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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 VXX 11.22 4 Aug '17 4 11.00 0.373 0.31 4,032 10.50 1.262 0.68 271 -0.37 0.50 3.85 0.89
2 CLMT 5.20 18 Aug '17 18 5.00 0.640 0.50 10 4.00 1.185 1.05 40 -0.55 1.00 2.22 0.54
3 TK 9.80 20 Oct '17 81 7.50 0.572 2.55 204 5.00 1.077 4.70 2 -2.15 2.50 7.14 0.50
4 OIL 5.33 15 Sep '17 46 5.00 0.303 0.45 152 4.00 0.701 1.25 500 -0.80 1.00 5.00 0.40
5 CHK 4.96 11 Aug '17 11 4.50 0.569 0.57 99 4.00 0.964 0.96 2 -0.39 0.50 4.55 0.40
6 STM 16.85 18 Aug '17 18 15.00 0.419 2.00 49 12.50 0.802 4.30 47 -2.30 2.50 12.50 0.38
7 EROS 10.00 18 Aug '17 18 12.50 0.904 0.25 127 7.50 1.282 2.60 1 -2.35 5.00 1.89 0.38
8 EROS 10.00 18 Aug '17 18 10.00 0.904 0.85 21 7.50 1.282 2.60 1 -1.75 2.50 3.33 0.38
9 AB 24.75 20 Oct '17 81 25.00 0.131 0.55 23 22.50 0.505 2.00 3 -1.45 2.50 2.38 0.37
10 RCII 13.22 15 Sep '17 46 12.50 0.418 1.25 1 10.00 0.765 3.10 17 -1.85 2.50 3.85 0.35
11 AUY 2.60 11 Aug '17 11 2.50 0.518 0.16 100 2.00 0.848 0.59 100 -0.43 0.50 7.14 0.33
12 IMGN 5.94 15 Sep '17 46 6.00 0.734 0.70 15 5.00 1.060 1.05 70 -0.35 1.00 1.54 0.33
13 AU 10.00 18 Aug '17 18 9.00 0.447 1.15 15 8.00 0.773 1.95 5 -0.80 1.00 5.00 0.33
14 TK 9.80 19 Jan '18 172 7.50 0.478 2.60 87 5.00 0.791 4.70 77 -2.10 2.50 6.25 0.31
15 FSM 4.99 18 Aug '17 18 5.00 0.463 0.25 5 4.00 0.768 1.00 10 -0.75 1.00 4.00 0.31
16 CSLT 4.30 17 Nov '17 109 5.00 0.634 0.55 10 2.50 0.939 1.80 99 -1.25 2.50 2.00 0.30
17 KTOS 11.01 18 Aug '17 18 10.00 0.602 1.25 542 7.50 0.897 3.40 17 -2.15 2.50 7.14 0.29
18 BGFV 10.75 18 Aug '17 18 10.00 0.741 1.20 102 7.50 1.027 3.20 2 -2.00 2.50 5.00 0.29
19 AUY 2.60 18 Aug '17 18 2.50 0.477 0.17 325 2.00 0.760 0.60 70 -0.43 0.50 7.14 0.28
20 DXD 11.28 18 Aug '17 18 11.00 0.145 0.35 1 10.00 0.417 1.30 415 -0.95 1.00 20.00 0.27
21 DSW 18.05 18 Aug '17 18 17.50 0.352 0.95 9 15.00 0.622 3.00 5 -2.05 2.50 5.56 0.27
22 JASO 6.28 15 Sep '17 46 6.00 0.393 0.60 300 5.00 0.649 1.20 14 -0.60 1.00 2.50 0.26
23 SIRI 5.86 15 Sep '17 46 5.50 0.228 0.45 34 5.00 0.478 0.84 100 -0.39 0.50 4.55 0.25
24 GMLP 22.51 18 Aug '17 18 22.50 0.148 0.35 57 20.00 0.380 2.35 40 -2.00 2.50 5.00 0.23
25 GNC 9.51 18 Aug '17 18 10.00 0.650 0.40 491 7.50 0.881 1.95 15 -1.55 2.50 2.63 0.23
26 TGH 16.20 18 Aug '17 18 17.50 0.567 0.55 5 15.00 0.795 1.50 50 -0.95 2.50 1.61 0.23
27 WTR 33.38 15 Sep '17 46 35.00 0.149 0.20 25 30.00 0.374 3.20 5 -3.00 5.00 2.50 0.23
28 HOV 2.20 19 Jan '18 172 2.00 0.546 0.50 91 1.00 0.770 1.15 30 -0.65 1.00 2.86 0.22
29 AMRN 3.54 18 Aug '17 18 4.00 1.164 0.28 191 3.50 1.383 0.30 20 -0.02 0.50 1.04 0.22
30 CHK 4.96 4 Aug '17 4 5.00 0.645 0.12 9,390 4.50 0.858 0.47 167 -0.35 0.50 3.33 0.21
31 ATEN 7.07 17 Nov '17 109 7.50 0.410 0.55 17 5.00 0.615 2.05 5 -1.50 2.50 2.50 0.21
32 JCP 5.41 11 Aug '17 11 5.00 0.522 0.58 83 4.50 0.727 0.87 6 -0.29 0.50 2.38 0.20
33 SPXU 14.75 18 Aug '17 18 14.00 0.178 0.85 60 13.00 0.378 1.65 3 -0.80 1.00 5.00 0.20
34 SWN 5.70 18 Aug '17 18 5.50 0.541 0.46 74 5.00 0.738 0.75 17 -0.29 0.50 2.38 0.20
35 WIN 3.79 16 Feb '18 200 4.00 0.445 0.35 33 3.00 0.642 0.80 40 -0.45 1.00 1.82 0.20
36 HDP 13.40 18 Aug '17 18 12.50 0.907 1.65 1 10.00 1.103 3.30 1 -1.65 2.50 2.94 0.20
37 SIRI 5.86 18 Aug '17 18 5.50 0.252 0.39 85 5.00 0.443 0.84 8 -0.45 0.50 10.00 0.19
38 CHK 4.96 18 Aug '17 18 4.50 0.567 0.56 172 4.00 0.753 0.97 34 -0.41 0.50 5.56 0.19
39 BBD 9.62 18 Aug '17 18 9.00 0.359 0.74 10 8.00 0.545 1.60 10 -0.86 1.00 7.14 0.19
40 RIC 8.35 17 Nov '17 109 7.50 0.590 1.60 20 5.00 0.772 3.30 210 -1.70 2.50 3.12 0.18
41 BOIL 8.37 18 Aug '17 18 8.00 0.571 0.70 155 7.00 0.745 1.15 2 -0.45 1.00 1.82 0.17
42 IPI 3.03 15 Sep '17 46 3.00 0.786 0.40 200 2.00 0.959 1.00 25 -0.60 1.00 2.50 0.17
43 KIM 20.18 18 Aug '17 18 20.00 0.244 0.70 33 17.50 0.413 2.50 1 -1.80 2.50 3.57 0.17
44 NTNX 21.25 18 Aug '17 18 20.00 0.613 1.95 58 17.50 0.779 3.70 10 -1.75 2.50 3.33 0.17
45 HL 5.41 18 Aug '17 18 5.00 0.408 0.47 37 4.50 0.573 0.89 8 -0.42 0.50 6.25 0.17
46 WFT 4.46 11 Aug '17 11 4.50 0.578 0.29 212 4.00 0.740 0.38 5 -0.09 0.50 1.22 0.16
47 UNG 6.32 18 Aug '17 18 6.00 0.297 0.39 1,221 5.50 0.452 0.80 48 -0.41 0.50 5.56 0.15
48 CLNE 2.62 15 Dec '17 137 3.00 0.482 0.20 20 2.00 0.636 0.70 2 -0.50 1.00 2.00 0.15
49 HTZ 13.67 15 Sep '17 46 12.50 0.936 2.45 35 10.00 1.089 4.00 11 -1.55 2.50 2.63 0.15
50 USO 10.28 4 Aug '17 4 10.00 0.386 0.36 1,519 9.50 0.536 0.78 244 -0.42 0.50 6.25 0.15
51 LPL 14.23 18 Aug '17 18 15.00 0.403 0.25 273 12.50 0.549 1.75 5 -1.50 2.50 2.50 0.15
52 ZEN 29.31 18 Aug '17 18 30.00 0.579 1.25 13 25.00 0.724 4.50 1 -3.25 5.00 2.86 0.15
53 OCUL 6.33 15 Sep '17 46 7.50 0.885 0.50 15 5.00 1.030 1.50 10 -1.00 2.50 1.67 0.15
54 GPOR 12.62 18 Aug '17 18 12.50 0.465 0.70 32 10.00 0.608 2.55 25 -1.85 2.50 3.85 0.14
55 EGO 2.12 20 Oct '17 81 2.00 0.474 0.30 70 1.50 0.616 0.60 20 -0.30 0.50 2.50 0.14
56 AUY 2.60 15 Sep '17 46 2.50 0.486 0.24 26 2.00 0.628 0.61 6 -0.37 0.50 3.85 0.14
57 MDXG 14.96 18 Aug '17 18 15.00 0.490 0.80 1 12.50 0.630 2.40 3 -1.60 2.50 2.78 0.14
58 CYH 7.14 4 Aug '17 4 7.00 1.274 0.55 51 6.50 1.412 0.70 20 -0.15 0.50 1.43 0.14
59 AG 8.23 4 Aug '17 4 8.00 0.796 0.45 30 7.50 0.933 0.70 21 -0.25 0.50 2.00 0.14
60 CYH 7.14 18 Aug '17 18 7.50 0.787 0.40 6 7.00 0.923 0.50 65 -0.10 0.50 1.25 0.14
61 F 11.22 4 Aug '17 4 11.00 0.257 0.27 933 10.50 0.392 0.71 690 -0.44 0.50 8.33 0.14
62 NGD 3.35 18 Aug '17 18 3.00 0.472 0.40 191 2.50 0.607 0.80 3 -0.40 0.50 5.00 0.14
63 TRVG 21.27 18 Aug '17 18 20.00 0.602 2.05 74 17.50 0.737 3.80 30 -1.75 2.50 3.33 0.13
64 UCO 17.33 18 Aug '17 18 17.50 0.442 0.87 13 17.00 0.576 1.00 11 -0.13 0.50 1.35 0.13
65 AFSI 16.00 18 Aug '17 18 17.50 0.614 0.40 156 15.00 0.746 1.45 33 -1.05 2.50 1.72 0.13
66 ANF 9.84 4 Aug '17 4 10.00 0.583 0.18 217 9.00 0.715 0.82 10 -0.64 1.00 2.78 0.13
67 KTOS 11.01 17 Nov '17 109 10.00 0.573 1.95 18 7.50 0.703 3.60 6 -1.65 2.50 2.94 0.13
68 HCN 73.39 18 Aug '17 18 72.50 0.185 1.35 11 70.00 0.315 3.30 5 -1.95 2.50 4.55 0.13
69 CTRL 22.85 18 Aug '17 18 22.50 0.922 2.15 15 20.00 1.051 3.50 7 -1.35 2.50 2.17 0.13
70 CMRE 6.43 15 Sep '17 46 7.00 0.386 0.20 401 6.00 0.515 0.55 21 -0.35 1.00 1.54 0.13
71 CALA 15.30 18 Aug '17 18 17.50 0.875 0.55 66 15.00 1.004 1.15 6 -0.60 2.50 1.32 0.13
72 INTC 35.47 4 Aug '17 4 35.00 0.282 0.54 7,074 34.50 0.411 0.96 230 -0.42 0.50 6.25 0.13
73 IRM 36.43 18 Aug '17 18 37.50 0.179 0.30 235 35.00 0.307 1.55 30 -1.25 2.50 2.00 0.13
74 MXL 26.20 18 Aug '17 18 30.00 0.546 0.30 30 25.00 0.673 2.00 2 -1.70 5.00 1.52 0.13
75 FIT 5.16 25 Aug '17 25 5.50 0.715 0.33 2 5.00 0.841 0.49 30 -0.16 0.50 1.47 0.13
76 CLD 3.46 17 Nov '17 109 5.00 0.715 0.20 6 2.50 0.842 1.05 100 -0.85 2.50 1.52 0.13
77 FIT 5.16 4 Aug '17 4 5.50 1.643 0.23 378 5.00 1.769 0.41 418 -0.18 0.50 1.56 0.13
78 HL 5.41 4 Aug '17 4 5.00 0.529 0.44 12 4.50 0.654 0.88 3 -0.44 0.50 8.33 0.13
79 CLNE 2.62 19 Jan '18 172 3.00 0.501 0.25 168 2.00 0.626 0.70 360 -0.45 1.00 1.82 0.13
80 ERX 26.89 4 Aug '17 4 27.00 0.492 0.60 161 26.50 0.617 0.70 36 -0.10 0.50 1.25 0.13
81 AJRD 23.45 18 Aug '17 18 22.50 0.400 1.45 1 20.00 0.525 3.40 1 -1.95 2.50 4.55 0.13
82 ECA 10.06 18 Aug '17 18 10.00 0.472 0.50 104 9.00 0.595 1.10 31 -0.60 1.00 2.50 0.12
83 AG 8.23 4 Aug '17 4 8.50 0.675 0.15 172 8.00 0.796 0.35 30 -0.20 0.50 1.67 0.12
84 EROS 10.00 15 Dec '17 137 12.50 0.779 1.20 225 7.50 0.899 3.10 1 -1.90 5.00 1.61 0.12
85 HLX 6.54 15 Sep '17 46 6.00 0.544 0.90 81 5.00 0.662 1.55 120 -0.65 1.00 2.86 0.12
86 WFT 4.46 18 Aug '17 18 4.50 0.553 0.21 697 4.00 0.670 0.51 128 -0.30 0.50 2.50 0.12
87 EROS 10.00 15 Dec '17 137 10.00 0.782 2.00 300 7.50 0.899 3.10 1 -1.10 2.50 1.79 0.12
88 BREW 17.50 18 Aug '17 18 17.50 0.678 1.10 135 15.00 0.794 2.65 175 -1.55 2.50 2.63 0.12
89 GRPN 3.76 15 Sep '17 46 3.50 0.712 0.52 20 3.00 0.828 0.85 1 -0.33 0.50 2.94 0.12
90 POT 17.90 4 Aug '17 4 18.00 0.275 0.20 220 17.50 0.388 0.42 16 -0.22 0.50 1.79 0.11
91 SNCR 16.88 18 Aug '17 18 17.50 0.489 0.50 1,930 15.00 0.602 2.05 10 -1.55 2.50 2.63 0.11
92 ERJ 20.27 18 Aug '17 18 20.00 0.325 0.80 31 17.50 0.438 2.70 10 -1.90 2.50 4.17 0.11
93 CEQP 24.60 18 Aug '17 18 25.00 0.239 0.45 279 22.50 0.351 1.85 2 -1.40 2.50 2.27 0.11
94 GPRO 8.24 4 Aug '17 4 8.00 1.069 0.53 93 7.50 1.181 0.79 8 -0.26 0.50 2.08 0.11
95 WPZ 41.43 15 Sep '17 46 40.00 0.216 1.80 19 37.50 0.327 3.80 27 -2.00 2.50 5.00 0.11
96 SPPI 7.46 18 Aug '17 18 8.00 0.477 0.20 105 7.00 0.588 0.50 2 -0.30 1.00 1.43 0.11
97 SKT 26.43 18 Aug '17 18 25.00 0.528 2.15 125 22.50 0.637 4.00 14 -1.85 2.50 3.85 0.11
98 GERN 2.65 15 Dec '17 137 3.00 0.699 0.35 35 2.00 0.806 0.75 10 -0.40 1.00 1.67 0.11
99 SIG 61.16 18 Aug '17 18 60.00 0.428 3.10 2 55.00 0.535 6.50 1 -3.40 5.00 3.13 0.11
100 NVCR 20.60 18 Aug '17 18 20.00 0.569 1.45 58 17.50 0.675 3.10 31 -1.65 2.50 2.94 0.11
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