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# Stock Stock
Price
Expiry Days Long Put Short Put Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 TCO 33.29 16 Oct '20 16 30.00 0.557 0.40 968 25.00 0.959 0.15 550 0.25 5.00 20.00 0.40
2 PBI 5.31 16 Oct '20 16 6.00 0.365 0.85 1 5.00 0.748 0.10 9 0.75 1.00 1.33 0.38
3 UMC 4.79 15 Jan '21 107 5.00 0.973 1.20 1 2.50 1.332  0 1 1.20 2.50 2.08 0.36
4 AR 2.75 16 Oct '20 16 3.00 1.292 0.50 54 2.50 1.609 0.20 1,272 0.30 0.50 1.67 0.32
5 AZUL 13.16 16 Oct '20 16 12.50 0.804 0.60 26 10.00 1.100 0.05 1 0.55 2.50 4.55 0.30
6 SVXY 35.50 2 Oct '20 2 36.00 0.170 0.80 38 35.00 0.460 0.21 47 0.59 1.00 1.69 0.29
7 FLR 8.81 2 Oct '20 2 9.00 0.723 0.35 127 8.50 0.979 0.10 50 0.25 0.50 2.00 0.26
8 CCJ 10.10 2 Oct '20 2 10.50 0.446 0.46 2 10.00 0.678 0.07 5 0.39 0.50 1.28 0.23
9 GNW 3.35 16 Oct '20 16 3.00 2.322 0.50 133 2.50 2.535 0.27 12,618 0.23 0.50 2.17 0.21
10 GGAL 7.24 20 Nov '20 51 7.50 0.807 1.10 5 5.00 1.021 0.15 5 0.95 2.50 2.63 0.21
11 ESPR 37.17 16 Oct '20 16 35.00 0.628 1.30 5 30.00 0.828  0 2 1.30 5.00 3.85 0.20
12 TRIL 14.21 16 Oct '20 16 12.50 1.170 0.75 35 10.00 1.368  0 25 0.75 2.50 3.33 0.20
13 PDCE 12.39 16 Oct '20 16 12.50 0.839 1.00 6 10.00 1.028 0.10 153 0.90 2.50 2.78 0.19
14 VBIV 2.86 20 Nov '20 51 2.50 1.290 0.45 57 2.00 1.471 0.15 21 0.30 0.50 1.67 0.18
15 JELD 22.60 16 Oct '20 16 22.50 0.557 1.20 5 20.00 0.738 0.25 4 0.95 2.50 2.63 0.18
16 UNM 16.83 16 Oct '20 16 17.50 0.404 1.05 50 15.00 0.583 0.05 11 1.00 2.50 2.50 0.18
17 PBF 5.69 16 Oct '20 16 6.00 0.877 0.75 62 5.00 1.047 0.15 63 0.60 1.00 1.67 0.17
18 SAVA 11.51 16 Oct '20 16 10.00 1.364 0.70 184 7.50 1.533 0.10 122 0.60 2.50 4.17 0.17
19 MUR 8.92 16 Oct '20 16 10.00 0.739 1.35 10 7.50 0.903 0.10 51 1.25 2.50 2.00 0.16
20 LIND 8.51 16 Oct '20 16 10.00 0.784 1.80 15 7.50 0.946 0.10 207 1.70 2.50 1.47 0.16
21 OPK 3.69 9 Oct '20 9 4.00 0.944 0.50 66 3.50 1.105 0.15 137 0.35 0.50 1.43 0.16
22 GOL 6.10 16 Oct '20 16 6.00 0.888 0.45 35 5.00 1.048 0.05 1 0.40 1.00 2.50 0.16
23 VXRT 6.65 9 Oct '20 9 7.00 1.428 0.85 106 6.50 1.588 0.50 60 0.35 0.50 1.43 0.16
24 NKLA 20.48 2 Oct '20 2 20.00 2.103 1.05 15,394 19.50 2.261 0.85 6,377 0.20 0.50 2.50 0.16
25 FCEL 2.14 15 Jan '21 107 2.00 1.177 0.51 123 1.50 1.332 0.20 8 0.31 0.50 1.61 0.16
26 CBRE 46.97 16 Oct '20 16 45.00 0.386 0.80 10 40.00 0.539 0.05 6 0.75 5.00 6.67 0.15
27 LTHM 8.97 18 Dec '20 79 7.50 0.795 0.70 11 5.00 0.947 0.10 2 0.60 2.50 4.17 0.15
28 TCF 23.36 16 Oct '20 16 25.00 0.414 2.25 4 22.50 0.562 0.50 1 1.75 2.50 1.43 0.15
29 ACB 4.65 9 Oct '20 9 5.00 1.042 0.60 392 4.50 1.187 0.23 416 0.37 0.50 1.35 0.15
30 KODK 8.82 23 Oct '20 23 9.00 1.486 1.65 16 8.50 1.631 1.20 5 0.45 0.50 1.11 0.14
31 KL 48.73 16 Oct '20 16 45.00 0.472 0.65 94 40.00 0.611 0.10 35 0.55 5.00 9.09 0.14
32 NLY 7.12 23 Oct '20 23 7.50 0.179 0.54 10 7.00 0.318 0.15 182 0.39 0.50 1.28 0.14
33 AVEO 5.94 16 Oct '20 16 6.00 0.842 0.60 31 5.00 0.981 0.10 1 0.50 1.00 2.00 0.14
34 CAKE 27.74 16 Oct '20 16 30.00 0.507 2.95 13 25.00 0.645 0.40 120 2.55 5.00 1.96 0.14
35 BEAT 45.58 16 Oct '20 16 45.00 0.456 1.80 22 40.00 0.593 0.20 21 1.60 5.00 3.13 0.14
36 PRTY 2.60 20 Nov '20 51 2.50 1.598 0.65 83 2.00 1.735 0.30 128 0.35 0.50 1.43 0.14
37 PFSI 58.12 16 Oct '20 16 55.00 0.369 0.95 1 50.00 0.506 0.10 10 0.85 5.00 5.88 0.14
38 TROX 7.87 16 Oct '20 16 8.00 0.607 0.55 1 7.00 0.742 0.10 4 0.45 1.00 2.22 0.14
39 PNR 45.77 16 Oct '20 16 45.00 0.329 1.00 2 40.00 0.459  0 3 1.00 5.00 5.00 0.13
40 ANGI 11.10 20 Nov '20 51 12.50 0.684 2.30 3 10.00 0.813 0.75 7 1.55 2.50 1.61 0.13
41 IVZ 11.41 16 Oct '20 16 11.00 0.510 0.35 28 10.00 0.635 0.05 301 0.30 1.00 3.33 0.12
42 PLT 11.84 16 Oct '20 16 12.50 0.764 1.25 3 10.00 0.889 0.15 2 1.10 2.50 2.27 0.12
43 SGMO 9.45 16 Oct '20 16 10.00 0.653 0.95 10 9.00 0.777 0.35 16 0.60 1.00 1.67 0.12
44 SCS 10.11 20 Nov '20 51 10.00 0.587 0.85 1 7.50 0.710 0.05 3 0.80 2.50 3.12 0.12
45 PFG 40.27 16 Oct '20 16 40.00 0.405 1.35 1 35.00 0.527 0.10 2 1.25 5.00 4.00 0.12
46 NBLX 7.32 20 Nov '20 51 7.50 0.916 1.25 24 5.00 1.038 0.10 1 1.15 2.50 2.17 0.12
47 KODK 8.82 2 Oct '20 2 8.50 1.564 0.30 730 8.00 1.686 0.10 1,034 0.20 0.50 2.50 0.12
48 CNX 9.44 16 Oct '20 16 10.00 0.679 0.95 408 9.00 0.800 0.30 35 0.65 1.00 1.54 0.12
49 UNG 11.41 9 Oct '20 9 11.50 0.604 0.61 67 11.00 0.726 0.30 198 0.31 0.50 1.61 0.12
50 VNOM 7.52 16 Oct '20 16 8.00 0.556 0.75 1 7.00 0.674 0.15 23 0.60 1.00 1.67 0.12
51 AR 2.75 20 Nov '20 51 3.00 1.213 0.75 201 2.50 1.331 0.35 414 0.40 0.50 1.25 0.12
52 SPWR 12.51 2 Oct '20 2 12.50 0.826 0.34 284 12.00 0.943 0.13 540 0.21 0.50 2.38 0.12
53 UGI 32.98 16 Oct '20 16 35.00 0.291 2.30 1 30.00 0.407 0.10 10 2.20 5.00 2.27 0.12
54 TNK 10.84 16 Oct '20 16 12.50 0.477 1.90 2 10.00 0.592 0.15 2 1.75 2.50 1.43 0.12
55 DGLY 2.14 20 Nov '20 51 2.00 1.448 0.40 95 1.50 1.562 0.10 10 0.30 0.50 1.67 0.11
56 EPR 27.50 16 Oct '20 16 25.00 0.702 0.75 3 22.50 0.816 0.10 2 0.65 2.50 3.85 0.11
57 HOLX 66.47 16 Oct '20 16 65.00 0.417 1.75 296 60.00 0.530 0.50 19 1.25 5.00 4.00 0.11
58 HL 5.08 9 Oct '20 9 5.50 0.481 0.51 10 5.00 0.593 0.14 15 0.37 0.50 1.35 0.11
59 AZUL 13.16 20 Nov '20 51 12.50 0.791 1.40 1 10.00 0.902 0.35 5 1.05 2.50 2.38 0.11
60 CNK 10.00 20 Nov '20 51 12.50 1.006 3.50 6 7.50 1.117 0.50 23 3.00 5.00 1.67 0.11
61 CPRI 18.00 9 Oct '20 9 18.50 0.632 1.14 1 17.50 0.743 0.51 10 0.63 1.00 1.59 0.11
62 BWXT 56.31 16 Oct '20 16 55.00 0.315 1.00 2 50.00 0.426  0 1 1.00 5.00 5.00 0.11
63 WPM 49.07 2 Oct '20 2 49.50 0.370 0.93 13 49.00 0.480 0.50 12 0.43 0.50 1.16 0.11
64 VSTO 20.18 16 Oct '20 16 20.00 0.619 1.05 51 17.50 0.729 0.20 16 0.85 2.50 2.94 0.11
65 USFD 22.22 16 Oct '20 16 22.50 0.451 1.15 2 20.00 0.561 0.15 1 1.00 2.50 2.50 0.11
66 GRWG 15.98 16 Oct '20 16 15.00 0.849 0.70 636 12.50 0.957 0.10 212 0.60 2.50 4.17 0.11
67 BNS 41.51 20 Nov '20 51 40.00 0.297 1.45 2 35.00 0.405 0.30 1 1.15 5.00 4.35 0.11
68 BJRI 29.44 16 Oct '20 16 30.00 0.777 2.35 3 25.00 0.885 0.45 33 1.90 5.00 2.63 0.11
69 MAXN 16.96 16 Oct '20 16 15.00 1.023 0.65 2 12.50 1.131 0.10 15 0.55 2.50 4.55 0.11
70 CGC 14.32 2 Oct '20 2 14.50 0.513 0.40 92 14.00 0.620 0.12 647 0.28 0.50 1.79 0.11
71 TUR 19.76 16 Oct '20 16 20.00 0.436 1.15 20 19.00 0.543 0.45 5 0.70 1.00 1.43 0.11
72 OPRX 20.85 16 Oct '20 16 20.00 0.644 0.90 1 17.50 0.751  0 20 0.90 2.50 2.78 0.11
73 SWIR 11.16 16 Oct '20 16 12.50 0.495 1.50 5 10.00 0.601 0.05 15 1.45 2.50 1.72 0.11
74 TRP 42.02 16 Oct '20 16 45.00 0.228 3.20 3 40.00 0.332 0.35 2 2.85 5.00 1.75 0.10
75 HAL 12.05 2 Oct '20 2 12.50 0.528 0.55 77 12.00 0.631 0.18 423 0.37 0.50 1.35 0.10
76 DMRC 22.33 16 Oct '20 16 20.00 0.823 0.70 15 17.50 0.926 0.10 27 0.60 2.50 4.17 0.10
77 INN 5.18 20 Nov '20 51 7.50 0.606 2.50 17 5.00 0.707 0.35 4 2.15 2.50 1.16 0.10
78 STWD 15.09 18 Dec '20 79 15.00 0.357 1.00 23 12.50 0.457 0.25 56 0.75 2.50 3.33 0.10
79 FRO 6.50 16 Oct '20 16 7.00 0.501 0.65 32 6.00 0.602 0.10 27 0.55 1.00 1.82 0.10
80 SAND 8.44 16 Oct '20 16 9.00 0.413 0.80 44 8.00 0.513 0.15 11 0.65 1.00 1.54 0.10
81 TXRH 60.79 16 Oct '20 16 60.00 0.431 2.00 121 55.00 0.530 0.40 146 1.60 5.00 3.13 0.10
82 GT 7.67 9 Oct '20 9 8.00 0.441 0.50 1 7.50 0.539 0.15 6 0.35 0.50 1.43 0.10
83 NNN 34.51 20 Nov '20 51 30.00 0.501 0.90 127 25.00 0.599 0.15 100 0.75 5.00 6.67 0.10
84 STWD 15.09 20 Nov '20 51 15.00 0.372 0.85 62 12.50 0.470 0.15 3 0.70 2.50 3.57 0.10
85 TRP 42.02 20 Nov '20 51 40.00 0.332 1.25 9 35.00 0.429 0.30 2 0.95 5.00 5.26 0.10
86 SWBI 15.52 16 Oct '20 16 15.00 0.736 0.75 135 12.50 0.833 0.10 23 0.65 2.50 3.85 0.10
87 GLUU 7.67 16 Oct '20 16 8.00 0.558 0.60 161 7.00 0.654 0.10 11 0.50 1.00 2.00 0.10
88 ENB 29.20 16 Oct '20 16 30.00 0.203 1.20 27 27.50 0.299 0.15 22 1.05 2.50 2.38 0.10
89 CPRI 18.00 2 Oct '20 2 18.50 0.766 0.76 102 17.50 0.862 0.21 350 0.55 1.00 1.82 0.10
90 CPRI 18.00 9 Oct '20 9 18.50 0.632 1.14 1 18.00 0.728 0.76 202 0.38 0.50 1.32 0.10
91 WWE 40.47 16 Oct '20 16 40.00 0.446 1.35 72 35.00 0.540 0.15 9 1.20 5.00 4.17 0.09
92 NVTA 43.35 16 Oct '20 16 40.00 0.842 1.65 181 35.00 0.936 0.45 87 1.20 5.00 4.17 0.09
93 RAD 9.49 9 Oct '20 9 9.50 0.765 0.48 69 9.00 0.859 0.24 214 0.24 0.50 2.08 0.09
94 CNK 10.00 18 Dec '20 79 7.50 1.152 0.90 30 5.00 1.245 0.20 2 0.70 2.50 3.57 0.09
95 EWA 19.72 16 Oct '20 16 20.00 0.238 0.65 50 19.00 0.331 0.15 10 0.50 1.00 2.00 0.09
96 ARCH 42.48 16 Oct '20 16 40.00 0.646 1.35 3 35.00 0.739 0.25 2 1.10 5.00 4.55 0.09
97 PFE 36.70 2 Oct '20 2 37.00 0.156 0.54 298 36.50 0.248 0.14 1,007 0.40 0.50 1.25 0.09
98 RUTH 11.06 16 Oct '20 16 12.50 0.679 1.70 3 10.00 0.771 0.25 206 1.45 2.50 1.72 0.09
99 AXL 5.77 16 Oct '20 16 6.00 0.866 0.65 9 5.00 0.958 0.10 4 0.55 1.00 1.82 0.09
100 MFA 2.68 20 Nov '20 51 3.00 0.475 0.55 30 2.50 0.567 0.10 104 0.45 0.50 1.11 0.09
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