 2.50 0.07
30 EXEL 20.19 21 Jun '19 21.00 0.388 1.05 24 16 Aug '19 22.00 0.452 1.25 97 -0.20 1.00 0.06
31 KR 25.78 31 May '19 25.50 0.232 0.86 516 19 Jul '19 26.00 0.295 1.28 58 -0.42 0.50 0.06
32 AJRD 36.43 21 Jun '19 40.00 0.280 0.45 15 16 Aug '19 45.00 0.342 0.40 5 0.05 5.00 0.06
33 CCJ 10.58 10 May '19 10.50 0.284 0.25 22 19 Jul '19 11.00 0.345 0.45 6,381 -0.20 0.50 0.06
34 AMRN 18.13 31 May '19 18.50 0.576 1.25 3 19 Jul '19 19.00 0.636 1.72 125 -0.47 0.50 0.06
35 IBM 139.59 17 May '19 139.00 0.107 1.60 23 19 Jul '19 140.00 0.166 4.05 177 -2.45 1.00 0.06
36 KR 25.78 17 May '19 25.50 0.237 0.68 53 19 Jul '19 26.00 0.295 1.28 58 -0.60 0.50 0.06
37 KR 25.78 24 May '19 25.50 0.238 0.79 1 19 Jul '19 26.00 0.295 1.28 58 -0.49 0.50 0.06
38 HCP 30.54 17 May '19 30.00 0.112 0.75 231 19 Jul '19 32.50 0.168 0.25 8 0.50 2.50 0.06
39 SKY 21.37 21 Jun '19 22.50 0.462 1.15 10 16 Aug '19 25.00 0.515 1.00 4 0.15 2.50 0.05
40 WATT 5.09 15 Nov '19 7.50 0.835 0.70 2 17 Jan '20 10.00 0.887 0.50 160 0.20 2.50 0.05
41 FTR 2.09 21 Jun '19 2.00 0.973 0.40 33 16 Aug '19 3.00 1.025 0.15 136 0.25 1.00 0.05
42 STAY 17.67 17 May '19 17.50 0.288 0.60 49 19 Jul '19 20.00 0.338 0.35 543 0.25 2.50 0.05
43 IBM 139.59 10 May '19 139.00 0.116 1.41 58 19 Jul '19 140.00 0.166 4.05 177 -2.64 1.00 0.05
44 SPXS 19.18 17 May '19 19.00 0.379 0.70 785 19 Jul '19 20.00 0.429 1.05 877 -0.35 1.00 0.05
45 PRO 50.64 21 Jun '19 50.00 0.368 3.20 2 16 Aug '19 55.00 0.417 2.75 20 0.45 5.00 0.05
46 VKTX 8.15 21 Jun '19 8.00 0.733 1.10 53 16 Aug '19 9.00 0.781 0.95 20 0.15 1.00 0.05
47 STZ 209.12 10 May '19 207.50 0.196 3.50 4 19 Jul '19 210.00 0.245 9.10 20 -5.60 2.50 0.05
48 FIZZ 56.75 17 May '19 55.00 0.390 2.95 10 19 Jul '19 57.10 0.438 4.30 1 -1.35 2.10 0.05
49 CRBP 7.10 17 May '19 7.50 0.620 0.25 204 19 Jul '19 10.00 0.668 0.15 1 0.10 2.50 0.05
50 DRI 117.81 17 May '19 120.00 0.176 0.90 132 19 Jul '19 125.00 0.223 2.15 3 -1.25 5.00 0.05
51 CRM 161.83 10 May '19 162.50 0.247 2.13 325 19 Jul '19 165.00 0.293 7.40 41 -5.27 2.50 0.05
52 MET 47.41 10 May '19 47.00 0.144 0.68 151 19 Jul '19 47.50 0.190 1.59 22 -0.91 0.50 0.05
53 VXX 26.70 10 May '19 26.50 0.596 1.07 178 19 Jul '19 27.00 0.641 3.00 43 -1.93 0.50 0.05
54 APHA 7.13 17 May '19 7.00 0.535 0.45 22 19 Jul '19 7.50 0.578 0.55 236 -0.10 0.50 0.04
55 FIT 4.96 7 Jun '19 4.50 0.497 0.60 2 16 Aug '19 5.00 0.539 0.55 260 0.05 0.50 0.04
56 HOG 37.07 7 Jun '19 37.00 0.241 1.31 1 16 Aug '19 37.50 0.284 2.07 3 -0.76 0.50 0.04
57 MMP 61.21 17 May '19 60.00 0.074 1.45 7 19 Jul '19 62.50 0.116 0.70 6 0.75 2.50 0.04
58 AAN 56.94 21 Jun '19 55.00 0.289 3.70 3 16 Aug '19 60.00 0.331 2.70 1 1.00 5.00 0.04
59 AYX 95.46 21 Jun '19 95.00 0.452 6.80 17 16 Aug '19 100.00 0.493 8.10 32 -1.30 5.00 0.04
60 YNDX 36.50 21 Jun '19 36.00 0.366 2.30 4 16 Aug '19 37.00 0.407 2.90 84 -0.60 1.00 0.04
61 SJM 122.93 17 May '19 125.00 0.160 0.85 15 19 Jul '19 130.00 0.201 1.90 5 -1.05 5.00 0.04
62 STZ 209.12 17 May '19 207.50 0.203 4.50 11 19 Jul '19 210.00 0.245 9.10 20 -4.60 2.50 0.04
63 GE 10.25 7 Jun '19 10.50 0.337 0.33 302 16 Aug '19 11.00 0.378 0.54 829 -0.21 0.50 0.04
64 MU 42.56 31 May '19 42.50 0.397 1.97 23 19 Jul '19 43.00 0.437 3.15 50 -1.18 0.50 0.04
65 PFPT 122.69 21 Jun '19 125.00 0.314 4.70 2 16 Aug '19 130.00 0.355 6.40 1 -1.70 5.00 0.04
66 CRM 161.83 17 May '19 162.50 0.253 3.10 252 19 Jul '19 165.00 0.293 7.40 41 -4.30 2.50 0.04
67 MET 47.41 17 May '19 47.00 0.149 0.90 64 19 Jul '19 47.50 0.190 1.59 22 -0.69 0.50 0.04
68 AYX 95.46 21 Jun '19 100.00 0.440 4.50 89 16 Aug '19 105.00 0.481 6.20 79 -1.70 5.00 0.04
69 MU 42.56 24 May '19 42.50 0.398 1.76 40 19 Jul '19 43.00 0.437 3.15 50 -1.39 0.50 0.04
70 UCO 22.52 17 May '19 22.50 0.530 1.05 10 19 Jul '19 23.00 0.569 1.98 1 -0.93 0.50 0.04
71 COST 242.69 17 May '19 242.50 0.151 3.25 75 19 Jul '19 245.00 0.190 7.40 21 -4.15 2.50 0.04
72 CACI 202.71 17 May '19 210.00 0.158 0.55 98 19 Jul '19 220.00 0.195 1.75 5 -1.20 10.00 0.04
73 VXX 26.70 31 May '19 26.50 0.605 1.96 52 19 Jul '19 27.00 0.641 3.00 43 -1.04 0.50 0.04
74 ROL 37.52 21 Jun '19 40.00 0.179 0.30 18 16 Aug '19 45.00 0.215 0.10 10 0.20 5.00 0.04
75 HRB 26.71 17 May '19 26.00 0.230 1.00 38 19 Jul '19 27.00 0.266 1.15 17 -0.15 1.00 0.04
76 ZBRA 205.94 21 Jun '19 210.00 0.273 6.70 43 16 Aug '19 220.00 0.309 8.30 3 -1.60 10.00 0.04
77 KR 25.78 10 May '19 25.50 0.260 0.56 257 19 Jul '19 26.00 0.295 1.28 58 -0.72 0.50 0.04
78 ZBRA 205.94 21 Jun '19 200.00 0.289 12.20 12 16 Aug '19 210.00 0.324 12.50 108 -0.30 10.00 0.03
79 CCJ 10.58 31 May '19 10.50 0.310 0.45 1 19 Jul '19 11.00 0.345 0.45 6,381  0 0.50 0.03
80 BZH 14.24 21 Jun '19 14.00 0.457 1.25 3 16 Aug '19 15.00 0.491 1.05 3 0.20 1.00 0.03
81 KNX 32.26 21 Jun '19 35.00 0.385 0.95 110 16 Aug '19 40.00 0.419 0.70 2 0.25 5.00 0.03
82 SBUX 77.47 10 May '19 77.00 0.128 0.87 362 19 Jul '19 77.50 0.162 2.30 197 -1.43 0.50 0.03
83 SBUX 77.47 17 May '19 77.00 0.128 1.10 731 19 Jul '19 77.50 0.162 2.30 197 -1.20 0.50 0.03
84 NEO 22.49 21 Jun '19 20.00 0.409 3.10 110 16 Aug '19 22.50 0.442 2.05 4 1.05 2.50 0.03
85 COST 242.69 10 May '19 242.50 0.157 2.51 740 19 Jul '19 245.00 0.190 7.40 21 -4.89 2.50 0.03
86 BIG 37.02 17 May '19 37.50 0.288 0.70 32 19 Jul '19 40.00 0.321 1.00 6 -0.30 2.50 0.03
87 OLLI 95.43 17 May '19 95.00 0.293 2.60 6 19 Jul '19 97.50 0.325 4.70 3 -2.10 2.50 0.03
88 VKTX 8.15 15 Nov '19 9.00 0.735 1.70 5 17 Jan '20 10.00 0.767 1.50 39 0.20 1.00 0.03
89 CDNS 69.45 21 Jun '19 70.00 0.233 2.20 120 16 Aug '19 75.00 0.264 1.90 12 0.30 5.00 0.03
90 AMRN 18.13 24 May '19 18.50 0.605 0.96 28 19 Jul '19 19.00 0.636 1.72 125 -0.76 0.50 0.03
91 MU 42.56 17 May '19 42.50 0.407 1.46 399 19 Jul '19 43.00 0.437 3.15 50 -1.69 0.50 0.03
92 DXD 27.58 17 May '19 28.00 0.261 0.50 14 19 Jul '19 29.00 0.291 0.90 7 -0.40 1.00 0.03
93 AMAT 43.70 10 May '19 43.50 0.301 0.92 79 19 Jul '19 44.00 0.331 2.45 102 -1.53 0.50 0.03
94 ORCL 54.60 10 May '19 54.50 0.183 0.66 5 19 Jul '19 55.00 0.212 1.92 242 -1.26 0.50 0.03
95 AMRN 18.13 17 May '19 18.50 0.606 0.75 77 19 Jul '19 19.00 0.636 1.72 125 -0.97 0.50 0.03
96 APHA 7.13 10 May '19 7.00 0.549 0.35 42 19 Jul '19 7.50 0.578 0.55 236 -0.20 0.50 0.03
97 EXEL 20.19 21 Jun '19 20.00 0.438 1.50 70 16 Aug '19 21.00 0.467 1.55 60 -0.05 1.00 0.03
98 R 61.25 21 Jun '19 62.50 0.235 1.70 5 16 Aug '19 65.00 0.264 2.00 33 -0.30 2.50 0.03
99 MET 47.41 24 May '19 47.00 0.161 1.01 11 19 Jul '19 47.50 0.190 1.59 22 -0.58 0.50 0.03
100 MS 47.81 10 May '19 47.50 0.227 0.82 15 19 Jul '19 48.00 0.255 2.13 30 -1.31 0.50 0.03
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