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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 DSX 4.10 17 Mar '17 46 4.00 0.784 0.45 152 3.00 1.203 0.10 20 0.35 1.00 2.86 0.42
2 BPT 32.15 17 Feb '17 18 30.00 0.550 0.80 10 25.00 0.824 0.15 140 0.65 5.00 7.69 0.27
3 SM 33.23 17 Feb '17 18 30.00 0.598 0.60 165 25.00 0.855 0.05 10 0.55 5.00 9.09 0.26
4 SHLD 6.86 3 Feb '17 4 7.00 1.248 0.55 184 6.50 1.453 0.12 84 0.43 0.50 1.16 0.21
5 SDRL 2.66 21 Apr '17 81 3.00 1.174 0.95 50 2.50 1.369 0.55 139 0.40 0.50 1.25 0.20
6 BCRX 6.04 17 Feb '17 18 6.00 1.678 1.10 3 5.00 1.873 0.41 156 0.69 1.00 1.45 0.19
7 NQ 3.74 17 Mar '17 46 4.00 0.353 0.59 20 3.50 0.535 0.12 7 0.47 0.50 1.06 0.18
8 RAD 5.72 17 Feb '17 18 6.00 0.315 0.38 65,126 5.50 0.492 0.12 1,846 0.26 0.50 1.92 0.18
9 CGI 7.85 17 Feb '17 18 10.00 0.758 2.40 365 7.50 0.935 0.45 70 1.95 2.50 1.28 0.18
10 JMEI 4.29 19 Jan '18 354 5.00 0.483 1.50 1 2.50 0.624 0.05 20 1.45 2.50 1.72 0.14
11 SDRL 2.66 19 Jan '18 354 3.00 1.456 1.75 1 2.50 1.597 1.30 123 0.45 0.50 1.11 0.14
12 KTOS 8.15 19 May '17 109 7.50 0.585 0.75 2 5.00 0.725 0.10 50 0.65 2.50 3.85 0.14
13 HIMX 5.13 24 Feb '17 25 5.50 0.499 0.60 10 5.00 0.636 0.20 13 0.40 0.50 1.25 0.14
14 CUDA 22.61 17 Feb '17 18 22.50 0.392 0.80 7 20.00 0.528 0.10 1 0.70 2.50 3.57 0.14
15 MTW 7.11 17 Mar '17 46 8.00 0.371 1.10 1 7.00 0.505 0.35 15 0.75 1.00 1.33 0.13
16 DDR 14.89 21 Jul '17 172 12.50 0.335 0.50 38 10.00 0.464 0.20 25 0.30 2.50 8.33 0.13
17 ARRY 10.61 17 Feb '17 18 10.00 0.812 0.55 26 9.00 0.941 0.20 26 0.35 1.00 2.86 0.13
18 TDOC 20.70 17 Feb '17 18 20.00 0.562 0.85 413 17.50 0.689 0.05 3 0.80 2.50 3.12 0.13
19 CNDT 14.85 17 Mar '17 46 15.00 0.366 1.05 10 12.50 0.490  0 10 1.05 2.50 2.38 0.12
20 CVRR 11.20 17 Feb '17 18 11.00 0.580 0.55 542 10.00 0.695 0.05 15 0.50 1.00 2.00 0.12
21 ATW 12.18 17 Mar '17 46 13.00 0.584 1.75 23 12.00 0.696 0.90 8 0.85 1.00 1.18 0.11
22 VTR 61.43 17 Feb '17 18 60.00 0.235 0.70 51 55.00 0.346 0.05 17 0.65 5.00 7.69 0.11
23 BOFI 28.36 17 Feb '17 18 25.00 0.632 0.40 159 22.50 0.741 0.10 102 0.30 2.50 8.33 0.11
24 WBMD 49.45 17 Mar '17 46 45.00 0.339 0.80 31 40.00 0.449 0.15 1 0.65 5.00 7.69 0.11
25 CHS 12.93 17 Feb '17 18 13.00 0.361 0.50 29 12.00 0.469 0.10 5 0.40 1.00 2.50 0.11
26 GLNG 25.77 17 Feb '17 18 25.00 0.486 0.85 699 22.50 0.594 0.15 9 0.70 2.50 3.57 0.11
27 VIAV 8.84 17 Feb '17 18 9.00 0.500 0.53 21 8.00 0.606 0.09 107 0.44 1.00 2.27 0.11
28 HDP 9.32 18 Aug '17 200 7.50 0.674 1.05 10 5.00 0.778 0.05 10 1.00 2.50 2.50 0.10
29 AEIS 59.61 17 Feb '17 18 55.00 0.461 0.85 12 50.00 0.565 0.05 16 0.80 5.00 6.25 0.10
30 HALO 11.23 17 Feb '17 18 12.00 0.514 1.20 24 11.00 0.618 0.35 29 0.85 1.00 1.18 0.10
31 CAKE 60.48 17 Feb '17 18 60.00 0.225 1.05 28 55.00 0.328 0.05 10 1.00 5.00 5.00 0.10
32 SUN 28.50 17 Feb '17 18 27.50 0.300 0.80 52 25.00 0.403 0.05 16 0.75 2.50 3.33 0.10
33 BOFI 28.36 17 Feb '17 18 30.00 0.533 2.45 10 25.00 0.632 0.35 159 2.10 5.00 2.38 0.10
34 SLCA 57.20 17 Feb '17 18 55.00 0.411 1.20 44 50.00 0.507 0.20 6 1.00 5.00 5.00 0.10
35 GPOR 21.05 17 Feb '17 18 22.50 0.324 1.75 15 20.00 0.420 0.30 47 1.45 2.50 1.72 0.10
36 ZEN 23.61 17 Feb '17 18 22.50 0.653 1.00 6 20.00 0.747 0.20 174 0.80 2.50 3.13 0.09
37 UNT 25.72 17 Feb '17 18 25.00 0.592 1.10 141 22.50 0.684 0.30 13 0.80 2.50 3.12 0.09
38 AAOI 30.41 17 Feb '17 18 30.00 0.560 1.40 31 25.00 0.650 0.05 3 1.35 5.00 3.70 0.09
39 THS 74.95 17 Feb '17 18 70.00 0.386 0.95 4 65.00 0.475 0.10 2 0.85 5.00 5.88 0.09
40 GNC 8.81 17 Feb '17 18 10.00 0.990 1.70 32 7.50 1.078 0.20 1,540 1.50 2.50 1.67 0.09
41 TDC 29.03 17 Feb '17 18 27.50 0.530 0.75 10 25.00 0.619 0.15 6 0.60 2.50 4.17 0.09
42 HMC 29.95 21 Apr '17 81 30.00 0.236 1.45 15 25.00 0.324 0.05 2 1.40 5.00 3.57 0.09
43 ERF 8.62 21 Apr '17 81 8.00 0.423 0.55 1 7.00 0.509 0.15 1 0.40 1.00 2.50 0.09
44 ZAYO 31.94 17 Feb '17 18 30.00 0.428 0.50 127 27.50 0.514 0.10 5 0.40 2.50 6.25 0.09
45 CLCD 46.30 21 Jul '17 172 45.00 0.059 0.30 762 40.00 0.144 0.10 10 0.20 5.00 25.00 0.08
46 YRCW 14.99 17 Feb '17 18 14.00 0.879 0.80 11 13.00 0.963 0.37 59 0.43 1.00 2.33 0.08
47 MDR 8.05 17 Mar '17 46 8.00 0.462 0.55 1 7.00 0.546 0.10 50 0.45 1.00 2.22 0.08
48 HCP 30.07 17 Feb '17 18 30.00 0.253 1.10 20 27.50 0.337 0.15 2 0.95 2.50 2.63 0.08
49 HCLP 19.40 17 Mar '17 46 17.50 0.730 1.15 29 15.00 0.814 0.35 30 0.80 2.50 3.13 0.08
50 JKS 14.08 17 Feb '17 18 14.00 0.514 0.70 33 13.00 0.596 0.20 10 0.50 1.00 2.00 0.08
51 BANC 15.25 17 Feb '17 18 15.00 0.536 0.65 168 14.00 0.618 0.30 42 0.35 1.00 2.86 0.08
52 MTCH 17.46 17 Feb '17 18 17.50 0.536 0.95 118 15.00 0.618 0.10 10 0.85 2.50 2.94 0.08
53 LRN 20.19 17 Mar '17 46 20.00 0.367 1.05 2 17.50 0.448 0.20 107 0.85 2.50 2.94 0.08
54 AFSI 26.35 17 Mar '17 46 25.00 0.302 0.60 132 22.50 0.383 0.15 40 0.45 2.50 5.56 0.08
55 BMS 48.96 17 Mar '17 46 50.00 0.148 2.15 1 45.00 0.229 0.25 1 1.90 5.00 2.63 0.08
56 SSYS 19.48 3 Feb '17 4 19.50 0.479 0.50 51 19.00 0.560 0.20 10 0.30 0.50 1.67 0.08
57 PLAY 55.06 17 Mar '17 46 55.00 0.283 2.30 2 50.00 0.363 0.60 2 1.70 5.00 2.94 0.08
58 WATT 14.64 17 Mar '17 46 12.50 0.944 1.10 59 10.00 1.024 0.20 2 0.90 2.50 2.78 0.08
59 AES 11.21 17 Feb '17 18 12.00 0.187 0.90 36 11.00 0.266 0.15 10 0.75 1.00 1.33 0.08
60 WPG 9.31 21 Apr '17 81 10.00 0.407 1.30 2 7.50 0.485 0.15 112 1.15 2.50 2.17 0.08
61 FGP 7.43 19 May '17 109 7.50 0.568 1.05 94 5.00 0.647 0.10 206 0.95 2.50 2.63 0.08
62 MUR 28.41 17 Feb '17 18 27.50 0.404 0.75 30 25.00 0.482 0.10 5 0.65 2.50 3.85 0.08
63 ICON 9.85 19 May '17 109 10.00 0.593 1.45 2 7.50 0.669 0.40 52 1.05 2.50 2.38 0.08
64 PVH 92.28 17 Feb '17 18 90.00 0.313 1.65 44 85.00 0.389 0.40 951 1.25 5.00 4.00 0.08
65 ASH 118.30 17 Feb '17 18 115.00 0.209 1.05 51 110.00 0.285 0.30 11 0.75 5.00 6.67 0.08
66 UCO 21.53 3 Feb '17 4 22.00 0.609 1.00 30 21.50 0.684 0.45 280 0.55 0.50 0.91 0.08
67 BURL 81.64 17 Feb '17 18 80.00 0.282 1.40 55 75.00 0.357 0.30 5 1.10 5.00 4.55 0.08
68 NYT 13.30 17 Feb '17 18 14.00 0.253 0.85 2 13.00 0.328 0.20 10 0.65 1.00 1.54 0.07
69 HDS 42.23 17 Feb '17 18 42.50 0.262 1.25 19 40.00 0.337 0.25 10 1.00 2.50 2.50 0.07
70 BAM 34.35 16 Jun '17 137 35.00 0.186 2.25 6 30.00 0.260 0.45 6 1.80 5.00 2.78 0.07
71 PPG 102.03 17 Feb '17 18 100.00 0.189 1.10 5,265 95.00 0.262 0.20 12 0.90 5.00 5.56 0.07
72 ROIC 20.75 21 Apr '17 81 20.00 0.229 0.60 1 17.50 0.301  0 1 0.60 2.50 4.17 0.07
73 IVR 14.59 21 Apr '17 81 15.00 0.133 1.15 8 14.00 0.205 0.40 3 0.75 1.00 1.33 0.07
74 WHR 174.91 3 Feb '17 4 172.50 0.250 1.02 51 170.00 0.321 0.34 116 0.68 2.50 3.68 0.07
75 DHT 4.61 19 Jan '18 354 5.00 0.455 1.25 20 4.00 0.526 0.45 10 0.80 1.00 1.25 0.07
76 DEO 111.67 17 Feb '17 18 110.00 0.079 1.00 70 105.00 0.149 0.10 3 0.90 5.00 5.56 0.07
77 GGG 89.41 17 Feb '17 18 85.00 0.342 1.10 327 80.00 0.412 0.25 5 0.85 5.00 5.88 0.07
78 LEG 47.19 17 Mar '17 46 45.00 0.253 0.90 481 40.00 0.323 0.10 6 0.80 5.00 6.25 0.07
79 NBL 39.52 17 Feb '17 18 37.50 0.339 0.50 533 35.00 0.409 0.05 15 0.45 2.50 5.56 0.07
80 ALK 94.16 17 Feb '17 18 90.00 0.333 1.25 34 85.00 0.402 0.35 46 0.90 5.00 5.56 0.07
81 ECA 12.67 17 Feb '17 18 13.00 0.456 0.75 25 12.00 0.526 0.25 181 0.50 1.00 2.00 0.07
82 FIS 79.60 17 Feb '17 18 80.00 0.276 2.20 72 75.00 0.345 0.65 13 1.55 5.00 3.23 0.07
83 HST 17.94 17 Feb '17 18 18.00 0.264 0.50 141 17.00 0.332 0.15 60 0.35 1.00 2.86 0.07
84 TMUS 61.13 3 Feb '17 4 61.50 0.333 1.30 5,000 61.00 0.401 0.78 253 0.52 0.50 0.96 0.07
85 MPW 12.81 21 Jul '17 172 12.50 0.216 0.90 3 10.00 0.283 0.10 20 0.80 2.50 3.13 0.07
86 AFSI 26.35 17 Feb '17 18 27.50 0.196 1.35 3 25.00 0.263 0.10 40 1.25 2.50 2.00 0.07
87 JEC 59.38 17 Feb '17 18 57.50 0.334 1.10 150 55.00 0.401 0.30 5 0.80 2.50 3.12 0.07
88 RHI 46.23 17 Mar '17 46 45.00 0.233 1.15 82 40.00 0.300 0.10 1 1.05 5.00 4.76 0.07
89 HCP 30.07 17 Mar '17 46 30.00 0.230 1.30 73 27.50 0.296 0.35 3 0.95 2.50 2.63 0.07
90 KN 17.87 17 Mar '17 46 17.50 0.470 1.05 66 15.00 0.536 0.25 1 0.80 2.50 3.13 0.07
91 DO 16.16 17 Mar '17 46 15.00 0.507 0.67 282 12.50 0.571 0.06 1 0.61 2.50 4.10 0.06
92 IAC 68.93 17 Feb '17 18 65.00 0.399 0.95 32 60.00 0.463 0.20 1 0.75 5.00 6.67 0.06
93 RRGB 46.95 17 Feb '17 18 50.00 0.301 3.50 2 45.00 0.365 0.55 73 2.95 5.00 1.69 0.06
94 SPXS 10.21 17 Feb '17 18 11.00 0.205 0.95 151 10.00 0.269 0.10 80 0.85 1.00 1.18 0.06
95 BERY 50.71 17 Feb '17 18 50.00 0.326 1.25 210 47.50 0.389 0.30 20 0.95 2.50 2.63 0.06
96 MGA 43.07 17 Feb '17 18 42.50 0.258 0.75 27 40.00 0.321 0.15 30 0.60 2.50 4.17 0.06
97 VSTO 28.30 17 Feb '17 18 30.00 0.460 2.35 10 25.00 0.523 0.15 2 2.20 5.00 2.27 0.06
98 SN 13.46 17 Feb '17 18 13.00 0.735 0.70 51 12.00 0.798 0.20 5 0.50 1.00 2.00 0.06
99 GNTX 20.92 17 Feb '17 18 22.50 0.200 1.80 33 20.00 0.262 0.10 58 1.70 2.50 1.47 0.06
100 DO 16.16 17 Feb '17 18 17.50 0.493 1.65 140 15.00 0.554 0.28 219 1.37 2.50 1.82 0.06
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