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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 CPRX 2.94 15 Sep '17 46 2.50 0.874 0.75 143 5.00 1.361 0.10 10 0.65 2.50 3.85 0.49
2 CARA 14.04 18 Aug '17 18 12.50 0.279 1.90 32 15.00 0.657 0.40 138 1.50 2.50 1.67 0.38
3 ZN 4.01 18 Aug '17 18 2.50 1.088 1.65 260 5.00 1.419 0.15 228 1.50 2.50 1.67 0.33
4 ACHN 4.10 18 Aug '17 18 4.00 0.971 0.60 211 5.00 1.253 0.15 55 0.45 1.00 2.22 0.28
5 JCP 5.41 11 Aug '17 11 5.00 0.522 0.58 83 5.50 0.749 0.23 781 0.35 0.50 1.43 0.23
6 STON 6.99 20 Oct '17 81 5.00 0.347 2.15 5 7.50 0.573 0.50 47 1.65 2.50 1.52 0.23
7 TK 9.80 18 Aug '17 18 7.50 0.582 2.40 90 10.00 0.767 0.45 56 1.95 2.50 1.28 0.18
8 VXX 11.22 4 Aug '17 4 11.00 0.373 0.31 4,032 11.50 0.551 0.14 15,451 0.17 0.50 2.94 0.18
9 CZR 12.35 4 Aug '17 4 12.00 0.462 0.70 1 12.50 0.616 0.20 50 0.50 0.50 1.00 0.15
10 FAZ 15.89 4 Aug '17 4 15.50 0.169 0.48 200 16.00 0.316 0.14 545 0.34 0.50 1.47 0.15
11 MVIS 2.27 17 Nov '17 109 2.00 0.752 0.60 40 3.00 0.899 0.20 404 0.40 1.00 2.50 0.15
12 CYH 7.14 4 Aug '17 4 7.00 1.274 0.55 51 7.50 1.412 0.20 353 0.35 0.50 1.43 0.14
13 SGYP 3.88 18 Aug '17 18 3.50 0.665 0.55 46 4.00 0.802 0.20 324 0.35 0.50 1.43 0.14
14 NPTN 8.07 18 Aug '17 18 7.50 0.867 1.00 524 10.00 0.996 0.15 100 0.85 2.50 2.94 0.13
15 GNC 9.51 15 Sep '17 46 7.50 0.445 2.25 38 10.00 0.573 0.50 54 1.75 2.50 1.43 0.13
16 SBLK 10.04 18 Aug '17 18 10.00 0.767 0.75 220 12.50 0.892  0 400 0.75 2.50 3.33 0.13
17 FIT 5.16 4 Aug '17 4 5.50 1.643 0.23 378 6.00 1.766 0.10 2,139 0.13 0.50 3.85 0.12
18 DCP 34.03 20 Oct '17 81 30.00 0.106 4.30 4 35.00 0.228 0.95 6 3.35 5.00 1.49 0.12
19 ERY 12.41 18 Aug '17 18 13.00 0.435 0.35 15 14.00 0.554 0.05 3 0.30 1.00 3.33 0.12
20 QIWI 18.31 18 Aug '17 18 17.50 0.491 1.60 14 20.00 0.609 0.25 65 1.35 2.50 1.85 0.12
21 ENR 46.07 18 Aug '17 18 50.00 0.464 0.70 19 55.00 0.580 0.20 5 0.50 5.00 10.00 0.12
22 CARA 14.04 18 Aug '17 18 15.00 0.657 0.50 138 17.50 0.770 0.10 261 0.40 2.50 6.25 0.11
23 VXX 11.22 11 Aug '17 11 11.50 0.534 0.30 2,248 12.00 0.647 0.20 3,133 0.10 0.50 5.00 0.11
24 FRED 6.77 20 Oct '17 81 7.50 0.769 0.80 20 10.00 0.880 0.20 75 0.60 2.50 4.17 0.11
25 GBT 26.10 15 Sep '17 46 30.00 0.656 1.20 142 35.00 0.764 0.40 4 0.80 5.00 6.25 0.11
26 FIT 5.16 25 Aug '17 25 5.50 0.715 0.33 2 6.00 0.822 0.16 3 0.17 0.50 2.94 0.11
27 NG 4.46 15 Sep '17 46 4.00 0.429 0.65 13 5.00 0.534 0.10 110 0.55 1.00 1.82 0.10
28 PEI 11.89 18 Aug '17 18 11.00 0.326 1.20 13 12.00 0.428 0.30 11 0.90 1.00 1.11 0.10
29 NTNX 21.25 18 Aug '17 18 22.50 0.563 0.60 362 25.00 0.658 0.15 230 0.45 2.50 5.56 0.10
30 PRTK 19.45 18 Aug '17 18 20.00 0.719 1.10 35 22.50 0.815 0.40 11 0.70 2.50 3.57 0.10
31 PLUG 2.26 19 Jan '18 172 2.00 0.664 0.60 59 2.50 0.759 0.32 10 0.28 0.50 1.79 0.09
32 VXX 11.22 11 Aug '17 11 11.00 0.440 0.47 714 11.50 0.534 0.29 2,248 0.18 0.50 2.78 0.09
33 CLDR 17.25 18 Aug '17 18 17.50 0.516 0.75 25 20.00 0.610 0.10 1 0.65 2.50 3.85 0.09
34 IMGN 5.94 15 Sep '17 46 6.00 0.734 0.70 15 7.00 0.828 0.20 15 0.50 1.00 2.00 0.09
35 EDIT 16.92 15 Sep '17 46 17.50 0.688 1.55 73 20.00 0.780 0.55 100 1.00 2.50 2.50 0.09
36 DRIP 20.76 18 Aug '17 18 21.00 0.780 1.45 26 22.00 0.871 0.90 1 0.55 1.00 1.82 0.09
37 OAS 7.78 15 Sep '17 46 8.00 0.595 0.65 181 9.00 0.682 0.25 70 0.40 1.00 2.50 0.09
38 VXX 11.22 18 Aug '17 18 11.00 0.495 0.61 1,271 11.50 0.581 0.45 1,285 0.16 0.50 3.12 0.09
39 BJRI 35.30 18 Aug '17 18 35.00 0.322 1.25 898 40.00 0.408  0 15 1.25 5.00 4.00 0.09
40 AST 3.55 15 Dec '17 137 5.00 1.123 0.65 34 7.50 1.209 0.25 100 0.40 2.50 6.25 0.09
41 SPXU 14.75 15 Sep '17 46 15.00 0.256 0.50 103 16.00 0.342 0.20 5 0.30 1.00 3.33 0.09
42 DXD 11.28 15 Sep '17 46 11.00 0.147 0.45 4 12.00 0.231 0.10 5 0.35 1.00 2.86 0.08
43 SPXU 14.75 15 Sep '17 46 14.00 0.174 0.95 419 15.00 0.256 0.35 103 0.60 1.00 1.67 0.08
44 CZR 12.35 4 Aug '17 4 12.50 0.616 0.30 50 13.00 0.694  0 2 0.30 0.50 1.67 0.08
45 FOLD 12.95 18 Aug '17 18 12.00 0.553 1.50 32 13.00 0.631 0.60 8 0.90 1.00 1.11 0.08
46 SNAP 13.67 4 Aug '17 4 13.50 0.632 0.54 6,159 14.00 0.708 0.26 7,344 0.28 0.50 1.79 0.08
47 GOOS 19.06 4 Aug '17 4 19.00 0.465 0.55 2 19.50 0.540 0.15 2 0.40 0.50 1.25 0.08
48 RAD 2.24 15 Sep '17 46 2.00 0.733 0.42 24 2.50 0.809 0.12 642 0.30 0.50 1.67 0.08
49 AGEN 4.44 17 Nov '17 109 5.00 0.947 0.85 55 6.00 1.020 0.45 2 0.40 1.00 2.50 0.07
50 CARA 14.04 15 Sep '17 46 15.00 0.594 1.00 67 17.50 0.666 0.25 10 0.75 2.50 3.33 0.07
51 VXX 11.22 25 Aug '17 25 11.00 0.507 0.72 204 11.50 0.579 0.55 212 0.17 0.50 2.94 0.07
52 GNC 9.51 15 Sep '17 46 10.00 0.573 0.60 54 12.50 0.643 0.10 1 0.50 2.50 5.00 0.07
53 DLB 51.75 15 Sep '17 46 55.00 0.235 0.60 51 60.00 0.305 0.20 132 0.40 5.00 12.50 0.07
54 UVXY 29.74 4 Aug '17 4 29.50 0.850 1.20 1,647 30.00 0.918 1.01 2,616 0.19 0.50 2.63 0.07
55 DXD 11.28 20 Oct '17 81 11.00 0.177 0.55 70 12.00 0.244 0.20 53 0.35 1.00 2.86 0.07
56 CVE 8.41 15 Sep '17 46 7.50 0.406 1.15 2 10.00 0.472 0.05 20 1.10 2.50 2.27 0.07
57 DYN 8.98 18 Aug '17 18 8.00 0.827 1.40 56 9.00 0.893 0.60 53 0.80 1.00 1.25 0.07
58 VXX 11.22 18 Aug '17 18 11.50 0.581 0.46 1,285 12.00 0.646 0.34 4,288 0.12 0.50 4.17 0.06
59 CALA 15.30 15 Sep '17 46 17.50 0.822 1.20 12 20.00 0.886 0.40 5 0.80 2.50 3.12 0.06
60 AG 8.23 1 Sep '17 32 8.00 0.518 0.70 6 8.50 0.582 0.35 8 0.35 0.50 1.43 0.06
61 SDOW 28.93 18 Aug '17 18 29.00 0.208 0.70 217 30.00 0.272 0.25 315 0.45 1.00 2.22 0.06
62 TXMD 5.65 15 Sep '17 46 5.00 1.115 1.40 16 7.50 1.179 0.30 15 1.10 2.50 2.27 0.06
63 MNRO 46.60 18 Aug '17 18 50.00 0.425 0.70 10 55.00 0.488 0.05 1 0.65 5.00 7.69 0.06
64 VXX 11.22 8 Sep '17 39 11.00 0.542 0.92 160 11.50 0.603 0.73 805 0.19 0.50 2.63 0.06
65 VXX 11.22 1 Sep '17 32 11.00 0.537 0.84 523 11.50 0.598 0.66 65 0.18 0.50 2.78 0.06
66 JMEI 2.23 19 Jan '18 172 2.50 0.982 0.60 164 5.00 1.044 0.10 180 0.50 2.50 5.00 0.06
67 TTPH 6.54 17 Nov '17 109 7.50 0.733 0.90 130 10.00 0.793 0.10 47 0.80 2.50 3.13 0.06
68 UAA 20.02 4 Aug '17 4 20.00 1.353 1.25 1,090 20.50 1.413 0.89 4,231 0.36 0.50 1.39 0.06
69 IMMU 8.56 18 Aug '17 18 8.00 0.638 0.95 65 9.00 0.697 0.25 36 0.70 1.00 1.43 0.06
70 TK 9.80 19 Jan '18 172 7.50 0.478 2.60 87 10.00 0.537 1.15 17 1.45 2.50 1.72 0.06
71 REV 19.55 18 Aug '17 18 20.00 0.533 0.80 10 22.50 0.591 0.10 47 0.70 2.50 3.57 0.06
72 ZAYO 32.79 18 Aug '17 18 32.50 0.258 1.00 3 35.00 0.315 0.20 40 0.80 2.50 3.13 0.06
73 TZA 15.90 11 Aug '17 11 15.50 0.285 0.64 39 16.00 0.342 0.31 140 0.33 0.50 1.52 0.06
74 IMGN 5.94 20 Oct '17 81 6.00 0.810 0.90 32 7.00 0.867 0.45 75 0.45 1.00 2.22 0.06
75 PX 130.16 18 Aug '17 18 135.00 0.164 0.70 66 140.00 0.221 0.10 50 0.60 5.00 8.33 0.06
76 S 7.98 18 Aug '17 18 7.50 0.608 0.77 174 8.00 0.664 0.43 572 0.34 0.50 1.47 0.06
77 QID 16.08 15 Sep '17 46 17.00 0.331 0.43 55 18.00 0.386 0.21 22 0.22 1.00 4.55 0.06
78 TZA 15.90 18 Aug '17 18 16.00 0.346 0.50 296 16.50 0.401 0.29 778 0.21 0.50 2.38 0.06
79 VXX 11.22 25 Aug '17 25 11.50 0.579 0.56 212 12.00 0.634 0.43 163 0.13 0.50 3.85 0.06
80 BCRX 5.11 15 Dec '17 137 6.00 0.696 0.66 11 7.00 0.751 0.27 12 0.39 1.00 2.56 0.06
81 SXCP 18.75 17 Nov '17 109 17.50 0.227 1.95 30 20.00 0.281 0.55 35 1.40 2.50 1.79 0.05
82 ERY 12.41 18 Aug '17 18 12.00 0.382 0.75 23 13.00 0.435 0.20 15 0.55 1.00 1.82 0.05
83 SPXS 38.87 15 Sep '17 46 38.00 0.203 1.80 10 39.00 0.256 1.15 89 0.65 1.00 1.54 0.05
84 BLCM 10.58 17 Nov '17 109 10.00 0.690 2.05 16 12.50 0.742 1.00 81 1.05 2.50 2.38 0.05
85 CMCM 11.04 15 Sep '17 46 12.00 0.552 0.55 2 13.00 0.605 0.20 15 0.35 1.00 2.86 0.05
86 SPXS 38.87 18 Aug '17 18 39.00 0.207 0.75 5 40.00 0.259 0.15 3 0.60 1.00 1.67 0.05
87 SWN 5.70 18 Aug '17 18 5.50 0.541 0.46 74 6.00 0.593 0.16 457 0.30 0.50 1.67 0.05
88 GERN 2.65 15 Dec '17 137 3.00 0.699 0.35 35 4.00 0.751 0.05 15 0.30 1.00 3.33 0.05
89 ZAYO 32.79 15 Sep '17 46 35.00 0.313 0.70 28 37.50 0.364 0.30 10 0.40 2.50 6.25 0.05
90 DUST 27.47 11 Aug '17 11 27.00 0.615 1.60 15 27.50 0.665 1.15 3 0.45 0.50 1.11 0.05
91 TRVG 21.27 18 Aug '17 18 22.50 0.628 0.80 178 25.00 0.677 0.20 428 0.60 2.50 4.17 0.05
92 WATT 14.73 17 Nov '17 109 15.00 0.609 2.05 17 17.50 0.658 1.00 33 1.05 2.50 2.38 0.05
93 SPXU 14.75 19 Jan '18 172 14.00 0.297 1.65 7 15.00 0.346 1.10 1 0.55 1.00 1.82 0.05
94 VXX 11.22 1 Sep '17 32 11.50 0.598 0.68 65 12.00 0.647 0.54 2,390 0.14 0.50 3.57 0.05
95 HIMX 8.24 11 Aug '17 11 8.50 0.720 0.35 10 9.00 0.769 0.15 34 0.20 0.50 2.50 0.05
96 SNAP 13.67 18 Aug '17 18 14.00 0.789 0.89 3,229 14.50 0.837 0.60 162 0.29 0.50 1.72 0.05
97 CARA 14.04 17 Nov '17 109 15.00 0.713 2.00 11 17.50 0.761 0.95 10 1.05 2.50 2.38 0.05
98 TWTR 16.09 4 Aug '17 4 16.00 0.362 0.31 2,208 16.50 0.409 0.11 3,468 0.20 0.50 2.50 0.05
99 SGMO 8.60 16 Feb '18 200 9.00 0.854 2.20 6 10.00 0.901 1.55 3 0.65 1.00 1.54 0.05
100 TZA 15.90 11 Aug '17 11 16.00 0.342 0.39 140 16.50 0.389 0.17 24 0.22 0.50 2.27 0.05
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