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# Stock Stock
Price
Expiry Days Long Call Short Call Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 OZM 3.53 17 Mar '17 43 3.00 0.563 0.65 20 2.00 1.383 1.30 45 -0.65 1.00 2.86 0.82
2 STM 14.24 17 Feb '17 15 12.50 0.492 1.90 178 10.00 1.246 4.20 26 -2.30 2.50 12.50 0.75
3 GFI 3.59 17 Feb '17 15 3.00 0.676 0.62 195 2.00 1.197 1.56 56 -0.94 1.00 16.67 0.52
4 GLUU 2.49 17 Feb '17 15 2.50 0.769 0.20 123 2.00 1.248 0.45 139 -0.25 0.50 2.00 0.48
5 NAK 2.97 17 Feb '17 15 3.00 0.995 0.25 290 2.00 1.459 0.95 62 -0.70 1.00 3.33 0.46
6 VIP 4.04 17 Mar '17 43 4.00 0.326 0.25 10 3.00 0.771 1.00 55 -0.75 1.00 4.00 0.45
7 MUX 3.97 17 Feb '17 15 4.00 0.589 0.20 150 3.00 1.031 0.85 15 -0.65 1.00 2.86 0.44
8 PAH 12.32 17 Feb '17 15 10.00 0.613 2.45 12 7.50 1.036 4.70 16 -2.25 2.50 10.00 0.42
9 NAK 2.97 19 May '17 106 2.00 1.202 1.30 116 1.00 1.606 1.95 12 -0.65 1.00 2.86 0.40
10 BCRX 5.86 17 Feb '17 15 6.00 1.587 0.90 62 5.00 1.956 1.20 57 -0.30 1.00 1.43 0.37
11 NOK 4.82 17 Feb '17 15 4.50 0.353 0.38 498 4.00 0.716 0.80 12 -0.42 0.50 6.25 0.36
12 MEET 4.76 17 Feb '17 15 4.00 0.629 0.80 14 3.00 0.978 1.55 10 -0.75 1.00 4.00 0.35
13 MUX 3.97 17 Feb '17 15 3.00 1.031 1.05 15 2.00 1.370 1.80 16 -0.75 1.00 4.00 0.34
14 RBS 5.65 17 Feb '17 15 5.00 0.448 0.75 10 4.00 0.767 1.60 20 -0.85 1.00 6.67 0.32
15 HOV 2.35 19 Jan '18 351 2.00 0.534 0.80 60 1.00 0.851 1.40 3 -0.60 1.00 2.50 0.32
16 STM 14.24 21 Apr '17 78 12.50 0.377 2.10 335 10.00 0.686 4.10 131 -2.00 2.50 5.00 0.31
17 EXK 4.34 19 May '17 106 5.00 0.681 0.45 135 2.50 0.977 1.80 7 -1.35 2.50 2.17 0.30
18 WFT 5.77 10 Feb '17 8 5.50 0.659 0.42 1,647 5.00 0.946 0.74 72 -0.32 0.50 2.78 0.29
19 PAH 12.32 17 Feb '17 15 12.50 0.331 0.30 3 10.00 0.613 2.10 12 -1.80 2.50 3.57 0.28
20 OIL 6.20 17 Feb '17 15 6.00 0.254 0.30 105 5.00 0.519 1.10 10 -0.80 1.00 5.00 0.26
21 NG 5.43 17 Feb '17 15 5.00 0.459 0.50 4 4.00 0.698 1.30 1 -0.80 1.00 5.00 0.24
22 XRX 7.17 17 Feb '17 15 7.00 0.262 0.26 576 6.00 0.495 1.15 30 -0.89 1.00 9.09 0.23
23 OIL 6.20 17 Mar '17 43 6.00 0.283 0.40 70 5.00 0.509 1.10 5 -0.70 1.00 3.33 0.23
24 SSRI 11.00 17 Feb '17 15 11.00 0.427 0.45 50 10.00 0.649 0.90 12 -0.45 1.00 1.82 0.22
25 CS 14.94 17 Feb '17 15 15.00 0.446 0.55 39 12.50 0.665 2.35 10 -1.80 2.50 3.57 0.22
26 MEET 4.76 17 Mar '17 43 5.00 0.535 0.35 142 4.00 0.747 0.75 1 -0.40 1.00 1.67 0.21
27 NS 54.77 17 Mar '17 43 55.00 0.190 0.90 167 50.00 0.401 4.70 51 -3.80 5.00 4.17 0.21
28 BTE 3.99 21 Apr '17 78 5.00 0.609 0.20 50 2.50 0.811 1.45 1 -1.25 2.50 2.00 0.20
29 MUX 3.97 17 Mar '17 43 4.00 0.614 0.40 15 3.00 0.815 0.95 105 -0.55 1.00 2.22 0.20
30 FTR 3.37 18 Jan '19 715 3.00 0.596 0.75 2 2.50 0.796 0.95 8 -0.20 0.50 1.67 0.20
31 IMMU 4.43 17 Feb '17 15 4.00 1.173 0.70 2 3.50 1.370 0.95 136 -0.25 0.50 2.00 0.20
32 VIPS 11.49 17 Feb '17 15 11.00 0.450 0.80 15 10.50 0.647 1.00 10 -0.20 0.50 1.67 0.20
33 STNG 3.72 17 Mar '17 43 4.00 0.506 0.20 105 3.00 0.696 0.70 110 -0.50 1.00 2.00 0.19
34 HBAN 13.24 17 Feb '17 15 13.00 0.273 0.44 17 12.00 0.463 1.15 4 -0.71 1.00 3.45 0.19
35 KN 17.92 17 Mar '17 43 17.50 0.486 1.55 20 15.00 0.674 3.20 2 -1.65 2.50 2.94 0.19
36 AFSI 26.66 17 Feb '17 15 27.50 0.206 0.25 6 25.00 0.390 1.70 3 -1.45 2.50 2.38 0.18
37 WFT 5.77 10 Mar '17 36 5.50 0.627 0.66 20 5.00 0.803 0.90 40 -0.24 0.50 1.92 0.18
38 NOK 4.82 10 Feb '17 8 4.50 0.347 0.37 25 4.00 0.523 0.75 10 -0.38 0.50 4.17 0.18
39 SUN 29.00 17 Feb '17 15 30.00 0.335 0.20 998 27.50 0.507 1.35 362 -1.15 2.50 1.85 0.17
40 PAY 18.36 17 Feb '17 15 18.00 0.283 0.65 611 17.00 0.444 1.30 275 -0.65 1.00 2.86 0.16
41 FCAU 10.90 17 Feb '17 15 11.00 0.364 0.30 146 10.00 0.523 0.95 33 -0.65 1.00 2.86 0.16
42 ERY 10.48 17 Feb '17 15 10.00 0.470 0.80 103 9.00 0.628 1.35 3 -0.55 1.00 2.22 0.16
43 RFP 4.45 21 Jul '17 169 5.00 0.856 1.05 5 2.50 1.010 2.05 2 -1.00 2.50 1.67 0.15
44 CS 14.94 17 Mar '17 43 15.00 0.380 0.80 52 12.50 0.534 2.50 11 -1.70 2.50 3.12 0.15
45 FIG 5.79 16 Jun '17 134 5.00 0.291 0.95 72 4.00 0.438 1.70 1 -0.75 1.00 4.00 0.15
46 ZIOP 6.35 17 Mar '17 43 6.00 0.599 0.75 134 5.00 0.743 1.20 60 -0.45 1.00 1.82 0.14
47 TSL 10.10 16 Jun '17 134 11.00 0.256 0.55 14 10.00 0.398 1.00 62 -0.45 1.00 1.82 0.14
48 FRO 6.76 17 Mar '17 43 7.00 0.446 0.25 109 6.00 0.584 0.80 50 -0.55 1.00 2.22 0.14
49 PGNX 9.43 17 Feb '17 15 10.00 0.542 0.25 10 9.00 0.680 0.60 24 -0.35 1.00 1.54 0.14
50 WATT 15.42 17 Feb '17 15 15.00 0.586 1.00 1,211 12.50 0.723 2.75 554 -1.75 2.50 3.33 0.14
51 GNC 8.63 17 Feb '17 15 10.00 1.116 0.35 825 7.50 1.252 1.35 1 -1.00 2.50 1.67 0.14
52 AU 13.00 17 Feb '17 15 13.00 0.476 0.55 52 12.00 0.609 1.05 13 -0.50 1.00 2.00 0.13
53 UNG 7.95 10 Feb '17 8 8.00 0.455 0.21 193 7.50 0.585 0.47 171 -0.26 0.50 2.08 0.13
54 INFY 13.75 17 Feb '17 15 14.00 0.228 0.20 510 13.00 0.355 0.75 2 -0.55 1.00 2.22 0.13
55 IMMU 4.43 17 Mar '17 43 4.00 1.157 0.95 2 3.50 1.281 1.05 1 -0.10 0.50 1.25 0.12
56 NRZ 15.75 19 May '17 106 15.00 0.145 1.05 2,696 12.50 0.265 3.10 85 -2.05 2.50 5.56 0.12
57 SIRI 4.75 17 Mar '17 43 4.50 0.280 0.34 831 4.00 0.398 0.70 2 -0.36 0.50 3.57 0.12
58 SAN 5.68 17 Mar '17 43 5.50 0.285 0.35 80 5.00 0.400 0.65 10 -0.30 0.50 2.50 0.12
59 SPXU 19.29 17 Feb '17 15 19.00 0.331 0.70 101 18.00 0.441 1.20 6 -0.50 1.00 2.00 0.11
60 STM 14.24 17 Feb '17 15 15.00 0.382 0.20 616 12.50 0.492 1.70 178 -1.50 2.50 2.50 0.11
61 EGO 3.60 17 Feb '17 15 3.50 0.504 0.25 46 3.00 0.613 0.50 15 -0.25 0.50 2.00 0.11
62 MTCH 17.00 17 Feb '17 15 17.50 0.328 0.30 55 15.00 0.436 1.90 110 -1.60 2.50 2.78 0.11
63 OCLR 9.62 17 Feb '17 15 9.00 0.492 0.95 15 8.00 0.599 1.45 63 -0.50 1.00 2.00 0.11
64 ATI 21.60 17 Feb '17 15 22.50 0.522 0.60 30 20.00 0.626 1.75 20 -1.15 2.50 1.85 0.10
65 AEIS 61.28 17 Feb '17 15 60.00 0.283 2.30 80 55.00 0.384 6.30 10 -4.00 5.00 5.00 0.10
66 EXAS 19.21 17 Feb '17 15 19.00 0.512 1.00 175 18.00 0.613 1.40 49 -0.40 1.00 1.67 0.10
67 SNY 40.51 17 Feb '17 15 41.00 0.419 0.60 3 40.00 0.518 1.00 11 -0.40 1.00 1.67 0.10
68 TSE 68.45 17 Feb '17 15 65.00 0.327 4.10 4 60.00 0.424 8.50 14 -4.40 5.00 8.33 0.10
69 DEO 111.20 17 Feb '17 15 115.00 0.194 0.25 5 110.00 0.291 2.00 3 -1.75 5.00 1.54 0.10
70 NG 5.43 16 Jun '17 134 5.00 0.543 1.05 11 4.00 0.638 1.45 2 -0.40 1.00 1.67 0.09
71 TOO 5.75 19 May '17 106 6.00 0.408 0.55 216 5.00 0.502 0.90 10 -0.35 1.00 1.54 0.09
72 AFL 67.83 17 Feb '17 15 67.50 0.167 0.90 107 65.00 0.260 2.81 5 -1.91 2.50 4.24 0.09
73 SGYP 6.34 21 Jul '17 169 7.00 0.831 1.20 1,233 6.00 0.923 1.55 22 -0.35 1.00 1.54 0.09
74 AU 13.00 17 Feb '17 15 14.00 0.518 0.25 48 12.00 0.609 1.05 13 -0.80 2.00 1.67 0.09
75 AREX 3.23 21 Jul '17 169 4.00 0.720 0.65 2 3.00 0.811 0.70 2 -0.05 1.00 1.05 0.09
76 AFSI 26.66 17 Mar '17 43 27.50 0.262 0.70 26 25.00 0.353 2.00 14 -1.30 2.50 2.08 0.09
77 GTN 11.95 17 Feb '17 15 12.50 0.447 0.25 365 10.00 0.535 1.85 1 -1.60 2.50 2.78 0.09
78 ELY 10.99 17 Feb '17 15 11.00 0.411 0.50 218 10.00 0.499 1.05 18 -0.55 1.00 2.22 0.09
79 ALNY 41.46 17 Feb '17 15 45.00 0.641 1.10 9 40.00 0.729 2.90 19 -1.80 5.00 1.56 0.09
80 IPHI 47.49 17 Feb '17 15 50.00 0.584 1.50 32 45.00 0.672 3.80 5 -2.30 5.00 1.85 0.09
81 WFT 5.77 24 Feb '17 22 6.00 0.640 0.29 281 5.50 0.727 0.47 47 -0.18 0.50 1.56 0.09
82 GPOR 21.21 17 Mar '17 43 22.50 0.378 0.70 136 20.00 0.463 1.75 2 -1.05 2.50 1.72 0.09
83 TER 28.70 17 Feb '17 15 28.00 0.243 1.05 4 27.00 0.328 1.65 1 -0.60 1.00 2.50 0.09
84 GWR 74.68 17 Feb '17 15 75.00 0.327 1.95 3 70.00 0.412 5.10 1 -3.15 5.00 2.70 0.09
85 NYCB 14.93 17 Feb '17 15 15.00 0.151 0.20 2 14.00 0.236 0.70 35 -0.50 1.00 2.00 0.08
86 AMX 12.83 17 Feb '17 15 13.00 0.363 0.35 2,038 12.00 0.446 0.90 11 -0.55 1.00 2.22 0.08
87 OREX 3.54 21 Apr '17 78 4.00 1.179 0.65 26 3.00 1.262 0.90 2 -0.25 1.00 1.33 0.08
88 LPX 19.14 17 Feb '17 15 19.00 0.374 0.70 37 18.00 0.456 1.30 4 -0.60 1.00 2.50 0.08
89 STM 14.24 21 Jul '17 169 12.50 0.443 2.60 113 10.00 0.523 4.20 98 -1.60 2.50 2.78 0.08
90 LXRX 14.29 17 Mar '17 43 15.00 0.764 1.40 465 12.50 0.845 2.40 1 -1.00 2.50 1.67 0.08
91 XRX 7.17 19 May '17 106 7.00 0.271 0.48 40 6.00 0.349 1.20 5 -0.72 1.00 3.57 0.08
92 SYT 86.37 16 Jun '17 134 90.00 0.231 2.60 14 85.00 0.308 5.80 6 -3.20 5.00 2.78 0.08
93 CLNE 2.39 19 Jan '18 351 3.00 0.678 0.50 44 2.00 0.754 0.80 16 -0.30 1.00 1.43 0.08
94 WFT 5.77 17 Feb '17 15 5.50 0.673 0.49 1,131 5.00 0.747 0.79 471 -0.30 0.50 2.50 0.07
95 BOFI 28.65 17 Mar '17 43 30.00 0.384 1.10 36 25.00 0.458 3.90 2 -2.80 5.00 2.27 0.07
96 ARLP 23.80 17 Feb '17 15 25.00 0.399 0.25 56 22.50 0.473 1.25 15 -1.00 2.50 1.67 0.07
97 FTR 3.37 18 Jan '19 715 3.50 0.523 0.50 60 3.00 0.596 0.65 2 -0.15 0.50 1.43 0.07
98 YUMC 28.49 17 Mar '17 43 30.00 0.378 0.90 161 25.00 0.451 3.80 62 -2.90 5.00 2.38 0.07
99 OAS 14.28 17 Feb '17 15 15.00 0.452 0.35 151 14.00 0.525 0.65 85 -0.30 1.00 1.43 0.07
100 SGMS 18.90 17 Feb '17 15 18.00 0.496 1.35 5 17.00 0.568 2.00 20 -0.65 1.00 2.86 0.07
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