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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 KNDI 5.10 20 Jan '17 30 P 5.00 0.778 58 0.30 0.60 5.50
4.50
0.641
0.619
10
10
0.80
0.25
1.05 (0.45) 0.05 -0.45 -0.11 0.296
2 SGYP 4.81 20 Jan '17 30 P 4.50 1.059 2,535 0.40 0.80 5.00
4.00
0.893
1.009
99
1
0.75
0.25
1.00 (0.20) 0.30 -0.20 -1.50 0.217
3 UCO 11.15 6 Jan '17 16 P 11.00 0.532 63 0.30 0.60 11.50
10.50
0.309
0.565
17
37
0.80
0.30
1.10 (0.50)  0 -0.50  0 0.189
4 FINL 21.00 20 Jan '17 30 P 20.00 0.460 1,003 0.40 0.80 22.00
19.00
0.350
0.412
76
86
1.70
0.35
2.05 (1.25) 0.75 -1.25 -0.60 0.158
5 FINL 21.00 20 Jan '17 30 P 20.00 0.460 1,003 0.40 0.80 21.00
19.00
0.354
0.412
287
86
0.90
0.35
1.25 (0.45) 0.55 -0.45 -1.22 0.154
6 FINL 21.00 20 Jan '17 30 P 20.00 0.460 1,003 0.40 0.80 23.00
19.00
0.369
0.412
132
86
2.40
0.35
2.75 (1.95) 1.05 -1.95 -0.54 0.139
7 SGYP 4.81 20 Jan '17 30 P 4.50 1.059 2,535 0.40 0.80 5.50
4.00
1.010
1.009
5
1
1.10
0.25
1.35 (0.55) 0.45 -0.55 -0.82 0.100
8 FTR 3.29 19 May '17 149 P 3.50 0.408 60 0.50 1.00 4.00
3.00
0.347
0.374
55
650
0.95
0.25
1.20 (0.20) 0.30 -0.20 -1.50 0.095
9 CDE 9.01 17 Mar '17 86 P 9.00 0.666 5 1.10 2.20 11.00
8.00
0.593
0.660
10
11
2.50
0.70
3.20 (1.00) 1.00 -1.00 -1.00 0.078
10 HST 19.17 20 Jan '17 30 P 19.00 0.301 31 0.55 1.10 20.00
18.00
0.234
0.290
5
100
1.30
0.25
1.55 (0.45) 0.55 -0.45 -1.22 0.078
11 CHK 7.43 6 Jan '17 16 P 7.50 0.455 61 0.30 0.60 8.00
7.00
0.360
0.473
1
8
0.70
0.13
0.83 (0.23) 0.27 -0.23 -1.17 0.078
12 SE 41.16 20 Jan '17 30 P 41.00 0.208 78 0.85 1.70 42.00
40.00
0.136
0.210
1
50
1.50
0.60
2.10 (0.40) 0.60 -0.40 -1.50 0.071
13 UVXY 7.65 20 Jan '17 30 P 8.00 1.163 461 1.21 2.42 8.50
7.00
1.220
1.039
31
715
1.61
0.59
2.20 0.22 0.72 -0.28 -2.57 0.068
14 SM 35.11 20 Jan '17 30 P 35.00 0.513 55 1.90 3.80 45.00
30.00
0.361
0.602
3
8
10.10
0.60
10.70 (6.90) 3.10 -6.90 -0.45 0.063
15 MT 7.59 20 Jan '17 30 P 7.50 0.433 37 0.31 0.62 8.00
7.00
0.365
0.448
278
30
0.64
0.17
0.81 (0.19) 0.31 -0.19 -1.63 0.053
16 SQQQ 12.43 20 Jan '17 30 P 13.00 0.430 54 0.85 1.70 14.00
12.00
0.466
0.347
2
37
1.80
0.35
2.15 (0.45) 0.55 -0.45 -1.22 0.045
17 FEYE 12.54 20 Jan '17 30 P 12.50 0.475 51 0.56 1.12 13.00
12.00
0.441
0.467
42
189
1.00
0.45
1.45 (0.33) 0.17 -0.33 -0.52 0.042
18 KORS 44.21 20 Jan '17 30 P 44.00 0.358 78 1.45 2.90 44.50
43.50
0.336
0.340
1
1
2.00
1.50
3.50 (0.60) -0.10 -0.60 0.17 0.039
19 XLF 23.61 6 Jan '17 16 P 24.00 0.171 10 0.46 0.92 24.50
23.50
0.156
0.148
5
20
0.97
0.32
1.29 (0.37) 0.13 -0.37 -0.35 0.038
20 FEYE 12.54 20 Jan '17 30 P 12.50 0.475 51 0.56 1.12 13.50
12.00
0.445
0.467
10
189
1.34
0.45
1.79 (0.67) 0.33 -0.67 -0.49 0.038
21 UVXY 7.65 6 Jan '17 16 P 8.00 0.934 128 0.79 1.58 8.50
7.00
1.032
0.799
11
63
1.25
0.25
1.50 0.08 0.58 -0.42 -1.38 0.037
22 BOFI 28.43 20 Jan '17 30 P 25.00 0.588 79 0.55 1.10 30.00
22.50
0.494
0.646
20
20
2.70
0.35
3.05 (1.95) 3.05 -1.95 -1.56 0.036
23 TEX 32.15 17 Feb '17 58 P 32.00 0.407 16 1.90 3.80 33.00
31.00
0.386
0.393
15
8
2.55
1.55
4.10 (0.30) 0.70 -0.30 -2.33 0.035
24 KBH 16.58 20 Jan '17 30 P 16.00 0.414 2,355 0.51 1.02 18.00
15.00
0.363
0.431
4
52
1.69
0.24
1.93 (0.91) 1.09 -0.91 -1.20 0.033
25 VALE 7.91 27 Jan '17 37 P 7.50 0.532 11 0.30 0.60 8.00
7.00
0.489
0.541
6
3
0.59
0.19
0.78 (0.18) 0.32 -0.18 -1.78 0.033
26 KORS 44.21 20 Jan '17 30 P 44.00 0.358 78 1.45 2.90 45.00
43.50
0.344
0.340
11
1
2.30
1.50
3.80 (0.90) 0.10 -0.90 -0.11 0.031
27 EWZ 31.30 20 Jan '17 30 P 31.00 0.344 227 1.04 2.08 31.50
30.50
0.311
0.348
70
33
1.36
0.90
2.26 (0.18) 0.32 -0.18 -1.78 0.028
28 OCLR 9.52 21 Apr '17 121 P 9.00 0.685 29 1.05 2.10 10.00
8.00
0.655
0.687
2
120
1.95
0.75
2.70 (0.60) 0.40 -0.60 -0.67 0.028
29 CDE 9.01 17 Feb '17 58 P 9.00 0.669 48 0.90 1.80 10.00
8.00
0.612
0.698
10
1
1.65
0.60
2.25 (0.45) 0.55 -0.45 -1.22 0.028
30 SWHC 22.01 17 Mar '17 86 P 22.00 0.401 85 1.60 3.20 24.00
21.00
0.377
0.399
5
25
2.95
1.30
4.25 (1.05) 0.95 -1.05 -0.90 0.027
31 CY 11.94 17 Mar '17 86 P 12.00 0.405 15 0.95 1.90 13.00
11.00
0.375
0.411
3
15
1.65
0.60
2.25 (0.35) 0.65 -0.35 -1.86 0.026
32 GPRO 8.90 20 Jan '17 30 P 8.50 0.800 371 0.54 1.08 9.00
8.00
0.802
0.773
116
95
0.90
0.41
1.31 (0.23) 0.27 -0.23 -1.17 0.025
33 RRC 34.21 17 Mar '17 86 P 34.00 0.464 3 2.80 5.60 36.00
33.00
0.446
0.457
3
5
4.10
2.55
6.65 (1.05) 0.95 -1.05 -0.90 0.025
34 NBL 39.60 17 Feb '17 58 P 37.50 0.339 7 1.20 2.40 40.00
35.00
0.299
0.354
40
5
2.30
0.65
2.95 (0.55) 1.95 -0.55 -3.55 0.024
35 VXX 23.83 6 Jan '17 16 P 24.00 0.449 107 0.97 1.94 24.50
23.00
0.472
0.402
272
274
1.34
0.45
1.79 0.15 0.65 -0.35 -1.86 0.024
36 CERN 48.54 20 Jan '17 30 P 47.50 0.240 29 0.80 1.60 52.50
45.00
0.190
0.266
55
2
4.20
0.35
4.55 (2.95) 2.05 -2.95 -0.69 0.024
37 RRC 34.21 17 Mar '17 86 P 34.00 0.464 3 2.80 5.60 35.00
33.00
0.448
0.457
2
5
3.60
2.55
6.15 (0.55) 0.45 -0.55 -0.82 0.023
38 EWZ 31.30 20 Jan '17 30 P 31.00 0.344 227 1.04 2.08 32.00
30.50
0.317
0.348
9,108
33
1.64
0.90
2.54 (0.46) 0.54 -0.46 -1.17 0.023
39 UNG 9.00 6 Jan '17 16 P 9.00 0.519 17 0.35 0.70 9.50
8.50
0.513
0.503
6
10
0.72
0.19
0.91 (0.21) 0.29 -0.21 -1.38 0.023
40 CCI 87.13 20 Jan '17 30 P 85.00 0.229 49 1.25 2.50 87.50
82.50
0.181
0.256
60
71
2.25
0.95
3.20 (0.70) 1.80 -0.70 -2.57 0.021
41 BBBY 45.56 6 Jan '17 16 P 46.00 0.435 151 1.74 3.48 46.50
45.00
0.425
0.423
1
6
2.23
1.41
3.64 (0.16) 0.34 -0.66 -0.52 0.021
42 ETP 35.39 20 Jan '17 30 P 35.00 0.295 211 0.85 1.70 36.00
34.00
0.274
0.294
33
113
1.65
0.65
2.30 (0.60) 0.40 -0.60 -0.67 0.021
43 HTZ 22.45 17 Feb '17 58 P 20.00 0.592 11 0.95 1.90 25.00
17.50
0.530
0.633
1
13
3.60
0.45
4.05 (2.15) 2.85 -2.15 -1.33 0.021
44 ADP 102.47 20 Jan '17 30 P 100.00 0.173 152 0.95 1.90 105.00
97.50
0.138
0.187
27
66
3.50
0.60
4.10 (2.20) 2.80 -2.20 -1.27 0.020
45 KBH 16.58 21 Jul '17 212 P 16.00 0.374 8 1.49 2.98 17.00
15.00
0.353
0.375
11
5
2.09
1.17
3.26 (0.28) 0.72 -0.28 -2.57 0.020
46 AMGN 146.17 13 Jan '17 23 P 147.00 0.230 128 3.55 7.10 148.00
145.00
0.216
0.224
11
11
4.30
2.79
7.09 0.01 1.01 -0.99 -1.02 0.020
47 HAIN 39.90 20 Jan '17 30 P 39.00 0.294 14 0.85 1.70 41.00
38.00
0.276
0.293
3
14
2.10
0.70
2.80 (1.10) 0.90 -1.10 -0.82 0.019
48 CLF 9.18 20 Jan '17 30 P 9.00 0.651 46 0.58 1.16 10.00
8.50
0.624
0.660
46
181
1.21
0.40
1.61 (0.45) 0.55 -0.45 -1.22 0.019
49 AMGN 146.17 13 Jan '17 23 P 147.00 0.230 128 3.55 7.10 148.00
146.00
0.216
0.225
11
95
4.30
3.30
7.60 (0.50) 0.50 -0.50 -1.00 0.019
50 PM 91.31 6 Jan '17 16 P 91.00 0.075 5 0.98 1.96 91.50
90.50
0.039
0.092
57
2
1.27
0.84
2.11 (0.15) 0.35 -0.15 -2.33 0.019
51 LEN 43.47 20 Jan '17 30 P 43.00 0.233 28 0.88 1.76 45.00
42.00
0.206
0.242
42
21
2.08
0.64
2.72 (0.96) 1.04 -0.96 -1.08 0.019
52 VXX 23.83 20 Jan '17 30 P 24.00 0.558 6,496 1.60 3.20 24.50
23.00
0.577
0.520
345
6,348
1.96
1.02
2.98 0.22 0.72 -0.28 -2.57 0.018
53 EXC 35.14 21 Apr '17 121 P 35.00 0.227 142 1.85 3.70 37.00
34.00
0.217
0.219
45
2
3.20
1.55
4.75 (1.05) 0.95 -1.05 -0.90 0.018
54 FSLR 33.20 20 Jan '17 30 P 33.00 0.392 12 1.26 2.52 34.00
32.50
0.366
0.401
31
69
2.03
1.25
3.28 (0.76) 0.24 -0.76 -0.32 0.018
55 SWN 10.98 17 Mar '17 86 P 10.00 0.621 16 0.81 1.62 12.00
9.00
0.593
0.631
18
2
1.91
0.49
2.40 (0.78) 1.22 -0.78 -1.56 0.018
56 SWHC 22.01 17 Mar '17 86 P 22.00 0.401 85 1.60 3.20 23.00
21.00
0.387
0.399
6
25
2.30
1.30
3.60 (0.40) 0.60 -0.40 -1.50 0.017
57 XRX 9.09 21 Jul '17 212 P 9.00 0.259 8 0.72 1.44 11.00
8.00
0.208
0.292
20
9
2.19
0.40
2.59 (1.15) 0.85 -1.15 -0.74 0.017
58 MBLY 35.20 6 Jan '17 16 P 35.50 0.394 1 1.20 2.40 36.00
35.00
0.380
0.391
20
30
1.70
1.15
2.85 (0.45) 0.05 -0.45 -0.11 0.017
59 ROST 68.00 17 Feb '17 58 P 67.50 0.211 36 2.00 4.00 72.50
65.00
0.179
0.225
2
32
5.10
1.20
6.30 (2.30) 2.70 -2.30 -1.17 0.017
60 PM 91.31 20 Jan '17 30 P 91.00 0.104 39 1.47 2.94 92.00
90.50
0.079
0.112
26
207
1.98
1.30
3.28 (0.34) 0.66 -0.34 -1.94 0.016
61 AMD 11.47 13 Jan '17 23 P 11.50 0.544 235 0.59 1.18 12.00
11.00
0.532
0.539
13
18
0.96
0.43
1.39 (0.21) 0.29 -0.21 -1.38 0.016
62 MDT 71.58 20 Jan '17 30 P 71.50 0.149 20 1.35 2.70 72.50
71.00
0.129
0.153
81
60
1.91
1.18
3.09 (0.39) 0.61 -0.39 -1.56 0.016
63 DKS 57.31 20 Jan '17 30 P 55.00 0.295 119 0.90 1.80 60.00
52.50
0.250
0.325
15
25
3.60
0.55
4.15 (2.35) 2.65 -2.35 -1.13 0.016
64 JCI 42.81 20 Jan '17 30 P 42.00 0.217 75 0.65 1.30 43.00
41.00
0.194
0.223
51
122
1.16
0.44
1.60 (0.30) 0.70 -0.30 -2.33 0.016
65 RGLD 62.59 17 Feb '17 58 P 62.50 0.421 31 4.10 8.20 65.00
60.00
0.403
0.424
1
3
5.90
3.20
9.10 (0.90) 1.60 -0.90 -1.78 0.016
66 AMD 11.47 13 Jan '17 23 P 11.50 0.544 235 0.59 1.18 12.00
10.50
0.532
0.540
13
102
0.96
0.24
1.20 (0.02) 0.48 -0.52 -0.92 0.016
67 DLPH 69.19 17 Feb '17 58 P 67.50 0.325 61 2.70 5.40 72.50
65.00
0.302
0.334
3
29
5.50
1.90
7.40 (2.00) 3.00 -2.00 -1.50 0.015
68 SPG 178.17 17 Feb '17 58 P 175.00 0.238 169 5.85 11.70 185.00
170.00
0.212
0.249
30
52
11.35
4.15
15.50 (3.80) 6.20 -3.80 -1.63 0.015
69 VXX 23.83 13 Jan '17 23 P 24.00 0.522 52 1.31 2.62 24.50
23.00
0.543
0.485
1
43
1.70
0.78
2.48 0.14 0.64 -0.36 -1.78 0.015
70 BBBY 45.56 20 Jan '17 30 P 46.00 0.358 152 1.99 3.98 46.50
45.00
0.348
0.353
109
2,096
2.45
1.64
4.09 (0.11) 0.39 -0.61 -0.64 0.014
71 IP 53.95 20 Jan '17 30 P 53.50 0.197 7 0.98 1.96 54.50
53.00
0.181
0.199
3
13
1.50
0.83
2.33 (0.37) 0.63 -0.37 -1.70 0.014
72 MMP 74.56 20 Jan '17 30 P 72.50 0.165 3 0.50 1.00 75.00
70.00
0.142
0.172
1
8
1.60
0.25
1.85 (0.85) 1.65 -0.85 -1.94 0.014
73 SLW 17.43 13 Jan '17 23 P 17.00 0.433 12 0.53 1.06 17.50
16.50
0.426
0.425
2
1
0.80
0.39
1.19 (0.13) 0.37 -0.13 -2.85 0.014
74 COP 51.48 20 Jan '17 30 P 51.00 0.232 57 1.22 2.44 52.00
50.50
0.211
0.239
34
8
1.73
1.08
2.81 (0.37) 0.63 -0.37 -1.70 0.014
75 FSLR 33.20 20 Jan '17 30 P 33.50 0.386 5 1.51 3.02 34.00
33.00
0.366
0.392
31
12
2.03
1.51
3.54 (0.52) -0.02 -0.52 0.04 0.014
76 BBBY 45.56 20 Jan '17 30 P 46.00 0.358 152 1.99 3.98 46.50
45.50
0.348
0.354
109
14
2.45
1.89
4.34 (0.36) 0.14 -0.36 -0.39 0.014
77 QID 23.17 20 Jan '17 30 P 24.00 0.275 5 1.19 2.38 25.00
23.00
0.298
0.239
1
3
2.12
0.58
2.70 (0.32) 0.68 -0.32 -2.13 0.014
78 D 76.24 17 Feb '17 58 P 75.00 0.182 231 1.60 3.20 77.50
72.50
0.156
0.195
34
95
2.75
0.95
3.70 (0.50) 2.00 -0.50 -4.00 0.014
79 SWN 10.98 17 Feb '17 58 P 10.00 0.611 34 0.55 1.10 12.00
9.00
0.581
0.628
24
80
1.67
0.32
1.99 (0.89) 1.11 -0.89 -1.25 0.014
80 NSC 108.05 20 Jan '17 30 P 108.00 0.196 46 2.20 4.40 109.00
107.00
0.181
0.198
10
32
2.95
2.05
5.00 (0.60) 0.40 -0.60 -0.67 0.013
81 ECA 12.30 21 Apr '17 121 P 12.00 0.460 79 1.10 2.20 14.00
11.00
0.421
0.486
194
57
2.35
0.80
3.15 (0.95) 1.05 -0.95 -1.11 0.013
82 BUD 103.61 17 Mar '17 86 P 100.00 0.233 66 2.90 5.80 110.00
95.00
0.210
0.243
10
23
8.40
1.65
10.05 (4.25) 5.75 -4.25 -1.35 0.013
83 CY 11.94 17 Mar '17 86 P 11.00 0.411 15 0.50 1.00 13.00
10.00
0.375
0.434
3
2
1.65
0.30
1.95 (0.95) 1.05 -0.95 -1.11 0.013
84 ABT 38.24 20 Jan '17 30 P 38.00 0.198 85 0.85 1.70 39.00
37.50
0.182
0.201
9
15
1.45
0.66
2.11 (0.41) 0.59 -0.41 -1.44 0.013
85 KBH 16.58 20 Jan '17 30 P 16.00 0.414 2,355 0.51 1.02 17.00
15.00
0.384
0.431
17
52
0.98
0.24
1.22 (0.20) 0.80 -0.20 -4.00 0.013
86 GME 26.39 13 Jan '17 23 P 26.00 0.460 3 0.98 1.96 26.50
25.50
0.451
0.455
13
20
1.31
0.85
2.16 (0.20) 0.30 -0.20 -1.50 0.013
87 JCP 9.05 27 Jan '17 37 P 9.00 0.520 24 0.55 1.10 10.00
8.50
0.501
0.525
1
22
1.22
0.38
1.60 (0.50) 0.50 -0.50 -1.00 0.013
88 NFX 43.48 17 Feb '17 58 P 43.00 0.373 17 2.30 4.60 44.00
42.00
0.357
0.375
42
30
2.85
1.90
4.75 (0.15) 0.85 -0.15 -5.67 0.013
89 CNQ 32.70 20 Jan '17 30 P 32.00 0.307 6 0.70 1.40 34.00
31.00
0.297
0.305
12
133
2.05
0.50
2.55 (1.15) 0.85 -1.15 -0.74 0.012
90 BAX 44.09 20 Jan '17 30 P 44.00 0.187 13 0.89 1.78 45.00
43.50
0.171
0.190
19
14
1.45
0.69
2.14 (0.36) 0.64 -0.36 -1.78 0.012
91 AKS 10.89 13 Jan '17 23 P 10.50 0.599 10 0.45 0.90 11.50
10.00
0.581
0.606
100
50
1.03
0.30
1.33 (0.43) 0.57 -0.43 -1.33 0.012
92 ASPS 27.30 21 Apr '17 121 P 25.00 0.504 5 1.90 3.80 30.00
22.50
0.477
0.520
10
5
4.80
1.20
6.00 (2.20) 2.80 -2.20 -1.27 0.012
93 SHLD 9.89 20 Jan '17 30 P 10.00 0.890 319 1.05 2.10 10.50
9.50
0.874
0.893
3
10
1.36
0.84
2.20 (0.10) 0.40 -0.10 -4.00 0.012
94 DD 75.47 20 Jan '17 30 P 75.00 0.201 21 1.43 2.86 76.00
74.50
0.187
0.203
3
21
2.06
1.36
3.42 (0.56) 0.44 -0.56 -0.79 0.012
95 CAG 38.00 20 Jan '17 30 P 38.00 0.276 220 1.15 2.30 40.00
37.00
0.275
0.266
83
2
2.55
0.90
3.45 (1.15) 0.85 -1.15 -0.74 0.012
96 CTL 23.77 21 Jul '17 212 P 23.00 0.336 11 1.90 3.80 24.00
22.00
0.318
0.342
30
88
2.65
1.65
4.30 (0.50) 0.50 -0.50 -1.00 0.012
97 GME 26.39 20 Jan '17 30 P 26.00 0.433 35 1.08 2.16 27.00
25.50
0.420
0.434
38
12
1.68
0.96
2.64 (0.48) 0.52 -0.48 -1.08 0.012
98 CAG 38.00 20 Jan '17 30 P 38.00 0.276 220 1.15 2.30 39.00
37.00
0.275
0.266
33
2
1.85
0.90
2.75 (0.45) 0.55 -0.45 -1.22 0.011
99 NFX 43.48 17 Feb '17 58 P 43.00 0.373 17 2.30 4.60 45.00
42.00
0.359
0.375
3
30
3.40
1.90
5.30 (0.70) 1.30 -0.70 -1.86 0.011
100 SWN 10.98 17 Mar '17 86 P 10.00 0.621 16 0.81 1.62 11.00
9.00
0.600
0.631
38
2
1.31
0.49
1.80 (0.18) 0.82 -0.18 -4.56 0.011
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