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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 HOV 2.87 20 Jan '17 30 2.50 0.477 0.45 50 2.00 0.968 0.85 96 -0.40 0.50 5.00 0.49
2 CERS 4.37 17 Feb '17 58 4.00 0.583 0.65 15 3.00 0.994 1.35 70 -0.70 1.00 3.33 0.41
3 ONVO 3.56 20 Jan '17 30 3.50 0.605 0.35 10 3.00 1.007 0.55 3 -0.20 0.50 1.67 0.40
4 NG 3.93 20 Jan '17 30 4.00 0.515 0.25 26 3.00 0.912 0.90 22 -0.65 1.00 2.86 0.40
5 MPW 12.07 20 Jan '17 30 12.50 0.268 0.25 242 10.00 0.598 2.05 20 -1.80 2.50 3.57 0.33
6 CLDX 3.79 20 Jan '17 30 4.00 0.776 0.30 58 3.00 1.080 0.75 5 -0.45 1.00 1.82 0.30
7 GV 4.45 20 Jan '17 30 5.00 0.668 0.20 12 2.50 0.970 1.60 1 -1.40 2.50 2.27 0.30
8 GRPN 3.61 20 Jan '17 30 3.50 0.467 0.26 61 3.00 0.750 0.60 8 -0.34 0.50 3.13 0.28
9 MUX 2.74 17 Feb '17 58 3.00 0.746 0.25 20 2.00 0.989 0.75 6 -0.50 1.00 2.00 0.24
10 TWI 11.35 20 Jan '17 30 10.00 0.394 1.50 16 7.50 0.609 3.80 5,031 -2.30 2.50 12.50 0.22
11 LLNW 2.56 17 Mar '17 86 3.00 0.815 0.40 7 2.00 1.010 0.60 1 -0.20 1.00 1.25 0.19
12 NGD 3.16 20 Jan '17 30 3.00 0.598 0.35 11 2.50 0.793 0.55 8 -0.20 0.50 1.67 0.19
13 EUFN 18.99 20 Jan '17 30 18.00 0.168 1.25 1 17.00 0.355 1.85 3 -0.60 1.00 2.50 0.19
14 CLD 5.86 20 Jan '17 30 7.50 0.837 0.15 5 5.00 1.018 0.90 181 -0.75 2.50 1.43 0.18
15 NOK 4.76 27 Jan '17 37 5.00 0.424 0.28 337 4.50 0.604 0.34 2 -0.06 0.50 1.14 0.18
16 SPXU 19.83 20 Jan '17 30 19.00 0.241 1.10 2 18.00 0.410 1.70 20 -0.60 1.00 2.50 0.17
17 OIL 6.15 20 Jan '17 30 6.00 0.312 0.35 113 5.00 0.469 1.10 10 -0.75 1.00 4.00 0.16
18 GORO 4.03 17 Mar '17 86 5.00 0.669 0.30 2 2.50 0.818 1.40 4 -1.10 2.50 1.79 0.15
19 TD 49.92 20 Jan '17 30 47.50 0.253 2.80 2 45.00 0.397 4.90 40 -2.10 2.50 6.25 0.14
20 CS 15.13 20 Jan '17 30 15.00 0.373 0.75 93 12.50 0.517 2.70 380 -1.95 2.50 4.55 0.14
21 APOL 9.91 20 Jan '17 30 9.00 0.242 0.95 422 8.00 0.385 1.91 5 -0.96 1.00 25.00 0.14
22 VHC 2.45 20 Jan '17 30 3.00 1.204 0.25 240 2.00 1.343 0.50 4 -0.25 1.00 1.33 0.14
23 OMER 10.13 20 Jan '17 30 11.00 0.719 0.60 18 10.00 0.856 0.80 2 -0.20 1.00 1.25 0.14
24 CRBP 8.45 20 Jan '17 30 10.00 0.912 0.40 33 7.50 1.047 1.30 20 -0.90 2.50 1.56 0.14
25 SM 35.11 20 Jan '17 30 35.00 0.525 2.30 52 30.00 0.657 5.50 25 -3.20 5.00 2.78 0.13
26 CIM 17.49 17 Mar '17 86 17.00 0.176 0.60 12 16.00 0.305 1.40 1 -0.80 1.00 5.00 0.13
27 PMT 16.81 21 Apr '17 121 15.00 0.165 2.10 2 12.50 0.287 4.20 8 -2.10 2.50 6.25 0.12
28 GPOR 22.38 20 Jan '17 30 22.50 0.393 1.00 151 20.00 0.511 2.60 20 -1.60 2.50 2.78 0.12
29 GGB 3.19 16 Jun '17 177 3.00 0.713 0.75 20 2.00 0.831 1.30 10 -0.55 1.00 2.22 0.12
30 QSII 12.80 17 Mar '17 86 12.50 0.405 1.25 23 10.00 0.521 2.90 5 -1.65 2.50 2.94 0.12
31 LYG 3.21 21 Apr '17 121 3.00 0.366 0.40 200 2.50 0.479 0.70 2 -0.30 0.50 2.50 0.11
32 FCAU 9.05 20 Jan '17 30 9.00 0.339 0.40 145 8.00 0.451 1.05 46 -0.65 1.00 2.86 0.11
33 EGO 3.06 20 Jan '17 30 3.00 0.559 0.25 2,774 2.50 0.670 0.55 10 -0.30 0.50 2.50 0.11
34 NAVI 16.69 20 Jan '17 30 17.50 0.304 0.35 11 15.00 0.415 1.75 26 -1.40 2.50 2.27 0.11
35 VALE 7.91 6 Jan '17 16 8.00 0.464 0.28 8 7.50 0.574 0.52 3 -0.24 0.50 1.92 0.11
36 CY 11.94 20 Jan '17 30 11.00 0.434 1.10 240 10.00 0.542 1.80 41 -0.70 1.00 3.33 0.11
37 XRX 9.09 20 Jan '17 30 9.00 0.264 0.33 1,171 8.00 0.369 1.12 5 -0.79 1.00 4.76 0.11
38 RAD 8.47 20 Jan '17 30 8.50 0.335 0.32 704 8.00 0.439 0.68 1,846 -0.36 0.50 3.57 0.10
39 KNDI 5.10 20 Jan '17 30 5.50 0.604 0.25 64 5.00 0.708 0.30 94 -0.05 0.50 1.11 0.10
40 CNP 24.65 20 Jan '17 30 25.00 0.178 0.40 55 24.00 0.281 0.85 1 -0.45 1.00 1.82 0.10
41 SIRI 4.53 20 Jan '17 30 4.50 0.280 0.17 45 4.00 0.383 0.49 2 -0.32 0.50 2.78 0.10
42 BOFI 28.43 20 Jan '17 30 30.00 0.484 1.00 160 25.00 0.585 3.80 7 -2.80 5.00 2.27 0.10
43 KEM 6.68 17 Mar '17 86 7.00 0.567 0.80 5 6.00 0.667 1.00 2 -0.20 1.00 1.25 0.10
44 RIC 5.60 19 May '17 149 7.50 0.706 0.65 35 5.00 0.803 1.15 1 -0.50 2.50 1.25 0.10
45 ARLZ 4.63 17 Mar '17 86 4.00 0.766 1.05 484 3.00 0.862 1.60 32 -0.55 1.00 2.22 0.10
46 TSL 9.48 20 Jan '17 30 10.00 0.351 0.19 246 9.00 0.447 0.46 200 -0.27 1.00 1.37 0.10
47 MDR 7.65 20 Jan '17 30 8.00 0.418 0.25 108 7.00 0.513 0.75 160 -0.50 1.00 2.00 0.09
48 TD 49.92 20 Jan '17 30 50.00 0.159 0.70 11 47.50 0.253 2.45 2 -1.75 2.50 3.33 0.09
49 FTR 3.29 19 May '17 149 3.50 0.418 0.25 1,145 3.00 0.509 0.45 45 -0.20 0.50 1.67 0.09
50 STI 56.02 20 Jan '17 30 55.00 0.247 2.15 34 50.00 0.338 6.20 4 -4.05 5.00 5.26 0.09
51 P 13.28 6 Jan '17 16 13.00 0.500 0.80 100 12.50 0.591 0.94 10 -0.14 0.50 1.39 0.09
52 GIS 62.39 20 Jan '17 30 60.00 0.235 2.88 39 57.50 0.324 4.90 1 -2.02 2.50 5.21 0.09
53 GE 32.13 6 Jan '17 16 32.00 0.086 0.32 461 31.50 0.172 0.61 615 -0.29 0.50 2.38 0.09
54 CS 15.13 17 Mar '17 86 15.00 0.392 1.35 38 12.50 0.479 2.90 2 -1.55 2.50 2.63 0.09
55 EXEL 16.32 20 Jan '17 30 16.00 0.668 1.45 37 15.00 0.755 1.95 62 -0.50 1.00 2.00 0.09
56 ADXS 7.86 20 Jan '17 30 10.00 0.837 0.20 181 7.50 0.922 0.80 10 -0.60 2.50 1.32 0.09
57 WUBA 29.14 20 Jan '17 30 30.00 0.403 1.00 52 25.00 0.487 4.30 7 -3.30 5.00 2.94 0.08
58 HCLP 18.75 20 Jan '17 30 20.00 0.627 0.90 111 17.50 0.706 2.00 2 -1.10 2.50 1.79 0.08
59 CC 23.43 20 Jan '17 30 23.00 0.613 2.00 872 22.00 0.692 2.25 29 -0.25 1.00 1.33 0.08
60 GGB 3.19 16 Jun '17 177 4.00 0.636 0.40 2 3.00 0.713 0.60 20 -0.20 1.00 1.25 0.08
61 STM 11.17 21 Jul '17 212 12.50 0.447 1.15 109 10.00 0.524 2.10 31 -0.95 2.50 1.61 0.08
62 FRED 20.35 20 Jan '17 30 22.50 0.713 1.00 1,179 20.00 0.790 1.95 256 -0.95 2.50 1.61 0.08
63 TGP 14.60 17 Feb '17 58 15.00 0.470 0.95 22 12.50 0.546 2.20 20 -1.25 2.50 2.00 0.08
64 CLVS 46.20 20 Jan '17 30 45.00 0.763 4.80 548 40.00 0.839 7.80 245 -3.00 5.00 2.50 0.08
65 TTMI 14.29 20 Jan '17 30 15.00 0.424 0.50 28 12.50 0.499 1.90 15 -1.40 2.50 2.27 0.08
66 OCUL 8.20 20 Jan '17 30 10.00 0.970 0.50 99 7.50 1.044 1.20 8 -0.70 2.50 1.39 0.07
67 AES 11.98 17 Feb '17 58 12.00 0.225 0.50 15 11.00 0.298 1.05 2 -0.55 1.00 2.22 0.07
68 AMBC 22.72 17 Feb '17 58 22.50 0.484 1.90 40 20.00 0.557 3.40 6 -1.50 2.50 2.50 0.07
69 ARRY 8.58 20 Jan '17 30 9.00 0.636 0.60 155 8.00 0.708 0.90 50 -0.30 1.00 1.43 0.07
70 RUTH 18.15 17 Feb '17 58 20.00 0.332 0.45 1 17.50 0.404 1.30 71 -0.85 2.50 1.52 0.07
71 TRUE 12.73 21 Apr '17 121 12.50 0.460 1.60 12 10.00 0.529 3.00 1 -1.40 2.50 2.27 0.07
72 MNTX 6.75 17 Mar '17 86 7.50 0.478 0.45 536 5.00 0.547 1.65 10 -1.20 2.50 1.92 0.07
73 ECA 12.30 20 Jan '17 30 12.00 0.423 0.80 69 11.00 0.492 1.45 5 -0.65 1.00 2.86 0.07
74 NUAN 15.18 20 Jan '17 30 15.00 0.278 0.65 6 14.00 0.347 1.25 50 -0.60 1.00 2.50 0.07
75 OCLR 9.52 20 Jan '17 30 9.00 0.622 1.05 596 8.00 0.690 1.60 5 -0.55 1.00 2.22 0.07
76 TOT 49.53 20 Jan '17 30 50.00 0.229 0.85 81 47.50 0.298 2.35 2 -1.50 2.50 2.50 0.07
77 ALL 74.44 20 Jan '17 30 72.50 0.152 2.51 17 70.00 0.220 4.60 13 -2.09 2.50 6.10 0.07
78 ADTN 22.95 17 Feb '17 58 22.00 0.343 1.85 2,250 21.00 0.411 2.35 2 -0.50 1.00 2.00 0.07
79 AU 9.83 20 Jan '17 30 10.00 0.486 0.50 9 9.00 0.554 1.00 44 -0.50 1.00 2.00 0.07
80 AGEN 4.19 20 Jan '17 30 5.00 0.895 0.20 31 4.00 0.961 0.40 30 -0.20 1.00 1.25 0.07
81 DNR 3.83 20 Jan '17 30 4.00 0.734 0.30 200 3.50 0.800 0.45 115 -0.15 0.50 1.43 0.07
82 AMN 39.45 20 Jan '17 30 40.00 0.343 1.40 5 35.00 0.409 4.50 11 -3.10 5.00 2.63 0.07
83 MDR 7.65 17 Feb '17 58 8.00 0.469 0.45 37 7.00 0.535 0.95 685 -0.50 1.00 2.00 0.07
84 GORO 4.03 16 Jun '17 177 5.00 0.657 0.70 9 2.50 0.722 1.50 3 -0.80 2.50 1.47 0.06
85 EPE 6.44 20 Jan '17 30 7.00 0.639 0.55 1 6.00 0.703 0.65 1 -0.10 1.00 1.11 0.06
86 SGMS 15.10 20 Jan '17 30 15.00 0.508 0.95 7 14.00 0.572 1.50 20 -0.55 1.00 2.22 0.06
87 CY 11.94 20 Jan '17 30 12.00 0.371 0.45 401 11.00 0.434 1.05 240 -0.60 1.00 2.50 0.06
88 CS 15.13 16 Jun '17 177 17.50 0.420 0.80 30 15.00 0.483 1.60 35 -0.80 2.50 1.47 0.06
89 FTR 3.29 18 Jan '19 758 3.50 0.590 0.65 240 3.00 0.653 0.70 10 -0.05 0.50 1.11 0.06
90 ESV 10.24 20 Jan '17 30 11.00 0.499 0.35 97 10.00 0.560 0.75 6 -0.40 1.00 1.67 0.06
91 SUN 23.54 17 Feb '17 58 25.00 0.396 0.75 172 22.50 0.457 1.60 15 -0.85 2.50 1.52 0.06
92 SNY 39.43 17 Feb '17 58 40.00 0.325 1.25 23 39.00 0.385 1.60 69 -0.35 1.00 1.54 0.06
93 JCI 42.81 20 Jan '17 30 43.00 0.212 1.02 106 42.00 0.271 1.43 3 -0.41 1.00 1.69 0.06
94 MCHP 65.17 20 Jan '17 30 65.00 0.210 1.80 12 62.50 0.269 3.20 4 -1.40 2.50 2.27 0.06
95 HSC 14.00 21 Jul '17 212 15.00 0.504 1.70 3 12.50 0.562 2.80 2 -1.10 2.50 1.79 0.06
96 RMBS 14.05 20 Jan '17 30 14.00 0.255 0.47 4 13.00 0.313 1.12 24 -0.65 1.00 2.86 0.06
97 EMR 56.92 20 Jan '17 30 57.50 0.194 1.05 976 55.00 0.252 2.50 6 -1.45 2.50 2.38 0.06
98 DO 19.19 17 Mar '17 86 20.00 0.447 1.42 46 17.50 0.505 2.65 10 -1.23 2.50 1.97 0.06
99 DNR 3.83 20 Jan '17 30 3.50 0.800 0.60 115 3.00 0.857 0.80 12 -0.20 0.50 1.67 0.06
100 HAR 110.75 21 Apr '17 121 110.00 0.067 2.15 3 105.00 0.124 6.70 4 -4.55 5.00 11.11 0.06
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