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# Stock Stock
Price
Expiry Days Long Put Short Put Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 TNK 2.35 17 Mar '17 15 2.50 0.556 0.25 60 5.00 2.967 2.55 5 -2.30 2.50 12.50 2.41
2 FSC 4.42 17 Mar '17 15 5.00 0.466 0.65 25 7.50 1.980 3.00 2 -2.35 2.50 16.67 1.51
3 ADPT 2.79 17 Mar '17 15 5.00 2.132 2.40 1,426 7.50 2.782 4.60 778 -2.20 2.50 8.33 0.65
4 DIN 52.15 17 Mar '17 15 55.00 0.497 4.10 2 60.00 0.794 8.60 105 -4.50 5.00 10.00 0.30
5 MUX 3.19 19 May '17 78 4.00 0.546 1.05 12 5.00 0.833 1.60 20 -0.55 1.00 2.22 0.29
6 CDE 8.01 17 Mar '17 15 9.00 0.581 1.15 49 10.00 0.844 1.90 59 -0.75 1.00 4.00 0.26
7 GNC 7.96 17 Mar '17 15 7.50 0.665 0.25 392 10.00 0.909 2.00 12 -1.75 2.50 3.33 0.24
8 BRS 15.79 17 Mar '17 15 17.50 0.552 2.00 4 20.00 0.795 4.10 25 -2.10 2.50 6.25 0.24
9 SBH 21.99 17 Mar '17 15 22.50 0.265 0.85 4 25.00 0.468 3.00 75 -2.15 2.50 7.14 0.20
10 FTR 2.81 18 Jan '19 687 3.00 0.179 1.00 220 3.50 0.381 1.20 50 -0.20 0.50 1.67 0.20
11 HCLP 17.60 17 Mar '17 15 17.50 0.486 0.75 40 20.00 0.678 2.20 10 -1.45 2.50 2.38 0.19
12 TEVA 34.80 10 Mar '17 8 35.00 0.140 0.65 15 35.50 0.322 0.93 6 -0.28 0.50 2.27 0.18
13 UAN 5.24 19 May '17 78 5.00 0.598 0.65 30 7.50 0.770 2.20 12 -1.55 2.50 2.63 0.17
14 IEP 53.80 17 Mar '17 15 50.00 0.355 0.35 5 55.00 0.523 2.80 46 -2.45 5.00 1.96 0.17
15 IPXL 9.35 17 Mar '17 15 10.00 0.761 1.10 15 12.50 0.914 3.00 28 -1.90 2.50 4.17 0.15
16 CEMP 3.85 21 Apr '17 50 3.50 0.840 0.45 10 4.00 0.993 0.50 108 -0.05 0.50 1.11 0.15
17 DIN 52.15 17 Mar '17 15 50.00 0.345 0.70 138 55.00 0.497 3.70 2 -3.00 5.00 2.50 0.15
18 OIL 5.98 17 Mar '17 15 6.00 0.237 0.15 30 7.00 0.376 0.80 10 -0.65 1.00 2.86 0.14
19 TWO 9.32 21 Apr '17 50 9.00 0.209 0.20 2 10.00 0.342 0.85 20 -0.65 1.00 2.86 0.13
20 AUY 2.58 21 Apr '17 50 3.00 0.505 0.50 198 3.50 0.622 0.87 4 -0.37 0.50 3.85 0.12
21 SPXS 8.89 17 Mar '17 15 9.00 0.333 0.35 111 10.00 0.450 1.10 247 -0.75 1.00 4.00 0.12
22 HTZ 22.68 17 Mar '17 15 22.50 0.445 0.80 36 25.00 0.558 2.40 13 -1.60 2.50 2.78 0.11
23 IAG 3.63 17 Mar '17 15 4.00 0.703 0.50 27 4.50 0.813 0.85 250 -0.35 0.50 3.33 0.11
24 FTR 2.81 19 May '17 78 3.00 0.424 0.45 329 3.50 0.528 0.75 211 -0.30 0.50 2.50 0.10
25 GNC 7.96 21 Apr '17 50 7.50 0.666 0.60 323 10.00 0.767 2.05 1 -1.45 2.50 2.38 0.10
26 BKS 9.05 21 Apr '17 50 10.00 0.326 1.35 125 11.00 0.421 1.85 3 -0.50 1.00 2.00 0.10
27 ARRY 11.54 17 Mar '17 15 11.00 0.637 0.50 1 12.00 0.732 0.85 20 -0.35 1.00 1.54 0.09
28 UNG 6.80 17 Mar '17 15 7.00 0.367 0.34 117 7.50 0.459 0.71 2 -0.37 0.50 3.85 0.09
29 NRZ 16.88 21 Apr '17 50 16.00 0.230 0.25 13 17.50 0.317 1.05 5 -0.80 1.50 2.14 0.09
30 SA 9.45 17 Mar '17 15 9.00 0.589 0.30 43 10.00 0.675 0.70 110 -0.40 1.00 1.67 0.09
31 AG 8.24 10 Mar '17 8 8.00 0.526 0.25 30 8.50 0.612 0.40 27 -0.15 0.50 1.43 0.09
32 GPRO 9.27 24 Mar '17 22 9.50 0.646 0.78 14 10.00 0.732 1.05 35 -0.27 0.50 2.17 0.09
33 KBR 15.01 17 Mar '17 15 15.00 0.301 0.45 10 16.00 0.386 1.00 90 -0.55 1.00 2.22 0.09
34 HL 5.16 10 Mar '17 8 5.50 0.534 0.41 102 6.00 0.612 0.81 15 -0.40 0.50 5.00 0.08
35 GPRO 9.27 17 Mar '17 15 9.50 0.601 0.63 150 10.00 0.677 0.92 166 -0.29 0.50 2.38 0.08
36 BHP 38.03 17 Mar '17 15 39.00 0.445 2.13 122 40.00 0.519 2.89 70 -0.76 1.00 4.17 0.07
37 HABT 13.80 17 Mar '17 15 14.00 0.574 0.85 15 15.00 0.647 1.35 15 -0.50 1.00 2.00 0.07
38 USO 11.18 10 Mar '17 8 11.50 0.242 0.38 1,785 12.00 0.315 0.81 64 -0.43 0.50 7.14 0.07
39 GPRO 9.27 24 Mar '17 22 9.00 0.575 0.47 7 9.50 0.646 0.65 14 -0.18 0.50 1.56 0.07
40 AFSI 22.95 17 Mar '17 15 22.50 0.340 0.50 116 25.00 0.404 2.00 99 -1.50 2.50 2.50 0.06
41 PEP 110.11 17 Mar '17 15 110.00 0.060 0.92 45 111.00 0.124 1.45 13 -0.53 1.00 2.13 0.06
42 EGO 2.89 17 Mar '17 15 3.00 0.446 0.25 25 3.50 0.509 0.50 190 -0.25 0.50 2.00 0.06
43 BCRX 7.42 17 Mar '17 15 7.00 0.826 0.42 78 8.00 0.887 0.81 8 -0.39 1.00 1.64 0.06
44 ORC 9.42 20 Oct '17 232 7.50 0.417 0.45 40 10.00 0.474 1.60 2 -1.15 2.50 1.85 0.06
45 CS 15.42 17 Mar '17 15 15.00 0.303 0.25 4 17.50 0.360 1.80 20 -1.55 2.50 2.63 0.06
46 D 77.22 21 Apr '17 50 77.50 0.117 1.95 88 80.00 0.174 3.20 15 -1.25 2.50 2.00 0.06
47 PSTG 9.78 17 Mar '17 15 10.00 0.411 0.50 281 12.50 0.466 2.65 34 -2.15 2.50 7.14 0.06
48 POT 17.15 17 Mar '17 15 17.50 0.263 0.62 28 18.00 0.317 0.78 28 -0.16 0.50 1.47 0.05
49 NG 4.93 17 Mar '17 15 5.00 0.405 0.25 39 6.00 0.458 0.85 8 -0.60 1.00 2.50 0.05
50 FTR 2.81 17 Mar '17 15 3.00 0.330 0.35 770 3.50 0.381 0.75 115 -0.40 0.50 5.00 0.05
51 OPK 7.42 10 Mar '17 8 7.50 0.362 0.35 23 8.00 0.412 0.45 131 -0.10 0.50 1.25 0.05
52 FIT 6.14 17 Mar '17 15 6.50 0.489 0.48 44 7.00 0.539 0.89 14 -0.41 0.50 5.56 0.05
53 JCP 6.36 10 Mar '17 8 6.50 0.492 0.28 175 7.00 0.541 0.65 7 -0.37 0.50 3.85 0.05
54 VXX 18.05 10 Mar '17 8 18.00 0.540 0.56 2,235 18.50 0.588 0.87 823 -0.31 0.50 2.63 0.05
55 QID 19.61 21 Apr '17 50 19.00 0.217 0.39 5 20.00 0.264 0.84 1 -0.45 1.00 1.82 0.05
56 VXX 18.05 10 Mar '17 8 18.50 0.588 0.90 823 19.00 0.635 1.25 717 -0.35 0.50 3.33 0.05
57 ETSY 10.66 17 Mar '17 15 10.00 0.459 0.20 2 12.50 0.504 1.70 29 -1.50 2.50 2.50 0.05
58 OXY 65.50 10 Mar '17 8 65.00 0.266 0.82 48 66.00 0.311 1.43 1 -0.61 1.00 2.56 0.05
59 UVXY 21.43 10 Mar '17 8 21.50 1.109 1.47 758 22.00 1.154 1.74 139 -0.27 0.50 2.17 0.04
60 MTCH 16.06 21 Apr '17 50 15.00 0.322 0.35 18 17.50 0.366 1.70 5 -1.35 2.50 2.17 0.04
61 EXEL 21.99 17 Mar '17 15 21.00 0.587 0.65 64 22.00 0.630 1.00 206 -0.35 1.00 1.54 0.04
62 SWN 7.59 17 Mar '17 15 8.00 0.551 0.60 406 9.00 0.593 1.42 52 -0.82 1.00 5.56 0.04
63 JACK 95.60 17 Mar '17 15 95.00 0.251 1.75 64 100.00 0.293 5.00 5 -3.25 5.00 2.86 0.04
64 TZA 17.84 10 Mar '17 8 18.00 0.450 0.58 1,725 18.50 0.490 0.90 70 -0.32 0.50 2.78 0.04
65 UVXY 21.43 10 Mar '17 8 21.00 1.070 1.16 2,279 21.50 1.109 1.41 758 -0.25 0.50 2.00 0.04
66 SQ 16.99 17 Mar '17 15 17.00 0.306 0.45 467 18.00 0.345 1.10 28 -0.65 1.00 2.86 0.04
67 BVN 11.83 17 Mar '17 15 12.00 0.478 0.60 20 13.00 0.516 1.25 2 -0.65 1.00 2.86 0.04
68 FNV 61.24 17 Mar '17 15 60.00 0.336 1.25 47 65.00 0.374 4.20 1 -2.95 5.00 2.44 0.04
69 HZNP 16.10 17 Mar '17 15 16.00 0.384 0.65 15 17.00 0.422 1.00 10 -0.35 1.00 1.54 0.04
70 VXX 18.05 17 Mar '17 15 18.00 0.576 0.82 1,368 18.50 0.614 1.14 277 -0.32 0.50 2.78 0.04
71 FEYE 11.00 17 Mar '17 15 11.50 0.404 0.69 22 12.00 0.441 1.04 18 -0.35 0.50 3.33 0.04
72 GIMO 33.00 17 Mar '17 15 32.50 0.374 0.95 5 35.00 0.411 2.25 3 -1.30 2.50 2.08 0.04
73 UVXY 21.43 17 Mar '17 15 21.50 1.184 2.10 450 22.00 1.221 2.40 469 -0.30 0.50 2.50 0.04
74 PTCT 10.58 17 Mar '17 15 10.00 0.909 0.60 1,102 11.00 0.945 0.95 1,564 -0.35 1.00 1.54 0.04
75 BHP 38.03 17 Mar '17 15 38.00 0.410 1.42 177 39.00 0.445 2.06 122 -0.64 1.00 2.78 0.03
76 PDLI 2.04 18 Aug '17 169 2.00 0.730 0.40 71 3.00 0.765 1.00 30 -0.60 1.00 2.50 0.03
77 GPRO 9.27 10 Mar '17 8 9.00 0.528 0.20 25 9.50 0.562 0.42 26 -0.22 0.50 1.79 0.03
78 GM 37.76 10 Mar '17 8 38.00 0.357 0.94 57 38.50 0.391 1.28 21 -0.34 0.50 3.12 0.03
79 TWTR 15.79 10 Mar '17 8 16.00 0.356 0.46 257 16.50 0.390 0.81 59 -0.35 0.50 3.33 0.03
80 USO 11.18 17 Mar '17 15 11.50 0.226 0.41 1,456 12.00 0.259 0.82 518 -0.41 0.50 5.56 0.03
81 ENDP 12.29 10 Mar '17 8 12.00 0.599 0.40 61 12.50 0.632 0.50 51 -0.10 0.50 1.25 0.03
82 DIN 52.15 16 Jun '17 106 50.00 0.368 3.20 221 55.00 0.400 6.00 4 -2.80 5.00 2.27 0.03
83 WYN 83.06 17 Mar '17 15 82.50 0.207 1.25 13 85.00 0.239 2.70 8 -1.45 2.50 2.38 0.03
84 SDS 13.27 17 Mar '17 15 13.50 0.199 0.38 10 14.00 0.231 0.75 1 -0.37 0.50 3.85 0.03
85 VXX 18.05 17 Mar '17 15 18.50 0.614 1.16 277 19.00 0.646 1.50 997 -0.34 0.50 3.13 0.03
86 CG 16.00 15 Sep '17 197 15.00 0.298 1.00 30 17.50 0.329 2.30 17 -1.30 2.50 2.08 0.03
87 GPRO 9.27 17 Mar '17 15 9.00 0.571 0.33 45 9.50 0.601 0.54 150 -0.21 0.50 1.72 0.03
88 VXX 18.05 24 Mar '17 22 18.50 0.621 1.37 23 19.00 0.651 1.69 1 -0.32 0.50 2.78 0.03
89 AKS 8.29 17 Mar '17 15 8.50 0.569 0.51 298 9.00 0.598 0.85 160 -0.34 0.50 3.13 0.03
90 DDD 14.62 17 Mar '17 15 15.00 0.420 0.75 506 15.50 0.449 1.01 405 -0.26 0.50 2.08 0.03
91 VXX 18.05 24 Mar '17 22 18.00 0.592 1.03 79 18.50 0.621 1.33 23 -0.30 0.50 2.50 0.03
92 FGP 6.48 18 Aug '17 169 5.00 0.634 0.55 458 7.50 0.663 1.85 6 -1.30 2.50 2.08 0.03
93 VIAB 42.12 10 Mar '17 8 42.50 0.216 0.90 3 43.00 0.244 1.05 18 -0.15 0.50 1.43 0.03
94 GME 24.98 10 Mar '17 8 24.50 0.450 0.47 24 25.00 0.478 0.68 18 -0.21 0.50 1.72 0.03
95 MBLY 46.26 10 Mar '17 8 46.00 0.376 0.95 142 46.50 0.404 1.05 12 -0.10 0.50 1.25 0.03
96 ERIC 6.53 21 Jul '17 141 6.00 0.356 0.35 5 7.00 0.384 0.80 2 -0.45 1.00 1.82 0.03
97 ABX 18.04 10 Mar '17 8 18.50 0.430 0.75 296 19.00 0.457 1.10 266 -0.35 0.50 3.33 0.03
98 KO 42.47 17 Mar '17 15 42.50 0.167 0.60 68 43.00 0.195 0.95 55 -0.35 0.50 3.33 0.03
99 UCO 21.05 17 Mar '17 15 21.00 0.426 0.80 230 21.50 0.453 0.95 34 -0.15 0.50 1.43 0.03
100 CG 16.00 16 Jun '17 106 15.00 0.262 0.55 9 17.50 0.289 1.90 60 -1.35 2.50 2.17 0.03
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