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# Stock Stock
Price
Stock
Volume
Expiry Days Strike Call Put Net
IVol
IVol Price Volume IVol Price Volume
1 XERS 3.94 1.8M 15 May '20 3 2.50 1.141 1.80 14 5.063 0.12 1 -3.9226
2 GSKY 3.62 2.1M 15 May '20 3 5.00 2.339 0.03 2 5.866 1.75 33 -3.5266
3 FLDM 4.80 4.1M 15 May '20 3 2.50 1.393 2.30 25 4.710 0.04 3 -3.3175
4 ALDX 3.35 2.2M 15 May '20 3 2.50 5.564 1.10 20 2.252 0.02 39 3.3123
5 TAK 17.69 778K 15 May '20 3 17.50 0.625 0.50 110 3.900 2.38 289 -3.2746
6 AGTC 4.54 301K 15 May '20 3 2.50 1.210 2.04 2 4.422 0.04 1 -3.2115
7 RTIX 2.29 487K 15 May '20 3 2.50 1.488 0.05 5 4.489 0.50 1 -3.0016
8 GPMT 4.97 5.0M 15 May '20 3 2.50 1.532 2.47 59 4.436 0.03 5 -2.9043
9 AM 4.12 4.2M 15 May '20 3 2.50 0.788 1.62 1 3.648 0.03 11 -2.8600
10 SIEN 2.74 8.4M 15 May '20 3 5.00 3.945 0.03 30 1.162 2.26 26 2.7827
11 ALT 3.70 3.0M 15 May '20 3 2.50 5.711 1.40 135 3.065 0.03 4 2.6458
12 ALLO 32.54 882K 15 May '20 3 30.00 4.110 6.00 21 1.611 0.82 526 2.4987
13 ABEO 3.03 2.6M 19 Jun '20 38 5.00 1.335 0.10 370 3.766 2.95 5 -2.4305
14 TK 3.13 1.1M 15 May '20 3 5.00 3.310 0.03 201 0.923 1.87 56 2.3875
15 ENBL 4.10 1.1M 15 May '20 3 2.50 1.593 1.60 199 3.874 0.04 2 -2.2808
16 BXRX 3.50 1.9M 18 Sep '20 129 5.00 1.112 0.50 50 3.392 3.70 44 -2.2801
17 ALT 3.70 3.0M 18 Dec '20 220 5.00 0.951 0.70 104 3.188 4.08 127 -2.2377
18 TGI 5.00 1.5M 15 May '20 3 5.00 3.330 0.60 24 1.106 0.20 13 2.2241
19 TWO 4.19 5.0M 15 May '20 3 5.00 1.452 0.03 32 3.530 1.07 39 -2.0777
20 BTG 5.16 8.1M 15 May '20 3 7.50 2.518 0.03 10 0.661 2.34 1 1.8565
21 VERU 3.53 2.1M 15 May '20 3 2.50 4.992 1.20 24 3.218 0.05 9 1.7745
22 SKT 5.68 8.3M 15 May '20 3 5.00 3.119 1.00 2 1.349 0.05 80 1.7702
23 CELH 6.33 2.6M 15 May '20 3 7.50 1.521 0.05 308 3.254 1.52 1 -1.7334
24 BCRX 5.41 23.4M 15 May '20 3 6.00 2.703 0.31 4,810 0.976 0.62 176 1.7273
25 ZYNE 4.16 1.7M 15 May '20 3 5.00 2.413 0.11 147 0.695 0.85 8 1.7177
26 BATRK 19.16 210K 15 May '20 3 17.50 2.642 2.70 10 0.927 0.11 1 1.7150
27 WES 6.90 2.6M 15 May '20 3 6.00 3.064 1.25 1 1.432 0.06 5 1.6313
28 LTHM 5.53 3.7M 15 May '20 3 7.50 2.046 0.03 75 3.655 2.17 1 -1.6091
29 SOXS 9.18 9.2M 15 May '20 3 10.00 1.432 0.19 511 3.037 1.51 2 -1.6053
30 MEIP 2.83 1.8M 15 May '20 3 2.50 2.617 0.45 173 1.014 0.01 3 1.6030
31 MESA 3.74 742K 15 May '20 3 5.00 2.554 0.05 5 0.960 1.26 14 1.5945
32 CLDX 2.38 953K 15 May '20 3 3.00 2.351 0.04 70 0.764 0.62 2 1.5870
33 DVAX 3.75 4.3M 15 May '20 3 4.00 1.008 0.05 210 2.585 0.50 25 -1.5768
34 FLDM 4.80 4.1M 15 May '20 3 5.00 2.504 0.35 430 1.032 0.30 25 1.4721
35 WTRH 2.92 31.0M 15 May '20 3 3.00 3.647 0.35 1,615 2.178 0.28 842 1.4690
36 AZUL 6.43 1.6M 15 May '20 3 5.00 3.846 1.70 4 2.396 0.07 7 1.4495
37 G 34.21 3.1M 15 May '20 3 30.00 2.529 5.50 2 1.100 0.14 22 1.4291
38 AVEO 8.36 495K 15 May '20 3 8.00 2.216 0.85 25 3.635 0.90 1 -1.4193
39 ENZ 2.65 627K 15 May '20 3 2.50 2.892 0.35 21 1.475 0.07 1 1.4170
40 GNPX 3.51 1.3M 15 May '20 3 2.50 1.786 1.01 40 3.183 0.05 105 -1.3962
41 MUR 12.28 6.1M 15 May '20 3 10.00 2.933 2.65 55 1.553 0.05 10 1.3807
42 TLRY 7.47 13.3M 18 Sep '20 129 7.50 0.489 0.85 1,093 1.843 3.13 4 -1.3543
43 PYX 2.66 395K 15 May '20 3 5.00 4.114 0.03 2 5.462 2.42 1 -1.3481
44 CHK 10.98 3.7M 19 Jun '20 38 11.00 2.228 3.08 4 3.575 4.80 42 -1.3469
45 AERI 15.62 773K 15 May '20 3 15.00 2.105 1.50 211 0.778 0.19 3 1.3267
46 SIEN 2.74 8.4M 15 May '20 3 2.50 2.782 0.40 1,352 1.459 0.05 207 1.3228
47 BNTX 49.33 1.9M 15 May '20 3 45.00 2.523 6.80 2 1.226 0.60 12 1.2973
48 ARLO 2.31 2.6M 15 May '20 3 3.00 2.242 0.03 10 0.947 0.69 36 1.2948
49 URGN 24.34 505K 15 May '20 3 25.00 0.670 0.33 132 1.964 2.10 200 -1.2940
50 AKBA 11.56 6.8M 15 May '20 3 10.00 2.969 2.10 12 1.687 0.15 137 1.2828
51 AAL 9.65 46.0M 26 Jun '20 45 10.00 1.170 1.43 120 2.451 3.45 22 -1.2813
52 ALLT 11.75 397K 15 May '20 3 10.00 2.556 2.11 5 1.299 0.05 4 1.2569
53 ERF 2.47 1.1M 15 May '20 3 2.00 0.772 0.47 1 2.018 0.03 1 -1.2465
54 GNPX 3.51 1.3M 15 May '20 3 5.00 2.521 0.03 84 3.765 1.60 3 -1.2437
55 THC 17.62 2.2M 15 May '20 3 17.50 2.619 1.72 1 1.392 0.82 124 1.2264
56 DCP 8.10 1.7M 15 May '20 3 7.50 2.334 1.00 181 1.109 0.10 19 1.2248
57 GPOR 2.16 3.8M 15 May '20 3 2.50 2.393 0.07 136 1.186 0.35 106 1.2068
58 BCLI 5.86 536K 21 Aug '20 101 7.50 1.216 0.97 518 2.422 4.05 17 -1.2053
59 WMC 2.00 1.6M 15 May '20 3 2.50 2.097 0.03 96 0.894 0.50 66 1.2026
60 SABR 6.44 12.8M 15 May '20 3 5.00 2.718 1.55 66 1.516 0.01 6 1.2015
61 ARCO 3.60 273K 15 May '20 3 5.00 2.261 0.02 5 3.455 1.50 1 -1.1939
62 HLX 2.34 4.2M 15 May '20 3 2.00 0.970 0.34 168 2.149 0.05 2 -1.1787
63 VERI 7.14 1.5M 15 May '20 3 5.00 1.178 2.14 93 2.354 0.03 10 -1.1756
64 RWT 3.73 4.6M 15 May '20 3 5.00 2.162 0.03 21 0.988 1.27 9 1.1744
65 HLX 2.34 4.2M 15 May '20 3 3.00 2.156 0.03 101 0.985 0.66 3 1.1719
66 GNMK 11.88 2.0M 15 May '20 3 10.00 2.676 2.25 111 1.515 0.07 35 1.1610
67 LPG 7.82 427K 15 May '20 3 7.50 2.268 0.80 8 1.116 0.17 14 1.1517
68 IR 27.46 5.6M 15 May '20 3 25.00 2.165 3.51 3 1.027 0.20 71 1.1384
69 NEPT 2.58 2.0M 15 May '20 3 3.00 1.492 0.03 234 2.623 0.53 21 -1.1310
70 ABEV 2.02 24.7M 15 May '20 3 2.50 1.899 0.02 94 0.776 0.48 2 1.1229
71 FTI 7.53 3.4M 15 May '20 3 8.00 0.973 0.10 3 2.087 0.85 113 -1.1146
72 TLRY 7.47 13.3M 15 Jan '21 248 7.50 0.534 1.29 1,075 1.649 3.78 45 -1.1145
73 SAVA 8.28 1.8M 15 May '20 3 10.00 2.118 0.15 280 1.004 1.73 90 1.1144
74 SGRY 11.07 1.9M 15 May '20 3 10.00 2.267 1.50 87 1.168 0.10 50 1.0987
75 ICAD 12.06 553K 15 May '20 3 10.00 2.693 2.40 204 1.607 0.07 5 1.0860
76 COOP 8.99 522K 15 May '20 3 7.50 2.932 1.81 3 1.862 0.10 10 1.0697
77 BSGM 11.45 1.7M 15 May '20 3 12.50 1.898 0.40 526 0.830 1.10 4 1.0675
78 TLRY 7.47 13.3M 19 Jun '20 38 7.50 0.712 0.67 1,009 1.762 1.69 633 -1.0495
79 MGNX 27.15 9.4M 15 May '20 3 30.00 3.057 1.93 814 2.008 3.80 44 1.0493
80 ENDP 4.28 3.9M 15 May '20 3 4.50 1.708 0.17 447 0.664 0.25 10 1.0439
81 SIEN 2.74 8.4M 17 Jul '20 66 2.50 1.907 0.95 113 0.879 0.28 4 1.0279
82 COOP 8.99 522K 15 May '20 3 10.00 1.694 0.21 12 0.667 1.02 7 1.0267
83 TRIL 6.33 2.4M 15 May '20 3 5.00 3.056 1.50 109 2.043 0.05 51 1.0131
84 LSCC 23.76 1.8M 15 May '20 3 22.50 1.740 2.17 52 0.728 0.17 1 1.0127
85 CODX 16.99 5.6M 21 Aug '20 101 16.00 1.200 4.60 3 2.209 6.75 1 -1.0085
86 TLRY 7.47 13.3M 18 Dec '20 220 7.00 0.493 1.35 71 1.500 2.95 1 -1.0071
87 AMTD 35.49 3.4M 15 May '20 3 35.00 1.488 2.15 28 0.482 0.40 64 1.0059
88 TRUE 2.45 778K 15 May '20 3 3.00 1.740 0.02 91 0.738 0.55 23 1.0017
89 TRTX 6.73 2.1M 17 Jul '20 66 5.00 0.744 1.90 5 1.722 0.94 1 -0.9787
90 RLJ 7.98 3.4M 15 May '20 3 10.00 1.756 0.05 13 0.778 2.02 1 0.9779
91 CRBP 6.80 1.6M 15 May '20 3 7.50 1.455 0.12 165 0.480 0.70 11 0.9752
92 IAG 3.62 6.0M 15 May '20 3 3.00 0.686 0.62 10 1.658 0.03 1 -0.9717
93 SLDB 2.65 766K 16 Oct '20 157 2.50 1.674 1.15 10 0.706 0.40 1 0.9678
94 SNDX 18.95 1.1M 15 May '20 3 20.00 1.465 0.59 51 0.498 1.10 23 0.9668
95 REPH 4.88 2.4M 19 Jun '20 38 2.50 4.769 3.40 3 5.734 1.30 3 -0.9651
96 GNCA 2.70 372K 15 May '20 3 2.50 0.986 0.23 57 1.949 0.10 2 -0.9629
97 APRN 8.94 2.5M 16 Oct '20 157 8.00 0.890 2.45 1 1.847 3.40 1 -0.9566
98 AMC 5.12 19.4M 15 Jan '21 248 5.00 0.820 1.40 381 1.776 2.65 53 -0.9556
99 PE 8.97 11.9M 15 May '20 3 7.50 2.018 1.60 152 1.068 0.01 24 0.9506
100 TMHC 14.33 2.1M 15 May '20 3 15.00 1.651 0.58 3 0.700 0.80 30 0.9506
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