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# Stock Stock
Price
Expiry Days Long Put Short Put Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 NAK 2.46 19 May '17 143 2.00 1.311 0.55 77 1.00 1.989 0.05 20 0.50 1.00 2.00 0.68
2 NAK 2.46 18 Aug '17 234 2.00 1.148 0.70 20 1.00 1.430 0.10 145 0.60 1.00 1.67 0.28
3 BEAV 60.35 20 Jan '17 24 60.00 0.210 1.15 277 55.00 0.428 0.65 301 0.50 5.00 10.00 0.22
4 TSL 9.30 20 Jan '17 24 9.00 0.464 0.31 136 8.00 0.678 0.15 92 0.16 1.00 6.25 0.21
5 SRG 43.55 20 Jan '17 24 40.00 0.346 0.45 260 35.00 0.544 0.05 13 0.40 5.00 12.50 0.20
6 HRTX 13.40 20 Jan '17 24 12.50 0.961 1.00 1 10.00 1.155 0.15 1 0.85 2.50 2.94 0.19
7 CS 14.75 17 Mar '17 80 12.50 0.444 0.40 8 10.00 0.613 0.05 4 0.35 2.50 7.14 0.17
8 CRBP 8.85 17 Feb '17 52 7.50 1.348 1.30 14 5.00 1.516 0.25 3 1.05 2.50 2.38 0.17
9 OCLR 9.45 20 Jan '17 24 9.00 0.607 0.40 165 8.00 0.770 0.05 33 0.35 1.00 2.86 0.16
10 BOFI 29.78 20 Jan '17 24 30.00 0.474 1.65 41 25.00 0.635 0.30 92 1.35 5.00 3.70 0.16
11 JONE 5.15 20 Jan '17 24 7.50 0.478 2.40 5 5.00 0.636 0.20 6 2.20 2.50 1.14 0.16
12 CLNE 3.06 17 Mar '17 80 4.00 0.528 1.10 40 3.00 0.674 0.30 20 0.80 1.00 1.25 0.15
13 ONVO 3.79 20 Jan '17 24 4.00 0.524 0.45 106 3.50 0.668 0.10 4 0.35 0.50 1.43 0.14
14 ARI 17.01 20 Jan '17 24 17.50 0.384 1.25 34 15.00 0.523  0 3 1.25 2.50 2.00 0.14
15 DDR 14.90 21 Jul '17 206 12.50 0.417 0.95 22 10.00 0.556 0.45 302 0.50 2.50 5.00 0.14
16 CARA 9.99 20 Jan '17 24 10.00 0.828 1.00 30 7.50 0.965 0.05 3 0.95 2.50 2.63 0.14
17 GNC 11.55 17 Feb '17 52 10.00 0.722 0.60 171 7.50 0.855 0.05 4 0.55 2.50 4.55 0.13
18 TWOU 30.55 17 Feb '17 52 30.00 0.365 1.60 13 25.00 0.485 0.25 11 1.35 5.00 3.70 0.12
19 PAYC 46.90 20 Jan '17 24 45.00 0.322 0.90 4 40.00 0.437 0.10 3 0.80 5.00 6.25 0.11
20 CSAL 26.48 20 Jan '17 24 25.00 0.335 0.60 226 22.50 0.448 0.05 1 0.55 2.50 4.55 0.11
21 NAT 8.54 17 Feb '17 52 8.00 0.453 0.50 158 7.00 0.567 0.10 116 0.40 1.00 2.50 0.11
22 WPG 10.23 21 Jul '17 206 10.00 0.624 1.85 4 7.50 0.738 0.80 80 1.05 2.50 2.38 0.11
23 IPHI 47.32 20 Jan '17 24 45.00 0.388 1.00 2 40.00 0.501 0.10 2 0.90 5.00 5.56 0.11
24 DDR 14.90 21 Jul '17 206 15.00 0.305 1.80 36 12.50 0.417 0.80 22 1.00 2.50 2.50 0.11
25 CLNE 3.06 16 Jun '17 171 3.00 0.710 0.60 31 2.00 0.821 0.15 200 0.45 1.00 2.22 0.11
26 MTCH 17.42 17 Mar '17 80 15.00 0.471 0.55 8 12.50 0.578 0.10 5 0.45 2.50 5.56 0.11
27 ACHC 33.96 20 Jan '17 24 35.00 0.388 2.15 42 30.00 0.494 0.20 4 1.95 5.00 2.56 0.11
28 GGAL 25.50 20 Jan '17 24 25.00 0.310 0.65 3 22.50 0.415 0.05 1 0.60 2.50 4.17 0.11
29 CNAT 6.11 20 Jan '17 24 7.50 1.285 1.95 108 5.00 1.390 0.30 750 1.65 2.50 1.52 0.10
30 GBX 43.20 20 Jan '17 24 40.00 0.472 0.90 21 35.00 0.577 0.05 1 0.85 5.00 5.88 0.10
31 BOFI 29.78 20 Jan '17 24 25.00 0.635 0.35 92 22.50 0.739 0.10 44 0.25 2.50 10.00 0.10
32 PTC 46.63 20 Jan '17 24 45.00 0.395 1.30 964 40.00 0.494 0.20 1 1.10 5.00 4.55 0.10
33 NCT 4.18 19 May '17 143 5.00 0.232 1.10 20 4.00 0.328 0.15 10 0.95 1.00 1.05 0.10
34 JUNO 19.47 20 Jan '17 24 17.50 0.679 0.60 141 15.00 0.775 0.10 120 0.50 2.50 5.00 0.10
35 SQ 14.00 20 Jan '17 24 15.00 0.266 1.20 10 13.00 0.361 0.10 70 1.10 2.00 1.82 0.10
36 GERN 2.08 20 Jan '17 24 2.50 0.682 0.50 2 2.00 0.777 0.10 50 0.40 0.50 1.25 0.10
37 EXEL 15.70 20 Jan '17 24 15.00 0.645 0.85 49 14.00 0.740 0.35 3 0.50 1.00 2.00 0.09
38 CRC 20.18 20 Jan '17 24 20.00 0.848 1.75 60 19.00 0.942 1.10 1 0.65 1.00 1.54 0.09
39 RDUS 38.53 20 Jan '17 24 35.00 0.856 2.00 18 30.00 0.949 0.35 12 1.65 5.00 3.03 0.09
40 TGP 14.20 20 Jan '17 24 15.00 0.415 1.25 11 12.50 0.508 0.10 41 1.15 2.50 2.17 0.09
41 SUN 27.23 20 Jan '17 24 27.50 0.307 1.25 151 25.00 0.398 0.15 151 1.10 2.50 2.27 0.09
42 BOFI 29.78 17 Feb '17 52 30.00 0.526 2.50 78 25.00 0.618 0.70 52 1.80 5.00 2.78 0.09
43 UBNT 58.22 20 Jan '17 24 55.00 0.327 0.80 3 50.00 0.417 0.15 3 0.65 5.00 7.69 0.09
44 HA 59.60 20 Jan '17 24 55.00 0.345 0.60 10 50.00 0.435 0.10 2 0.50 5.00 10.00 0.09
45 OZRK 54.42 20 Jan '17 24 50.00 0.414 0.75 3 45.00 0.504 0.05 1 0.70 5.00 7.14 0.09
46 SRG 43.55 20 Jan '17 24 45.00 0.259 2.50 23 40.00 0.346 0.30 260 2.20 5.00 2.27 0.09
47 SGYP 5.93 20 Jan '17 24 5.50 0.832 0.35 24 5.00 0.918 0.15 196 0.20 0.50 2.50 0.09
48 SM 35.62 20 Jan '17 24 35.00 0.525 1.70 5 30.00 0.609 0.25 9 1.45 5.00 3.45 0.08
49 CDZI 12.05 17 Feb '17 52 10.00 0.952 0.80 20 7.50 1.035 0.10 2 0.70 2.50 3.57 0.08
50 SDRL 3.55 21 Jul '17 206 3.50 1.562 1.65 9 3.00 1.644 1.20 119 0.45 0.50 1.11 0.08
51 RCII 11.67 20 Jan '17 24 12.50 0.538 1.30 20 10.00 0.619 0.05 27 1.25 2.50 2.00 0.08
52 MXL 22.70 20 Jan '17 24 22.50 0.353 0.80 3 20.00 0.433 0.05 1 0.75 2.50 3.33 0.08
53 ITCI 15.92 20 Jan '17 24 15.00 0.730 0.85 10 12.50 0.809 0.05 1 0.80 2.50 3.12 0.08
54 CAKE 61.11 20 Jan '17 24 60.00 0.232 1.05 50 55.00 0.311 0.10 4 0.95 5.00 5.26 0.08
55 HRL 35.43 17 Mar '17 80 35.00 0.235 1.50 9 30.00 0.313 0.30 16 1.20 5.00 4.17 0.08
56 HTZ 21.79 17 Feb '17 52 22.50 0.542 2.45 6 20.00 0.619 1.15 16 1.30 2.50 1.92 0.08
57 FMSA 11.85 16 Jun '17 171 10.00 0.714 1.45 1 7.50 0.790 0.50 5 0.95 2.50 2.63 0.08
58 VTR 61.53 20 Jan '17 24 60.00 0.249 0.95 188 55.00 0.325 0.15 5 0.80 5.00 6.25 0.08
59 GLNG 23.02 20 Jan '17 24 22.50 0.491 0.95 30 20.00 0.566 0.25 4 0.70 2.50 3.57 0.08
60 PFG 58.73 20 Jan '17 24 60.00 0.194 2.10 1 55.00 0.270 0.25 2 1.85 5.00 2.70 0.08
61 SHLD 8.29 20 Jan '17 24 8.50 1.153 1.16 35 8.00 1.228 0.86 281 0.30 0.50 1.67 0.07
62 HCLP 20.10 20 Jan '17 24 20.00 0.644 1.40 61 17.50 0.718 0.40 84 1.00 2.50 2.50 0.07
63 JMEI 4.76 19 Jan '18 388 5.00 0.582 1.30 613 2.50 0.656 0.10 40 1.20 2.50 2.08 0.07
64 MTSI 47.96 17 Feb '17 52 45.00 0.441 2.00 23 40.00 0.515 0.60 17 1.40 5.00 3.57 0.07
65 HCP 29.37 17 Feb '17 52 30.00 0.233 1.90 4 27.50 0.306 0.70 16 1.20 2.50 2.08 0.07
66 AMN 39.50 20 Jan '17 24 40.00 0.329 1.85 13 35.00 0.401 0.20 3 1.65 5.00 3.03 0.07
67 HCP 29.37 17 Feb '17 52 27.50 0.306 0.85 16 25.00 0.379 0.30 10 0.55 2.50 4.55 0.07
68 SUN 27.23 17 Feb '17 52 25.00 0.416 1.15 182 22.50 0.488 0.35 53 0.80 2.50 3.13 0.07
69 CNI 67.76 20 Jan '17 24 65.00 0.244 0.65 1 60.00 0.316 0.10 5 0.55 5.00 9.09 0.07
70 SLCA 58.24 20 Jan '17 24 55.00 0.431 1.25 62 50.00 0.502 0.35 113 0.90 5.00 5.56 0.07
71 HCP 29.37 20 Jan '17 24 30.00 0.236 1.15 13 27.50 0.306 0.20 6 0.95 2.50 2.63 0.07
72 O 56.43 20 Jan '17 24 55.00 0.235 0.90 185 50.00 0.304 0.05 57 0.85 5.00 5.88 0.07
73 SCMP 13.95 17 Mar '17 80 12.50 0.661 1.30 96 10.00 0.730 0.30 34 1.00 2.50 2.50 0.07
74 ESV 10.06 20 Jan '17 24 10.00 0.517 0.55 28 9.00 0.586 0.15 2 0.40 1.00 2.50 0.07
75 AXON 12.42 17 Feb '17 52 12.50 0.943 2.05 23 10.00 1.013 0.65 19 1.40 2.50 1.79 0.07
76 DEO 103.46 17 Feb '17 52 105.00 0.079 3.80 6 100.00 0.148 1.50 158 2.30 5.00 2.17 0.07
77 ASNA 6.38 17 Mar '17 80 7.00 0.561 1.15 2 6.00 0.630 0.45 2 0.70 1.00 1.43 0.07
78 FTK 9.84 20 Jan '17 24 9.00 0.822 0.50 68 8.00 0.890 0.15 58 0.35 1.00 2.86 0.07
79 GNC 11.55 20 Jan '17 24 12.50 0.593 1.40 33 10.00 0.661 0.15 159 1.25 2.50 2.00 0.07
80 SDRL 3.55 27 Jan '17 31 3.50 1.040 0.45 20 3.00 1.107 0.15 354 0.30 0.50 1.67 0.07
81 SNY 39.69 17 Feb '17 52 39.00 0.061 1.15 18 38.00 0.128 0.60 5 0.55 1.00 1.82 0.07
82 NAT 8.54 20 Jan '17 24 9.00 0.356 0.65 52 8.00 0.422 0.10 524 0.55 1.00 1.82 0.07
83 GNTX 20.14 17 Feb '17 52 20.00 0.257 0.85 5 17.50 0.322 0.10 5 0.75 2.50 3.33 0.06
84 SCMP 13.95 17 Feb '17 52 12.50 0.598 0.75 27 10.00 0.663 0.05 10 0.70 2.50 3.57 0.06
85 OHI 30.49 16 Jun '17 171 30.00 0.227 2.35 26 25.00 0.292 0.55 4 1.80 5.00 2.78 0.06
86 SM 35.62 17 Feb '17 52 35.00 0.575 2.85 13 30.00 0.639 1.00 11 1.85 5.00 2.70 0.06
87 DOV 76.32 20 Jan '17 24 75.00 0.244 1.35 10 70.00 0.308 0.20 4 1.15 5.00 4.35 0.06
88 OZRK 54.42 20 Jan '17 24 55.00 0.350 2.55 10 50.00 0.414 0.50 3 2.05 5.00 2.44 0.06
89 SRG 43.55 21 Apr '17 115 40.00 0.364 2.10 6 35.00 0.427 0.80 10 1.30 5.00 3.85 0.06
90 CONN 13.10 20 Jan '17 24 13.00 0.637 0.90 7 12.00 0.698 0.35 21 0.55 1.00 1.82 0.06
91 GNC 11.55 19 Jan '18 388 10.00 0.681 2.45 2 7.50 0.742 0.95 10 1.50 2.50 1.67 0.06
92 FUN 64.50 20 Jan '17 24 65.00 0.186 1.60 5 60.00 0.247 0.15 1 1.45 5.00 3.45 0.06
93 SQ 14.00 20 Jan '17 24 14.00 0.300 0.50 28 13.00 0.361 0.10 70 0.40 1.00 2.50 0.06
94 TAN 16.89 20 Jan '17 24 17.00 0.256 0.55 10 16.00 0.316 0.05 10 0.50 1.00 2.00 0.06
95 XRX 8.94 17 Feb '17 52 9.00 0.285 0.42 1 8.00 0.345 0.10 3 0.32 1.00 3.13 0.06
96 PAYC 46.90 17 Feb '17 52 45.00 0.428 2.15 19 40.00 0.488 0.55 8 1.60 5.00 3.12 0.06
97 SYY 56.17 17 Feb '17 52 55.00 0.215 1.50 35 50.00 0.274 0.30 16 1.20 5.00 4.17 0.06
98 FIT 7.83 13 Jan '17 17 7.50 0.580 0.26 18 7.00 0.639 0.09 270 0.17 0.50 2.94 0.06
99 OSK 66.39 20 Jan '17 24 65.00 0.254 1.25 3 60.00 0.313 0.10 3 1.15 5.00 4.35 0.06
100 LC 5.47 20 Jan '17 24 5.50 0.544 0.35 10 5.00 0.602 0.10 55 0.25 0.50 2.00 0.06
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