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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 SGYP 4.66 21 Apr '17 22 P 5.00 0.864 200 0.30 0.60 5.50
4.50
0.642
0.608
3
114
1.00
0.25
1.25 (0.65) -0.15 -0.65 0.23 0.477
2 IMMU 6.54 19 May '17 50 P 6.00 0.802 31 0.40 0.80 7.00
5.50
0.647
0.793
2
10
1.15
0.45
1.60 (0.80) 0.20 -0.80 -0.25 0.164
3 NQ 4.10 16 Jun '17 78 P 4.00 0.535 34 0.32 0.64 4.50
3.50
0.334
0.609
120
45
0.74
0.24
0.98 (0.34) 0.16 -0.34 -0.47 0.127
4 FTR 2.13 18 Aug '17 141 P 2.50 0.555 35 0.55 1.10 3.00
2.00
0.467
0.531
17
113
1.10
0.35
1.45 (0.35) 0.15 -0.35 -0.43 0.112
5 FTR 2.13 19 Jan '18 295 P 2.00 0.491 2,028 0.40 0.80 3.00
1.50
0.373
0.502
550
198
1.35
0.20
1.55 (0.75) 0.25 -0.75 -0.33 0.106
6 BCRX 8.32 19 May '17 50 P 8.00 0.827 20 0.76 1.52 9.00
7.00
0.740
0.812
20
4
1.53
0.53
2.06 (0.54) 0.46 -0.54 -0.85 0.103
7 MEET 5.90 19 May '17 50 P 6.00 0.603 75 0.50 1.00 7.00
5.00
0.479
0.627
15
5
1.35
0.20
1.55 (0.55) 0.45 -0.55 -0.82 0.102
8 URBN 24.46 13 Apr '17 14 P 24.00 0.401 373 0.40 0.80 25.00
23.50
0.361
0.360
107
21
1.10
0.40
1.50 (0.70) 0.30 -0.70 -0.43 0.080
9 ARRY 9.08 21 Apr '17 22 P 10.00 0.783 3 1.15 2.30 11.00
9.00
0.879
0.610
14
20
2.35
0.65
3.00 (0.70) 0.30 -0.70 -0.43 0.077
10 TROX 18.49 21 Apr '17 22 P 18.00 0.512 20 0.60 1.20 20.00
17.00
0.462
0.486
20
1
1.90
0.35
2.25 (1.05) 0.95 -1.05 -0.90 0.076
11 URBN 24.46 7 Apr '17 8 P 24.50 0.453 12,381 0.65 1.30 25.00
23.50
0.405
0.434
17
50
1.00
0.30
1.30 (0.00) 0.50 -0.50 -1.00 0.067
12 URBN 24.46 7 Apr '17 8 P 24.50 0.453 12,381 0.65 1.30 25.00
24.00
0.405
0.436
17
1,306
1.00
0.50
1.50 (0.20) 0.30 -0.20 -1.50 0.066
13 UA 18.37 21 Apr '17 22 P 18.50 0.351 17 0.50 1.00 19.00
18.00
0.318
0.318
7
2
1.05
0.50
1.55 (0.55) -0.05 -0.55 0.09 0.066
14 AKS 7.23 7 Apr '17 8 P 7.50 0.517 101 0.37 0.74 8.00
7.00
0.456
0.514
43
57
0.88
0.13
1.01 (0.27) 0.23 -0.27 -0.85 0.064
15 RAD 4.42 18 Aug '17 141 P 4.50 0.826 110 0.85 1.70 5.00
4.00
0.747
0.840
60
523
1.22
0.70
1.92 (0.22) 0.28 -0.22 -1.27 0.064
16 VXX 15.52 7 Apr '17 8 P 16.00 0.524 410 0.74 1.48 16.50
15.00
0.584
0.402
97
5,848
1.19
0.17
1.36 0.12 0.62 -0.38 -1.63 0.062
17 ARRY 9.08 21 Apr '17 22 P 10.00 0.783 3 1.15 2.30 11.00
8.00
0.879
0.625
14
170
2.35
0.35
2.70 (0.40) 0.60 -1.40 -0.43 0.062
18 IBKR 34.84 21 Apr '17 22 P 35.00 0.283 21 0.90 1.80 36.00
34.00
0.244
0.262
5
11
1.65
0.65
2.30 (0.50) 0.50 -0.50 -1.00 0.060
19 INTC 35.75 7 Apr '17 8 P 36.00 0.118 416 0.37 0.74 36.50
35.50
0.050
0.127
4
121
0.83
0.18
1.01 (0.27) 0.23 -0.27 -0.85 0.060
20 URBN 24.46 13 Apr '17 14 P 24.00 0.401 373 0.40 0.80 24.50
23.50
0.382
0.360
152
21
0.80
0.40
1.20 (0.40) 0.10 -0.40 -0.25 0.059
21 FTR 2.13 19 Jan '18 295 P 2.00 0.491 2,028 0.40 0.80 2.50
1.50
0.421
0.502
3,272
198
0.85
0.20
1.05 (0.25) 0.25 -0.25 -1.00 0.058
22 AFSI 18.62 15 Sep '17 169 P 17.50 0.517 2 1.95 3.90 22.50
15.00
0.427
0.550
3
16
5.10
1.35
6.45 (2.55) 2.45 -2.55 -0.96 0.058
23 UVXY 15.61 13 Apr '17 14 P 16.00 0.928 81 1.26 2.52 16.50
15.00
0.952
0.846
17
241
1.82
0.79
2.61 (0.09) 0.41 -0.59 -0.69 0.058
24 UVXY 15.61 7 Apr '17 8 P 16.00 0.934 862 1.06 2.12 16.50
15.00
0.991
0.820
15
1,486
1.53
0.48
2.01 0.11 0.61 -0.39 -1.56 0.057
25 SNAP 22.23 13 Apr '17 14 P 22.00 0.644 62 0.90 1.80 22.50
21.50
0.607
0.624
45
45
1.35
0.80
2.15 (0.35) 0.15 -0.35 -0.43 0.056
26 CYH 8.92 21 Apr '17 22 P 8.50 0.658 5 0.30 0.60 9.00
8.00
0.609
0.653
5
94
0.65
0.25
0.90 (0.30) 0.20 -0.30 -0.67 0.053
27 HAL 49.02 28 Apr '17 29 P 49.00 0.253 10 1.32 2.64 50.00
48.50
0.212
0.242
2
10
1.97
1.25
3.22 (0.58) 0.42 -0.58 -0.72 0.052
28 UAA 20.09 7 Apr '17 8 P 20.00 0.324 71 0.29 0.58 21.00
19.50
0.277
0.319
5
58
1.08
0.20
1.28 (0.70) 0.30 -0.70 -0.43 0.051
29 VXX 15.52 13 Apr '17 14 P 16.00 0.504 167 0.87 1.74 16.50
15.00
0.559
0.399
57
1,899
1.33
0.28
1.61 0.13 0.63 -0.37 -1.70 0.051
30 HIMX 8.71 21 Apr '17 22 P 8.50 0.501 13 0.30 0.60 9.00
8.00
0.448
0.503
33
20
0.60
0.20
0.80 (0.20) 0.30 -0.20 -1.50 0.051
31 UA 18.37 21 Apr '17 22 P 18.50 0.351 17 0.50 1.00 19.00
17.50
0.318
0.333
7
31
1.05
0.35
1.40 (0.40) 0.10 -0.90 -0.11 0.050
32 NKTR 23.25 21 Apr '17 22 P 23.00 0.540 23 1.00 2.00 24.00
22.00
0.500
0.529
10
78
1.80
0.70
2.50 (0.50) 0.50 -0.50 -1.00 0.050
33 VXX 15.52 28 Apr '17 29 P 16.00 0.621 3 1.33 2.66 16.50
15.00
0.652
0.541
17
34
1.75
0.71
2.46 0.20 0.70 -0.30 -2.33 0.049
34 UAA 20.09 7 Apr '17 8 P 20.50 0.322 280 0.57 1.14 21.00
19.50
0.277
0.319
5
58
1.08
0.20
1.28 (0.14) 0.36 -0.64 -0.56 0.048
35 BOFI 27.58 21 Apr '17 22 P 25.00 0.502 526 0.35 0.70 30.00
22.50
0.373
0.584
5
9
2.85
0.15
3.00 (2.30) 2.70 -2.30 -1.17 0.046
36 SNAP 22.23 7 Apr '17 8 P 22.50 0.650 131 0.90 1.80 23.00
21.50
0.645
0.609
41
247
1.35
0.50
1.85 (0.05) 0.45 -0.55 -0.82 0.046
37 PGNX 9.60 18 Aug '17 141 P 9.00 0.587 3 0.85 1.70 10.00
8.00
0.526
0.601
10
3
1.60
0.70
2.30 (0.60) 0.40 -0.60 -0.67 0.046
38 JD 31.56 7 Apr '17 8 P 32.00 0.232 46 0.63 1.26 32.50
31.50
0.200
0.220
8
18
1.11
0.42
1.53 (0.27) 0.23 -0.27 -0.85 0.044
39 DE 109.17 7 Apr '17 8 P 109.00 0.101 12 0.78 1.56 110.00
108.00
0.033
0.126
42
12
1.49
0.58
2.07 (0.51) 0.49 -0.51 -0.96 0.043
40 FINL 14.31 19 May '17 50 P 14.00 0.420 1 0.60 1.20 15.00
13.00
0.375
0.422
85
10
1.30
0.40
1.70 (0.50) 0.50 -0.50 -1.00 0.043
41 UAA 20.09 7 Apr '17 8 P 20.50 0.322 280 0.57 1.14 21.00
20.00
0.277
0.324
5
71
1.08
0.40
1.48 (0.34) 0.16 -0.34 -0.47 0.043
42 URBN 24.46 13 Apr '17 14 P 24.50 0.382 152 0.70 1.40 25.00
23.50
0.361
0.360
107
21
1.10
0.40
1.50 (0.10) 0.40 -0.60 -0.67 0.043
43 VRX 11.08 7 Apr '17 8 P 11.50 0.492 88 0.55 1.10 12.00
11.00
0.470
0.473
32
404
1.05
0.28
1.33 (0.23) 0.27 -0.23 -1.17 0.042
44 DDD 14.83 7 Apr '17 8 P 15.00 0.361 1 0.38 0.76 15.50
14.50
0.306
0.374
2
32
0.80
0.21
1.01 (0.25) 0.25 -0.25 -1.00 0.042
45 MOMO 35.52 7 Apr '17 8 P 35.50 0.601 76 1.00 2.00 36.50
35.00
0.588
0.573
55
147
2.00
1.15
3.15 (1.15) -0.15 -1.15 0.13 0.042
46 UVXY 15.61 7 Apr '17 8 P 15.50 0.897 2,856 0.75 1.50 16.00
15.00
0.934
0.820
862
1,486
1.14
0.48
1.62 (0.12) 0.38 -0.12 -3.17 0.041
47 DOW 64.18 28 Apr '17 29 P 64.00 0.161 13 1.14 2.28 64.50
63.50
0.134
0.148
5
12
1.63
1.17
2.80 (0.52) -0.02 -0.52 0.04 0.041
48 NFX 36.71 21 Apr '17 22 P 37.00 0.305 8 1.10 2.20 38.00
36.00
0.266
0.303
30
1
1.95
0.85
2.80 (0.60) 0.40 -0.60 -0.67 0.040
49 HBI 20.71 21 Apr '17 22 P 21.00 0.346 30 0.80 1.60 22.00
20.00
0.312
0.340
35
152
1.50
0.45
1.95 (0.35) 0.65 -0.35 -1.86 0.040
50 CY 13.97 19 May '17 50 P 14.00 0.381 58 0.70 1.40 15.00
13.00
0.352
0.370
11
74
1.45
0.45
1.90 (0.50) 0.50 -0.50 -1.00 0.040
51 HUN 25.07 18 Aug '17 141 P 25.00 0.338 20 1.90 3.80 27.00
24.00
0.300
0.339
10
25
3.20
1.75
4.95 (1.15) 0.85 -1.15 -0.74 0.038
52 VXX 15.52 5 May '17 36 P 16.00 0.627 362 1.47 2.94 16.50
15.00
0.661
0.555
6
92
1.89
0.83
2.72 0.22 0.72 -0.28 -2.57 0.037
53 WSM 52.43 21 Apr '17 22 P 50.00 0.282 23 0.40 0.80 55.00
47.50
0.242
0.285
5
505
3.10
0.15
3.25 (2.45) 2.55 -2.45 -1.04 0.037
54 USG 31.85 21 Apr '17 22 P 31.00 0.290 10 0.40 0.80 33.00
30.00
0.232
0.310
50
11
1.70
0.35
2.05 (1.25) 0.75 -1.25 -0.60 0.037
55 IBKR 34.84 21 Apr '17 22 P 35.00 0.283 21 0.90 1.80 36.00
33.00
0.244
0.286
5
100
1.65
0.35
2.00 (0.20) 0.80 -1.20 -0.67 0.036
56 SWN 8.09 19 May '17 50 P 8.00 0.539 532 0.59 1.18 9.00
7.00
0.509
0.534
127
112
1.22
0.22
1.44 (0.26) 0.74 -0.26 -2.85 0.036
57 CNX 16.21 21 Apr '17 22 P 16.00 0.364 163 0.46 0.92 17.00
15.00
0.337
0.356
16
27
1.07
0.18
1.25 (0.33) 0.67 -0.33 -2.03 0.035
58 GDX 22.57 28 Apr '17 29 P 22.50 0.322 5 0.75 1.50 23.50
22.00
0.292
0.317
151
137
1.40
0.59
1.99 (0.49) 0.51 -0.49 -1.04 0.035
59 VXX 15.52 21 Apr '17 22 P 16.00 0.530 889 1.07 2.14 16.50
15.00
0.572
0.454
353
4,677
1.48
0.46
1.94 0.20 0.70 -0.30 -2.33 0.034
60 PAGP 31.13 21 Apr '17 22 P 31.00 0.268 35 0.65 1.30 33.00
30.00
0.238
0.264
12
1
2.10
0.40
2.50 (1.20) 0.80 -1.20 -0.67 0.033
61 VZ 49.06 7 Apr '17 8 P 49.50 0.282 20 1.00 2.00 50.00
48.50
0.331
0.200
27
92
1.56
0.37
1.93 0.07 0.57 -0.43 -1.33 0.033
62 URBN 24.46 7 Apr '17 8 P 24.00 0.436 1,306 0.35 0.70 25.00
23.50
0.405
0.434
17
50
1.00
0.30
1.30 (0.60) 0.40 -0.60 -0.67 0.032
63 SHLD 11.75 21 Apr '17 22 P 12.00 1.271 28 1.45 2.90 12.50
11.50
1.265
1.245
1
45
2.19
1.38
3.57 (0.67) -0.17 -0.67 0.25 0.032
64 SWC 17.32 21 Jul '17 113 P 17.00 0.192 41 0.55 1.10 18.00
16.00
0.088
0.264
10
353
0.80
0.50
1.30 (0.20) 0.80 -0.20 -4.00 0.031
65 HIMX 8.71 21 Apr '17 22 P 8.50 0.501 13 0.30 0.60 9.50
8.00
0.467
0.503
10
20
1.00
0.20
1.20 (0.60) 0.40 -0.60 -0.67 0.031
66 PEI 14.99 20 Oct '17 204 P 14.00 0.362 163 1.15 2.30 16.00
13.00
0.309
0.385
200
137
2.40
0.95
3.35 (1.05) 0.95 -1.05 -0.90 0.030
67 UAA 20.09 21 Apr '17 22 P 20.50 0.350 41 0.85 1.70 21.00
19.50
0.350
0.320
94
10
1.33
0.41
1.74 (0.04) 0.46 -0.54 -0.85 0.030
68 EEP 18.60 21 Jul '17 113 P 17.50 0.252 10 0.60 1.20 20.00
15.00
0.194
0.281
2
15
2.30
0.25
2.55 (1.35) 1.15 -1.35 -0.85 0.030
69 LLY 84.76 21 Apr '17 22 P 84.50 0.172 35 1.05 2.10 85.00
84.00
0.150
0.166
31
2
1.45
1.07
2.52 (0.42) 0.08 -0.42 -0.19 0.029
70 JD 31.56 7 Apr '17 8 P 32.00 0.232 46 0.63 1.26 32.50
31.00
0.200
0.235
8
59
1.11
0.23
1.34 (0.08) 0.42 -0.58 -0.72 0.029
71 JPM 89.03 7 Apr '17 8 P 89.50 0.162 89 1.36 2.72 90.00
89.00
0.140
0.156
59
381
1.80
1.19
2.99 (0.27) 0.23 -0.27 -0.85 0.028
72 RHT 85.92 7 Apr '17 8 P 85.50 0.212 1 0.80 1.60 86.00
85.00
0.199
0.197
8
74
1.20
0.65
1.85 (0.25) 0.25 -0.25 -1.00 0.028
73 USB 52.12 7 Apr '17 8 P 52.00 0.122 57 0.44 0.88 52.50
51.50
0.071
0.146
5
26
0.75
0.32
1.07 (0.19) 0.31 -0.19 -1.63 0.028
74 DKS 49.12 19 May '17 50 P 50.00 0.344 1 2.85 5.70 52.50
49.00
0.320
0.340
2
10
4.60
2.45
7.05 (1.35) 1.15 -1.35 -0.85 0.028
75 UVXY 15.61 21 Apr '17 22 P 16.00 1.022 650 1.75 3.50 16.50
15.00
1.057
0.959
106
271
2.19
1.16
3.35 0.15 0.65 -0.35 -1.86 0.027
76 SNAP 22.23 13 Apr '17 14 P 22.00 0.644 62 0.90 1.80 23.00
21.50
0.636
0.624
100
45
1.65
0.80
2.45 (0.65) 0.35 -0.65 -0.54 0.027
77 DKS 49.12 21 Apr '17 22 P 50.00 0.271 3 1.75 3.50 52.50
49.00
0.243
0.273
7
14
3.70
1.30
5.00 (1.50) 1.00 -1.50 -0.67 0.026
78 AOBC 19.64 16 Jun '17 78 P 19.00 0.351 214 0.85 1.70 20.00
18.00
0.330
0.346
95
43
1.45
0.60
2.05 (0.35) 0.65 -0.35 -1.86 0.025
79 AEM 42.27 21 Apr '17 22 P 43.00 0.313 1 1.67 3.34 44.00
42.00
0.299
0.303
66
5
2.48
1.21
3.69 (0.35) 0.65 -0.35 -1.86 0.025
80 SNAP 22.23 7 Apr '17 8 P 22.00 0.640 205 0.70 1.40 23.00
21.50
0.645
0.609
41
247
1.35
0.50
1.85 (0.45) 0.55 -0.45 -1.22 0.025
81 MRK 63.45 7 Apr '17 8 P 63.50 0.132 17 0.42 0.84 64.00
63.00
0.114
0.125
11
24
0.80
0.32
1.12 (0.28) 0.22 -0.28 -0.79 0.025
82 AFL 72.32 19 May '17 50 P 70.00 0.145 84 0.72 1.44 75.00
67.50
0.092
0.173
20
210
3.30
0.42
3.72 (2.28) 2.72 -2.28 -1.19 0.025
83 SUN 23.56 16 Jun '17 78 P 22.50 0.341 114 1.10 2.20 25.00
20.00
0.295
0.361
116
5
2.90
0.55
3.45 (1.25) 1.25 -1.25 -1.00 0.025
84 MRO 15.85 5 May '17 36 P 15.50 0.358 100 0.49 0.98 16.50
15.00
0.302
0.389
1
5
1.15
0.44
1.59 (0.61) 0.39 -0.61 -0.64 0.024
85 EBAY 33.70 7 Apr '17 8 P 34.00 0.159 6 0.47 0.94 34.50
33.50
0.135
0.159
43
19
0.91
0.24
1.15 (0.21) 0.29 -0.21 -1.38 0.024
86 AFSI 18.62 15 Sep '17 169 P 20.00 0.484 12 3.20 6.40 22.50
17.50
0.427
0.517
3
2
5.10
2.20
7.30 (0.90) 1.60 -0.90 -1.78 0.024
87 MNST 46.26 7 Apr '17 8 P 46.00 0.228 155 0.45 0.90 46.50
45.50
0.209
0.224
67
4
0.80
0.35
1.15 (0.25) 0.25 -0.25 -1.00 0.024
88 WSM 52.43 21 Apr '17 22 P 50.00 0.282 23 0.40 0.80 52.50
47.50
0.256
0.285
38
505
1.40
0.15
1.55 (0.75) 1.75 -0.75 -2.33 0.024
89 FEYE 12.82 13 Apr '17 14 P 12.50 0.426 10 0.25 0.50 13.00
12.00
0.410
0.417
3
15
0.56
0.16
0.72 (0.22) 0.28 -0.22 -1.27 0.023
90 JPM 89.03 7 Apr '17 8 P 89.50 0.162 89 1.36 2.72 90.00
88.50
0.140
0.161
59
238
1.80
0.83
2.63 0.09 0.59 -0.41 -1.44 0.023
91 DKS 49.12 19 May '17 50 P 50.00 0.344 1 2.85 5.70 52.50
48.00
0.320
0.345
2
59
4.60
2.00
6.60 (0.90) 1.60 -0.90 -1.78 0.023
92 BBBY 39.93 7 Apr '17 8 P 39.50 0.513 23 0.88 1.76 40.00
39.00
0.491
0.512
6
38
1.28
0.82
2.10 (0.34) 0.16 -0.34 -0.47 0.023
93 AKS 7.23 28 Apr '17 29 P 7.00 0.634 126 0.37 0.74 7.50
6.50
0.609
0.638
30
110
0.70
0.23
0.93 (0.19) 0.31 -0.19 -1.63 0.022
94 DKS 49.12 21 Apr '17 22 P 49.00 0.273 14 1.20 2.40 52.50
48.00
0.243
0.281
7
281
3.70
0.90
4.60 (2.20) 1.30 -2.20 -0.59 0.021
95 EWP 30.35 19 May '17 50 P 30.00 0.229 98 0.75 1.50 31.00
29.00
0.204
0.232
5
1
1.40
0.55
1.95 (0.45) 0.55 -0.45 -1.22 0.021
96 DE 109.17 21 Apr '17 22 P 109.00 0.111 119 1.37 2.74 111.00
108.00
0.081
0.121
2
57
2.63
1.06
3.69 (0.95) 1.05 -0.95 -1.11 0.021
97 TSN 61.64 7 Apr '17 8 P 61.50 0.197 23 0.60 1.20 62.00
61.00
0.174
0.200
17
33
0.95
0.50
1.45 (0.25) 0.25 -0.25 -1.00 0.021
98 USO 10.57 20 Oct '17 204 P 10.50 0.303 724 0.87 1.74 11.50
10.00
0.278
0.307
21
85
1.51
0.68
2.19 (0.45) 0.55 -0.45 -1.22 0.021
99 SHLD 11.75 21 Apr '17 22 P 12.00 1.271 28 1.45 2.90 12.50
11.00
1.265
1.256
1
318
2.19
1.08
3.27 (0.37) 0.13 -0.87 -0.15 0.021
100 CRM 82.56 21 Apr '17 22 P 82.50 0.192 155 1.37 2.74 83.00
82.00
0.185
0.178
10
78
1.81
1.20
3.01 (0.27) 0.23 -0.27 -0.85 0.021
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