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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 CLNE 2.48 19 May '17 14 2.00 0.887 0.55 31 1.00 2.893 1.40 4 -0.85 1.00 6.67 2.01
2 CS 15.77 19 May '17 14 15.00 0.667 0.90 10,034 12.50 1.746 3.20 5,003 -2.30 2.50 12.50 1.08
3 CG 18.10 15 Dec '17 224 17.50 0.168 1.40 15 15.00 1.146 2.95 2 -1.55 2.50 2.63 0.98
4 VXX 14.47 12 May '17 7 14.00 0.417 0.62 12,464 13.50 1.376 0.90 257 -0.28 0.50 2.27 0.96
5 EXTR 8.91 15 Sep '17 133 7.50 0.438 1.90 6 5.00 1.196 3.60 2 -1.70 2.50 3.12 0.76
6 KTOS 9.08 19 May '17 14 7.50 0.554 1.60 551 5.00 1.309 3.80 54 -2.20 2.50 8.33 0.76
7 IMGN 4.17 19 May '17 14 4.00 0.965 0.50 5 3.00 1.704 1.10 10 -0.60 1.00 2.50 0.74
8 PFF 38.91 20 Oct '17 168 39.00 0.025 0.20 50 38.00 0.674 0.80 5 -0.60 1.00 2.50 0.65
9 PLUG 2.29 12 May '17 7 2.00 1.297 0.38 9 1.50 1.861 0.72 7 -0.34 0.50 3.13 0.56
10 DSX 3.85 19 May '17 14 4.00 0.622 0.15 601 3.00 1.139 0.80 232 -0.65 1.00 2.86 0.52
11 CS 15.77 16 Jun '17 42 15.00 0.431 0.80 72 12.50 0.944 3.20 3,716 -2.40 2.50 25.00 0.51
12 CS 15.77 15 Sep '17 133 15.00 0.297 1.15 62 12.50 0.799 3.10 800 -1.95 2.50 4.55 0.50
13 OSUR 14.99 21 Jul '17 77 12.50 0.378 2.80 10 10.00 0.875 4.80 89 -2.00 2.50 5.00 0.50
14 MACK 3.31 16 Jun '17 42 3.00 0.340 0.45 170 2.50 0.818 0.80 10 -0.35 0.50 3.33 0.48
15 SYT 93.50 15 Sep '17 133 90.00 0.167 3.60 396 85.00 0.626 8.40 83 -4.80 5.00 25.00 0.46
16 HCLP 13.30 19 May '17 14 12.50 0.671 1.25 65 10.00 1.080 3.20 5 -1.95 2.50 4.55 0.41
17 VEON 4.06 16 Jun '17 42 4.00 0.308 0.25 700 3.00 0.701 1.00 50 -0.75 1.00 4.00 0.39
18 STM 16.70 19 May '17 14 15.00 0.348 1.75 411 12.50 0.715 4.00 3 -2.25 2.50 10.00 0.37
19 FUEL 5.46 19 May '17 14 5.00 1.324 0.85 20 4.00 1.677 1.40 9 -0.55 1.00 2.22 0.35
20 ZNGA 3.20 16 Jun '17 42 3.00 0.237 0.27 903 2.50 0.587 0.66 74 -0.39 0.50 4.55 0.35
21 CHGG 11.49 21 Jul '17 77 10.00 0.329 1.80 35 7.50 0.670 3.90 25 -2.10 2.50 6.25 0.34
22 ZNGA 3.20 26 May '17 21 3.00 0.259 0.26 175 2.50 0.594 0.53 137 -0.27 0.50 2.17 0.33
23 HOS 2.99 16 Jun '17 42 3.00 1.004 0.45 100 2.00 1.325 0.95 20 -0.50 1.00 2.00 0.32
24 SSW 6.67 17 Nov '17 196 7.50 0.634 0.70 20 5.00 0.954 1.85 10 -1.15 2.50 1.85 0.32
25 ZNGA 3.20 19 May '17 14 3.00 0.326 0.21 1,455 2.50 0.627 0.65 149 -0.44 0.50 8.33 0.30
26 PAH 13.69 19 May '17 14 12.50 0.481 1.35 5 10.00 0.765 3.50 10 -2.15 2.50 7.14 0.28
27 ETP 22.71 16 Jun '17 42 22.00 0.131 0.90 10 21.00 0.406 1.60 13 -0.70 1.00 3.33 0.28
28 BZUN 17.66 19 May '17 14 17.50 0.522 1.00 483 15.00 0.792 2.70 814 -1.70 2.50 3.13 0.27
29 RBS 7.05 19 May '17 14 7.00 0.271 0.20 100 6.00 0.529 1.00 23 -0.80 1.00 5.00 0.26
30 SYT 93.50 16 Jun '17 42 90.00 0.067 3.60 185 85.00 0.321 8.40 168 -4.80 5.00 25.00 0.25
31 FRSH 5.18 18 Aug '17 105 5.00 0.632 0.85 18 2.50 0.876 2.60 1 -1.75 2.50 3.33 0.24
32 SWN 7.35 19 May '17 14 7.00 0.440 0.49 802 6.00 0.683 1.35 5 -0.86 1.00 7.14 0.24
33 RBS 7.05 16 Jun '17 42 7.00 0.288 0.35 160 6.00 0.529 1.00 25 -0.65 1.00 2.86 0.24
34 ADMP 3.50 16 Jun '17 42 5.00 1.504 0.35 58 2.50 1.733 1.15 67 -0.80 2.50 1.47 0.23
35 KGC 3.77 16 Jun '17 42 3.50 0.457 0.40 55 3.00 0.685 0.74 1 -0.34 0.50 3.13 0.23
36 UBS 17.65 19 May '17 14 17.50 0.323 0.25 90 15.00 0.549 2.55 2,859 -2.30 2.50 12.50 0.23
37 IMGN 4.17 21 Jul '17 77 4.00 0.889 0.85 108 3.00 1.114 1.25 2 -0.40 1.00 1.67 0.23
38 ONVO 2.71 17 Nov '17 196 3.00 0.540 0.40 5 2.00 0.765 0.80 1 -0.40 1.00 1.67 0.22
39 LILA 20.73 19 May '17 14 22.50 0.467 0.50 3 20.00 0.690 1.30 4 -0.80 2.50 1.47 0.22
40 TZA 17.30 12 May '17 7 17.00 0.397 0.58 99 16.50 0.614 0.80 22 -0.22 0.50 1.79 0.22
41 CHGG 11.49 16 Jun '17 42 12.50 0.309 0.20 1 10.00 0.517 1.50 2 -1.30 2.50 2.08 0.21
42 BCOR 20.30 16 Jun '17 42 20.00 0.280 1.00 30 17.50 0.487 2.60 8 -1.60 2.50 2.78 0.21
43 AGI 6.39 16 Jun '17 42 7.50 0.527 0.15 10 5.00 0.733 1.40 11 -1.25 2.50 2.00 0.21
44 RCII 11.76 19 May '17 14 12.50 0.409 0.15 4 10.00 0.614 1.60 1 -1.45 2.50 2.38 0.20
45 BCOR 20.30 19 May '17 14 20.00 0.242 0.60 60 17.50 0.441 2.65 27 -2.05 2.50 5.56 0.20
46 CWST 14.86 19 May '17 14 15.00 0.270 0.35 35 12.50 0.469 2.15 19 -1.80 2.50 3.57 0.20
47 AFSI 15.60 19 May '17 14 15.00 0.830 1.40 98 12.50 1.024 3.20 2 -1.80 2.50 3.57 0.19
48 ESV 7.86 19 May '17 14 8.00 0.426 0.25 21 7.00 0.619 0.75 12 -0.50 1.00 2.00 0.19
49 ATW 7.92 19 May '17 14 8.00 0.577 0.45 41 7.00 0.769 0.90 40 -0.45 1.00 1.82 0.19
50 AEP 68.41 19 May '17 14 67.50 0.142 1.05 359 65.00 0.330 3.30 2,366 -2.25 2.50 10.00 0.19
51 HTZ 14.98 19 May '17 14 15.00 0.915 1.15 172 12.50 1.101 2.55 25 -1.40 2.50 2.27 0.19
52 IBN 9.41 16 Jun '17 42 9.00 0.328 0.57 206 8.00 0.514 1.41 53 -0.84 1.00 6.25 0.19
53 AFSI 15.60 16 Jun '17 42 15.00 0.680 1.75 8 12.50 0.857 3.40 10 -1.65 2.50 2.94 0.18
54 SONC 28.50 19 May '17 14 27.50 0.194 1.20 7 25.00 0.368 3.30 1 -2.10 2.50 6.25 0.17
55 ING 17.35 19 May '17 14 17.00 0.197 0.50 557 16.00 0.369 1.25 10 -0.75 1.00 4.00 0.17
56 VIAV 11.33 19 May '17 14 11.00 0.402 0.56 878 10.00 0.573 1.33 32 -0.77 1.00 4.35 0.17
57 SAN 6.99 19 May '17 14 7.00 0.283 0.20 423 6.00 0.453 0.90 243 -0.70 1.00 3.33 0.17
58 IMGN 4.17 20 Oct '17 168 4.00 0.805 1.20 20 3.00 0.969 1.40 20 -0.20 1.00 1.25 0.16
59 GNC 7.19 16 Jun '17 42 7.50 0.674 0.55 49 5.00 0.834 2.05 10 -1.50 2.50 2.50 0.16
60 GNW 3.79 15 Sep '17 133 4.00 0.641 0.65 3 3.50 0.798 0.75 60 -0.10 0.50 1.25 0.16
61 ELY 12.93 19 May '17 14 12.00 0.331 1.10 590 11.00 0.482 1.85 44 -0.75 1.00 4.00 0.15
62 PSEC 9.15 19 May '17 14 9.00 0.232 0.30 263 8.00 0.381 1.05 2 -0.75 1.00 4.00 0.15
63 EXPD 54.39 19 May '17 14 55.00 0.155 0.45 83 50.00 0.303 4.30 25 -3.85 5.00 4.35 0.15
64 NAT 7.07 19 May '17 14 7.00 0.461 0.30 167 6.00 0.609 1.05 160 -0.75 1.00 4.00 0.15
65 CRAY 18.70 19 May '17 14 17.50 0.418 1.45 5 15.00 0.565 3.50 2 -2.05 2.50 5.56 0.15
66 NOK 6.18 12 May '17 7 6.00 0.317 0.24 205 5.50 0.462 0.66 33 -0.42 0.50 6.25 0.15
67 FUEL 5.46 19 May '17 14 6.00 1.180 0.35 160 5.00 1.324 0.65 20 -0.30 1.00 1.43 0.14
68 IMMU 6.36 19 May '17 14 6.00 0.817 0.75 258 5.50 0.960 0.90 182 -0.15 0.50 1.43 0.14
69 OC 62.27 19 May '17 14 60.00 0.219 2.65 7 55.00 0.358 7.10 14 -4.45 5.00 9.09 0.14
70 HBI 21.46 19 May '17 14 21.00 0.192 0.65 329 20.00 0.330 1.40 10 -0.75 1.00 4.00 0.14
71 CHK 5.46 12 May '17 7 5.00 0.519 0.49 3,553 4.50 0.654 0.93 53 -0.44 0.50 8.33 0.13
72 MVIS 2.10 17 Nov '17 196 2.00 0.930 0.65 51 1.00 1.063 0.95 53 -0.30 1.00 1.43 0.13
73 SN 7.93 19 May '17 14 8.00 0.617 0.55 315 7.00 0.749 0.95 111 -0.40 1.00 1.67 0.13
74 NADL 2.31 19 May '17 14 2.00 1.798 0.35 12 1.00 1.926 1.10 30 -0.75 1.00 4.00 0.13
75 ARRY 7.18 19 May '17 14 8.00 0.880 0.25 206 7.00 1.004 0.45 5 -0.20 1.00 1.25 0.12
76 RAD 4.11 18 Aug '17 105 4.00 0.982 1.00 450 3.50 1.106 1.15 50 -0.15 0.50 1.43 0.12
77 ECA 10.96 19 May '17 14 10.00 0.437 1.10 24 9.00 0.559 1.80 3 -0.70 1.00 3.33 0.12
78 NE 4.82 19 May '17 14 4.50 0.585 0.43 85 4.00 0.707 0.81 17 -0.38 0.50 4.17 0.12
79 CNP 28.05 19 May '17 14 28.00 0.158 0.35 61 27.00 0.279 0.95 4 -0.60 1.00 2.50 0.12
80 AUY 2.48 16 Jun '17 42 2.50 0.459 0.15 88 2.00 0.577 0.48 105 -0.33 0.50 2.94 0.12
81 MTCH 19.31 19 May '17 14 20.00 0.264 0.20 73 17.50 0.381 1.65 33 -1.45 2.50 2.38 0.12
82 SIRI 4.89 19 May '17 14 4.50 0.413 0.43 2 4.00 0.529 0.87 25 -0.44 0.50 8.33 0.12
83 FIT 6.15 12 May '17 7 6.00 0.521 0.27 634 5.50 0.636 0.64 126 -0.37 0.50 3.85 0.12
84 AUPH 7.02 20 Oct '17 168 7.50 0.832 1.50 43 5.00 0.945 2.60 6 -1.10 2.50 1.79 0.11
85 CNDT 17.69 21 Jul '17 77 20.00 0.246 0.40 3 17.50 0.357 1.05 89 -0.65 2.50 1.35 0.11
86 ON 14.42 19 May '17 14 14.00 0.509 0.85 569 13.00 0.618 1.45 111 -0.60 1.00 2.50 0.11
87 CRR 7.57 16 Jun '17 42 7.00 0.742 1.15 13 6.00 0.850 1.65 85 -0.50 1.00 2.00 0.11
88 CLNE 2.48 19 Jan '18 259 3.00 0.597 0.35 74 2.00 0.704 0.60 5 -0.25 1.00 1.33 0.11
89 KTOS 9.08 16 Jun '17 42 10.00 0.399 0.25 131 7.50 0.506 1.60 940 -1.35 2.50 2.17 0.11
90 JUNO 23.68 19 May '17 14 25.00 0.448 0.55 379 22.50 0.555 1.50 37 -0.95 2.50 1.61 0.11
91 EWH 22.93 19 May '17 14 22.00 0.170 0.95 274 21.00 0.272 1.80 8 -0.85 1.00 6.67 0.10
92 AFSI 15.60 19 May '17 14 17.50 0.728 0.40 204 15.00 0.830 1.30 98 -0.90 2.50 1.56 0.10
93 MDC 30.93 16 Jun '17 42 31.00 0.682 0.90 5 30.00 0.783 1.25 3 -0.35 1.00 1.54 0.10
94 ATRS 2.99 17 Nov '17 196 5.00 0.755 0.25 5 2.50 0.855 0.90 41 -0.65 2.50 1.35 0.10
95 CRR 7.57 19 May '17 14 8.00 0.710 0.30 75 7.00 0.809 0.70 123 -0.40 1.00 1.67 0.10
96 NOK 6.18 19 May '17 14 6.00 0.275 0.27 279 5.50 0.373 0.67 1 -0.40 0.50 5.00 0.10
97 INFY 14.80 16 Jun '17 42 15.00 0.190 0.25 10 14.00 0.288 0.80 10 -0.55 1.00 2.22 0.10
98 SWN 7.35 16 Jun '17 42 7.00 0.489 0.73 417 6.00 0.584 1.42 10 -0.69 1.00 3.23 0.10
99 TACO 13.45 15 Sep '17 133 12.50 0.336 1.70 4 10.00 0.431 3.50 2 -1.80 2.50 3.57 0.09
100 THC 17.83 19 May '17 14 17.50 0.524 1.00 10 17.00 0.618 1.10 25 -0.10 0.50 1.25 0.09
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