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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 CNAT 8.39 19 May '17 17 7.50 1.170 0.50 77 5.00 1.863  0 10 0.50 2.50 5.00 0.69
2 NTRP 8.15 19 May '17 17 7.50 1.322 0.90 273 5.00 1.813 0.10 155 0.80 2.50 3.13 0.49
3 BCRX 6.49 19 May '17 17 7.00 0.492 0.86 2 6.00 0.845 0.13 1 0.73 1.00 1.37 0.35
4 ANW 10.55 16 Jun '17 45 10.00 0.517 0.65 22 7.50 0.825 0.05 165 0.60 2.50 4.17 0.31
5 NPTN 7.76 19 May '17 17 10.00 0.608 2.45 1 7.50 0.792 0.35 12 2.10 2.50 1.19 0.18
6 NGL 15.95 16 Jun '17 45 15.00 0.439 0.60 13 12.50 0.618 0.05 13 0.55 2.50 4.55 0.18
7 SM 22.09 19 May '17 17 20.00 0.640 0.45 3,007 17.50 0.816  0 40 0.45 2.50 5.56 0.18
8 AFSI 15.40 19 May '17 17 15.00 0.794 0.90 161 12.50 0.966 0.20 195 0.70 2.50 3.57 0.17
9 DO 13.52 19 May '17 17 15.00 0.312 1.62 17 12.50 0.475 0.12 55 1.50 2.50 1.67 0.16
10 AEE 54.25 19 May '17 17 55.00 0.154 1.45 3 50.00 0.316  0 3 1.45 5.00 3.45 0.16
11 ZAGG 7.60 19 May '17 17 8.00 0.610 0.80 20 7.00 0.768 0.20 54 0.60 1.00 1.67 0.16
12 ZIOP 7.33 16 Jun '17 45 7.00 0.779 0.75 8 6.00 0.924 0.15 10 0.60 1.00 1.67 0.14
13 DNOW 17.18 19 May '17 17 17.50 0.420 0.90 104 15.00 0.564 0.05 40 0.85 2.50 2.94 0.14
14 CNK 43.05 16 Jun '17 45 40.00 0.254 0.55 1 35.00 0.397 0.05 1 0.50 5.00 10.00 0.14
15 ESV 7.37 19 May '17 17 8.00 0.399 0.80 56 7.00 0.530 0.15 61 0.65 1.00 1.54 0.13
16 S 9.07 5 May '17 3 9.00 0.991 0.34 631 8.50 1.117 0.13 2,534 0.21 0.50 2.38 0.13
17 NTNX 15.82 19 May '17 17 17.50 0.392 2.05 12 15.00 0.515 0.30 43 1.75 2.50 1.43 0.12
18 AFSI 15.40 16 Jun '17 45 15.00 0.703 1.35 195 12.50 0.824 0.45 118 0.90 2.50 2.78 0.12
19 VEDL 15.29 19 May '17 17 17.50 0.327 2.45 2 15.00 0.448 0.25 17 2.20 2.50 1.14 0.12
20 AXDX 27.60 19 May '17 17 25.00 0.683 0.70 13 22.50 0.801 0.15 11 0.55 2.50 4.55 0.12
21 BGS 41.25 19 May '17 17 40.00 0.457 1.15 3 35.00 0.572 0.15 14 1.00 5.00 5.00 0.12
22 RCII 11.86 15 Sep '17 136 10.00 0.634 1.05 397 7.50 0.749 0.25 13 0.80 2.50 3.13 0.12
23 BLDP 2.92 17 Nov '17 199 3.00 0.653 0.75 7 2.00 0.767 0.10 50 0.65 1.00 1.54 0.11
24 ATW 7.18 19 May '17 17 8.00 0.641 1.10 1 7.00 0.754 0.30 116 0.80 1.00 1.25 0.11
25 AEIS 73.95 19 May '17 17 70.00 0.320 0.90 31 65.00 0.430 0.15 20 0.75 5.00 6.67 0.11
26 AUPH 7.37 16 Jun '17 45 7.50 0.852 1.10 166 5.00 0.959 0.05 60 1.05 2.50 2.38 0.11
27 GNC 7.63 19 Jan '18 262 7.50 0.771 2.05 5 5.00 0.877 0.75 41 1.30 2.50 1.92 0.11
28 UL 51.80 19 May '17 17 50.00 0.198 0.30 186 47.50 0.303  0 1 0.30 2.50 8.33 0.10
29 EPC 74.68 19 May '17 17 70.00 0.289 0.40 61 65.00 0.393 0.10 319 0.30 5.00 16.67 0.10
30 RAD 4.11 19 May '17 17 4.50 0.734 0.65 3 4.00 0.837 0.22 265 0.43 0.50 1.16 0.10
31 MHLD 12.15 18 Aug '17 108 12.50 0.352 1.40 3 10.00 0.449 0.25 1 1.15 2.50 2.17 0.10
32 CARA 14.92 19 May '17 17 15.00 0.777 1.15 224 12.50 0.874 0.15 45 1.00 2.50 2.50 0.10
33 CLMT 3.60 17 Nov '17 199 4.00 0.480 0.80 32 3.00 0.574 0.20 238 0.60 1.00 1.67 0.09
34 OCLR 8.19 19 May '17 17 9.00 0.828 1.20 176 8.00 0.921 0.50 2,072 0.70 1.00 1.43 0.09
35 WING 29.71 16 Jun '17 45 30.00 0.336 1.60 3 25.00 0.426 0.15 109 1.45 5.00 3.45 0.09
36 PVG 9.29 19 May '17 17 10.00 0.555 1.00 34 9.00 0.644 0.35 175 0.65 1.00 1.54 0.09
37 ETP 23.69 19 May '17 17 23.00 0.113 0.55 39 22.00 0.202 0.10 4 0.45 1.00 2.22 0.09
38 AFSI 15.40 16 Jun '17 45 17.50 0.614 2.75 13 15.00 0.703 1.25 195 1.50 2.50 1.67 0.09
39 SFL 13.80 18 Aug '17 108 15.00 0.181 1.85 10 12.50 0.269 0.30 3 1.55 2.50 1.61 0.09
40 DISCA 27.96 19 May '17 17 27.50 0.328 0.65 10 25.00 0.415  0 26 0.65 2.50 3.85 0.09
41 AUPH 7.37 21 Jul '17 80 7.50 0.823 1.50 20 5.00 0.909 0.15 10 1.35 2.50 1.85 0.09
42 FTK 12.25 19 May '17 17 12.00 0.621 0.60 15 11.00 0.707 0.15 607 0.45 1.00 2.22 0.09
43 KATE 16.90 19 May '17 17 16.00 0.620 0.60 682 15.00 0.706 0.15 2 0.45 1.00 2.22 0.09
44 RSPP 37.57 19 May '17 17 40.00 0.376 2.95 1 35.00 0.459 0.35 167 2.60 5.00 1.92 0.08
45 TGI 25.90 19 May '17 17 25.00 0.582 0.95 48 22.50 0.666 0.25 65 0.70 2.50 3.57 0.08
46 WDR 17.23 15 Sep '17 136 17.50 0.285 1.70 290 15.00 0.368 0.55 20 1.15 2.50 2.17 0.08
47 TNET 28.96 19 May '17 17 25.00 0.696 0.40 5 22.50 0.779 0.10 1,130 0.30 2.50 8.33 0.08
48 CRS 39.37 19 May '17 17 40.00 0.354 1.65 1 35.00 0.435 0.10 7 1.55 5.00 3.23 0.08
49 IPHI 40.54 19 May '17 17 40.00 0.703 2.20 1,942 35.00 0.783 0.55 280 1.65 5.00 3.03 0.08
50 RMTI 8.53 16 Jun '17 45 8.00 0.772 0.85 6 7.00 0.852 0.25 10 0.60 1.00 1.67 0.08
51 VTR 63.67 19 May '17 17 65.00 0.141 1.95 100 60.00 0.221 0.10 18 1.85 5.00 2.70 0.08
52 AMKR 11.71 19 May '17 17 12.00 0.329 0.55 22 11.00 0.408 0.05 14 0.50 1.00 2.00 0.08
53 RYAM 12.18 18 Aug '17 108 12.50 0.445 1.65 14 10.00 0.524 0.35 33 1.30 2.50 1.92 0.08
54 BIVV 57.46 19 May '17 17 55.00 0.412 1.15 56 50.00 0.490 0.05 25 1.10 5.00 4.55 0.08
55 HZNP 15.75 19 May '17 17 15.00 0.580 0.50 161 14.00 0.658 0.10 4 0.40 1.00 2.50 0.08
56 DDR 10.98 21 Jul '17 80 12.50 0.212 2.00 5 10.00 0.289 0.20 3,521 1.80 2.50 1.39 0.08
57 GRPN 4.00 19 May '17 17 4.50 0.942 0.71 90 4.00 1.019 0.34 311 0.37 0.50 1.35 0.08
58 WCC 61.90 19 May '17 17 60.00 0.310 0.90 9 55.00 0.386 0.05 5 0.85 5.00 5.88 0.08
59 UCO 16.54 5 May '17 3 16.50 0.552 0.35 181 16.00 0.627 0.10 31 0.25 0.50 2.00 0.08
60 BWA 40.88 19 May '17 17 40.00 0.253 0.55 76 37.50 0.328 0.10 14 0.45 2.50 5.56 0.08
61 DO 13.52 16 Jun '17 45 15.00 0.376 1.79 59 12.50 0.452 0.38 625 1.41 2.50 1.77 0.08
62 SC 12.83 19 May '17 17 13.00 0.332 0.55 2 12.00 0.407 0.10 15 0.45 1.00 2.22 0.08
63 HCLP 14.70 16 Jun '17 45 15.00 0.673 1.70 49 12.50 0.748 0.45 1 1.25 2.50 2.00 0.08
64 VRSK 82.10 19 May '17 17 80.00 0.251 0.95 435 75.00 0.326 0.05 1 0.90 5.00 5.56 0.07
65 MTCH 19.13 19 May '17 17 20.00 0.489 1.50 91 17.50 0.563 0.25 108 1.25 2.50 2.00 0.07
66 CVRR 10.20 16 Jun '17 45 10.00 0.393 0.60 61 9.00 0.466 0.15 5 0.45 1.00 2.22 0.07
67 IBN 8.48 16 Jun '17 45 9.00 0.201 0.78 30 8.00 0.274 0.15 100 0.63 1.00 1.59 0.07
68 ALNY 53.07 19 May '17 17 50.00 0.759 2.15 11 45.00 0.832 0.70 10 1.45 5.00 3.45 0.07
69 KLIC 22.28 19 May '17 17 23.00 0.405 1.55 1 22.00 0.477 0.65 100 0.90 1.00 1.11 0.07
70 OHI 32.53 16 Jun '17 45 35.00 0.159 2.85 5 30.00 0.231 0.20 31 2.65 5.00 1.89 0.07
71 RAD 4.11 20 Oct '17 171 4.50 0.737 1.25 2 4.00 0.808 0.80 20 0.45 0.50 1.11 0.07
72 ERII 8.62 19 May '17 17 10.00 0.699 1.60 1 7.50 0.770 0.10 16 1.50 2.50 1.67 0.07
73 AZPN 62.00 19 May '17 17 60.00 0.359 1.25 155 55.00 0.429 0.15 20 1.10 5.00 4.55 0.07
74 GRPN 4.00 19 May '17 17 4.50 0.942 0.71 90 3.50 1.013 0.12 401 0.59 1.00 1.69 0.07
75 OCLR 8.19 21 Jul '17 80 8.00 0.660 0.95 36 7.00 0.730 0.40 74 0.55 1.00 1.82 0.07
76 ECA 10.59 19 May '17 17 11.00 0.386 0.65 34 10.00 0.455 0.15 134 0.50 1.00 2.00 0.07
77 PTC 54.74 19 May '17 17 52.50 0.246 0.50 1 50.00 0.315 0.10 15 0.40 2.50 6.25 0.07
78 BCRX 6.49 16 Jun '17 45 7.00 0.817 1.19 200 6.00 0.885 0.50 250 0.69 1.00 1.45 0.07
79 PPG 109.47 19 May '17 17 105.00 0.195 0.50 51 100.00 0.262 0.05 24 0.45 5.00 11.11 0.07
80 VGR 21.66 18 Aug '17 108 22.50 0.134 1.60 31 20.00 0.201 0.35 10 1.25 2.50 2.00 0.07
81 SJM 124.67 19 May '17 17 120.00 0.160 0.45 5 115.00 0.226  0 3 0.45 5.00 11.11 0.07
82 TGTX 10.80 19 May '17 17 11.00 0.753 1.00 5 10.00 0.818 0.25 30 0.75 1.00 1.33 0.07
83 CAFD 12.48 15 Sep '17 136 12.50 0.354 1.20 26 10.00 0.419 0.15 2 1.05 2.50 2.38 0.06
84 TOL 36.05 5 May '17 3 36.50 0.203 0.70 7 36.00 0.268 0.25 14 0.45 0.50 1.11 0.06
85 HTZ 16.19 19 May '17 17 15.00 0.898 0.75 33 12.50 0.962 0.10 12 0.65 2.50 3.85 0.06
86 NE 4.62 19 May '17 17 5.00 0.562 0.49 13 4.50 0.626 0.18 8 0.31 0.50 1.61 0.06
87 OHI 32.53 15 Sep '17 136 30.00 0.200 0.80 65 25.00 0.264 0.05 3 0.75 5.00 6.67 0.06
88 DO 13.52 15 Sep '17 136 12.50 0.450 1.02 12 10.00 0.513 0.27 10 0.75 2.50 3.33 0.06
89 CGNX 90.22 19 May '17 17 90.00 0.282 2.25 9 85.00 0.345 0.55 346 1.70 5.00 2.94 0.06
90 PFPT 76.94 19 May '17 17 75.00 0.314 1.30 75 70.00 0.376 0.25 290 1.05 5.00 4.76 0.06
91 INFN 9.92 19 May '17 17 10.00 0.887 0.90 10 9.50 0.950 0.50 10 0.40 0.50 1.25 0.06
92 FRED 15.16 21 Jul '17 80 15.00 0.734 2.15 1 12.50 0.796 0.80 50 1.35 2.50 1.85 0.06
93 EWP 32.38 19 May '17 17 32.00 0.187 0.45 2 31.00 0.249 0.10 100 0.35 1.00 2.86 0.06
94 DB 18.27 5 May '17 3 18.50 0.308 0.37 2 18.00 0.368 0.10 6 0.27 0.50 1.85 0.06
95 CRAY 18.55 19 May '17 17 20.00 0.716 2.15 22 17.50 0.776 0.65 26 1.50 2.50 1.67 0.06
96 WEN 15.01 19 May '17 17 15.00 0.314 0.45 3 14.00 0.373 0.10 522 0.35 1.00 2.86 0.06
97 JKS 17.23 19 May '17 17 17.00 0.430 0.60 15 16.00 0.490 0.20 10 0.40 1.00 2.50 0.06
98 VEDL 15.29 15 Sep '17 136 15.00 0.408 1.50 14 12.50 0.467 0.40 5 1.10 2.50 2.27 0.06
99 NSP 87.10 19 May '17 17 85.00 0.274 1.35 14 80.00 0.334 0.10 10 1.25 5.00 4.00 0.06
100 ARCH 74.74 19 May '17 17 70.00 0.377 0.85 41 65.00 0.436 0.15 123 0.70 5.00 7.14 0.06
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