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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 RAD 2.95 7 Jul '17 7 3.00 0.997 0.22 696 3.50 1.362 0.49 29 -0.27 0.50 2.17 0.36
2 RAD 2.95 21 Jul '17 21 3.00 0.877 0.30 1,677 3.50 1.135 0.59 1,579 -0.29 0.50 2.38 0.26
3 HCLP 10.85 21 Jul '17 21 12.50 0.610 1.90 10 15.00 0.815 4.00 2 -2.10 2.50 6.25 0.21
4 UVXY 9.74 7 Jul '17 7 10.00 1.234 0.82 8,927 10.50 1.421 1.17 622 -0.35 0.50 3.33 0.19
5 GRPN 3.84 21 Jul '17 21 4.00 0.491 0.29 27 4.50 0.663 0.67 9 -0.38 0.50 4.17 0.17
6 SNAP 17.77 7 Jul '17 7 18.00 0.482 0.65 180 18.50 0.650 0.85 205 -0.20 0.50 1.67 0.17
7 SHLD 8.86 21 Jul '17 21 8.50 1.159 0.88 19 9.00 1.321 1.09 173 -0.21 0.50 1.72 0.16
8 VUZI 6.55 20 Oct '17 112 5.00 0.954 0.60 26 7.50 1.106 2.00 13 -1.40 2.50 2.27 0.15
9 VUZI 6.55 19 Jan '18 203 5.00 0.917 1.00 87 7.50 1.063 2.60 16 -1.60 2.50 2.78 0.15
10 PBR 7.99 7 Jul '17 7 8.00 0.294 0.15 41 8.50 0.435 0.48 14 -0.33 0.50 2.94 0.14
11 SBGL 4.63 19 Jan '18 203 5.00 0.572 1.10 5 7.50 0.713 2.95 5 -1.85 2.50 3.85 0.14
12 CHK 4.97 7 Jul '17 7 5.00 0.379 0.13 549 5.50 0.517 0.50 34 -0.37 0.50 3.85 0.14
13 FCAU 10.63 21 Jul '17 21 11.00 0.295 0.55 518 12.00 0.433 1.30 9,400 -0.75 1.00 4.00 0.14
14 UVXY 9.74 7 Jul '17 7 9.50 1.096 0.48 4,242 10.00 1.234 0.80 8,927 -0.32 0.50 2.78 0.14
15 PIR 5.18 21 Jul '17 21 5.00 0.528 0.20 142 6.00 0.661 0.85 24 -0.65 1.00 2.86 0.13
16 VXX 12.76 7 Jul '17 7 12.50 0.486 0.23 7,407 13.00 0.611 0.55 5,285 -0.32 0.50 2.78 0.12
17 AUY 2.43 21 Jul '17 21 2.50 0.451 0.15 210 3.00 0.574 0.57 40 -0.42 0.50 6.25 0.12
18 UVXY 9.74 14 Jul '17 14 10.00 1.293 1.15 266 10.50 1.414 1.49 58 -0.34 0.50 3.13 0.12
19 TZA 16.34 7 Jul '17 7 16.50 0.407 0.52 167 17.00 0.521 0.76 8 -0.24 0.50 1.92 0.11
20 SSRI 9.71 21 Jul '17 21 10.00 0.412 0.60 29 11.00 0.525 1.25 10 -0.65 1.00 2.86 0.11
21 UNG 6.78 14 Jul '17 14 7.00 0.322 0.32 52 7.50 0.435 0.72 10 -0.40 0.50 5.00 0.11
22 VXX 12.76 7 Jul '17 7 13.00 0.611 0.58 5,285 13.50 0.723 0.96 1,775 -0.38 0.50 4.17 0.11
23 HTZ 11.50 21 Jul '17 21 12.50 0.701 1.50 509 15.00 0.811 3.50 10 -2.00 2.50 5.00 0.11
24 KMI 19.16 7 Jul '17 7 19.50 0.104 0.39 45 20.00 0.213 0.80 2 -0.41 0.50 5.56 0.11
25 UVXY 9.74 28 Jul '17 28 9.50 1.303 1.30 10 10.00 1.409 1.53 70 -0.23 0.50 1.85 0.11
26 NAT 6.34 20 Oct '17 112 7.00 0.669 1.70 30 8.00 0.774 2.25 14 -0.55 1.00 2.22 0.10
27 VHC 4.55 18 Aug '17 49 4.00 1.286 0.60 88 5.00 1.390 1.10 12 -0.50 1.00 2.00 0.10
28 UNG 6.78 21 Jul '17 21 7.00 0.322 0.35 142 7.50 0.422 0.73 3 -0.38 0.50 4.17 0.10
29 GOV 18.31 18 Aug '17 49 17.50 0.323 0.55 91 20.00 0.422 2.00 10 -1.45 2.50 2.38 0.10
30 ED 80.82 21 Jul '17 21 82.50 0.064 2.05 17 85.00 0.160 3.90 1 -1.85 2.50 3.85 0.10
31 GPRO 8.13 7 Jul '17 7 8.00 0.445 0.18 42 8.50 0.539 0.41 29 -0.23 0.50 1.85 0.09
32 ARRY 8.37 21 Jul '17 21 9.00 0.668 1.00 50 10.00 0.761 1.65 1 -0.65 1.00 2.86 0.09
33 WFT 3.87 21 Jul '17 21 4.00 0.664 0.34 9 4.50 0.754 0.68 3 -0.34 0.50 3.13 0.09
34 SNAP 17.77 14 Jul '17 14 17.50 0.535 0.75 14 18.00 0.623 0.90 59 -0.15 0.50 1.43 0.09
35 VXX 12.76 14 Jul '17 14 13.00 0.665 0.81 374 13.50 0.751 1.18 415 -0.37 0.50 3.85 0.09
36 GPRO 8.13 21 Jul '17 21 8.50 0.460 0.65 11 9.00 0.546 0.95 11 -0.30 0.50 2.50 0.09
37 AI 13.67 19 Jan '18 203 12.50 0.327 0.85 60 15.00 0.410 2.35 10 -1.50 2.50 2.50 0.08
38 VXX 12.76 14 Jul '17 14 12.50 0.584 0.47 346 13.00 0.665 0.78 374 -0.31 0.50 2.63 0.08
39 CVE 7.37 21 Jul '17 21 7.50 0.322 0.35 1 10.00 0.402 2.50 1 -2.15 2.50 7.14 0.08
40 AOBC 22.16 21 Jul '17 21 22.50 0.288 0.85 2,572 25.00 0.367 2.75 1,444 -1.90 2.50 4.17 0.08
41 NAT 6.34 19 Jan '18 203 7.00 0.667 2.00 30 8.00 0.746 2.65 4 -0.65 1.00 2.86 0.08
42 NBR 8.14 21 Jul '17 21 9.00 0.622 1.08 24 10.00 0.700 1.90 13 -0.82 1.00 5.56 0.08
43 UVXY 9.74 21 Jul '17 21 10.00 1.357 1.43 1,308 10.50 1.435 1.77 157 -0.34 0.50 3.13 0.08
44 UVXY 9.74 21 Jul '17 21 9.50 1.283 1.07 1,597 10.00 1.357 1.39 1,308 -0.32 0.50 2.78 0.07
45 VXX 12.76 28 Jul '17 28 12.50 0.609 0.74 318 13.00 0.680 1.05 161 -0.31 0.50 2.63 0.07
46 TZA 16.34 28 Jul '17 28 16.00 0.385 0.64 60 16.50 0.451 0.76 54 -0.12 0.50 1.32 0.07
47 VXX 12.76 21 Jul '17 21 13.00 0.658 0.94 4,846 13.50 0.724 1.32 3,085 -0.38 0.50 4.17 0.07
48 SNE 38.19 7 Jul '17 7 38.50 0.136 0.60 3 39.00 0.201 0.80 10 -0.20 0.50 1.67 0.06
49 BBRY 9.99 7 Jul '17 7 10.00 0.317 0.20 287 10.50 0.381 0.53 169 -0.33 0.50 2.94 0.06
50 VXX 12.76 21 Jul '17 21 12.50 0.594 0.60 2,291 13.00 0.658 0.93 4,846 -0.33 0.50 2.94 0.06
51 NUAN 17.41 21 Jul '17 21 18.00 0.206 0.80 52 19.00 0.268 1.50 3 -0.70 1.00 3.33 0.06
52 OCLR 9.34 21 Jul '17 21 9.50 0.573 0.70 79 10.00 0.635 0.90 21 -0.20 0.50 1.67 0.06
53 HL 5.10 15 Sep '17 77 5.50 0.391 0.66 10 6.00 0.453 0.98 3 -0.32 0.50 2.78 0.06
54 CSIQ 15.92 7 Jul '17 7 16.00 0.378 0.40 275 16.50 0.440 0.65 20 -0.25 0.50 2.00 0.06
55 SPWR 9.34 7 Jul '17 7 9.50 0.504 0.46 10 10.00 0.566 0.65 6 -0.19 0.50 1.61 0.06
56 TGTX 10.05 21 Jul '17 21 10.00 0.547 0.60 38 11.00 0.608 1.10 43 -0.50 1.00 2.00 0.06
57 UVXY 9.74 14 Jul '17 14 9.50 1.234 0.85 278 10.00 1.293 1.11 266 -0.26 0.50 2.08 0.06
58 SM 16.53 21 Jul '17 21 17.50 0.626 1.65 4 20.00 0.684 3.50 2 -1.85 2.50 3.85 0.06
59 T 37.73 7 Jul '17 7 37.50 0.232 0.40 475 38.00 0.289 0.69 253 -0.29 0.50 2.38 0.06
60 AABA 54.48 7 Jul '17 7 54.00 0.146 0.40 37 54.50 0.204 0.42 35 -0.02 0.50 1.04 0.06
61 SNAP 17.77 21 Jul '17 21 17.50 0.581 0.95 583 18.00 0.638 1.15 116 -0.20 0.50 1.67 0.06
62 EAT 38.10 21 Jul '17 21 40.00 0.221 2.25 368 45.00 0.279 6.70 284 -4.45 5.00 9.09 0.06
63 PEGI 23.84 15 Dec '17 168 25.00 0.257 2.40 13 30.00 0.314 6.30 7 -3.90 5.00 4.55 0.06
64 UCO 14.88 7 Jul '17 7 15.00 0.445 0.50 95 15.50 0.500 0.70 10 -0.20 0.50 1.67 0.06
65 AMD 12.48 4 Aug '17 35 12.50 0.682 1.27 854 13.00 0.737 1.32 7 -0.05 0.50 1.11 0.05
66 BCS 10.59 21 Jul '17 21 11.00 0.234 0.55 10 12.00 0.288 1.35 10 -0.80 1.00 5.00 0.05
67 SIRI 5.47 18 Aug '17 49 5.50 0.312 0.29 2,238 6.00 0.365 0.61 81 -0.32 0.50 2.78 0.05
68 NRZ 15.56 21 Jul '17 21 16.00 0.158 0.60 46 17.00 0.210 1.25 3 -0.65 1.00 2.86 0.05
69 TWTR 17.87 7 Jul '17 7 18.00 0.344 0.45 396 18.50 0.397 0.76 41 -0.31 0.50 2.63 0.05
70 RAD 2.95 18 Aug '17 49 3.00 0.796 0.39 477 3.50 0.846 0.66 825 -0.27 0.50 2.17 0.05
71 CLDR 16.02 18 Aug '17 49 15.00 0.585 1.00 3 17.50 0.635 2.35 3 -1.35 2.50 2.17 0.05
72 SNAP 17.77 7 Jul '17 7 17.50 0.433 0.35 238 18.00 0.482 0.50 180 -0.15 0.50 1.43 0.05
73 VZ 44.66 7 Jul '17 7 45.00 0.105 0.96 292 45.50 0.153 1.39 265 -0.43 0.50 7.14 0.05
74 VXX 12.76 4 Aug '17 35 13.00 0.659 1.19 29 13.50 0.706 1.53 14 -0.34 0.50 3.12 0.05
75 NUGT 30.26 7 Jul '17 7 30.00 0.655 1.04 403 30.50 0.701 1.16 70 -0.12 0.50 1.32 0.05
76 SA 10.80 18 Aug '17 49 10.00 0.519 0.55 1 11.00 0.564 0.90 50 -0.35 1.00 1.54 0.05
77 VXX 12.76 4 Aug '17 35 12.50 0.613 0.85 166 13.00 0.659 1.15 29 -0.30 0.50 2.50 0.05
78 NGL 14.00 20 Oct '17 112 15.00 0.475 2.15 1 17.50 0.521 3.90 11 -1.75 2.50 3.33 0.05
79 VXX 12.76 28 Jul '17 28 13.00 0.680 1.10 161 13.50 0.725 1.43 11 -0.33 0.50 2.94 0.05
80 CZR 12.00 21 Jul '17 21 12.00 0.392 0.60 19 12.50 0.437 0.65 26 -0.05 0.50 1.11 0.04
81 VRX 17.30 7 Jul '17 7 17.50 0.503 0.63 244 18.00 0.547 0.92 69 -0.29 0.50 2.38 0.04
82 CARA 15.39 21 Jul '17 21 15.00 0.886 1.15 2,257 17.50 0.930 2.55 7,468 -1.40 2.50 2.27 0.04
83 WLL 5.51 7 Jul '17 7 5.50 0.641 0.22 604 6.00 0.685 0.52 20 -0.30 0.50 2.50 0.04
84 VXX 12.76 11 Aug '17 42 13.00 0.662 1.30 49 13.50 0.706 1.63 111 -0.33 0.50 2.94 0.04
85 VXX 12.76 11 Aug '17 42 12.50 0.619 0.95 29 13.00 0.662 1.25 49 -0.30 0.50 2.50 0.04
86 ECA 8.80 21 Jul '17 21 9.00 0.491 0.55 25 10.00 0.534 1.25 42 -0.70 1.00 3.33 0.04
87 SIRI 5.47 15 Sep '17 77 5.50 0.285 0.34 21 6.00 0.328 0.61 11 -0.27 0.50 2.17 0.04
88 RAD 2.95 19 Jan '18 203 3.00 0.652 0.63 287 3.50 0.695 0.85 46 -0.22 0.50 1.79 0.04
89 AKS 6.57 7 Jul '17 7 7.00 0.610 0.52 133 7.50 0.652 0.92 5 -0.40 0.50 5.00 0.04
90 POT 16.30 21 Jul '17 21 16.00 0.163 0.20 89 16.50 0.204 0.40 15 -0.20 0.50 1.67 0.04
91 CZR 12.00 21 Jul '17 21 11.50 0.397 0.35 10 12.50 0.437 0.65 26 -0.30 1.00 1.43 0.04
92 GE 27.01 7 Jul '17 7 27.50 0.097 0.53 104 28.00 0.135 0.94 47 -0.41 0.50 5.56 0.04
93 DIS 106.25 7 Jul '17 7 106.00 0.174 0.99 42 107.00 0.211 1.57 54 -0.58 1.00 2.38 0.04
94 SPXU 15.65 21 Jul '17 21 15.00 0.246 0.15 12 16.00 0.283 0.50 300 -0.35 1.00 1.54 0.04
95 WPRT 2.35 20 Oct '17 112 3.00 0.676 1.00 1 4.00 0.713 1.55 7 -0.55 1.00 2.22 0.04
96 GOV 18.31 15 Sep '17 77 17.50 0.299 0.70 19 20.00 0.335 2.05 16 -1.35 2.50 2.17 0.04
97 USO 9.50 7 Jul '17 7 9.50 0.238 0.13 4,088 10.00 0.274 0.50 198 -0.37 0.50 3.85 0.04
98 USO 9.50 21 Jul '17 21 10.00 0.260 0.58 347 10.50 0.296 1.02 1,198 -0.44 0.50 8.33 0.04
99 SN 7.18 18 Aug '17 49 7.00 0.811 0.90 50 8.00 0.846 1.30 30 -0.40 1.00 1.67 0.04
100 CCJ 9.11 21 Jul '17 21 9.00 0.290 0.25 11 9.50 0.325 0.45 5 -0.20 0.50 1.67 0.04
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