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# Stock Stock
Price
Expiry Days Long Call Short Call Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 ADMP 3.60 16 Jun '17 45 5.00 1.434 0.35 5 7.50 1.820 0.10 10 0.25 2.50 10.00 0.39
2 VHC 3.35 19 May '17 17 3.00 1.670 0.75 20 4.00 1.985 0.25 160 0.50 1.00 2.00 0.31
3 INFN 9.92 5 May '17 3 9.50 1.671 1.00 40 10.00 1.986 0.60 11 0.40 0.50 1.25 0.31
4 BCRX 6.49 19 May '17 17 7.00 0.870 0.39 21 8.00 1.083 0.15 481 0.24 1.00 4.17 0.21
5 GRPN 4.00 5 May '17 3 4.00 2.042 0.30 3,788 4.50 2.243 0.14 2,738 0.16 0.50 3.12 0.20
6 AXDX 27.60 19 May '17 17 30.00 0.608 0.85 76 35.00 0.793 0.05 2 0.80 5.00 6.25 0.19
7 NTRP 8.15 19 May '17 17 7.50 0.925 1.15 262 10.00 1.091 0.15 642 1.00 2.50 2.50 0.17
8 WATT 12.97 19 May '17 17 15.00 0.838 0.35 561 17.50 0.996 0.05 70 0.30 2.50 8.33 0.16
9 GRPN 4.00 5 May '17 3 3.50 2.088 0.64 365 4.50 2.243 0.14 2,738 0.50 1.00 2.00 0.15
10 OZM 2.34 15 Sep '17 136 2.00 0.459 0.55 53 3.00 0.613 0.10 435 0.45 1.00 2.22 0.15
11 CARA 14.92 19 May '17 17 15.00 0.750 0.95 511 17.50 0.887 0.25 224 0.70 2.50 3.57 0.14
12 WATT 12.97 19 May '17 17 12.50 0.705 1.15 501 15.00 0.838 0.25 561 0.90 2.50 2.78 0.13
13 RDUS 35.47 19 May '17 17 40.00 0.662 0.80 46 45.00 0.789 0.10 35 0.70 5.00 7.14 0.13
14 IVAC 12.80 16 Jun '17 45 12.50 0.418 1.05 23 15.00 0.543 0.10 4 0.95 2.50 2.63 0.13
15 ERII 8.62 19 May '17 17 7.50 0.728 1.45 33 10.00 0.849 0.10 20 1.35 2.50 1.85 0.12
16 TXMD 4.81 16 Jun '17 45 5.00 1.159 0.80 113 7.50 1.277 0.20 67 0.60 2.50 4.17 0.12
17 MB 29.50 19 May '17 17 30.00 0.541 1.40 16 35.00 0.655 0.20 302 1.20 5.00 4.17 0.11
18 ST 39.69 16 Jun '17 45 40.00 0.222 1.30 4 45.00 0.331 0.20 289 1.10 5.00 4.55 0.11
19 CRC 11.27 19 May '17 17 11.00 0.865 1.05 1 12.00 0.972 0.50 39 0.55 1.00 1.82 0.11
20 MTCH 19.13 19 May '17 17 20.00 0.482 0.50 1,003 22.50 0.588 0.10 53 0.40 2.50 6.25 0.11
21 AUPH 7.37 21 Jul '17 80 7.50 0.806 1.20 303 10.00 0.908 0.45 373 0.75 2.50 3.33 0.10
22 SBGL 7.71 21 Jul '17 80 7.50 0.557 0.95 945 10.00 0.659 0.10 23 0.85 2.50 2.94 0.10
23 ZIOP 7.33 19 May '17 17 7.00 0.551 0.60 1,605 8.00 0.652 0.15 961 0.45 1.00 2.22 0.10
24 S 9.07 5 May '17 3 9.00 1.022 0.39 1,185 9.50 1.122 0.17 841 0.22 0.50 2.27 0.10
25 ATW 7.18 19 May '17 17 7.00 0.662 0.60 40 8.00 0.760 0.15 30 0.45 1.00 2.22 0.10
26 LABD 9.66 19 May '17 17 10.00 0.685 0.50 104 11.00 0.782 0.15 35 0.35 1.00 2.86 0.10
27 VEEV 54.01 19 May '17 17 55.00 0.274 1.00 244 60.00 0.370  0 2 1.00 5.00 5.00 0.10
28 GLUU 2.43 16 Jun '17 45 2.00 0.522 0.50 50 2.50 0.618 0.15 56 0.35 0.50 1.43 0.10
29 PRTK 21.15 19 May '17 17 22.50 0.788 1.05 79 25.00 0.878 0.40 138 0.65 2.50 3.85 0.09
30 BCRX 6.49 16 Jun '17 45 7.00 0.882 0.73 10 8.00 0.968 0.26 501 0.47 1.00 2.13 0.09
31 PLUG 2.27 19 Jan '18 262 2.50 0.606 0.45 25 3.00 0.691 0.28 354 0.17 0.50 2.94 0.09
32 ZIOP 7.33 21 Jul '17 80 7.00 0.579 1.05 1,672 8.00 0.664 0.40 349 0.65 1.00 1.54 0.09
33 MVIS 2.17 18 Aug '17 108 2.00 0.751 0.55 16 3.00 0.835 0.10 15 0.45 1.00 2.22 0.08
34 STON 9.98 21 Jul '17 80 10.00 0.369 0.80 208 12.50 0.453 0.15 72 0.65 2.50 3.85 0.08
35 BLDP 2.92 17 Nov '17 199 2.00 0.537 1.25 3 3.00 0.620 0.45 640 0.80 1.00 1.25 0.08
36 AUPH 7.37 16 Jun '17 45 7.50 0.832 0.90 132 10.00 0.914 0.20 194 0.70 2.50 3.57 0.08
37 LGIH 31.32 19 May '17 17 30.00 0.486 2.20 39 35.00 0.567 0.25 326 1.95 5.00 2.56 0.08
38 PBPB 13.85 19 May '17 17 14.00 0.414 0.50 7 15.00 0.492 0.15 92 0.35 1.00 2.86 0.08
39 TXMD 4.81 19 May '17 17 5.00 1.645 0.70 130 7.50 1.722 0.10 70 0.60 2.50 4.17 0.08
40 ZAGG 7.60 19 May '17 17 8.00 0.784 0.40 1,257 9.00 0.858 0.10 11 0.30 1.00 3.33 0.07
41 ALLY 19.94 19 May '17 17 19.00 0.205 1.20 1 20.00 0.279 0.40 50 0.80 1.00 1.25 0.07
42 S 9.07 12 May '17 10 9.50 0.686 0.28 13 10.00 0.760 0.11 17 0.17 0.50 2.94 0.07
43 NTNX 15.82 16 Jun '17 45 17.50 0.688 1.05 883 20.00 0.758 0.30 315 0.75 2.50 3.33 0.07
44 SKX 25.14 5 May '17 3 25.00 0.314 0.45 25 25.50 0.383 0.15 14 0.30 0.50 1.67 0.07
45 TDOC 25.00 19 May '17 17 25.00 0.651 1.55 7 30.00 0.719 0.05 10 1.50 5.00 3.33 0.07
46 AAXN 24.78 5 May '17 3 24.50 0.262 0.50 51 25.00 0.330 0.10 20 0.40 0.50 1.25 0.07
47 SVU 4.08 16 Jun '17 45 4.00 0.402 0.35 10 4.50 0.469 0.05 35 0.30 0.50 1.67 0.07
48 BCRX 6.49 19 May '17 17 6.00 0.804 0.78 24 7.00 0.870 0.21 21 0.57 1.00 1.75 0.07
49 RAD 4.11 21 Jul '17 80 4.00 0.990 0.85 57 4.50 1.056 0.58 20 0.27 0.50 1.85 0.07
50 HCLP 14.70 19 May '17 17 15.00 0.599 0.70 226 17.50 0.665 0.10 134 0.60 2.50 4.17 0.07
51 ENDP 11.65 5 May '17 3 11.50 0.620 0.55 21 12.00 0.686 0.05 11 0.50 0.50 1.00 0.07
52 SHLD 10.71 5 May '17 3 10.50 0.764 0.48 118 11.00 0.827 0.16 8 0.32 0.50 1.56 0.06
53 AMCX 59.23 19 May '17 17 60.00 0.343 1.55 5 65.00 0.405 0.25 4 1.30 5.00 3.85 0.06
54 UVXY 13.17 19 May '17 17 13.00 0.900 1.13 934 13.50 0.962 0.93 135 0.20 0.50 2.50 0.06
55 BGCP 11.45 17 Nov '17 199 10.00 0.119 1.65 25 12.50 0.180 0.20 10 1.45 2.50 1.72 0.06
56 VXX 14.48 12 May '17 10 14.50 0.439 0.42 2,420 15.00 0.500 0.26 4,632 0.16 0.50 3.13 0.06
57 NTNX 15.82 19 May '17 17 15.00 0.498 1.45 353 17.50 0.558 0.20 1,004 1.25 2.50 2.00 0.06
58 INFN 9.92 19 May '17 17 9.50 0.863 1.10 30 10.00 0.922 0.65 674 0.45 0.50 1.11 0.06
59 PNW 84.70 19 May '17 17 85.00 0.146 1.00 1,395 90.00 0.205  0 1 1.00 5.00 5.00 0.06
60 QID 17.67 19 May '17 17 17.00 0.232 0.81 150 18.00 0.290 0.22 9 0.59 1.00 1.69 0.06
61 BRKS 26.08 16 Jun '17 45 25.00 0.308 1.90 37 30.00 0.365 0.10 16 1.80 5.00 2.78 0.06
62 ASPS 20.59 19 May '17 17 22.50 0.911 1.10 146 25.00 0.968 0.35 38 0.75 2.50 3.33 0.06
63 VRSK 82.10 19 May '17 17 85.00 0.244 0.70 108 90.00 0.302 0.05 2 0.65 5.00 7.69 0.06
64 SPXU 16.51 16 Jun '17 45 17.00 0.306 0.55 11 18.00 0.362 0.30 11 0.25 1.00 4.00 0.06
65 VXX 14.48 12 May '17 10 14.00 0.383 0.71 90 14.50 0.439 0.40 2,420 0.31 0.50 1.61 0.06
66 COG 24.13 5 May '17 3 24.00 0.409 0.50 12 24.50 0.465 0.10 63 0.40 0.50 1.25 0.06
67 VHC 3.35 19 May '17 17 4.00 1.985 0.40 160 5.00 2.039 0.15 68 0.25 1.00 4.00 0.05
68 BZUN 16.23 21 Jul '17 80 17.50 0.477 1.10 5 20.00 0.531 0.30 3 0.80 2.50 3.12 0.05
69 UVXY 13.17 5 May '17 3 13.50 1.000 0.35 2,229 14.00 1.054 0.20 3,764 0.15 0.50 3.33 0.05
70 TWTR 18.24 5 May '17 3 18.00 0.417 0.44 18,811 18.50 0.471 0.18 5,955 0.26 0.50 1.92 0.05
71 KND 10.10 16 Jun '17 45 10.00 0.675 1.15 180 12.50 0.729 0.30 178 0.85 2.50 2.94 0.05
72 YINN 19.85 19 May '17 17 20.00 0.348 0.60 25 21.00 0.402 0.20 2 0.40 1.00 2.50 0.05
73 IIVI 28.50 16 Jun '17 45 30.00 0.368 0.95 70 35.00 0.421 0.15 100 0.80 5.00 6.25 0.05
74 VXX 14.48 19 May '17 17 14.50 0.453 0.56 2,325 15.00 0.506 0.41 3,773 0.15 0.50 3.33 0.05
75 ALKS 58.51 19 May '17 17 60.00 0.352 1.25 21 65.00 0.405 0.10 4 1.15 5.00 4.35 0.05
76 MDLZ 43.77 12 May '17 10 43.50 0.280 1.17 36 44.00 0.331 0.76 61 0.41 0.50 1.22 0.05
77 EXR 73.54 19 May '17 17 75.00 0.209 0.85 5 80.00 0.260  0 3 0.85 5.00 5.88 0.05
78 GNC 7.63 16 Jun '17 45 7.50 0.684 0.90 49 10.00 0.734 0.15 3 0.75 2.50 3.33 0.05
79 CNAT 8.39 21 Jul '17 80 7.50 0.941 2.05 37 10.00 0.991 0.95 76 1.10 2.50 2.27 0.05
80 SHLD 10.71 19 May '17 17 10.50 0.657 0.79 76 11.00 0.707 0.46 238 0.33 0.50 1.52 0.05
81 CDE 8.61 19 May '17 17 8.00 0.514 0.80 100 9.00 0.564 0.20 1 0.60 1.00 1.67 0.05
82 UVXY 13.17 5 May '17 3 13.00 0.951 0.55 2,944 13.50 1.000 0.32 2,229 0.23 0.50 2.17 0.05
83 NRG 15.77 19 May '17 17 16.00 0.352 0.40 33 17.00 0.400 0.10 31 0.30 1.00 3.33 0.05
84 WEAT 7.15 20 Oct '17 171 7.00 0.230 0.60 6 8.00 0.278 0.15 40 0.45 1.00 2.22 0.05
85 KND 10.10 17 Nov '17 199 10.00 0.540 1.95 38 12.50 0.588 0.90 21 1.05 2.50 2.38 0.05
86 NTNX 15.82 16 Jun '17 45 15.00 0.641 2.00 336 17.50 0.688 0.85 883 1.15 2.50 2.17 0.05
87 EMES 12.49 5 May '17 3 12.00 1.292 1.00 2 12.50 1.340 0.40 25 0.60 0.50 0.83 0.05
88 FIT 5.81 5 May '17 3 5.50 1.626 0.56 80 6.00 1.673 0.26 494 0.30 0.50 1.67 0.05
89 VXX 14.48 26 May '17 24 14.00 0.419 0.92 41 14.50 0.466 0.66 93 0.26 0.50 1.92 0.05
90 URA 13.30 21 Jul '17 80 14.00 0.272 0.45 13 15.00 0.318 0.10 9 0.35 1.00 2.86 0.05
91 BKD 13.77 19 May '17 17 14.00 0.466 0.50 14 15.00 0.513 0.15 10 0.35 1.00 2.86 0.05
92 SWN 7.48 19 May '17 17 7.00 0.453 0.61 951 8.00 0.499 0.12 1,664 0.49 1.00 2.04 0.05
93 TTWO 64.09 19 May '17 17 60.00 0.176 4.40 100 65.00 0.221 0.75 1 3.65 5.00 1.37 0.05
94 ERY 12.68 19 May '17 17 12.00 0.401 1.05 69 13.00 0.447 0.25 3 0.80 1.00 1.25 0.05
95 TRTN 29.98 19 May '17 17 30.00 0.527 1.70 15 35.00 0.572 0.10 5 1.60 5.00 3.12 0.04
96 SGYP 4.09 19 May '17 17 4.00 0.726 0.35 50 4.50 0.770 0.10 630 0.25 0.50 2.00 0.04
97 UVXY 13.17 19 May '17 17 13.50 0.962 0.96 135 14.00 1.006 0.79 1,549 0.17 0.50 2.94 0.04
98 UVXY 13.17 12 May '17 10 13.50 0.955 0.70 443 14.00 0.998 0.53 610 0.17 0.50 2.94 0.04
99 VXX 14.48 26 May '17 24 14.50 0.466 0.70 93 15.00 0.509 0.52 137 0.18 0.50 2.78 0.04
100 UVXY 13.17 12 May '17 10 13.00 0.912 0.90 571 13.50 0.955 0.67 443 0.23 0.50 2.17 0.04
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