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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 5.45 20 Dec '19 84 5.00 1.989 2.25 1 1.938 1.40 1 66.97 3.93 3.65
2 BE 3.46 15 Nov '19 49 4.00 1.371 0.55 9 1.294 0.95 15 43.35 2.67 1.50
3 MCF 2.48 15 Nov '19 49 2.50 1.416 0.65 26 1.220 0.30 51 38.31 2.64 0.95
4 PCG 10.12 20 Dec '19 84 10.00 1.274 2.55 10 1.269 2.29 12 47.83 2.54 4.84
5 PCG 10.12 15 Nov '19 49 10.00 1.258 1.96 53 1.249 1.69 5 36.07 2.51 3.65
6 GTT 7.80 15 Nov '19 49 10.00 1.144 0.70 5 1.217 2.80 1 44.87 2.36 3.50
7 GUSH 3.37 15 Nov '19 49 3.00 1.180 0.85 37 1.171 0.35 37 35.61 2.35 1.20
8 SSI 2.08 15 Nov '19 49 2.50 0.953 0.25 26 1.395 0.45 3 33.65 2.35 0.70
9 WATT 3.32 15 Nov '19 49 5.00 1.082 0.15 6 1.211 1.70 5 55.72 2.29 1.85
10 GUSH 3.37 20 Dec '19 84 3.00 1.161 0.95 61 1.114 0.45 180 41.54 2.28 1.40
11 SWN 2.04 15 Nov '19 49 2.00 1.106 0.37 11 1.091 0.27 8 31.37 2.20 0.64
12 FTSI 2.52 15 Nov '19 49 2.50 1.069 0.45 3 1.127 0.30 20 29.76 2.20 0.75
13 OAS 3.46 15 Nov '19 49 3.00 1.151 0.85 10 1.038 0.25 1,011 31.79 2.19 1.10
14 GUSH 3.37 20 Dec '19 84 4.00 1.112 0.55 155 1.072 1.00 11 45.99 2.18 1.55
15 SDC 13.00 15 Nov '19 49 12.50 1.046 2.35 118 1.104 1.60 247 30.38 2.15 3.95
16 CLVS 4.00 15 Nov '19 49 4.00 1.075 0.70 1 1.034 0.55 25 31.25 2.11 1.25
17 SDC 13.00 15 Nov '19 49 15.00 1.033 1.35 10,532 1.036 3.10 129 34.23 2.07 4.45
18 ADVM 5.43 15 Nov '19 49 5.00 1.078 1.10 17 0.985 0.45 100 28.55 2.06 1.55
19 PYX 13.53 15 Nov '19 49 15.00 1.015 1.60 10 1.033 2.80 8 32.52 2.05 4.40
20 NUGT 30.34 15 Nov '19 49 30.00 1.003 4.70 313 1.015 4.15 77 29.17 2.02 8.85
21 WLL 7.95 15 Nov '19 49 8.00 1.021 1.19 1 0.989 1.14 14 29.31 2.01 2.33
22 SFIX 18.34 8 Nov '19 42 18.50 0.988 2.55 3 1.017 2.50 3 27.54 2.01 5.05
23 ENPH 22.25 15 Nov '19 49 20.00 1.024 4.50 140 0.976 1.85 18 28.53 2.00 6.35
24 NUGT 30.34 1 Nov '19 35 30.00 0.983 4.00 64 1.009 3.40 71 24.39 1.99 7.40
25 SWN 2.04 20 Dec '19 84 2.00 1.016 0.44 74 0.968 0.33 9 37.75 1.98 0.77
26 NUGT 30.34 20 Dec '19 84 30.00 0.977 5.90 64 0.994 5.40 192 37.24 1.97 11.30
27 ENPH 22.25 15 Nov '19 49 22.50 0.989 3.20 31 0.978 3.10 98 28.31 1.97 6.30
28 GGAL 13.07 15 Nov '19 49 12.50 0.995 2.25 285 0.970 1.40 5 27.93 1.97 3.65
29 JMIA 8.23 15 Nov '19 49 9.00 0.933 0.90 10 1.023 1.65 1 30.98 1.96 2.55
30 SMSI 5.15 15 Nov '19 49 5.00 0.978 0.90 15 0.967 0.50 20 27.18 1.94 1.40
31 WLL 7.95 20 Dec '19 84 8.00 0.963 1.51 20 0.958 1.45 12 37.23 1.92 2.96
32 TXMD 3.78 15 Nov '19 49 4.00 0.977 0.50 121 0.943 0.60 27 29.10 1.92 1.10
33 SFIX 18.34 15 Nov '19 49 18.00 0.936 2.80 37 0.982 2.35 22 28.08 1.92 5.15
34 NAT 2.17 15 Nov '19 49 2.00 0.980 0.45 55 0.914 0.10 40 25.35 1.89 0.55
35 RRC 4.02 20 Dec '19 84 4.00 0.944 0.80 127 0.936 0.65 27 36.07 1.88 1.45
36 UXIN 2.51 15 Nov '19 49 3.00 0.850 0.25 7 1.027 0.55 1 31.87 1.88 0.80
37 AR 3.28 20 Dec '19 84 3.00 0.918 0.75 105 0.959 0.40 10 35.06 1.88 1.15
38 TXMD 3.78 20 Dec '19 84 3.00 0.899 1.15 10 0.959 0.25 3 37.04 1.86 1.40
39 TXMD 3.78 20 Dec '19 84 4.00 0.925 0.60 71 0.931 0.75 384 35.71 1.86 1.35
40 FTCH 8.49 15 Nov '19 49 8.00 0.927 1.45 100 0.921 0.80 5 26.50 1.85 2.25
41 AMRN 15.15 20 Dec '19 84 15.00 0.950 2.95 105 0.874 2.27 3 34.46 1.82 5.22
42 HEXO 4.19 15 Nov '19 49 4.50 0.814 0.40 44 1.004 0.70 1 26.25 1.82 1.10
43 PAYS 9.87 15 Nov '19 49 10.00 0.768 1.10 5 1.029 1.45 4 25.84 1.80 2.55
44 NVTA 18.85 15 Nov '19 49 17.50 0.913 3.30 16 0.876 1.65 6 26.26 1.79 4.95
45 FIT 3.90 1 Nov '19 35 4.00 0.900 0.42 63 0.860 0.44 2 22.05 1.76 0.86
46 TELL 7.86 15 Nov '19 49 8.00 0.733 0.95 42 1.024 1.20 5 27.35 1.76 2.15
47 MAXR 7.71 15 Nov '19 49 7.50 0.895 1.20 15 0.861 0.80 2 25.94 1.76 2.00
48 DVAX 3.54 15 Nov '19 49 4.00 0.905 0.35 9 0.829 0.65 11 28.25 1.73 1.00
49 NBEV 2.81 20 Dec '19 84 2.50 0.845 0.65 1 0.871 0.25 52 32.03 1.72 0.90
50 RAD 7.28 1 Nov '19 35 7.00 0.767 0.95 14 0.948 0.51 29 20.05 1.72 1.46
51 SEAC 2.91 15 Nov '19 49 2.50 0.765 0.60 20 0.942 0.15 15 25.77 1.71 0.75
52 HEXO 4.19 15 Nov '19 49 4.00 0.793 0.60 100 0.907 0.40 14 23.87 1.70 1.00
53 TLRA 6.88 15 Nov '19 49 7.50 0.866 0.70 16 0.818 1.10 6 26.16 1.68 1.80
54 RYAM 4.39 15 Nov '19 49 5.00 0.808 0.45 3 0.875 0.85 25 29.61 1.68 1.30
55 TLRD 4.32 15 Nov '19 49 4.00 0.865 0.80 124 0.816 0.25 3 24.31 1.68 1.05
56 SPWR 11.45 15 Nov '19 49 11.00 0.858 1.70 2 0.823 1.07 4 24.19 1.68 2.77
57 BBBY 9.89 15 Nov '19 49 10.00 0.824 1.20 47 0.847 1.27 69 24.97 1.67 2.47
58 ROKU 99.74 15 Nov '19 49 100.00 0.845 12.30 248 0.825 11.90 525 24.26 1.67 24.20
59 NET 18.24 15 Nov '19 49 17.50 0.819 2.70 22 0.847 1.70 128 24.12 1.67 4.40
60 ADVM 5.43 15 Nov '19 49 7.50 0.933 0.25 20 0.727 2.10 32 43.28 1.66 2.35
61 ADNT 22.95 15 Nov '19 49 23.00 0.836 2.85 8 0.816 2.70 7 24.18 1.65 5.55
62 RAD 7.28 1 Nov '19 35 7.50 0.779 0.73 2 0.869 0.77 18 20.60 1.65 1.50
63 NBEV 2.81 20 Dec '19 84 3.00 0.829 0.40 70 0.816 0.50 1 32.03 1.64 0.90
64 ACRX 2.21 20 Dec '19 84 2.50 0.771 0.25 102 0.872 0.50 2 33.94 1.64 0.75
65 FIT 3.90 15 Nov '19 49 4.00 0.831 0.44 142 0.798 0.50 43 24.10 1.63 0.94
66 DLPH 13.15 20 Dec '19 84 12.50 0.851 2.45 25 0.764 1.50 12 30.04 1.61 3.95
67 INSG 4.86 15 Nov '19 49 5.00 0.719 0.55 5 0.876 0.55 30 22.63 1.59 1.10
68 MIK 9.69 20 Dec '19 84 10.00 0.810 1.45 18 0.783 1.50 1 30.44 1.59 2.95
69 TLRD 4.32 15 Nov '19 49 5.00 0.751 0.25 200 0.838 0.80 27 24.31 1.59 1.05
70 GME 5.34 15 Nov '19 49 5.00 0.678 0.93 1 0.901 0.39 91 24.72 1.58 1.32
71 ZAGG 6.36 15 Nov '19 49 6.00 0.811 1.00 26 0.768 0.45 3 22.80 1.58 1.45
72 RVLV 22.84 20 Dec '19 84 22.50 0.757 3.60 47 0.807 3.20 65 29.77 1.56 6.80
73 UNFI 11.42 20 Dec '19 84 10.00 0.765 2.50 2 0.794 0.85 2 29.33 1.56 3.35
74 APPS 6.26 15 Nov '19 49 7.50 0.826 0.45 108 0.718 1.40 60 29.55 1.54 1.85
75 EXK 2.45 15 Nov '19 49 2.50 0.830 0.30 32 0.706 0.25 2 22.45 1.54 0.55
76 VXX 24.44 1 Nov '19 35 24.50 0.754 2.28 39 0.767 2.31 39 18.78 1.52 4.59
77 VXX 24.44 15 Nov '19 49 24.00 0.752 2.92 3,199 0.765 2.46 326 22.01 1.52 5.38
78 CRBP 5.00 15 Nov '19 49 5.00 0.685 0.55 10 0.825 0.40 5 19.00 1.51 0.95
79 VXX 24.44 20 Dec '19 84 24.00 0.746 3.75 353 0.761 3.25 80 28.64 1.51 7.00
80 CPE 4.45 15 Nov '19 49 5.00 0.770 0.35 32 0.733 0.80 10 25.84 1.50 1.15
81 NPTN 5.86 15 Nov '19 49 5.00 0.765 1.15 50 0.737 0.20 50 23.04 1.50 1.35
82 RIG 4.53 1 Nov '19 35 4.50 0.745 0.46 12 0.755 0.39 8 18.76 1.50 0.85
83 DLPH 13.15 20 Dec '19 84 15.00 0.772 1.40 20 0.728 2.90 10 32.70 1.50 4.30
84 APPS 6.26 20 Dec '19 84 7.50 0.808 0.85 102 0.691 1.60 3 39.14 1.50 2.45
85 TEVA 6.92 8 Nov '19 42 6.50 0.721 0.98 2 0.774 0.49 41 21.24 1.50 1.47
86 VXX 24.44 1 Nov '19 35 24.00 0.739 2.47 140 0.754 2.01 37 18.33 1.49 4.48
87 INSG 4.86 20 Dec '19 84 5.00 0.655 0.65 18 0.833 0.80 1 29.84 1.49 1.45
88 TEVA 6.92 15 Nov '19 49 7.00 0.728 0.75 31 0.760 0.76 44 21.82 1.49 1.51
89 UNFI 11.42 15 Nov '19 49 12.50 0.745 0.90 10 0.742 1.80 5 23.64 1.49 2.70
90 SPWR 11.45 20 Dec '19 84 11.00 0.744 1.94 38 0.740 1.31 270 28.38 1.48 3.25
91 ACB 4.62 20 Dec '19 84 5.00 0.631 0.44 175 0.852 0.96 2 30.30 1.48 1.40
92 RLGY 6.88 15 Nov '19 49 7.50 0.705 0.55 136 0.768 1.10 5 23.98 1.47 1.65
93 ACB 4.62 15 Nov '19 49 5.00 0.625 0.30 361 0.846 0.76 78 22.94 1.47 1.06
94 SNAP 16.02 1 Nov '19 35 16.50 0.732 1.33 19 0.738 1.68 14 18.79 1.47 3.01
95 CC 14.51 15 Nov '19 49 15.00 0.700 1.35 30 0.766 1.80 13 21.71 1.47 3.15
96 TEVA 6.92 20 Dec '19 84 7.00 0.729 0.95 78 0.727 0.97 10 27.75 1.46 1.92
97 GPRO 5.03 1 Nov '19 35 5.00 0.740 0.51 50 0.717 0.34 64 16.92 1.46 0.85
98 CERS 4.86 15 Nov '19 49 5.00 0.719 0.50 41 0.735 0.50 25 20.58 1.45 1.00
99 ACB 4.62 1 Nov '19 35 5.00 0.622 0.23 114 0.823 0.63 40 18.61 1.44 0.86
100 CRON 9.14 15 Nov '19 49 9.00 0.691 1.02 156 0.751 0.90 20 21.00 1.44 1.92
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