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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 P 8.75 9 Jun '17 3 8.50 1.058 0.63 89 9.00 1.464 0.35 2,574 0.28 0.50 1.79 0.41
2 EDIT 14.19 16 Jun '17 10 15.00 0.647 0.45 93 17.50 1.027 0.05 7 0.40 2.50 6.25 0.38
3 VHC 4.80 16 Jun '17 10 5.00 1.134 0.30 1,327 6.00 1.463 0.10 63 0.20 1.00 5.00 0.33
4 KND 10.25 16 Jun '17 10 10.00 0.848 0.80 231 12.50 1.173 0.15 1,385 0.65 2.50 3.85 0.33
5 SN 6.84 16 Jun '17 10 6.00 0.475 1.00 96 7.00 0.709 0.15 130 0.85 1.00 1.18 0.23
6 AQMS 12.74 16 Jun '17 10 12.50 0.687 0.75 322 15.00 0.916 0.05 141 0.70 2.50 3.57 0.23
7 UVXY 11.08 9 Jun '17 3 11.50 1.321 0.36 6,567 12.00 1.543 0.27 3,161 0.09 0.50 5.56 0.22
8 CNAT 5.30 21 Jul '17 45 5.00 0.817 1.00 7 7.50 1.025 0.15 16 0.85 2.50 2.94 0.21
9 DYN 8.52 16 Jun '17 10 7.50 1.032 1.45 14 9.00 1.238 0.30 948 1.15 1.50 1.30 0.21
10 VHC 4.80 21 Jul '17 45 4.00 0.975 1.30 53 5.00 1.168 0.65 103 0.65 1.00 1.54 0.19
11 GSAT 2.11 21 Jul '17 45 2.00 0.840 0.35 30 2.50 1.026 0.15 210 0.20 0.50 2.50 0.19
12 GBT 29.35 16 Jun '17 10 30.00 0.663 1.30 60 35.00 0.848 0.15 11 1.15 5.00 4.35 0.18
13 LABD 9.43 16 Jun '17 10 9.00 0.656 0.80 112 10.00 0.839 0.15 10 0.65 1.00 1.54 0.18
14 UVXY 11.08 9 Jun '17 3 11.00 1.150 0.53 11,388 11.50 1.321 0.35 6,567 0.18 0.50 2.78 0.17
15 SORL 8.29 21 Jul '17 45 10.00 0.816 0.50 15 12.50 0.984 0.05 1 0.45 2.50 5.56 0.17
16 AUPH 6.36 21 Jul '17 45 5.00 0.502 1.60 5 7.50 0.669 0.20 124 1.40 2.50 1.79 0.17
17 VHC 4.80 21 Jul '17 45 5.00 1.168 0.75 103 6.00 1.320 0.45 296 0.30 1.00 3.33 0.15
18 MAC 57.38 16 Jun '17 10 60.00 0.499 1.00 511 65.00 0.650 0.20 10 0.80 5.00 6.25 0.15
19 VXX 13.56 9 Jun '17 3 14.00 0.729 0.19 13,715 14.50 0.880 0.12 2,083 0.07 0.50 7.14 0.15
20 PTCT 14.31 16 Jun '17 10 14.00 0.457 0.90 38 15.00 0.601 0.15 9 0.75 1.00 1.33 0.14
21 WEB 23.75 21 Jul '17 45 25.00 0.327 0.70 11 30.00 0.466 0.05 11 0.65 5.00 7.69 0.14
22 VXX 13.56 9 Jun '17 3 13.50 0.591 0.33 8,103 14.00 0.729 0.18 13,715 0.15 0.50 3.33 0.14
23 VHC 4.80 16 Jun '17 10 4.00 1.003 0.90 583 5.00 1.134 0.25 1,327 0.65 1.00 1.54 0.13
24 TROX 14.54 16 Jun '17 10 15.00 0.509 0.35 37 16.00 0.638 0.05 20 0.30 1.00 3.33 0.13
25 NXST 57.80 16 Jun '17 10 60.00 0.370 0.85 157 65.00 0.498 0.05 17 0.80 5.00 6.25 0.13
26 OCUL 11.13 16 Jun '17 10 10.00 0.649 1.40 100 12.50 0.774 0.10 32 1.30 2.50 1.92 0.13
27 ZAYO 32.15 16 Jun '17 10 32.50 0.297 0.50 24 35.00 0.420 0.10 23 0.40 2.50 6.25 0.12
28 AUPH 6.36 20 Oct '17 136 5.00 0.620 2.00 7 7.50 0.739 0.65 46 1.35 2.50 1.85 0.12
29 UVXY 11.08 16 Jun '17 10 11.00 1.098 0.86 3,255 11.50 1.215 0.68 1,485 0.18 0.50 2.78 0.12
30 CLDR 22.57 16 Jun '17 10 22.50 0.969 1.50 99 25.00 1.082 0.70 200 0.80 2.50 3.12 0.11
31 TGNA 14.29 16 Jun '17 10 14.00 0.463 0.65 2,214 15.00 0.576 0.15 321 0.50 1.00 2.00 0.11
32 SHLD 6.61 16 Jun '17 10 7.00 0.807 0.27 72 7.50 0.914 0.08 2 0.19 0.50 2.63 0.11
33 CRC 11.14 16 Jun '17 10 12.00 0.762 0.30 1 13.00 0.869 0.10 35 0.20 1.00 5.00 0.11
34 COUP 33.28 21 Jul '17 45 35.00 0.399 1.45 81 40.00 0.505 0.20 228 1.25 5.00 4.00 0.11
35 P 8.75 16 Jun '17 10 9.00 1.028 0.50 577 9.50 1.131 0.35 1,096 0.15 0.50 3.33 0.10
36 COGT 4.30 15 Sep '17 101 5.00 0.829 0.60 7 7.50 0.932 0.10 38 0.50 2.50 5.00 0.10
37 CMTL 15.15 16 Jun '17 10 15.00 0.777 1.05 21 17.50 0.878 0.05 19 1.00 2.50 2.50 0.10
38 SA 10.75 21 Jul '17 45 10.00 0.273 1.25 104 11.00 0.372 0.35 6 0.90 1.00 1.11 0.10
39 YHOO 50.50 9 Jun '17 3 50.00 0.221 0.78 10 51.00 0.319 0.15 7 0.63 1.00 1.59 0.10
40 ADMP 4.35 16 Jun '17 10 5.00 2.942 0.70 592 7.50 3.040 0.15 324 0.55 2.50 4.55 0.10
41 CTL 25.84 16 Jun '17 10 25.00 0.139 1.00 91 26.00 0.237 0.20 75 0.80 1.00 1.25 0.10
42 DEPO 10.45 16 Jun '17 10 10.00 0.730 1.00 50 11.00 0.826 0.20 3 0.80 1.00 1.25 0.10
43 MZOR 38.91 16 Jun '17 10 40.00 0.649 1.35 60 45.00 0.744 0.20 12 1.15 5.00 4.35 0.10
44 ZIOP 5.82 21 Jul '17 45 5.00 0.553 1.05 64 6.00 0.648 0.40 280 0.65 1.00 1.54 0.09
45 SGYP 3.97 21 Jul '17 45 3.50 0.835 0.80 50 4.00 0.926 0.45 132 0.35 0.50 1.43 0.09
46 WTW 27.11 9 Jun '17 3 27.00 0.494 0.60 4 27.50 0.581 0.30 21 0.30 0.50 1.67 0.09
47 NRG 16.78 16 Jun '17 10 17.00 0.405 0.40 12,705 18.00 0.489 0.10 443 0.30 1.00 3.33 0.08
48 UVXY 11.08 16 Jun '17 10 11.50 1.215 0.72 1,485 12.00 1.299 0.58 2,017 0.14 0.50 3.57 0.08
49 VXX 13.56 16 Jun '17 10 13.50 0.565 0.54 6,648 14.00 0.648 0.39 6,265 0.15 0.50 3.33 0.08
50 P 8.75 9 Jun '17 3 9.00 1.464 0.36 2,574 9.50 1.546 0.15 1,152 0.21 0.50 2.38 0.08
51 BWA 43.92 16 Jun '17 10 45.00 0.283 0.45 41 47.50 0.364 0.10 35 0.35 2.50 7.14 0.08
52 BCRX 5.38 21 Jul '17 45 6.00 0.700 0.35 11 7.00 0.780 0.10 6 0.25 1.00 4.00 0.08
53 STNG 3.61 20 Oct '17 136 4.00 0.507 0.40 20 5.00 0.587 0.05 5 0.35 1.00 2.86 0.08
54 VXX 13.56 16 Jun '17 10 14.00 0.648 0.40 6,265 14.50 0.727 0.30 4,150 0.10 0.50 5.00 0.08
55 UVXY 11.08 23 Jun '17 17 11.00 1.096 1.10 432 11.50 1.174 0.92 199 0.18 0.50 2.78 0.08
56 EGHT 14.40 16 Jun '17 10 12.50 0.432 2.05 5 15.00 0.508 0.15 46 1.90 2.50 1.32 0.08
57 ACRX 2.45 15 Dec '17 192 2.50 1.146 0.85 5 5.00 1.222 0.05 55 0.80 2.50 3.12 0.08
58 TGTX 12.65 16 Jun '17 10 13.00 0.689 0.45 82 14.00 0.762 0.10 60 0.35 1.00 2.86 0.07
59 HRTX 14.05 16 Jun '17 10 14.00 0.567 0.75 4 15.00 0.638 0.15 22 0.60 1.00 1.67 0.07
60 YRCW 9.68 16 Jun '17 10 9.00 0.610 0.88 25 10.00 0.680 0.23 713 0.65 1.00 1.54 0.07
61 UVXY 11.08 23 Jun '17 17 11.50 1.174 0.96 199 12.00 1.243 0.81 265 0.15 0.50 3.33 0.07
62 AFSI 13.28 16 Jun '17 10 12.50 0.680 1.15 240 15.00 0.748 0.10 43 1.05 2.50 2.38 0.07
63 GPRO 8.49 16 Jun '17 10 8.50 0.472 0.29 128 9.00 0.538 0.09 617 0.20 0.50 2.50 0.07
64 ADXS 8.34 16 Jun '17 10 7.50 1.009 1.15 30 10.00 1.075 0.10 275 1.05 2.50 2.38 0.07
65 CLDX 2.39 18 Aug '17 73 2.00 0.666 0.55 51 3.00 0.730 0.10 51 0.45 1.00 2.22 0.06
66 OCUL 11.13 21 Jul '17 45 12.50 1.000 1.20 30 15.00 1.063 0.45 10 0.75 2.50 3.33 0.06
67 ADMP 4.35 21 Jul '17 45 5.00 1.781 1.20 281 7.50 1.843 0.20 32 1.00 2.50 2.50 0.06
68 VXX 13.56 23 Jun '17 17 13.50 0.554 0.69 957 14.00 0.615 0.52 278 0.17 0.50 2.94 0.06
69 WBMD 57.69 16 Jun '17 10 57.50 0.303 1.45 65 60.00 0.364 0.30 402 1.15 2.50 2.17 0.06
70 VXX 13.56 23 Jun '17 17 14.00 0.615 0.54 278 14.50 0.676 0.42 341 0.12 0.50 4.17 0.06
71 SPXU 15.61 16 Jun '17 10 15.00 0.222 0.70 43 16.00 0.283 0.10 228 0.60 1.00 1.67 0.06
72 DVAX 7.00 21 Jul '17 45 6.00 0.758 1.55 254 7.00 0.818 0.65 36 0.90 1.00 1.11 0.06
73 GME 21.90 9 Jun '17 3 22.00 0.362 0.27 4 22.50 0.422 0.08 63 0.19 0.50 2.63 0.06
74 ERY 13.31 21 Jul '17 45 13.00 0.467 1.05 21 14.00 0.527 0.65 9 0.40 1.00 2.50 0.06
75 SPXU 15.61 21 Jul '17 45 16.00 0.282 0.50 332 17.00 0.342 0.25 4 0.25 1.00 4.00 0.06
76 VIAV 11.43 16 Jun '17 10 11.00 0.377 0.56 666 12.00 0.434 0.12 137 0.44 1.00 2.27 0.06
77 MULE 26.33 16 Jun '17 10 25.00 0.656 2.00 56 30.00 0.713 0.15 21 1.85 5.00 2.70 0.06
78 PVG 9.66 16 Jun '17 10 9.00 0.514 0.85 56 10.00 0.571 0.20 421 0.65 1.00 1.54 0.06
79 RRR 23.90 21 Jul '17 45 22.50 0.162 1.75 40 25.00 0.219 0.25 12 1.50 2.50 1.67 0.06
80 SNAP 20.36 9 Jun '17 3 20.50 0.413 0.30 1,250 21.00 0.469 0.10 710 0.20 0.50 2.50 0.06
81 URA 12.51 21 Jul '17 45 13.00 0.269 0.30 5 14.00 0.326 0.10 5 0.20 1.00 5.00 0.06
82 VHC 4.80 15 Sep '17 101 5.00 1.105 1.10 49 6.00 1.162 0.65 28 0.45 1.00 2.22 0.06
83 CONN 17.15 16 Jun '17 10 17.00 0.552 0.85 1,758 18.00 0.608 0.25 65 0.60 1.00 1.67 0.06
84 TTWO 77.66 16 Jun '17 10 80.00 0.302 0.70 312 85.00 0.356 0.10 9 0.60 5.00 8.33 0.05
85 SPXS 41.16 16 Jun '17 10 42.00 0.288 0.50 82 43.00 0.342 0.25 30 0.25 1.00 4.00 0.05
86 LXU 10.04 21 Jul '17 45 10.00 0.592 1.00 150 12.50 0.646 0.15 5 0.85 2.50 2.94 0.05
87 DLTH 20.57 16 Jun '17 10 22.50 1.213 0.95 373 25.00 1.267 0.15 67 0.80 2.50 3.13 0.05
88 RRC 22.53 16 Jun '17 10 23.00 0.409 0.45 1,908 24.00 0.462 0.15 1,881 0.30 1.00 3.33 0.05
89 CLDX 2.39 19 Jan '18 227 3.00 0.858 0.65 171 4.00 0.912 0.25 2 0.40 1.00 2.50 0.05
90 SAND 3.81 15 Sep '17 101 3.00 0.457 0.95 89 4.00 0.511 0.30 148 0.65 1.00 1.54 0.05
91 VXX 13.56 30 Jun '17 24 13.50 0.556 0.82 161 14.00 0.609 0.64 203 0.18 0.50 2.78 0.05
92 BCOV 6.20 19 Jan '18 227 5.00 0.492 1.90 20 7.50 0.544 0.45 15 1.45 2.50 1.72 0.05
93 JUNO 24.20 16 Jun '17 10 25.00 0.770 0.95 359 27.50 0.820 0.30 351 0.65 2.50 3.85 0.05
94 YHOO 50.50 16 Jun '17 10 50.00 0.221 1.27 65 51.00 0.271 0.55 46 0.72 1.00 1.39 0.05
95 AG 8.94 30 Jun '17 24 8.50 0.500 0.75 89 9.00 0.550 0.45 46 0.30 0.50 1.67 0.05
96 BRX 18.29 17 Nov '17 164 17.50 0.253 1.85 2 20.00 0.301 0.55 1,000 1.30 2.50 1.92 0.05
97 VXX 13.56 30 Jun '17 24 14.00 0.609 0.67 203 14.50 0.657 0.53 135 0.14 0.50 3.57 0.05
98 VXX 13.56 7 Jul '17 31 14.00 0.602 0.78 1 14.50 0.650 0.64 8 0.14 0.50 3.57 0.05
99 SORL 8.29 21 Jul '17 45 7.50 0.768 1.50 17 10.00 0.816 0.35 15 1.15 2.50 2.17 0.05
100 FRAN 10.66 21 Jul '17 45 11.00 0.416 0.55 294 12.00 0.463 0.15 1 0.40 1.00 2.50 0.05
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