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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 TWO 10.25 16 Mar '18 170 10.00 0.065 0.40 2 9.00 0.992 1.15 24 -0.75 1.00 4.00 0.93
2 AXON 6.99 20 Oct '17 23 5.00 0.989 2.15 76 2.50 1.911 4.30 1 -2.15 2.50 7.14 0.92
3 XXII 2.71 19 Jan '18 114 2.00 0.767 0.90 53 1.00 1.672 1.60 10 -0.70 1.00 3.33 0.91
4 STWD 22.12 16 Mar '18 170 22.50 0.104 0.20 9 20.00 0.908 2.05 9 -1.85 2.50 3.85 0.80
5 ACHN 4.37 20 Oct '17 23 4.00 0.517 0.50 73 3.00 1.200 1.30 10 -0.80 1.00 5.00 0.68
6 ARLZ 2.07 15 Dec '17 79 2.00 0.835 0.50 41 1.00 1.365 0.90 12 -0.40 1.00 1.67 0.53
7 INAP 4.39 20 Oct '17 23 4.00 0.399 0.55 10 3.00 0.903 1.30 25 -0.75 1.00 4.00 0.50
8 OPK 6.86 6 Oct '17 9 6.50 0.440 0.45 9 6.00 0.926 0.80 10 -0.35 0.50 3.33 0.49
9 PDS 3.15 15 Dec '17 79 3.00 0.515 0.45 3 2.00 0.997 1.10 50 -0.65 1.00 2.86 0.48
10 LXU 8.33 20 Oct '17 23 7.50 0.598 1.15 2 5.00 1.077 3.20 10 -2.05 2.50 5.56 0.48
11 WPRT 3.08 20 Oct '17 23 3.00 0.515 0.25 134 2.00 0.970 1.05 598 -0.80 1.00 5.00 0.46
12 NAT 5.42 20 Oct '17 23 5.00 0.379 0.55 53 4.00 0.822 1.30 5 -0.75 1.00 4.00 0.44
13 AXTI 9.10 17 Nov '17 51 7.50 0.712 1.95 74 5.00 1.130 4.10 30 -2.15 2.50 7.14 0.42
14 PLUG 2.65 20 Oct '17 23 2.50 0.553 0.32 55 2.00 0.957 0.61 252 -0.29 0.50 2.38 0.40
15 CNDT 15.63 20 Oct '17 23 15.00 0.306 1.10 3 12.50 0.702 3.10 1 -2.00 2.50 5.00 0.40
16 TWO 10.25 15 Dec '17 79 10.00 0.148 0.30 4 9.00 0.540 1.15 36 -0.85 1.00 6.67 0.39
17 OIL 5.47 20 Oct '17 23 5.00 0.209 0.50 300 4.00 0.600 1.45 4 -0.95 1.00 20.00 0.39
18 WATT 12.53 20 Oct '17 23 12.50 0.627 0.90 24 10.00 0.984 2.45 10 -1.55 2.50 2.63 0.36
19 ACTG 4.65 17 Nov '17 51 5.00 1.066 0.65 37 2.50 1.395 2.05 1 -1.40 2.50 2.27 0.33
20 PSTG 16.15 20 Oct '17 23 15.00 0.323 1.35 761 12.50 0.647 3.50 3 -2.15 2.50 7.14 0.32
21 TK 9.06 20 Oct '17 23 10.00 0.460 0.15 54 7.50 0.773 1.50 170 -1.35 2.50 2.17 0.31
22 AI 13.24 19 Jan '18 114 12.50 0.541 0.85 310 10.00 0.853 3.10 10 -2.25 2.50 10.00 0.31
23 TRP 49.79 20 Oct '17 23 50.00 0.139 0.40 1 45.00 0.440 4.60 20 -4.20 5.00 6.25 0.30
24 NAVI 15.53 20 Oct '17 23 15.00 0.320 0.85 40 12.50 0.599 3.00 5 -2.15 2.50 7.14 0.28
25 SPXU 13.97 17 Nov '17 51 13.00 0.210 1.15 10 12.00 0.485 1.85 7 -0.70 1.00 3.33 0.28
26 PBI 13.74 20 Oct '17 23 14.00 0.167 0.15 33 13.00 0.434 0.70 31 -0.55 1.00 2.22 0.27
27 SWN 6.30 6 Oct '17 9 6.00 0.473 0.45 63 5.50 0.735 0.79 3 -0.34 0.50 3.13 0.26
28 ARWR 3.95 20 Oct '17 23 4.00 0.690 0.30 87 3.00 0.947 0.85 20 -0.55 1.00 2.22 0.26
29 IBN 8.46 20 Oct '17 23 8.00 0.254 0.54 4 7.00 0.509 1.43 10 -0.89 1.00 9.09 0.26
30 APRN 5.80 20 Oct '17 23 6.00 0.577 0.30 166 5.50 0.823 0.45 2,771 -0.15 0.50 1.43 0.25
31 LXU 8.33 15 Dec '17 79 7.50 0.610 1.65 1 5.00 0.851 3.30 4 -1.65 2.50 2.94 0.24
32 GRPN 4.91 20 Oct '17 23 4.50 0.367 0.50 1,010 4.00 0.597 0.87 174 -0.37 0.50 3.85 0.23
33 STM 19.11 20 Oct '17 23 17.50 0.381 1.80 172 15.00 0.610 4.00 17 -2.20 2.50 8.33 0.23
34 CLF 7.29 6 Oct '17 9 7.00 0.555 0.47 9,273 6.50 0.783 0.76 202 -0.29 0.50 2.38 0.23
35 STWD 22.12 15 Dec '17 79 20.00 0.448 2.25 9 17.50 0.673 4.50 8 -2.25 2.50 10.00 0.23
36 HCLP 9.65 17 Nov '17 51 10.00 0.660 0.85 127 7.50 0.885 2.20 103 -1.35 2.50 2.17 0.23
37 BGS 31.75 17 Nov '17 51 30.00 0.367 2.55 90 25.00 0.592 6.60 28 -4.05 5.00 5.26 0.22
38 AMRN 3.63 20 Oct '17 23 3.50 0.526 0.33 284 3.00 0.747 0.56 10 -0.23 0.50 1.85 0.22
39 AUY 2.68 20 Oct '17 23 2.50 0.498 0.24 61 2.00 0.715 0.65 1 -0.41 0.50 5.56 0.22
40 FORM 16.45 20 Oct '17 23 15.00 0.452 1.75 236 12.50 0.664 3.80 15 -2.05 2.50 5.56 0.21
41 AKS 5.37 6 Oct '17 9 5.00 0.395 0.43 81 4.50 0.606 0.82 113 -0.39 0.50 4.55 0.21
42 KTOS 13.30 20 Oct '17 23 12.50 0.588 1.25 314 10.00 0.797 3.20 2 -1.95 2.50 4.55 0.21
43 SBGL 4.39 20 Apr '18 205 5.00 0.547 0.60 148 2.50 0.754 1.80 56 -1.20 2.50 1.92 0.21
44 TK 9.06 19 Jan '18 114 7.50 0.525 2.00 39 5.00 0.730 3.90 5 -1.90 2.50 4.17 0.20
45 TWO 10.25 20 Oct '17 23 10.00 0.182 0.25 5 9.00 0.383 1.15 4 -0.90 1.00 10.00 0.20
46 HEES 29.17 20 Oct '17 23 30.00 0.373 0.75 1,895 25.00 0.572 4.10 20 -3.35 5.00 3.03 0.20
47 RLJ 22.12 17 Nov '17 51 22.50 0.217 0.65 6 20.00 0.416 2.05 4 -1.40 2.50 2.27 0.20
48 MTCH 23.94 20 Oct '17 23 22.50 0.375 1.85 10 20.00 0.573 3.90 2 -2.05 2.50 5.56 0.20
49 ODP 4.52 20 Oct '17 23 4.50 0.309 0.19 6 4.00 0.501 0.48 27 -0.29 0.50 2.38 0.19
50 CRBP 6.90 17 Nov '17 51 7.50 0.712 0.65 39 5.00 0.904 1.80 10 -1.15 2.50 1.85 0.19
51 CIM 18.96 20 Oct '17 23 19.00 0.236 0.25 119 18.00 0.424 0.95 9 -0.70 1.00 3.33 0.19
52 ATHX 2.20 20 Apr '18 205 3.00 1.042 0.50 135 2.00 1.226 0.70 100 -0.20 1.00 1.25 0.18
53 DSX 3.80 20 Oct '17 23 4.00 0.524 0.15 20 3.00 0.703 0.75 10 -0.60 1.00 2.50 0.18
54 MMC 84.22 20 Oct '17 23 80.00 0.203 4.40 4 75.00 0.380 9.10 1 -4.70 5.00 16.67 0.18
55 SBGL 4.39 19 Jan '18 114 5.00 0.581 0.40 73 2.50 0.753 1.80 5 -1.40 2.50 2.27 0.17
56 HBM 7.05 20 Oct '17 23 7.50 0.527 0.35 26 5.00 0.698 1.95 26 -1.60 2.50 2.78 0.17
57 MVIS 2.75 16 Feb '18 142 3.00 0.768 0.45 40 2.00 0.939 0.80 50 -0.35 1.00 1.54 0.17
58 OMN 9.25 20 Oct '17 23 10.00 0.440 0.20 85 7.50 0.609 1.65 22 -1.45 2.50 2.38 0.17
59 CLMT 8.15 20 Oct '17 23 8.00 0.552 0.60 2 7.00 0.716 1.20 1 -0.60 1.00 2.50 0.16
60 SN 4.96 20 Oct '17 23 5.00 0.641 0.35 300 4.00 0.805 0.90 318 -0.55 1.00 2.22 0.16
61 NE 4.62 6 Oct '17 9 4.50 0.534 0.23 43 4.00 0.691 0.63 2 -0.40 0.50 5.00 0.16
62 WFT 4.50 20 Oct '17 23 4.50 0.477 0.22 2,846 4.00 0.634 0.56 292 -0.34 0.50 3.13 0.16
63 ALDR 11.35 17 Nov '17 51 12.50 0.608 0.65 20 10.00 0.761 1.80 20 -1.15 2.50 1.85 0.15
64 HCLP 9.65 20 Oct '17 23 10.00 0.620 0.50 465 7.50 0.772 2.10 21 -1.60 2.50 2.78 0.15
65 PBPB 11.50 20 Oct '17 23 12.00 0.341 0.30 1 11.00 0.492 0.65 100 -0.35 1.00 1.54 0.15
66 FOE 21.68 20 Oct '17 23 22.50 0.230 0.30 30 20.00 0.379 1.65 10 -1.35 2.50 2.17 0.15
67 LLNW 4.06 16 Mar '18 170 4.00 0.518 0.65 11 3.00 0.664 1.15 1 -0.50 1.00 2.00 0.15
68 DDR 9.18 19 Jan '18 114 10.00 0.353 0.40 11 7.50 0.499 1.75 30 -1.35 2.50 2.17 0.15
69 SFL 14.55 19 Jan '18 114 15.00 0.189 0.35 197 12.50 0.334 2.00 3 -1.65 2.50 2.94 0.15
70 MTW 8.93 20 Oct '17 23 8.00 0.423 1.10 53 7.00 0.566 1.90 1 -0.80 1.00 5.00 0.14
71 TDC 33.60 20 Oct '17 23 32.50 0.253 1.60 24 30.00 0.395 3.60 10 -2.00 2.50 5.00 0.14
72 HBAN 13.75 20 Oct '17 23 13.00 0.244 0.84 109 12.00 0.385 1.76 20 -0.92 1.00 12.50 0.14
73 CHK 4.42 20 Oct '17 23 4.00 0.487 0.49 729 3.50 0.626 0.87 35 -0.38 0.50 4.17 0.14
74 SIRI 5.53 20 Oct '17 23 5.50 0.189 0.15 20 5.00 0.328 0.47 30 -0.32 0.50 2.78 0.14
75 FMSA 4.63 20 Oct '17 23 4.50 0.747 0.50 147 4.00 0.882 0.70 137 -0.20 0.50 1.67 0.13
76 EXTR 11.84 20 Oct '17 23 12.50 0.374 0.30 161 10.00 0.507 1.70 18 -1.40 2.50 2.27 0.13
77 KEM 20.93 20 Oct '17 23 20.00 0.497 1.85 164 19.00 0.629 2.30 26 -0.45 1.00 1.82 0.13
78 AKS 5.37 20 Oct '17 23 5.00 0.453 0.49 40 4.50 0.584 0.89 54 -0.40 0.50 5.00 0.13
79 UNG 6.66 6 Oct '17 9 6.50 0.328 0.25 190 6.00 0.459 0.66 200 -0.41 0.50 5.56 0.13
80 UVE 22.65 17 Nov '17 51 22.50 0.452 1.85 564 20.00 0.583 3.10 20 -1.25 2.50 2.00 0.13
81 LLNW 4.06 15 Dec '17 79 4.00 0.527 0.50 9 3.00 0.654 1.05 4 -0.55 1.00 2.22 0.13
82 LLNW 4.06 20 Oct '17 23 4.00 0.605 0.35 148 3.00 0.731 0.95 100 -0.60 1.00 2.50 0.13
83 AOS 59.00 20 Oct '17 23 60.00 0.144 0.55 151 55.00 0.269 4.00 24 -3.45 5.00 3.23 0.13
84 ZUMZ 17.60 20 Oct '17 23 17.50 0.469 0.95 127 15.00 0.593 2.60 1 -1.65 2.50 2.94 0.12
85 AEO 14.46 6 Oct '17 9 14.00 0.415 0.65 20 13.50 0.538 0.90 20 -0.25 0.50 2.00 0.12
86 ITT 44.25 20 Oct '17 23 45.00 0.237 0.80 15 40.00 0.358 4.30 4 -3.50 5.00 3.33 0.12
87 DSW 21.50 20 Oct '17 23 20.00 0.376 1.85 19 17.50 0.496 3.90 7 -2.05 2.50 5.56 0.12
88 HZNP 12.51 20 Oct '17 23 12.00 0.477 0.95 4 11.00 0.596 1.55 20 -0.60 1.00 2.50 0.12
89 CG 23.55 17 Nov '17 51 22.50 0.287 1.65 100 20.00 0.406 3.50 35 -1.85 2.50 3.85 0.12
90 CY 14.43 20 Oct '17 23 14.00 0.355 0.80 37 13.00 0.473 1.45 10 -0.65 1.00 2.86 0.12
91 STON 6.52 20 Oct '17 23 7.50 0.798 0.25 115 5.00 0.914 1.55 60 -1.30 2.50 2.08 0.12
92 QID 15.66 20 Oct '17 23 15.00 0.176 0.80 59 14.00 0.291 1.55 5 -0.75 1.00 4.00 0.11
93 PETS 35.98 20 Oct '17 23 35.00 0.569 2.60 3 30.00 0.684 6.20 3 -3.60 5.00 3.57 0.11
94 DDR 9.18 17 Nov '17 51 10.00 0.398 0.30 450 7.50 0.512 1.70 10 -1.40 2.50 2.27 0.11
95 AL 41.02 17 Nov '17 51 40.00 0.262 2.25 11 35.00 0.376 6.10 1 -3.85 5.00 4.35 0.11
96 ONDK 4.77 17 Nov '17 51 5.00 0.556 0.35 1 4.00 0.669 0.85 5 -0.50 1.00 2.00 0.11
97 MWA 12.82 17 Nov '17 51 12.50 0.304 0.80 4 10.00 0.416 2.70 5 -1.90 2.50 4.17 0.11
98 ARWR 3.95 15 Dec '17 79 4.00 0.644 0.55 350 3.00 0.756 0.95 10 -0.40 1.00 1.67 0.11
99 AUPH 6.26 20 Oct '17 23 7.50 0.771 0.15 208 5.00 0.882 1.10 101 -0.95 2.50 1.61 0.11
100 SWIR 21.45 20 Oct '17 23 22.50 0.352 0.45 5 20.00 0.460 1.65 10 -1.20 2.50 1.92 0.11
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