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# Stock Stock
Price
Expiry Days P/C Short Leg Long Leg Credit
(Debit)
Max
Profit
Max
Loss
Profit
Loss
Net
IVol
Strike IVol Volume Price Leg Price Strike IVol Volume Price Leg Price
1 AG 8.21 10 Mar '17 7 P 8.50 0.909 10 0.40 0.80 9.00
8.00
0.743
0.608
47
87
1.00
0.25
1.25 (0.45) 0.05 -0.45 -0.11 0.466
2 ADPT 2.99 18 Aug '17 168 P 5.00 1.062 30 2.15 4.30 7.50
2.50
0.868
0.990
10
4
4.80
0.70
5.50 (1.20) 1.30 -1.20 -1.08 0.266
3 GRPN 4.02 17 Mar '17 14 P 4.50 0.576 50 0.46 0.92 5.00
4.00
0.501
0.446
46
1,010
1.02
0.15
1.17 (0.25) 0.25 -0.25 -1.00 0.205
4 ANF 12.24 10 Mar '17 7 P 12.50 0.458 594 0.42 0.84 13.00
12.00
0.267
0.456
171
1,830
0.86
0.23
1.09 (0.25) 0.25 -0.25 -1.00 0.194
5 MAT 25.45 10 Mar '17 7 P 25.50 0.351 214 0.30 0.60 26.00
25.00
0.254
0.275
10
52
0.80
0.25
1.05 (0.45) 0.05 -0.45 -0.11 0.174
6 CHK 5.32 7 Apr '17 35 P 5.50 0.498 60 0.41 0.82 6.00
5.00
0.373
0.494
25
41
0.84
0.20
1.04 (0.22) 0.28 -0.22 -1.27 0.129
7 GPRO 8.84 24 Mar '17 21 P 8.50 0.618 138 0.34 0.68 9.00
8.00
0.522
0.593
20
1
0.69
0.23
0.92 (0.24) 0.26 -0.24 -1.08 0.121
8 DUST 36.12 10 Mar '17 7 P 36.50 1.100 77 2.25 4.50 37.00
36.00
1.056
1.035
7
64
2.85
2.25
5.10 (0.60) -0.10 -0.60 0.17 0.110
9 UCO 21.47 24 Mar '17 21 P 21.00 0.506 23 0.60 1.20 21.50
20.50
0.455
0.450
10
2
1.05
0.60
1.65 (0.45) 0.05 -0.45 -0.11 0.107
10 SCO 33.15 17 Mar '17 14 P 33.50 0.468 20 1.25 2.50 34.00
32.50
0.413
0.417
11
1
1.70
0.80
2.50 (0.00) 0.50 -0.50 -1.00 0.106
11 RDC 17.60 17 Mar '17 14 P 18.00 0.453 30 0.80 1.60 19.00
17.00
0.401
0.406
10
50
1.60
0.40
2.00 (0.40) 0.60 -0.40 -1.50 0.100
12 MAT 25.45 10 Mar '17 7 P 25.50 0.351 214 0.30 0.60 26.00
24.50
0.254
0.351
10
42
0.80
0.20
1.00 (0.40) 0.10 -0.90 -0.11 0.099
13 YPF 21.19 17 Mar '17 14 P 21.00 0.377 6 0.40 0.80 21.50
20.50
0.318
0.340
10
20
0.80
0.35
1.15 (0.35) 0.15 -0.35 -0.43 0.095
14 JUNO 21.61 21 Apr '17 49 P 20.00 0.591 42 0.90 1.80 25.00
17.50
0.539
0.552
5
47
4.20
0.35
4.55 (2.75) 2.25 -2.75 -0.82 0.091
15 XME 31.93 17 Mar '17 14 P 31.50 0.355 22 0.55 1.10 32.00
31.00
0.306
0.317
3,020
2,428
1.05
0.54
1.59 (0.49) 0.01 -0.49 -0.02 0.086
16 ENDP 12.25 17 Mar '17 14 P 12.50 0.576 142 0.60 1.20 13.00
12.00
0.523
0.544
30
65
1.05
0.55
1.60 (0.40) 0.10 -0.40 -0.25 0.083
17 SKX 25.59 10 Mar '17 7 P 25.50 0.343 12 0.30 0.60 26.00
25.00
0.290
0.318
5
105
0.70
0.25
0.95 (0.35) 0.15 -0.35 -0.43 0.078
18 FEYE 11.06 10 Mar '17 7 P 11.50 0.423 17 0.53 1.06 12.00
11.00
0.346
0.425
1
166
1.10
0.25
1.35 (0.29) 0.21 -0.29 -0.72 0.075
19 FTNT 36.28 17 Mar '17 14 P 36.00 0.268 2 0.55 1.10 38.00
35.00
0.190
0.280
22
5
2.10
0.40
2.50 (1.40) 0.60 -1.40 -0.43 0.067
20 AU 10.60 21 Apr '17 49 P 11.00 0.498 33 0.90 1.80 12.00
10.00
0.457
0.473
1
16
1.75
0.50
2.25 (0.45) 0.55 -0.45 -1.22 0.066
21 WTW 17.79 17 Mar '17 14 P 17.50 0.754 250 0.80 1.60 18.00
17.00
0.710
0.733
158
9
1.20
0.75
1.95 (0.35) 0.15 -0.35 -0.43 0.065
22 RL 79.79 10 Mar '17 7 P 79.50 0.245 8 0.75 1.50 80.00
79.00
0.211
0.215
30
28
1.10
0.70
1.80 (0.30) 0.20 -0.30 -0.67 0.064
23 JUNO 21.61 21 Apr '17 49 P 20.00 0.591 42 0.90 1.80 22.50
17.50
0.566
0.552
18
47
2.50
0.35
2.85 (1.05) 1.45 -1.05 -1.38 0.063
24 TWM 22.18 17 Mar '17 14 P 22.00 0.304 12 0.25 0.50 23.00
21.00
0.237
0.309
6
6
1.10
0.25
1.35 (0.85) 0.15 -0.85 -0.18 0.063
25 CTB 40.95 17 Mar '17 14 P 40.00 0.287 12 0.40 0.80 41.00
39.00
0.236
0.278
10
7
0.95
0.30
1.25 (0.45) 0.55 -0.45 -1.22 0.060
26 DUST 36.12 10 Mar '17 7 P 36.50 1.100 77 2.25 4.50 37.00
35.50
1.056
1.086
7
15
2.85
2.00
4.85 (0.35) 0.15 -0.85 -0.18 0.059
27 EWZ 38.58 10 Mar '17 7 P 38.50 0.343 102 0.60 1.20 39.00
38.00
0.312
0.317
178
111
0.91
0.44
1.35 (0.15) 0.35 -0.15 -2.33 0.056
28 FTNT 36.28 17 Mar '17 14 P 37.00 0.257 1 1.10 2.20 38.00
36.00
0.190
0.268
22
2
2.10
0.70
2.80 (0.60) 0.40 -0.60 -0.67 0.056
29 UVXY 20.13 24 Mar '17 21 P 20.50 1.044 39 2.14 4.28 21.00
19.50
1.042
0.993
49
15
2.74
1.69
4.43 (0.15) 0.35 -0.65 -0.54 0.053
30 RL 79.79 10 Mar '17 7 P 79.50 0.245 8 0.75 1.50 80.50
79.00
0.222
0.215
1
28
1.50
0.70
2.20 (0.70) 0.30 -0.70 -0.43 0.053
31 UVXY 20.13 7 Apr '17 35 P 20.00 1.137 36 2.56 5.12 20.50
19.50
1.126
1.098
1
2
3.15
2.46
5.61 (0.49) 0.01 -0.49 -0.02 0.051
32 UVXY 20.13 10 Mar '17 7 P 20.50 0.940 2,926 1.22 2.44 21.00
19.50
0.988
0.842
803
1,064
1.65
0.66
2.31 0.13 0.63 -0.37 -1.70 0.051
33 AMBA 55.60 10 Mar '17 7 P 56.00 0.366 369 1.20 2.40 56.50
55.00
0.344
0.338
24
9
1.65
0.85
2.50 (0.10) 0.40 -0.60 -0.67 0.050
34 AG 8.21 17 Mar '17 14 P 8.50 0.635 15 0.55 1.10 9.00
8.00
0.610
0.610
68
227
0.95
0.35
1.30 (0.20) 0.30 -0.20 -1.50 0.050
35 GPOR 17.19 21 Apr '17 49 P 17.50 0.360 70 1.00 2.00 20.00
15.00
0.260
0.411
1
5
3.10
0.30
3.40 (1.40) 1.10 -1.40 -0.79 0.050
36 DKS 52.34 17 Mar '17 14 P 50.00 0.598 241 1.25 2.50 52.50
49.00
0.554
0.595
169
38
2.45
1.20
3.65 (1.15) 1.35 -1.15 -1.17 0.047
37 AMBA 55.60 10 Mar '17 7 P 56.00 0.366 369 1.20 2.40 56.50
55.50
0.344
0.342
24
2
1.65
1.05
2.70 (0.30) 0.20 -0.30 -0.67 0.046
38 DKS 52.34 21 Apr '17 49 P 50.00 0.415 70 1.85 3.70 55.00
49.00
0.374
0.410
13
47
4.60
1.75
6.35 (2.65) 2.35 -2.65 -0.89 0.046
39 SCO 33.15 10 Mar '17 7 P 33.00 0.423 6 0.50 1.00 33.50
32.50
0.398
0.402
17
15
1.10
0.55
1.65 (0.65) -0.15 -0.65 0.23 0.046
40 SINA 69.23 17 Mar '17 14 P 70.00 0.348 35 2.05 4.10 72.50
67.50
0.316
0.334
2
21
4.05
1.14
5.19 (1.09) 1.41 -1.09 -1.29 0.045
41 ESV 9.91 21 Apr '17 49 P 9.00 0.584 104 0.35 0.70 11.00
8.00
0.518
0.606
3
120
1.55
0.20
1.75 (1.05) 0.95 -1.05 -0.90 0.045
42 CNQ 31.22 17 Mar '17 14 P 32.00 0.231 38 1.15 2.30 33.00
31.00
0.188
0.229
8
384
2.15
0.70
2.85 (0.55) 0.45 -0.55 -0.82 0.044
43 FTNT 36.28 17 Mar '17 14 P 37.00 0.257 1 1.10 2.20 38.00
35.00
0.190
0.280
22
5
2.10
0.40
2.50 (0.30) 0.70 -1.30 -0.54 0.044
44 GRUB 34.27 21 Apr '17 49 P 35.00 0.330 17 2.00 4.00 37.50
32.50
0.277
0.341
17
116
3.80
1.00
4.80 (0.80) 1.70 -0.80 -2.13 0.043
45 JUNO 21.61 21 Apr '17 49 P 22.50 0.566 18 2.10 4.20 25.00
17.50
0.539
0.552
5
47
4.20
0.35
4.55 (0.35) 2.15 -2.85 -0.75 0.042
46 DDD 14.53 17 Mar '17 14 P 15.00 0.406 18 0.69 1.38 15.50
14.50
0.406
0.366
505
447
1.21
0.42
1.63 (0.25) 0.25 -0.25 -1.00 0.040
47 FOSL 17.42 10 Mar '17 7 P 17.50 0.476 805 0.45 0.90 18.00
17.00
0.462
0.450
87
194
0.85
0.30
1.15 (0.25) 0.25 -0.25 -1.00 0.040
48 TASR 22.81 17 Mar '17 14 P 22.50 0.335 21 0.40 0.80 23.00
22.00
0.307
0.323
14
15
0.75
0.30
1.05 (0.25) 0.25 -0.25 -1.00 0.039
49 DOW 63.26 10 Mar '17 7 P 63.50 0.172 80 0.63 1.26 64.00
63.00
0.149
0.156
20
83
1.09
0.46
1.55 (0.29) 0.21 -0.29 -0.72 0.039
50 CAT 95.12 10 Mar '17 7 P 95.00 0.215 629 1.04 2.08 96.00
94.50
0.192
0.201
313
52
1.67
0.92
2.59 (0.51) 0.49 -0.51 -0.96 0.037
51 EXAS 22.11 17 Mar '17 14 P 22.00 0.438 20 0.60 1.20 23.00
21.00
0.408
0.430
40
10
1.40
0.55
1.95 (0.75) 0.25 -0.75 -0.33 0.037
52 TMUS 63.56 10 Mar '17 7 P 63.50 0.330 52 0.89 1.78 64.00
63.00
0.302
0.323
12
108
1.43
0.92
2.35 (0.57) -0.07 -0.57 0.12 0.036
53 OXY 64.86 10 Mar '17 7 P 65.00 0.295 34 1.05 2.10 65.50
64.00
0.316
0.239
1
198
1.56
0.51
2.07 0.03 0.53 -0.47 -1.13 0.035
54 VRX 13.06 10 Mar '17 7 P 13.50 0.623 1,985 0.68 1.36 14.00
13.00
0.607
0.604
3,204
4,919
1.10
0.41
1.51 (0.15) 0.35 -0.15 -2.33 0.035
55 KORS 36.41 17 Mar '17 14 P 36.00 0.288 27 0.55 1.10 36.50
35.50
0.274
0.267
30
30
0.90
0.50
1.40 (0.30) 0.20 -0.30 -0.67 0.035
56 SQ 16.89 16 Jun '17 105 P 17.00 0.370 15 1.25 2.50 18.00
16.00
0.349
0.355
5
25
2.00
0.95
2.95 (0.45) 0.55 -0.45 -1.22 0.035
57 ECA 11.44 21 Apr '17 49 P 12.00 0.376 1 0.90 1.80 13.00
10.00
0.297
0.420
3
9
1.75
0.20
1.95 (0.15) 0.85 -1.15 -0.74 0.035
58 GRUB 34.27 21 Apr '17 49 P 32.50 0.341 116 0.85 1.70 37.50
30.00
0.277
0.370
17
631
3.80
0.45
4.25 (2.55) 2.45 -2.55 -0.96 0.035
59 ESV 9.91 17 Mar '17 14 P 10.00 0.622 3,600 0.45 0.90 11.00
9.00
0.617
0.593
130
1,699
1.30
0.15
1.45 (0.55) 0.45 -0.55 -0.82 0.035
60 F 12.65 13 Apr '17 41 P 12.50 0.208 11 0.24 0.48 13.00
12.00
0.171
0.211
5
75
0.57
0.13
0.70 (0.22) 0.28 -0.22 -1.27 0.035
61 BOFI 29.29 21 Apr '17 49 P 25.00 0.543 557 0.60 1.20 30.00
22.50
0.433
0.619
11
31
2.40
0.45
2.85 (1.65) 3.35 -1.65 -2.03 0.035
62 FOSL 17.42 17 Mar '17 14 P 17.00 0.475 630 0.40 0.80 17.50
16.50
0.461
0.454
83
14
0.70
0.30
1.00 (0.20) 0.30 -0.20 -1.50 0.034
63 CTB 40.95 17 Mar '17 14 P 40.00 0.287 12 0.40 0.80 42.00
39.00
0.262
0.278
5
7
1.55
0.30
1.85 (1.05) 0.95 -1.05 -0.90 0.034
64 GPRO 8.84 17 Mar '17 14 P 9.00 0.596 388 0.45 0.90 9.50
8.50
0.604
0.555
40
428
0.95
0.26
1.21 (0.31) 0.19 -0.31 -0.61 0.033
65 RGLD 65.43 17 Mar '17 14 P 67.50 0.326 1 2.85 5.70 70.00
65.00
0.312
0.307
12
176
5.00
1.50
6.50 (0.80) 1.70 -0.80 -2.12 0.033
66 VXX 17.54 10 Mar '17 7 P 18.00 0.506 3,470 0.75 1.50 18.50
17.00
0.574
0.405
288
8,444
1.19
0.18
1.37 0.13 0.63 -0.37 -1.70 0.032
67 BOX 16.95 16 Jun '17 105 P 16.00 0.406 5 0.85 1.70 17.00
15.00
0.380
0.399
24
18
1.50
0.70
2.20 (0.50) 0.50 -0.50 -1.00 0.032
68 FSLR 34.61 10 Mar '17 7 P 35.00 0.400 80 0.93 1.86 35.50
34.50
0.389
0.379
41
93
1.35
0.78
2.13 (0.27) 0.23 -0.27 -0.85 0.032
69 VXX 17.54 31 Mar '17 28 P 18.00 0.574 29 1.35 2.70 18.50
17.00
0.598
0.518
59
5,385
1.75
0.75
2.50 0.20 0.70 -0.30 -2.33 0.032
70 KORS 36.41 17 Mar '17 14 P 36.00 0.288 27 0.55 1.10 37.00
35.50
0.277
0.267
13
30
1.20
0.50
1.70 (0.60) 0.40 -0.60 -0.67 0.031
71 KSS 41.34 10 Mar '17 7 P 41.50 0.489 60 1.10 2.20 42.00
41.00
0.506
0.440
22
17
1.65
0.95
2.60 (0.40) 0.10 -0.40 -0.25 0.031
72 RH 31.20 10 Mar '17 7 P 31.00 0.449 20 0.60 1.20 31.50
30.50
0.428
0.439
1
11
1.00
0.55
1.55 (0.35) 0.15 -0.35 -0.43 0.031
73 SINA 69.23 17 Mar '17 14 P 70.00 0.348 35 2.05 4.10 72.50
65.00
0.316
0.349
2
1
4.05
0.51
4.56 (0.46) 2.04 -2.96 -0.69 0.030
74 CNQ 31.22 16 Jun '17 105 P 32.00 0.288 22 2.40 4.80 33.00
30.00
0.264
0.283
2
16
3.30
1.65
4.95 (0.15) 0.85 -1.15 -0.74 0.030
75 CBI 32.43 13 Apr '17 41 P 32.00 0.350 31 1.15 2.30 32.50
31.50
0.338
0.332
1
10
1.60
1.20
2.80 (0.50) -0.00 -0.50  0 0.030
76 MNK 51.89 10 Mar '17 7 P 51.50 0.415 5 0.80 1.60 52.00
51.00
0.399
0.401
2
17
1.35
0.95
2.30 (0.70) -0.20 -0.70 0.29 0.030
77 P 12.75 17 Mar '17 14 P 12.50 0.533 1,201 0.33 0.66 13.00
12.00
0.497
0.540
32
1,141
0.68
0.25
0.93 (0.27) 0.23 -0.27 -0.85 0.029
78 DKS 52.34 21 Apr '17 49 P 50.00 0.415 70 1.85 3.70 52.50
49.00
0.391
0.410
2
47
3.20
1.75
4.95 (1.25) 1.25 -1.25 -1.00 0.029
79 OCLR 9.60 21 Jul '17 140 P 9.00 0.669 2 1.10 2.20 11.00
8.00
0.638
0.671
5
27
2.50
0.90
3.40 (1.20) 0.80 -1.20 -0.67 0.029
80 UVXY 20.13 31 Mar '17 28 P 20.00 1.089 8 2.29 4.58 20.50
19.50
1.078
1.071
3
2
2.79
2.11
4.90 (0.32) 0.18 -0.32 -0.56 0.028
81 VXX 17.54 17 Mar '17 14 P 18.00 0.535 1,112 0.99 1.98 18.50
17.00
0.577
0.466
733
13,571
1.39
0.40
1.79 0.19 0.69 -0.31 -2.23 0.027
82 PSX 78.34 10 Mar '17 7 P 78.50 0.168 7 0.65 1.30 79.00
78.00
0.161
0.147
16
6
1.10
0.55
1.65 (0.35) 0.15 -0.35 -0.43 0.027
83 WB 50.30 10 Mar '17 7 P 50.50 0.412 32 1.15 2.30 51.00
50.00
0.399
0.398
28
2
1.60
1.00
2.60 (0.30) 0.20 -0.30 -0.67 0.027
84 DOW 63.26 10 Mar '17 7 P 63.50 0.172 80 0.63 1.26 64.00
62.50
0.149
0.168
20
11
1.09
0.30
1.39 (0.13) 0.37 -0.63 -0.59 0.027
85 TOT 50.93 19 May '17 77 P 50.00 0.210 36 1.60 3.20 52.50
47.50
0.174
0.218
10
69
3.20
0.95
4.15 (0.95) 1.55 -0.95 -1.63 0.027
86 SHAK 32.97 17 Mar '17 14 P 33.00 0.316 200 0.70 1.40 33.50
32.00
0.311
0.294
6
2
1.15
0.45
1.60 (0.20) 0.30 -0.70 -0.43 0.027
87 MCHP 73.30 21 Apr '17 49 P 72.50 0.224 249 1.80 3.60 77.50
70.00
0.199
0.221
20
21
5.10
1.10
6.20 (2.60) 2.40 -2.60 -0.92 0.027
88 JBLU 20.20 16 Jun '17 105 P 20.00 0.322 25 1.25 2.50 22.00
19.00
0.289
0.327
50
10
2.55
0.90
3.45 (0.95) 1.05 -0.95 -1.11 0.027
89 VXX 17.54 7 Apr '17 35 P 18.00 0.590 23 1.52 3.04 18.50
17.00
0.613
0.540
114
18
1.91
0.91
2.82 0.22 0.72 -0.28 -2.57 0.027
90 UAA 20.59 10 Mar '17 7 P 21.00 0.312 89 0.57 1.14 21.50
20.50
0.304
0.293
69
57
1.04
0.32
1.36 (0.22) 0.28 -0.22 -1.27 0.026
91 CAT 95.12 10 Mar '17 7 P 95.00 0.215 629 1.04 2.08 95.50
94.50
0.203
0.201
80
52
1.38
0.92
2.30 (0.22) 0.28 -0.22 -1.27 0.026
92 LUV 58.86 10 Mar '17 7 P 58.50 0.239 147 0.60 1.20 59.00
58.00
0.226
0.226
6
53
1.00
0.50
1.50 (0.30) 0.20 -0.30 -0.67 0.026
93 FOSL 17.42 17 Mar '17 14 P 17.00 0.475 630 0.40 0.80 18.00
16.50
0.469
0.454
100
14
1.00
0.30
1.30 (0.50) 0.50 -0.50 -1.00 0.026
94 VXX 17.54 24 Mar '17 21 P 18.00 0.558 155 1.18 2.36 18.50
17.00
0.598
0.492
93
1,536
1.59
0.58
2.17 0.19 0.69 -0.31 -2.23 0.026
95 UVXY 20.13 17 Mar '17 14 P 20.50 1.031 1,025 1.79 3.58 21.00
19.50
1.060
0.976
563
73
2.21
1.23
3.44 0.14 0.64 -0.36 -1.78 0.025
96 CBI 32.43 13 Apr '17 41 P 32.00 0.350 31 1.15 2.30 33.00
31.50
0.343
0.332
3
10
1.95
1.20
3.15 (0.85) 0.15 -0.85 -0.18 0.025
97 SCHW 42.45 17 Mar '17 14 P 42.00 0.260 15 0.60 1.20 42.50
41.50
0.224
0.270
4
25
0.90
0.50
1.40 (0.20) 0.30 -0.20 -1.50 0.025
98 JBLU 20.20 16 Jun '17 105 P 21.00 0.318 215 1.75 3.50 22.00
20.00
0.289
0.322
50
25
2.55
1.30
3.85 (0.35) 0.65 -0.35 -1.86 0.025
99 SHAK 32.97 10 Mar '17 7 P 33.00 0.321 62 0.45 0.90 33.50
32.50
0.311
0.306
10
25
0.95
0.45
1.40 (0.50)  0 -0.50  0 0.025
100 MBLY 46.95 10 Mar '17 7 P 47.00 0.366 120 0.90 1.80 47.50
46.50
0.356
0.352
11
71
1.40
0.80
2.20 (0.40) 0.10 -0.40 -0.25 0.024
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