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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 SYNT 18.12 21 Apr '17 50 20.00 3.643 0.45 5 17.50 5.504 1.15 2 -0.70 2.50 1.39 1.86
2 ABEV 5.42 21 Jul '17 141 5.00 0.270 0.65 46 2.50 1.148 2.85 3 -2.20 2.50 8.33 0.88
3 SAND 4.03 17 Mar '17 15 4.00 0.492 0.20 51 3.00 1.365 0.95 4 -0.75 1.00 4.00 0.87
4 GNC 7.96 17 Mar '17 15 7.50 0.602 0.70 67 5.00 1.417 2.75 20 -2.05 2.50 5.56 0.81
5 ARWR 2.25 17 Mar '17 15 2.00 0.824 0.35 69 1.00 1.604 1.10 3 -0.75 1.00 4.00 0.78
6 AUPH 4.53 21 Apr '17 50 5.00 0.866 0.60 5,024 2.50 1.633 2.00 1,495 -1.40 2.50 2.27 0.77
7 EGO 2.89 21 Apr '17 50 2.50 0.494 0.50 4 2.00 1.199 0.85 3 -0.35 0.50 3.33 0.70
8 SGMO 4.60 17 Mar '17 15 5.00 0.725 0.15 76 4.00 1.425 0.65 111 -0.50 1.00 2.00 0.70
9 FRO 7.08 17 Mar '17 15 7.00 0.364 0.20 119 6.00 1.064 1.00 15 -0.80 1.00 5.00 0.70
10 DSX 3.86 17 Mar '17 15 4.00 0.670 0.20 4 3.00 1.353 0.80 10 -0.60 1.00 2.50 0.68
11 BTX 3.45 15 Sep '17 197 3.00 0.522 0.90 3 2.00 1.118 1.30 2 -0.40 1.00 1.67 0.60
12 WTI 2.79 21 Apr '17 50 3.00 0.688 0.25 111 2.00 1.216 0.75 80 -0.50 1.00 2.00 0.53
13 GNC 7.96 21 Apr '17 50 7.50 0.611 1.10 2 5.00 1.056 2.85 13 -1.75 2.50 3.33 0.45
14 HDSN 7.29 17 Mar '17 15 7.50 0.490 0.30 40 5.00 0.935 2.20 7 -1.90 2.50 4.17 0.44
15 TOO 4.95 19 May '17 78 5.00 0.408 0.40 101 4.00 0.851 0.90 14 -0.50 1.00 2.00 0.44
16 GERN 2.20 16 Jun '17 106 2.00 0.759 0.50 13 1.00 1.173 1.05 43 -0.55 1.00 2.22 0.41
17 XCRA 8.67 21 Apr '17 50 7.50 0.434 1.50 5 5.00 0.832 3.50 30 -2.00 2.50 5.00 0.40
18 ARLZ 3.98 17 Mar '17 15 4.00 0.962 0.45 20 3.00 1.328 0.95 1 -0.50 1.00 2.00 0.37
19 CBL 10.27 17 Mar '17 15 10.00 0.361 0.50 15 7.50 0.707 2.50 1 -2.00 2.50 5.00 0.35
20 ODP 4.82 21 Apr '17 50 4.50 0.425 0.51 55 4.00 0.759 0.76 10 -0.25 0.50 2.00 0.33
21 NAT 7.93 17 Mar '17 15 8.00 0.284 0.20 89 7.00 0.595 0.90 20 -0.70 1.00 3.33 0.31
22 WIN 7.52 21 Apr '17 50 7.00 0.405 0.70 10 6.00 0.688 1.45 20 -0.75 1.00 4.00 0.28
23 SERV 39.72 17 Mar '17 15 40.00 0.211 0.65 1 35.00 0.491 4.60 1,050 -3.95 5.00 4.76 0.28
24 AI 14.48 21 Apr '17 50 15.00 0.161 0.20 8 12.50 0.440 1.95 13 -1.75 2.50 3.33 0.28
25 ZIOP 6.31 21 Apr '17 50 6.00 0.585 0.85 21 5.00 0.859 1.30 27 -0.45 1.00 1.82 0.27
26 PVG 9.50 17 Mar '17 15 9.00 0.685 0.85 530 8.00 0.949 1.50 20 -0.65 1.00 2.86 0.26
27 FTR 2.81 19 Jan '18 323 2.50 0.538 0.50 220 2.00 0.786 0.70 10 -0.20 0.50 1.67 0.25
28 NVGS 14.00 17 Mar '17 15 15.00 0.425 0.35 77 12.50 0.666 1.50 810 -1.15 2.50 1.85 0.24
29 DHT 5.00 17 Mar '17 15 5.00 0.309 0.15 1 4.00 0.548 0.90 1 -0.75 1.00 4.00 0.24
30 TSL 10.83 16 Jun '17 106 11.00 0.163 0.41 20 10.00 0.399 1.20 74 -0.79 1.00 4.76 0.24
31 IMGN 3.58 17 Mar '17 15 4.00 1.043 0.20 337 3.00 1.276 0.55 32 -0.35 1.00 1.54 0.23
32 BBRY 6.89 17 Mar '17 15 6.50 0.309 0.45 1 6.00 0.542 0.90 2 -0.45 0.50 10.00 0.23
33 WEB 19.95 17 Mar '17 15 20.00 0.356 0.60 100 17.50 0.584 2.40 1 -1.80 2.50 3.57 0.23
34 AUY 2.58 17 Mar '17 15 2.50 0.588 0.17 314 2.00 0.815 0.57 63 -0.40 0.50 5.00 0.23
35 STM 15.58 17 Mar '17 15 15.00 0.356 0.90 157 12.50 0.582 2.80 5 -1.90 2.50 4.17 0.23
36 OPK 7.42 17 Mar '17 15 7.50 0.541 0.35 21 7.00 0.765 0.55 52 -0.20 0.50 1.67 0.22
37 ENDP 12.29 10 Mar '17 8 12.50 0.611 0.40 128 12.00 0.828 0.55 4 -0.15 0.50 1.43 0.22
38 CRNT 3.66 16 Jun '17 106 5.00 0.647 0.25 47 2.50 0.859 1.15 1 -0.90 2.50 1.56 0.21
39 CLMT 3.95 18 Aug '17 169 4.00 0.510 0.60 17 3.00 0.720 1.00 400 -0.40 1.00 1.67 0.21
40 OZM 2.76 16 Jun '17 106 3.00 0.562 0.30 8 2.00 0.766 0.75 12 -0.45 1.00 1.82 0.20
41 AMKR 10.25 17 Mar '17 15 10.00 0.429 0.50 20 9.00 0.633 1.20 13 -0.70 1.00 3.33 0.20
42 CY 13.52 17 Mar '17 15 13.00 0.360 0.75 235 12.00 0.561 1.50 90 -0.75 1.00 4.00 0.20
43 IMGN 3.58 21 Apr '17 50 4.00 0.868 0.40 197 3.00 1.064 0.60 24 -0.20 1.00 1.25 0.20
44 HOV 2.43 19 Jan '18 323 2.00 0.613 0.80 10 1.00 0.804 1.40 19 -0.60 1.00 2.50 0.19
45 EXTR 6.21 15 Sep '17 197 7.50 0.480 0.55 1 5.00 0.669 1.60 20 -1.05 2.50 1.72 0.19
46 SFR 33.81 21 Apr '17 50 35.00 0.141 0.35 11 30.00 0.328 3.60 7 -3.25 5.00 2.86 0.19
47 NG 4.93 17 Mar '17 15 5.00 0.519 0.20 236 4.00 0.703 0.85 3 -0.65 1.00 2.86 0.18
48 FOLD 7.43 21 Jul '17 141 7.00 0.716 1.70 19 6.00 0.900 1.95 10 -0.25 1.00 1.33 0.18
49 OSUR 11.83 21 Apr '17 50 12.50 0.464 0.65 23 10.00 0.647 1.90 13 -1.25 2.50 2.00 0.18
50 MXL 25.86 17 Mar '17 15 25.00 0.372 1.30 1 22.50 0.554 3.30 2 -2.00 2.50 5.00 0.18
51 CX 8.64 21 Apr '17 50 8.00 0.408 0.92 19 7.00 0.588 1.68 5 -0.76 1.00 4.17 0.18
52 CS 15.42 16 Jun '17 106 15.00 0.439 1.30 61 12.50 0.619 3.00 6 -1.70 2.50 3.13 0.18
53 CROX 7.21 17 Mar '17 15 7.00 0.400 0.40 317 6.00 0.574 1.00 4 -0.60 1.00 2.50 0.17
54 RMBS 12.85 17 Mar '17 15 13.00 0.242 0.21 721 12.00 0.411 0.83 50 -0.62 1.00 2.63 0.17
55 GOGO 10.77 17 Mar '17 15 10.50 0.496 0.65 4 10.00 0.658 0.85 8 -0.20 0.50 1.67 0.16
56 KTOS 7.42 18 Aug '17 169 7.50 0.564 1.20 189 5.00 0.722 2.75 670 -1.55 2.50 2.63 0.16
57 LABD 10.25 17 Mar '17 15 10.00 0.754 0.95 107 9.00 0.909 1.40 26 -0.45 1.00 1.82 0.16
58 FCAU 10.98 17 Mar '17 15 11.00 0.377 0.35 15 10.00 0.531 1.00 1 -0.65 1.00 2.86 0.15
59 SDLP 3.90 15 Sep '17 197 5.00 0.595 0.45 218 2.50 0.746 1.40 3 -0.95 2.50 1.61 0.15
60 SWN 7.59 17 Mar '17 15 7.00 0.548 0.71 563 6.00 0.697 1.57 18 -0.86 1.00 7.14 0.15
61 SSW 8.13 18 Aug '17 169 10.00 0.579 0.50 257 7.50 0.728 1.35 67 -0.85 2.50 1.52 0.15
62 FOLD 7.43 17 Mar '17 15 7.00 0.588 0.70 462 6.00 0.727 1.35 203 -0.65 1.00 2.86 0.14
63 FTR 2.81 18 Aug '17 169 3.00 0.408 0.20 315 2.50 0.547 0.35 175 -0.15 0.50 1.43 0.14
64 LXU 10.88 17 Mar '17 15 12.50 0.792 0.25 10 10.00 0.929 1.00 22 -0.75 2.50 1.43 0.14
65 EXK 3.30 18 Aug '17 169 5.00 0.663 0.20 22 2.50 0.799 1.00 56 -0.80 2.50 1.47 0.14
66 ERF 8.85 21 Apr '17 50 8.00 0.463 1.15 8 7.00 0.597 1.75 3 -0.60 1.00 2.50 0.13
67 CDE 8.01 17 Mar '17 15 8.00 0.549 0.45 287 7.00 0.681 1.00 50 -0.55 1.00 2.22 0.13
68 DXD 12.44 21 Apr '17 50 12.00 0.201 0.65 32 11.00 0.333 1.25 50 -0.60 1.00 2.50 0.13
69 FTR 2.81 18 Jan '19 687 3.00 0.589 0.40 382 2.50 0.720 0.50 40 -0.10 0.50 1.25 0.13
70 FSM 5.15 16 Jun '17 106 6.00 0.629 0.50 10 5.00 0.758 0.70 1 -0.20 1.00 1.25 0.13
71 CNQ 30.23 17 Mar '17 15 30.00 0.334 0.90 280 29.00 0.462 1.35 19 -0.45 1.00 1.82 0.13
72 NMBL 9.18 19 May '17 78 10.00 0.643 0.80 74 7.50 0.769 1.95 10 -1.15 2.50 1.85 0.13
73 TSL 10.83 17 Mar '17 15 11.00 0.401 0.29 391 10.00 0.524 0.95 209 -0.66 1.00 2.94 0.12
74 GNW 4.05 16 Jun '17 106 4.00 0.655 0.65 87 3.50 0.778 0.90 20 -0.25 0.50 2.00 0.12
75 FTK 13.77 17 Mar '17 15 13.00 0.568 1.20 270 12.00 0.691 1.80 15 -0.60 1.00 2.50 0.12
76 BOX 16.79 17 Mar '17 15 16.00 0.385 1.10 43 15.00 0.503 1.70 42 -0.60 1.00 2.50 0.12
77 SPXS 8.89 21 Apr '17 50 8.00 0.216 0.95 859 7.00 0.331 1.75 6 -0.80 1.00 5.00 0.12
78 RCII 9.43 17 Mar '17 15 10.00 0.542 0.25 280 7.50 0.655 1.75 15 -1.50 2.50 2.50 0.11
79 KTOS 7.42 19 May '17 78 7.50 0.538 0.75 533 5.00 0.647 2.40 30 -1.65 2.50 2.94 0.11
80 TSEM 23.26 17 Mar '17 15 23.00 0.272 0.70 5 22.00 0.380 1.25 10 -0.55 1.00 2.22 0.11
81 ANF 13.32 10 Mar '17 8 13.00 0.678 0.61 239 12.50 0.786 0.92 78 -0.31 0.50 2.63 0.11
82 GRPN 4.14 31 Mar '17 29 4.00 0.476 0.32 5 3.50 0.583 0.65 17 -0.33 0.50 2.94 0.11
83 ZTO 13.00 17 Mar '17 15 14.00 0.457 0.20 3 12.00 0.559 1.05 1 -0.85 2.00 1.74 0.10
84 CHK 5.36 10 Mar '17 8 5.00 0.521 0.41 397 4.50 0.622 0.85 10 -0.44 0.50 8.33 0.10
85 GNTX 21.41 16 Jun '17 106 20.00 0.288 2.10 2 17.50 0.388 3.90 1 -1.80 2.50 3.57 0.10
86 TWO 9.32 15 Sep '17 197 9.00 0.079 0.50 3 8.00 0.179 1.25 3 -0.75 1.00 4.00 0.10
87 DNKN 55.45 17 Mar '17 15 55.00 0.169 1.20 360 52.50 0.267 2.80 1 -1.60 2.50 2.78 0.10
88 FRED 18.32 17 Mar '17 15 20.00 0.800 0.65 206 17.50 0.898 1.55 11 -0.90 2.50 1.56 0.10
89 PPL 36.84 17 Mar '17 15 37.00 0.159 0.30 30 36.00 0.255 0.80 2 -0.50 1.00 2.00 0.10
90 ERII 8.73 18 Aug '17 169 10.00 0.594 1.05 29 7.50 0.689 2.05 5 -1.00 2.50 1.67 0.10
91 SYT 86.48 16 Jun '17 106 90.00 0.246 2.35 32 85.00 0.341 5.80 146 -3.45 5.00 3.23 0.10
92 RF 15.32 17 Mar '17 15 15.00 0.293 0.51 124 14.00 0.388 1.32 4 -0.81 1.00 5.26 0.09
93 LN 35.15 17 Mar '17 15 35.00 0.299 1.05 7 32.50 0.393 2.50 31 -1.45 2.50 2.38 0.09
94 PAY 20.44 17 Mar '17 15 20.00 0.534 1.20 20 19.00 0.627 1.75 10,001 -0.55 1.00 2.22 0.09
95 OCLR 8.88 21 Apr '17 50 9.00 0.671 0.85 596 8.00 0.762 1.30 77 -0.45 1.00 1.82 0.09
96 VGR 21.75 19 May '17 78 22.50 0.167 0.30 110 20.00 0.256 1.75 10 -1.45 2.50 2.38 0.09
97 TSL 10.83 16 Jun '17 106 10.00 0.399 1.50 74 9.00 0.488 2.10 80 -0.60 1.00 2.50 0.09
98 TXMD 6.63 15 Sep '17 197 7.50 0.704 1.20 5 5.00 0.793 2.10 40 -0.90 2.50 1.56 0.09
99 FLEX 16.51 17 Mar '17 15 16.00 0.186 0.59 44 15.00 0.274 1.49 5 -0.90 1.00 10.00 0.09
100 WIN 7.52 21 Apr '17 50 8.00 0.318 0.15 42 7.00 0.405 0.58 10 -0.43 1.00 1.75 0.09
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