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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 BSBR 8.89 21 Apr '17 22 10.00 0.634 1.55 20 12.50 0.983 3.60 250 -2.05 2.50 5.56 0.35
2 GNC 7.34 21 Apr '17 22 7.50 0.670 0.65 50 10.00 0.963 2.55 15 -1.90 2.50 4.17 0.29
3 SGYP 4.66 21 Apr '17 22 4.50 0.608 0.25 114 5.00 0.864 0.30 200 -0.05 0.50 1.11 0.26
4 CBIO 9.24 21 Apr '17 22 7.50 1.729 0.80 205 10.00 1.979 2.00 55 -1.20 2.50 1.92 0.25
5 CCJ 11.22 21 Apr '17 22 11.50 0.199 0.55 25 12.00 0.446 0.80 12 -0.25 0.50 2.00 0.25
6 ARRY 9.08 21 Apr '17 22 9.00 0.610 0.65 20 10.00 0.783 1.15 3 -0.50 1.00 2.00 0.17
7 ORC 9.97 20 Oct '17 204 10.00 0.447 1.45 3 12.50 0.609 3.30 18 -1.85 2.50 3.85 0.16
8 SWIR 26.35 21 Apr '17 22 25.00 0.390 0.50 11 30.00 0.550 3.60 11 -3.10 5.00 2.63 0.16
9 NAT 8.15 21 Apr '17 22 9.00 0.361 1.00 1 10.00 0.515 1.80 10 -0.80 1.00 5.00 0.15
10 NYCB 14.24 21 Apr '17 22 14.00 0.182 0.20 65 15.00 0.333 0.70 4 -0.50 1.00 2.00 0.15
11 HALO 13.03 21 Apr '17 22 13.00 0.483 0.80 4 14.00 0.625 1.10 56 -0.30 1.00 1.43 0.14
12 JCP 6.15 21 Apr '17 22 6.50 0.417 0.48 21 7.00 0.551 0.80 2 -0.32 0.50 2.78 0.13
13 NQ 4.10 16 Jun '17 78 4.50 0.334 0.74 120 5.00 0.462 0.81 100 -0.07 0.50 1.16 0.13
14 SLM 12.31 21 Apr '17 22 12.00 0.306 0.28 6 13.00 0.433 0.65 6 -0.37 1.00 1.59 0.13
15 EEP 18.60 19 May '17 50 17.50 0.259 0.50 1 20.00 0.377 1.80 1 -1.30 2.50 2.08 0.12
16 URA 15.56 21 Apr '17 22 16.00 0.289 0.75 20 17.00 0.401 1.40 2 -0.65 1.00 2.86 0.11
17 USO 10.57 7 Apr '17 8 11.00 0.280 0.49 39 11.50 0.388 0.90 1 -0.41 0.50 5.56 0.11
18 ARRY 9.08 21 Apr '17 22 10.00 0.783 1.45 3 11.00 0.879 1.95 14 -0.50 1.00 2.00 0.10
19 GFI 3.48 21 Apr '17 22 3.50 0.409 0.18 53 4.00 0.504 0.41 1 -0.23 0.50 1.85 0.10
20 WFM 29.27 7 Apr '17 8 29.50 0.272 0.64 7 30.00 0.366 0.91 3 -0.27 0.50 2.17 0.09
21 ECA 11.51 21 Apr '17 22 12.00 0.380 0.75 23 13.00 0.468 1.45 5 -0.70 1.00 3.33 0.09
22 NAT 8.15 21 Apr '17 22 8.00 0.274 0.20 95 9.00 0.361 0.80 1 -0.60 1.00 2.50 0.09
23 SDS 13.39 21 Apr '17 22 13.50 0.144 0.32 1 14.00 0.231 0.61 6 -0.29 0.50 2.38 0.09
24 ANGI 5.75 19 May '17 50 5.00 0.799 0.35 52 7.50 0.884 1.90 6 -1.55 2.50 2.63 0.09
25 STM 15.44 21 Apr '17 22 15.00 0.274 0.30 67 17.50 0.359 2.05 8 -1.75 2.50 3.33 0.09
26 RENN 7.84 21 Apr '17 22 8.00 0.405 0.45 645 9.00 0.484 1.05 52 -0.60 1.00 2.50 0.08
27 FTR 2.13 19 May '17 50 2.50 0.638 0.50 21 3.00 0.714 0.80 22 -0.30 0.50 2.50 0.08
28 BGS 40.65 19 May '17 50 40.00 0.269 1.70 40 45.00 0.345 4.60 1 -2.90 5.00 2.38 0.08
29 NTNX 19.15 21 Apr '17 22 17.50 0.516 0.35 158 20.00 0.587 1.40 38 -1.05 2.50 1.72 0.07
30 VXX 15.52 7 Apr '17 8 15.50 0.459 0.42 2,484 16.00 0.524 0.74 410 -0.32 0.50 2.78 0.07
31 UCO 18.78 7 Apr '17 8 18.50 0.503 0.45 867 19.00 0.568 0.60 100 -0.15 0.50 1.43 0.07
32 ERY 11.28 21 Apr '17 22 11.00 0.485 0.45 10 12.00 0.549 0.85 1 -0.40 1.00 1.67 0.06
33 FAZ 19.07 7 Apr '17 8 19.00 0.315 0.40 2 19.50 0.379 0.61 4 -0.21 0.50 1.72 0.06
34 FOLD 7.21 15 Sep '17 169 7.00 0.739 1.50 61 8.00 0.803 1.90 1,639 -0.40 1.00 1.67 0.06
35 NTNX 19.15 21 Apr '17 22 20.00 0.587 1.75 38 22.50 0.650 3.50 8 -1.75 2.50 3.33 0.06
36 RAD 4.42 21 Apr '17 22 4.50 0.742 0.40 120 5.00 0.805 0.70 1,309 -0.30 0.50 2.50 0.06
37 VALE 9.54 7 Apr '17 8 10.00 0.479 0.60 80 10.50 0.542 0.85 20 -0.25 0.50 2.00 0.06
38 CARA 18.76 21 Apr '17 22 17.50 0.785 0.90 289 20.00 0.847 2.20 265 -1.30 2.50 2.08 0.06
39 VXX 15.52 7 Apr '17 8 16.00 0.524 0.79 410 16.50 0.584 1.16 97 -0.37 0.50 3.85 0.06
40 INSY 10.99 21 Apr '17 22 10.00 0.915 0.55 2 11.00 0.973 1.00 7 -0.45 1.00 1.82 0.06
41 UVXY 15.61 7 Apr '17 8 16.00 0.934 1.14 862 16.50 0.991 1.44 15 -0.30 0.50 2.50 0.06
42 NYCB 14.24 21 Jul '17 113 14.00 0.197 0.60 5 15.00 0.254 1.05 5 -0.45 1.00 1.82 0.06
43 WPG 8.51 21 Jul '17 113 7.50 0.457 0.50 32 10.00 0.513 1.75 30 -1.25 2.50 2.00 0.06
44 VXX 15.52 13 Apr '17 14 16.00 0.504 0.91 167 16.50 0.559 1.26 57 -0.35 0.50 3.33 0.05
45 VZ 49.06 7 Apr '17 8 49.00 0.228 0.65 99 49.50 0.282 1.00 20 -0.35 0.50 3.33 0.05
46 MRVL 15.61 7 Apr '17 8 15.50 0.262 0.22 1 16.00 0.316 0.49 30 -0.27 0.50 2.17 0.05
47 UVXY 15.61 28 Apr '17 29 16.00 1.187 2.38 53 16.50 1.240 2.54 4 -0.16 0.50 1.47 0.05
48 T 41.76 7 Apr '17 8 41.50 0.211 0.44 85 42.00 0.264 0.72 6 -0.28 0.50 2.27 0.05
49 VXX 15.52 13 Apr '17 14 15.50 0.454 0.56 285 16.00 0.504 0.87 167 -0.31 0.50 2.63 0.05
50 GNC 7.34 16 Jun '17 78 7.50 0.786 1.25 1 10.00 0.836 3.00 1 -1.75 2.50 3.33 0.05
51 VZ 49.06 7 Apr '17 8 49.50 0.282 1.07 20 50.00 0.331 1.46 27 -0.39 0.50 4.55 0.05
52 CLF 8.27 21 Apr '17 22 8.50 0.506 0.57 170 9.00 0.553 0.88 9 -0.31 0.50 2.63 0.05
53 CSCO 33.74 7 Apr '17 8 33.50 0.185 0.27 84 34.00 0.232 0.57 16 -0.30 0.50 2.50 0.05
54 SA 10.95 21 Apr '17 22 10.00 0.536 0.25 53 11.00 0.582 0.50 15 -0.25 1.00 1.33 0.05
55 UVXY 15.61 13 Apr '17 14 15.50 0.885 1.14 101 16.00 0.928 1.26 81 -0.12 0.50 1.32 0.04
56 STM 15.44 21 Jul '17 113 15.00 0.368 1.25 30 17.50 0.411 2.60 10 -1.35 2.50 2.17 0.04
57 XRT 42.59 7 Apr '17 8 43.00 0.163 0.74 30 43.50 0.206 0.95 12 -0.21 0.50 1.72 0.04
58 CSIQ 11.81 7 Apr '17 8 12.00 0.449 0.45 15 12.50 0.492 0.75 1 -0.30 0.50 2.50 0.04
59 VXX 15.52 21 Apr '17 22 16.00 0.530 1.09 889 16.50 0.572 1.46 353 -0.37 0.50 3.85 0.04
60 GPRO 8.66 28 Apr '17 29 8.50 0.714 0.63 10,494 9.00 0.755 0.75 1 -0.12 0.50 1.32 0.04
61 GG 14.66 7 Apr '17 8 15.00 0.317 0.49 50 15.50 0.358 0.86 9 -0.37 0.50 3.85 0.04
62 AMD 14.05 7 Apr '17 8 14.50 0.508 0.70 637 15.00 0.548 1.06 90 -0.36 0.50 3.57 0.04
63 VXX 15.52 21 Apr '17 22 15.50 0.491 0.74 817 16.00 0.530 1.07 889 -0.33 0.50 2.94 0.04
64 BBRY 6.95 7 Apr '17 8 7.00 0.690 0.33 982 7.50 0.729 0.59 60 -0.26 0.50 2.08 0.04
65 UVXY 15.61 7 Apr '17 8 15.50 0.897 0.78 2,856 16.00 0.934 1.06 862 -0.28 0.50 2.27 0.04
66 BMY 55.36 7 Apr '17 8 55.50 0.264 0.99 80 56.00 0.300 1.16 19 -0.17 0.50 1.52 0.04
67 NBR 13.04 19 May '17 50 14.00 0.422 1.46 27 15.00 0.458 2.07 5 -0.61 1.00 2.56 0.04
68 TZA 18.13 7 Apr '17 8 18.50 0.407 0.70 263 19.00 0.444 1.00 27 -0.30 0.50 2.50 0.04
69 JCI 42.14 21 Apr '17 22 42.00 0.163 0.69 9 43.00 0.199 1.12 6 -0.43 1.00 1.75 0.04
70 UVXY 15.61 21 Apr '17 22 16.00 1.022 1.81 650 16.50 1.057 2.10 106 -0.29 0.50 2.38 0.04
71 SLV 17.16 7 Apr '17 8 17.50 0.190 0.42 209 18.00 0.226 0.85 20 -0.43 0.50 7.14 0.04
72 VXX 15.52 28 Apr '17 29 15.50 0.586 1.03 63 16.00 0.621 1.33 3 -0.30 0.50 2.50 0.04
73 FSLR 27.47 7 Apr '17 8 27.50 0.376 0.70 146 28.00 0.410 0.79 260 -0.09 0.50 1.22 0.03
74 VXX 15.52 5 May '17 36 16.00 0.627 1.51 362 16.50 0.661 1.85 6 -0.34 0.50 3.13 0.03
75 GPRO 8.66 21 Apr '17 22 8.50 0.567 0.45 62 9.00 0.599 0.68 16 -0.23 0.50 1.85 0.03
76 NYCB 14.24 20 Oct '17 204 14.00 0.210 0.90 5 15.00 0.242 1.30 4 -0.40 1.00 1.67 0.03
77 UVXY 15.61 21 Apr '17 22 15.50 0.990 1.47 162 16.00 1.022 1.75 650 -0.28 0.50 2.27 0.03
78 VXX 15.52 5 May '17 36 15.50 0.596 1.16 779 16.00 0.627 1.47 362 -0.31 0.50 2.63 0.03
79 TWTR 14.92 21 Apr '17 22 15.00 0.303 0.50 552 15.50 0.334 0.78 380 -0.28 0.50 2.27 0.03
80 ASNA 4.31 19 May '17 50 4.00 0.543 0.25 21 5.00 0.574 0.75 24 -0.50 1.00 2.00 0.03
81 VXX 15.52 28 Apr '17 29 16.00 0.621 1.38 3 16.50 0.652 1.70 17 -0.32 0.50 2.78 0.03
82 UVXY 15.61 28 Apr '17 29 15.50 1.157 2.01 324 16.00 1.187 2.19 53 -0.18 0.50 1.56 0.03
83 UCO 18.78 13 Apr '17 14 18.50 0.503 0.65 486 19.00 0.532 0.75 53 -0.10 0.50 1.25 0.03
84 SNAP 22.23 13 Apr '17 14 22.50 0.607 1.35 45 23.00 0.636 1.50 100 -0.15 0.50 1.43 0.03
85 BBRY 6.95 21 Apr '17 22 7.00 0.446 0.34 1,380 7.50 0.475 0.63 13 -0.29 0.50 2.38 0.03
86 USO 10.57 21 Jul '17 113 11.00 0.288 0.94 74 11.50 0.317 1.21 3 -0.27 0.50 2.17 0.03
87 FEYE 12.82 13 Apr '17 14 13.00 0.410 0.56 3 13.50 0.439 0.82 13 -0.26 0.50 2.08 0.03
88 USO 10.57 7 Apr '17 8 10.50 0.253 0.13 2,949 11.00 0.280 0.45 39 -0.32 0.50 2.78 0.03
89 ANF 12.24 21 Apr '17 22 12.50 0.408 0.66 25 13.00 0.435 0.89 14 -0.23 0.50 1.85 0.03
90 SHLD 11.75 21 Apr '17 22 11.50 1.245 1.38 45 12.00 1.271 1.45 28 -0.07 0.50 1.16 0.03
91 MYL 39.59 7 Apr '17 8 40.00 0.274 0.96 162 40.50 0.300 1.17 1 -0.21 0.50 1.72 0.03
92 GDXJ 35.71 7 Apr '17 8 36.00 0.491 1.27 7 36.50 0.516 1.41 6 -0.14 0.50 1.39 0.03
93 TEVA 32.71 7 Apr '17 8 33.00 0.211 0.62 4 33.50 0.236 0.87 12 -0.25 0.50 2.00 0.03
94 TWTR 14.92 13 Apr '17 14 15.00 0.307 0.44 137 15.50 0.332 0.70 165 -0.26 0.50 2.08 0.02
95 KMI 21.43 7 Apr '17 8 21.50 0.168 0.26 34 22.00 0.193 0.58 22 -0.32 0.50 2.78 0.02
96 FTR 2.13 18 Aug '17 141 2.00 0.531 0.35 113 2.50 0.555 0.55 35 -0.20 0.50 1.67 0.02
97 UVXY 15.61 13 Apr '17 14 16.00 0.928 1.43 81 16.50 0.952 1.64 17 -0.21 0.50 1.72 0.02
98 BBD 10.32 21 Apr '17 22 10.00 0.305 0.22 2 11.00 0.329 0.74 2 -0.52 1.00 2.08 0.02
99 SPXU 17.04 21 Apr '17 22 17.00 0.252 0.45 4 18.00 0.276 1.05 3 -0.60 1.00 2.50 0.02
100 INTU 115.62 21 Apr '17 22 115.00 0.163 1.70 334 120.00 0.185 4.80 59 -3.10 5.00 2.63 0.02
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