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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 QLYS 34.95 17 Mar '17 14 35.00 0.254 0.90 220 30.00 0.649  0 220 0.90 5.00 5.56 0.39
2 RAD 5.45 17 Mar '17 14 5.50 0.618 0.35 183 5.00 0.831 0.15 13,329 0.20 0.50 2.50 0.21
3 BOFI 29.29 17 Mar '17 14 30.00 0.423 1.45 61 25.00 0.622 0.10 64 1.35 5.00 3.70 0.20
4 FRED 16.30 17 Mar '17 14 15.00 0.974 0.75 644 12.50 1.172 0.05 84 0.70 2.50 3.57 0.20
5 SCMP 11.85 17 Mar '17 14 12.50 0.740 1.10 50 10.00 0.917 0.10 1 1.00 2.50 2.50 0.18
6 GNC 8.25 19 Jan '18 322 7.50 0.845 2.25 123 5.00 1.008 1.05 170 1.20 2.50 2.08 0.16
7 PEIX 7.65 17 Mar '17 14 8.00 0.533 0.60 34 7.00 0.686 0.05 25 0.55 1.00 1.82 0.15
8 PTCT 9.81 17 Mar '17 14 10.00 0.776 0.85 2,081 9.00 0.927 0.15 54 0.70 1.00 1.43 0.15
9 GNC 8.25 16 Jun '17 105 7.50 0.785 1.10 62 5.00 0.931 0.20 354 0.90 2.50 2.78 0.15
10 FRED 16.30 17 Mar '17 14 17.50 0.832 1.90 183 15.00 0.974 0.50 644 1.40 2.50 1.79 0.14
11 CMRE 6.34 16 Jun '17 105 6.00 0.500 0.55 35 5.00 0.632 0.15 25 0.40 1.00 2.50 0.13
12 CRBP 9.30 21 Apr '17 49 7.50 1.581 1.20 656 5.00 1.708 0.25 77 0.95 2.50 2.63 0.13
13 CARA 18.04 17 Mar '17 14 17.50 1.152 1.40 68 15.00 1.279 0.45 980 0.95 2.50 2.63 0.13
14 TEN 65.27 17 Mar '17 14 65.00 0.260 1.30 1 60.00 0.384 0.10 2 1.20 5.00 4.17 0.12
15 BOFI 29.29 21 Apr '17 49 30.00 0.433 2.40 11 25.00 0.543 0.60 557 1.80 5.00 2.78 0.11
16 AEIS 62.12 17 Mar '17 14 60.00 0.292 0.65 10 55.00 0.401  0 13 0.65 5.00 7.69 0.11
17 SFL 14.70 19 May '17 77 15.00 0.226 1.15 3 12.50 0.336 0.20 152 0.95 2.50 2.63 0.11
18 ASNA 4.43 16 Jun '17 105 4.00 0.638 0.40 50 3.00 0.746 0.10 6 0.30 1.00 3.33 0.11
19 FNV 62.60 17 Mar '17 14 60.00 0.334 0.70 53 55.00 0.442  0 5 0.70 5.00 7.14 0.11
20 MUX 3.29 21 Apr '17 49 4.00 0.625 0.90 10 3.00 0.732 0.15 2 0.75 1.00 1.33 0.11
21 BR 69.63 17 Mar '17 14 70.00 0.147 1.30 1 65.00 0.251  0 2 1.30 5.00 3.85 0.10
22 CALA 12.40 17 Mar '17 14 12.50 1.257 1.50 30 10.00 1.360 0.25 20 1.25 2.50 2.00 0.10
23 AAOI 53.32 17 Mar '17 14 50.00 0.537 1.05 311 45.00 0.641 0.15 23 0.90 5.00 5.56 0.10
24 NAVI 14.90 19 Jan '18 322 12.50 0.430 1.30 11 10.00 0.529 0.65 20 0.65 2.50 3.85 0.10
25 BPT 18.70 17 Mar '17 14 17.50 1.081 1.10 126 15.00 1.180 0.30 341 0.80 2.50 3.12 0.10
26 OHI 32.74 16 Jun '17 105 30.00 0.241 0.85 29 25.00 0.337 0.10 3 0.75 5.00 6.67 0.10
27 GPRO 8.84 24 Mar '17 21 9.00 0.522 0.69 20 8.50 0.618 0.34 138 0.35 0.50 1.43 0.10
28 BPT 18.70 21 Apr '17 49 17.50 0.890 2.35 40 15.00 0.985 1.00 211 1.35 2.50 1.85 0.10
29 EXPR 10.93 17 Mar '17 14 11.00 0.776 0.75 46 10.00 0.870 0.25 20 0.50 1.00 2.00 0.09
30 CYH 9.72 17 Mar '17 14 9.50 0.602 0.40 22 9.00 0.692 0.20 2 0.20 0.50 2.50 0.09
31 GTN 14.45 21 Apr '17 49 15.00 0.394 1.25 54 12.50 0.483 0.20 3 1.05 2.50 2.38 0.09
32 CLNE 2.54 16 Jun '17 105 3.00 0.654 0.75 8 2.00 0.741 0.10 2 0.65 1.00 1.54 0.09
33 MPW 12.89 21 Jul '17 140 12.50 0.234 0.80 37 10.00 0.320 0.10 105 0.70 2.50 3.57 0.09
34 EAT 41.50 21 Apr '17 49 40.00 0.228 0.90 180 35.00 0.311 0.10 16 0.80 5.00 6.25 0.08
35 SNCR 25.81 21 Apr '17 49 25.00 0.482 1.60 79 22.50 0.563 0.60 46 1.00 2.50 2.50 0.08
36 AFSI 23.03 21 Apr '17 49 22.50 0.278 0.80 120 20.00 0.358 0.20 2 0.60 2.50 4.17 0.08
37 EXEL 23.08 21 Apr '17 49 23.00 0.601 2.15 30 22.00 0.682 1.35 1 0.80 1.00 1.25 0.08
38 ZUMZ 20.75 21 Apr '17 49 20.00 0.537 1.35 5 17.50 0.617 0.40 20 0.95 2.50 2.63 0.08
39 IDT 19.38 17 Mar '17 14 19.00 0.636 0.85 177 17.50 0.715 0.20 2 0.65 1.50 2.31 0.08
40 MIK 20.46 21 Apr '17 49 20.00 0.326 0.90 6 17.50 0.405 0.15 6 0.75 2.50 3.33 0.08
41 GIII 24.93 17 Mar '17 14 25.00 0.443 0.95 6 22.50 0.522 0.15 5 0.80 2.50 3.13 0.08
42 GOGO 10.69 17 Mar '17 14 10.50 0.499 0.35 10 10.00 0.577 0.10 35 0.25 0.50 2.00 0.08
43 SWK 128.04 17 Mar '17 14 125.00 0.163 0.60 23 120.00 0.239  0 5 0.60 5.00 8.33 0.08
44 SIG 64.58 17 Mar '17 14 60.00 0.690 1.80 947 55.00 0.766 0.55 451 1.25 5.00 4.00 0.08
45 BLDR 15.15 17 Mar '17 14 15.00 0.400 0.45 63 14.00 0.476 0.10 12 0.35 1.00 2.86 0.08
46 BOFI 29.29 21 Apr '17 49 25.00 0.543 0.70 557 22.50 0.619 0.30 31 0.40 2.50 6.25 0.08
47 HOV 2.43 19 Jan '18 322 3.00 0.525 0.90 30 2.00 0.599 0.25 20 0.65 1.00 1.54 0.07
48 MDR 6.76 19 May '17 77 7.00 0.407 0.75 5 6.00 0.481 0.20 50 0.55 1.00 1.82 0.07
49 WATT 14.53 21 Apr '17 49 12.50 0.823 0.90 111 10.00 0.897 0.10 50 0.80 2.50 3.13 0.07
50 KTOS 7.48 18 Aug '17 168 7.50 0.568 1.20 17 5.00 0.642 0.20 25 1.00 2.50 2.50 0.07
51 PAYC 56.50 17 Mar '17 14 55.00 0.290 0.80 18 52.50 0.362 0.15 3 0.65 2.50 3.85 0.07
52 SABR 22.15 21 Apr '17 49 22.50 0.234 1.05 10 20.00 0.303 0.15 10 0.90 2.50 2.78 0.07
53 ATI 19.06 17 Mar '17 14 20.00 0.468 1.35 3 17.50 0.536 0.15 10 1.20 2.50 2.08 0.07
54 ALKS 60.97 17 Mar '17 14 60.00 0.401 1.55 1 55.00 0.469 0.15 13 1.40 5.00 3.57 0.07
55 MPW 12.89 20 Oct '17 231 12.50 0.219 1.05 3 10.00 0.287 0.20 6 0.85 2.50 2.94 0.07
56 TWM 22.18 17 Mar '17 14 23.00 0.237 1.10 6 22.00 0.304 0.25 12 0.85 1.00 1.18 0.07
57 HRB 20.98 17 Mar '17 14 20.00 0.468 0.45 62 19.00 0.535 0.15 31 0.30 1.00 3.33 0.07
58 FTR 2.87 18 Jan '19 686 2.50 0.339 0.70 163 2.00 0.406 0.35 495 0.35 0.50 1.43 0.07
59 EDIT 22.02 17 Mar '17 14 20.00 0.825 0.75 24 17.50 0.891 0.05 52 0.70 2.50 3.57 0.07
60 SHOP 60.29 17 Mar '17 14 60.00 0.373 1.75 104 55.00 0.438 0.25 61 1.50 5.00 3.33 0.07
61 BFR 17.57 21 Apr '17 49 17.50 0.350 0.90 1 15.00 0.415 0.10 1 0.80 2.50 3.13 0.07
62 FRED 16.30 21 Apr '17 49 17.50 0.853 2.90 91 15.00 0.917 1.30 56 1.60 2.50 1.56 0.06
63 KITE 72.53 17 Mar '17 14 70.00 0.481 1.70 484 65.00 0.545 0.40 107 1.30 5.00 3.85 0.06
64 BANC 20.30 21 Apr '17 49 20.00 0.389 1.25 10 19.00 0.453 0.60 11 0.65 1.00 1.54 0.06
65 ASML 122.98 17 Mar '17 14 120.00 0.198 0.85 116 115.00 0.261 0.05 3 0.80 5.00 6.25 0.06
66 SCSS 24.43 17 Mar '17 14 24.00 0.312 0.45 5 23.00 0.374 0.15 2 0.30 1.00 3.33 0.06
67 AG 8.21 17 Mar '17 14 8.00 0.610 0.35 227 7.50 0.671 0.10 1,370 0.25 0.50 2.00 0.06
68 NEE 130.80 17 Mar '17 14 130.00 0.144 1.15 202 125.00 0.205 0.15 10 1.00 5.00 5.00 0.06
69 O 60.34 21 Apr '17 49 60.00 0.180 1.65 41 55.00 0.240 0.30 53 1.35 5.00 3.70 0.06
70 WRK 54.04 17 Mar '17 14 52.50 0.251 0.50 51 50.00 0.310 0.10 1 0.40 2.50 6.25 0.06
71 QLYS 34.95 21 Apr '17 49 35.00 0.279 1.70 220 30.00 0.338 0.05 220 1.65 5.00 3.03 0.06
72 OME 19.20 17 Mar '17 14 20.00 0.478 1.25 20 17.50 0.537 0.05 143 1.20 2.50 2.08 0.06
73 WDR 18.65 16 Jun '17 105 17.50 0.340 1.05 1 15.00 0.398 0.30 2 0.75 2.50 3.33 0.06
74 OHI 32.74 16 Jun '17 105 35.00 0.182 3.30 4 30.00 0.241 0.65 29 2.65 5.00 1.89 0.06
75 YPF 21.19 17 Mar '17 14 21.50 0.318 0.80 10 21.00 0.377 0.40 6 0.40 0.50 1.25 0.06
76 RY 73.48 17 Mar '17 14 75.00 0.140 1.90 8 70.00 0.198 0.05 1 1.85 5.00 2.70 0.06
77 FTR 2.87 19 Jan '18 322 3.00 0.357 0.75 60 2.50 0.414 0.30 50 0.45 0.50 1.11 0.06
78 RIO 41.79 17 Mar '17 14 40.00 0.349 0.50 44 37.50 0.406 0.05 1 0.45 2.50 5.56 0.06
79 PSTG 9.51 19 Jan '18 322 10.00 0.461 2.05 35 7.50 0.517 0.60 44 1.45 2.50 1.72 0.06
80 PSEC 9.44 18 Aug '17 168 9.00 0.223 0.55 10 8.00 0.279 0.15 13 0.40 1.00 2.50 0.06
81 AL 39.50 18 Aug '17 168 35.00 0.283 1.20 50 30.00 0.339 0.30 5 0.90 5.00 5.56 0.06
82 SYMC 29.22 10 Mar '17 7 29.00 0.204 0.24 20 28.50 0.260 0.06 2 0.18 0.50 2.78 0.06
83 SAND 4.17 17 Mar '17 14 5.00 0.650 1.00 2 4.00 0.705 0.05 20 0.95 1.00 1.05 0.06
84 GPRE 23.55 17 Mar '17 14 24.00 0.339 1.05 100 23.00 0.394 0.40 3 0.65 1.00 1.54 0.06
85 DDD 14.53 17 Mar '17 14 14.50 0.366 0.42 447 14.00 0.420 0.20 20 0.22 0.50 2.27 0.05
86 EXEL 23.08 17 Mar '17 14 23.00 0.606 1.20 35 22.00 0.660 0.60 1 0.60 1.00 1.67 0.05
87 GEO 47.12 17 Mar '17 14 50.00 0.305 3.30 3 45.00 0.359 0.40 11 2.90 5.00 1.72 0.05
88 EQT 59.29 17 Mar '17 14 60.00 0.277 1.80 39 55.00 0.331 0.15 51 1.65 5.00 3.03 0.05
89 SKX 25.59 10 Mar '17 7 26.00 0.290 0.70 5 25.50 0.343 0.30 12 0.40 0.50 1.25 0.05
90 CNI 72.01 21 Apr '17 49 70.00 0.177 1.20 13 65.00 0.229 0.25 3 0.95 5.00 5.26 0.05
91 CPE 12.36 17 Mar '17 14 13.00 0.374 0.85 20 12.00 0.426 0.20 5 0.65 1.00 1.54 0.05
92 GWW 249.87 17 Mar '17 14 240.00 0.212 0.95 1,011 230.00 0.263 0.15 10 0.80 10.00 12.50 0.05
93 VRX 13.06 10 Mar '17 7 13.00 0.604 0.41 4,919 12.50 0.655 0.23 999 0.18 0.50 2.78 0.05
94 GES 12.52 17 Mar '17 14 13.00 0.581 0.90 8 12.00 0.632 0.30 20 0.60 1.00 1.67 0.05
95 IPHI 46.77 21 Apr '17 49 45.00 0.373 1.80 15 40.00 0.424 0.35 69 1.45 5.00 3.45 0.05
96 PSA 226.61 17 Mar '17 14 220.00 0.210 1.95 80 210.00 0.261 0.30 18 1.65 10.00 6.06 0.05
97 HSC 13.70 21 Apr '17 49 15.00 0.387 1.80 20 12.50 0.438 0.30 20 1.50 2.50 1.67 0.05
98 GPOR 17.19 21 Apr '17 49 17.50 0.360 1.15 70 15.00 0.411 0.15 5 1.00 2.50 2.50 0.05
99 ALK 98.94 17 Mar '17 14 95.00 0.252 0.65 119 90.00 0.302 0.10 13 0.55 5.00 9.09 0.05
100 BITA 21.75 21 Apr '17 49 20.00 0.480 0.85 6 17.50 0.531 0.20 2 0.65 2.50 3.85 0.05
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