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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 ITCI 13.57 17 Feb '17 21 15.00 1.147 1.05 19 17.50 1.386 0.40 11 0.65 2.50 3.85 0.24
2 NAK 3.00 17 Mar '17 49 2.00 0.944 1.20 10 4.00 1.183 0.20 93 1.00 2.00 2.00 0.24
3 ZIOP 5.78 21 Apr '17 84 5.00 0.469 1.20 41 6.00 0.627 0.55 100 0.65 1.00 1.54 0.16
4 BGS 44.25 17 Feb '17 21 45.00 0.229 0.95 12 50.00 0.381  0 28 0.95 5.00 5.26 0.15
5 NAK 3.00 17 Mar '17 49 2.00 0.944 1.20 10 3.00 1.090 0.45 25 0.75 1.00 1.33 0.15
6 KERX 4.80 17 Mar '17 49 4.50 0.639 0.80 3 5.00 0.776 0.40 445 0.40 0.50 1.25 0.14
7 NTNX 30.31 17 Feb '17 21 30.00 0.403 1.50 128 35.00 0.532 0.25 16 1.25 5.00 4.00 0.13
8 ADPT 7.79 17 Feb '17 21 7.50 1.022 0.95 18 10.00 1.149 0.15 1 0.80 2.50 3.13 0.13
9 CVEO 3.30 17 Mar '17 49 3.00 0.715 0.55 21 4.00 0.829 0.15 2 0.40 1.00 2.50 0.11
10 MACK 3.07 17 Mar '17 49 3.00 0.823 0.55 12 4.00 0.934 0.10 10 0.45 1.00 2.22 0.11
11 EGO 3.43 17 Feb '17 21 3.00 0.387 0.50 5 3.50 0.491 0.10 20 0.40 0.50 1.25 0.10
12 CONN 10.20 17 Feb '17 21 11.00 0.583 0.30 17 12.00 0.678 0.05 165 0.25 1.00 4.00 0.10
13 NAK 3.00 17 Mar '17 49 3.00 1.090 0.50 25 4.00 1.183 0.20 93 0.30 1.00 3.33 0.09
14 WATT 13.61 17 Feb '17 21 12.50 0.665 1.65 836 15.00 0.753 0.35 471 1.30 2.50 1.92 0.09
15 INSY 9.99 17 Feb '17 21 10.00 0.633 0.80 22 11.00 0.719 0.25 31 0.55 1.00 1.82 0.09
16 ZOES 21.76 17 Feb '17 21 22.50 0.396 0.60 8 25.00 0.481 0.05 6 0.55 2.50 4.55 0.08
17 ARLZ 4.29 17 Mar '17 49 4.00 0.943 0.75 35 5.00 1.020 0.35 70 0.40 1.00 2.50 0.08
18 NEWR 35.67 17 Mar '17 49 40.00 0.474 1.20 25 45.00 0.551 0.25 20 0.95 5.00 5.26 0.08
19 PIR 7.05 17 Feb '17 21 7.00 0.557 0.45 1 8.00 0.635 0.05 1 0.40 1.00 2.50 0.08
20 AKAO 15.74 17 Feb '17 21 15.00 0.883 1.85 133 17.50 0.959 0.65 287 1.20 2.50 2.08 0.08
21 CVI 23.16 17 Mar '17 49 25.00 0.475 0.95 1,282 30.00 0.550 0.20 10 0.75 5.00 6.67 0.07
22 SPXU 19.00 17 Feb '17 21 20.00 0.310 0.25 96 21.00 0.380 0.10 1 0.15 1.00 6.67 0.07
23 FOLD 5.40 17 Feb '17 21 5.00 0.623 0.65 43 6.00 0.691 0.05 413 0.60 1.00 1.67 0.07
24 LUK 23.92 17 Feb '17 21 24.00 0.213 0.50 5 25.00 0.279 0.10 10 0.40 1.00 2.50 0.07
25 AUPH 3.22 21 Jul '17 175 2.50 0.683 1.00 64 5.00 0.748 0.15 20 0.85 2.50 2.94 0.06
26 SPXU 19.00 17 Feb '17 21 19.00 0.247 0.50 6 20.00 0.310 0.20 96 0.30 1.00 3.33 0.06
27 YINN 17.77 17 Feb '17 21 17.00 0.352 1.30 2 18.00 0.414 0.45 2 0.85 1.00 1.18 0.06
28 SDS 14.39 10 Feb '17 14 14.00 0.120 0.47 125 14.50 0.182 0.11 27 0.36 0.50 1.39 0.06
29 BANC 14.80 17 Feb '17 21 15.00 0.647 0.90 146 16.00 0.708 0.40 50 0.50 1.00 2.00 0.06
30 NGD 3.96 19 May '17 112 4.00 0.564 0.50 127 4.50 0.624 0.30 13 0.20 0.50 2.50 0.06
31 LN 31.80 17 Feb '17 21 30.00 0.361 2.55 3 32.50 0.421 0.80 39 1.75 2.50 1.43 0.06
32 DRIP 12.98 17 Feb '17 21 13.00 0.612 0.80 20 14.00 0.672 0.35 17 0.45 1.00 2.22 0.06
33 AMKR 9.70 17 Feb '17 21 10.00 0.602 0.50 10 11.00 0.663 0.15 20 0.35 1.00 2.86 0.06
34 SPXS 10.04 17 Mar '17 49 10.00 0.300 0.50 122 11.00 0.359 0.15 87 0.35 1.00 2.86 0.06
35 JUNO 20.37 17 Mar '17 49 22.50 0.600 1.25 7 25.00 0.659 0.45 21 0.80 2.50 3.12 0.06
36 CCJ 12.98 10 Feb '17 14 13.00 0.453 0.55 1 13.50 0.512 0.25 350 0.30 0.50 1.67 0.06
37 AREX 3.28 21 Jul '17 175 4.00 0.761 0.50 42 5.00 0.820 0.15 40 0.35 1.00 2.86 0.06
38 UNG 8.44 24 Feb '17 28 8.00 0.369 0.68 46 8.50 0.427 0.34 64 0.34 0.50 1.47 0.06
39 AEO 14.67 10 Feb '17 14 15.00 0.312 0.25 11 15.50 0.369 0.05 1 0.20 0.50 2.50 0.06
40 STNG 3.84 21 Jul '17 175 4.00 0.392 0.45 80 5.00 0.449 0.05 10 0.40 1.00 2.50 0.06
41 CRBP 6.75 17 Mar '17 49 7.50 1.129 0.90 513 10.00 1.185 0.25 10 0.65 2.50 3.85 0.06
42 ADXS 9.05 21 Apr '17 84 10.00 0.670 1.00 22 12.50 0.725 0.20 15 0.80 2.50 3.13 0.06
43 WDR 17.69 17 Feb '17 21 17.50 0.416 0.85 2,092 20.00 0.471 0.05 15 0.80 2.50 3.12 0.05
44 GPRO 10.07 3 Feb '17 7 10.50 0.835 0.32 576 11.00 0.890 0.16 480 0.16 0.50 3.13 0.05
45 GRPN 3.45 17 Feb '17 21 3.50 0.856 0.28 160 4.00 0.910 0.11 448 0.17 0.50 2.94 0.05
46 NGD 3.96 17 Feb '17 21 3.50 0.523 0.55 5 4.00 0.576 0.15 50 0.40 0.50 1.25 0.05
47 WLL 11.50 10 Feb '17 14 11.50 0.445 0.47 50 12.00 0.498 0.19 85 0.28 0.50 1.79 0.05
48 GPRO 10.07 10 Feb '17 14 10.00 0.631 0.58 93 10.50 0.683 0.33 20 0.25 0.50 2.00 0.05
49 CY 12.08 17 Feb '17 21 12.00 0.398 0.60 259 13.00 0.450 0.15 3,398 0.45 1.00 2.22 0.05
50 RBS 5.82 17 Feb '17 21 5.00 0.335 0.85 15 6.00 0.386 0.10 207 0.75 1.00 1.33 0.05
51 SPWR 6.57 17 Feb '17 21 7.00 0.682 0.34 284 7.50 0.732 0.12 1 0.22 0.50 2.27 0.05
52 ZIOP 5.78 21 Apr '17 84 6.00 0.627 0.65 100 7.00 0.675 0.30 89 0.35 1.00 2.86 0.05
53 SGYP 6.27 17 Mar '17 49 7.00 0.953 0.70 214 8.00 1.000 0.30 174 0.40 1.00 2.50 0.05
54 GPRO 10.07 24 Feb '17 28 10.00 0.482 0.66 12 10.50 0.529 0.34 3 0.32 0.50 1.56 0.05
55 SGYP 6.27 17 Feb '17 21 6.00 0.947 0.75 910 7.00 0.994 0.25 1,347 0.50 1.00 2.00 0.05
56 VXX 18.97 3 Feb '17 7 19.00 0.405 0.42 5,909 19.50 0.451 0.25 9,023 0.17 0.50 2.94 0.05
57 GLOP 22.25 21 Apr '17 84 20.00 0.204 2.55 8 22.50 0.249 0.85 29 1.70 2.50 1.47 0.05
58 ZTO 12.42 17 Feb '17 21 13.00 0.445 0.40 1 14.00 0.491 0.10 25 0.30 1.00 3.33 0.05
59 GPN 77.44 17 Feb '17 21 80.00 0.215 0.80 22 85.00 0.260 0.05 14 0.75 5.00 6.67 0.04
60 FNV 62.85 17 Feb '17 21 65.00 0.326 1.25 7 70.00 0.370 0.20 4 1.05 5.00 4.76 0.04
61 VXX 18.97 3 Feb '17 7 18.50 0.361 0.67 1,805 19.00 0.405 0.40 5,909 0.27 0.50 1.85 0.04
62 EPD 29.09 3 Feb '17 7 29.00 0.251 0.55 28 29.50 0.295 0.20 103 0.35 0.50 1.43 0.04
63 TWM 23.16 17 Feb '17 21 23.00 0.302 0.90 1 24.00 0.345 0.30 95 0.60 1.00 1.67 0.04
64 SALT 7.15 17 Mar '17 49 5.00 0.814 2.50 6 7.50 0.857 0.60 11 1.90 2.50 1.32 0.04
65 IAG 4.47 17 Mar '17 49 4.50 0.595 0.40 20 5.00 0.638 0.20 12 0.20 0.50 2.50 0.04
66 UVXY 23.83 3 Feb '17 7 23.50 0.778 1.25 486 24.00 0.820 0.99 1,714 0.26 0.50 1.92 0.04
67 VXX 18.97 10 Feb '17 14 18.50 0.400 0.87 256 19.00 0.442 0.62 805 0.25 0.50 2.00 0.04
68 MTCH 17.50 17 Feb '17 21 17.50 0.508 0.90 239 20.00 0.549 0.15 68 0.75 2.50 3.33 0.04
69 JUNO 20.37 17 Feb '17 21 20.00 0.651 1.50 141 22.50 0.692 0.50 7,354 1.00 2.50 2.50 0.04
70 CAR 39.25 17 Feb '17 21 39.00 0.527 2.40 10 40.00 0.568 1.65 85 0.75 1.00 1.33 0.04
71 UVXY 23.83 3 Feb '17 7 24.00 0.820 1.02 1,714 24.50 0.861 0.83 666 0.19 0.50 2.63 0.04
72 EDZ 20.50 17 Feb '17 21 21.00 0.437 0.80 20 22.00 0.478 0.30 9 0.50 1.00 2.00 0.04
73 DO 17.29 17 Mar '17 49 15.00 0.400 2.73 10 17.50 0.441 0.98 58 1.75 2.50 1.43 0.04
74 TLRD 19.48 17 Feb '17 21 20.00 0.469 0.80 72 22.50 0.510 0.10 7 0.70 2.50 3.57 0.04
75 PTLA 25.57 17 Feb '17 21 25.00 0.582 1.90 13 30.00 0.622 0.20 10 1.70 5.00 2.94 0.04
76 VALE 10.67 3 Feb '17 7 10.50 0.473 0.40 553 11.00 0.513 0.12 249 0.28 0.50 1.79 0.04
77 DNR 3.68 16 Jun '17 140 4.00 0.643 0.55 20 4.50 0.682 0.25 20 0.30 0.50 1.67 0.04
78 OZM 3.18 15 Sep '17 231 3.00 0.515 0.65 19 4.00 0.554 0.10 3 0.55 1.00 1.82 0.04
79 SGYP 6.27 21 Apr '17 84 7.00 0.978 0.95 282 8.00 1.018 0.65 1,182 0.30 1.00 3.33 0.04
80 MDC 27.33 17 Feb '17 21 27.00 0.219 1.00 55 28.00 0.258 0.30 3 0.70 1.00 1.43 0.04
81 RES 21.65 17 Mar '17 49 22.00 0.310 0.95 2 23.00 0.348 0.40 10 0.55 1.00 1.82 0.04
82 PAYX 61.17 17 Feb '17 21 60.00 0.078 1.35 23 62.50 0.117 0.15 7 1.20 2.50 2.08 0.04
83 SAND 4.31 16 Jun '17 140 4.00 0.517 0.75 18 5.00 0.556 0.30 10 0.45 1.00 2.22 0.04
84 MBT 10.78 17 Feb '17 21 10.00 0.222 0.90 60 11.00 0.260 0.15 71 0.75 1.00 1.33 0.04
85 KMI 22.38 3 Feb '17 7 22.00 0.107 0.41 1,046 22.50 0.144 0.12 706 0.29 0.50 1.72 0.04
86 OCLR 9.96 17 Feb '17 21 9.00 0.665 1.25 106 10.00 0.702 0.60 308 0.65 1.00 1.54 0.04
87 QID 21.23 17 Feb '17 21 21.00 0.195 0.56 70 22.00 0.232 0.18 142 0.38 1.00 2.63 0.04
88 TRGP 58.55 17 Feb '17 21 60.00 0.227 0.90 75 62.50 0.264 0.20 16 0.70 2.50 3.57 0.04
89 FAZ 20.57 10 Feb '17 14 20.50 0.321 0.59 7 21.00 0.357 0.31 5 0.28 0.50 1.79 0.04
90 MX 8.65 16 Jun '17 140 7.50 0.514 1.90 9 10.00 0.550 0.55 503 1.35 2.50 1.85 0.04
91 ZIOP 5.78 17 Mar '17 49 6.00 0.644 0.55 50 7.00 0.679 0.10 2 0.45 1.00 2.22 0.04
92 PYPL 40.27 10 Feb '17 14 40.00 0.174 0.79 7 40.50 0.209 0.42 20 0.37 0.50 1.35 0.04
93 TZA 19.11 10 Feb '17 14 19.50 0.429 0.49 20 20.00 0.463 0.30 103 0.19 0.50 2.63 0.03
94 SM 34.40 17 Feb '17 21 35.00 0.538 1.60 758 40.00 0.572 0.30 438 1.30 5.00 3.85 0.03
95 GIS 62.72 17 Feb '17 21 65.00 0.194 0.42 6 67.50 0.229 0.10 11 0.32 2.50 7.81 0.03
96 SPXU 19.00 17 Mar '17 49 19.00 0.306 0.90 11 20.00 0.340 0.50 31 0.40 1.00 2.50 0.03
97 NAK 3.00 19 May '17 112 3.00 1.102 0.80 16 4.00 1.136 0.35 28 0.45 1.00 2.22 0.03
98 SQQQ 43.53 17 Feb '17 21 43.00 0.294 1.70 6 44.00 0.328 1.05 43 0.65 1.00 1.54 0.03
99 VXX 18.97 24 Feb '17 28 19.00 0.477 1.00 292 19.50 0.511 0.81 139 0.19 0.50 2.63 0.03
100 VIRT 17.75 16 Jun '17 140 17.50 0.279 1.60 3 20.00 0.312 0.50 10 1.10 2.50 2.27 0.03
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