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# Stock Stock
Price
Expiry Days Short Call Short Put % of
Stock
IVol
Sum
Price
Strike IVol Price Volume Strike IVol Price Volume
1 AGRX 3.70 21 Feb '20 21 5.00 2.580 0.55 908 2.50 3.127 0.40 209 25.68 5.71 0.95
2 I 3.41 7 Feb '20 7 3.50 2.761 0.60 887 4.00 2.874 0.85 60 42.52 5.63 1.45
3 I 3.41 7 Feb '20 7 3.50 2.761 0.60 887 3.00 2.837 0.30 451 26.39 5.60 0.90
4 I 3.41 7 Feb '20 7 3.00 2.654 0.80 394 2.50 2.933 0.10 467 26.39 5.59 0.90
5 I 3.41 14 Feb '20 14 3.50 2.599 0.70 409 4.00 2.506 0.95 6 48.39 5.11 1.65
6 I 3.41 14 Feb '20 14 3.50 2.599 0.70 409 3.00 2.349 0.30 90 29.33 4.95 1.00
7 I 3.41 14 Feb '20 14 3.00 2.412 0.90 170 2.50 2.504 0.15 255 30.79 4.92 1.05
8 AGRX 3.70 20 Mar '20 49 5.00 2.107 0.80 72 2.50 2.542 0.55 180 36.49 4.65 1.35
9 I 3.41 21 Feb '20 21 3.00 2.231 1.00 84 2.50 2.375 0.20 11 35.19 4.61 1.20
10 I 3.41 21 Feb '20 21 3.50 2.122 0.75 19 3.00 2.092 0.40 100 33.72 4.21 1.15
11 I 3.41 21 Feb '20 21 3.50 2.122 0.75 19 4.00 2.047 1.00 5 51.32 4.17 1.75
12 I 3.41 28 Feb '20 28 3.50 2.041 0.85 74 4.00 2.038 1.00 1 54.25 4.08 1.85
13 INO 4.53 21 Feb '20 21 5.00 1.915 0.70 1,848 6.00 2.158 1.80 7 55.19 4.07 2.50
14 I 3.41 28 Feb '20 28 3.50 2.041 0.85 74 3.00 1.812 0.40 21,101 36.66 3.85 1.25
15 NVAX 7.62 17 Apr '20 77 7.00 1.745 2.70 31 6.00 2.025 1.55 1 55.77 3.77 4.25
16 YRCW 2.26 21 Feb '20 21 3.00 1.745 0.18 326 2.00 1.966 0.20 7 16.81 3.71 0.38
17 NVAX 7.62 20 Mar '20 49 7.00 1.611 2.20 18 6.00 2.098 1.05 16 42.65 3.71 3.25
18 NVAX 7.62 17 Apr '20 77 8.00 1.690 2.25 53 7.00 2.013 2.15 5 57.74 3.70 4.40
19 INO 4.53 21 Feb '20 21 5.00 1.915 0.70 1,848 4.00 1.765 0.45 438 25.39 3.68 1.15
20 ADVM 9.87 21 Feb '20 21 10.00 1.806 1.80 115 7.50 1.871 0.50 2 23.30 3.68 2.30
21 INO 4.53 21 Feb '20 21 4.00 1.804 1.05 498 3.00 1.835 0.10 157 25.39 3.64 1.15
22 APT 6.72 21 Feb '20 21 7.50 1.654 0.80 1,597 10.00 1.960 3.60 4 65.48 3.61 4.40
23 LK 32.49 7 Feb '20 7 32.50 1.678 3.20 988 32.00 1.823 2.90 3,870 18.78 3.50 6.10
24 INO 4.53 20 Mar '20 49 5.00 1.739 1.00 348 6.00 1.753 2.10 5 68.43 3.49 3.10
25 INO 4.53 20 Mar '20 49 5.00 1.739 1.00 348 4.00 1.739 0.70 63 37.53 3.48 1.70
26 LK 32.49 7 Feb '20 7 32.50 1.678 3.20 988 33.00 1.739 3.20 2,319 19.70 3.42 6.40
27 GPRO 3.94 7 Feb '20 7 4.00 1.687 0.36 285 4.50 1.718 0.72 33 27.41 3.41 1.08
28 INO 4.53 20 Mar '20 49 4.00 1.737 1.40 79 3.00 1.663 0.30 12 37.53 3.40 1.70
29 AGRX 3.70 19 Jun '20 140 5.00 1.697 1.20 2 2.50 1.671 0.65 1 50.00 3.37 1.85
30 APT 6.72 21 Feb '20 21 7.50 1.654 0.80 1,597 5.00 1.713 0.30 200 16.37 3.37 1.10
31 GPRO 3.94 7 Feb '20 7 4.00 1.687 0.36 285 3.50 1.664 0.16 208 13.20 3.35 0.52
32 UVXY 14.15 7 Feb '20 7 14.00 1.602 1.35 13,111 13.50 1.732 0.76 3,617 14.91 3.33 2.11
33 QTT 4.12 21 Feb '20 21 5.00 1.143 0.20 6 2.50 2.186  0 1 4.85 3.33 0.20
34 TRIL 3.84 20 Mar '20 49 5.00 1.487 0.50 1 2.50 1.601 0.05 23 14.32 3.09 0.55
35 LK 32.49 14 Feb '20 14 32.50 1.504 4.00 155 33.00 1.550 4.00 383 24.62 3.05 8.00
36 NVAX 7.62 21 Feb '20 21 7.00 1.347 1.35 933 6.00 1.662 0.40 426 22.97 3.01 1.75
37 APT 6.72 20 Mar '20 49 7.50 1.347 1.10 541 10.00 1.629 3.80 50 72.92 2.98 4.90
38 NVAX 7.62 21 Feb '20 21 8.00 1.349 0.85 1,783 7.00 1.594 0.75 321 21.00 2.94 1.60
39 NIO 3.78 7 Feb '20 7 4.00 1.409 0.21 22,772 3.50 1.492 0.17 10,468 10.05 2.90 0.38
40 NIO 3.78 14 Feb '20 14 3.50 1.354 0.56 67 3.00 1.547 0.12 2,617 17.99 2.90 0.68
41 YRCW 2.26 17 Apr '20 77 3.00 1.389 0.45 20 2.00 1.495 0.27 50 31.86 2.88 0.72
42 NIO 3.78 7 Feb '20 7 4.00 1.409 0.21 22,772 4.50 1.464 0.79 423 26.46 2.87 1.00
43 NK 6.32 21 Feb '20 21 7.50 1.509 0.55 526 5.00 1.355 0.20 285 11.87 2.86 0.75
44 TRIL 3.84 15 May '20 105 5.00 1.351 0.85 66 2.50 1.505 0.40 11 32.55 2.86 1.25
45 QTT 4.12 17 Apr '20 77 5.00 1.227 0.70 8 2.50 1.611 0.30 1 24.27 2.84 1.00
46 INO 4.53 15 May '20 105 5.00 1.402 1.20 61 4.00 1.428 0.90 17 46.36 2.83 2.10
47 NIO 3.78 21 Feb '20 21 3.50 1.376 0.66 440 3.00 1.446 0.17 2,591 21.96 2.82 0.83
48 INO 4.53 15 May '20 105 4.00 1.362 1.55 16 3.00 1.452 0.40 20 43.05 2.81 1.95
49 GOOS 30.00 7 Feb '20 7 30.00 1.372 2.50 70 29.50 1.442 2.00 429 15.00 2.81 4.50
50 NIO 3.78 14 Feb '20 14 4.00 1.338 0.31 1,072 3.50 1.447 0.28 2,645 15.61 2.79 0.59
51 NK 6.32 17 Apr '20 77 7.50 1.259 1.30 19 10.00 1.522 4.30 4 88.61 2.78 5.60
52 GRUB 54.15 7 Feb '20 7 54.00 1.383 4.30 8 53.50 1.387 3.70 42 14.77 2.77 8.00
53 GRUB 54.15 7 Feb '20 7 54.50 1.376 4.10 2 55.00 1.382 4.40 369 15.70 2.76 8.50
54 EROS 2.41 19 Jun '20 140 2.50 1.435 0.85 596 5.00 1.312 2.75 1 149.38 2.75 3.60
55 NIO 3.78 14 Feb '20 14 4.00 1.338 0.31 1,072 4.50 1.405 0.88 693 31.48 2.74 1.19
56 GRUB 54.15 7 Feb '20 7 54.50 1.376 4.10 2 54.00 1.366 3.90 27 14.77 2.74 8.00
57 NIO 3.78 28 Feb '20 28 4.00 1.282 0.48 887 4.50 1.453 0.97 8 38.36 2.73 1.45
58 APT 6.72 20 Mar '20 49 7.50 1.347 1.10 541 5.00 1.383 0.45 218 23.07 2.73 1.55
59 S 4.37 28 Feb '20 28 4.50 1.402 0.66 51 4.00 1.322 0.24 47 20.59 2.72 0.90
60 NIO 3.78 28 Feb '20 28 3.50 1.347 0.76 235 3.00 1.369 0.15 757 24.07 2.72 0.91
61 UVXY 14.15 28 Feb '20 28 14.50 1.315 2.13 34 14.00 1.391 2.00 40 29.19 2.71 4.13
62 NIO 3.78 21 Feb '20 21 4.00 1.273 0.39 3,189 4.50 1.418 0.92 298 34.66 2.69 1.31
63 NIO 3.78 21 Feb '20 21 4.00 1.273 0.39 3,189 3.50 1.406 0.35 3,153 19.58 2.68 0.74
64 NIO 3.78 20 Mar '20 49 4.00 1.304 0.64 1,470 4.50 1.375 1.11 73 46.30 2.68 1.75
65 NIO 3.78 20 Mar '20 49 4.00 1.304 0.64 1,470 3.50 1.352 0.46 760 29.10 2.66 1.10
66 BCRX 2.85 20 Mar '20 49 3.00 1.302 0.57 54 2.00 1.345 0.01 20 20.35 2.65 0.58
67 NIO 3.78 6 Mar '20 35 3.50 1.297 0.81 175 3.00 1.341 0.13 138 24.87 2.64 0.94
68 NIO 3.78 6 Mar '20 35 4.00 1.339 0.60 175 3.50 1.298 0.34 158 24.87 2.64 0.94
69 AVXL 2.86 20 Mar '20 49 5.00 1.455 0.20 36 2.50 1.180 0.25 20 15.73 2.64 0.45
70 NIO 3.78 28 Feb '20 28 4.00 1.282 0.48 887 3.50 1.348 0.35 577 21.96 2.63 0.83
71 PTON 32.36 7 Feb '20 7 32.00 1.248 2.50 690 31.50 1.380 1.95 10 13.75 2.63 4.45
72 PTON 32.36 7 Feb '20 7 32.50 1.240 2.25 108 32.00 1.383 2.20 48 13.75 2.62 4.45
73 OILD 16.69 21 Feb '20 21 17.00 1.309 2.05 59 16.00 1.301 1.55 23 21.57 2.61 3.60
74 PTON 32.36 7 Feb '20 7 32.50 1.240 2.25 108 33.00 1.368 2.75 43 15.45 2.61 5.00
75 NIO 3.78 6 Mar '20 35 4.00 1.339 0.60 175 4.50 1.256 0.98 3 41.80 2.60 1.58
76 NIO 3.78 20 Mar '20 49 3.50 1.252 0.89 242 3.00 1.324 0.24 384 29.89 2.58 1.13
77 GPRO 3.94 14 Feb '20 14 4.00 1.291 0.38 280 3.50 1.275 0.18 5 14.21 2.57 0.56
78 CLSD 3.77 20 Mar '20 49 5.00 1.206 0.35 39 2.50 1.351  0 5 9.28 2.56 0.35
79 OILU 12.89 21 Feb '20 21 12.00 1.276 2.10 20 11.00 1.280 0.65 71 21.33 2.56 2.75
80 IVC 7.69 21 Feb '20 21 10.00 1.346 0.40 1 7.50 1.162 0.50 2 11.70 2.51 0.90
81 NIO 3.78 15 May '20 105 4.00 1.165 0.90 1,012 4.50 1.302 1.42 14 61.38 2.47 2.32
82 NIO 3.78 17 Apr '20 77 3.50 1.155 0.94 63 3.00 1.297 0.38 148 34.92 2.45 1.32
83 OILU 12.89 21 Feb '20 21 13.00 1.219 1.55 70 12.00 1.224 1.00 34 19.78 2.44 2.55
84 INO 4.53 21 Aug '20 203 4.00 1.214 1.85 88 3.00 1.225 0.60 1 54.08 2.44 2.45
85 NIO 3.78 17 Apr '20 77 4.00 1.142 0.80 1,353 4.50 1.287 1.26 10 54.50 2.43 2.06
86 NIO 3.78 17 Apr '20 77 4.00 1.142 0.80 1,353 3.50 1.284 0.59 247 36.77 2.43 1.39
87 OILU 12.89 21 Feb '20 21 13.00 1.219 1.55 70 14.00 1.195 2.05 2 27.93 2.41 3.60
88 LJPC 6.85 20 Mar '20 49 7.00 1.167 1.30 1 6.00 1.238 0.60 6 27.74 2.41 1.90
89 NIO 3.78 15 May '20 105 4.00 1.165 0.90 1,012 3.50 1.238 0.75 82 43.65 2.40 1.65
90 NIO 3.78 15 May '20 105 3.50 1.109 1.05 977 3.00 1.284 0.50 152 41.01 2.39 1.55
91 AIMT 31.05 21 Feb '20 21 30.00 1.185 4.20 1,450 25.00 1.205 0.95 298 16.59 2.39 5.15
92 AIMT 31.05 21 Feb '20 21 35.00 1.218 2.20 2,467 30.00 1.151 2.70 470 15.78 2.37 4.90
93 PINS 22.03 7 Feb '20 7 22.00 1.181 1.50 496 21.50 1.182 1.10 70 11.80 2.36 2.60
94 GASL 4.68 21 Feb '20 21 5.00 1.181 0.45 43 4.00 1.177 0.20 21 13.89 2.36 0.65
95 OILU 12.89 20 Mar '20 49 12.00 1.149 2.70 21 11.00 1.204 1.15 4 29.87 2.35 3.85
96 NIO 3.78 21 Aug '20 203 3.50 1.070 1.30 66 3.00 1.270 0.86 39 57.14 2.34 2.16
97 NIO 3.78 15 Jan '21 350 4.00 1.038 1.45 808 3.50 1.301 1.40 55 75.40 2.34 2.85
98 INO 4.53 21 Aug '20 203 5.00 1.139 1.60 166 4.00 1.191 1.10 3 59.60 2.33 2.70
99 PINS 22.03 7 Feb '20 7 22.50 1.166 1.25 407 22.00 1.165 1.35 138 11.80 2.33 2.60
100 NIO 3.78 21 Aug '20 203 4.00 1.074 1.14 499 3.50 1.250 1.11 208 59.52 2.32 2.25
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