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Expensive Puts Report Date:

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Symbol Expiration Min
Price
Min
Volume
Moneyness # Results Sort By  One Per Underlying
 

# Stock Stock
Price
Short Leg Time Value
% of Stock
Months Implied
Volatility
ROI
(If called)
Symbol Expiry Strike P/C Price
1 SPI 5.68 SPI Oct '20 5.00 P 1.40 24.65 0.000 4.24 48.60%
2 EOLS 4.18 EOLS Nov '20 4.00 P 1.62 38.76 1.000 3.00 70.31%
3 SLDB 4.18 SLDB Oct '20 2.50 P 0.12 2.99 0.000 2.55 44.51%
4 CTIC 2.99 CTIC Oct '20 3.00 P 0.57 18.90 0.000 2.46 23.40%
5 AVXL 4.01 AVXL Oct '20 2.50 P 0.12 3.12 0.000 2.43 42.08%
6 CTIC 2.99 CTIC Oct '20 2.00 P 0.12 4.18 0.000 2.41 38.92%
7 IBIO 2.06 IBIO Jan '22 2.50 P 2.01 76.21 15.000 2.17 3140.00%
8 AVXL 4.01 AVXL Oct '20 5.00 P 1.35 8.98 0.000 2.17 13.53%
9 NNOX 37.44 NNOX Oct '20 35.00 P 4.65 12.42 0.000 2.06 21.62%
10 MVIS 2.03 MVIS Nov '20 2.00 P 0.57 28.33 1.000 2.05 41.58%
11 CAPR 4.92 CAPR Oct '20 5.00 P 0.82 15.04 0.000 2.02 18.05%
12 IBIO 2.06 IBIO Nov '20 2.50 P 0.90 22.33 1.000 2.02 39.66%
13 IBIO 2.06 IBIO Dec '20 2.50 P 1.05 29.61 2.000 2.02 60.40%
14 CAPR 4.92 CAPR Nov '20 5.00 P 1.47 28.25 1.000 2.02 40.29%
15 CTIC 2.99 CTIC Dec '20 2.00 P 0.45 15.05 2.000 1.96 56.69%
16 SRNE 10.38 SRNE Jan '21 10.00 P 3.88 37.38 3.000 1.95 65.54%
17 MVIS 2.03 MVIS Feb '21 2.00 P 0.90 44.33 4.000 1.95 82.30%
18 CTIC 2.99 CTIC Nov '20 2.00 P 0.30 10.03 1.000 1.94 47.96%
19 CEMI 4.80 CEMI Nov '20 5.00 P 1.46 26.25 1.000 1.94 37.72%
20 SRNE 10.38 SRNE Dec '20 10.00 P 3.25 31.31 2.000 1.90 50.91%
21 GNCA 2.32 GNCA Oct '20 2.50 P 0.45 11.64 0.000 1.88 14.44%
22 NKLA 24.25 NKLA Oct '20 24.00 P 3.40 14.02 0.000 1.88 17.51%
23 INOD 3.35 INOD Oct '20 2.50 P 0.12 3.73 0.000 1.86 30.23%
24 SLDB 4.18 SLDB Oct '20 5.00 P 1.15 7.89 0.000 1.86 10.89%
25 EOLS 4.18 EOLS Oct '20 5.00 P 1.15 7.89 0.000 1.86 10.89%
26 LKNCY 3.39 LKNCY Jan '22 3.00 P 2.08 61.21 15.000 1.86 187.45%
27 AVXL 4.01 AVXL Nov '20 2.50 P 0.30 7.48 1.000 1.85 48.79%
28 SLDB 4.18 SLDB Nov '20 2.50 P 0.28 6.58 1.000 1.85 50.06%
29 MESO 12.03 MESO Oct '20 12.50 P 2.01 12.80 0.000 1.85 15.37%
30 MVIS 2.03 MVIS Oct '20 2.00 P 0.28 13.55 0.000 1.85 17.38%
31 NKLA 24.25 NKLA Oct '20 24.50 P 3.60 13.81 0.000 1.83 16.22%
32 IBIO 2.06 IBIO Oct '20 2.50 P 0.59 7.28 0.000 1.83 10.20%
33 INO 11.65 INO Feb '21 12.00 P 5.25 42.06 4.000 1.83 76.56%
34 MESO 12.03 MESO Oct '20 10.00 P 0.75 6.23 0.000 1.83 24.65%
35 CEMI 4.80 CEMI Oct '20 5.00 P 0.80 12.50 0.000 1.83 15.00%
36 REV 6.62 REV May '21 5.00 P 2.30 34.74 7.000 1.80 90.74%
37 SRNE 10.38 SRNE Nov '20 10.00 P 2.45 23.60 1.000 1.80 35.69%
38 CLSK 12.63 CLSK Dec '20 12.50 P 3.90 30.88 2.000 1.77 46.16%
39 INO 11.65 INO Nov '20 12.00 P 3.17 24.21 1.000 1.76 33.25%
40 GNCA 2.32 GNCA Nov '20 2.50 P 0.70 22.41 1.000 1.75 32.10%
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