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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 CHK 3.61 1 Sep '17 2 4.00 0.985 0.42 41 4.50 2.270 0.88 3 -0.46 0.50 12.50 1.28
2 APRN 5.33 1 Sep '17 2 5.50 0.938 0.40 1 6.00 2.078 0.55 3 -0.15 0.50 1.43 1.14
3 STON 6.51 15 Sep '17 16 7.50 1.195 1.35 4 10.00 2.014 3.50 1 -2.15 2.50 7.14 0.82
4 S 8.25 1 Sep '17 2 8.50 0.362 0.29 1 9.00 1.019 0.68 1 -0.39 0.50 4.55 0.66
5 SORL 4.51 15 Sep '17 16 5.00 0.568 0.65 10 7.50 1.177 2.85 7 -2.20 2.50 8.33 0.61
6 SFL 13.10 15 Sep '17 16 12.50 0.381 0.20 2 15.00 0.884 2.10 7 -1.90 2.50 4.17 0.50
7 WLL 4.36 1 Sep '17 2 4.50 0.672 0.19 520 5.00 1.175 0.63 10 -0.44 0.50 8.33 0.50
8 AFSI 12.63 15 Sep '17 16 15.00 0.531 2.50 67 17.50 1.002 4.70 22 -2.20 2.50 8.33 0.47
9 FRSH 5.11 15 Sep '17 16 5.00 0.475 0.25 39 7.50 0.918 2.30 17 -2.05 2.50 5.56 0.44
10 ENDP 8.55 1 Sep '17 2 8.50 0.691 0.20 3 9.00 1.125 0.40 1 -0.20 0.50 1.67 0.43
11 PBR 8.79 1 Sep '17 2 9.00 0.303 0.24 107 9.50 0.712 0.70 101 -0.46 0.50 12.50 0.41
12 VRA 9.14 15 Sep '17 16 10.00 0.556 1.10 205 12.50 0.942 3.30 30 -2.20 2.50 8.33 0.39
13 AKS 5.77 1 Sep '17 2 6.00 0.623 0.27 99 6.50 0.994 0.72 3 -0.45 0.50 10.00 0.37
14 UA 15.18 1 Sep '17 2 15.50 0.373 0.45 22 16.00 0.717 0.75 4 -0.30 0.50 2.50 0.34
15 CHS 7.52 15 Sep '17 16 8.00 0.324 0.70 269 9.00 0.638 1.50 7 -0.80 1.00 5.00 0.31
16 ZN 3.62 15 Dec '17 107 2.50 1.694 0.70 10 5.00 1.959 2.35 12 -1.65 2.50 2.94 0.27
17 KR 22.20 1 Sep '17 2 22.50 0.313 0.45 102 23.00 0.555 0.80 6 -0.35 0.50 3.33 0.24
18 SKT 23.61 15 Sep '17 16 25.00 0.269 1.55 108 30.00 0.501 6.30 3 -4.75 5.00 20.00 0.23
19 SNAP 14.96 1 Sep '17 2 15.00 0.519 0.28 916 15.50 0.740 0.50 2,393 -0.22 0.50 1.79 0.22
20 WFT 3.79 15 Sep '17 16 4.00 0.505 0.31 210 4.50 0.724 0.68 3 -0.37 0.50 3.85 0.22
21 HCLP 7.95 15 Sep '17 16 7.50 0.715 0.30 21 10.00 0.926 1.95 2 -1.65 2.50 2.94 0.21
22 WMB 29.13 1 Sep '17 2 29.00 0.207 0.18 100 29.50 0.397 0.36 14 -0.18 0.50 1.56 0.19
23 EXK 2.32 19 Jan '18 142 2.50 0.545 0.50 20 5.00 0.729 2.65 2 -2.15 2.50 7.14 0.18
24 AMD 12.67 1 Sep '17 2 13.00 0.454 0.40 781 13.50 0.634 0.84 85 -0.44 0.50 8.33 0.18
25 CBI 12.55 1 Sep '17 2 13.00 0.789 0.65 374 13.50 0.968 0.90 36 -0.25 0.50 2.00 0.18
26 SRC 8.40 20 Oct '17 51 7.50 0.397 0.20 2,000 10.00 0.576 1.70 15 -1.50 2.50 2.50 0.18
27 MRO 10.90 1 Sep '17 2 11.00 0.333 0.18 5 11.50 0.511 0.58 5 -0.40 0.50 5.00 0.18
28 F 10.94 1 Sep '17 2 11.00 0.268 0.13 419 11.50 0.441 0.56 12 -0.43 0.50 7.14 0.17
29 WATT 9.60 15 Sep '17 16 10.00 0.897 1.00 202 12.50 1.063 2.95 2 -1.95 2.50 4.55 0.17
30 ZYNE 6.27 15 Sep '17 16 5.00 1.324 0.20 5 7.50 1.482 1.30 11 -1.10 2.50 1.79 0.16
31 HL 5.15 15 Sep '17 16 5.50 0.353 0.42 52 6.00 0.509 0.85 17 -0.43 0.50 7.14 0.16
32 XXII 2.28 20 Oct '17 51 2.00 0.928 0.20 216 3.00 1.084 0.80 5 -0.60 1.00 2.50 0.16
33 XLF 24.67 1 Sep '17 2 25.00 0.113 0.36 31 25.50 0.269 0.80 1 -0.44 0.50 8.33 0.16
34 BZUN 26.80 15 Sep '17 16 30.00 0.685 3.80 111 35.00 0.840 8.20 5 -4.40 5.00 8.33 0.15
35 HPQ 19.17 1 Sep '17 2 19.50 0.077 0.35 8 20.00 0.231 0.75 1 -0.40 0.50 5.00 0.15
36 CARA 12.86 15 Sep '17 16 12.50 0.628 0.60 50 15.00 0.780 2.20 51 -1.60 2.50 2.78 0.15
37 P 8.08 1 Sep '17 2 8.50 0.614 0.47 1 9.00 0.758 0.90 3 -0.43 0.50 7.14 0.14
38 TRVG 15.54 15 Sep '17 16 15.00 0.518 0.50 16 17.50 0.643 1.90 5 -1.40 2.50 2.27 0.13
39 CHK 3.61 29 Sep '17 30 4.00 0.557 0.50 1 4.50 0.679 0.85 11 -0.35 0.50 3.33 0.12
40 GE 24.28 1 Sep '17 2 24.50 0.165 0.27 298 25.00 0.286 0.72 95 -0.45 0.50 10.00 0.12
41 SPXU 14.87 15 Sep '17 16 15.00 0.265 0.45 10 16.00 0.382 1.10 2 -0.65 1.00 2.86 0.12
42 AUPH 6.08 19 Jan '18 142 5.00 0.653 0.75 194 7.50 0.765 1.85 120 -1.10 2.50 1.79 0.11
43 ABX 17.75 1 Sep '17 2 18.00 0.314 0.33 602 18.50 0.425 0.76 29 -0.43 0.50 7.14 0.11
44 AMC 13.45 15 Sep '17 16 13.00 0.540 0.55 74 14.00 0.647 0.95 19 -0.40 1.00 1.67 0.11
45 CLF 8.47 8 Sep '17 9 8.50 0.498 0.29 191 9.00 0.602 0.60 143 -0.31 0.50 2.63 0.10
46 GS 222.42 1 Sep '17 2 222.50 0.117 1.27 1,255 225.00 0.216 2.65 561 -1.38 2.50 2.23 0.10
47 TWTR 16.93 1 Sep '17 2 17.00 0.325 0.21 401 17.50 0.422 0.59 36 -0.38 0.50 4.17 0.10
48 WMB 29.13 8 Sep '17 9 29.00 0.170 0.48 1 29.50 0.264 0.67 14 -0.19 0.50 1.61 0.09
49 SU 31.19 1 Sep '17 2 31.00 0.136 0.22 17 31.50 0.229 0.55 66 -0.33 0.50 2.94 0.09
50 CBI 12.55 8 Sep '17 9 12.50 0.682 0.70 33 13.00 0.774 0.80 283 -0.10 0.50 1.25 0.09
51 GME 18.79 1 Sep '17 2 19.00 0.412 0.45 38 19.50 0.504 0.69 114 -0.24 0.50 1.92 0.09
52 CLNS 13.00 15 Sep '17 16 13.00 0.161 0.25 400 14.00 0.251 1.00 4 -0.75 1.00 4.00 0.09
53 CBI 12.55 15 Sep '17 16 13.00 0.736 1.20 69 13.50 0.825 1.35 107 -0.15 0.50 1.43 0.09
54 CLF 8.47 1 Sep '17 2 8.50 0.557 0.16 567 9.00 0.644 0.53 237 -0.37 0.50 3.85 0.09
55 FRGI 17.18 15 Sep '17 16 17.50 0.325 0.70 70 20.00 0.411 2.70 5 -2.00 2.50 5.00 0.09
56 NRZ 16.37 20 Oct '17 51 16.00 0.246 0.45 19 17.00 0.332 1.10 3 -0.65 1.00 2.86 0.09
57 COTY 16.53 1 Sep '17 2 17.00 0.365 0.52 33 17.50 0.450 0.95 10 -0.43 0.50 7.14 0.09
58 HAL 38.67 1 Sep '17 2 39.00 0.338 0.60 67 39.50 0.422 1.00 32 -0.40 0.50 5.00 0.08
59 HD 150.00 1 Sep '17 2 152.50 0.146 2.58 275 155.00 0.227 4.95 23 -2.37 2.50 19.23 0.08
60 UNIT 19.33 20 Oct '17 51 20.00 0.580 2.20 108 22.50 0.661 3.90 12 -1.70 2.50 3.13 0.08
61 UVXY 30.81 1 Sep '17 2 31.00 1.043 1.12 1,794 31.50 1.124 1.36 4,311 -0.24 0.50 1.92 0.08
62 GDX 24.17 1 Sep '17 2 24.50 0.275 0.42 308 25.00 0.354 0.84 20 -0.42 0.50 6.25 0.08
63 FOSL 8.55 1 Sep '17 2 8.50 0.691 0.20 6 9.00 0.769 0.45 102 -0.25 0.50 2.00 0.08
64 FCAU 14.80 15 Sep '17 16 15.00 0.356 0.60 1,465 16.00 0.433 1.25 350 -0.65 1.00 2.86 0.08
65 SLB 63.39 1 Sep '17 2 63.50 0.354 0.74 35 64.00 0.430 1.12 71 -0.38 0.50 4.17 0.08
66 PSEC 6.75 20 Oct '17 51 7.00 0.114 0.40 40 8.00 0.187 1.25 2 -0.85 1.00 6.67 0.07
67 DNKN 52.05 15 Sep '17 16 52.50 0.196 1.15 12 55.00 0.269 2.95 29 -1.80 2.50 3.57 0.07
68 UVXY 30.81 8 Sep '17 9 31.00 1.026 2.29 1,083 31.50 1.097 2.34 14 -0.05 0.50 1.11 0.07
69 URBN 20.29 1 Sep '17 2 20.00 0.399 0.20 7 20.50 0.469 0.35 23 -0.15 0.50 1.43 0.07
70 RDFN 23.04 15 Sep '17 16 22.50 0.803 1.50 85 25.00 0.873 2.80 6 -1.30 2.50 2.08 0.07
71 NVDA 165.68 1 Sep '17 2 167.50 0.260 2.45 367 170.00 0.329 4.50 395 -2.05 2.50 5.56 0.07
72 HRL 30.86 15 Sep '17 16 32.50 0.138 1.70 77 35.00 0.207 4.00 8 -2.30 2.50 12.50 0.07
73 DUST 22.75 1 Sep '17 2 22.50 0.771 0.45 52 23.00 0.838 0.50 15 -0.05 0.50 1.11 0.07
74 AFSI 12.63 15 Sep '17 16 12.50 0.465 0.45 184 15.00 0.531 2.25 67 -1.80 2.50 3.57 0.07
75 CSOD 34.97 15 Sep '17 16 35.00 0.423 1.60 34 37.50 0.489 2.95 19 -1.35 2.50 2.17 0.07
76 DBA 18.49 15 Sep '17 16 19.00 0.152 0.65 27 20.00 0.218 1.45 1 -0.80 1.00 5.00 0.07
77 PBR 8.79 8 Sep '17 9 9.00 0.295 0.30 396 9.50 0.360 0.67 100 -0.37 0.50 3.85 0.07
78 BKS 7.25 15 Sep '17 16 7.00 0.651 0.30 362 8.00 0.716 0.85 51 -0.55 1.00 2.22 0.06
79 OAS 7.02 15 Sep '17 16 7.00 0.530 0.35 5 8.00 0.594 1.00 6 -0.65 1.00 2.86 0.06
80 TAL 30.21 15 Sep '17 16 30.83 0.372 1.45 10 31.67 0.435 1.80 1 -0.35 0.84 1.71 0.06
81 VRX 13.19 1 Sep '17 2 13.50 0.620 0.45 487 14.00 0.682 0.82 163 -0.37 0.50 3.85 0.06
82 BMY 59.38 1 Sep '17 2 59.50 0.163 0.50 617 60.00 0.224 0.75 41 -0.25 0.50 2.00 0.06
83 NEM 38.06 1 Sep '17 2 38.50 0.228 0.59 6 39.00 0.285 0.97 7 -0.38 0.50 4.17 0.06
84 SLB 63.39 1 Sep '17 2 63.00 0.296 0.40 104 63.50 0.354 0.68 35 -0.28 0.50 2.27 0.06
85 NKE 52.56 1 Sep '17 2 52.50 0.165 0.37 226 53.00 0.222 0.55 10 -0.18 0.50 1.56 0.06
86 JCP 3.83 22 Sep '17 23 4.00 0.521 0.32 39 4.50 0.577 0.68 1 -0.36 0.50 3.57 0.06
87 HFC 32.00 1 Sep '17 2 31.50 0.367 0.25 119 32.00 0.423 0.30 4 -0.05 0.50 1.11 0.06
88 SPWR 8.92 22 Sep '17 23 8.50 0.601 0.41 21 9.00 0.658 0.49 24 -0.08 0.50 1.19 0.06
89 BP 34.37 1 Sep '17 2 34.50 0.128 0.22 3 35.00 0.184 0.59 8 -0.37 0.50 3.85 0.06
90 EAT 31.57 15 Sep '17 16 30.00 0.269 0.30 8 35.00 0.324 3.70 15 -3.40 5.00 3.13 0.05
91 UA 15.18 8 Sep '17 9 15.00 0.286 0.25 16 15.50 0.339 0.45 7 -0.20 0.50 1.67 0.05
92 UNG 6.52 15 Sep '17 16 6.50 0.257 0.14 777 7.00 0.309 0.49 2 -0.35 0.50 3.33 0.05
93 JNJ 131.07 1 Sep '17 2 132.00 0.137 1.18 152 133.00 0.189 1.94 47 -0.76 1.00 4.17 0.05
94 NRZ 16.37 17 Nov '17 79 16.00 0.241 0.60 16 17.00 0.293 1.15 4 -0.55 1.00 2.22 0.05
95 LABD 5.58 15 Sep '17 16 5.50 0.732 0.35 38 6.00 0.784 0.55 5 -0.20 0.50 1.67 0.05
96 HAL 38.67 1 Sep '17 2 38.50 0.288 0.27 65 39.00 0.338 0.55 67 -0.28 0.50 2.27 0.05
97 AEO 12.17 8 Sep '17 9 12.00 0.352 0.30 10 12.50 0.398 0.45 2 -0.15 0.50 1.43 0.05
98 RIG 8.10 15 Sep '17 16 8.50 0.422 0.55 10 9.00 0.468 0.93 32 -0.38 0.50 4.17 0.05
99 FOSL 8.55 8 Sep '17 9 8.50 0.655 0.40 10 9.00 0.699 0.55 128 -0.15 0.50 1.43 0.04
100 GE 24.28 15 Sep '17 16 24.50 0.182 0.55 12 25.00 0.226 0.75 156 -0.20 0.50 1.67 0.04
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