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# Stock Stock
Price
Expiry Days Strike Short Call Short Put % of
Stock
IVol
Sum
Price
IVol Price Volume IVol Price Volume
1 AUPH 6.08 17 Jan '20 59 6.00 2.696 2.60 1,993 2.462 2.20 20 78.95 5.16 4.80
2 AUPH 6.08 17 Jan '20 59 7.00 2.522 2.20 128 2.460 2.85 10 83.06 4.98 5.05
3 ITCI 9.00 17 Jan '20 59 7.50 2.093 3.70 6 2.011 1.85 7 61.67 4.10 5.55
4 SLDB 3.68 20 Dec '19 31 2.50 2.027 1.55 4 1.842 0.15 1 46.20 3.87 1.70
5 I 6.09 20 Dec '19 31 6.00 1.879 1.40 5,790 1.865 1.20 8,446 42.69 3.74 2.60
6 I 6.09 17 Jan '20 59 6.00 1.795 1.80 206 1.787 1.60 1,868 55.83 3.58 3.40
7 CRC 6.20 20 Dec '19 31 6.00 1.560 1.45 192 1.779 1.05 1,072 40.32 3.34 2.50
8 CVM 7.80 20 Dec '19 31 10.00 1.288 0.55 38 1.982 3.20 151 48.08 3.27 3.75
9 SLDB 3.68 20 Dec '19 31 5.00 1.670 0.40 75 1.544 1.50 2 51.63 3.21 1.90
10 CRC 6.20 17 Jan '20 59 6.00 1.501 1.80 376 1.666 1.40 93 51.61 3.17 3.20
11 EROS 2.25 20 Dec '19 31 2.50 1.604 0.35 351 1.548 0.55 38 40.00 3.15 0.90
12 ITCI 9.00 20 Dec '19 31 10.00 1.509 1.25 1,589 1.606 2.00 3 36.11 3.11 3.25
13 EROS 2.25 17 Jan '20 59 2.50 1.580 0.50 160 1.513 0.65 20 51.11 3.09 1.15
14 MNK 2.92 20 Dec '19 31 2.50 1.542 0.85 70 1.543 0.15 3 34.25 3.09 1.00
15 CRC 6.20 20 Dec '19 31 7.00 1.479 0.80 706 1.605 1.50 5,237 37.10 3.08 2.30
16 CRC 6.20 17 Jan '20 59 7.00 1.454 1.30 330 1.583 1.90 20 51.61 3.04 3.20
17 ITCI 9.00 20 Dec '19 31 7.50 1.420 2.60 10 1.562 0.65 478 36.11 2.98 3.25
18 ACB 2.34 6 Dec '19 17 2.50 1.313 0.21 967 1.612 0.39 431 25.64 2.92 0.60
19 ACB 2.34 6 Dec '19 17 2.00 1.244 0.45 1,294 1.556 0.14 762 25.21 2.80 0.59
20 PCG 6.84 6 Dec '19 17 6.50 1.432 1.07 1 1.343 0.57 5 23.98 2.77 1.64
21 PCG 6.84 13 Dec '19 24 6.50 1.430 1.23 15 1.341 0.66 1 27.63 2.77 1.89
22 ACB 2.34 13 Dec '19 24 2.50 1.189 0.24 1,114 1.524 0.45 185 29.49 2.71 0.69
23 PCG 6.84 17 Jan '20 59 7.00 1.357 1.43 40 1.350 1.41 91 41.52 2.71 2.84
24 ACB 2.34 20 Dec '19 31 2.50 1.138 0.26 732 1.562 0.50 554 32.48 2.70 0.76
25 PCG 6.84 20 Dec '19 31 6.50 1.364 1.35 4 1.312 0.79 36 31.29 2.68 2.14
26 ACB 2.34 13 Dec '19 24 2.00 1.154 0.49 81 1.512 0.18 108 28.63 2.67 0.67
27 PCG 6.84 20 Dec '19 31 7.00 1.323 1.06 147 1.299 1.05 104 30.85 2.62 2.11
28 PCG 6.84 6 Dec '19 17 7.00 1.352 0.75 60 1.241 0.73 53 21.64 2.59 1.48
29 ACB 2.34 27 Dec '19 38 2.50 1.077 0.29 839 1.511 0.51 72 34.19 2.59 0.80
30 XNET 5.23 20 Dec '19 31 5.00 1.146 0.85 682 1.303 0.60 356 27.72 2.45 1.45
31 CLVS 7.79 20 Dec '19 31 8.00 1.178 1.00 3,157 1.252 1.15 281 27.60 2.43 2.15
32 ACB 2.34 17 Jan '20 59 2.00 0.962 0.57 944 1.436 0.33 2,174 38.46 2.40 0.90
33 ACB 2.34 20 Dec '19 31 2.00 0.968 0.50 312 1.418 0.19 3,000 29.49 2.39 0.69
34 OGI 2.32 20 Dec '19 31 2.50 1.099 0.25 456 1.267 0.35 24 25.86 2.37 0.60
35 WATT 2.17 20 Dec '19 31 2.50 1.014 0.15 79 1.342 0.40 2 25.35 2.36 0.55
36 XNET 5.23 17 Jan '20 59 5.00 1.080 1.25 9 1.259 0.85 17 40.15 2.34 2.10
37 ENDP 4.45 17 Jan '20 59 4.00 1.199 1.10 137 1.124 0.45 129 34.83 2.32 1.55
38 CLVS 7.79 17 Jan '20 59 8.00 1.100 1.35 1,009 1.192 1.45 657 35.94 2.29 2.80
39 ACB 2.34 27 Dec '19 38 2.00 0.831 0.54 120 1.418 0.24 340 33.33 2.25 0.78
40 PRTK 3.07 20 Dec '19 31 2.50 1.103 0.85 50 1.142  0 40 27.69 2.24 0.85
41 CLVS 7.79 17 Jan '20 59 7.00 1.075 1.80 630 1.158 0.95 1,115 35.30 2.23 2.75
42 CLVS 7.79 20 Dec '19 31 7.00 1.052 1.40 1,171 1.177 0.60 921 25.67 2.23 2.00
43 GUSH 2.45 20 Dec '19 31 2.00 1.038 0.60 301 1.159 0.10 154 28.57 2.20 0.70
44 ARQL 8.46 20 Dec '19 31 8.00 1.133 1.40 31 1.064 0.65 21 24.23 2.20 2.05
45 VAL 3.69 20 Dec '19 31 4.00 1.053 0.35 41 1.136 0.65 254 27.10 2.19 1.00
46 WATT 2.17 17 Jan '20 59 2.50 0.913 0.30 8 1.263 0.55 3 39.17 2.18 0.85
47 NEPT 2.71 20 Dec '19 31 3.00 0.982 0.25 36 1.176 0.45 27 25.83 2.16 0.70
48 ARQL 8.46 20 Dec '19 31 9.00 1.026 0.80 830 1.119 1.10 10 22.46 2.14 1.90
49 GUSH 2.45 17 Jan '20 59 2.00 1.086 0.75 473 1.056 0.15 308 36.73 2.14 0.90
50 TLRD 5.11 20 Dec '19 31 5.00 1.065 0.75 15 1.066 0.55 244 25.44 2.13 1.30
51 SIG 15.97 6 Dec '19 17 16.00 1.037 1.60 8 1.082 1.45 15 19.10 2.12 3.05
52 AVDL 4.81 20 Dec '19 31 5.00 1.039 0.65 369 1.057 0.65 41 27.03 2.10 1.30
53 UNIT 6.80 20 Dec '19 31 6.00 1.032 1.40 27 1.062 0.35 24 25.74 2.09 1.75
54 MIK 8.00 20 Dec '19 31 7.50 1.092 1.30 79 1.001 0.65 70 24.37 2.09 1.95
55 VAL 3.69 17 Jan '20 59 4.00 1.067 0.55 251 1.002 0.75 7 35.23 2.07 1.30
56 UNIT 6.80 17 Jan '20 59 7.50 0.887 0.75 14 1.142 1.60 15 34.56 2.03 2.35
57 WORK 21.18 6 Dec '19 17 21.50 0.998 1.75 97 1.029 2.00 22 17.71 2.03 3.75
58 GUSH 2.45 20 Dec '19 31 3.00 1.068 0.15 2,271 0.947 0.60 63 30.61 2.01 0.75
59 MIK 8.00 20 Dec '19 31 10.00 0.986 0.35 132 1.026 2.20 202 31.88 2.01 2.55
60 WORK 21.18 6 Dec '19 17 21.00 0.970 1.95 61 1.037 1.70 56 17.23 2.01 3.65
61 GASL 5.93 20 Dec '19 31 6.00 0.990 0.70 89 0.998 0.70 50 23.61 1.99 1.40
62 TGTX 7.93 17 Jan '20 59 7.00 0.989 1.80 30 0.996 0.65 1 30.90 1.99 2.45
63 JE 2.33 17 Jan '20 59 2.50 1.011 0.35 43 0.960 0.35 2 30.04 1.97 0.70
64 GUSH 2.45 17 Jan '20 59 3.00 1.047 0.25 1,107 0.916 0.70 141 38.78 1.96 0.95
65 OAS 2.48 17 Jan '20 59 2.00 1.012 0.70 27 0.948 0.05 101 30.24 1.96 0.75
66 BOIL 11.70 20 Dec '19 31 12.00 0.979 1.25 40 0.980 1.45 22 23.08 1.96 2.70
67 GASL 5.93 20 Dec '19 31 5.00 0.995 1.25 423 0.957 0.20 40 24.45 1.95 1.45
68 PYX 7.54 20 Dec '19 31 7.50 0.952 0.95 39 0.999 0.75 10 22.55 1.95 1.70
69 UVXY 16.32 20 Dec '19 31 16.00 0.953 2.04 369 0.997 1.49 102 21.63 1.95 3.53
70 WLL 5.35 20 Dec '19 31 5.00 0.964 0.82 128 0.974 0.40 654 22.80 1.94 1.22
71 GASL 5.93 17 Jan '20 59 5.00 0.919 1.45 10 1.012 0.45 1 32.04 1.93 1.90
72 SNDL 2.88 17 Jan '20 59 2.50 0.886 0.75 1 1.040 0.15 2 31.25 1.93 0.90
73 WLL 5.35 17 Jan '20 59 5.00 0.960 1.01 38 0.963 0.59 66 29.91 1.92 1.60
74 OILU 16.34 20 Dec '19 31 16.00 0.974 2.05 127 0.942 1.50 148 21.73 1.92 3.55
75 PYX 7.54 20 Dec '19 31 10.00 0.964 0.25 31 0.949 2.60 1 37.80 1.91 2.85
76 NTNX 28.69 6 Dec '19 17 28.50 0.990 2.55 1 0.921 2.15 1 16.38 1.91 4.70
77 OSTK 7.88 20 Dec '19 31 7.50 0.915 1.05 64 0.985 0.65 24 21.57 1.90 1.70
78 BOIL 11.70 17 Jan '20 59 11.00 0.968 2.15 2 0.928 1.30 4 29.49 1.90 3.45
79 MR 5.04 20 Dec '19 31 5.00 0.996 0.65 217 0.894 0.45 8 21.83 1.89 1.10
80 TLRD 5.11 17 Jan '20 59 5.00 0.921 0.90 34 0.968 0.70 425 31.31 1.89 1.60
81 WLL 5.35 6 Dec '19 17 5.00 0.937 0.66 11 0.950 0.25 2 17.01 1.89 0.91
82 SCOR 3.98 17 Jan '20 59 5.00 0.931 0.35 2 0.943 1.20 3 38.94 1.87 1.55
83 UVXY 16.32 6 Dec '19 17 16.00 0.888 1.47 388 0.975 0.91 442 14.58 1.86 2.38
84 BOIL 11.70 20 Dec '19 31 11.00 0.910 1.65 409 0.950 0.85 61 21.37 1.86 2.50
85 WLL 5.35 20 Dec '19 31 5.50 0.909 0.55 161 0.942 0.64 177 22.24 1.85 1.19
86 PAYS 9.29 20 Dec '19 31 7.50 0.907 2.10 40 0.937 0.25 112 25.30 1.84 2.35
87 UNIT 6.80 20 Dec '19 31 7.50 0.864 0.45 288 0.969 1.05 4 22.06 1.83 1.50
88 WORK 21.18 13 Dec '19 24 21.50 0.898 1.85 20 0.935 2.10 10 18.65 1.83 3.95
89 LXRX 3.65 17 Jan '20 59 4.00 0.914 0.50 6 0.916 0.65 1 31.51 1.83 1.15
90 JMIA 5.28 17 Jan '20 59 5.00 0.854 0.90 17 0.968 0.55 6 27.46 1.82 1.45
91 OILU 16.34 20 Dec '19 31 17.00 0.911 1.50 73 0.906 2.05 21 21.73 1.82 3.55
92 CLDR 8.93 6 Dec '19 17 8.50 0.919 1.00 1 0.892 0.40 40 15.68 1.81 1.40
93 WORK 21.18 13 Dec '19 24 21.00 0.886 2.05 46 0.924 1.85 21 18.41 1.81 3.90
94 SPPI 8.40 17 Jan '20 59 9.00 0.883 1.05 9 0.923 1.25 48 27.38 1.81 2.30
95 BE 6.38 20 Dec '19 31 6.00 0.931 0.95 39 0.867 0.40 29 21.16 1.80 1.35
96 DO 5.35 20 Dec '19 31 5.00 0.912 0.78 156 0.878 0.32 90 20.56 1.79 1.10
97 SPPI 8.40 20 Dec '19 31 9.00 0.942 0.75 354 0.835 1.05 453 21.43 1.78 1.80
98 CLDR 8.93 6 Dec '19 17 9.00 0.875 0.70 10 0.895 0.70 250 15.68 1.77 1.40
99 ARQL 8.46 17 Jan '20 59 9.00 0.898 1.15 363 0.871 1.40 1 30.14 1.77 2.55
100 DO 5.35 17 Jan '20 59 5.00 0.885 0.93 8,581 0.875 0.54 107 27.48 1.76 1.47
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