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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 RUSS 6.68 20 Jan '17 30 6.00 0.445 1.00 45 7.00 0.764 0.30 5 0.70 1.00 1.43 0.32
2 RIC 5.60 17 Feb '17 58 5.00 0.653 1.20 10 7.50 0.872  0 6 1.20 2.50 2.08 0.22
3 HCHC 5.66 17 Feb '17 58 5.00 0.595 0.95 70 7.50 0.780 0.15 145 0.80 2.50 3.13 0.19
4 CNAT 4.32 20 Jan '17 30 2.50 0.997 1.90 41 5.00 1.143 0.25 659 1.65 2.50 1.52 0.15
5 OCUL 8.20 20 Jan '17 30 10.00 0.970 0.50 99 12.50 1.114 0.10 3 0.40 2.50 6.25 0.14
6 ZIOP 5.96 20 Jan '17 30 5.00 0.780 1.45 50 6.00 0.909 0.55 256 0.90 1.00 1.11 0.13
7 CNAT 4.32 21 Apr '17 121 5.00 0.950 0.90 49 7.50 1.076 0.20 10 0.70 2.50 3.57 0.13
8 UVXY 7.65 6 Jan '17 16 7.50 0.896 0.67 1 8.00 1.012 0.45 281 0.22 0.50 2.27 0.12
9 DRD 4.96 19 May '17 149 5.00 0.674 0.85 12 7.50 0.788 0.20 5 0.65 2.50 3.85 0.11
10 CEMP 6.15 21 Apr '17 121 7.50 1.383 1.60 70 10.00 1.489 0.85 12 0.75 2.50 3.33 0.11
11 KERX 5.68 20 Jan '17 30 6.00 0.662 0.35 40 7.00 0.764 0.10 1 0.25 1.00 4.00 0.10
12 KANG 13.83 20 Jan '17 30 15.00 0.558 0.60 1 17.50 0.660 0.10 2 0.50 2.50 5.00 0.10
13 FMI 19.20 20 Jan '17 30 20.00 0.655 1.45 101 22.50 0.752 0.55 354 0.90 2.50 2.78 0.10
14 UNG 9.00 27 Jan '17 37 8.50 0.431 0.89 101 9.50 0.527 0.38 67 0.51 1.00 1.96 0.10
15 UVXY 7.65 13 Jan '17 23 8.00 1.105 0.73 33 8.50 1.200 0.55 14 0.18 0.50 2.78 0.09
16 HRTX 13.00 20 Jan '17 30 15.00 0.972 0.95 11 17.50 1.065 0.30 25 0.65 2.50 3.85 0.09
17 UNG 9.00 27 Jan '17 37 8.50 0.431 0.89 101 9.00 0.517 0.56 238 0.33 0.50 1.52 0.09
18 NTNX 28.54 20 Jan '17 30 25.00 0.496 4.10 2 30.00 0.581 1.20 94 2.90 5.00 1.72 0.09
19 HOV 2.87 20 Jan '17 30 2.50 0.477 0.45 50 3.00 0.560 0.05 15 0.40 0.50 1.25 0.08
20 DYN 8.35 20 Jan '17 30 7.50 0.639 1.20 172 10.00 0.723 0.15 8 1.05 2.50 2.38 0.08
21 GNW 4.23 20 Jan '17 30 4.00 0.424 0.37 1 4.50 0.506 0.04 2 0.33 0.50 1.52 0.08
22 LLNW 2.56 16 Jun '17 177 2.00 0.702 0.90 1 3.00 0.779 0.20 10 0.70 1.00 1.43 0.08
23 EUFN 18.99 20 Jan '17 30 18.00 0.168 1.25 1 19.00 0.244 0.40 1 0.85 1.00 1.18 0.08
24 NTNX 28.54 20 Jan '17 30 30.00 0.581 1.45 94 35.00 0.656 0.25 131 1.20 5.00 4.17 0.08
25 ZIOP 5.96 20 Jan '17 30 6.00 0.909 0.65 256 7.00 0.983 0.30 420 0.35 1.00 2.86 0.07
26 MEET 5.33 17 Feb '17 58 5.00 0.501 0.75 12 6.00 0.574 0.20 68 0.55 1.00 1.82 0.07
27 SHOP 40.80 20 Jan '17 30 45.00 0.382 0.50 89 50.00 0.455 0.10 24 0.40 5.00 12.50 0.07
28 MTCH 17.53 20 Jan '17 30 17.50 0.342 0.75 3 20.00 0.415 0.10 17 0.65 2.50 3.85 0.07
29 GPRO 8.90 13 Jan '17 23 9.00 0.388 0.43 2 9.50 0.461 0.14 27 0.29 0.50 1.72 0.07
30 HAR 110.75 20 Jan '17 30 110.00 0.058 1.30 22 115.00 0.131 0.20 90 1.10 5.00 4.55 0.07
31 YRD 22.80 17 Feb '17 58 25.00 0.617 1.70 68 30.00 0.687 0.45 13 1.25 5.00 4.00 0.07
32 ZTO 13.16 20 Jan '17 30 13.00 0.412 0.90 30 14.00 0.481 0.20 2 0.70 1.00 1.43 0.07
33 CEMP 6.15 20 Jan '17 30 5.00 1.892 2.05 121 7.50 1.959 0.90 283 1.15 2.50 2.17 0.07
34 TAHO 8.77 17 Mar '17 86 10.00 0.519 0.50 3 12.50 0.585 0.10 10 0.40 2.50 6.25 0.07
35 CRBP 8.45 21 Apr '17 121 10.00 1.200 1.80 2 12.50 1.265 1.20 5 0.60 2.50 4.17 0.07
36 UVXY 7.65 20 Jan '17 30 7.50 1.081 1.03 570 8.00 1.145 0.85 1,058 0.18 0.50 2.78 0.06
37 WATT 17.48 20 Jan '17 30 17.50 0.505 1.20 36 20.00 0.569 0.25 296 0.95 2.50 2.63 0.06
38 ONVO 3.56 20 Jan '17 30 3.50 0.605 0.35 10 4.00 0.668 0.10 100 0.25 0.50 2.00 0.06
39 MTCH 17.53 17 Feb '17 58 17.50 0.408 1.30 15 20.00 0.471 0.45 11 0.85 2.50 2.94 0.06
40 CRC 18.67 20 Jan '17 30 19.00 0.819 1.75 68 20.00 0.881 1.10 17 0.65 1.00 1.54 0.06
41 SPXU 19.83 20 Jan '17 30 19.00 0.241 1.10 2 20.00 0.299 0.55 58 0.55 1.00 1.82 0.06
42 UVXY 7.65 13 Jan '17 23 7.50 1.047 0.90 126 8.00 1.105 0.67 33 0.23 0.50 2.17 0.06
43 WATT 17.48 17 Feb '17 58 17.50 0.544 1.60 38 20.00 0.601 0.60 290 1.00 2.50 2.50 0.06
44 JUNO 18.03 20 Jan '17 30 20.00 0.683 0.85 89 22.50 0.739 0.30 37 0.55 2.50 4.55 0.06
45 UVXY 7.65 20 Jan '17 30 8.00 1.145 0.86 1,058 8.50 1.201 0.72 99 0.14 0.50 3.57 0.06
46 PTCT 11.87 20 Jan '17 30 12.00 0.892 1.25 14 13.00 0.946 0.70 31 0.55 1.00 1.82 0.05
47 SQQQ 12.43 20 Jan '17 30 13.00 0.407 0.40 194 14.00 0.461 0.15 76 0.25 1.00 4.00 0.05
48 ASNA 6.90 20 Jan '17 30 6.00 0.476 1.10 20 7.00 0.526 0.35 61 0.75 1.00 1.33 0.05
49 CODI 17.95 19 May '17 149 17.50 0.119 1.00 1 20.00 0.168 0.05 20 0.95 2.50 2.63 0.05
50 SCMP 12.85 20 Jan '17 30 12.50 0.561 1.20 321 15.00 0.610 0.15 72 1.05 2.50 2.38 0.05
51 UNG 9.00 20 Jan '17 30 8.50 0.457 0.82 70 9.00 0.505 0.51 1,616 0.31 0.50 1.61 0.05
52 STM 11.17 20 Jan '17 30 10.00 0.361 1.30 142 12.50 0.410 0.10 30 1.20 2.50 2.08 0.05
53 GEO 34.58 20 Jan '17 30 35.00 0.301 1.20 111 40.00 0.349  0 5 1.20 5.00 4.17 0.05
54 UNG 9.00 20 Jan '17 30 8.50 0.457 0.82 70 9.50 0.504 0.31 702 0.51 1.00 1.96 0.05
55 ETSY 12.67 17 Mar '17 86 15.00 0.590 0.75 30 17.50 0.637 0.25 1 0.50 2.50 5.00 0.05
56 ESV 10.24 20 Jan '17 30 11.00 0.499 0.35 97 12.00 0.545 0.10 8 0.25 1.00 4.00 0.05
57 DHT 4.04 21 Apr '17 121 4.00 0.521 0.55 3 5.00 0.566 0.20 26 0.35 1.00 2.86 0.05
58 QID 23.17 20 Jan '17 30 24.00 0.263 0.40 110 25.00 0.308 0.18 2 0.22 1.00 4.55 0.05
59 SQQQ 12.43 20 Jan '17 30 12.00 0.362 0.80 52 13.00 0.407 0.30 194 0.50 1.00 2.00 0.04
60 OCLR 9.52 20 Jan '17 30 10.00 0.664 0.55 821 11.00 0.708 0.20 156 0.35 1.00 2.86 0.04
61 AU 9.83 20 Jan '17 30 10.00 0.486 0.50 9 11.00 0.529 0.15 2 0.35 1.00 2.86 0.04
62 NRZ 16.36 19 May '17 149 15.00 0.094 1.50 1 17.50 0.137 0.15 98 1.35 2.50 1.85 0.04
63 STM 11.17 21 Apr '17 121 12.50 0.452 0.75 273 15.00 0.495 0.25 24 0.50 2.50 5.00 0.04
64 DXD 13.94 17 Feb '17 58 14.00 0.238 0.55 10 15.00 0.281 0.20 11 0.35 1.00 2.86 0.04
65 OCLR 9.52 20 Jan '17 30 9.00 0.622 1.05 596 10.00 0.664 0.50 821 0.55 1.00 1.82 0.04
66 TAHO 8.77 17 Mar '17 86 7.50 0.477 1.65 5 10.00 0.519 0.35 3 1.30 2.50 1.92 0.04
67 PIR 9.11 20 Jan '17 30 9.00 0.501 0.65 12 10.00 0.542 0.15 13 0.50 1.00 2.00 0.04
68 PSTG 11.64 17 Feb '17 58 12.50 0.512 0.65 18 15.00 0.553 0.15 41 0.50 2.50 5.00 0.04
69 SPXS 10.49 20 Jan '17 30 10.00 0.270 0.75 70 11.00 0.311 0.15 56 0.60 1.00 1.67 0.04
70 SHLD 9.89 20 Jan '17 30 10.00 0.655 0.79 145 10.50 0.695 0.40 5 0.39 0.50 1.28 0.04
71 NAT 8.58 21 Jul '17 212 9.00 0.428 0.85 7 10.00 0.466 0.40 10 0.45 1.00 2.22 0.04
72 DOV 75.89 20 Jan '17 30 80.00 0.224 0.70 5 85.00 0.261  0 2 0.70 5.00 7.14 0.04
73 UVXY 7.65 6 Jan '17 16 8.00 1.012 0.51 281 8.50 1.048 0.33 159 0.18 0.50 2.78 0.04
74 CRR 10.60 20 Jan '17 30 11.00 0.573 0.60 33 12.00 0.608 0.20 53 0.40 1.00 2.50 0.04
75 TZA 19.20 6 Jan '17 16 19.50 0.446 0.60 8 20.00 0.480 0.41 22 0.19 0.50 2.63 0.03
76 SPXU 19.83 20 Jan '17 30 20.00 0.299 0.65 58 21.00 0.334 0.30 102 0.35 1.00 2.86 0.03
77 SDRL 3.53 20 Jan '17 30 4.00 0.964 0.25 439 4.50 0.998 0.10 302 0.15 0.50 3.33 0.03
78 CDE 9.01 20 Jan '17 30 10.00 0.609 0.35 113 11.00 0.643 0.10 11 0.25 1.00 4.00 0.03
79 QID 23.17 20 Jan '17 30 23.00 0.231 0.74 6 24.00 0.263 0.36 110 0.38 1.00 2.63 0.03
80 SM 35.11 20 Jan '17 30 40.00 0.507 0.60 26 45.00 0.539 0.10 7 0.50 5.00 10.00 0.03
81 CLVS 46.20 20 Jan '17 30 50.00 0.761 2.70 1,243 55.00 0.792 1.25 200 1.45 5.00 3.45 0.03
82 UVXY 7.65 27 Jan '17 37 8.00 1.201 1.06 99 8.50 1.232 0.83 32 0.23 0.50 2.17 0.03
83 OCN 5.72 20 Jan '17 30 5.50 0.512 0.55 103 6.00 0.542 0.20 157 0.35 0.50 1.43 0.03
84 WOR 51.40 20 Jan '17 30 55.00 0.346 0.80 83 60.00 0.375 0.10 57 0.70 5.00 7.14 0.03
85 EXEL 16.32 20 Jan '17 30 17.00 0.636 0.95 116 18.00 0.664 0.55 41 0.40 1.00 2.50 0.03
86 TEAM 24.33 17 Mar '17 86 25.00 0.380 1.55 2 30.00 0.409 0.15 1 1.40 5.00 3.57 0.03
87 MEOH 45.05 20 Jan '17 30 45.00 0.316 1.80 16 47.50 0.344 0.70 250 1.10 2.50 2.27 0.03
88 MACK 4.38 20 Jan '17 30 4.00 0.908 0.70 71 5.00 0.936 0.15 104 0.55 1.00 1.82 0.03
89 UNG 9.00 20 Jan '17 30 9.50 0.504 0.34 702 10.00 0.532 0.19 776 0.15 0.50 3.33 0.03
90 ENT 7.22 17 Feb '17 58 7.50 0.670 0.70 218 10.00 0.698 0.05 2 0.65 2.50 3.85 0.03
91 AMCX 52.07 20 Jan '17 30 55.00 0.300 0.85 2 60.00 0.327 0.10 1 0.75 5.00 6.67 0.03
92 DEPO 17.99 20 Jan '17 30 18.00 0.684 1.55 86 19.00 0.711 0.95 1 0.60 1.00 1.67 0.03
93 PTLA 19.18 20 Jan '17 30 20.00 0.728 1.30 100 22.50 0.755 0.50 28 0.80 2.50 3.13 0.03
94 NLNK 10.19 20 Jan '17 30 11.00 0.830 0.75 5 12.00 0.857 0.30 1 0.45 1.00 2.22 0.03
95 LGIH 29.89 20 Jan '17 30 30.00 0.378 1.35 14 35.00 0.405 0.05 1 1.30 5.00 3.85 0.03
96 SPWR 7.21 20 Jan '17 30 7.00 0.601 0.67 19 7.50 0.628 0.35 2 0.32 0.50 1.56 0.03
97 PBR 9.93 13 Jan '17 23 10.00 0.445 0.45 1 10.50 0.472 0.21 121 0.24 0.50 2.08 0.03
98 VALE 7.91 6 Jan '17 16 8.00 0.464 0.28 8 8.50 0.490 0.10 61 0.18 0.50 2.78 0.03
99 CLNE 3.36 16 Jun '17 177 4.00 0.609 0.40 5 5.00 0.635 0.10 61 0.30 1.00 3.33 0.03
100 CEMP 6.15 20 Jan '17 30 7.50 1.959 0.95 283 10.00 1.984 0.45 558 0.50 2.50 5.00 0.03
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