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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 GLYC 9.23 20 Sep '19 51 10.00 1.602 2.10 5 1.628 2.50 2 49.84 3.23 4.60
2 CVM 7.29 18 Oct '19 79 5.00 1.189 2.85 6 1.842 1.00 1 52.81 3.03 3.85
3 TEUM 3.50 18 Oct '19 79 2.50 1.260 1.40 31 1.704 0.40 95 51.43 2.96 1.80
4 CTST 2.35 20 Sep '19 51 2.50 1.459 0.50 176 1.463 0.55 214 44.68 2.92 1.05
5 TEUM 3.50 20 Sep '19 51 2.50 1.224 1.35 76 1.575 0.25 103 45.71 2.80 1.60
6 AVXL 2.56 18 Oct '19 79 5.00 1.321 0.25 126 1.445 2.50 24 107.42 2.77 2.75
7 HOME 5.99 20 Sep '19 51 5.00 1.406 1.85 1 1.192 0.50 11 39.23 2.60 2.35
8 RIOT 2.20 20 Sep '19 51 2.00 0.927 0.47 518 1.603 0.35 364 37.27 2.53 0.82
9 HOME 5.99 20 Sep '19 51 6.00 1.246 1.25 23 1.157 1.00 8 37.56 2.40 2.25
10 ACHN 4.41 20 Sep '19 51 4.00 1.167 1.05 9 1.019 0.30 11 30.61 2.19 1.35
11 LCI 7.07 20 Sep '19 51 5.00 1.031 2.45 5 1.151 0.25 11 38.19 2.18 2.70
12 SLDB 5.73 20 Sep '19 51 5.00 1.118 1.50 10 1.026 0.35 50 32.29 2.14 1.85
13 MAXR 7.36 18 Oct '19 79 5.00 1.057 2.85 10 1.077 0.35 78 43.48 2.13 3.20
14 MAXR 7.36 20 Sep '19 51 7.50 1.037 1.15 35 1.073 1.15 6 31.25 2.11 2.30
15 SRNE 2.69 20 Sep '19 51 2.50 1.033 0.60 20 1.077 0.30 1 33.46 2.11 0.90
16 HCR 2.11 20 Sep '19 51 2.50 0.980 0.20 14 1.098 0.55 1 35.55 2.08 0.75
17 ABEO 2.59 20 Sep '19 51 2.50 0.934 0.50 9 1.099 0.25 15 28.96 2.03 0.75
18 ITCI 8.35 18 Oct '19 79 7.50 1.036 2.10 29 0.952 0.90 1 35.93 1.99 3.00
19 MAXR 7.36 18 Oct '19 79 7.50 0.999 1.35 14 0.976 1.30 5 36.01 1.97 2.65
20 WATT 4.09 20 Sep '19 51 5.00 0.889 0.35 7 1.085 1.20 10 37.90 1.97 1.55
21 ACHN 4.41 20 Sep '19 51 5.00 1.059 0.75 28 0.908 0.90 23 37.41 1.97 1.65
22 TLRD 4.87 20 Sep '19 51 4.00 0.980 1.20 3 0.911 0.25 35 29.77 1.89 1.45
23 SWN 2.20 6 Sep '19 37 2.00 0.990 0.41 250 0.892 0.14 2 25.00 1.88 0.55
24 SWN 2.20 20 Sep '19 51 2.00 0.960 0.43 398 0.913 0.19 1,514 28.18 1.87 0.62
25 GUSH 5.29 20 Sep '19 51 5.00 0.943 0.90 441 0.913 0.55 87 27.41 1.86 1.45
26 ZIOP 6.94 18 Oct '19 79 6.00 0.891 1.70 28 0.934 0.55 120 32.42 1.82 2.25
27 CRC 15.31 20 Sep '19 51 15.00 0.933 2.40 4 0.891 1.75 5 27.11 1.82 4.15
28 ZIOP 6.94 18 Oct '19 79 7.00 0.861 1.35 205 0.954 1.05 12 34.58 1.82 2.40
29 SWN 2.20 20 Sep '19 51 2.50 0.942 0.21 309 0.868 0.45 7 30.00 1.81 0.66
30 TLRD 4.87 20 Sep '19 51 5.00 0.869 0.60 53 0.935 0.70 24 26.69 1.80 1.30
31 QEP 4.95 20 Sep '19 51 5.00 0.954 0.75 259 0.847 0.55 5,036 26.26 1.80 1.30
32 PCG 18.13 20 Sep '19 51 18.00 0.888 2.60 5 0.895 2.30 6 27.03 1.78 4.90
33 RLGY 5.21 20 Sep '19 51 5.00 0.856 0.80 29 0.926 0.55 6 25.91 1.78 1.35
34 ARLO 4.30 20 Sep '19 51 5.00 0.928 0.40 25 0.851 0.90 5 30.23 1.78 1.30
35 ITCI 8.35 20 Sep '19 51 7.50 0.956 1.65 437 0.823 0.55 5 26.35 1.78 2.20
36 GUSH 5.29 20 Sep '19 51 6.00 0.924 0.50 555 0.850 1.10 316 30.25 1.77 1.60
37 ACRX 2.61 20 Sep '19 51 2.50 0.834 0.45 54 0.931 0.25 32 26.82 1.76 0.70
38 JMIA 17.02 20 Sep '19 51 17.00 0.806 2.25 63 0.957 2.25 25 26.44 1.76 4.50
39 SMSI 5.99 18 Oct '19 79 5.00 0.854 1.65 115 0.904 0.40 30 34.22 1.76 2.05
40 GALT 3.70 18 Oct '19 79 4.00 0.753 0.60 10 0.993 0.75 30 36.49 1.75 1.35
41 PAYS 14.11 20 Sep '19 51 12.50 0.846 2.70 92 0.896 1.00 33 26.22 1.74 3.70
42 SIEN 6.10 20 Sep '19 51 5.00 0.838 1.55 21 0.878 0.05 5 26.23 1.72 1.60
43 ARLO 4.30 20 Sep '19 51 4.00 0.912 0.80 4 0.789 0.30 24 25.58 1.70 1.10
44 SMSI 5.99 20 Sep '19 51 5.00 0.809 1.50 24 0.878 0.25 7 29.22 1.69 1.75
45 DUST 9.54 20 Sep '19 51 10.00 0.802 1.00 238 0.868 1.45 1 25.68 1.67 2.45
46 PAYS 14.11 20 Sep '19 51 15.00 0.813 1.40 356 0.856 2.25 5 25.87 1.67 3.65
47 NUGT 29.40 20 Sep '19 51 29.00 0.828 3.95 49 0.837 3.35 55 24.83 1.66 7.30
48 TELL 6.17 18 Oct '19 79 5.00 0.870 1.65 1 0.784 0.30 84 31.60 1.65 1.95
49 NE 2.23 20 Sep '19 51 2.00 0.891 0.42 31 0.758 0.09 30 22.87 1.65 0.51
50 VFF 11.37 20 Sep '19 51 11.00 0.815 1.65 23 0.831 1.05 6 23.75 1.65 2.70
51 ZIOP 6.94 20 Sep '19 51 6.00 0.825 1.55 173 0.816 0.30 171 26.66 1.64 1.85
52 GNC 2.08 20 Sep '19 51 2.00 0.850 0.35 286 0.786 0.10 2 21.63 1.64 0.45
53 BGFV 2.13 20 Sep '19 51 2.50 1.035 0.45 437 0.596 0.40 40 39.91 1.63 0.85
54 AMRX 3.66 20 Sep '19 51 5.00 1.046 0.25 10 0.585 1.35 1 43.72 1.63 1.60
55 TUSK 6.48 20 Sep '19 51 5.00 0.779 1.80 5 0.852 0.10 1 29.32 1.63 1.90
56 TELL 6.17 20 Sep '19 51 7.50 0.808 0.35 20 0.812 1.60 10 31.60 1.62 1.95
57 TELL 6.17 20 Sep '19 51 5.00 0.790 1.45 10 0.825 0.20 26 26.74 1.62 1.65
58 NBEV 3.74 20 Sep '19 51 4.00 0.724 0.35 73 0.889 0.60 11 25.40 1.61 0.95
59 BGFV 2.13 18 Oct '19 79 2.50 0.959 0.30 147 0.653 0.45 6 35.21 1.61 0.75
60 RRD 2.02 20 Sep '19 51 2.00 0.734 0.40 11 0.873 0.10 3 24.75 1.61 0.50
61 HEAR 10.39 18 Oct '19 79 12.50 0.638 0.60 302 0.968 3.10 311 35.61 1.61 3.70
62 RYAM 4.65 20 Sep '19 51 5.00 0.777 0.45 28 0.816 0.70 25 24.73 1.59 1.15
63 APHA 5.38 6 Sep '19 37 5.50 0.809 0.55 1 0.782 0.50 5 19.52 1.59 1.05
64 UNIT 8.42 18 Oct '19 79 10.00 0.811 0.80 2 0.779 2.15 5 35.04 1.59 2.95
65 NBR 2.96 20 Sep '19 51 3.00 0.788 0.48 351 0.791 0.33 70 27.36 1.58 0.81
66 TELL 6.17 18 Oct '19 79 7.50 0.773 0.50 161 0.799 1.75 332 36.47 1.57 2.25
67 VHC 7.31 20 Sep '19 51 8.00 0.849 0.70 314 0.713 1.05 1 23.94 1.56 1.75
68 ROKU 103.33 6 Sep '19 37 104.00 0.782 10.15 2 0.775 10.30 2 19.79 1.56 20.45
69 NIO 3.47 20 Sep '19 51 3.50 0.664 0.42 195 0.881 0.42 86 24.21 1.54 0.84
70 APHA 5.38 20 Sep '19 51 5.00 0.663 0.75 108 0.875 0.40 211 21.38 1.54 1.15
71 AMRN 18.59 18 Oct '19 79 19.00 0.796 2.61 371 0.735 2.60 6 28.03 1.53 5.21
72 ARLO 4.30 18 Oct '19 79 5.00 0.835 0.45 10 0.687 0.95 10 32.56 1.52 1.40
73 RAD 6.97 18 Oct '19 79 7.00 0.753 1.08 1 0.767 0.95 13 29.12 1.52 2.03
74 NIO 3.47 6 Sep '19 37 3.50 0.666 0.50 57 0.850 0.24 104 21.33 1.52 0.74
75 XON 7.99 18 Oct '19 79 7.00 0.682 1.65 20 0.819 0.60 11 28.16 1.50 2.25
76 HEAR 10.39 20 Sep '19 51 12.50 0.645 0.50 108 0.843 2.55 2 29.36 1.49 3.05
77 FIT 4.20 6 Sep '19 37 4.50 0.729 0.29 817 0.751 0.54 2 19.76 1.48 0.83
78 LPI 3.32 18 Oct '19 79 3.00 0.718 0.70 64 0.760 0.20 2,033 27.11 1.48 0.90
79 MDR 6.42 20 Sep '19 51 6.00 0.751 0.95 90 0.726 0.40 279 21.03 1.48 1.35
80 APPS 5.43 20 Sep '19 51 5.00 0.753 0.90 149 0.723 0.25 54 21.18 1.48 1.15
81 VAL 8.19 20 Sep '19 51 8.00 0.769 1.10 5 0.701 0.65 97 21.37 1.47 1.75
82 RAD 6.97 20 Sep '19 51 7.00 0.706 0.80 12 0.763 0.66 30 20.95 1.47 1.46
83 ARLO 4.30 18 Oct '19 79 4.00 0.765 0.90 9 0.703 0.35 2 29.07 1.47 1.25
84 TEVA 7.93 6 Sep '19 37 7.50 0.762 1.03 1 0.700 0.46 2 18.79 1.46 1.49
85 CRK 6.83 20 Sep '19 51 6.00 0.560 1.15 11 0.897 0.40 15 22.69 1.46 1.55
86 FRAC 6.29 18 Oct '19 79 5.00 0.760 1.65 5 0.693 0.15 1 28.62 1.45 1.80
87 PRTY 6.38 18 Oct '19 79 5.00 0.733 1.75 8 0.715 0.20 5 30.56 1.45 1.95
88 APHA 5.38 18 Oct '19 79 5.00 0.612 0.85 121 0.835 0.55 22 26.02 1.45 1.40
89 TEN 9.04 18 Oct '19 79 10.00 0.722 0.90 4 0.723 1.70 150 28.76 1.45 2.60
90 NBEV 3.74 20 Sep '19 51 3.50 0.681 0.55 17 0.762 0.25 2 21.39 1.44 0.80
91 AVYA 12.03 20 Sep '19 51 12.50 0.752 1.20 552 0.688 1.40 3,220 21.61 1.44 2.60
92 FLNT 5.20 20 Sep '19 51 5.00 0.716 0.80 1 0.719 0.35 3 22.12 1.44 1.15
93 VXX 23.59 18 Oct '19 79 24.00 0.734 3.10 384 0.701 3.20 5 26.71 1.43 6.30
94 NIO 3.47 20 Sep '19 51 3.00 0.592 0.61 64 0.840 0.20 84 23.34 1.43 0.81
95 VXX 23.59 20 Sep '19 51 24.00 0.739 2.45 1,214 0.688 2.60 289 21.41 1.43 5.05
96 I 22.64 18 Oct '19 79 23.00 0.703 3.10 46 0.719 3.00 26 26.94 1.42 6.10
97 FOSL 11.04 20 Sep '19 51 11.00 0.719 1.30 12 0.700 1.10 13 21.74 1.42 2.40
98 LL 8.77 20 Sep '19 51 9.00 0.726 0.90 118 0.687 0.95 3 21.09 1.41 1.85
99 FIT 4.20 6 Sep '19 37 4.00 0.714 0.51 20 0.696 0.26 264 18.33 1.41 0.77
100 AR 4.61 20 Sep '19 51 5.00 0.730 0.40 429 0.674 0.65 20 22.78 1.40 1.05
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