├── Unusual Options Activity Reports
    ├── Unusual Option Activity 1.7.19.xlsx
    ├── Unusual Option Activity 1.8.19.xlsx
    └── Unusual Options Activity 1.7.19 with Money.xlsx
├── requirements.txt
├── README.md
├── credit_spreads_daily.py
├── Deprecated Code
    ├── hypothesis_testing_of_daily_reports.py
    ├── otm_options_data_acquisition (deprecated).py
    ├── retroactive_data_acquisition.py
    └── break_even_data_acquisition (deprecated).py
├── Performance_Evaluation.py
├── daily_report.py
├── retroactive_daily_reports.py
├── weekly_reports.py
└── Used Option Data
    └── unusual-stocks-options-activity-01-07-2019.csv


/Unusual Options Activity Reports/Unusual Option Activity 1.7.19.xlsx:
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https://raw.githubusercontent.com/Andrew-Reis-SMU-2022/Options_Based_Trading/HEAD/Unusual Options Activity Reports/Unusual Option Activity 1.7.19.xlsx


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/Unusual Options Activity Reports/Unusual Option Activity 1.8.19.xlsx:
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https://raw.githubusercontent.com/Andrew-Reis-SMU-2022/Options_Based_Trading/HEAD/Unusual Options Activity Reports/Unusual Option Activity 1.8.19.xlsx


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/Unusual Options Activity Reports/Unusual Options Activity 1.7.19 with Money.xlsx:
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https://raw.githubusercontent.com/Andrew-Reis-SMU-2022/Options_Based_Trading/HEAD/Unusual Options Activity Reports/Unusual Options Activity 1.7.19 with Money.xlsx


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/requirements.txt:
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 1 | beautifulsoup4==4.7.1
 2 | certifi==2018.11.29
 3 | chardet==3.0.4
 4 | idna==2.8
 5 | iexfinance==0.3.5
 6 | lxml==4.3.0
 7 | numpy==1.15.4
 8 | pandas==0.23.4
 9 | python-dateutil==2.7.5
10 | pytz==2018.9
11 | requests==2.21.0
12 | six==1.12.0
13 | soupsieve==1.6.2
14 | urllib3==1.24.2
15 | xlrd==1.2.0
16 | XlsxWriter==1.1.2
17 | 


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/README.md:
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 1 | # Options_Based_Trading
 2 | 
 3 | Disclaimer: When I wrote all of this code, I was very much a novice with python and more practical coding concepts (learncpp.com and w33schools.com only gets you so far). I have not looked at the code contained within these scipts since they were created. If there is interest in this type of analysis, I can look into giving it a much needed rewrite/update. Please let me know in the issues tab.
 4 | 
 5 | This program analyzes and evaluates the performance of unusual option orders made by investment banks, hedge funds, etc. You can generate daily or weekly reports, with their respective scripts. The Performance_Evaluation.py script can take raw data from any number of trading days and compute the expected return on those options if they were held to a given expiration day, without any hedging with the opposite option contract.
 6 | 
 7 | I am no longer working on the credit_spread_daily.py script, but in its current form it can produce daily reports of unusual credit spreads that were opened for that trading day.
 8 | 
 9 | Required folders in the main directory:
10 | For daily_report.py, Performance_Evaluation.py, and weekly_reports.py:
11 | A folder titled ‘output’ is required in the working directory. The excel file produced by the script will be titled ‘output’ and found in the ‘output’ folder.
12 | 
13 | 
14 | For daily_report.py and weekly_reports.py:
15 | Download a csv file from https://www.barchart.com/options/unusual-activity/stocks and place it a folder entitled ‘data’ in the working directory.
16 | 
17 | For Performance_Evaluation.py:
18 | Place the same csv files as the daily and weekly reports and place it in a folder titled ‘data_for_validation’.
19 | 
20 | For Credit_spreads_daily:
21 | The two folders you will use are ‘spread_data’ and ‘spread_output’. They work in the same fashion as the previous folders.
22 | 
23 | 


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/credit_spreads_daily.py:
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  1 | import os
  2 | import datetime
  3 | from iexfinance.stocks import Stock
  4 | import pandas as pd
  5 | import xlsxwriter
  6 | 
  7 | 
  8 | def get_current_stock_price(ticker):
  9 |     print(ticker)
 10 |     price = Stock(ticker)
 11 |     stockPrice = price.get_price()
 12 |     return float(stockPrice)
 13 | 
 14 | def sort_by_exp_date(option):
 15 |     return option.exp_date
 16 | 
 17 | class __Stock:
 18 |     def __init__(self, ticker):
 19 |         self.price = get_current_stock_price(ticker)
 20 |         self.ticker = ticker
 21 |         self.call_spreads = {}
 22 |         self.call_spreads['itm'] = []
 23 |         self.call_spreads['otm'] = []
 24 |         self.put_spreads = {}
 25 |         self.put_spreads['itm'] = []
 26 |         self.put_spreads['otm'] = []
 27 | 
 28 |     def sort_spreads(self):
 29 |         self.call_spreads['itm'] = sorted(self.call_spreads['itm'], key=sort_by_exp_date)
 30 |         self.call_spreads['otm'] = sorted(self.call_spreads['otm'], key=sort_by_exp_date)
 31 |         self.put_spreads['itm'] = sorted(self.put_spreads['itm'], key=sort_by_exp_date)
 32 |         self.put_spreads['otm'] = sorted(self.put_spreads['otm'], key=sort_by_exp_date)
 33 | 
 34 | 
 35 | 
 36 | class Spread:
 37 |     def __init__(self, type, ticker, last, max_loss, max_proft, break_even, probability, exp_date, leg1_strike, leg2_strike):
 38 |         self.type = type
 39 |         self.ticker = ticker
 40 |         self.last = float(last)
 41 |         self.max_loss = float(max_loss)
 42 |         self.max_profit = float(max_proft)
 43 |         self.break_even = float(break_even)
 44 |         self.probability = probability
 45 |         self.exp_date = exp_date
 46 |         self.leg1_strike = float(leg1_strike)
 47 |         self.leg2_strike = float(leg2_strike)
 48 | 
 49 | 
 50 | 
 51 | 
 52 | 
 53 | stock_dict = {}
 54 | for file in os.listdir('spread_data'):
 55 |     df = pd.read_csv(f'spread_data/{file}')
 56 |     df.drop(df.tail(1).index, inplace=True)
 57 |     if 'call' in file:
 58 |         type = 'call_credit'
 59 |     else:
 60 |         type = 'put_credit'
 61 |     for i in range(1, len(df.index)):
 62 |         raw_exp_date_list = df['Exp Date'][i].split('/')
 63 |         exp_date = datetime.date(int(raw_exp_date_list[2]), int(raw_exp_date_list[0]), int(raw_exp_date_list[1]))
 64 |         spread = Spread(type, df['Symbol'][i], df['Last'][i], df['Max Loss'][i], df['Max Profit'][i], df['Break Even'][i], df['Probability'][i], exp_date, df['Leg1 Strike'][i], df['Leg2 Strike'][i])
 65 |         if not spread.ticker in stock_dict:
 66 |             stock_dict[spread.ticker] = __Stock(spread.ticker)
 67 |         if spread.type == 'call_credit':
 68 |             if spread.max_loss > spread.max_profit:
 69 |                 stock_dict[spread.ticker].call_spreads['otm'].append(spread)
 70 |             else:
 71 |                 stock_dict[spread.ticker].call_spreads['itm'].append(spread)
 72 |         else:
 73 |             if spread.max_loss > spread.max_profit:
 74 |                 stock_dict[spread.ticker].put_spreads['otm'].append(spread)
 75 |             else:
 76 |                 stock_dict[spread.ticker].put_spreads['itm'].append(spread)
 77 | 
 78 | 
 79 | for stock in stock_dict.values():
 80 |     stock.sort_spreads()
 81 | 
 82 | def sort_by_number_of_spreads(stock):
 83 |     num_of_spreads = 0
 84 |     num_of_spreads += len(stock.call_spreads['itm'])
 85 |     num_of_spreads += len(stock.call_spreads['otm'])
 86 |     num_of_spreads += len(stock.put_spreads['itm'])
 87 |     num_of_spreads += len(stock.put_spreads['otm'])
 88 |     return num_of_spreads
 89 | 
 90 | stock_list = sorted(stock_dict.values(), key=sort_by_number_of_spreads, reverse=True)
 91 | 
 92 | workbook = xlsxwriter.Workbook('spread_output/spread_output.xlsx')
 93 | worksheet = workbook.add_worksheet('Spread Data')
 94 | 
 95 | worksheet.write(0, 0, "Expiration Date")
 96 | worksheet.write(0, 1, "Premium")
 97 | worksheet.write(0, 2, "Max Loss")
 98 | worksheet.write(0, 3, "Max Profit")
 99 | worksheet.write(0, 4, "Break Even")
100 | worksheet.write(0, 5, "Probability")
101 | worksheet.write(0, 6, "Leg 1 Strike")
102 | worksheet.write(0, 7, "Leg 2 Strike")
103 | worksheet.write(0, 8, "Current Price")
104 | row = 1
105 | 
106 | def write_option_data(option, row, stock_price):
107 |     worksheet.write(row, 0, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
108 |     worksheet.write(row, 1, f'${option.last:,.2f}')
109 |     worksheet.write(row, 2, f'${option.max_loss:,.2f}')
110 |     worksheet.write(row, 3, f'${option.max_profit:,.2f}')
111 |     worksheet.write(row, 4, f'${option.break_even:,.2f}')
112 |     worksheet.write(row, 5, option.probability)
113 |     worksheet.write(row, 6, f'${option.leg1_strike:,.2f}')
114 |     worksheet.write(row, 7, f'${option.leg2_strike:,.2f}')
115 |     worksheet.write(row, 8, f'${stock_price:,.2f}')
116 | 
117 | for stock in stock_list:
118 |     worksheet.write(row, 0 , stock.ticker)
119 |     row += 1
120 |     if len(stock.call_spreads['itm']) > 0:
121 |         worksheet.write(row, 0, "ITM Call Credit Spread")
122 |         worksheet.write(row, 1, len(stock.call_spreads['itm']))
123 |         row += 1
124 |         for option in stock.call_spreads['itm']:
125 |             write_option_data(option, row, stock.price)
126 |             row += 1
127 |     if len(stock.call_spreads['otm']) > 0:
128 |         worksheet.write(row, 0, "OTM Call Credit Spread")
129 |         worksheet.write(row, 1, len(stock.call_spreads['otm']))
130 |         row += 1
131 |         for option in stock.call_spreads['otm']:
132 |             write_option_data(option, row, stock.price)
133 |             row += 1
134 |     if len(stock.put_spreads['itm']) > 0:
135 |         worksheet.write(row, 0, "ITM Put Credit Spread")
136 |         worksheet.write(row, 1, len(stock.put_spreads['itm']))
137 |         row += 1
138 |         for option in stock.put_spreads['itm']:
139 |             write_option_data(option, row, stock.price)
140 |             row += 1
141 |     if len(stock.put_spreads['otm']) > 0:
142 |         worksheet.write(row, 0, "OTM Put Credit Spread")
143 |         worksheet.write(row, 1, len(stock.put_spreads['otm']))
144 |         row += 1
145 |         for option in stock.put_spreads['otm']:
146 |             write_option_data(option, row, stock.price)
147 |             row += 1
148 |     row += 1
149 | 
150 | workbook.close()


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/Deprecated Code/hypothesis_testing_of_daily_reports.py:
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  1 | import datetime
  2 | import os
  3 | import xlsxwriter
  4 | import xlrd
  5 | from iexfinance.stocks import Stock
  6 | from iexfinance.stocks import get_historical_data
  7 | 
  8 | 
  9 | def get_original_stock_price(ticker, date):
 10 |     print(ticker)
 11 |     df = get_historical_data(ticker, date)
 12 |     return float(df[f'{date.year}-{date.month:02}-{date.day:02}']['close'])
 13 | 
 14 | def get_current_price(ticker):
 15 |     print(ticker)
 16 |     price = Stock(ticker)
 17 |     stockPrice = price.get_price()
 18 |     return float(stockPrice)
 19 | 
 20 | class SPY:
 21 |     def __init__(self, purchase_date):
 22 |         self.ticker = 'SPY'
 23 |         self.original_price = get_original_stock_price(self.ticker, purchase_date)
 24 |         self.current_price = get_current_price(self.ticker)
 25 |         self.return_percentage = (self.current_price - self.original_price) / self.original_price
 26 | 
 27 | 
 28 | 
 29 | 
 30 | class Option:
 31 |     def __init__(self, ticker, type, exp_date, total_price, purchase_date):
 32 |         self.ticker = ticker
 33 |         self.type = type
 34 |         self.exp_date = exp_date
 35 |         self.total_price = total_price
 36 |         self.purchase_date = purchase_date
 37 |         self.original_stock_price = get_original_stock_price(ticker, purchase_date)
 38 |         self.current_stock_price = get_current_price(ticker)
 39 |         self.return_percentage = (self.current_stock_price - self.original_stock_price) / self.original_stock_price
 40 | 
 41 | 
 42 | options_list = []
 43 | for file in os.listdir('data_for_validation'):
 44 |     read_workbook = xlrd.open_workbook(f'data_for_validation/{file}')
 45 |     read_worksheet = read_workbook.sheet_by_index(3)
 46 | 
 47 |     raw_purchase_date = file.split(' ')[4]
 48 |     purchase_date_splits = raw_purchase_date.split('.')
 49 |     purchase_date = datetime.date(int(purchase_date_splits[2]), int(purchase_date_splits[0]), int(purchase_date_splits[1]))
 50 | 
 51 |     for row in range(1, read_worksheet.nrows):
 52 |         raw_exp_date = read_worksheet.cell_value(row, 2)
 53 |         exp_date_splits = raw_exp_date.split('/')
 54 |         exp_date = datetime.date(int(exp_date_splits[2]), int(exp_date_splits[0]), int(exp_date_splits[1]))
 55 |         options_list.append(Option(read_worksheet.cell_value(row, 0).replace('$', ''), read_worksheet.cell_value(row, 1).lower(),
 56 |                                    exp_date, float(read_worksheet.cell_value(row, 8)), purchase_date))
 57 | 
 58 | 
 59 | list_of_calls = [option for option in options_list if option.type == 'call']
 60 | list_of_puts = [option for option in options_list if option.type == 'put']
 61 | 
 62 | def sort_by_exp_date(option):
 63 |     return option.exp_date
 64 | 
 65 | list_of_calls = sorted(list_of_calls, key=sort_by_exp_date)
 66 | list_of_puts = sorted(list_of_puts, key=sort_by_exp_date)
 67 | 
 68 | spy = SPY(purchase_date)
 69 | 
 70 | def WA_of_option_list(option_list):
 71 |     numerator = 0
 72 |     denominator = 0
 73 |     for option in option_list:
 74 |         numerator += option.return_percentage * option.total_price
 75 |         denominator += option.total_price
 76 |     return numerator / denominator
 77 | 
 78 | def simple_average(option_list):
 79 |     numerator = 0
 80 |     denominator = 0
 81 |     for option in option_list:
 82 |         numerator += option.return_percentage
 83 |         denominator += 1
 84 |     return numerator / denominator
 85 | 
 86 | write_workbook = xlsxwriter.Workbook('output/output.xlsx')
 87 | sheet_name = f'Data for {purchase_date.month}.{purchase_date.day}.{purchase_date.year}'
 88 | write_worksheet = write_workbook.add_worksheet(sheet_name)
 89 | 
 90 | write_worksheet.write(0, 0, "Calls:")
 91 | 
 92 | row = 1
 93 | write_worksheet.write(row, 0, "Ticker")
 94 | write_worksheet.write(row, 1, "Expiration Date")
 95 | write_worksheet.write(row, 2, "Cost of Trade")
 96 | write_worksheet.write(row, 3, "Original Stock Price")
 97 | write_worksheet.write(row, 4, "Current Stock Price")
 98 | write_worksheet.write(row, 5, "Percent Change")
 99 | row += 1
100 | 
101 | for option in list_of_calls:
102 |     write_worksheet.write(row, 0, option.ticker)
103 |     write_worksheet.write(row, 1, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
104 |     write_worksheet.write(row, 2, option.total_price)
105 |     write_worksheet.write(row, 3, option.original_stock_price)
106 |     write_worksheet.write(row, 4, option.current_stock_price)
107 |     write_worksheet.write(row, 5, option.return_percentage)
108 |     row += 1
109 | 
110 | write_worksheet.write(row, 0, "Simple Average")
111 | write_worksheet.write(row, 5, simple_average(list_of_calls))
112 | row += 1
113 | write_worksheet.write(row, 0, "Weighted Average")
114 | write_worksheet.write(row, 5, WA_of_option_list(list_of_calls))
115 | row += 1
116 | 
117 | write_worksheet.write(row, 0, "SPY")
118 | write_worksheet.write(row, 3, spy.original_price)
119 | write_worksheet.write(row, 4, spy.current_price)
120 | write_worksheet.write(row, 5, spy.return_percentage)
121 | row += 2
122 | 
123 | write_worksheet.write(row, 0, "Puts:")
124 | row += 1
125 | 
126 | write_worksheet.write(row, 0, "Ticker")
127 | write_worksheet.write(row, 1, "Expiration Date")
128 | write_worksheet.write(row, 2, "Cost of Trade")
129 | write_worksheet.write(row, 3, "Original Stock Price")
130 | write_worksheet.write(row, 4, "Current Stock Price")
131 | write_worksheet.write(row, 5, "Percent Change")
132 | row += 1
133 | 
134 | for option in list_of_puts:
135 |     write_worksheet.write(row, 0, option.ticker)
136 |     write_worksheet.write(row, 1, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
137 |     write_worksheet.write(row, 2, option.total_price)
138 |     write_worksheet.write(row, 3, option.original_stock_price)
139 |     write_worksheet.write(row, 4, option.current_stock_price)
140 |     write_worksheet.write(row, 5, option.return_percentage)
141 |     row += 1
142 | 
143 | write_worksheet.write(row, 0, "Simple Average")
144 | write_worksheet.write(row, 5, simple_average(list_of_puts))
145 | row += 1
146 | write_worksheet.write(row, 0, "Weighted Average")
147 | write_worksheet.write(row, 5, WA_of_option_list(list_of_puts))
148 | row += 1
149 | 
150 | write_worksheet.write(row, 0, "SPY")
151 | write_worksheet.write(row, 3, spy.original_price)
152 | write_worksheet.write(row, 4, spy.current_price)
153 | write_worksheet.write(row, 5, spy.return_percentage)
154 | 
155 | write_workbook.close()


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/Performance_Evaluation.py:
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  1 | import os
  2 | import datetime
  3 | from iexfinance.stocks import get_historical_data
  4 | import pandas as pd
  5 | import xlsxwriter
  6 | 
  7 | 
  8 | def get_stock_price(ticker, historical_date):
  9 |     print(ticker)
 10 |     df = get_historical_data(ticker, historical_date)
 11 |     return float(df[f'{historical_date.year}-{historical_date.month:02}-{historical_date.day:02}']['close'])
 12 | 
 13 | 
 14 | class __Stock:
 15 |     def __init__(self, ticker):
 16 |         self.ticker = ticker
 17 |         self.price = get_stock_price(ticker, testing_date)
 18 |         self.options = {}
 19 |         self.options['calls'] = []
 20 |         self.options['puts'] = []
 21 | 
 22 |     def calc_total_monies(self):
 23 |         self.put_money = 0
 24 |         self.call_money = 0
 25 |         for option in self.options['calls']:
 26 |             self.call_money += option.price
 27 |         for option in self.options['puts']:
 28 |             self.put_money += option.price
 29 |         self.total_money = self.put_money + self.call_money
 30 |         if self.put_money > self.call_money:
 31 |             self.consensus_type = 'Put'
 32 |         elif self.call_money > self.put_money:
 33 |             self.consensus_type = 'Call'
 34 |         else:
 35 |             self.consensus_type = None
 36 | 
 37 |     def calc_consensus_weighted_average_strike(self):
 38 |         numerator = 0
 39 |         denominator = 0
 40 |         if self.consensus_type == 'Call':
 41 |             for option in self.options['calls']:
 42 |                 numerator += option.strike * option.volume
 43 |                 denominator += option.volume
 44 |         else:
 45 |             for option in self.options['puts']:
 46 |                 numerator += option.strike * option.volume
 47 |                 denominator += option.volume
 48 |         self.WA_strike = numerator / denominator
 49 | 
 50 |     def calc_total_volumes(self):
 51 |         self.put_volume = 0
 52 |         self.call_volume = 0
 53 |         for option in self.options['calls']:
 54 |             self.call_volume += option.volume
 55 |         for option in self.options['puts']:
 56 |             self.put_volume += option.volume
 57 |         self.total_volume = self.put_volume + self.call_volume
 58 | 
 59 |     def calc_profit_of_consensus(self):
 60 |         self.consensus_profit = 0
 61 |         if self.call_money > self.put_money:
 62 |             for option in self.options['calls']:
 63 |                 self.consensus_profit += option.volume * 100.0 * (self.price - option.strike) - option.price
 64 |             if self.consensus_profit < -self.call_money:
 65 |                 self.consensus_profit = -self.call_money
 66 |         elif self.put_money > self.call_money:
 67 |             for option in self.options['puts']:
 68 |                 self.consensus_profit += option.volume * 100.0 * (option.strike - self.price) - option.price
 69 |             if self.consensus_profit < -self.put_money:
 70 |                 self.consensus_profit = -self.put_money
 71 |         else:
 72 |             self.consensus_profit = None
 73 | 
 74 |     def calc_WA_stock_purchase_price(self):
 75 |         numerator = 0
 76 |         denominator = 0
 77 |         if self.call_money > self.put_money:
 78 |             for option in self.options['calls']:
 79 |                 numerator += option.stock_purchase_price * option.volume
 80 |                 denominator += option.volume
 81 |         else:
 82 |             for option in self.options['puts']:
 83 |                 numerator += option.stock_purchase_price * option.volume
 84 |                 denominator += option.volume
 85 |         self.WA_stock_beginning_price = numerator / denominator
 86 | 
 87 | 
 88 | 
 89 | class Option:
 90 |     def __init__(self, ticker, type, strike, premium, volume, purchase_date):
 91 |         self.ticker = ticker
 92 |         self.type = type
 93 |         self.strike = strike
 94 |         self.premium = premium
 95 |         self.volume = volume
 96 |         self.price = volume * premium * 100.0
 97 |         self.purchase_date = purchase_date
 98 |         self.stock_purchase_price = get_stock_price(ticker, purchase_date)
 99 | 
100 | 
101 | 
102 | 
103 | raw_input = input("Enter Expiration Date: ")
104 | raw_splits = raw_input.split('/')
105 | testing_date = datetime.date(int(raw_splits[2]), int(raw_splits[0]), int(raw_splits[1]))
106 | 
107 | stock_dict = {}
108 | for file in os.listdir('data_for_validation'):
109 |     df = pd.read_csv(f'data_for_validation/{file}')
110 |     df.drop(df.tail(1).index, inplace=True)
111 |     raw_buy_date_splits = file.split('-')[4:7]
112 |     buy_date = datetime.date(int(raw_buy_date_splits[2].split('.')[0]), int(raw_buy_date_splits[0]), int(raw_buy_date_splits[1]))
113 |     for i in range(1, len(df.index)):
114 |         raw_exp_splits = df['Exp Date'][i].split('/')
115 |         exp_date = datetime.date(int(raw_exp_splits[2]) + 2000, int(raw_exp_splits[0]), int(raw_exp_splits[1]))
116 |         if testing_date == exp_date:
117 |             option = Option(df['Symbol'][i], df['Type'][i].lower(), float(df['Strike'][i]), float(df['Last'][i]), int(df['Volume'][i]), buy_date)
118 |             if not option.ticker in stock_dict:
119 |                 stock_dict[option.ticker] = __Stock(option.ticker)
120 |             if option.type == 'call':
121 |                 stock_dict[option.ticker].options['calls'].append(option)
122 |             else:
123 |                 stock_dict[option.ticker].options['puts'].append(option)
124 | 
125 | 
126 | for stock in stock_dict.values():
127 |     stock.calc_total_monies()
128 |     stock.calc_total_volumes()
129 |     stock.calc_consensus_weighted_average_strike()
130 |     stock.calc_profit_of_consensus()
131 |     stock.calc_WA_stock_purchase_price()
132 | 
133 | 
134 | consensus_stocks = [stock for stock in stock_dict.values() if stock.total_money > 1000000.0 and
135 |                     ((stock.call_money > 3.0/4.0 * stock.total_money and stock.call_volume > 0.5 * stock.total_volume)
136 |                      or (stock.put_money > 3.0/4.0 * stock.total_money and stock.put_volume > 0.5 * stock.total_volume))]
137 | 
138 | def sort_by_consensus_money(stock):
139 |     if stock.call_money > stock.put_money:
140 |         return stock.call_money
141 |     else:
142 |         return stock.put_money
143 | 
144 | consensus_stocks = sorted(consensus_stocks, key=sort_by_consensus_money, reverse=True)
145 | 
146 | out_dict = {'Ticker': [], 'Type': [], 'WA Beginning Stock Price': [], 'Final Stock Price': [], 'Percent Change': [],
147 |             'WA Strike': [], 'Consensus Volume': [], 'Initial Investment': [], 'Profit': [], 'ROI': []}
148 | 
149 | for stock in consensus_stocks:
150 |     out_dict['Ticker'].append(stock.ticker)
151 |     out_dict['Type'].append(stock.consensus_type)
152 |     out_dict['WA Beginning Stock Price'].append(stock.WA_stock_beginning_price)
153 |     out_dict['Final Stock Price'].append(stock.price)
154 |     out_dict['Percent Change'].append((stock.price - stock.WA_stock_beginning_price) / stock.WA_stock_beginning_price)
155 |     out_dict['WA Strike'].append(stock.WA_strike)
156 |     if stock.consensus_type == 'Call':
157 |         out_dict['Consensus Volume'].append(stock.call_volume)
158 |         out_dict['Initial Investment'].append(stock.call_money)
159 |     else:
160 |         out_dict['Consensus Volume'].append(stock.put_volume)
161 |         out_dict['Initial Investment'].append(stock.put_money)
162 |     out_dict['Profit'].append(stock.consensus_profit)
163 |     out_dict['ROI'].append( out_dict['Profit'][-1] / out_dict['Initial Investment'][-1])
164 | 
165 | output_df = pd.DataFrame(out_dict)
166 | writer = pd.ExcelWriter('output/output.xlsx', engine='xlsxwriter')
167 | output_df.to_excel(writer, sheet_name='Performance Evaluation')
168 | writer.save()
169 | 
170 | 
171 | 
172 | 


--------------------------------------------------------------------------------
/Deprecated Code/otm_options_data_acquisition (deprecated).py:
--------------------------------------------------------------------------------
  1 | import os
  2 | import csv
  3 | import datetime
  4 | import xlsxwriter
  5 | from iexfinance.stocks import Stock
  6 | 
  7 | workbook = xlsxwriter.Workbook('output/output.xlsx')
  8 | 
  9 | def write_to_formated_excel(stocks_list, worksheet_name):
 10 |     worksheet = workbook.add_worksheet(worksheet_name)
 11 | 
 12 |     worksheet.write(0, 0, "Ticker/Expiration Date")
 13 |     worksheet.write(0, 1, "Current Price")
 14 |     worksheet.write(0, 2, "Predicted Price")
 15 |     worksheet.write(0, 3, "Percent Change")
 16 |     worksheet.write(0, 4, "Total Volume")
 17 |     worksheet.write(0, 5, "Total Money Traded")
 18 |     worksheet.write(0, 6, "Number of Option Trades")
 19 |     worksheet.write(0, 7, "Calls")
 20 |     worksheet.write(0, 8, "Puts")
 21 | 
 22 |     row = 1
 23 | 
 24 |     for stock in stocks_list:
 25 |         worksheet.write(row, 0, stock.ticker)
 26 |         row += 1
 27 |         for exp_date_obj in stock.exp_dates:
 28 |             worksheet.write(row, 0,
 29 |                             f'{exp_date_obj.exp_date.month}/{exp_date_obj.exp_date.day}/{exp_date_obj.exp_date.year}')
 30 |             worksheet.write(row, 1, stock.price)
 31 |             worksheet.write(row, 2, '{:.2f}'.format(exp_date_obj.predicted_price))
 32 |             worksheet.write(row, 3, '{:.2f}%'.format(exp_date_obj.percent_change * 100))
 33 |             worksheet.write(row, 4, exp_date_obj.total_volume)
 34 |             worksheet.write(row, 5, '${:11,.2f}'.format(exp_date_obj.total_money_traded))
 35 |             worksheet.write(row, 6, exp_date_obj.num_of_options)
 36 |             worksheet.write(row, 7, exp_date_obj.num_of_calls)
 37 |             worksheet.write(row, 8, exp_date_obj.num_of_puts)
 38 |             row += 1
 39 |         row += 1
 40 | 
 41 | 
 42 | def write_to_raw_excel(stocks_list):
 43 |     worksheet = workbook.add_worksheet('Raw Data For Manipulation')
 44 | 
 45 |     worksheet.write(0, 0, "Ticker")
 46 |     worksheet.write(0, 1, "Current Price")
 47 |     worksheet.write(0, 2, "Expiration Date")
 48 |     worksheet.write(0, 3, "Predicted Price")
 49 |     worksheet.write(0, 4, "Percent Change")
 50 |     worksheet.write(0, 5, "Volume")
 51 |     worksheet.write(0, 6, "Total Money Traded")
 52 |     worksheet.write(0, 7, "Number of Option Trades")
 53 |     worksheet.write(0, 8, "Calls")
 54 |     worksheet.write(0, 9, "Puts")
 55 | 
 56 |     row = 1
 57 | 
 58 |     for stock in stocks_list:
 59 |         for exp_date_obj in stock.exp_dates:
 60 |             worksheet.write(row, 0, stock.ticker)
 61 |             worksheet.write(row, 1, stock.price)
 62 |             worksheet.write(row, 2,
 63 |                             f'{exp_date_obj.exp_date.month}/{exp_date_obj.exp_date.day}/{exp_date_obj.exp_date.year}')
 64 |             worksheet.write(row, 3, exp_date_obj.predicted_price)
 65 |             worksheet.write(row, 4, exp_date_obj.percent_change)
 66 |             worksheet.write(row, 5, exp_date_obj.total_volume)
 67 |             worksheet.write(row, 6, exp_date_obj.total_money_traded)
 68 |             worksheet.write(row, 7, exp_date_obj.num_of_options)
 69 |             worksheet.write(row, 8, exp_date_obj.num_of_calls)
 70 |             worksheet.write(row, 9, exp_date_obj.num_of_puts)
 71 |             row += 1
 72 | 
 73 | 
 74 | def get_current_stock_price(ticker):
 75 |     print(ticker)
 76 |     price = Stock(ticker)
 77 |     stockPrice = price.get_price()
 78 |     return float(stockPrice)
 79 | 
 80 | 
 81 | class ExpDate:
 82 |     def __init__(self, exp_date):
 83 |         self.exp_date = exp_date
 84 |         self.options = []
 85 |         self.num_of_calls = 0
 86 |         self.num_of_puts = 0
 87 |         self.num_of_options = 0
 88 | 
 89 |     def calc_predicted_price(self):
 90 |         # Weightd Average of strike price with volume
 91 |         numerator = 0
 92 |         denominator = 0
 93 |         for option in self.options:
 94 |             numerator += option.strike * option.volume
 95 |             denominator += option.volume
 96 | 
 97 |         self.predicted_price = numerator / denominator
 98 | 
 99 |     def calc_percent_change(self, current_stock_price):
100 |         self.percent_change = (self.predicted_price - current_stock_price) / current_stock_price
101 | 
102 |     def calc_total_volume(self):
103 |         self.total_volume = 0
104 |         for option in self.options:
105 |             self.total_volume += option.volume
106 | 
107 |     def calc_total_price(self):
108 |         self.total_money_traded = 0
109 |         for option in self.options:
110 |             self.total_money_traded += option.total_cost
111 | 
112 | 
113 | class __Stock:
114 |     def __init__(self, ticker):
115 |         self.ticker = ticker
116 |         self.price = get_current_stock_price(ticker)
117 |         self.exp_dates = []
118 | 
119 | 
120 | class OptionTrade:
121 |     def __init__(self, ticker, strike, exp_date, last, volume, type):
122 |         self.ticker = ticker
123 |         self.strike = strike
124 |         self.exp_date = exp_date
125 |         self.last = last
126 |         self.volume = volume
127 |         self.total_cost = last * volume * 100.0
128 |         self.type = type
129 | 
130 | 
131 | start = datetime.datetime.now()  # For Optimization Purposes
132 | 
133 | stocks_dict = {}
134 | for file in os.listdir('data'):
135 |     with open(f"data/{file}", 'r') as csv_file:
136 |         csv_reader = csv.reader(csv_file)
137 |         next(csv_reader)
138 |         for line in csv_reader:
139 |             if len(line) > 2:
140 |                 if (line[2].lower() == 'call' and float(line[3]) > float(line[1])) or (
141 |                         line[2].lower() == 'put' and float(line[3]) < float(line[1])):  # for otm calls and puts
142 |                     mdy_list = line[4].split('/')
143 |                     date = datetime.date(int(mdy_list[2]) + 2000, int(mdy_list[0]), int(mdy_list[1])) # +2000 because years are just listed as 19 or 20 in the csv
144 |                     if date > datetime.date.today():
145 |                         option = OptionTrade(line[0], float(line[3]), date, float(line[9]), int(line[10]),
146 |                                              line[2].lower())
147 |                         if not option.ticker in stocks_dict:
148 |                             stocks_dict[option.ticker] = __Stock(option.ticker)
149 |                         list_exp_dates = []
150 |                         for exp_date_obj in stocks_dict[option.ticker].exp_dates:
151 |                             list_exp_dates.append(exp_date_obj.exp_date)
152 |                         if not option.exp_date in list_exp_dates:
153 |                             stocks_dict[option.ticker].exp_dates.append(ExpDate(option.exp_date))
154 |                         for exp_date_obj in stocks_dict[option.ticker].exp_dates:
155 |                             if option.exp_date == exp_date_obj.exp_date:
156 |                                 exp_date_obj.options.append(option)
157 |                                 if option.type == 'call':
158 |                                     exp_date_obj.num_of_calls += 1
159 |                                 else:
160 |                                     exp_date_obj.num_of_puts += 1
161 |                                 exp_date_obj.num_of_options += 1
162 | 
163 | 
164 | def sorting_exp_dates(exp_date_obj):
165 |     return exp_date_obj.exp_date
166 | 
167 | 
168 | for key, stock in stocks_dict.items():
169 |     for exp_date in stock.exp_dates:
170 |         exp_date.calc_predicted_price()
171 |         exp_date.calc_percent_change(stock.price)
172 |         exp_date.calc_total_volume()
173 |         exp_date.calc_total_price()
174 | 
175 |     stock.exp_dates = sorted(stock.exp_dates, key=sorting_exp_dates)
176 | 
177 | 
178 | def sorting_stocks_percentage(stock_obj):
179 |     return abs(stock_obj.exp_dates[0].percent_change)
180 | 
181 | 
182 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_percentage, reverse=True)
183 | write_to_formated_excel(stocks_sorted_list, "Sorted by Percent Change")
184 | 
185 | 
186 | def sorting_stocks_total_money(stock_obj):
187 |     largest_total_money = 0
188 |     for exp_date_obj in stock_obj.exp_dates:
189 |         if exp_date_obj.total_money_traded > largest_total_money:
190 |             largest_total_money = exp_date_obj.total_money_traded
191 |     return largest_total_money
192 | 
193 | 
194 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_total_money, reverse=True)
195 | write_to_formated_excel(stocks_sorted_list, "Sorted by Total Money Traded")
196 | 
197 | write_to_raw_excel(stocks_dict.values())
198 | 
199 | workbook.close()
200 | 
201 | end = datetime.datetime.now()
202 | print(end - start)


--------------------------------------------------------------------------------
/Deprecated Code/retroactive_data_acquisition.py:
--------------------------------------------------------------------------------
  1 | import os
  2 | import csv
  3 | import datetime
  4 | import xlsxwriter
  5 | from iexfinance.stocks import get_historical_data
  6 | import datetime
  7 | 
  8 | workbook = xlsxwriter.Workbook('output/output.xlsx')
  9 | 
 10 | def write_to_formated_excel(stocks_list, worksheet_name):
 11 |     worksheet = workbook.add_worksheet(worksheet_name)
 12 | 
 13 |     worksheet.write(0, 0, "Ticker/Expiration Date")
 14 |     worksheet.write(0, 1, "Current Price")
 15 |     worksheet.write(0, 2, "Predicted Price")
 16 |     worksheet.write(0, 3, "Percent Change")
 17 |     worksheet.write(0, 4, "Total Volume")
 18 |     worksheet.write(0, 5, "Total Money Traded")
 19 |     worksheet.write(0, 6, "Number of Option Trades")
 20 |     worksheet.write(0, 7, "Calls")
 21 |     worksheet.write(0, 8, "Puts")
 22 | 
 23 |     row = 1
 24 | 
 25 |     for stock in stocks_list:
 26 |         worksheet.write(row, 0, stock.ticker)
 27 |         row += 1
 28 |         for exp_date_obj in stock.exp_dates:
 29 |             worksheet.write(row, 0,
 30 |                             f'{exp_date_obj.exp_date.month}/{exp_date_obj.exp_date.day}/{exp_date_obj.exp_date.year}')
 31 |             worksheet.write(row, 1, stock.price)
 32 |             worksheet.write(row, 2, '{:.2f}'.format(exp_date_obj.predicted_price))
 33 |             worksheet.write(row, 3, '{:.2f}%'.format(exp_date_obj.percent_change * 100))
 34 |             worksheet.write(row, 4, exp_date_obj.total_volume)
 35 |             worksheet.write(row, 5, '${:11,.2f}'.format(exp_date_obj.total_money_traded))
 36 |             worksheet.write(row, 6, exp_date_obj.num_of_options)
 37 |             worksheet.write(row, 7, exp_date_obj.num_of_calls)
 38 |             worksheet.write(row, 8, exp_date_obj.num_of_puts)
 39 |             row += 1
 40 |         row += 1
 41 | 
 42 | 
 43 | def write_to_raw_excel(stocks_list):
 44 |     worksheet = workbook.add_worksheet('Raw Data For Manipulation')
 45 | 
 46 |     worksheet.write(0, 0, "Ticker")
 47 |     worksheet.write(0, 1, "Current Price")
 48 |     worksheet.write(0, 2, "Expiration Date")
 49 |     worksheet.write(0, 3, "Predicted Price")
 50 |     worksheet.write(0, 4, "Percent Change")
 51 |     worksheet.write(0, 5, "Volume")
 52 |     worksheet.write(0, 6, "Total Money Traded")
 53 |     worksheet.write(0, 7, "Number of Option Trades")
 54 |     worksheet.write(0, 8, "Calls")
 55 |     worksheet.write(0, 9, "Puts")
 56 | 
 57 |     row = 1
 58 | 
 59 |     for stock in stocks_list:
 60 |         for exp_date_obj in stock.exp_dates:
 61 |             worksheet.write(row, 0, stock.ticker)
 62 |             worksheet.write(row, 1, stock.price)
 63 |             worksheet.write(row, 2,
 64 |                             f'{exp_date_obj.exp_date.month}/{exp_date_obj.exp_date.day}/{exp_date_obj.exp_date.year}')
 65 |             worksheet.write(row, 3, exp_date_obj.predicted_price)
 66 |             worksheet.write(row, 4, exp_date_obj.percent_change)
 67 |             worksheet.write(row, 5, exp_date_obj.total_volume)
 68 |             worksheet.write(row, 6, exp_date_obj.total_money_traded)
 69 |             worksheet.write(row, 7, exp_date_obj.num_of_options)
 70 |             worksheet.write(row, 8, exp_date_obj.num_of_calls)
 71 |             worksheet.write(row, 9, exp_date_obj.num_of_puts)
 72 |             row += 1
 73 | 
 74 | user_input = input("What is the retroactive date?\n")
 75 | user_list = user_input.split('/')
 76 | historical_date = datetime.datetime(int(user_list[2]), int(user_list[0]), int(user_list[1]))
 77 | 
 78 | def get_current_stock_price(ticker):
 79 |     print(ticker)
 80 |     df = get_historical_data(ticker, historical_date)
 81 |     return float(df[f'{historical_date.year}-{historical_date.month:02}-{historical_date.day:02}']['close'])
 82 | 
 83 | 
 84 | class ExpDate:
 85 |     def __init__(self, exp_date):
 86 |         self.exp_date = exp_date
 87 |         self.options = []
 88 |         self.num_of_calls = 0
 89 |         self.num_of_puts = 0
 90 |         self.num_of_options = 0
 91 | 
 92 |     def calc_predicted_price(self):
 93 |         # Weightd Average of break even with volume
 94 |         numerator = 0
 95 |         denominator = 0
 96 |         for option in self.options:
 97 |             numerator += option.break_even * option.volume
 98 |             denominator += option.volume
 99 | 
100 |         self.predicted_price = numerator / denominator
101 | 
102 |     def calc_percent_change(self, current_stock_price):
103 |         self.percent_change = (self.predicted_price - current_stock_price) / current_stock_price
104 | 
105 |     def calc_total_volume(self):
106 |         self.total_volume = 0
107 |         for option in self.options:
108 |             self.total_volume += option.volume
109 | 
110 |     def calc_total_price(self):
111 |         self.total_money_traded = 0
112 |         for option in self.options:
113 |             self.total_money_traded += option.total_cost
114 | 
115 | 
116 | class __Stock:
117 |     def __init__(self, ticker):
118 |         self.ticker = ticker
119 |         self.price = get_current_stock_price(ticker)
120 |         self.exp_dates = []
121 | 
122 | 
123 | class OptionTrade:
124 |     def __init__(self, ticker, strike, exp_date, last, volume, type):
125 |         self.ticker = ticker
126 |         self.strike = strike
127 |         self.exp_date = exp_date
128 |         self.last = last
129 |         self.volume = volume
130 |         self.total_cost = last * volume * 100.0
131 |         self.type = type
132 |         if self.type == 'call':
133 |             self.break_even = strike + last
134 |         if self.type == 'put':
135 |             self.break_even = strike - last
136 | 
137 | 
138 | start = datetime.datetime.now()  # For Optimization Purposes
139 | 
140 | stocks_dict = {}
141 | for file in os.listdir('data'):
142 |     with open(f"data/{file}", 'r') as csv_file:
143 |         csv_reader = csv.reader(csv_file)
144 |         next(csv_reader)
145 |         for line in csv_reader:
146 |             if len(line) > 2:
147 |                 mdy_list = line[4].split('/')
148 |                 date = datetime.date(int(mdy_list[2]) + 2000, int(mdy_list[0]), int(mdy_list[1])) # +2000 because years are just listed as 19 or 20 in the csv
149 |                 if date > datetime.date.today():
150 |                     option = OptionTrade(line[0], float(line[3]), date, float(line[9]), int(line[10]),
151 |                                             line[2].lower())
152 |                     if not option.ticker in stocks_dict:
153 |                         stocks_dict[option.ticker] = __Stock(option.ticker)
154 |                     list_exp_dates = []
155 |                     for exp_date_obj in stocks_dict[option.ticker].exp_dates:
156 |                         list_exp_dates.append(exp_date_obj.exp_date)
157 |                     if not option.exp_date in list_exp_dates:
158 |                         stocks_dict[option.ticker].exp_dates.append(ExpDate(option.exp_date))
159 |                     for exp_date_obj in stocks_dict[option.ticker].exp_dates:
160 |                         if option.exp_date == exp_date_obj.exp_date:
161 |                             exp_date_obj.options.append(option)
162 |                             if option.type == 'call':
163 |                                 exp_date_obj.num_of_calls += 1
164 |                             else:
165 |                                 exp_date_obj.num_of_puts += 1
166 |                             exp_date_obj.num_of_options += 1
167 | 
168 | 
169 | def sorting_exp_dates(exp_date_obj):
170 |     return exp_date_obj.exp_date
171 | 
172 | 
173 | for key, stock in stocks_dict.items():
174 |     for exp_date in stock.exp_dates:
175 |         exp_date.calc_predicted_price()
176 |         exp_date.calc_percent_change(stock.price)
177 |         exp_date.calc_total_volume()
178 |         exp_date.calc_total_price()
179 | 
180 |     stock.exp_dates = sorted(stock.exp_dates, key=sorting_exp_dates)
181 | 
182 | 
183 | def sorting_stocks_percentage(stock_obj):
184 |     return abs(stock_obj.exp_dates[0].percent_change)
185 | 
186 | 
187 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_percentage, reverse=True)
188 | write_to_formated_excel(stocks_sorted_list, "Sorted by Percent Change")
189 | 
190 | 
191 | def sorting_stocks_total_money(stock_obj):
192 |     largest_total_money = 0
193 |     for exp_date_obj in stock_obj.exp_dates:
194 |         if exp_date_obj.total_money_traded > largest_total_money:
195 |             largest_total_money = exp_date_obj.total_money_traded
196 |     return largest_total_money
197 | 
198 | 
199 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_total_money, reverse=True)
200 | write_to_formated_excel(stocks_sorted_list, "Sorted by Total Money Traded")
201 | 
202 | write_to_raw_excel(stocks_dict.values())
203 | 
204 | workbook.close()
205 | 
206 | end = datetime.datetime.now()
207 | print(end - start)


--------------------------------------------------------------------------------
/Deprecated Code/break_even_data_acquisition (deprecated).py:
--------------------------------------------------------------------------------
  1 | import os
  2 | import csv
  3 | import datetime
  4 | import xlsxwriter
  5 | from iexfinance.stocks import Stock
  6 | 
  7 | workbook = xlsxwriter.Workbook('output/output.xlsx')
  8 | 
  9 | def write_to_formated_excel(stocks_list, worksheet_name):
 10 |     worksheet = workbook.add_worksheet(worksheet_name)
 11 | 
 12 |     worksheet.write(0, 0, "Ticker/Expiration Date")
 13 |     worksheet.write(0, 1, "Current Price")
 14 |     worksheet.write(0, 2, "Predicted Price")
 15 |     worksheet.write(0, 3, "Percent Change")
 16 |     worksheet.write(0, 4, "Total Volume")
 17 |     worksheet.write(0, 5, "Total Money Traded")
 18 |     worksheet.write(0, 6, "Number of Option Trades")
 19 |     worksheet.write(0, 7, "Call Trades")
 20 |     worksheet.write(0, 8, "Call Volume")
 21 |     worksheet.write(0, 9, "Call Money")
 22 |     worksheet.write(0, 10, "Put Trades")
 23 |     worksheet.write(0, 11, "Put Volume")
 24 |     worksheet.write(0, 12, "Put Money")
 25 | 
 26 |     row = 1
 27 | 
 28 |     for stock in stocks_list:
 29 |         worksheet.write(row, 0, f'${stock.ticker}')
 30 |         if stock.cvpv != None:
 31 |             worksheet.write(row, 1, "CVPV Ratio:")
 32 |             worksheet.write(row, 2, f'{stock.cvpv:.3f}')
 33 |         if stock.cmpm != None:
 34 |             worksheet.write(row, 3, "CMPM Ratio:")
 35 |             worksheet.write(row, 4, f'{stock.cmpm:.3f}')
 36 |         row += 1
 37 |         for exp_date_obj in stock.exp_dates:
 38 |             worksheet.write(row, 0,
 39 |                             f'{exp_date_obj.exp_date.month}/{exp_date_obj.exp_date.day}/{exp_date_obj.exp_date.year}')
 40 |             worksheet.write(row, 1, '${:.2f}'.format(stock.price))
 41 |             worksheet.write(row, 2, '${:.2f}'.format(exp_date_obj.predicted_price))
 42 |             worksheet.write(row, 3, '{:.2f}%'.format(exp_date_obj.percent_change * 100))
 43 |             worksheet.write(row, 4, exp_date_obj.total_volume)
 44 |             worksheet.write(row, 5, '${:11,.2f}'.format(exp_date_obj.total_money_traded))
 45 |             worksheet.write(row, 6, exp_date_obj.num_of_options)
 46 |             worksheet.write(row, 7, exp_date_obj.num_of_calls)
 47 |             worksheet.write(row, 8, exp_date_obj.call_volume)
 48 |             worksheet.write(row, 9, '${:11,.2f}'.format(exp_date_obj.money_in_calls))
 49 |             worksheet.write(row, 10, exp_date_obj.num_of_puts)
 50 |             worksheet.write(row, 11, exp_date_obj.put_volume)
 51 |             worksheet.write(row, 12, '${:11,.2f}'.format(exp_date_obj.money_in_puts))
 52 |             row += 1
 53 |         row += 1
 54 | 
 55 | 
 56 | def write_to_raw_excel(stocks_list):
 57 |     worksheet = workbook.add_worksheet('Raw Data For Manipulation')
 58 | 
 59 |     worksheet.write(0, 0, "Ticker")
 60 |     worksheet.write(0, 1, "Current Price")
 61 |     worksheet.write(0, 2, "Expiration Date")
 62 |     worksheet.write(0, 3, "Predicted Price")
 63 |     worksheet.write(0, 4, "Percent Change")
 64 |     worksheet.write(0, 5, "Volume")
 65 |     worksheet.write(0, 6, "Total Money Traded")
 66 |     worksheet.write(0, 7, "Number of Option Trades")
 67 |     worksheet.write(0, 8, "Call Trades")
 68 |     worksheet.write(0, 9, "Call Volume")
 69 |     worksheet.write(0, 10, "Call Money")
 70 |     worksheet.write(0, 11, "Put Trades")
 71 |     worksheet.write(0, 12, "Put Volume")
 72 |     worksheet.write(0, 13, "Put Money")
 73 | 
 74 |     row = 1
 75 | 
 76 |     for stock in stocks_list:
 77 |         for exp_date_obj in stock.exp_dates:
 78 |             worksheet.write(row, 0, f'${stock.ticker}')
 79 |             worksheet.write(row, 1, stock.price)
 80 |             worksheet.write(row, 2,
 81 |                             f'{exp_date_obj.exp_date.month}/{exp_date_obj.exp_date.day}/{exp_date_obj.exp_date.year}')
 82 |             worksheet.write(row, 3, exp_date_obj.predicted_price)
 83 |             worksheet.write(row, 4, exp_date_obj.percent_change)
 84 |             worksheet.write(row, 5, exp_date_obj.total_volume)
 85 |             worksheet.write(row, 6, exp_date_obj.total_money_traded)
 86 |             worksheet.write(row, 7, exp_date_obj.num_of_options)
 87 |             worksheet.write(row, 8, exp_date_obj.num_of_calls)
 88 |             worksheet.write(row, 9, exp_date_obj.call_volume)
 89 |             worksheet.write(row, 10, exp_date_obj.money_in_calls)
 90 |             worksheet.write(row, 11, exp_date_obj.num_of_puts)
 91 |             worksheet.write(row, 12, exp_date_obj.put_volume)
 92 |             worksheet.write(row, 13, exp_date_obj.money_in_puts)
 93 |             row += 1
 94 | 
 95 | 
 96 | def write_to_individual_trades(stocks_list):
 97 |     worksheet = workbook.add_worksheet("Individual Option Trades")
 98 |     worksheet.write(0, 0, "Ticker/Expiration Date")
 99 |     worksheet.write(0, 1, "Stock Price")
100 |     worksheet.write(0, 2, "Strike Price")
101 |     worksheet.write(0, 3, "Premium")
102 |     worksheet.write(0, 4, "Break Even Price")
103 |     worksheet.write(0, 5, "Volume")
104 |     worksheet.write(0, 6, "Total Price Paid")
105 | 
106 |     row = 1
107 | 
108 |     for stock in stocks_list:
109 |         worksheet.write(row, 0, f'${stock.ticker}')
110 |         row += 1
111 | 
112 |         if len(stock.list_of_calls) > 0:
113 |             worksheet.write(row, 0, "Calls:")
114 |             row += 1
115 |             for option in stock.list_of_calls:
116 |                 worksheet.write(row, 0, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
117 |                 worksheet.write(row, 1, '${:.2f}'.format(stock.price))
118 |                 worksheet.write(row, 2, '${:.2f}'.format(option.strike))
119 |                 worksheet.write(row, 3, '${:.2f}'.format(option.last))
120 |                 worksheet.write(row, 4, '${:.2f}'.format(option.break_even))
121 |                 worksheet.write(row, 5, option.volume)
122 |                 worksheet.write(row, 6, '${:,.2f}'.format(option.total_cost))
123 |                 row += 1
124 | 
125 |         if len(stock.list_of_puts) > 0:
126 |             worksheet.write(row, 0, "Puts:")
127 |             row += 1
128 |             for option in stock.list_of_puts:
129 |                 worksheet.write(row, 0, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
130 |                 worksheet.write(row, 1, '${:.2f}'.format(stock.price))
131 |                 worksheet.write(row, 2, '${:.2f}'.format(option.strike))
132 |                 worksheet.write(row, 3, '${:.2f}'.format(option.last))
133 |                 worksheet.write(row, 4, '${:.2f}'.format(option.break_even))
134 |                 worksheet.write(row, 5, option.volume)
135 |                 worksheet.write(row, 6, '${:,.2f}'.format(option.total_cost))
136 |                 row += 1
137 |         row += 1
138 | 
139 | 
140 | 
141 | def get_current_stock_price(ticker):
142 |     print(ticker)
143 |     price = Stock(ticker)
144 |     stockPrice = price.get_price()
145 |     return float(stockPrice)
146 | 
147 | 
148 | class ExpDate:
149 |     def __init__(self, exp_date):
150 |         self.exp_date = exp_date
151 |         self.options = []
152 |         self.num_of_calls = 0
153 |         self.num_of_puts = 0
154 |         self.num_of_options = 0
155 | 
156 |     def calc_predicted_price(self):
157 |         # Weightd Average of break even with volume
158 |         numerator = 0
159 |         denominator = 0
160 |         for option in self.options:
161 |             numerator += option.break_even * option.volume
162 |             denominator += option.volume
163 | 
164 |         self.predicted_price = numerator / denominator
165 | 
166 |     def calc_percent_change(self, current_stock_price):
167 |         self.percent_change = (self.predicted_price - current_stock_price) / current_stock_price
168 | 
169 |     def calc_total_volumes(self):
170 |         self.total_volume = 0
171 |         self.call_volume = 0
172 |         self.put_volume = 0
173 |         for option in self.options:
174 |             self.total_volume += option.volume
175 |             if option.type == 'call':
176 |                 self.call_volume += option.volume
177 |             elif option.type == 'put':
178 |                 self.put_volume += option.volume
179 | 
180 | 
181 |     def calc_total_price(self):
182 |         self.total_money_traded = 0
183 |         for option in self.options:
184 |             self.total_money_traded += option.total_cost
185 | 
186 |     def calc_put_money(self):
187 |         self.money_in_puts = 0
188 |         for option in self.options:
189 |             if option.type == 'put':
190 |                 self.money_in_puts += option.total_cost
191 | 
192 |     def calc_call_money(self):
193 |         self.money_in_calls = 0
194 |         for option in self.options:
195 |             if option.type == 'call':
196 |                 self.money_in_calls += option.total_cost
197 | 
198 | 
199 | def option_list_sorter(option):
200 |     return option.exp_date
201 | 
202 | class __Stock:
203 |     def __init__(self, ticker):
204 |         self.ticker = ticker
205 |         self.price = get_current_stock_price(ticker)
206 |         self.exp_dates = []
207 | 
208 |     def construct_option_list(self):
209 |         self.list_of_calls = []
210 |         self.list_of_puts = []
211 |         for exp_date_obj in self.exp_dates:
212 |             for option in exp_date_obj.options:
213 |                 if option.type == 'call':
214 |                     self.list_of_calls.append(option)
215 |                 elif option.type == 'put':
216 |                     self.list_of_puts.append(option)
217 |         self.list_of_calls = sorted(self.list_of_calls, key=option_list_sorter)
218 |         self.list_of_puts = sorted(self.list_of_puts, key=option_list_sorter)
219 | 
220 |     def calc_ratios(self):
221 |         total_call_volume = 0
222 |         total_put_volume = 0
223 |         total_call_money = 0
224 |         total_put_money = 0
225 |         for exp_date_obj in self.exp_dates:
226 |             total_call_volume += exp_date_obj.call_volume
227 |             total_put_volume += exp_date_obj.put_volume
228 |             total_call_money += exp_date_obj.money_in_calls
229 |             total_put_money += exp_date_obj.money_in_puts
230 | 
231 |         if total_put_volume == 0 or total_call_volume == 0:
232 |             self.cvpv = None
233 |         else:
234 |             self.cvpv = total_call_volume / total_put_volume
235 |         if total_put_money == 0 or total_call_money == 0:
236 |             self.cmpm = None
237 |         else:
238 |             self.cmpm = total_call_money / total_put_money
239 | 
240 | 
241 | 
242 | 
243 | class OptionTrade:
244 |     def __init__(self, ticker, strike, exp_date, last, volume, type):
245 |         self.ticker = ticker
246 |         self.strike = strike
247 |         self.exp_date = exp_date
248 |         self.last = last
249 |         self.volume = volume
250 |         self.total_cost = last * volume * 100.0
251 |         self.type = type
252 |         if self.type == 'call':
253 |             self.break_even = strike + last
254 |         if self.type == 'put':
255 |             self.break_even = strike - last
256 | 
257 | 
258 | 
259 | start = datetime.datetime.now()  # For Optimization Purposes
260 | 
261 | stocks_dict = {}
262 | for file in os.listdir('data'):
263 |     with open(f"data/{file}", 'r') as csv_file:
264 |         csv_reader = csv.reader(csv_file)
265 |         next(csv_reader)
266 |         for line in csv_reader:
267 |             if len(line) > 2:
268 |                 mdy_list = line[4].split('/')
269 |                 date = datetime.date(int(mdy_list[2]) + 2000, int(mdy_list[0]), int(mdy_list[1])) # +2000 because years are just listed as 19 or 20 in the csv
270 |                 if date > datetime.date.today():
271 |                     option = OptionTrade(line[0], float(line[3]), date, float(line[9]), int(line[10]),
272 |                                             line[2].lower())
273 |                     if not option.ticker in stocks_dict:
274 |                         stocks_dict[option.ticker] = __Stock(option.ticker)
275 |                     list_exp_dates = []
276 |                     for exp_date_obj in stocks_dict[option.ticker].exp_dates:
277 |                         list_exp_dates.append(exp_date_obj.exp_date)
278 |                     if not option.exp_date in list_exp_dates:
279 |                         stocks_dict[option.ticker].exp_dates.append(ExpDate(option.exp_date))
280 |                     for exp_date_obj in stocks_dict[option.ticker].exp_dates:
281 |                         if option.exp_date == exp_date_obj.exp_date:
282 |                             exp_date_obj.options.append(option)
283 |                             if option.type == 'call':
284 |                                 exp_date_obj.num_of_calls += 1
285 |                             else:
286 |                                 exp_date_obj.num_of_puts += 1
287 |                             exp_date_obj.num_of_options += 1
288 | 
289 | 
290 | def sorting_exp_dates(exp_date_obj):
291 |     return exp_date_obj.exp_date
292 | 
293 | 
294 | for key, stock in stocks_dict.items():
295 |     for exp_date in stock.exp_dates:
296 |         exp_date.calc_predicted_price()
297 |         exp_date.calc_percent_change(stock.price)
298 |         exp_date.calc_total_volumes()
299 |         exp_date.calc_total_price()
300 |         exp_date.calc_call_money()
301 |         exp_date.calc_put_money()
302 |     stock.calc_ratios()
303 |     stock.construct_option_list()
304 | 
305 |     stock.exp_dates = sorted(stock.exp_dates, key=sorting_exp_dates)
306 | 
307 | 
308 | def sorting_stocks_percentage(stock_obj):
309 |     return abs(stock_obj.exp_dates[0].percent_change)
310 | 
311 | 
312 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_percentage, reverse=True)
313 | write_to_formated_excel(stocks_sorted_list, "Sorted by Percent Change")
314 | 
315 | 
316 | def sorting_stocks_total_money(stock_obj):
317 |     largest_total_money = 0
318 |     for exp_date_obj in stock_obj.exp_dates:
319 |         if exp_date_obj.total_money_traded > largest_total_money:
320 |             largest_total_money = exp_date_obj.total_money_traded
321 |     return largest_total_money
322 | 
323 | 
324 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_total_money, reverse=True)
325 | write_to_formated_excel(stocks_sorted_list, "Sorted by Total Money Traded")
326 | write_to_raw_excel(stocks_dict.values())
327 | 
328 | 
329 | def alphabetical_order(stock):
330 |     return stock.ticker
331 | 
332 | stocks_sorted_list = sorted(stocks_dict.values(), key=alphabetical_order)
333 | write_to_individual_trades(stocks_sorted_list)
334 | 
335 | workbook.close()
336 | 
337 | end = datetime.datetime.now()
338 | print(end - start)


--------------------------------------------------------------------------------
/daily_report.py:
--------------------------------------------------------------------------------
  1 | import os
  2 | import csv
  3 | import datetime
  4 | import xlsxwriter
  5 | from iexfinance.stocks import Stock
  6 | 
  7 | 
  8 | workbook = xlsxwriter.Workbook('output/output.xlsx')
  9 | 
 10 | def write_to_formated_excel(stocks_list, sheet_name):
 11 |     worksheet = workbook.add_worksheet(sheet_name)
 12 | 
 13 |     worksheet.write(0, 0, "Ticker/Expiration Date")
 14 |     worksheet.write(0, 1, "Current Price")
 15 |     worksheet.write(0, 2, "Option Trades")
 16 |     worksheet.write(0, 3, "Call Trades")
 17 |     worksheet.write(0, 4, "WA Call Strikes")
 18 |     worksheet.write(0, 5, "Call Volume")
 19 |     worksheet.write(0, 6, "Call Money")
 20 |     worksheet.write(0, 7, "Put Trades")
 21 |     worksheet.write(0, 8, "WA Put Strikes")
 22 |     worksheet.write(0, 9, "Put Volume")
 23 |     worksheet.write(0, 10, "Put Money")
 24 | 
 25 |     row = 1
 26 | 
 27 |     for stock in stocks_list:
 28 |         worksheet.write(row, 0, f'${stock.ticker}')
 29 |         if stock.cvpv != None:
 30 |             worksheet.write(row, 1, "CVPV Ratio:")
 31 |             worksheet.write(row, 2, f'{stock.cvpv:.3f}')
 32 |         if stock.cmpm != None:
 33 |             worksheet.write(row, 3, "CMPM Ratio:")
 34 |             worksheet.write(row, 4, f'{stock.cmpm:.3f}')
 35 |         row += 1
 36 |         for exp_date_obj in stock.exp_dates:
 37 |             worksheet.write(row, 0,
 38 |                             f'{exp_date_obj.exp_date.month}/{exp_date_obj.exp_date.day}/{exp_date_obj.exp_date.year}')
 39 |             worksheet.write(row, 1, '${:.2f}'.format(stock.price))
 40 |             worksheet.write(row, 2, exp_date_obj.num_of_option_trades)
 41 |             worksheet.write(row, 3, exp_date_obj.num_of_calls)
 42 |             worksheet.write(row, 4, '${:11,.2f}'.format(exp_date_obj.WA_call_strike))
 43 |             worksheet.write(row, 5, exp_date_obj.call_volume)
 44 |             worksheet.write(row, 6, '${:11,.2f}'.format(exp_date_obj.money_in_calls))
 45 |             worksheet.write(row, 7, exp_date_obj.num_of_puts)
 46 |             worksheet.write(row, 8, '${:11,.2f}'.format(exp_date_obj.WA_put_strike))
 47 |             worksheet.write(row, 9, exp_date_obj.put_volume)
 48 |             worksheet.write(row, 10, '${:11,.2f}'.format(exp_date_obj.money_in_puts))
 49 |             row += 1
 50 | 
 51 |         worksheet.write(row, 0, "Totals:")
 52 |         worksheet.write(row, 2, stock.total_option_trades)
 53 |         worksheet.write(row, 3, stock.total_call_trades)
 54 |         worksheet.write(row, 5, stock.total_call_volume)
 55 |         worksheet.write(row, 6, '${:11,.2f}'.format(stock.total_call_money))
 56 |         worksheet.write(row, 7, stock.total_put_trades)
 57 |         worksheet.write(row, 9, stock.total_put_volume)
 58 |         worksheet.write(row, 10, '${:11,.2f}'.format(stock.total_put_money))
 59 |         row += 2
 60 | 
 61 | 
 62 | def write_to_highlighted_trades(options_list):
 63 |     worksheet = workbook.add_worksheet('Highlighted Option Trades')
 64 | 
 65 |     worksheet.write(0, 0, "Ticker")
 66 |     worksheet.write(0, 1, "Option Type")
 67 |     worksheet.write(0, 2, "Expiration Date")
 68 |     worksheet.write(0, 3, "Stock Price")
 69 |     worksheet.write(0, 4, "Strike Price")
 70 |     worksheet.write(0, 5, "Premium")
 71 |     worksheet.write(0, 6, "Break Even Price")
 72 |     worksheet.write(0, 7, "Volume")
 73 |     worksheet.write(0, 8, "Total Price Paid")
 74 |     worksheet.write(0, 9, "Vol/OI")
 75 | 
 76 |     row = 1
 77 |     for option in options_list:
 78 |         worksheet.write(row, 0, f'${option.ticker}')
 79 |         if option.type == 'put':
 80 |             type = "Put"
 81 |         elif option.type == 'call':
 82 |             type = "Call"
 83 |         worksheet.write(row, 1, type)
 84 |         worksheet.write(row, 2, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
 85 |         worksheet.write(row, 3, stocks_dict[option.ticker].price)
 86 |         worksheet.write(row, 4, option.strike)
 87 |         worksheet.write(row, 5, option.last)
 88 |         worksheet.write(row, 6, option.break_even)
 89 |         worksheet.write(row, 7, option.volume)
 90 |         worksheet.write(row, 8, option.total_cost)
 91 |         worksheet.write(row, 9, option.vol_oi)
 92 | 
 93 |         row += 1
 94 | 
 95 | 
 96 | def write_to_individual_trades(stocks_list):
 97 |     worksheet = workbook.add_worksheet("Individual Option Trades")
 98 |     worksheet.write(0, 0, "Ticker/Expiration Date")
 99 |     worksheet.write(0, 1, "Stock Price")
100 |     worksheet.write(0, 2, "Strike Price")
101 |     worksheet.write(0, 3, "Premium")
102 |     worksheet.write(0, 4, "Break Even Price")
103 |     worksheet.write(0, 5, "Volume")
104 |     worksheet.write(0, 6, "Total Price Paid")
105 |     worksheet.write(0, 7, "Vol/OI")
106 | 
107 |     row = 1
108 | 
109 |     for stock in stocks_list:
110 |         worksheet.write(row, 0, f'${stock.ticker}')
111 |         row += 1
112 | 
113 |         if len(stock.list_of_calls) > 0:
114 |             worksheet.write(row, 0, "Calls:")
115 |             row += 1
116 |             for option in stock.list_of_calls:
117 |                 worksheet.write(row, 0, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
118 |                 worksheet.write(row, 1, '${:.2f}'.format(stock.price))
119 |                 worksheet.write(row, 2, '${:.2f}'.format(option.strike))
120 |                 worksheet.write(row, 3, '${:.2f}'.format(option.last))
121 |                 worksheet.write(row, 4, '${:.2f}'.format(option.break_even))
122 |                 worksheet.write(row, 5, option.volume)
123 |                 worksheet.write(row, 6, '${:,.2f}'.format(option.total_cost))
124 |                 worksheet.write(row, 7, '{:.3f}'.format(option.vol_oi))
125 |                 row += 1
126 | 
127 |         if len(stock.list_of_puts) > 0:
128 |             worksheet.write(row, 0, "Puts:")
129 |             row += 1
130 |             for option in stock.list_of_puts:
131 |                 worksheet.write(row, 0, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
132 |                 worksheet.write(row, 1, '${:.2f}'.format(stock.price))
133 |                 worksheet.write(row, 2, '${:.2f}'.format(option.strike))
134 |                 worksheet.write(row, 3, '${:.2f}'.format(option.last))
135 |                 worksheet.write(row, 4, '${:.2f}'.format(option.break_even))
136 |                 worksheet.write(row, 5, option.volume)
137 |                 worksheet.write(row, 6, '${:,.2f}'.format(option.total_cost))
138 |                 worksheet.write(row, 7, '{:.3f}'.format(option.vol_oi))
139 |                 row += 1
140 |         row += 1
141 | 
142 | 
143 | 
144 | def get_current_stock_price(ticker):
145 |     print(ticker)
146 |     price = Stock(ticker)
147 |     stockPrice = price.get_price()
148 |     return float(stockPrice)
149 | 
150 | 
151 | class ExpDate:
152 |     def __init__(self, exp_date):
153 |         self.exp_date = exp_date
154 |         self.options = []
155 |         self.num_of_calls = 0
156 |         self.num_of_puts = 0
157 |         self.num_of_option_trades = 0
158 | 
159 |     def calc_total_volumes(self):
160 |         self.call_volume = 0
161 |         self.put_volume = 0
162 |         for option in self.options:
163 |             if option.type == 'call':
164 |                 self.call_volume += option.volume
165 |             elif option.type == 'put':
166 |                 self.put_volume += option.volume
167 | 
168 |     def calc_total_monies(self):
169 |         self.total_money_traded = 0
170 |         self.money_in_puts = 0
171 |         self.money_in_calls = 0
172 |         for option in self.options:
173 |             self.total_money_traded += option.total_cost
174 |             if option.type == 'put':
175 |                 self.money_in_puts += option.total_cost
176 |             if option.type == 'call':
177 |                 self.money_in_calls += option.total_cost
178 | 
179 |     def calc_WA_strike_prices(self):
180 |         call_numerator = 0
181 |         call_denominator = 0
182 |         put_numerator = 0
183 |         put_denominator = 0
184 |         for option in self.options:
185 |             if option.type == 'call':
186 |                 call_numerator += option.strike * option.volume
187 |                 call_denominator += option.volume
188 |             elif option.type == 'put':
189 |                 put_numerator += option.strike * option.volume
190 |                 put_denominator += option.volume
191 |         if call_denominator > 0:
192 |             self.WA_call_strike = call_numerator / call_denominator
193 |         else:
194 |             self.WA_call_strike = 0
195 |         if put_denominator > 0:
196 |             self.WA_put_strike = put_numerator / put_denominator
197 |         else:
198 |             self.WA_put_strike = 0
199 | 
200 | 
201 | 
202 | def option_list_sorter(option):
203 |     return option.exp_date
204 | 
205 | class __Stock:
206 |     def __init__(self, ticker):
207 |         self.ticker = ticker
208 |         self.price = get_current_stock_price(ticker)
209 |         self.exp_dates = []
210 | 
211 |     def construct_option_list(self):
212 |         self.list_of_calls = []
213 |         self.list_of_puts = []
214 |         for exp_date_obj in self.exp_dates:
215 |             for option in exp_date_obj.options:
216 |                 if option.type == 'call':
217 |                     self.list_of_calls.append(option)
218 |                 elif option.type == 'put':
219 |                     self.list_of_puts.append(option)
220 |         self.list_of_calls = sorted(self.list_of_calls, key=option_list_sorter)
221 |         self.list_of_puts = sorted(self.list_of_puts, key=option_list_sorter)
222 | 
223 |     def calc_ratios(self):
224 |         self.total_call_volume = 0
225 |         self.total_put_volume = 0
226 |         self.total_call_money = 0
227 |         self.total_put_money = 0
228 |         for exp_date_obj in self.exp_dates:
229 |             self.total_call_volume += exp_date_obj.call_volume
230 |             self.total_put_volume += exp_date_obj.put_volume
231 |             self.total_call_money += exp_date_obj.money_in_calls
232 |             self.total_put_money += exp_date_obj.money_in_puts
233 | 
234 |         if self.total_put_volume == 0 or self.total_call_volume == 0:
235 |             self.cvpv = None
236 |         else:
237 |             self.cvpv = self.total_call_volume / self.total_put_volume
238 |         if self.total_put_money == 0 or self.total_call_money == 0:
239 |             self.cmpm = None
240 |         else:
241 |             self.cmpm = self.total_call_money / self.total_put_money
242 | 
243 |     def calc_totals(self):
244 |         self.total_money = 0
245 |         self.total_option_trades = 0
246 |         self.total_call_trades = 0
247 |         self.total_put_trades = 0
248 |         for exp_date_obj in self.exp_dates:
249 |             self.total_money += exp_date_obj.total_money_traded
250 |             self.total_option_trades += exp_date_obj.num_of_option_trades
251 |             self.total_call_trades += exp_date_obj.num_of_calls
252 |             self.total_put_trades += exp_date_obj.num_of_puts
253 | 
254 | 
255 | 
256 | 
257 | 
258 | 
259 | class OptionTrade:
260 |     def __init__(self, ticker, strike, exp_date, last, volume, type, open_int):
261 |         self.ticker = ticker
262 |         self.strike = strike
263 |         self.exp_date = exp_date
264 |         self.last = last
265 |         self.volume = volume
266 |         self.total_cost = last * volume * 100.0
267 |         self.type = type
268 |         self.open_int = open_int
269 |         self.vol_oi = float(volume / open_int)
270 |         if self.type == 'call':
271 |             self.break_even = strike + last
272 |         if self.type == 'put':
273 |             self.break_even = strike - last
274 | 
275 | 
276 | 
277 | start = datetime.datetime.now()  # For Optimization Purposes
278 | 
279 | stocks_dict = {}
280 | for file in os.listdir('data'):
281 |     with open(f"data/{file}", 'r') as csv_file:
282 |         csv_reader = csv.reader(csv_file)
283 |         next(csv_reader)
284 |         for line in csv_reader:
285 |             if len(line) > 2:
286 |                 mdy_list = line[4].split('/')
287 |                 date = datetime.date(int(mdy_list[2]) + 2000, int(mdy_list[0]), int(mdy_list[1])) # +2000 because years are just listed as 19 or 20 in the csv
288 |                 if date > datetime.date.today():
289 |                     option = OptionTrade(line[0], float(line[3]), date, float(line[9]), int(line[10]),
290 |                                             line[2].lower(), int(line[11]))
291 |                     if not option.ticker in stocks_dict:
292 |                         stocks_dict[option.ticker] = __Stock(option.ticker)
293 |                     list_exp_dates = []
294 |                     for exp_date_obj in stocks_dict[option.ticker].exp_dates:
295 |                         list_exp_dates.append(exp_date_obj.exp_date)
296 |                     if not option.exp_date in list_exp_dates:
297 |                         stocks_dict[option.ticker].exp_dates.append(ExpDate(option.exp_date))
298 |                     for exp_date_obj in stocks_dict[option.ticker].exp_dates:
299 |                         if option.exp_date == exp_date_obj.exp_date:
300 |                             exp_date_obj.options.append(option)
301 |                             if option.type == 'call':
302 |                                 exp_date_obj.num_of_calls += 1
303 |                             elif option.type == 'put':
304 |                                 exp_date_obj.num_of_puts += 1
305 |                             exp_date_obj.num_of_option_trades += 1
306 | 
307 | def sorting_exp_dates(exp_date_obj):
308 |     return exp_date_obj.exp_date
309 | 
310 | 
311 | for key, stock in stocks_dict.items():
312 |     for exp_date in stock.exp_dates:
313 |         exp_date.calc_total_volumes()
314 |         exp_date.calc_total_monies()
315 |         exp_date.calc_WA_strike_prices()
316 |     stock.calc_ratios()
317 |     stock.construct_option_list()
318 |     stock.calc_totals()
319 | 
320 |     stock.exp_dates = sorted(stock.exp_dates, key=sorting_exp_dates)
321 | 
322 | 
323 | def sorting_stocks_total_money(stock_obj):
324 |     return stock_obj.total_money
325 | 
326 | 
327 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_total_money, reverse=True)
328 | write_to_formated_excel(stocks_sorted_list, "Sorted By Money Traded")
329 | 
330 | def sorting_stocks_cvpv(stock):
331 |     if stock.cvpv == None:
332 |         return 0
333 |     else:
334 |         return stock.cvpv
335 | 
336 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_cvpv, reverse=True)
337 | write_to_formated_excel(stocks_sorted_list, "Sorted By CVPV Ratio")
338 | 
339 | def sorting_stocks_cmpm(stock):
340 |     if stock.cmpm == None:
341 |         return 0
342 |     else:
343 |         return stock.cmpm
344 | 
345 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_cmpm, reverse=True)
346 | write_to_formated_excel(stocks_sorted_list, "Sorted By CMPM Ratio")
347 | 
348 | def highlighted_trade_sorter(option):
349 |     return option.total_cost
350 | 
351 | def find_highlighted_trades(stocks_list):
352 |     list_highlighted_trades = []
353 |     for stock in stocks_list:
354 |         for exp_date_obj in stock.exp_dates:
355 |             for option in exp_date_obj.options:
356 |                 if option.total_cost > 2.0/3.0 * exp_date_obj.total_money_traded and option.total_cost >= 500000:
357 |                     list_highlighted_trades.append(option)
358 | 
359 |     return sorted(list_highlighted_trades, key=highlighted_trade_sorter, reverse=True)
360 | 
361 | write_to_highlighted_trades(find_highlighted_trades(stocks_dict.values()))
362 | 
363 | 
364 | def alphabetical_order(stock):
365 |      return stock.ticker
366 | 
367 | stocks_sorted_list = sorted(stocks_dict.values(), key=alphabetical_order)
368 | write_to_individual_trades(stocks_sorted_list)
369 | 
370 | workbook.close()
371 | 
372 | end = datetime.datetime.now()
373 | print(end - start)


--------------------------------------------------------------------------------
/retroactive_daily_reports.py:
--------------------------------------------------------------------------------
  1 | import os
  2 | import csv
  3 | import datetime
  4 | import xlsxwriter
  5 | from iexfinance.stocks import Stock
  6 | from iexfinance.stocks import get_historical_data
  7 | 
  8 | workbook = xlsxwriter.Workbook('output/output.xlsx')
  9 | 
 10 | def write_to_formated_excel(stocks_list, sheet_name):
 11 |     worksheet = workbook.add_worksheet(sheet_name)
 12 | 
 13 |     worksheet.write(0, 0, "Ticker/Expiration Date")
 14 |     worksheet.write(0, 1, "Current Price")
 15 |     worksheet.write(0, 2, "Option Trades")
 16 |     worksheet.write(0, 3, "Call Trades")
 17 |     worksheet.write(0, 4, "WA Call Strikes")
 18 |     worksheet.write(0, 5, "Call Volume")
 19 |     worksheet.write(0, 6, "Call Money")
 20 |     worksheet.write(0, 7, "Put Trades")
 21 |     worksheet.write(0, 8, "WA Put Strikes")
 22 |     worksheet.write(0, 9, "Put Volume")
 23 |     worksheet.write(0, 10, "Put Money")
 24 | 
 25 |     row = 1
 26 | 
 27 |     for stock in stocks_list:
 28 |         worksheet.write(row, 0, f'${stock.ticker}')
 29 |         if stock.cvpv != None:
 30 |             worksheet.write(row, 1, "CVPV Ratio:")
 31 |             worksheet.write(row, 2, f'{stock.cvpv:.3f}')
 32 |         if stock.cmpm != None:
 33 |             worksheet.write(row, 3, "CMPM Ratio:")
 34 |             worksheet.write(row, 4, f'{stock.cmpm:.3f}')
 35 |         row += 1
 36 |         for exp_date_obj in stock.exp_dates:
 37 |             worksheet.write(row, 0,
 38 |                             f'{exp_date_obj.exp_date.month}/{exp_date_obj.exp_date.day}/{exp_date_obj.exp_date.year}')
 39 |             worksheet.write(row, 1, '${:.2f}'.format(stock.price))
 40 |             worksheet.write(row, 2, exp_date_obj.num_of_option_trades)
 41 |             worksheet.write(row, 3, exp_date_obj.num_of_calls)
 42 |             worksheet.write(row, 4, '${:11,.2f}'.format(exp_date_obj.WA_call_strike))
 43 |             worksheet.write(row, 5, exp_date_obj.call_volume)
 44 |             worksheet.write(row, 6, '${:11,.2f}'.format(exp_date_obj.money_in_calls))
 45 |             worksheet.write(row, 7, exp_date_obj.num_of_puts)
 46 |             worksheet.write(row, 8, '${:11,.2f}'.format(exp_date_obj.WA_put_strike))
 47 |             worksheet.write(row, 9, exp_date_obj.put_volume)
 48 |             worksheet.write(row, 10, '${:11,.2f}'.format(exp_date_obj.money_in_puts))
 49 |             row += 1
 50 | 
 51 |         worksheet.write(row, 0, "Totals:")
 52 |         worksheet.write(row, 2, stock.total_option_trades)
 53 |         worksheet.write(row, 3, stock.total_call_trades)
 54 |         worksheet.write(row, 5, stock.total_call_volume)
 55 |         worksheet.write(row, 6, '${:11,.2f}'.format(stock.total_call_money))
 56 |         worksheet.write(row, 7, stock.total_put_trades)
 57 |         worksheet.write(row, 9, stock.total_put_volume)
 58 |         worksheet.write(row, 10, '${:11,.2f}'.format(stock.total_put_money))
 59 |         row += 2
 60 | 
 61 | 
 62 | def write_to_highlighted_trades(options_list):
 63 |     worksheet = workbook.add_worksheet('Highlighted Option Trades')
 64 | 
 65 |     worksheet.write(0, 0, "Ticker")
 66 |     worksheet.write(0, 1, "Option Type")
 67 |     worksheet.write(0, 2, "Expiration Date")
 68 |     worksheet.write(0, 3, "Stock Price")
 69 |     worksheet.write(0, 4, "Strike Price")
 70 |     worksheet.write(0, 5, "Premium")
 71 |     worksheet.write(0, 6, "Break Even Price")
 72 |     worksheet.write(0, 7, "Volume")
 73 |     worksheet.write(0, 8, "Total Price Paid")
 74 |     worksheet.write(0, 9, "Vol/OI")
 75 | 
 76 |     row = 1
 77 |     for option in options_list:
 78 |         worksheet.write(row, 0, f'${option.ticker}')
 79 |         if option.type == 'put':
 80 |             type = "Put"
 81 |         elif option.type == 'call':
 82 |             type = "Call"
 83 |         worksheet.write(row, 1, type)
 84 |         worksheet.write(row, 2, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
 85 |         worksheet.write(row, 3, stocks_dict[option.ticker].price)
 86 |         worksheet.write(row, 4, option.strike)
 87 |         worksheet.write(row, 5, option.last)
 88 |         worksheet.write(row, 6, option.break_even)
 89 |         worksheet.write(row, 7, option.volume)
 90 |         worksheet.write(row, 8, option.total_cost)
 91 |         worksheet.write(row, 9, option.vol_oi)
 92 | 
 93 |         row += 1
 94 | 
 95 | 
 96 | 
 97 | def write_to_individual_trades(stocks_list):
 98 |     worksheet = workbook.add_worksheet("Individual Option Trades")
 99 |     worksheet.write(0, 0, "Ticker/Expiration Date")
100 |     worksheet.write(0, 1, "Stock Price")
101 |     worksheet.write(0, 2, "Strike Price")
102 |     worksheet.write(0, 3, "Premium")
103 |     worksheet.write(0, 4, "Break Even Price")
104 |     worksheet.write(0, 5, "Volume")
105 |     worksheet.write(0, 6, "Total Price Paid")
106 |     worksheet.write(0, 7, "Vol/OI")
107 | 
108 |     row = 1
109 | 
110 |     for stock in stocks_list:
111 |         worksheet.write(row, 0, f'${stock.ticker}')
112 |         row += 1
113 | 
114 |         if len(stock.list_of_calls) > 0:
115 |             worksheet.write(row, 0, "Calls:")
116 |             row += 1
117 |             for option in stock.list_of_calls:
118 |                 worksheet.write(row, 0, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
119 |                 worksheet.write(row, 1, '${:.2f}'.format(stock.price))
120 |                 worksheet.write(row, 2, '${:.2f}'.format(option.strike))
121 |                 worksheet.write(row, 3, '${:.2f}'.format(option.last))
122 |                 worksheet.write(row, 4, '${:.2f}'.format(option.break_even))
123 |                 worksheet.write(row, 5, option.volume)
124 |                 worksheet.write(row, 6, '${:,.2f}'.format(option.total_cost))
125 |                 worksheet.write(row, 7, '{:.3f}'.format(option.vol_oi))
126 |                 row += 1
127 | 
128 |         if len(stock.list_of_puts) > 0:
129 |             worksheet.write(row, 0, "Puts:")
130 |             row += 1
131 |             for option in stock.list_of_puts:
132 |                 worksheet.write(row, 0, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
133 |                 worksheet.write(row, 1, '${:.2f}'.format(stock.price))
134 |                 worksheet.write(row, 2, '${:.2f}'.format(option.strike))
135 |                 worksheet.write(row, 3, '${:.2f}'.format(option.last))
136 |                 worksheet.write(row, 4, '${:.2f}'.format(option.break_even))
137 |                 worksheet.write(row, 5, option.volume)
138 |                 worksheet.write(row, 6, '${:,.2f}'.format(option.total_cost))
139 |                 worksheet.write(row, 7, '{:.3f}'.format(option.vol_oi))
140 |                 row += 1
141 |         row += 1
142 | 
143 | 
144 | 
145 | user_input = input("What is the retroactive date?\n")
146 | user_list = user_input.split('/')
147 | historical_date = datetime.datetime(int(user_list[2]), int(user_list[0]), int(user_list[1]))
148 | 
149 | def get_current_stock_price(ticker):
150 |     print(ticker)
151 |     df = get_historical_data(ticker, historical_date)
152 |     return float(df[f'{historical_date.year}-{historical_date.month:02}-{historical_date.day:02}']['close'])
153 | 
154 | 
155 | class ExpDate:
156 |     def __init__(self, exp_date):
157 |         self.exp_date = exp_date
158 |         self.options = []
159 |         self.num_of_calls = 0
160 |         self.num_of_puts = 0
161 |         self.num_of_option_trades = 0
162 | 
163 |     def calc_total_volumes(self):
164 |         self.call_volume = 0
165 |         self.put_volume = 0
166 |         for option in self.options:
167 |             if option.type == 'call':
168 |                 self.call_volume += option.volume
169 |             elif option.type == 'put':
170 |                 self.put_volume += option.volume
171 | 
172 |     def calc_total_monies(self):
173 |         self.total_money_traded = 0
174 |         self.money_in_puts = 0
175 |         self.money_in_calls = 0
176 |         for option in self.options:
177 |             self.total_money_traded += option.total_cost
178 |             if option.type == 'put':
179 |                 self.money_in_puts += option.total_cost
180 |             if option.type == 'call':
181 |                 self.money_in_calls += option.total_cost
182 | 
183 |     def calc_WA_strike_prices(self):
184 |         call_numerator = 0
185 |         call_denominator = 0
186 |         put_numerator = 0
187 |         put_denominator = 0
188 |         for option in self.options:
189 |             if option.type == 'call':
190 |                 call_numerator += option.strike * option.volume
191 |                 call_denominator += option.volume
192 |             elif option.type == 'put':
193 |                 put_numerator += option.strike * option.volume
194 |                 put_denominator += option.volume
195 |         if call_denominator > 0:
196 |             self.WA_call_strike = call_numerator / call_denominator
197 |         else:
198 |             self.WA_call_strike = 0
199 |         if put_denominator > 0:
200 |             self.WA_put_strike = put_numerator / put_denominator
201 |         else:
202 |             self.WA_put_strike = 0
203 | 
204 | 
205 | 
206 | def option_list_sorter(option):
207 |     return option.exp_date
208 | 
209 | class __Stock:
210 |     def __init__(self, ticker):
211 |         self.ticker = ticker
212 |         self.price = get_current_stock_price(ticker)
213 |         self.exp_dates = []
214 | 
215 |     def construct_option_list(self):
216 |         self.list_of_calls = []
217 |         self.list_of_puts = []
218 |         for exp_date_obj in self.exp_dates:
219 |             for option in exp_date_obj.options:
220 |                 if option.type == 'call':
221 |                     self.list_of_calls.append(option)
222 |                 elif option.type == 'put':
223 |                     self.list_of_puts.append(option)
224 |         self.list_of_calls = sorted(self.list_of_calls, key=option_list_sorter)
225 |         self.list_of_puts = sorted(self.list_of_puts, key=option_list_sorter)
226 | 
227 |     def calc_ratios(self):
228 |         self.total_call_volume = 0
229 |         self.total_put_volume = 0
230 |         self.total_call_money = 0
231 |         self.total_put_money = 0
232 |         for exp_date_obj in self.exp_dates:
233 |             self.total_call_volume += exp_date_obj.call_volume
234 |             self.total_put_volume += exp_date_obj.put_volume
235 |             self.total_call_money += exp_date_obj.money_in_calls
236 |             self.total_put_money += exp_date_obj.money_in_puts
237 | 
238 |         if self.total_put_volume == 0 or self.total_call_volume == 0:
239 |             self.cvpv = None
240 |         else:
241 |             self.cvpv = self.total_call_volume / self.total_put_volume
242 |         if self.total_put_money == 0 or self.total_call_money == 0:
243 |             self.cmpm = None
244 |         else:
245 |             self.cmpm = self.total_call_money / self.total_put_money
246 | 
247 |     def calc_totals(self):
248 |         self.total_money = 0
249 |         self.total_option_trades = 0
250 |         self.total_call_trades = 0
251 |         self.total_put_trades = 0
252 |         for exp_date_obj in self.exp_dates:
253 |             self.total_money += exp_date_obj.total_money_traded
254 |             self.total_option_trades += exp_date_obj.num_of_option_trades
255 |             self.total_call_trades += exp_date_obj.num_of_calls
256 |             self.total_put_trades += exp_date_obj.num_of_puts
257 | 
258 | 
259 | 
260 | 
261 | 
262 | 
263 | class OptionTrade:
264 |     def __init__(self, ticker, strike, exp_date, last, volume, type, open_int):
265 |         self.ticker = ticker
266 |         self.strike = strike
267 |         self.exp_date = exp_date
268 |         self.last = last
269 |         self.volume = volume
270 |         self.total_cost = last * volume * 100.0
271 |         self.type = type
272 |         self.open_int = open_int
273 |         self.vol_oi = float(volume / open_int)
274 |         if self.type == 'call':
275 |             self.break_even = strike + last
276 |         if self.type == 'put':
277 |             self.break_even = strike - last
278 | 
279 | 
280 | 
281 | start = datetime.datetime.now()  # For Optimization Purposes
282 | 
283 | stocks_dict = {}
284 | for file in os.listdir('data'):
285 |     with open(f"data/{file}", 'r') as csv_file:
286 |         csv_reader = csv.reader(csv_file)
287 |         next(csv_reader)
288 |         for line in csv_reader:
289 |             if len(line) > 2:
290 |                 mdy_list = line[4].split('/')
291 |                 date = datetime.date(int(mdy_list[2]) + 2000, int(mdy_list[0]), int(mdy_list[1])) # +2000 because years are just listed as 19 or 20 in the csv
292 |                 if date > datetime.date(int(user_list[2]), int(user_list[0]), int(user_list[1])):
293 |                     option = OptionTrade(line[0], float(line[3]), date, float(line[9]), int(line[10]),
294 |                                             line[2].lower(), int(line[11]))
295 |                     if not option.ticker in stocks_dict:
296 |                         stocks_dict[option.ticker] = __Stock(option.ticker)
297 |                     list_exp_dates = []
298 |                     for exp_date_obj in stocks_dict[option.ticker].exp_dates:
299 |                         list_exp_dates.append(exp_date_obj.exp_date)
300 |                     if not option.exp_date in list_exp_dates:
301 |                         stocks_dict[option.ticker].exp_dates.append(ExpDate(option.exp_date))
302 |                     for exp_date_obj in stocks_dict[option.ticker].exp_dates:
303 |                         if option.exp_date == exp_date_obj.exp_date:
304 |                             exp_date_obj.options.append(option)
305 |                             if option.type == 'call':
306 |                                 exp_date_obj.num_of_calls += 1
307 |                             elif option.type == 'put':
308 |                                 exp_date_obj.num_of_puts += 1
309 |                             exp_date_obj.num_of_option_trades += 1
310 | 
311 | 
312 | def sorting_exp_dates(exp_date_obj):
313 |     return exp_date_obj.exp_date
314 | 
315 | 
316 | for key, stock in stocks_dict.items():
317 |     for exp_date in stock.exp_dates:
318 |         exp_date.calc_total_volumes()
319 |         exp_date.calc_total_monies()
320 |         exp_date.calc_WA_strike_prices()
321 |     stock.calc_ratios()
322 |     stock.construct_option_list()
323 |     stock.calc_totals()
324 | 
325 |     stock.exp_dates = sorted(stock.exp_dates, key=sorting_exp_dates)
326 | 
327 | 
328 | def sorting_stocks_total_money(stock_obj):
329 |     return stock_obj.total_money
330 | 
331 | 
332 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_total_money, reverse=True)
333 | write_to_formated_excel(stocks_sorted_list, "Sorted By Money Traded")
334 | 
335 | def sorting_stocks_cvpv(stock):
336 |     if stock.cvpv == None:
337 |         return 0
338 |     else:
339 |         return stock.cvpv
340 | 
341 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_cvpv, reverse=True)
342 | write_to_formated_excel(stocks_sorted_list, "Sorted By CVPV Ratio")
343 | 
344 | def sorting_stocks_cmpm(stock):
345 |     if stock.cmpm == None:
346 |         return 0
347 |     else:
348 |         return stock.cmpm
349 | 
350 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_cmpm, reverse=True)
351 | write_to_formated_excel(stocks_sorted_list, "Sorted By CMPM Ratio")
352 | 
353 | def highlighted_trade_sorter(option):
354 |     return option.total_cost
355 | 
356 | def find_highlighted_trades(stocks_list):
357 |     list_highlighted_trades = []
358 |     for stock in stocks_list:
359 |         for exp_date_obj in stock.exp_dates:
360 |             for option in exp_date_obj.options:
361 |                 if option.total_cost > 2.0/3.0 * exp_date_obj.total_money_traded and option.total_cost >= 500000:
362 |                     list_highlighted_trades.append(option)
363 | 
364 |     return sorted(list_highlighted_trades, key=highlighted_trade_sorter, reverse=True)
365 | 
366 | write_to_highlighted_trades(find_highlighted_trades(stocks_dict.values()))
367 | 
368 | 
369 | def alphabetical_order(stock):
370 |      return stock.ticker
371 | 
372 | stocks_sorted_list = sorted(stocks_dict.values(), key=alphabetical_order)
373 | write_to_individual_trades(stocks_sorted_list)
374 | 
375 | workbook.close()
376 | 
377 | end = datetime.datetime.now()
378 | print(end - start)


--------------------------------------------------------------------------------
/weekly_reports.py:
--------------------------------------------------------------------------------
  1 | import os
  2 | import csv
  3 | import datetime
  4 | import xlsxwriter
  5 | from iexfinance.stocks import Stock
  6 | 
  7 | workbook = xlsxwriter.Workbook('output/output.xlsx')
  8 | 
  9 | def write_to_formated_excel(stocks_list, sheet_name):
 10 |     worksheet = workbook.add_worksheet(sheet_name)
 11 | 
 12 |     worksheet.write(0, 0, "Ticker/Expiration Date")
 13 |     worksheet.write(0, 1, "Current Price")
 14 |     worksheet.write(0, 2, "Option Trades")
 15 |     worksheet.write(0, 3, "Call Trades")
 16 |     worksheet.write(0, 4, "WA Call Strikes")
 17 |     worksheet.write(0, 5, "Call Volume")
 18 |     worksheet.write(0, 6, "Call Money")
 19 |     worksheet.write(0, 7, "Put Trades")
 20 |     worksheet.write(0, 8, "WA Put Strikes")
 21 |     worksheet.write(0, 9, "Put Volume")
 22 |     worksheet.write(0, 10, "Put Money")
 23 | 
 24 |     row = 1
 25 | 
 26 |     for stock in stocks_list:
 27 |         worksheet.write(row, 0, f'${stock.ticker}')
 28 |         if stock.cvpv != None:
 29 |             worksheet.write(row, 1, "CVPV Ratio:")
 30 |             worksheet.write(row, 2, f'{stock.cvpv:.3f}')
 31 |         if stock.cmpm != None:
 32 |             worksheet.write(row, 3, "CMPM Ratio:")
 33 |             worksheet.write(row, 4, f'{stock.cmpm:.3f}')
 34 |         row += 1
 35 |         for exp_date_obj in stock.exp_dates:
 36 |             worksheet.write(row, 0,
 37 |                             f'{exp_date_obj.exp_date.month}/{exp_date_obj.exp_date.day}/{exp_date_obj.exp_date.year}')
 38 |             worksheet.write(row, 1, '${:.2f}'.format(stock.price))
 39 |             worksheet.write(row, 2, exp_date_obj.num_of_option_trades)
 40 |             worksheet.write(row, 3, exp_date_obj.num_of_calls)
 41 |             worksheet.write(row, 4, '${:11,.2f}'.format(exp_date_obj.WA_call_strike))
 42 |             worksheet.write(row, 5, exp_date_obj.call_volume)
 43 |             worksheet.write(row, 6, '${:11,.2f}'.format(exp_date_obj.money_in_calls))
 44 |             worksheet.write(row, 7, exp_date_obj.num_of_puts)
 45 |             worksheet.write(row, 8, '${:11,.2f}'.format(exp_date_obj.WA_put_strike))
 46 |             worksheet.write(row, 9, exp_date_obj.put_volume)
 47 |             worksheet.write(row, 10, '${:11,.2f}'.format(exp_date_obj.money_in_puts))
 48 |             row += 1
 49 | 
 50 |         worksheet.write(row, 0, "Totals:")
 51 |         worksheet.write(row, 2, stock.total_option_trades)
 52 |         worksheet.write(row, 3, stock.total_call_trades)
 53 |         worksheet.write(row, 5, stock.total_call_volume)
 54 |         worksheet.write(row, 6, '${:11,.2f}'.format(stock.total_call_money))
 55 |         worksheet.write(row, 7, stock.total_put_trades)
 56 |         worksheet.write(row, 9, stock.total_put_volume)
 57 |         worksheet.write(row, 10, '${:11,.2f}'.format(stock.total_put_money))
 58 |         row += 2
 59 | 
 60 | 
 61 | def write_to_highlighted_trades(options_list):
 62 |     worksheet = workbook.add_worksheet('Highlighted Option Trades')
 63 | 
 64 |     worksheet.write(0, 0, "Ticker")
 65 |     worksheet.write(0, 1, "Option Type")
 66 |     worksheet.write(0, 2, "Expiration Date")
 67 |     worksheet.write(0, 3, "Stock Price")
 68 |     worksheet.write(0, 4, "Strike Price")
 69 |     worksheet.write(0, 5, "Premium")
 70 |     worksheet.write(0, 6, "Break Even Price")
 71 |     worksheet.write(0, 7, "Volume")
 72 |     worksheet.write(0, 8, "Total Price Paid")
 73 |     worksheet.write(0, 9, "Vol/OI")
 74 |     worksheet.write(0, 10, "Purchase Date")
 75 | 
 76 |     row = 1
 77 |     for option in options_list:
 78 |         worksheet.write(row, 0, f'${option.ticker}')
 79 |         if option.type == 'put':
 80 |             type = "Put"
 81 |         elif option.type == 'call':
 82 |             type = "Call"
 83 |         worksheet.write(row, 1, type)
 84 |         worksheet.write(row, 2, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
 85 |         worksheet.write(row, 3, stocks_dict[option.ticker].price)
 86 |         worksheet.write(row, 4, option.strike)
 87 |         worksheet.write(row, 5, option.last)
 88 |         worksheet.write(row, 6, option.break_even)
 89 |         worksheet.write(row, 7, option.volume)
 90 |         worksheet.write(row, 8, option.total_cost)
 91 |         worksheet.write(row, 9, option.vol_oi)
 92 |         worksheet.write(row, 10, f'{option.purchase_date.month}/{option.purchase_date.day}/{option.purchase_date.year}')
 93 | 
 94 |         row += 1
 95 | 
 96 | 
 97 | def write_to_individual_trades(stocks_list):
 98 |     worksheet = workbook.add_worksheet("Individual Option Trades")
 99 |     worksheet.write(0, 0, "Ticker/Expiration Date")
100 |     worksheet.write(0, 1, "Stock Price")
101 |     worksheet.write(0, 2, "Strike Price")
102 |     worksheet.write(0, 3, "Premium")
103 |     worksheet.write(0, 4, "Break Even Price")
104 |     worksheet.write(0, 5, "Volume")
105 |     worksheet.write(0, 6, "Total Price Paid")
106 |     worksheet.write(0, 7, "Vol/OI")
107 |     worksheet.write(0, 8, "Purchase Date")
108 | 
109 |     row = 1
110 | 
111 |     for stock in stocks_list:
112 |         worksheet.write(row, 0, f'${stock.ticker}')
113 |         row += 1
114 | 
115 |         if len(stock.list_of_calls) > 0:
116 |             worksheet.write(row, 0, "Calls:")
117 |             row += 1
118 |             for option in stock.list_of_calls:
119 |                 worksheet.write(row, 0, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
120 |                 worksheet.write(row, 1, '${:.2f}'.format(stock.price))
121 |                 worksheet.write(row, 2, '${:.2f}'.format(option.strike))
122 |                 worksheet.write(row, 3, '${:.2f}'.format(option.last))
123 |                 worksheet.write(row, 4, '${:.2f}'.format(option.break_even))
124 |                 worksheet.write(row, 5, option.volume)
125 |                 worksheet.write(row, 6, '${:,.2f}'.format(option.total_cost))
126 |                 worksheet.write(row, 7, '{:.3f}'.format(option.vol_oi))
127 |                 worksheet.write(row, 8,
128 |                                 f'{option.purchase_date.month}/{option.purchase_date.day}/{option.purchase_date.year}')
129 |                 row += 1
130 | 
131 |         if len(stock.list_of_puts) > 0:
132 |             worksheet.write(row, 0, "Puts:")
133 |             row += 1
134 |             for option in stock.list_of_puts:
135 |                 worksheet.write(row, 0, f'{option.exp_date.month}/{option.exp_date.day}/{option.exp_date.year}')
136 |                 worksheet.write(row, 1, '${:.2f}'.format(stock.price))
137 |                 worksheet.write(row, 2, '${:.2f}'.format(option.strike))
138 |                 worksheet.write(row, 3, '${:.2f}'.format(option.last))
139 |                 worksheet.write(row, 4, '${:.2f}'.format(option.break_even))
140 |                 worksheet.write(row, 5, option.volume)
141 |                 worksheet.write(row, 6, '${:,.2f}'.format(option.total_cost))
142 |                 worksheet.write(row, 7, '{:.3f}'.format(option.vol_oi))
143 |                 worksheet.write(row, 8,
144 |                                 f'{option.purchase_date.month}/{option.purchase_date.day}/{option.purchase_date.year}')
145 |                 row += 1
146 |         row += 1
147 | 
148 | 
149 | 
150 | def get_current_stock_price(ticker):
151 |     print(ticker)
152 |     price = Stock(ticker)
153 |     stockPrice = price.get_price()
154 |     return float(stockPrice)
155 | 
156 | 
157 | class ExpDate:
158 |     def __init__(self, exp_date):
159 |         self.exp_date = exp_date
160 |         self.options = []
161 |         self.num_of_calls = 0
162 |         self.num_of_puts = 0
163 |         self.num_of_option_trades = 0
164 | 
165 |     def calc_total_volumes(self):
166 |         self.call_volume = 0
167 |         self.put_volume = 0
168 |         for option in self.options:
169 |             if option.type == 'call':
170 |                 self.call_volume += option.volume
171 |             elif option.type == 'put':
172 |                 self.put_volume += option.volume
173 | 
174 |     def calc_total_monies(self):
175 |         self.total_money_traded = 0
176 |         self.money_in_puts = 0
177 |         self.money_in_calls = 0
178 |         for option in self.options:
179 |             self.total_money_traded += option.total_cost
180 |             if option.type == 'put':
181 |                 self.money_in_puts += option.total_cost
182 |             if option.type == 'call':
183 |                 self.money_in_calls += option.total_cost
184 | 
185 |     def calc_WA_strike_prices(self):
186 |         call_numerator = 0
187 |         call_denominator = 0
188 |         put_numerator = 0
189 |         put_denominator = 0
190 |         for option in self.options:
191 |             if option.type == 'call':
192 |                 call_numerator += option.strike * option.volume
193 |                 call_denominator += option.volume
194 |             elif option.type == 'put':
195 |                 put_numerator += option.strike * option.volume
196 |                 put_denominator += option.volume
197 |         if call_denominator > 0:
198 |             self.WA_call_strike = call_numerator / call_denominator
199 |         else:
200 |             self.WA_call_strike = 0
201 |         if put_denominator > 0:
202 |             self.WA_put_strike = put_numerator / put_denominator
203 |         else:
204 |             self.WA_put_strike = 0
205 | 
206 | 
207 | 
208 | def option_list_sorter(option):
209 |     return option.exp_date
210 | 
211 | class __Stock:
212 |     def __init__(self, ticker):
213 |         self.ticker = ticker
214 |         self.price = get_current_stock_price(ticker)
215 |         self.exp_dates = []
216 | 
217 | 
218 |     def construct_option_list(self):
219 |         self.list_of_calls = []
220 |         self.list_of_puts = []
221 |         for exp_date_obj in self.exp_dates:
222 |             for option in exp_date_obj.options:
223 |                 if option.type == 'call':
224 |                     self.list_of_calls.append(option)
225 |                 elif option.type == 'put':
226 |                     self.list_of_puts.append(option)
227 |         self.list_of_calls = sorted(self.list_of_calls, key=option_list_sorter)
228 |         self.list_of_puts = sorted(self.list_of_puts, key=option_list_sorter)
229 | 
230 |     def calc_ratios(self):
231 |         self.total_call_volume = 0
232 |         self.total_put_volume = 0
233 |         self.total_call_money = 0
234 |         self.total_put_money = 0
235 |         for exp_date_obj in self.exp_dates:
236 |             self.total_call_volume += exp_date_obj.call_volume
237 |             self.total_put_volume += exp_date_obj.put_volume
238 |             self.total_call_money += exp_date_obj.money_in_calls
239 |             self.total_put_money += exp_date_obj.money_in_puts
240 | 
241 |         if self.total_put_volume == 0 or self.total_call_volume == 0:
242 |             self.cvpv = None
243 |         else:
244 |             self.cvpv = self.total_call_volume / self.total_put_volume
245 |         if self.total_put_money == 0 or self.total_call_money == 0:
246 |             self.cmpm = None
247 |         else:
248 |             self.cmpm = self.total_call_money / self.total_put_money
249 | 
250 |     def calc_totals(self):
251 |         self.total_money = 0
252 |         self.total_option_trades = 0
253 |         self.total_call_trades = 0
254 |         self.total_put_trades = 0
255 |         for exp_date_obj in self.exp_dates:
256 |             self.total_money += exp_date_obj.total_money_traded
257 |             self.total_option_trades += exp_date_obj.num_of_option_trades
258 |             self.total_call_trades += exp_date_obj.num_of_calls
259 |             self.total_put_trades += exp_date_obj.num_of_puts
260 | 
261 | 
262 | 
263 | 
264 | 
265 | 
266 | class OptionTrade:
267 |     def __init__(self, ticker, strike, exp_date, last, volume, type, open_int, purchase_date):
268 |         self.ticker = ticker
269 |         self.strike = strike
270 |         self.exp_date = exp_date
271 |         self.last = last
272 |         self.volume = volume
273 |         self.total_cost = last * volume * 100.0
274 |         self.type = type
275 |         self.open_int = open_int
276 |         self.vol_oi = float(volume / open_int)
277 |         self.purchase_date = purchase_date
278 |         if self.type == 'call':
279 |             self.break_even = strike + last
280 |         if self.type == 'put':
281 |             self.break_even = strike - last
282 | 
283 | 
284 | 
285 | start = datetime.datetime.now()  # For Optimization Purposes
286 | 
287 | stocks_dict = {}
288 | for file in os.listdir('data'):
289 |     with open(f"data/{file}", 'r') as csv_file:
290 | 
291 |         title_splits = file.split('-')
292 |         purchase_date = datetime.date(int(title_splits[6].split('.')[0]), int(title_splits[4]), int(title_splits[5]))
293 | 
294 |         csv_reader = csv.reader(csv_file)
295 |         next(csv_reader)
296 |         for line in csv_reader:
297 |             if len(line) > 2:
298 |                 mdy_list = line[4].split('/')
299 |                 date = datetime.date(int(mdy_list[2]) + 2000, int(mdy_list[0]), int(mdy_list[1])) # +2000 because years are just listed as 19 or 20 in the csv
300 |                 if date > datetime.date.today():
301 |                     option = OptionTrade(line[0], float(line[3]), date, float(line[9]), int(line[10]),
302 |                                             line[2].lower(), int(line[11]), purchase_date)
303 |                     if not option.ticker in stocks_dict:
304 |                         stocks_dict[option.ticker] = __Stock(option.ticker)
305 |                     list_exp_dates = []
306 |                     for exp_date_obj in stocks_dict[option.ticker].exp_dates:
307 |                         list_exp_dates.append(exp_date_obj.exp_date)
308 |                     if not option.exp_date in list_exp_dates:
309 |                         stocks_dict[option.ticker].exp_dates.append(ExpDate(option.exp_date))
310 |                     for exp_date_obj in stocks_dict[option.ticker].exp_dates:
311 |                         if option.exp_date == exp_date_obj.exp_date:
312 |                             exp_date_obj.options.append(option)
313 |                             if option.type == 'call':
314 |                                 exp_date_obj.num_of_calls += 1
315 |                             elif option.type == 'put':
316 |                                 exp_date_obj.num_of_puts += 1
317 |                             exp_date_obj.num_of_option_trades += 1
318 | 
319 | 
320 | def sorting_exp_dates(exp_date_obj):
321 |     return exp_date_obj.exp_date
322 | 
323 | 
324 | for key, stock in stocks_dict.items():
325 |     for exp_date in stock.exp_dates:
326 |         exp_date.calc_total_volumes()
327 |         exp_date.calc_total_monies()
328 |         exp_date.calc_WA_strike_prices()
329 |     stock.calc_ratios()
330 |     stock.construct_option_list()
331 |     stock.calc_totals()
332 | 
333 |     stock.exp_dates = sorted(stock.exp_dates, key=sorting_exp_dates)
334 | 
335 | 
336 | def sorting_stocks_total_money(stock_obj):
337 |     return stock_obj.total_money
338 | 
339 | 
340 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_total_money, reverse=True)
341 | write_to_formated_excel(stocks_sorted_list, "Sorted By Money Traded")
342 | 
343 | def sorting_stocks_cvpv(stock):
344 |     if stock.cvpv == None:
345 |         return 0
346 |     else:
347 |         return stock.cvpv
348 | 
349 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_cvpv, reverse=True)
350 | write_to_formated_excel(stocks_sorted_list, "Sorted By CVPV Ratio")
351 | 
352 | def sorting_stocks_cmpm(stock):
353 |     if stock.cmpm == None:
354 |         return 0
355 |     else:
356 |         return stock.cmpm
357 | 
358 | stocks_sorted_list = sorted(stocks_dict.values(), key=sorting_stocks_cmpm, reverse=True)
359 | write_to_formated_excel(stocks_sorted_list, "Sorted By CMPM Ratio")
360 | 
361 | def highlighted_trade_sorter(option):
362 |     return option.total_cost
363 | 
364 | def find_highlighted_trades(stocks_list):
365 |     list_highlighted_trades = []
366 |     for stock in stocks_list:
367 |         for exp_date_obj in stock.exp_dates:
368 |             for option in exp_date_obj.options:
369 |                 if option.total_cost > 2.0/3.0 * exp_date_obj.total_money_traded and option.total_cost >= 500000:
370 |                     list_highlighted_trades.append(option)
371 | 
372 |     return sorted(list_highlighted_trades, key=highlighted_trade_sorter, reverse=True)
373 | 
374 | write_to_highlighted_trades(find_highlighted_trades(stocks_dict.values()))
375 | 
376 | 
377 | def alphabetical_order(stock):
378 |      return stock.ticker
379 | 
380 | stocks_sorted_list = sorted(stocks_dict.values(), key=alphabetical_order)
381 | write_to_individual_trades(stocks_sorted_list)
382 | 
383 | workbook.close()
384 | 
385 | end = datetime.datetime.now()
386 | print(end - start)


--------------------------------------------------------------------------------
/Used Option Data/unusual-stocks-options-activity-01-07-2019.csv:
--------------------------------------------------------------------------------
  1 | Symbol,Price,Type,Strike,"Exp Date",DTE,Bid,Midpoint,Ask,Last,Volume,"Open Int",Vol/OI,IV,Time
  2 | QEP,8.53,Put,8.00,03/15/19,67,0.25,0.45,0.65,0.55,20073,197,101.89,57.26%,01/07/19
  3 | QCOM,56.44,Call,50.00,03/15/19,67,7.40,7.5,7.60,7.70,7593,134,56.66,36.65%,01/07/19
  4 | WETF,6.6,Call,8.00,03/15/19,67,0.15,0.18,0.20,0.16,12405,255,48.65,49.60%,01/07/19
  5 | ENDP,9.17,Call,9.00,04/18/19,101,1.40,1.6,1.80,1.50,15234,318,47.91,72.84%,01/07/19
  6 | TIF,85.9,Put,70.00,05/17/19,130,1.74,1.77,1.80,1.78,8681,185,46.92,39.55%,01/07/19
  7 | AABA,59.64,Put,57.50,02/15/19,39,1.70,1.97,2.24,1.90,5018,124,40.47,38.26%,01/07/19
  8 | MT,21.56,Put,25.00,01/17/20,375,5.00,5.1,5.20,5.10,5000,126,39.68,39.16%,01/07/19
  9 | JNJ,127.01,Call,140.00,03/15/19,67,0.91,0.94,0.97,0.92,16279,455,35.78,20.73%,01/07/19
 10 | CMCSA,35.43,Call,36.00,01/11/19,4,0.21,0.23,0.25,0.24,5130,144,35.63,31.32%,01/07/19
 11 | NVDA,143.4,Call,148.00,01/11/19,4,2.05,2.06,2.07,2.04,10203,373,27.35,64.13%,01/07/19
 12 | NFLX,315.34,Put,300.00,01/11/19,4,2.79,2.86,2.93,2.83,7703,348,22.14,65.28%,01/07/19
 13 | USB,46.61,Put,46.00,01/11/19,4,0.29,0.31,0.32,0.28,3068,142,21.61,27.70%,01/07/19
 14 | SPOT,119.36,Call,140.00,04/18/19,101,6.20,6.5,6.80,6.53,2089,102,20.48,52.67%,01/07/19
 15 | AMD,20.57,Call,20.00,03/15/19,67,2.91,2.95,2.99,2.96,13708,793,17.29,75.71%,01/07/19
 16 | CIM,18.16,Call,19.00,02/15/19,39,0.10,0.18,0.25,0.20,2549,152,16.77,20.48%,01/07/19
 17 | DAL,47.85,Put,47.50,01/18/19,11,1.16,1.2,1.24,1.09,3040,189,16.08,38.69%,01/07/19
 18 | DIS,110.56,Call,115.00,01/25/19,18,0.45,0.53,0.60,0.49,3370,211,15.97,19.17%,01/07/19
 19 | CLF,8.73,Call,8.00,04/18/19,101,1.44,1.49,1.53,1.40,10030,634,15.82,54.53%,01/07/19
 20 | AMD,20.57,Call,23.50,01/18/19,11,0.24,0.25,0.26,0.26,4200,273,15.38,78.14%,01/07/19
 21 | PBR,15.06,Call,18.00,02/15/19,39,0.14,0.16,0.17,0.14,4610,305,15.11,45.19%,01/07/19
 22 | JCP,1.28,Call,1.50,01/11/19,4,0.00,0.01,0.02,0.02,4997,341,14.65,156.17%,01/07/19
 23 | HCLP,3.66,Call,5.00,02/15/19,39,0.15,0.2,0.25,0.15,2563,178,14.4,106.09%,01/07/19
 24 | SQ,60.72,Call,75.00,02/15/19,39,0.80,0.83,0.85,0.82,2791,194,14.39,56.76%,01/07/19
 25 | NVDA,143.4,Put,144.00,01/11/19,4,4.00,4.13,4.25,4.11,1506,105,14.34,63.79%,01/07/19
 26 | AMD,20.57,Put,19.50,01/18/19,11,0.64,0.66,0.67,0.66,2363,165,14.32,80.90%,01/07/19
 27 | AMZN,1629.51,Call,1625.00,01/11/19,4,31.50,32.98,34.45,32.60,1515,106,14.29,44.17%,01/07/19
 28 | PBR,15.06,Put,15.00,01/11/19,4,0.27,0.29,0.30,0.30,1775,127,13.98,52.82%,01/07/19
 29 | IPI,2.96,Call,3.00,06/21/19,165,0.45,0.5,0.55,0.50,4164,299,13.93,63.45%,01/07/19
 30 | BHC,22.36,Call,24.00,01/11/19,4,0.13,0.15,0.17,0.15,5064,368,13.76,69.66%,01/07/19
 31 | GOOGL,1075.92,Call,1100.00,01/11/19,4,5.50,5.75,6.00,5.80,5279,384,13.75,32.40%,01/07/19
 32 | RCL,101.83,Call,125.00,03/15/19,67,0.72,0.81,0.89,0.85,4018,297,13.53,36.60%,01/07/19
 33 | DRI,103.94,Put,90.00,01/18/19,11,0.25,0.33,0.40,0.30,3000,225,13.33,56.84%,01/07/19
 34 | AMZN,1629.51,Call,1680.00,01/11/19,4,10.60,11.03,11.45,11.05,2956,223,13.26,42.77%,01/07/19
 35 | JPM,100.76,Put,98.00,01/11/19,4,0.36,0.38,0.40,0.35,3344,261,12.81,31.19%,01/07/19
 36 | AMZN,1629.51,Put,1620.00,01/11/19,4,25.05,25.53,26.00,25.45,1408,110,12.8,44.52%,01/07/19
 37 | ROKU,42.18,Call,40.00,01/11/19,4,3.00,3.13,3.25,3.10,3685,291,12.66,104.65%,01/07/19
 38 | BHC,22.36,Call,25.00,01/11/19,4,0.04,0.06,0.08,0.05,1573,129,12.19,70.43%,01/07/19
 39 | GPS,26.57,Call,23.00,01/18/19,11,3.55,3.63,3.70,3.90,1810,149,12.15,84.69%,01/07/19
 40 | AMZN,1629.51,Put,1600.00,01/11/19,4,17.50,17.9,18.30,17.72,3472,290,11.97,45.10%,01/07/19
 41 | SQ,60.72,Put,57.00,01/11/19,4,0.50,0.53,0.55,0.52,2810,238,11.81,73.53%,01/07/19
 42 | MU,34,Put,34.00,02/15/19,39,2.24,2.25,2.26,2.25,4821,414,11.64,52.10%,01/07/19
 43 | AMD,20.57,Put,21.50,01/11/19,4,1.36,1.38,1.40,1.39,1156,100,11.56,96.83%,01/07/19
 44 | NFLX,315.34,Call,340.00,01/11/19,4,1.53,1.62,1.70,1.65,3644,317,11.5,66.68%,01/07/19
 45 | X,20.45,Put,21.00,01/11/19,4,0.82,0.86,0.90,0.80,1156,103,11.22,55.52%,01/07/19
 46 | NFLX,315.34,Call,330.00,01/11/19,4,3.15,3.18,3.20,3.16,6301,562,11.21,63.36%,01/07/19
 47 | GE,8.74,Put,7.00,02/08/19,32,0.13,0.14,0.14,0.13,4528,415,10.91,73.00%,01/07/19
 48 | MDB,85.7,Put,85.00,01/18/19,11,4.30,4.65,5.00,4.60,2045,191,10.71,84.34%,01/07/19
 49 | DAL,47.85,Call,47.50,01/18/19,11,1.54,1.58,1.62,1.59,3212,303,10.6,41.97%,01/07/19
 50 | BHC,22.36,Put,15.00,04/18/19,101,0.38,0.41,0.44,0.40,1396,134,10.42,67.50%,01/07/19
 51 | NFLX,315.34,Call,345.00,01/11/19,4,1.11,1.19,1.26,1.20,1351,131,10.31,68.53%,01/07/19
 52 | CZR,7.16,Call,8.00,06/21/19,165,0.96,1.01,1.05,0.93,5000,489,10.22,63.07%,01/07/19
 53 | CP,184.15,Call,185.00,01/18/19,11,3.00,3.25,3.50,3.50,2501,247,10.13,30.00%,01/07/19
 54 | NFLX,315.34,Put,297.50,01/11/19,4,2.10,2.5,2.89,2.48,1017,101,10.07,67.60%,01/07/19
 55 | PEGI,19.78,Call,20.00,01/18/19,11,0.35,0.43,0.50,0.40,3386,346,9.79,35.92%,01/07/19
 56 | USFD,33.16,Put,30.00,02/15/19,39,0.35,0.53,0.70,0.60,1875,192,9.77,43.17%,01/07/19
 57 | AMZN,1629.51,Call,1720.00,01/11/19,4,4.00,4.33,4.65,4.47,1063,110,9.66,43.54%,01/07/19
 58 | SQ,60.72,Put,60.00,01/11/19,4,1.33,1.36,1.38,1.37,3206,334,9.6,68.04%,01/07/19
 59 | AMZN,1629.51,Call,1670.00,01/11/19,4,13.10,13.65,14.20,13.60,987,103,9.58,42.61%,01/07/19
 60 | TLRY,71.9,Put,40.00,06/21/19,165,5.60,6.48,7.35,6.05,1001,105,9.53,126.04%,01/07/19
 61 | DAL,47.85,Call,50.50,01/11/19,4,0.07,0.08,0.09,0.08,1066,112,9.52,37.94%,01/07/19
 62 | AMZN,1629.51,Call,1630.00,01/11/19,4,29.35,29.9,30.45,30.00,2015,213,9.46,44.06%,01/07/19
 63 | DG,112.94,Put,110.00,02/15/19,39,2.55,2.65,2.75,2.61,1038,111,9.35,27.87%,01/07/19
 64 | NXPI,76.01,Call,80.00,01/11/19,4,0.23,0.34,0.44,0.35,1040,112,9.29,49.56%,01/07/19
 65 | CP,184.15,Call,195.00,01/18/19,11,0.40,0.6,0.80,0.50,2502,270,9.27,27.07%,01/07/19
 66 | MOMO,26.22,Put,22.50,02/15/19,39,0.65,0.7,0.75,0.70,1016,110,9.24,65.37%,01/07/19
 67 | M,29.91,Put,28.50,01/11/19,4,0.49,0.51,0.53,0.48,1129,124,9.1,85.25%,01/07/19
 68 | USB,46.61,Put,45.50,01/18/19,11,0.47,0.5,0.53,0.40,3011,338,8.91,26.82%,01/07/19
 69 | NVDA,143.4,Call,155.00,01/11/19,4,0.60,0.63,0.66,0.64,6449,732,8.81,64.86%,01/07/19
 70 | TWLO,96.98,Call,100.00,01/11/19,4,1.83,1.94,2.04,1.83,1103,126,8.75,75.33%,01/07/19
 71 | CVS,68.61,Call,80.00,08/16/19,221,1.97,2.06,2.14,2.10,894,103,8.68,25.30%,01/07/19
 72 | TWTR,31.34,Put,30.50,01/18/19,11,0.78,0.8,0.82,0.83,966,112,8.63,56.78%,01/07/19
 73 | TEVA,17.67,Put,13.00,01/15/21,739,1.90,2.09,2.28,1.90,1903,225,8.46,49.22%,01/07/19
 74 | NFLX,315.34,Call,325.00,01/11/19,4,4.30,4.48,4.65,4.45,7176,864,8.31,62.65%,01/07/19
 75 | NFLX,315.34,Put,250.00,01/25/19,18,1.43,3.22,5.00,2.92,917,111,8.26,86.55%,01/07/19
 76 | PSX,91.47,Call,95.00,02/15/19,39,2.05,2.23,2.40,2.15,2578,314,8.21,29.11%,01/07/19
 77 | NFLX,315.34,Call,315.00,01/11/19,4,7.95,8.25,8.55,8.53,8919,1086,8.21,63.13%,01/07/19
 78 | TWTR,31.34,Call,32.00,01/11/19,4,0.44,0.46,0.47,0.45,5243,642,8.17,55.15%,01/07/19
 79 | GE,8.74,Put,8.50,02/01/19,25,0.44,0.45,0.46,0.46,1209,149,8.11,64.55%,01/07/19
 80 | GE,8.74,Put,9.00,01/11/19,4,0.36,0.38,0.39,0.38,3234,399,8.11,61.81%,01/07/19
 81 | GE,8.74,Call,10.50,01/11/19,4,0.00,0.01,0.02,0.01,810,100,8.1,91.77%,01/07/19
 82 | NFLX,315.34,Call,335.00,01/11/19,4,2.11,2.22,2.33,2.15,1875,235,7.98,63.51%,01/07/19
 83 | ROKU,42.18,Call,38.00,01/11/19,4,4.15,4.45,4.75,4.64,1203,152,7.91,109.35%,01/07/19
 84 | MPC,62.26,Call,65.00,02/15/19,39,1.97,2.06,2.15,2.11,6844,868,7.88,38.89%,01/07/19
 85 | NFLX,315.34,Call,320.00,01/11/19,4,6.10,6.2,6.30,6.33,8093,1033,7.83,63.43%,01/07/19
 86 | CGC,28.9,Call,34.00,01/18/19,11,0.13,0.15,0.17,0.15,2014,258,7.81,68.59%,01/07/19
 87 | SIG,34.97,Call,40.00,04/18/19,101,2.55,2.83,3.10,3.00,1248,160,7.8,64.27%,01/07/19
 88 | ZTS,85.27,Call,87.50,02/15/19,39,2.25,2.43,2.60,2.88,1073,138,7.78,33.59%,01/07/19
 89 | MDRX,10.45,Call,10.00,01/18/19,11,0.60,0.68,0.75,0.60,3309,439,7.54,45.15%,01/07/19
 90 | WFC,47.64,Put,47.00,01/11/19,4,0.35,0.38,0.40,0.35,3494,465,7.51,31.57%,01/07/19
 91 | NKE,75.72,Put,72.00,01/18/19,11,0.40,0.44,0.47,0.43,1624,220,7.38,33.05%,01/07/19
 92 | EL,131.5,Call,140.00,04/18/19,101,4.70,4.85,5.00,4.74,2520,342,7.37,27.79%,01/07/19
 93 | NVDA,143.4,Put,140.00,01/11/19,4,2.35,2.42,2.49,2.35,1845,253,7.29,64.72%,01/07/19
 94 | TSLA,334.96,Call,350.00,01/11/19,4,2.50,2.55,2.60,2.60,9080,1252,7.25,55.44%,01/07/19
 95 | TSLA,334.96,Put,330.00,01/11/19,4,5.65,5.83,6.00,5.70,2416,335,7.21,57.48%,01/07/19
 96 | PBR,15.06,Put,19.00,01/18/19,11,3.90,3.95,4.00,4.00,1685,234,7.2,89.10%,01/07/19
 97 | NFLX,315.34,Put,295.00,01/11/19,4,1.61,1.95,2.28,2.08,3270,454,7.2,68.74%,01/07/19
 98 | SQ,60.72,Call,61.00,01/18/19,11,2.51,2.55,2.59,2.52,1414,197,7.18,62.48%,01/07/19
 99 | INVA,18.51,Call,20.00,03/15/19,67,0.80,0.83,0.85,0.80,1169,163,7.17,42.19%,01/07/19
100 | V,136.06,Put,128.00,01/18/19,11,0.52,0.61,0.69,0.61,1639,231,7.1,34.39%,01/07/19
101 | GE,8.74,Call,10.00,01/11/19,4,0.01,0.02,0.02,0.02,4232,598,7.08,81.80%,01/07/19
102 | AMD,20.57,Put,20.00,01/11/19,4,0.57,0.58,0.59,0.59,12205,1740,7.01,100.08%,01/07/19
103 | AMZN,1629.51,Call,1675.00,01/11/19,4,12.00,12.4,12.80,12.40,781,112,6.97,42.91%,01/07/19
104 | MU,34,Call,36.00,01/11/19,4,0.16,0.17,0.18,0.18,3281,472,6.95,55.89%,01/07/19
105 | MU,34,Put,32.50,01/18/19,11,0.67,0.69,0.71,0.67,3140,453,6.93,56.22%,01/07/19
106 | LW,70.55,Call,75.00,02/15/19,39,0.90,1,1.10,1.05,906,131,6.92,27.86%,01/07/19
107 | TWTR,31.34,Call,33.00,01/11/19,4,0.18,0.2,0.21,0.19,1239,180,6.88,55.10%,01/07/19
108 | SCHW,42.74,Put,42.00,06/21/19,165,2.75,2.88,3.00,3.30,1500,219,6.85,34.77%,01/07/19
109 | AMZN,1629.51,Put,1570.00,01/11/19,4,9.70,10.03,10.35,10.00,1323,194,6.82,46.81%,01/07/19
110 | AMZN,1629.51,Call,1650.00,01/11/19,4,19.95,20.48,21.00,20.60,5186,761,6.81,43.10%,01/07/19
111 | SNAP,6.21,Put,7.00,03/15/19,67,1.20,1.22,1.23,1.22,837,123,6.8,70.31%,01/07/19
112 | NFLX,315.34,Put,290.00,01/11/19,4,1.15,1.26,1.37,1.25,7005,1039,6.74,67.94%,01/07/19
113 | AMZN,1629.51,Call,1700.00,01/11/19,4,7.00,7.08,7.15,7.15,7124,1071,6.65,43.18%,01/07/19
114 | WAB,70.57,Put,70.00,02/15/19,39,3.70,4.15,4.60,3.65,2016,305,6.61,44.12%,01/07/19
115 | T,30.89,Call,31.50,01/11/19,4,0.05,0.06,0.06,0.06,6254,950,6.58,19.60%,01/07/19
116 | MU,34,Call,35.50,01/11/19,4,0.25,0.27,0.28,0.26,2995,458,6.54,54.55%,01/07/19
117 | JPM,100.76,Call,111.00,01/18/19,11,0.05,0.06,0.07,0.06,1135,174,6.52,29.16%,01/07/19
118 | MNST,49.73,Call,50.00,03/15/19,67,3.00,3.1,3.20,3.10,1890,292,6.47,36.49%,01/07/19
119 | BMY,48.41,Call,51.50,01/18/19,11,0.28,0.3,0.31,0.28,1057,164,6.45,36.37%,01/07/19
120 | MBI,9.24,Put,8.00,05/17/19,130,0.43,0.47,0.50,0.43,1000,156,6.41,46.70%,01/07/19
121 | TGT,69.68,Call,71.00,01/11/19,4,0.98,1.04,1.10,1.02,804,128,6.28,53.96%,01/07/19
122 | MU,34,Put,34.00,01/11/19,4,0.79,0.81,0.82,0.82,3122,504,6.19,58.16%,01/07/19
123 | RIG,8.28,Put,8.50,01/11/19,4,0.35,0.37,0.38,0.39,682,111,6.14,76.37%,01/07/19
124 | SQ,60.72,Call,63.00,01/18/19,11,1.67,1.7,1.73,1.67,2875,468,6.14,61.54%,01/07/19
125 | JPM,100.76,Call,106.00,01/18/19,11,0.44,0.47,0.50,0.49,1492,245,6.09,30.07%,01/07/19
126 | X,20.45,Call,22.50,01/11/19,4,0.05,0.07,0.09,0.08,638,105,6.08,72.12%,01/07/19
127 | AA,28.42,Call,30.00,01/17/20,375,4.80,4.9,5.00,5.10,1129,186,6.07,47.15%,01/07/19
128 | AMZN,1629.51,Call,1690.00,01/11/19,4,7.20,8.23,9.25,9.22,681,113,6.03,43.56%,01/07/19
129 | AMZN,1629.51,Call,1645.00,01/11/19,4,20.90,22.1,23.30,24.00,695,116,5.99,45.21%,01/07/19
130 | TWTR,31.34,Call,31.50,01/11/19,4,0.66,0.67,0.68,0.64,2790,470,5.94,54.30%,01/07/19
131 | AAPL,147.93,Call,143.00,01/11/19,4,5.60,5.73,5.85,5.70,3694,627,5.89,40.31%,01/07/19
132 | AXL,12.27,Call,12.00,01/18/19,11,0.65,0.7,0.75,0.70,6302,1092,5.77,65.30%,01/07/19
133 | IGT,15.22,Put,13.00,02/15/19,39,0.40,0.45,0.50,0.43,603,105,5.74,68.22%,01/07/19
134 | OLLI,74.18,Call,75.00,01/18/19,11,2.20,2.33,2.45,2.30,1405,247,5.69,51.52%,01/07/19
135 | AMZN,1629.51,Put,1550.00,01/11/19,4,6.35,6.58,6.80,6.60,2385,420,5.68,47.94%,01/07/19
136 | NFLX,315.34,Call,312.50,01/11/19,4,9.40,9.65,9.90,10.00,2641,467,5.66,64.46%,01/07/19
137 | PYPL,86.93,Call,88.00,01/25/19,18,1.99,2.07,2.15,1.95,709,126,5.63,30.89%,01/07/19
138 | TSLA,334.96,Put,307.50,01/11/19,4,1.00,1.05,1.09,1.02,596,106,5.62,64.04%,01/07/19
139 | AMD,20.57,Call,25.00,01/25/19,18,0.22,0.26,0.30,0.27,1224,219,5.59,78.97%,01/07/19
140 | FB,138.05,Call,143.00,02/01/19,25,4.20,4.6,5.00,4.65,639,115,5.56,45.91%,01/07/19
141 | NVDA,143.4,Call,148.00,01/18/19,11,3.85,3.93,4.00,3.98,656,119,5.51,59.01%,01/07/19
142 | BABA,143.1,Put,142.00,01/11/19,4,2.05,2.11,2.16,1.80,715,130,5.5,39.12%,01/07/19
143 | AAPL,147.93,Call,147.00,01/11/19,4,2.75,2.84,2.92,2.92,9576,1773,5.4,38.97%,01/07/19
144 | AAPL,147.93,Put,134.00,01/18/19,11,0.32,0.35,0.37,0.34,576,108,5.33,40.29%,01/07/19
145 | SQ,60.72,Call,57.50,01/25/19,18,5.00,5.13,5.25,5.00,606,114,5.32,58.70%,01/07/19
146 | BMY,48.41,Call,50.00,01/11/19,4,0.13,0.22,0.30,0.17,653,123,5.31,33.54%,01/07/19
147 | TEAM,92.71,Call,100.00,01/18/19,11,2.50,2.7,2.90,2.75,866,163,5.31,84.57%,01/07/19
148 | C,55.61,Put,48.50,01/18/19,11,0.15,0.17,0.19,0.17,1365,257,5.31,55.36%,01/07/19
149 | WFC,47.64,Put,44.00,01/11/19,4,0.02,0.03,0.03,0.02,1096,207,5.29,39.72%,01/07/19
150 | GE,8.74,Put,8.00,02/08/19,32,0.30,0.32,0.34,0.31,4759,900,5.29,62.64%,01/07/19
151 | AMD,20.57,Put,20.00,03/15/19,67,2.24,2.28,2.31,2.30,1291,245,5.27,76.28%,01/07/19
152 | BMY,48.41,Call,48.50,01/11/19,4,0.58,0.69,0.79,0.60,1501,285,5.27,31.45%,01/07/19
153 | LUV,47.87,Put,46.00,01/11/19,4,0.15,0.2,0.25,0.10,610,116,5.26,33.19%,01/07/19
154 | AAPL,147.93,Put,129.00,01/11/19,4,0.03,0.04,0.04,0.04,2090,397,5.26,59.18%,01/07/19
155 | AMD,20.57,Put,20.50,01/11/19,4,0.78,0.8,0.82,0.80,5558,1059,5.25,97.75%,01/07/19
156 | SIG,34.97,Put,30.00,04/18/19,101,2.55,2.65,2.75,2.70,1225,234,5.24,72.30%,01/07/19
157 | BMY,48.41,Put,48.00,01/18/19,11,0.86,0.92,0.98,0.95,4035,770,5.24,34.84%,01/07/19
158 | T,30.89,Call,33.00,03/15/19,67,0.35,0.36,0.37,0.37,12935,2473,5.23,19.65%,01/07/19
159 | GE,8.74,Put,7.50,02/22/19,46,0.25,0.27,0.28,0.26,559,107,5.22,63.35%,01/07/19
160 | CMG,485.15,Put,445.00,01/11/19,4,0.20,0.35,0.50,0.40,576,111,5.19,47.98%,01/07/19
161 | AMZN,1629.51,Call,1737.50,01/11/19,4,2.70,2.95,3.20,3.40,956,185,5.17,45.69%,01/07/19
162 | ENDP,9.17,Put,9.00,04/18/19,101,1.10,1.25,1.40,1.25,15259,2959,5.16,72.51%,01/07/19
163 | TWLO,96.98,Put,80.00,01/25/19,18,0.99,1.12,1.24,1.10,1102,214,5.15,80.28%,01/07/19
164 | BKS,7.57,Call,9.00,02/15/19,39,0.20,0.25,0.30,0.23,2586,504,5.13,67.55%,01/07/19
165 | XOM,71.52,Put,70.50,01/11/19,4,0.38,0.4,0.42,0.37,603,118,5.11,26.43%,01/07/19
166 | GE,8.74,Put,8.50,01/11/19,4,0.12,0.13,0.14,0.13,13869,2715,5.11,64.31%,01/07/19
167 | LLY,115.28,Call,115.00,01/18/19,11,2.32,2.43,2.53,2.40,10796,2124,5.08,27.64%,01/07/19
168 | ROKU,42.18,Call,37.50,01/11/19,4,4.90,5.08,5.25,5.10,851,168,5.07,114.38%,01/07/19
169 | SEDG,35.01,Call,36.00,01/18/19,11,0.70,0.8,0.90,0.80,865,171,5.06,49.63%,01/07/19
170 | TEVA,17.67,Call,18.50,01/11/19,4,0.10,0.11,0.12,0.11,1238,245,5.05,51.87%,01/07/19
171 | NVDA,143.4,Call,149.00,01/11/19,4,1.68,1.73,1.78,1.79,1253,250,5.01,64.93%,01/07/19
172 | SQ,60.72,Put,58.00,01/11/19,4,0.70,0.72,0.73,0.71,1448,290,4.99,70.58%,01/07/19
173 | FDC,17.22,Call,20.00,02/15/19,39,0.30,0.35,0.40,0.30,821,165,4.98,49.65%,01/07/19
174 | AMZN,1629.51,Put,1575.00,01/11/19,4,10.75,11.08,11.40,10.75,798,161,4.96,45.96%,01/07/19
175 | BMY,48.41,Put,46.00,01/11/19,4,0.07,0.11,0.14,0.09,535,108,4.95,38.36%,01/07/19
176 | ETN,68.73,Put,62.50,04/18/19,101,1.60,1.68,1.75,1.68,633,128,4.95,30.85%,01/07/19
177 | CELG,87.52,Call,95.00,07/19/19,193,2.52,3.26,4.00,3.45,563,114,4.94,22.79%,01/07/19
178 | AMD,20.57,Put,19.50,01/11/19,4,0.40,0.41,0.41,0.41,7570,1536,4.93,100.58%,01/07/19
179 | BMY,48.41,Call,55.00,04/18/19,101,1.42,1.49,1.55,1.42,629,128,4.91,34.42%,01/07/19
180 | TSLA,334.96,Call,342.50,01/11/19,4,4.55,4.65,4.75,4.72,1274,260,4.9,55.75%,01/07/19
181 | ETSY,51.57,Put,40.00,01/17/20,375,4.90,5.2,5.50,5.00,1500,309,4.85,56.60%,01/07/19
182 | T,30.89,Call,31.50,01/18/19,11,0.13,0.15,0.16,0.17,1740,361,4.82,18.27%,01/07/19
183 | NVDA,143.4,Put,142.00,01/11/19,4,3.10,3.2,3.30,3.15,985,205,4.8,64.29%,01/07/19
184 | CMG,485.15,Put,475.00,01/18/19,11,9.50,9.8,10.10,10.20,665,139,4.78,44.83%,01/07/19
185 | TSLA,334.96,Call,352.50,01/11/19,4,1.95,2.02,2.09,2.14,1024,215,4.76,55.85%,01/07/19
186 | BA,328.11,Call,330.00,01/11/19,4,4.15,4.25,4.35,4.20,3600,756,4.76,36.69%,01/07/19
187 | AAPL,147.93,Put,139.00,01/18/19,11,0.80,0.84,0.87,0.85,1015,214,4.74,37.95%,01/07/19
188 | AMZN,1629.51,Put,1580.00,01/11/19,4,11.85,12.2,12.55,11.80,672,142,4.73,45.54%,01/07/19
189 | TSLA,334.96,Put,327.50,01/11/19,4,4.75,4.88,5.00,4.85,974,206,4.73,58.40%,01/07/19
190 | MU,34,Call,37.00,01/11/19,4,0.06,0.08,0.09,0.09,1932,409,4.72,59.52%,01/07/19
191 | XOM,71.52,Call,72.50,01/11/19,4,0.37,0.39,0.41,0.48,1343,285,4.71,29.15%,01/07/19
192 | AAPL,147.93,Call,142.00,01/11/19,4,6.40,6.58,6.75,6.50,1403,298,4.71,40.09%,01/07/19
193 | MS,41.71,Put,41.00,01/11/19,4,0.36,0.37,0.38,0.34,1668,354,4.71,36.92%,01/07/19
194 | NVDA,143.4,Call,145.00,01/11/19,4,3.10,3.15,3.20,3.15,7532,1599,4.71,64.40%,01/07/19
195 | AMRN,14.07,Call,15.00,01/11/19,4,0.11,0.15,0.19,0.17,1239,264,4.69,82.91%,01/07/19
196 | TSLA,334.96,Call,332.50,01/11/19,4,8.85,9.18,9.50,9.18,1473,314,4.69,56.19%,01/07/19
197 | ANF,20.92,Put,22.00,01/18/19,11,1.50,1.57,1.63,1.59,3266,704,4.64,65.28%,01/07/19
198 | AMZN,1629.51,Put,1500.00,01/11/19,4,2.40,2.56,2.71,2.50,3542,764,4.64,52.76%,01/07/19
199 | AMD,20.57,Call,21.50,01/11/19,4,0.45,0.46,0.47,0.46,8829,1901,4.64,95.95%,01/07/19
200 | GME,15.48,Call,18.00,02/15/19,39,0.38,0.43,0.48,0.47,782,169,4.63,62.70%,01/07/19
201 | TXN,94.5,Call,105.00,02/15/19,39,0.65,0.71,0.77,0.79,1083,234,4.63,30.54%,01/07/19
202 | TEVA,17.67,Call,18.00,01/11/19,4,0.23,0.25,0.26,0.24,1615,349,4.63,51.07%,01/07/19
203 | AMD,20.57,Put,19.00,01/11/19,4,0.27,0.28,0.28,0.28,11387,2462,4.63,102.28%,01/07/19
204 | AMZN,1629.51,Call,1610.00,01/11/19,4,40.05,41.78,43.50,42.48,1759,381,4.62,46.51%,01/07/19
205 | FB,138.05,Call,150.00,01/25/19,18,0.57,0.62,0.66,0.64,5312,1149,4.62,32.04%,01/07/19
206 | AAPL,147.93,Put,146.00,01/11/19,4,1.45,1.5,1.55,1.50,6824,1478,4.62,38.43%,01/07/19
207 | TWLO,96.98,Call,95.00,01/11/19,4,4.00,4.23,4.45,4.50,539,117,4.61,84.86%,01/07/19
208 | AMZN,1629.51,Put,1560.00,01/11/19,4,7.85,8.28,8.70,7.86,693,151,4.59,46.73%,01/07/19
209 | IP,42.77,Put,40.00,07/19/19,193,2.36,2.42,2.48,2.35,1309,286,4.58,32.06%,01/07/19
210 | TSLA,334.96,Call,355.00,01/11/19,4,1.65,1.74,1.83,1.67,1566,343,4.57,55.32%,01/07/19
211 | LVS,55.47,Put,45.00,02/15/19,39,0.41,0.47,0.53,0.42,2164,474,4.57,51.72%,01/07/19
212 | SLB,40.17,Put,37.50,05/17/19,130,2.14,2.19,2.24,2.17,5026,1102,4.56,38.05%,01/07/19
213 | AAPL,147.93,Put,147.00,01/11/19,4,1.84,1.9,1.95,1.90,12075,2671,4.52,38.28%,01/07/19
214 | BMRN,90.19,Call,95.00,01/18/19,11,1.35,1.6,1.85,1.40,1317,294,4.48,50.37%,01/07/19
215 | TSLA,334.96,Put,320.00,01/11/19,4,2.69,2.78,2.86,2.82,4042,902,4.48,60.40%,01/07/19
216 | AAPL,147.93,Put,149.00,01/11/19,4,2.70,2.8,2.89,2.88,2529,567,4.46,37.65%,01/07/19
217 | AMZN,1629.51,Call,1620.00,01/11/19,4,34.50,35.2,35.90,35.07,2652,595,4.46,43.90%,01/07/19
218 | CTL,16.3,Call,16.50,01/18/19,11,0.33,0.37,0.41,0.41,1242,279,4.45,43.80%,01/07/19
219 | NVDA,143.4,Call,141.00,01/11/19,4,5.15,5.3,5.45,5.41,1407,319,4.41,68.57%,01/07/19
220 | KMI,16.59,Call,18.00,02/15/19,39,0.10,0.11,0.11,0.10,1341,305,4.4,23.04%,01/07/19
221 | MAT,11.21,Call,10.50,01/11/19,4,0.75,0.85,0.95,0.85,1320,301,4.39,87.20%,01/07/19
222 | AVGO,237.98,Call,245.00,01/18/19,11,2.90,3.05,3.20,3.50,684,156,4.38,37.86%,01/07/19
223 | TSLA,334.96,Call,340.00,01/11/19,4,5.35,5.53,5.70,5.60,5419,1238,4.38,55.49%,01/07/19
224 | LUV,47.87,Put,48.00,01/11/19,4,0.80,0.85,0.90,0.83,537,123,4.37,38.55%,01/07/19
225 | BA,328.11,Call,332.50,01/11/19,4,3.00,3.13,3.25,3.19,923,211,4.37,36.58%,01/07/19
226 | NVDA,143.4,Put,138.00,01/11/19,4,1.73,1.81,1.88,1.65,1579,364,4.34,64.06%,01/07/19
227 | CGC,28.9,Put,30.00,02/15/19,39,3.15,3.23,3.30,3.25,1061,247,4.3,71.06%,01/07/19
228 | GWW,277.13,Put,250.00,01/18/19,11,0.70,0.95,1.20,0.90,1000,234,4.27,45.31%,01/07/19
229 | AAPL,147.93,Put,144.00,01/11/19,4,0.91,0.94,0.97,0.94,6789,1594,4.26,39.84%,01/07/19
230 | SBUX,63.57,Put,63.50,01/11/19,4,0.62,0.69,0.76,0.59,1926,460,4.19,23.91%,01/07/19
231 | NFLX,315.34,Call,350.00,01/11/19,4,0.86,0.9,0.93,0.94,2252,538,4.19,71.62%,01/07/19
232 | HPQ,20.95,Call,22.00,02/15/19,39,0.42,0.45,0.47,0.46,4335,1036,4.18,30.88%,01/07/19
233 | TEAM,92.71,Call,110.00,01/18/19,11,0.60,0.9,1.20,0.85,1218,292,4.17,83.07%,01/07/19
234 | TSLA,334.96,Put,315.00,01/11/19,4,1.75,1.9,2.05,1.91,2183,523,4.17,61.84%,01/07/19
235 | DKS,32.97,Call,36.00,03/15/19,67,1.25,1.38,1.50,1.45,715,172,4.16,44.79%,01/07/19
236 | PCG,18.95,Call,23.00,03/15/19,67,1.50,1.7,1.90,1.70,1062,256,4.15,93.14%,01/07/19
237 | ROKU,42.18,Call,40.00,07/19/19,193,9.70,9.95,10.20,9.85,558,135,4.13,71.61%,01/07/19
238 | FB,138.05,Put,122.00,01/11/19,4,0.02,0.04,0.06,0.04,1273,309,4.12,54.67%,01/07/19
239 | TLRY,71.9,Call,55.00,01/18/19,11,14.60,16.4,18.20,15.50,1319,320,4.12,54.78%,01/07/19
240 | TWTR,31.34,Put,30.50,01/11/19,4,0.40,0.41,0.42,0.42,1333,325,4.1,59.78%,01/07/19
241 | TSLA,334.96,Call,372.50,01/11/19,4,0.35,0.39,0.43,0.38,749,183,4.09,58.86%,01/07/19
242 | MU,34,Put,31.00,01/11/19,4,0.10,0.11,0.11,0.11,5000,1222,4.09,68.91%,01/07/19
243 | DISH,28.6,Put,26.50,01/11/19,4,0.10,0.15,0.20,0.15,547,134,4.08,69.39%,01/07/19
244 | PYPL,86.93,Call,88.50,01/11/19,4,0.68,0.7,0.72,0.69,603,148,4.07,36.04%,01/07/19
245 | WFC,47.64,Put,44.00,01/18/19,11,0.26,0.28,0.29,0.26,2877,707,4.07,43.82%,01/07/19
246 | TSLA,334.96,Put,335.00,01/11/19,4,7.90,8.1,8.30,7.90,1051,261,4.03,56.73%,01/07/19
247 | HPQ,20.95,Put,19.00,02/15/19,39,0.26,0.27,0.28,0.25,691,173,3.99,35.77%,01/07/19
248 | PCG,18.95,Put,15.00,01/18/19,11,0.50,0.55,0.60,0.55,1008,253,3.98,164.09%,01/07/19
249 | GTT,27.44,Call,30.00,02/15/19,39,1.35,1.7,2.05,1.77,1110,279,3.98,76.02%,01/07/19
250 | AAPL,147.93,Put,148.00,01/11/19,4,2.26,2.33,2.40,2.37,4741,1190,3.98,38.19%,01/07/19
251 | TSLA,334.96,Put,325.00,01/11/19,4,3.90,4.05,4.20,4.10,2472,625,3.96,59.27%,01/07/19
252 | C,55.61,Put,54.50,01/11/19,4,0.42,0.44,0.46,0.43,743,188,3.95,38.35%,01/07/19
253 | GE,8.74,Call,10.00,02/15/19,39,0.20,0.21,0.21,0.20,7988,2028,3.94,52.07%,01/07/19
254 | YY,65.27,Call,60.00,02/15/19,39,7.30,7.5,7.70,7.22,506,129,3.92,47.85%,01/07/19
255 | AMRN,14.07,Call,14.00,01/11/19,4,0.45,0.53,0.60,0.53,1241,317,3.91,83.95%,01/07/19
256 | CIM,18.16,Call,19.00,06/21/19,165,0.35,0.43,0.50,0.39,2556,654,3.91,12.95%,01/07/19
257 | TWTR,31.34,Call,34.00,01/11/19,4,0.07,0.08,0.09,0.08,861,221,3.9,57.38%,01/07/19
258 | NVDA,143.4,Call,162.50,01/11/19,4,0.17,0.19,0.20,0.21,772,199,3.88,70.43%,01/07/19
259 | AMZN,1629.51,Call,1605.00,01/11/19,4,43.20,44.23,45.25,45.70,681,176,3.87,46.83%,01/07/19
260 | PCG,18.95,Put,10.00,03/15/19,67,0.65,0.8,0.95,0.80,772,200,3.86,156.76%,01/07/19
261 | BMY,48.41,Put,47.00,06/21/19,165,3.60,3.73,3.85,3.60,7053,1845,3.82,35.86%,01/07/19
262 | DAL,47.85,Put,46.00,01/18/19,11,0.65,0.67,0.69,0.63,3318,878,3.78,42.30%,01/07/19
263 | SNAP,6.21,Put,6.00,01/11/19,4,0.08,0.09,0.10,0.10,7281,1926,3.78,73.46%,01/07/19
264 | FB,138.05,Put,138.00,01/11/19,4,2.10,2.3,2.50,2.29,2450,651,3.76,40.56%,01/07/19
265 | PCG,18.95,Put,14.00,06/21/19,165,2.30,2.48,2.65,2.42,1327,354,3.75,106.24%,01/07/19
266 | AUY,2.43,Call,2.00,07/19/19,193,0.60,0.61,0.62,0.62,4670,1244,3.75,53.97%,01/07/19
267 | AMZN,1629.51,Call,1625.00,02/15/19,39,97.05,98.18,99.30,99.38,829,222,3.73,44.63%,01/07/19
268 | RDC,10.25,Call,12.00,04/18/19,101,0.90,0.93,0.95,0.90,876,237,3.7,68.96%,01/07/19
269 | AXP,98.17,Put,95.00,01/11/19,4,0.27,0.3,0.32,0.28,1046,283,3.7,32.21%,01/07/19
270 | AMD,20.57,Call,22.00,01/11/19,4,0.32,0.33,0.33,0.33,7862,2125,3.7,96.92%,01/07/19
271 | NVDA,143.4,Call,139.00,01/11/19,4,6.40,6.58,6.75,7.20,1541,420,3.67,78.77%,01/07/19
272 | SNAP,6.21,Call,7.00,01/25/19,18,0.05,0.06,0.07,0.07,1868,509,3.67,54.70%,01/07/19
273 | NVDA,143.4,Put,136.00,01/18/19,11,2.86,2.92,2.97,2.87,622,170,3.66,60.86%,01/07/19
274 | AMZN,1629.51,Put,1540.00,01/11/19,4,5.15,5.38,5.60,5.38,662,181,3.66,48.70%,01/07/19
275 | AAPL,147.93,Put,141.00,01/11/19,4,0.41,0.44,0.46,0.44,3184,871,3.66,42.10%,01/07/19
276 | ROKU,42.18,Put,38.00,01/18/19,11,0.92,1,1.08,1.01,1429,391,3.65,93.50%,01/07/19
277 | BAC,25.56,Put,24.50,01/11/19,4,0.07,0.08,0.08,0.08,16870,4625,3.65,39.33%,01/07/19
278 | BAC,25.56,Put,25.50,01/18/19,11,0.59,0.61,0.63,0.61,3597,989,3.64,36.82%,01/07/19
279 | XOM,71.52,Call,73.00,01/11/19,4,0.24,0.26,0.27,0.29,614,169,3.63,27.20%,01/07/19
280 | GS,176.02,Put,175.00,01/11/19,4,1.98,2.1,2.21,2.10,646,178,3.63,35.52%,01/07/19
281 | PBR,15.06,Call,15.00,02/08/19,32,0.82,0.85,0.88,0.71,1057,291,3.63,37.20%,01/07/19
282 | RIG,8.28,Put,8.00,01/11/19,4,0.11,0.13,0.14,0.14,1223,341,3.59,75.63%,01/07/19
283 | ROKU,42.18,Call,37.00,01/11/19,4,5.15,5.48,5.80,5.55,755,211,3.58,117.85%,01/07/19
284 | TSLA,334.96,Call,400.00,02/15/19,39,6.50,6.65,6.80,6.64,6997,1953,3.58,57.81%,01/07/19
285 | AMD,20.57,Call,21.00,01/11/19,4,0.64,0.65,0.66,0.64,9582,2675,3.58,96.20%,01/07/19
286 | GM,34.36,Call,37.00,02/15/19,39,0.66,0.68,0.70,0.70,1034,290,3.57,35.91%,01/07/19
287 | NVDA,143.4,Put,95.00,06/21/19,165,3.20,3.28,3.35,3.07,1387,390,3.56,57.69%,01/07/19
288 | AAPL,147.93,Put,145.00,01/11/19,4,1.16,1.21,1.25,1.19,12855,3617,3.55,39.07%,01/07/19
289 | BABA,143.1,Call,148.00,01/11/19,4,0.82,0.86,0.89,0.88,988,279,3.54,43.15%,01/07/19
290 | MU,34,Call,34.50,01/11/19,4,0.56,0.58,0.60,0.60,6061,1712,3.54,57.44%,01/07/19
291 | NVDA,143.4,Call,150.00,01/11/19,4,1.42,1.46,1.50,1.48,7980,2273,3.51,63.92%,01/07/19
292 | FB,138.05,Call,138.00,01/11/19,4,2.07,2.27,2.46,2.31,6743,1927,3.5,39.25%,01/07/19
293 | BG,55.35,Call,57.50,04/18/19,101,2.65,2.88,3.10,2.65,1216,348,3.49,29.07%,01/07/19
294 | SBUX,63.57,Put,63.00,01/11/19,4,0.44,0.48,0.52,0.42,1697,486,3.49,25.53%,01/07/19
295 | MSFT,102.06,Put,102.00,01/11/19,4,1.43,1.49,1.55,1.47,4885,1405,3.48,35.59%,01/07/19
296 | NFLX,315.34,Put,292.50,01/11/19,4,1.42,1.49,1.55,1.55,968,280,3.46,67.29%,01/07/19
297 | AAPL,147.93,Put,140.00,02/22/19,46,4.00,4.1,4.20,4.05,1335,387,3.45,37.06%,01/07/19
298 | DWDP,54.76,Put,53.00,01/11/19,4,0.25,0.3,0.35,0.26,506,147,3.44,38.97%,01/07/19
299 | DIS,110.56,Put,107.00,01/18/19,11,0.64,0.67,0.69,0.67,1078,314,3.43,26.37%,01/07/19
300 | NFLX,315.34,Call,310.00,01/11/19,4,10.75,11.05,11.35,11.34,4965,1448,3.43,63.88%,01/07/19
301 | AAPL,147.93,Call,150.00,01/11/19,4,1.30,1.35,1.40,1.40,28119,8196,3.43,36.48%,01/07/19
302 | BA,328.11,Put,325.00,01/11/19,4,3.75,3.9,4.05,3.88,557,163,3.42,39.12%,01/07/19
303 | AMZN,1629.51,Call,1622.50,01/11/19,4,32.85,33.65,34.45,34.82,914,267,3.42,45.52%,01/07/19
304 | MU,34,Put,33.00,01/11/19,4,0.42,0.43,0.44,0.43,2609,764,3.41,60.10%,01/07/19
305 | PCG,18.95,Put,14.00,03/15/19,67,1.30,1.5,1.70,1.55,1374,404,3.4,127.29%,01/07/19
306 | WBA,69.97,Call,82.50,01/17/20,375,3.10,3.4,3.70,3.25,867,256,3.39,23.78%,01/07/19
307 | PYPL,86.93,Put,86.00,01/25/19,18,2.00,2.08,2.15,2.01,1009,298,3.39,32.70%,01/07/19
308 | WFC,47.64,Put,48.00,01/18/19,11,1.34,1.37,1.39,1.36,2101,620,3.39,36.10%,01/07/19
309 | C,55.61,Put,55.00,01/11/19,4,0.57,0.59,0.60,0.58,956,283,3.38,37.14%,01/07/19
310 | WING,67.43,Call,66.95,01/18/19,11,2.35,2.5,2.65,2.20,797,237,3.36,41.24%,01/07/19
311 | NVDA,143.4,Call,160.00,01/11/19,4,0.24,0.26,0.28,0.28,1638,488,3.36,67.38%,01/07/19
312 | TEVA,17.67,Call,19.00,01/11/19,4,0.03,0.04,0.05,0.05,828,247,3.35,54.18%,01/07/19
313 | TSLA,334.96,Call,347.50,01/11/19,4,3.05,3.15,3.25,3.15,871,260,3.35,55.09%,01/07/19
314 | NVDA,143.4,Call,157.50,01/11/19,4,0.39,0.41,0.43,0.42,799,239,3.34,65.92%,01/07/19
315 | WWE,79.73,Put,75.00,01/18/19,11,1.00,1.15,1.30,1.17,1029,308,3.34,55.55%,01/07/19
316 | BA,328.11,Put,255.00,02/15/19,39,1.19,1.23,1.27,1.25,511,154,3.32,50.48%,01/07/19
317 | TSLA,334.96,Put,317.50,01/11/19,4,2.25,2.34,2.43,2.39,614,185,3.32,61.77%,01/07/19
318 | NVDA,143.4,Call,150.00,02/08/19,32,6.05,6.23,6.40,6.27,1047,315,3.32,52.28%,01/07/19
319 | SNAP,6.21,Call,7.00,01/11/19,4,0.00,0.01,0.01,0.01,3096,933,3.32,69.36%,01/07/19
320 | BIDU,162.6,Put,160.00,01/11/19,4,1.74,1.87,1.99,1.74,526,159,3.31,42.67%,01/07/19
321 | MU,34,Put,23.00,04/18/19,101,0.42,0.44,0.45,0.45,1020,308,3.31,60.85%,01/07/19
322 | TWTR,31.34,Call,31.00,01/11/19,4,0.91,0.93,0.94,0.92,2896,876,3.31,56.22%,01/07/19
323 | DRYS,6.75,Call,7.50,01/18/19,11,0.05,0.08,0.10,0.10,548,166,3.3,71.95%,01/07/19
324 | MU,34,Call,37.50,01/11/19,4,0.04,0.05,0.06,0.06,1670,507,3.29,60.46%,01/07/19
325 | BABA,143.1,Put,138.00,01/11/19,4,0.86,0.9,0.93,0.82,2717,825,3.29,44.82%,01/07/19
326 | LVS,55.47,Put,50.00,02/15/19,39,1.07,1.12,1.16,1.09,3648,1115,3.27,45.70%,01/07/19
327 | ADBE,229.26,Call,255.00,02/15/19,39,2.54,2.75,2.95,2.75,586,180,3.26,34.95%,01/07/19
328 | PBF,34.2,Call,40.00,06/21/19,165,1.55,1.65,1.75,1.60,501,154,3.25,37.03%,01/07/19
329 | MU,34,Call,34.50,01/18/19,11,1.03,1.06,1.08,1.07,2510,775,3.24,54.47%,01/07/19
330 | DNR,2.2,Put,2.50,01/18/19,11,0.35,0.38,0.40,0.36,1331,414,3.21,105.76%,01/07/19
331 | YNDX,29.02,Call,30.00,01/18/19,11,0.45,0.53,0.60,0.55,1360,424,3.21,46.60%,01/07/19
332 | APC,46.99,Call,70.00,05/17/19,130,0.24,0.28,0.32,0.29,1748,547,3.2,39.81%,01/07/19
333 | TSLA,334.96,Call,345.00,01/11/19,4,3.75,3.85,3.95,3.85,2176,681,3.2,55.19%,01/07/19
334 | AAPL,147.93,Call,147.00,01/25/19,18,4.75,4.85,4.95,4.80,709,222,3.19,32.20%,01/07/19
335 | AAL,32.95,Put,32.00,01/11/19,4,0.37,0.39,0.41,0.31,1268,398,3.19,50.59%,01/07/19
336 | AAPL,147.93,Call,152.50,01/11/19,4,0.61,0.63,0.65,0.64,18350,5756,3.19,35.07%,01/07/19
337 | BP,40.16,Call,40.50,01/18/19,11,0.50,0.52,0.54,0.54,1518,477,3.18,24.40%,01/07/19
338 | AAPL,147.93,Put,143.00,01/11/19,4,0.70,0.73,0.76,0.76,4703,1479,3.18,41.14%,01/07/19
339 | ROKU,42.18,Call,45.00,02/15/19,39,2.77,2.96,3.15,3.00,729,230,3.17,74.28%,01/07/19
340 | DG,112.94,Put,100.00,02/15/19,39,0.65,0.73,0.80,0.70,1011,319,3.17,33.01%,01/07/19
341 | SQ,60.72,Call,60.50,01/11/19,4,1.77,1.82,1.87,1.77,826,261,3.16,65.10%,01/07/19
342 | JCP,1.28,Put,3.50,02/15/19,39,2.12,2.24,2.36,2.30,948,300,3.16,253.75%,01/07/19
343 | ROKU,42.18,Call,43.00,01/18/19,11,2.03,2.11,2.18,2.14,2063,654,3.15,85.26%,01/07/19
344 | AAPL,147.93,Call,146.00,01/11/19,4,3.40,3.5,3.60,3.48,3079,981,3.14,38.47%,01/07/19
345 | AMD,20.57,Call,20.50,01/11/19,4,0.87,0.88,0.88,0.87,8734,2783,3.14,96.97%,01/07/19
346 | C,55.61,Call,57.00,01/11/19,4,0.27,0.3,0.33,0.34,1856,594,3.12,36.44%,01/07/19
347 | AAPL,147.93,Call,148.00,01/11/19,4,2.19,2.29,2.39,2.31,14213,4573,3.11,37.57%,01/07/19
348 | JPM,100.76,Put,100.00,01/11/19,4,0.86,0.89,0.92,0.85,836,270,3.1,28.75%,01/07/19
349 | IP,42.77,Call,50.00,07/19/19,193,0.89,0.94,0.98,1.02,1260,407,3.1,24.70%,01/07/19
350 | CELG,87.52,Call,90.00,01/11/19,4,0.21,0.31,0.40,0.26,672,219,3.07,28.76%,01/07/19
351 | AAPL,147.93,Put,141.00,01/18/19,11,1.16,1.19,1.22,1.18,781,254,3.07,36.83%,01/07/19
352 | FDX,166.73,Put,152.50,01/18/19,11,0.41,0.44,0.47,0.45,1075,350,3.07,38.79%,01/07/19
353 | BABA,143.1,Put,143.00,01/11/19,4,2.48,2.54,2.60,2.36,548,179,3.06,40.73%,01/07/19
354 | TEVA,17.67,Call,19.00,06/21/19,165,1.68,1.78,1.87,1.86,608,199,3.06,48.53%,01/07/19
355 | MA,191.22,Call,195.00,01/11/19,4,1.01,1.11,1.20,1.25,753,246,3.06,33.65%,01/07/19
356 | BMY,48.41,Call,53.00,01/18/19,11,0.10,0.14,0.18,0.17,3002,985,3.05,40.46%,01/07/19
357 | GOOG,1068.39,Call,1100.00,01/11/19,4,2.85,3.43,4.00,3.28,862,284,3.04,29.91%,01/07/19
358 | NVDA,143.4,Call,147.00,01/11/19,4,2.30,2.36,2.42,2.50,1657,545,3.04,66.47%,01/07/19
359 | TRN,21.66,Call,32.00,01/18/19,11,0.20,1.13,2.05,0.40,500,165,3.03,178.06%,01/07/19
360 | BA,328.11,Call,350.00,01/11/19,4,0.12,0.15,0.18,0.16,560,187,2.99,33.64%,01/07/19
361 | FDX,166.73,Call,165.00,01/25/19,18,5.45,5.65,5.85,5.72,679,227,2.99,31.80%,01/07/19
362 | EXEL,21.9,Call,37.00,01/17/20,375,1.60,2.3,3.00,1.80,503,169,2.98,58.02%,01/07/19
363 | TXN,94.5,Call,120.00,01/17/20,375,2.62,2.76,2.90,2.72,2001,672,2.98,23.85%,01/07/19
364 | ULTA,271,Call,285.00,01/18/19,11,2.15,2.43,2.70,2.43,504,170,2.96,38.18%,01/07/19
365 | MU,34,Put,32.50,01/11/19,4,0.30,0.31,0.31,0.30,1436,486,2.95,61.26%,01/07/19
366 | LW,70.55,Put,70.00,01/18/19,11,1.00,1.13,1.25,1.11,2089,707,2.95,28.68%,01/07/19
367 | NVDA,143.4,Call,142.00,01/11/19,4,4.55,4.7,4.85,4.73,3332,1129,2.95,66.55%,01/07/19
368 | BA,328.11,Put,310.00,01/11/19,4,0.73,0.82,0.91,0.84,890,303,2.94,45.28%,01/07/19
369 | MA,191.22,Call,115.00,01/18/19,11,75.90,76.23,76.55,77.10,1110,378,2.94,171.39%,01/07/19
370 | NVDA,143.4,Put,145.00,02/15/19,39,12.10,12.23,12.35,12.20,2375,811,2.93,62.01%,01/07/19
371 | NBR,2.66,Put,2.00,02/15/19,39,0.11,0.13,0.14,0.14,5007,1708,2.93,128.65%,01/07/19
372 | JPM,100.76,Call,104.00,01/11/19,4,0.16,0.18,0.20,0.19,1080,370,2.92,26.77%,01/07/19
373 | AMZN,1629.51,Call,1640.00,01/11/19,4,24.15,24.83,25.50,24.95,1504,515,2.92,43.46%,01/07/19
374 | FB,138.05,Put,136.00,01/11/19,4,1.38,1.49,1.59,1.50,2143,733,2.92,42.01%,01/07/19
375 | AMD,20.57,Call,22.50,01/11/19,4,0.21,0.22,0.22,0.22,2766,946,2.92,95.79%,01/07/19
376 | BUD,69.4,Put,60.00,03/15/19,67,0.64,0.75,0.86,0.87,3427,1174,2.92,36.16%,01/07/19
377 | BMY,48.41,Call,57.50,03/15/19,67,0.52,0.56,0.59,0.58,5085,1741,2.92,36.04%,01/07/19
378 | AXL,12.27,Put,12.00,01/18/19,11,0.35,0.4,0.45,0.40,1293,445,2.91,62.95%,01/07/19
379 | NFLX,315.34,Call,307.50,01/11/19,4,12.35,12.7,13.05,13.70,1369,471,2.91,70.68%,01/07/19
380 | AAPL,147.93,Call,141.00,01/11/19,4,7.30,7.5,7.70,7.38,659,227,2.9,40.99%,01/07/19
381 | NVDA,143.4,Put,125.00,01/11/19,4,0.11,0.13,0.15,0.12,1696,587,2.89,70.56%,01/07/19
382 | CGC,28.9,Call,31.50,01/11/19,4,0.09,0.11,0.12,0.10,1035,359,2.88,64.75%,01/07/19
383 | V,136.06,Put,135.00,02/15/19,39,4.50,4.6,4.70,4.51,575,202,2.85,29.60%,01/07/19
384 | AMZN,1629.51,Call,1590.00,01/11/19,4,54.00,54.78,55.55,54.00,860,302,2.85,44.35%,01/07/19
385 | AAPL,147.93,Put,132.00,01/11/19,4,0.05,0.06,0.06,0.06,1284,450,2.85,53.56%,01/07/19
386 | ADM,41.92,Call,45.00,01/18/19,11,0.08,0.1,0.11,0.09,9213,3232,2.85,29.70%,01/07/19
387 | UTX,106.97,Call,120.00,01/17/20,375,5.50,5.78,6.05,5.95,720,254,2.83,22.11%,01/07/19
388 | ROKU,42.18,Call,38.50,01/11/19,4,4.10,4.18,4.25,4.16,764,270,2.83,102.13%,01/07/19
389 | TEVA,17.67,Put,17.00,01/11/19,4,0.15,0.16,0.17,0.16,953,337,2.83,57.04%,01/07/19
390 | MU,34,Call,34.00,02/01/19,25,1.86,1.91,1.96,1.91,578,205,2.82,52.92%,01/07/19
391 | CRM,142.22,Call,142.00,01/11/19,4,2.37,2.51,2.65,2.66,617,219,2.82,42.55%,01/07/19
392 | BABA,143.1,Put,141.00,01/18/19,11,2.94,3,3.05,2.92,989,351,2.82,40.01%,01/07/19
393 | MA,191.22,Call,110.00,01/18/19,11,81.00,81.28,81.55,82.10,1200,425,2.82,184.42%,01/07/19
394 | NVDA,143.4,Put,135.00,01/11/19,4,1.05,1.12,1.19,1.07,1473,523,2.82,67.66%,01/07/19
395 | TSLA,334.96,Call,360.00,01/11/19,4,1.02,1.09,1.15,1.11,2145,761,2.82,56.35%,01/07/19
396 | AAL,32.95,Call,33.50,01/11/19,4,0.47,0.5,0.53,0.63,1506,536,2.81,62.95%,01/07/19
397 | NVDA,143.4,Call,143.00,01/11/19,4,4.05,4.15,4.25,4.20,1894,675,2.81,66.45%,01/07/19
398 | KR,27.92,Put,30.00,04/18/19,101,3.10,3.15,3.20,3.15,851,304,2.8,34.89%,01/07/19
399 | CRM,142.22,Call,145.00,01/11/19,4,1.16,1.21,1.25,1.25,972,348,2.79,39.52%,01/07/19
400 | NRP,38.61,Put,35.00,02/15/19,39,0.95,1.05,1.15,1.15,751,270,2.78,54.32%,01/07/19
401 | FCAU,15.18,Call,20.00,06/21/19,165,0.20,0.28,0.35,0.28,1566,563,2.78,35.39%,01/07/19
402 | AMZN,1629.51,Call,1615.00,01/11/19,4,37.10,38.03,38.95,38.45,726,263,2.76,44.79%,01/07/19
403 | WFC,47.64,Put,45.00,01/11/19,4,0.06,0.07,0.08,0.06,1003,363,2.76,37.76%,01/07/19
404 | BABA,143.1,Put,139.00,01/11/19,4,1.08,1.12,1.16,1.08,1289,467,2.76,45.06%,01/07/19
405 | GE,8.74,Call,9.50,01/25/19,18,0.13,0.14,0.15,0.14,2657,962,2.76,50.76%,01/07/19
406 | NVDA,143.4,Call,140.00,01/11/19,4,5.75,5.9,6.05,5.94,6089,2207,2.76,67.32%,01/07/19
407 | NFLX,315.34,Call,305.00,01/11/19,4,14.20,14.5,14.80,14.58,2525,917,2.75,64.42%,01/07/19
408 | AMZN,1629.51,Call,1600.00,01/11/19,4,46.45,47.5,48.55,47.62,3781,1373,2.75,44.89%,01/07/19
409 | DLTR,97.96,Call,100.00,05/17/19,130,6.20,6.45,6.70,6.40,720,263,2.74,29.39%,01/07/19
410 | FB,138.05,Put,137.00,01/11/19,4,1.72,1.84,1.95,1.70,3447,1263,2.73,38.39%,01/07/19
411 | PEP,109.53,Call,110.00,03/15/19,67,3.75,3.8,3.85,3.88,542,199,2.72,20.39%,01/07/19
412 | NVDA,143.4,Put,141.00,01/11/19,4,2.72,2.79,2.86,2.60,615,226,2.72,62.24%,01/07/19
413 | JNJ,127.01,Put,120.00,01/11/19,4,0.11,0.14,0.16,0.13,774,285,2.72,35.90%,01/07/19
414 | AMD,20.57,Call,20.00,02/01/19,25,2.13,2.23,2.33,2.23,1236,456,2.71,90.45%,01/07/19
415 | AMD,20.57,Call,23.00,01/11/19,4,0.13,0.14,0.14,0.14,3374,1243,2.71,94.45%,01/07/19
416 | TWTR,31.34,Put,28.00,01/11/19,4,0.05,0.06,0.07,0.07,2113,786,2.69,73.11%,01/07/19
417 | NVDA,143.4,Call,150.00,02/15/19,39,8.70,8.8,8.90,9.13,3154,1172,2.69,62.65%,01/07/19
418 | CPE,7.89,Call,8.00,01/18/19,11,0.25,0.3,0.35,0.30,1133,423,2.68,63.49%,01/07/19
419 | TWTR,31.34,Put,30.00,01/11/19,4,0.28,0.29,0.29,0.29,1469,548,2.68,61.53%,01/07/19
420 | GE,8.74,Call,10.00,02/01/19,25,0.14,0.16,0.17,0.17,1568,584,2.68,61.09%,01/07/19
421 | PHM,28.21,Call,27.50,01/18/19,11,1.07,1.15,1.23,1.03,625,234,2.67,30.68%,01/07/19
422 | X,20.45,Put,20.00,01/11/19,4,0.34,0.36,0.37,0.35,1658,622,2.67,64.94%,01/07/19
423 | SNAP,6.21,Call,6.00,01/11/19,4,0.28,0.29,0.29,0.28,6242,2339,2.67,59.22%,01/07/19
424 | AMZN,1629.51,Call,1750.00,01/11/19,4,1.98,2.19,2.40,2.25,1444,543,2.66,44.82%,01/07/19
425 | MA,191.22,Call,130.00,01/18/19,11,60.75,61.2,61.65,62.10,3002,1137,2.64,135.20%,01/07/19
426 | KO,46.95,Call,47.00,01/11/19,4,0.36,0.4,0.43,0.42,656,249,2.63,22.28%,01/07/19
427 | PBR,15.06,Call,15.50,01/11/19,4,0.13,0.15,0.17,0.16,1004,382,2.63,52.25%,01/07/19
428 | CDNS,43.42,Put,43.00,02/15/19,39,1.55,1.68,1.80,1.50,500,191,2.62,31.38%,01/07/19
429 | SQ,60.72,Call,63.00,01/11/19,4,0.76,0.79,0.81,0.83,735,281,2.62,67.00%,01/07/19
430 | VZ,56.72,Call,57.50,01/11/19,4,0.08,0.1,0.12,0.09,907,349,2.6,14.47%,01/07/19
431 | TSLA,334.96,Call,335.00,01/11/19,4,7.70,7.95,8.20,7.85,3222,1238,2.6,55.88%,01/07/19
432 | BX,31.13,Call,34.00,02/15/19,39,0.36,0.4,0.43,0.40,683,264,2.59,32.03%,01/07/19
433 | PCG,18.95,Put,20.00,02/15/19,39,2.95,3.03,3.10,3.05,779,302,2.58,100.10%,01/07/19
434 | BA,328.11,Call,340.00,01/11/19,4,0.95,1.05,1.15,1.05,1133,439,2.58,34.50%,01/07/19
435 | PLUG,1.53,Call,1.50,01/11/19,4,0.07,0.09,0.10,0.09,1802,700,2.57,116.66%,01/07/19
436 | JD,22.76,Call,18.00,03/15/19,67,5.35,5.38,5.40,5.35,6125,2385,2.57,60.22%,01/07/19
437 | CLF,8.73,Call,8.50,02/01/19,25,0.71,0.75,0.79,0.72,872,341,2.56,65.53%,01/07/19
438 | TSLA,334.96,Call,337.50,01/11/19,4,6.50,6.65,6.80,6.80,1205,470,2.56,56.68%,01/07/19
439 | BABA,143.1,Put,140.00,01/11/19,4,1.35,1.4,1.44,1.35,3307,1291,2.56,44.48%,01/07/19
440 | CGC,28.9,Call,30.00,01/11/19,4,0.28,0.32,0.35,0.33,1217,480,2.54,61.24%,01/07/19
441 | X,20.45,Call,21.00,01/11/19,4,0.31,0.33,0.35,0.35,2315,910,2.54,67.23%,01/07/19
442 | MIC,40.04,Call,45.00,04/18/19,101,0.75,0.8,0.85,0.75,786,311,2.53,26.74%,01/07/19
443 | VZ,56.72,Put,57.00,01/18/19,11,1.27,1.31,1.34,1.28,517,205,2.52,29.52%,01/07/19
444 | CGC,28.9,Call,40.00,03/15/19,67,0.49,0.54,0.58,0.54,594,236,2.52,63.44%,01/07/19
445 | BA,328.11,Call,335.00,01/11/19,4,2.14,2.24,2.34,2.25,765,304,2.52,35.50%,01/07/19
446 | V,136.06,Call,142.00,01/11/19,4,0.03,0.1,0.17,0.12,529,211,2.51,27.26%,01/07/19
447 | NVDA,143.4,Put,145.00,01/11/19,4,4.50,4.65,4.80,4.57,958,383,2.5,62.17%,01/07/19
448 | FB,138.05,Call,141.00,01/11/19,4,0.95,1.01,1.07,0.99,2479,992,2.5,36.65%,01/07/19
449 | NVDA,143.4,Call,152.50,01/18/19,11,2.40,2.46,2.51,2.52,1666,668,2.49,58.24%,01/07/19
450 | GE,8.74,Put,8.50,01/18/19,11,0.22,0.23,0.24,0.23,3902,1566,2.49,56.93%,01/07/19
451 | HES,47.88,Put,27.50,01/18/19,11,0.00,0.04,0.07,0.02,525,212,2.48,131.29%,01/07/19
452 | MA,191.22,Call,120.00,01/18/19,11,71.00,71.3,71.60,72.15,14413,5816,2.48,160.86%,01/07/19
453 | AAPL,147.93,Call,155.00,01/11/19,4,0.25,0.27,0.28,0.26,19291,7780,2.48,34.58%,01/07/19
454 | NVDA,143.4,Put,133.00,01/18/19,11,2.08,2.13,2.17,2.10,630,256,2.46,62.09%,01/07/19
455 | HON,135.37,Call,138.00,01/25/19,18,1.51,1.63,1.74,1.60,751,305,2.46,21.80%,01/07/19
456 | DB,8.7,Call,9.00,07/19/19,193,0.95,1,1.04,0.98,754,307,2.46,41.69%,01/07/19
457 | TLRY,71.9,Call,55.00,06/21/19,165,15.55,17.43,19.30,17.04,878,359,2.45,9.08%,01/07/19
458 | ROKU,42.18,Call,45.00,01/18/19,11,1.32,1.39,1.45,1.36,3249,1327,2.45,83.24%,01/07/19
459 | MU,34,Call,34.00,01/11/19,4,0.80,0.82,0.83,0.81,6576,2680,2.45,56.67%,01/07/19
460 | IQ,17.22,Call,17.00,01/11/19,4,0.59,0.62,0.64,0.59,1760,725,2.43,65.60%,01/07/19
461 | ZNGA,4.07,Call,4.50,06/21/19,165,0.25,0.27,0.28,0.27,1772,728,2.43,37.79%,01/07/19
462 | MDT,82.45,Put,75.00,02/15/19,39,0.72,0.81,0.90,0.78,1086,448,2.42,32.13%,01/07/19
463 | TWLO,96.98,Put,88.00,01/11/19,4,0.51,0.59,0.66,0.60,672,279,2.41,86.48%,01/07/19
464 | JNJ,127.01,Call,128.00,01/11/19,4,0.89,0.96,1.03,1.15,1051,437,2.41,29.66%,01/07/19
465 | PBR,15.06,Call,15.50,01/18/19,11,0.27,0.29,0.31,0.29,2808,1164,2.41,44.71%,01/07/19
466 | MA,191.22,Call,125.00,01/18/19,11,65.65,66.13,66.60,67.10,3600,1494,2.41,146.84%,01/07/19
467 | UAA,18.67,Call,20.00,02/15/19,39,0.96,0.99,1.02,1.00,524,218,2.4,61.77%,01/07/19
468 | INTC,47.44,Call,60.00,07/19/19,193,0.55,0.59,0.62,0.59,1035,431,2.4,25.76%,01/07/19
469 | LCI,7.32,Call,7.50,01/18/19,11,0.35,0.4,0.45,0.42,854,357,2.39,97.96%,01/07/19
470 | MU,34,Put,31.00,02/15/19,39,1.09,1.1,1.10,1.10,3814,1594,2.39,55.14%,01/07/19
471 | TSLA,334.96,Call,327.50,01/11/19,4,11.85,12.3,12.75,12.25,651,274,2.38,57.10%,01/07/19
472 | T,30.89,Call,32.00,01/25/19,18,0.11,0.14,0.17,0.18,1327,557,2.38,20.03%,01/07/19
473 | FDX,166.73,Put,150.00,01/18/19,11,0.27,0.3,0.33,0.31,2134,898,2.38,40.40%,01/07/19
474 | AMD,20.57,Call,21.50,01/18/19,11,0.72,0.74,0.76,0.74,3070,1288,2.38,78.21%,01/07/19
475 | X,20.45,Call,22.00,01/11/19,4,0.11,0.13,0.14,0.13,3971,1666,2.38,69.76%,01/07/19
476 | YY,65.27,Put,60.00,02/15/19,39,1.95,2.05,2.15,2.13,513,217,2.36,53.10%,01/07/19
477 | CAT,128.23,Call,134.00,01/11/19,4,0.39,0.44,0.49,0.40,602,255,2.36,39.34%,01/07/19
478 | PYPL,86.93,Call,86.00,01/11/19,4,1.87,1.92,1.96,1.98,697,295,2.36,40.19%,01/07/19
479 | AAPL,147.93,Put,139.00,01/11/19,4,0.25,0.27,0.28,0.27,3882,1645,2.36,44.21%,01/07/19
480 | MRK,75.43,Put,67.00,02/22/19,46,0.00,2,4.00,0.42,610,260,2.35,29.00%,01/07/19
481 | NEM,33.97,Put,34.00,03/15/19,67,1.76,1.79,1.81,1.73,1023,436,2.35,31.21%,01/07/19
482 | ROKU,42.18,Call,42.00,01/18/19,11,2.56,2.61,2.66,2.60,2155,918,2.35,85.52%,01/07/19
483 | AAPL,147.93,Call,147.00,01/18/19,11,4.00,4.1,4.20,4.10,2689,1145,2.35,34.72%,01/07/19
484 | NNBR,7.5,Call,7.50,01/18/19,11,0.30,0.38,0.45,0.35,633,271,2.34,66.80%,01/07/19
485 | NS,23.18,Call,25.00,01/18/19,11,0.05,0.1,0.15,0.12,651,278,2.34,39.97%,01/07/19
486 | FB,138.05,Call,140.00,01/11/19,4,1.24,1.34,1.43,1.49,12315,5293,2.33,39.95%,01/07/19
487 | ZUO,19.49,Put,15.00,01/17/20,375,2.50,2.63,2.75,2.50,501,216,2.32,67.91%,01/07/19
488 | DIS,110.56,Call,114.00,01/11/19,4,0.10,0.13,0.15,0.15,508,220,2.31,23.73%,01/07/19
489 | X,20.45,Put,20.50,01/11/19,4,0.54,0.57,0.59,0.55,1106,479,2.31,61.78%,01/07/19
490 | NFLX,315.34,Put,285.00,01/11/19,4,0.78,0.85,0.92,0.84,1482,642,2.31,70.17%,01/07/19
491 | PBR,15.06,Call,17.00,01/25/19,18,0.08,0.1,0.11,0.15,1501,650,2.31,52.81%,01/07/19
492 | BABA,143.1,Call,143.00,01/11/19,4,2.70,2.75,2.80,2.86,1763,764,2.31,46.65%,01/07/19
493 | NVDA,143.4,Call,144.00,01/18/19,11,5.60,5.68,5.75,5.90,565,246,2.3,61.68%,01/07/19
494 | WFC,47.64,Put,46.00,01/18/19,11,0.60,0.63,0.65,0.61,1528,665,2.3,39.46%,01/07/19
495 | XOM,71.52,Put,67.50,03/15/19,67,1.68,1.73,1.77,1.66,2148,932,2.3,28.85%,01/07/19
496 | FB,138.05,Call,140.00,02/01/19,25,5.65,5.9,6.15,5.82,2332,1014,2.3,45.67%,01/07/19
497 | MU,34,Put,33.50,01/11/19,4,0.58,0.59,0.60,0.58,1498,658,2.28,57.48%,01/07/19
498 | FND,29.26,Call,30.00,01/18/19,11,0.90,1.18,1.45,1.20,1970,869,2.27,74.66%,01/07/19
499 | TSLA,334.96,Call,360.00,02/01/19,25,9.50,10.2,10.90,10.10,533,236,2.26,55.09%,01/07/19
500 | NVDA,143.4,Put,133.00,01/11/19,4,0.73,0.76,0.79,0.70,588,260,2.26,67.20%,01/07/19
501 | GRPN,3.5,Call,4.00,07/19/19,193,0.29,0.32,0.34,0.32,1652,730,2.26,47.48%,01/07/19
502 | CAT,128.23,Put,65.00,02/15/19,39,0.00,0.02,0.04,0.04,1696,750,2.26,81.56%,01/07/19
503 | WDC,38.48,Call,42.00,01/18/19,11,0.27,0.29,0.31,0.26,777,345,2.25,48.10%,01/07/19
504 | BA,328.11,Call,337.50,01/11/19,4,1.46,1.55,1.63,1.59,1089,483,2.25,35.21%,01/07/19
505 | T,30.89,Call,31.50,01/25/19,18,0.20,0.24,0.27,0.29,2257,1001,2.25,18.99%,01/07/19
506 | RCL,101.83,Call,110.00,02/15/19,39,2.40,2.54,2.68,2.60,5419,2404,2.25,41.19%,01/07/19
507 | SYF,25.37,Call,25.50,01/18/19,11,0.55,0.7,0.85,0.75,538,240,2.24,45.58%,01/07/19
508 | FCX,11,Put,11.00,01/11/19,4,0.24,0.26,0.27,0.28,810,362,2.24,61.36%,01/07/19
509 | T,30.89,Call,31.00,01/11/19,4,0.15,0.17,0.18,0.18,5870,2625,2.24,17.52%,01/07/19
510 | ALXN,107.94,Put,105.00,01/17/20,375,14.30,14.75,15.20,14.74,510,229,2.23,41.88%,01/07/19
511 | CAT,128.23,Call,131.00,01/11/19,4,1.08,1.16,1.24,1.10,674,304,2.22,40.65%,01/07/19
512 | BCS,7.96,Call,6.00,03/15/19,67,2.00,2.08,2.15,2.05,1000,450,2.22,49.25%,01/07/19
513 | DRYS,6.75,Call,7.50,02/15/19,39,0.25,0.28,0.30,0.30,1668,754,2.21,64.19%,01/07/19
514 | ET,14.46,Put,14.00,02/15/19,39,0.52,0.55,0.57,0.54,2236,1013,2.21,41.38%,01/07/19
515 | V,136.06,Call,137.00,01/11/19,4,1.20,1.32,1.43,1.35,977,445,2.2,30.90%,01/07/19
516 | AAPL,147.93,Put,142.00,01/11/19,4,0.53,0.57,0.60,0.59,3821,1740,2.2,41.83%,01/07/19
517 | TSLA,334.96,Call,330.00,01/11/19,4,10.45,10.73,11.00,10.70,4564,2074,2.2,56.98%,01/07/19
518 | AMRN,14.07,Call,14.50,01/18/19,11,0.54,0.59,0.64,0.52,598,273,2.19,71.76%,01/07/19
519 | BAC,25.56,Call,23.50,02/01/19,25,2.30,2.37,2.43,2.39,523,240,2.18,39.23%,01/07/19
520 | BAC,25.56,Call,26.50,02/08/19,32,0.55,0.57,0.59,0.59,581,267,2.18,31.39%,01/07/19
521 | MA,191.22,Call,50.00,01/18/19,11,140.70,141.13,141.55,142.05,750,344,2.18,412.36%,01/07/19
522 | AG,6.06,Put,6.00,02/15/19,39,0.35,0.4,0.45,0.40,500,230,2.17,55.92%,01/07/19
523 | ETN,68.73,Call,72.50,02/15/19,39,1.00,1.08,1.15,1.30,508,234,2.17,29.49%,01/07/19
524 | MRK,75.43,Put,67.50,02/22/19,46,0.00,2.03,4.05,0.45,600,277,2.17,28.29%,01/07/19
525 | AMZN,1629.51,Call,1635.00,01/11/19,4,26.75,27.35,27.95,28.50,653,301,2.17,45.36%,01/07/19
526 | OSTK,15.28,Call,17.00,01/18/19,11,0.40,0.45,0.50,0.45,813,374,2.17,98.51%,01/07/19
527 | CTL,16.3,Put,16.50,01/18/19,11,0.50,0.55,0.60,0.50,1144,528,2.17,35.29%,01/07/19
528 | BAC,25.56,Call,26.00,01/25/19,18,0.53,0.56,0.58,0.56,10692,4936,2.17,32.59%,01/07/19
529 | JPM,100.76,Call,101.00,01/11/19,4,1.08,1.11,1.14,1.11,1288,599,2.15,28.74%,01/07/19
530 | SQ,60.72,Put,59.00,01/18/19,11,1.86,1.91,1.95,1.82,542,253,2.14,63.05%,01/07/19
531 | BABA,143.1,Call,148.00,01/18/19,11,1.96,2.01,2.05,2.03,973,454,2.14,39.37%,01/07/19
532 | FB,138.05,Call,137.00,01/11/19,4,2.77,2.94,3.10,2.78,3884,1817,2.14,38.13%,01/07/19
533 | BABA,143.1,Call,147.00,01/11/19,4,1.07,1.11,1.15,1.17,948,446,2.13,44.00%,01/07/19
534 | BABA,143.1,Call,144.00,01/18/19,11,3.55,3.63,3.70,3.73,1133,531,2.13,41.31%,01/07/19
535 | PCG,18.95,Put,19.00,01/18/19,11,1.60,1.73,1.85,1.60,1230,577,2.13,120.77%,01/07/19
536 | FDX,166.73,Call,167.50,01/11/19,4,1.97,2.06,2.14,2.00,705,332,2.12,33.54%,01/07/19
537 | T,30.89,Put,30.50,01/18/19,11,0.53,0.56,0.59,0.54,2422,1142,2.12,34.35%,01/07/19
538 | PE,18.12,Call,20.00,03/15/19,67,0.95,1,1.05,1.03,3953,1868,2.12,54.86%,01/07/19
539 | AMRN,14.07,Call,14.50,01/11/19,4,0.20,0.27,0.33,0.32,719,341,2.11,84.59%,01/07/19
540 | TWTR,31.34,Call,39.00,02/15/19,39,0.48,0.49,0.50,0.49,727,346,2.1,60.82%,01/07/19
541 | SQ,60.72,Call,62.50,01/11/19,4,0.91,0.94,0.97,0.92,1223,583,2.1,64.27%,01/07/19
542 | INTC,47.44,Put,46.50,01/18/19,11,0.69,0.71,0.73,0.68,1326,632,2.1,33.90%,01/07/19
543 | TSLA,334.96,Put,290.00,08/16/19,221,36.65,36.93,37.20,36.75,602,288,2.09,61.45%,01/07/19
544 | RIG,8.28,Call,8.50,01/11/19,4,0.14,0.15,0.16,0.15,1607,769,2.09,69.48%,01/07/19
545 | MSFT,102.06,Call,102.00,01/11/19,4,1.55,1.6,1.64,1.60,5511,2632,2.09,36.45%,01/07/19
546 | MSFT,102.06,Call,106.00,01/11/19,4,0.23,0.25,0.26,0.27,3931,1893,2.08,33.70%,01/07/19
547 | HUN,20.72,Call,23.00,02/15/19,39,0.30,0.35,0.40,0.38,506,245,2.07,41.04%,01/07/19
548 | CDNS,43.42,Call,43.00,02/15/19,39,2.15,2.25,2.35,2.20,510,246,2.07,33.95%,01/07/19
549 | IQ,17.22,Call,18.00,01/18/19,11,0.43,0.45,0.46,0.47,719,347,2.07,65.19%,01/07/19
550 | MSFT,102.06,Put,80.00,07/19/19,193,1.91,2.06,2.21,1.98,1010,488,2.07,36.00%,01/07/19
551 | XOM,71.52,Put,71.00,01/11/19,4,0.54,0.57,0.59,0.51,564,274,2.06,25.22%,01/07/19
552 | PCG,18.95,Put,18.00,03/15/19,67,2.65,2.83,3.00,2.80,1120,544,2.06,105.63%,01/07/19
553 | BABA,143.1,Put,137.00,01/11/19,4,0.65,0.7,0.75,0.63,1714,831,2.06,45.14%,01/07/19
554 | GPRO,4.63,Call,5.00,02/15/19,39,0.38,0.41,0.44,0.41,714,348,2.05,91.25%,01/07/19
555 | TLRY,71.9,Call,70.00,01/11/19,4,2.37,2.76,3.15,2.95,763,373,2.05,61.79%,01/07/19
556 | CRON,12.4,Put,11.50,01/11/19,4,0.12,0.13,0.14,0.13,1437,706,2.04,88.78%,01/07/19
557 | C,55.61,Call,65.00,03/15/19,67,0.29,0.31,0.33,0.31,10500,5159,2.04,26.90%,01/07/19
558 | AAPL,147.93,Call,140.00,01/11/19,4,8.20,8.38,8.55,8.25,1941,954,2.03,40.53%,01/07/19
559 | NVDA,143.4,Put,130.00,01/11/19,4,0.39,0.42,0.45,0.39,2677,1316,2.03,68.90%,01/07/19
560 | MA,191.22,Call,135.00,01/18/19,11,55.60,56.13,56.65,57.00,728,360,2.02,120.45%,01/07/19
561 | INTC,47.44,Put,47.00,01/11/19,4,0.57,0.6,0.62,0.60,1478,733,2.02,40.95%,01/07/19
562 | BMY,48.41,Call,52.50,04/18/19,101,1.90,2.03,2.16,2.10,1107,551,2.01,34.59%,01/07/19
563 | AAPL,147.93,Call,149.00,01/11/19,4,1.78,1.82,1.85,1.80,5618,2798,2.01,36.69%,01/07/19
564 | SYF,25.37,Call,25.50,01/11/19,4,0.30,0.38,0.45,0.50,629,315,2,52.61%,01/07/19
565 | AAPL,147.93,Call,147.00,02/01/19,25,6.35,6.45,6.55,6.40,850,424,2,37.49%,01/07/19
566 | ADNT,16.37,Put,19.00,02/15/19,39,3.10,3.25,3.40,4.30,1000,500,2,124.06%,01/07/19
567 | AMD,20.57,Call,19.50,01/18/19,11,1.71,1.75,1.78,1.78,2464,1229,2,83.42%,01/07/19
568 | AAPL,147.93,Put,130.00,01/11/19,4,0.03,0.04,0.04,0.04,3292,1646,2,56.27%,01/07/19
569 | AAPL,147.93,Call,148.00,01/18/19,11,3.45,3.55,3.65,3.55,3388,1698,2,34.36%,01/07/19
570 | TSLA,334.96,Put,300.00,01/11/19,4,0.55,0.57,0.59,0.57,3710,1857,2,67.62%,01/07/19
571 | TSLA,334.96,Put,302.50,01/11/19,4,0.64,0.69,0.74,0.69,584,294,1.99,66.36%,01/07/19
572 | PODD,74.21,Call,80.00,02/15/19,39,2.50,2.8,3.10,2.65,597,300,1.99,49.20%,01/07/19
573 | AKS,2.57,Call,3.00,01/11/19,4,0.01,0.02,0.02,0.02,831,418,1.99,122.88%,01/07/19
574 | FB,138.05,Put,135.00,01/11/19,4,1.07,1.18,1.29,1.21,3207,1608,1.99,43.03%,01/07/19
575 | AMZN,1629.51,Call,1660.00,01/11/19,4,15.45,16.63,17.80,16.85,874,441,1.98,42.86%,01/07/19
576 | CVS,68.61,Put,75.00,05/17/19,130,8.70,8.8,8.90,8.60,1173,591,1.98,31.47%,01/07/19
577 | AAPL,147.93,Put,150.00,01/11/19,4,3.30,3.38,3.45,3.40,4078,2056,1.98,36.12%,01/07/19
578 | VALE,13.83,Call,15.50,01/18/19,11,0.04,0.05,0.06,0.06,501,254,1.97,50.59%,01/07/19
579 | HUN,20.72,Call,22.00,02/15/19,39,0.55,0.63,0.70,0.69,525,267,1.97,43.17%,01/07/19
580 | AAPL,147.93,Put,134.00,01/11/19,4,0.07,0.08,0.08,0.08,616,313,1.97,49.76%,01/07/19
581 | DDD,10.84,Call,11.00,01/18/19,11,0.37,0.41,0.45,0.42,1169,597,1.96,65.04%,01/07/19
582 | INTC,47.44,Call,49.00,01/11/19,4,0.18,0.2,0.22,0.22,2902,1484,1.96,37.42%,01/07/19
583 | SQ,60.72,Call,59.00,01/11/19,4,2.64,2.71,2.78,2.70,977,501,1.95,67.63%,01/07/19
584 | AAPL,147.93,Put,147.00,01/18/19,11,2.94,3.05,3.15,3.05,4950,2535,1.95,34.84%,01/07/19
585 | NVDA,143.4,Call,145.00,02/15/19,39,10.95,11.08,11.20,11.12,3240,1671,1.94,62.32%,01/07/19
586 | MU,34,Call,35.00,01/11/19,4,0.39,0.4,0.41,0.40,4517,2334,1.94,55.47%,01/07/19
587 | TME,12.81,Put,12.00,02/15/19,39,0.80,0.88,0.95,0.90,522,271,1.93,79.48%,01/07/19
588 | WFC,47.64,Call,48.50,01/11/19,4,0.25,0.28,0.31,0.30,1010,525,1.92,31.63%,01/07/19
589 | SQ,60.72,Call,65.00,01/11/19,4,0.34,0.36,0.38,0.39,1301,677,1.92,66.94%,01/07/19
590 | VZ,56.72,Put,56.50,01/18/19,11,0.97,1.01,1.04,0.93,650,341,1.91,27.05%,01/07/19
591 | TGT,69.68,Put,65.00,02/15/19,39,1.24,1.28,1.32,1.25,1178,616,1.91,35.39%,01/07/19
592 | DGX,82.64,Call,85.00,01/18/19,11,0.70,0.78,0.85,0.90,1775,927,1.91,31.34%,01/07/19
593 | DIS,110.56,Call,111.00,01/11/19,4,0.91,0.94,0.96,0.92,564,297,1.9,24.00%,01/07/19
594 | BA,328.11,Put,320.00,01/11/19,4,2.26,2.42,2.58,2.35,687,362,1.9,40.73%,01/07/19
595 | BBBY,12.08,Call,12.00,01/11/19,4,0.91,0.96,1.00,1.00,1056,557,1.9,190.76%,01/07/19
596 | AVGO,237.98,Call,270.00,04/18/19,101,5.90,6.05,6.20,6.05,3490,1838,1.9,32.00%,01/07/19
597 | MU,34,Call,36.50,01/11/19,4,0.10,0.12,0.13,0.10,1538,815,1.89,53.88%,01/07/19
598 | AMD,20.57,Call,20.00,01/11/19,4,1.15,1.16,1.16,1.16,14367,7600,1.89,99.28%,01/07/19
599 | JNJ,127.01,Call,130.00,01/11/19,4,0.35,0.36,0.37,0.35,1730,922,1.88,24.93%,01/07/19
600 | BABA,143.1,Put,136.00,01/11/19,4,0.53,0.56,0.59,0.50,566,303,1.87,46.15%,01/07/19
601 | ROKU,42.18,Call,46.00,01/18/19,11,1.03,1.1,1.16,1.10,1015,542,1.87,83.92%,01/07/19
602 | KKR,20.69,Put,20.00,01/18/19,11,0.30,0.33,0.35,0.35,2073,1106,1.87,45.67%,01/07/19
603 | CAT,128.23,Put,125.00,01/11/19,4,1.10,1.18,1.25,1.10,577,310,1.86,45.16%,01/07/19
604 | TWTR,31.34,Put,29.50,01/11/19,4,0.18,0.2,0.21,0.25,774,416,1.86,69.58%,01/07/19
605 | NVDA,143.4,Call,146.00,01/11/19,4,2.67,2.74,2.80,2.75,1607,865,1.86,64.46%,01/07/19
606 | IQ,17.22,Call,17.00,01/18/19,11,0.86,0.88,0.90,0.87,2289,1229,1.86,63.06%,01/07/19
607 | BIDU,162.6,Call,165.00,01/11/19,4,1.80,1.93,2.05,2.00,1327,719,1.85,44.30%,01/07/19
608 | NVDA,143.4,Call,140.00,01/25/19,18,8.85,9.05,9.25,9.27,958,520,1.84,58.45%,01/07/19
609 | TGT,69.68,Call,72.00,01/18/19,11,0.98,1.03,1.07,1.04,1143,623,1.83,40.09%,01/07/19
610 | AMAT,34.3,Call,35.00,02/15/19,39,1.71,1.75,1.78,1.83,700,385,1.82,46.85%,01/07/19
611 | MA,191.22,Call,140.00,01/18/19,11,50.60,51.13,51.65,52.15,2180,1200,1.82,114.57%,01/07/19
612 | BAC,25.56,Put,22.00,03/15/19,67,0.33,0.35,0.36,0.34,4924,2717,1.81,37.66%,01/07/19
613 | NVDA,143.4,Put,124.00,01/18/19,11,0.68,0.71,0.74,0.67,532,295,1.8,64.50%,01/07/19
614 | T,30.89,Call,32.00,01/11/19,4,0.02,0.03,0.03,0.03,1235,687,1.8,24.11%,01/07/19
615 | TSLA,334.96,Put,310.00,01/11/19,4,1.23,1.28,1.32,1.32,1875,1039,1.8,64.13%,01/07/19
616 | DDD,10.84,Call,11.00,01/11/19,4,0.17,0.23,0.28,0.26,574,320,1.79,72.91%,01/07/19
617 | GE,8.74,Put,9.00,02/15/19,39,0.75,0.77,0.78,0.75,847,473,1.79,54.41%,01/07/19
618 | TEVA,17.67,Put,17.50,01/11/19,4,0.29,0.32,0.34,0.29,922,515,1.79,50.57%,01/07/19
619 | CSX,62.45,Call,62.50,02/15/19,39,2.83,2.92,3.00,2.98,1301,727,1.79,35.73%,01/07/19
620 | X,20.45,Put,21.00,04/18/19,101,2.29,2.33,2.36,2.17,4095,2290,1.79,45.72%,01/07/19
621 | NFLX,315.34,Put,310.00,02/15/19,39,22.20,22.45,22.70,21.83,523,293,1.78,61.18%,01/07/19
622 | NFLX,315.34,Call,302.50,01/11/19,4,15.75,16.25,16.75,16.83,699,392,1.78,69.06%,01/07/19
623 | BIDU,162.6,Call,170.00,01/18/19,11,1.90,1.95,2.00,1.89,1876,1054,1.78,40.33%,01/07/19
624 | MSFT,102.06,Put,101.00,01/11/19,4,1.05,1.1,1.15,1.10,2613,1472,1.78,37.44%,01/07/19
625 | AABA,59.64,Call,65.00,02/15/19,39,0.81,0.92,1.02,1.00,569,322,1.77,35.42%,01/07/19
626 | AAPL,147.93,Put,125.00,02/01/19,25,0.40,0.5,0.60,0.58,573,323,1.77,46.04%,01/07/19
627 | NTNX,44.92,Call,42.50,04/18/19,101,6.80,6.95,7.10,7.00,605,342,1.77,60.53%,01/07/19
628 | FB,138.05,Put,134.00,01/11/19,4,0.88,0.93,0.98,0.94,1393,787,1.77,43.40%,01/07/19
629 | BABA,143.1,Call,150.00,02/01/19,25,3.90,3.98,4.05,4.05,1638,927,1.77,44.83%,01/07/19
630 | F,8.29,Put,8.50,01/18/19,11,0.35,0.36,0.37,0.36,1795,1012,1.77,42.28%,01/07/19
631 | MU,34,Put,31.00,04/18/19,101,2.20,2.24,2.27,2.18,6165,3485,1.77,52.82%,01/07/19
632 | PYPL,86.93,Call,87.50,01/11/19,4,1.04,1.08,1.12,1.17,548,314,1.75,39.11%,01/07/19
633 | MA,191.22,Call,145.00,01/18/19,11,46.00,46.33,46.65,47.15,1202,688,1.75,103.83%,01/07/19
634 | BMY,48.41,Put,43.00,06/21/19,165,2.00,2.08,2.15,1.95,2514,1439,1.75,35.40%,01/07/19
635 | AMD,20.57,Put,16.00,03/15/19,67,0.76,0.78,0.80,0.78,1395,800,1.74,78.78%,01/07/19
636 | C,55.61,Call,56.00,01/11/19,4,0.64,0.67,0.70,0.76,1816,1043,1.74,40.09%,01/07/19
637 | NFLX,315.34,Put,175.00,01/17/20,375,5.50,7.95,10.40,7.85,2520,1449,1.74,53.77%,01/07/19
638 | TEVA,17.67,Call,26.00,03/15/19,67,0.05,0.08,0.11,0.06,5213,2991,1.74,48.77%,01/07/19
639 | CHK,2.37,Call,2.50,01/11/19,4,0.03,0.04,0.05,0.04,5569,3209,1.74,88.83%,01/07/19
640 | BABA,143.1,Call,145.00,01/11/19,4,1.77,1.79,1.81,1.98,6199,3558,1.74,46.72%,01/07/19
641 | T,30.89,Put,31.00,01/11/19,4,0.69,0.72,0.74,0.64,905,524,1.73,45.57%,01/07/19
642 | ZUO,19.49,Call,25.00,06/21/19,165,1.55,1.63,1.70,1.66,1794,1040,1.73,62.96%,01/07/19
643 | SQ,60.72,Call,62.00,01/11/19,4,1.10,1.12,1.14,1.11,1059,617,1.72,64.98%,01/07/19
644 | MSFT,102.06,Put,99.50,01/11/19,4,0.63,0.67,0.70,0.65,815,478,1.71,38.70%,01/07/19
645 | NFLX,315.34,Put,280.00,01/11/19,4,0.50,0.55,0.60,0.55,3075,1799,1.71,72.18%,01/07/19
646 | CROX,29.17,Call,30.00,01/18/19,11,0.80,0.9,1.00,0.84,635,374,1.7,58.57%,01/07/19
647 | AAPL,147.93,Put,138.00,01/18/19,11,0.67,0.7,0.73,0.71,692,408,1.7,38.36%,01/07/19
648 | AAL,32.95,Call,33.00,01/11/19,4,0.70,0.74,0.78,0.92,917,539,1.7,68.25%,01/07/19
649 | BKS,7.57,Call,8.00,02/15/19,39,0.40,0.45,0.50,0.45,1781,1049,1.7,62.46%,01/07/19
650 | ADSK,132.72,Put,115.00,01/18/19,11,0.46,0.71,0.95,0.47,2765,1624,1.7,59.46%,01/07/19
651 | AMD,20.57,Put,18.50,01/11/19,4,0.18,0.19,0.19,0.19,5480,3233,1.7,105.07%,01/07/19
652 | MSFT,102.06,Call,103.00,01/11/19,4,1.05,1.11,1.16,1.07,5544,3257,1.7,34.55%,01/07/19
653 | TSLA,334.96,Call,357.50,01/11/19,4,1.28,1.34,1.40,1.39,727,430,1.69,56.17%,01/07/19
654 | NFLX,315.34,Put,275.00,01/11/19,4,0.30,0.38,0.45,0.34,2067,1223,1.69,73.61%,01/07/19
655 | FCAU,15.18,Put,10.00,01/17/20,375,0.35,0.4,0.45,0.40,19393,11456,1.69,42.59%,01/07/19
656 | SBUX,63.57,Put,63.00,01/18/19,11,0.80,0.83,0.86,0.76,701,418,1.68,23.82%,01/07/19
657 | HCHC,3.09,Call,5.00,08/16/19,221,0.20,0.33,0.45,0.35,500,300,1.67,84.25%,01/07/19
658 | PEP,109.53,Call,115.00,02/15/19,39,1.12,1.16,1.19,1.21,845,505,1.67,21.36%,01/07/19
659 | FB,138.05,Call,139.00,01/11/19,4,1.70,1.78,1.86,1.68,2624,1570,1.67,36.33%,01/07/19
660 | GE,8.74,Call,8.50,01/11/19,4,0.36,0.37,0.37,0.37,31787,19077,1.67,63.46%,01/07/19
661 | MS,41.71,Call,42.00,01/11/19,4,0.48,0.52,0.56,0.57,631,379,1.66,40.03%,01/07/19
662 | DAL,47.85,Call,50.00,01/11/19,4,0.09,0.12,0.14,0.16,677,408,1.66,40.22%,01/07/19
663 | DAL,47.85,Put,47.00,01/11/19,4,0.41,0.47,0.53,0.44,807,485,1.66,40.36%,01/07/19
664 | T,30.89,Put,29.50,01/18/19,11,0.20,0.21,0.22,0.22,1103,664,1.66,34.27%,01/07/19
665 | MU,34,Call,33.50,01/11/19,4,1.07,1.1,1.12,1.11,4237,2548,1.66,58.88%,01/07/19
666 | ADNT,16.37,Call,17.00,03/15/19,67,1.75,1.78,1.80,1.75,551,333,1.65,70.86%,01/07/19
667 | AMZN,1629.51,Call,1580.00,01/11/19,4,60.55,61.63,62.70,63.93,879,532,1.65,49.36%,01/07/19
668 | X,20.45,Put,19.50,01/11/19,4,0.20,0.22,0.23,0.20,1298,785,1.65,66.10%,01/07/19
669 | AAPL,147.93,Put,138.00,01/11/19,4,0.17,0.2,0.22,0.20,1778,1079,1.65,44.72%,01/07/19
670 | CELG,87.52,Put,75.00,01/15/21,739,4.65,5.83,7.00,5.25,564,343,1.64,26.62%,01/07/19
671 | DO,11.16,Put,10.00,06/21/19,165,1.20,1.23,1.26,1.24,3049,1859,1.64,64.92%,01/07/19
672 | JPM,100.76,Call,103.00,01/11/19,4,0.35,0.37,0.39,0.37,1223,752,1.63,27.09%,01/07/19
673 | X,20.45,Call,21.50,01/11/19,4,0.19,0.21,0.22,0.24,2634,1615,1.63,71.80%,01/07/19
674 | AMZN,1629.51,Put,1510.00,01/11/19,4,2.74,2.95,3.15,2.97,536,333,1.61,51.49%,01/07/19
675 | ROKU,42.18,Put,29.00,03/15/19,67,1.07,1.16,1.25,1.25,651,405,1.61,93.07%,01/07/19
676 | CRBP,7.8,Call,7.50,07/19/19,193,1.85,1.98,2.10,1.95,1031,639,1.61,79.84%,01/07/19
677 | SQ,60.72,Put,57.50,01/11/19,4,0.58,0.61,0.64,0.61,623,390,1.6,72.15%,01/07/19
678 | AAPL,147.93,Put,137.00,01/11/19,4,0.12,0.15,0.17,0.16,1142,712,1.6,46.06%,01/07/19
679 | BMY,48.41,Call,67.50,06/21/19,165,0.42,0.54,0.65,0.54,1736,1088,1.6,35.04%,01/07/19
680 | SGMS,19.66,Call,24.00,01/18/19,11,0.15,0.2,0.25,0.15,500,315,1.59,87.88%,01/07/19
681 | CGC,28.9,Call,29.00,01/11/19,4,0.62,0.67,0.72,0.66,995,627,1.59,58.27%,01/07/19
682 | NFLX,315.34,Call,300.00,01/11/19,4,17.65,18.18,18.70,18.60,3095,1942,1.59,68.62%,01/07/19
683 | NVDA,143.4,Call,142.00,01/18/19,11,6.60,6.73,6.85,6.77,624,396,1.58,60.52%,01/07/19
684 | KBH,21,Put,16.00,01/18/19,11,0.00,0.04,0.07,0.04,807,515,1.57,87.49%,01/07/19
685 | NVDA,143.4,Put,120.00,02/15/19,39,3.45,3.53,3.60,3.45,1813,1156,1.57,68.49%,01/07/19
686 | BBD,10.85,Put,11.00,03/15/19,67,0.80,0.82,0.83,0.80,672,432,1.56,40.55%,01/07/19
687 | NFLX,315.34,Put,287.50,01/11/19,4,0.96,1.04,1.11,0.93,724,464,1.56,67.27%,01/07/19
688 | TLRY,71.9,Call,72.00,01/11/19,4,1.57,1.86,2.14,1.80,726,464,1.56,61.19%,01/07/19
689 | MTCH,43.37,Put,23.00,06/21/19,165,0.35,0.5,0.65,0.53,885,567,1.56,69.07%,01/07/19
690 | NVDA,143.4,Put,139.00,01/11/19,4,2.03,2.13,2.22,2.07,950,610,1.56,66.09%,01/07/19
691 | ABT,69.13,Call,72.50,05/17/19,130,2.53,2.63,2.73,2.60,987,633,1.56,22.44%,01/07/19
692 | XOM,71.52,Call,72.00,01/11/19,4,0.56,0.59,0.61,0.68,1017,651,1.56,29.69%,01/07/19
693 | TSLA,334.96,Call,370.00,01/11/19,4,0.43,0.48,0.52,0.44,505,325,1.55,57.51%,01/07/19
694 | SQ,60.72,Put,59.00,01/11/19,4,0.96,1,1.03,0.93,552,355,1.55,66.29%,01/07/19
695 | MU,34,Put,24.00,01/11/19,4,0.00,0.01,0.02,0.01,621,401,1.55,136.79%,01/07/19
696 | COST,207,Call,210.00,01/11/19,4,1.39,1.49,1.59,1.58,827,533,1.55,32.23%,01/07/19
697 | INTC,47.44,Call,50.00,07/19/19,193,2.94,3,3.05,2.99,1109,714,1.55,27.25%,01/07/19
698 | QCOM,56.44,Call,58.50,01/18/19,11,0.40,0.45,0.50,0.50,1621,1044,1.55,31.60%,01/07/19
699 | SBUX,63.57,Put,64.00,01/11/19,4,0.86,0.93,1.00,0.95,664,432,1.54,27.30%,01/07/19
700 | BAC,25.56,Put,25.00,08/16/19,221,1.85,1.88,1.91,1.89,795,517,1.54,30.41%,01/07/19
701 | ATVI,48.5,Call,55.00,01/17/20,375,5.25,5.33,5.40,5.30,1302,844,1.54,36.53%,01/07/19
702 | MS,41.71,Put,40.00,02/15/19,39,1.21,1.23,1.25,1.19,2089,1355,1.54,37.14%,01/07/19
703 | JNJ,127.01,Call,131.00,01/18/19,11,0.62,0.67,0.72,0.75,785,512,1.53,24.13%,01/07/19
704 | GPS,26.57,Call,26.00,01/11/19,4,0.70,0.76,0.81,0.83,856,561,1.53,44.38%,01/07/19
705 | AAPL,147.93,Call,149.00,01/18/19,11,2.93,3.02,3.10,2.99,2171,1416,1.53,33.46%,01/07/19
706 | BKS,7.57,Call,8.00,03/15/19,67,0.65,0.7,0.75,0.75,2889,1891,1.53,70.40%,01/07/19
707 | MA,191.22,Put,180.00,01/18/19,11,1.05,1.16,1.27,1.04,5280,3446,1.53,36.51%,01/07/19
708 | CLF,8.73,Put,7.00,01/17/20,375,1.02,1.05,1.08,1.05,5469,3574,1.53,60.59%,01/07/19
709 | BABA,143.1,Call,143.00,01/18/19,11,4.05,4.15,4.25,4.25,573,376,1.52,41.76%,01/07/19
710 | ROKU,42.18,Call,40.00,02/15/19,39,5.05,5.33,5.60,5.21,723,476,1.52,74.02%,01/07/19
711 | BAC,25.56,Call,28.00,03/15/19,67,0.39,0.4,0.41,0.40,21137,13894,1.52,26.69%,01/07/19
712 | GE,8.74,Put,15.00,03/15/19,67,6.20,6.28,6.35,6.23,602,400,1.51,70.31%,01/07/19
713 | WFC,47.64,Call,55.00,03/15/19,67,0.19,0.21,0.23,0.19,11738,7787,1.51,23.20%,01/07/19
714 | VGR,10.56,Call,12.50,02/15/19,39,0.10,0.15,0.20,0.15,708,471,1.5,49.75%,01/07/19
715 | NVDA,143.4,Put,137.00,01/11/19,4,1.48,1.53,1.57,1.50,776,516,1.5,66.73%,01/07/19
716 | FB,138.05,Call,138.00,01/18/19,11,3.45,3.6,3.75,3.55,1323,882,1.5,36.24%,01/07/19
717 | JPM,100.76,Put,93.00,01/11/19,4,0.02,0.03,0.04,0.03,1723,1151,1.5,37.86%,01/07/19
718 | MS,41.71,Call,47.00,03/15/19,67,0.49,0.52,0.55,0.58,10805,7218,1.5,29.93%,01/07/19
719 | INTC,47.44,Call,48.00,01/25/19,18,1.43,1.48,1.53,1.53,645,434,1.49,41.77%,01/07/19
720 | ABC,74.75,Put,100.00,01/17/20,375,25.40,26,26.60,25.50,901,604,1.49,31.95%,01/07/19
721 | AMD,20.57,Call,22.50,01/18/19,11,0.42,0.44,0.45,0.45,1810,1211,1.49,78.20%,01/07/19
722 | HD,177.04,Put,167.50,01/11/19,4,0.16,0.19,0.21,0.17,580,391,1.48,34.72%,01/07/19
723 | SQ,60.72,Call,64.00,01/11/19,4,0.52,0.54,0.55,0.51,821,555,1.48,63.51%,01/07/19
724 | TSLA,334.96,Put,305.00,01/11/19,4,0.77,0.87,0.96,0.84,1833,1238,1.48,65.20%,01/07/19
725 | GLUU,8.47,Call,9.00,01/18/19,11,0.15,0.18,0.20,0.15,2789,1879,1.48,58.08%,01/07/19
726 | AAPL,147.93,Put,137.00,01/18/19,11,0.56,0.59,0.61,0.58,625,424,1.47,38.57%,01/07/19
727 | TSLA,334.96,Put,295.00,01/11/19,4,0.38,0.4,0.42,0.38,1106,752,1.47,69.88%,01/07/19
728 | VZ,56.72,Call,58.00,01/18/19,11,0.17,0.19,0.21,0.20,1364,928,1.47,15.95%,01/07/19
729 | IDTI,48.06,Call,48.00,02/15/19,39,0.10,0.5,0.90,0.85,600,411,1.46,11.82%,01/07/19
730 | FB,138.05,Put,132.00,01/11/19,4,0.47,0.55,0.63,0.53,899,616,1.46,43.77%,01/07/19
731 | AMD,20.57,Call,23.50,01/11/19,4,0.08,0.09,0.09,0.09,1630,1119,1.46,94.43%,01/07/19
732 | FB,138.05,Call,146.00,01/11/19,4,0.15,0.18,0.21,0.20,2071,1423,1.46,37.67%,01/07/19
733 | WFC,47.64,Call,52.50,03/15/19,67,0.50,0.52,0.54,0.53,11799,8087,1.46,24.13%,01/07/19
734 | AMZN,1629.51,Call,1840.00,01/17/20,375,158.50,160.33,162.15,157.50,510,352,1.45,33.01%,01/07/19
735 | SNAP,6.21,Put,6.50,01/11/19,4,0.33,0.35,0.37,0.38,766,529,1.45,77.16%,01/07/19
736 | HOLX,40.49,Call,44.00,01/18/19,11,0.05,0.13,0.20,0.15,1023,706,1.45,38.61%,01/07/19
737 | T,30.89,Put,30.00,01/11/19,4,0.16,0.18,0.20,0.19,3837,2638,1.45,40.98%,01/07/19
738 | MSFT,102.06,Call,105.00,01/11/19,4,0.43,0.45,0.46,0.43,5285,3635,1.45,33.31%,01/07/19
739 | NVDA,143.4,Call,144.00,01/11/19,4,3.55,3.63,3.70,3.60,1916,1326,1.44,64.51%,01/07/19
740 | LEN,42.38,Put,42.50,01/18/19,11,1.60,1.65,1.70,1.67,2357,1642,1.44,55.46%,01/07/19
741 | GS,176.02,Call,195.00,03/15/19,67,2.62,2.76,2.90,2.87,2896,2006,1.44,29.07%,01/07/19
742 | BAC,25.56,Call,29.00,03/15/19,67,0.20,0.22,0.23,0.21,19658,13618,1.44,25.85%,01/07/19
743 | CGC,28.9,Call,30.50,01/11/19,4,0.18,0.2,0.22,0.22,503,351,1.43,61.84%,01/07/19
744 | SQ,60.72,Call,60.00,01/11/19,4,2.03,2.09,2.14,2.03,2866,2002,1.43,64.83%,01/07/19
745 | WYNN,109.47,Put,105.00,01/17/20,375,16.40,16.6,16.80,17.35,500,352,1.42,49.57%,01/07/19
746 | TSN,56.05,Call,57.50,02/15/19,39,1.70,1.75,1.80,2.00,573,404,1.42,34.98%,01/07/19
747 | GWPH,114.66,Call,130.00,02/15/19,39,3.30,3.8,4.30,3.81,644,453,1.42,59.56%,01/07/19
748 | MSFT,102.06,Call,104.00,01/11/19,4,0.68,0.71,0.74,0.72,2934,2068,1.42,34.45%,01/07/19
749 | RCL,101.83,Call,110.00,03/15/19,67,3.40,3.5,3.60,3.46,4906,3444,1.42,36.40%,01/07/19
750 | JNJ,127.01,Call,130.00,03/15/19,67,3.60,3.7,3.80,3.70,545,387,1.41,21.71%,01/07/19
751 | WMB,24.15,Call,25.00,02/15/19,39,0.54,0.57,0.60,0.58,2817,2003,1.41,28.58%,01/07/19
752 | JCP,1.28,Call,5.00,01/15/21,739,0.06,0.14,0.22,0.12,658,470,1.4,73.58%,01/07/19
753 | V,136.06,Put,131.00,01/11/19,4,0.35,0.4,0.45,0.41,520,373,1.39,36.07%,01/07/19
754 | DE,154.16,Call,160.00,02/15/19,39,4.45,4.63,4.80,4.82,591,426,1.39,35.09%,01/07/19
755 | WBA,69.97,Put,62.50,01/17/20,375,4.35,4.5,4.65,4.55,611,440,1.39,32.06%,01/07/19
756 | BMY,48.41,Call,50.00,02/15/19,39,1.48,1.57,1.66,1.52,7585,5462,1.39,33.74%,01/07/19
757 | RIG,8.28,Call,8.00,01/11/19,4,0.39,0.41,0.43,0.42,1015,736,1.38,74.78%,01/07/19
758 | AAPL,147.93,Put,133.00,01/11/19,4,0.05,0.06,0.07,0.07,1519,1104,1.38,51.76%,01/07/19
759 | ROKU,42.18,Put,35.00,01/11/19,4,0.18,0.21,0.24,0.18,2115,1537,1.38,126.23%,01/07/19
760 | QEP,8.53,Call,12.00,03/15/19,67,0.05,0.1,0.15,0.10,3513,2543,1.38,57.76%,01/07/19
761 | FCX,11,Call,13.00,03/15/19,67,0.29,0.3,0.30,0.29,668,486,1.37,47.23%,01/07/19
762 | AAPL,147.93,Call,145.00,01/18/19,11,5.20,5.33,5.45,5.30,55355,40312,1.37,35.15%,01/07/19
763 | ROKU,42.18,Call,44.00,01/18/19,11,1.65,1.72,1.79,1.81,543,398,1.36,87.39%,01/07/19
764 | NFLX,315.34,Put,270.00,01/11/19,4,0.15,0.2,0.24,0.22,1265,931,1.36,75.89%,01/07/19
765 | SQ,60.72,Call,80.00,06/21/19,165,3.20,3.3,3.40,3.25,1354,993,1.36,52.75%,01/07/19
766 | CRM,142.22,Call,140.00,02/15/19,39,8.00,8.15,8.30,8.24,4233,3109,1.36,37.17%,01/07/19
767 | AMD,20.57,Put,19.00,01/25/19,18,0.70,0.74,0.77,0.77,643,475,1.35,81.74%,01/07/19
768 | VZ,56.72,Call,57.00,01/11/19,4,0.21,0.23,0.24,0.24,1743,1291,1.35,14.97%,01/07/19
769 | GS,176.02,Call,200.00,03/15/19,67,1.20,1.64,2.07,1.82,2883,2142,1.35,28.10%,01/07/19
770 | MU,34,Call,35.50,01/18/19,11,0.65,0.68,0.70,0.70,701,523,1.34,54.27%,01/07/19
771 | GG,9.58,Call,9.00,02/15/19,39,0.75,0.83,0.91,0.81,790,588,1.34,36.44%,01/07/19
772 | AAL,32.95,Call,34.00,01/11/19,4,0.30,0.34,0.37,0.45,979,732,1.34,62.46%,01/07/19
773 | AMBA,36.77,Call,37.00,01/11/19,4,1.05,1.18,1.30,1.05,1078,804,1.34,75.06%,01/07/19
774 | GOLD,12.92,Put,13.00,02/15/19,39,0.64,0.67,0.69,0.65,1543,1151,1.34,37.39%,01/07/19
775 | SQ,60.72,Call,61.00,01/11/19,4,1.49,1.54,1.59,1.56,2579,1918,1.34,66.39%,01/07/19
776 | SNAP,6.21,Call,6.50,01/11/19,4,0.05,0.06,0.06,0.06,3715,2773,1.34,62.45%,01/07/19
777 | SLB,40.17,Put,37.50,02/15/19,39,1.08,1.11,1.13,1.08,5170,3865,1.34,43.54%,01/07/19
778 | MTCH,43.37,Put,45.00,01/18/19,11,2.45,2.6,2.75,2.85,726,547,1.33,63.89%,01/07/19
779 | TDOC,52.13,Call,60.00,01/18/19,11,0.35,0.43,0.50,0.45,747,562,1.33,71.40%,01/07/19
780 | BABA,143.1,Put,135.00,01/11/19,4,0.42,0.44,0.46,0.41,1465,1101,1.33,47.67%,01/07/19
781 | GPS,26.57,Call,20.00,01/18/19,11,6.45,6.6,6.75,6.66,2840,2139,1.33,96.98%,01/07/19
782 | TEO,14.95,Call,15.00,01/18/19,11,0.00,0.3,0.60,0.46,501,379,1.32,46.13%,01/07/19
783 | TWTR,31.34,Put,19.00,06/21/19,165,0.57,0.59,0.61,0.59,956,725,1.32,64.23%,01/07/19
784 | FB,138.05,Call,100.00,06/21/19,165,40.10,41.55,43.00,40.60,1100,836,1.32,37.25%,01/07/19
785 | BABA,143.1,Call,146.00,01/11/19,4,1.38,1.43,1.48,1.45,2487,1881,1.32,43.65%,01/07/19
786 | AAPL,147.93,Put,140.00,01/11/19,4,0.31,0.34,0.36,0.34,6453,4871,1.32,42.98%,01/07/19
787 | GE,8.74,Call,11.00,03/15/19,67,0.16,0.17,0.17,0.17,25887,19660,1.32,51.18%,01/07/19
788 | IR,92.13,Call,95.00,02/15/19,39,2.25,2.4,2.55,2.70,501,385,1.3,31.61%,01/07/19
789 | FB,138.05,Put,139.00,01/11/19,4,2.58,2.89,3.20,2.61,575,443,1.3,36.78%,01/07/19
790 | AAPL,147.93,Call,155.00,02/01/19,25,2.79,2.84,2.89,2.82,1159,891,1.3,35.19%,01/07/19
791 | FCX,11,Call,11.50,01/11/19,4,0.08,0.09,0.09,0.09,1780,1373,1.3,57.11%,01/07/19
792 | AMD,20.57,Call,20.50,01/18/19,11,1.15,1.17,1.18,1.18,2756,2112,1.3,79.92%,01/07/19
793 | HPQ,20.95,Call,25.00,01/17/20,375,1.12,1.16,1.20,1.15,8015,6163,1.3,26.99%,01/07/19
794 | BBD,10.85,Call,11.00,02/15/19,39,0.55,0.57,0.59,0.58,912,708,1.29,44.74%,01/07/19
795 | NSTG,18.13,Call,20.00,01/18/19,11,0.10,0.18,0.25,0.15,4249,3297,1.29,55.51%,01/07/19
796 | BAC,25.56,Put,25.00,01/11/19,4,0.15,0.17,0.18,0.16,5290,4097,1.29,35.82%,01/07/19
797 | GE,8.74,Put,8.00,01/11/19,4,0.03,0.04,0.04,0.04,9527,7358,1.29,73.72%,01/07/19
798 | C,55.61,Call,62.50,03/15/19,67,0.60,0.63,0.65,0.67,10432,8086,1.29,27.97%,01/07/19
799 | CAT,128.23,Put,122.00,01/11/19,4,0.52,0.6,0.68,0.47,500,392,1.28,46.21%,01/07/19
800 | AMD,20.57,Put,17.00,01/25/19,18,0.21,0.25,0.28,0.26,530,415,1.28,82.59%,01/07/19
801 | AXP,98.17,Put,92.50,01/17/20,375,6.50,6.65,6.80,6.70,753,587,1.28,27.45%,01/07/19
802 | MA,191.22,Call,150.00,01/18/19,11,40.80,41.23,41.65,42.00,1542,1203,1.28,89.16%,01/07/19
803 | ROKU,42.18,Call,36.00,01/11/19,4,6.20,6.38,6.55,6.25,528,417,1.27,86.97%,01/07/19
804 | BA,328.11,Call,345.00,01/11/19,4,0.36,0.45,0.54,0.41,541,429,1.26,33.46%,01/07/19
805 | JD,22.76,Call,23.50,01/11/19,4,0.26,0.28,0.29,0.29,1088,864,1.26,60.55%,01/07/19
806 | ADBE,229.26,Call,225.00,02/15/19,39,13.65,13.95,14.25,14.28,2304,1832,1.26,39.33%,01/07/19
807 | AAPL,147.93,Put,125.00,01/11/19,4,0.01,0.02,0.02,0.02,1046,835,1.25,65.11%,01/07/19
808 | CGC,28.9,Call,29.50,01/11/19,4,0.41,0.48,0.54,0.45,612,493,1.24,57.94%,01/07/19
809 | JPM,100.76,Call,103.00,01/18/19,11,1.25,1.29,1.32,1.33,1375,1106,1.24,31.80%,01/07/19
810 | BABA,143.1,Call,138.00,01/18/19,11,7.15,7.3,7.45,7.55,2252,1813,1.24,45.85%,01/07/19
811 | "Downloaded from Barchart.com as of 01-08-2019 01:13am CST"
812 | 


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