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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 AFSI 15.60 19 May '17 14 P 17.50 0.802 10 2.15 4.30 20.00
15.00
0.406
0.830
5
117
4.60
0.80
5.40 (1.10) 1.40 -1.10 -1.27 0.366
2 JMEI 3.09 19 Jan '18 259 P 5.00 0.639 19 1.90 3.80 7.50
2.50
0.457
0.533
100
72
4.60
0.45
5.05 (1.25) 1.25 -1.25 -1.00 0.288
3 AFSI 15.60 19 May '17 14 P 15.00 0.830 117 0.65 1.30 20.00
12.50
0.406
0.990
5
171
4.60
0.25
4.85 (3.55) 1.45 -3.55 -0.41 0.264
4 AFSI 15.60 19 May '17 14 P 17.50 0.802 10 2.15 4.30 20.00
12.50
0.406
0.990
5
171
4.60
0.25
4.85 (0.55) 1.95 -3.05 -0.64 0.207
5 CRC 12.46 19 May '17 14 P 13.00 0.754 92 0.95 1.90 14.00
12.00
0.566
0.767
10
318
1.95
0.60
2.55 (0.65) 0.35 -0.65 -0.54 0.176
6 FOSL 17.29 12 May '17 7 P 17.00 1.390 21 1.10 2.20 17.50
16.50
1.273
1.359
8
6
1.50
1.00
2.50 (0.30) 0.20 -0.30 -0.67 0.149
7 TZA 17.30 19 May '17 14 P 17.00 0.382 14 0.35 0.70 18.00
16.50
0.248
0.371
117
20
1.05
0.21
1.26 (0.56) 0.44 -0.56 -0.79 0.144
8 CRC 12.46 19 May '17 14 P 12.00 0.767 318 0.45 0.90 14.00
11.00
0.566
0.827
10
3,512
1.95
0.30
2.25 (1.35) 0.65 -1.35 -0.48 0.141
9 IMMU 6.36 19 May '17 14 P 6.00 0.895 480 0.25 0.50 7.00
5.50
0.711
0.960
377
21
0.85
0.20
1.05 (0.55) 0.45 -0.55 -0.82 0.118
10 HFC 26.94 26 May '17 21 P 27.00 0.415 74 0.80 1.60 27.50
26.00
0.382
0.331
128
3
1.40
0.55
1.95 (0.35) 0.15 -0.85 -0.18 0.116
11 CRC 12.46 19 May '17 14 P 13.00 0.754 92 0.95 1.90 14.00
11.00
0.566
0.827
10
3,512
1.95
0.30
2.25 (0.35) 0.65 -1.35 -0.48 0.116
12 ESV 7.86 16 Jun '17 42 P 8.00 0.534 46 0.55 1.10 9.00
7.00
0.445
0.517
8
2
1.35
0.25
1.60 (0.50) 0.50 -0.50 -1.00 0.107
13 SQQQ 33.00 19 May '17 14 P 34.00 0.307 15 1.30 2.60 35.00
32.00
0.248
0.259
40
16
2.30
0.35
2.65 (0.05) 0.95 -1.05 -0.90 0.107
14 TGTX 10.05 19 May '17 14 P 10.00 0.798 293 0.45 0.90 11.00
9.00
0.781
0.709
1
3
1.40
0.25
1.65 (0.75) 0.25 -0.75 -0.33 0.107
15 UCO 15.62 19 May '17 14 P 15.50 0.641 30 0.60 1.20 16.00
15.00
0.578
0.601
2
117
1.05
0.50
1.55 (0.35) 0.15 -0.35 -0.43 0.103
16 SNAP 23.19 12 May '17 7 P 23.50 1.227 93 1.65 3.30 24.00
23.00
1.180
1.171
1,008
282
2.05
1.45
3.50 (0.20) 0.30 -0.20 -1.50 0.102
17 UCO 15.62 12 May '17 7 P 15.50 0.637 186 0.40 0.80 16.00
15.00
0.557
0.618
138
108
0.75
0.30
1.05 (0.25) 0.25 -0.25 -1.00 0.100
18 HFC 26.94 26 May '17 21 P 27.00 0.415 74 0.80 1.60 27.50
26.50
0.382
0.353
128
11
1.40
0.80
2.20 (0.60) -0.10 -0.60 0.17 0.094
19 SNAP 23.19 12 May '17 7 P 23.50 1.227 93 1.65 3.30 24.00
22.50
1.180
1.182
1,008
172
2.05
1.20
3.25 0.05 0.55 -0.45 -1.22 0.092
20 SQQQ 33.00 19 May '17 14 P 34.00 0.307 15 1.30 2.60 35.00
33.00
0.248
0.281
40
41
2.30
0.80
3.10 (0.50) 0.50 -0.50 -1.00 0.085
21 WTW 21.80 12 May '17 7 P 22.00 0.458 1 0.50 1.00 22.50
21.50
0.334
0.500
25
2
1.05
0.50
1.55 (0.55) -0.05 -0.55 0.09 0.083
22 FEZ 39.69 12 May '17 7 P 39.50 0.288 83 0.40 0.80 40.00
39.00
0.206
0.293
451
81
0.65
0.40
1.05 (0.25) 0.25 -0.25 -1.00 0.078
23 UVXY 13.15 12 May '17 7 P 13.50 1.023 195 0.93 1.86 14.00
12.50
1.118
0.855
361
1,760
1.41
0.34
1.75 0.11 0.61 -0.39 -1.56 0.072
24 WFT 5.21 19 May '17 14 P 5.50 0.595 50 0.40 0.80 6.00
5.00
0.541
0.577
290
182
0.82
0.15
0.97 (0.17) 0.33 -0.17 -1.94 0.072
25 UVXY 13.15 19 May '17 14 P 13.50 1.050 64 1.24 2.48 14.00
12.50
1.137
0.892
133
1,525
1.74
0.61
2.35 0.13 0.63 -0.37 -1.70 0.071
26 UCO 15.62 12 May '17 7 P 15.50 0.637 186 0.40 0.80 16.50
15.00
0.588
0.618
27
108
1.15
0.30
1.45 (0.65) 0.35 -0.65 -0.54 0.069
27 RGR 60.00 19 May '17 14 P 57.50 0.520 1 1.00 2.00 60.00
55.00
0.459
0.514
72
20
2.50
0.65
3.15 (1.15) 1.35 -1.15 -1.17 0.066
28 TZA 17.30 19 May '17 14 P 17.00 0.382 14 0.35 0.70 17.50
16.50
0.326
0.371
30
20
0.69
0.21
0.90 (0.20) 0.30 -0.20 -1.50 0.066
29 UVXY 13.15 26 May '17 21 P 13.50 1.076 19 1.48 2.96 14.00
12.50
1.109
0.978
6
40
2.00
0.95
2.95 0.01 0.51 -0.49 -1.04 0.065
30 WFM 36.87 12 May '17 7 P 36.50 0.540 1 0.78 1.56 37.00
36.00
0.507
0.510
306
3
1.19
0.68
1.87 (0.31) 0.19 -0.31 -0.61 0.064
31 LKQ 31.52 18 Aug '17 105 P 30.00 0.236 20 0.75 1.50 35.00
27.50
0.157
0.253
10
3
3.80
0.40
4.20 (2.70) 2.30 -2.70 -0.85 0.062
32 TWLO 23.97 26 May '17 21 P 24.00 0.464 102 0.95 1.90 24.50
23.50
0.415
0.453
11
13
1.45
0.86
2.31 (0.41) 0.09 -0.41 -0.22 0.061
33 GPRO 8.42 19 May '17 14 P 8.50 0.588 152 0.39 0.78 9.00
8.00
0.571
0.547
120
64
0.79
0.21
1.00 (0.22) 0.28 -0.22 -1.27 0.059
34 AMD 10.19 12 May '17 7 P 10.50 0.467 3,579 0.43 0.86 11.00
10.00
0.431
0.446
264
9,451
0.87
0.17
1.04 (0.18) 0.32 -0.18 -1.78 0.057
35 SQQQ 33.00 19 May '17 14 P 33.00 0.281 41 0.65 1.30 35.00
32.00
0.248
0.259
40
16
2.30
0.35
2.65 (1.35) 0.65 -1.35 -0.48 0.056
36 RAD 4.11 21 Jul '17 77 P 4.00 0.997 13 0.62 1.24 5.00
3.50
0.982
0.958
154
50
1.34
0.54
1.88 (0.64) 0.36 -0.64 -0.56 0.055
37 TWLO 23.97 12 May '17 7 P 23.50 0.462 93 0.34 0.68 24.00
23.00
0.434
0.438
249
245
0.68
0.25
0.93 (0.25) 0.25 -0.25 -1.00 0.053
38 CHK 5.46 9 Jun '17 35 P 5.50 0.592 181 0.38 0.76 6.00
5.00
0.548
0.584
4
31
0.74
0.20
0.94 (0.18) 0.32 -0.18 -1.78 0.052
39 TWLO 23.97 26 May '17 21 P 24.00 0.464 102 0.95 1.90 24.50
23.00
0.415
0.465
11
40
1.45
0.67
2.12 (0.22) 0.28 -0.72 -0.39 0.049
40 HTZ 14.98 19 Jan '18 259 P 12.50 0.671 5 1.75 3.50 17.50
10.00
0.602
0.692
2
18
4.70
1.00
5.70 (2.20) 2.80 -2.20 -1.27 0.048
41 EXEL 21.69 19 May '17 14 P 22.00 0.460 13 0.80 1.60 23.00
21.00
0.459
0.414
11
117
1.80
0.50
2.30 (0.70) 0.30 -0.70 -0.43 0.047
42 CBS 65.20 12 May '17 7 P 65.50 0.233 5 0.85 1.70 66.00
65.00
0.212
0.207
2
21
1.33
0.79
2.12 (0.42) 0.08 -0.42 -0.19 0.046
43 AG 7.48 19 May '17 14 P 7.50 0.564 1 0.30 0.60 8.00
7.00
0.540
0.544
8
501
0.70
0.15
0.85 (0.25) 0.25 -0.25 -1.00 0.045
44 MRK 63.97 12 May '17 7 P 63.50 0.301 1,893 0.69 1.38 64.50
63.00
0.265
0.292
1
94
1.38
0.69
2.07 (0.69) 0.31 -0.69 -0.45 0.044
45 DOW 63.09 12 May '17 7 P 63.50 0.150 1 0.68 1.36 64.00
63.00
0.105
0.150
1
5
1.18
0.51
1.69 (0.33) 0.17 -0.33 -0.52 0.044
46 ETE 17.76 19 May '17 14 P 17.50 0.407 4,365 0.36 0.72 18.00
17.00
0.410
0.360
1
21
0.81
0.27
1.08 (0.36) 0.14 -0.36 -0.39 0.044
47 MAT 22.12 19 May '17 14 P 22.50 0.392 14 0.80 1.60 23.00
21.50
0.429
0.313
28
104
1.35
0.30
1.65 (0.05) 0.45 -0.55 -0.82 0.042
48 HTZ 14.98 19 Jan '18 259 P 12.50 0.671 5 1.75 3.50 15.00
10.00
0.608
0.692
245
18
3.20
1.00
4.20 (0.70) 1.80 -0.70 -2.57 0.042
49 WIN 4.80 18 Aug '17 105 P 5.00 0.453 40 0.60 1.20 6.00
4.00
0.399
0.467
15
60
1.48
0.23
1.71 (0.51) 0.49 -0.51 -0.96 0.041
50 UVXY 13.15 12 May '17 7 P 13.00 0.959 3,878 0.61 1.22 13.50
12.50
1.023
0.855
195
1,760
1.00
0.34
1.34 (0.12) 0.38 -0.12 -3.17 0.041
51 RIG 11.18 12 May '17 7 P 11.50 0.387 57 0.41 0.82 12.00
11.00
0.359
0.374
49
382
0.86
0.16
1.02 (0.20) 0.30 -0.20 -1.50 0.041
52 FE 28.83 19 May '17 14 P 29.00 0.192 15 0.40 0.80 30.00
28.00
0.192
0.151
2
2
1.25
0.20
1.45 (0.65) 0.35 -0.65 -0.54 0.041
53 NUGT 29.58 12 May '17 7 P 29.50 0.975 108 1.38 2.76 30.00
29.00
0.943
0.967
222
239
1.88
1.34
3.22 (0.46) 0.04 -0.46 -0.09 0.040
54 OAS 11.93 19 May '17 14 P 12.00 0.631 46 0.60 1.20 13.00
11.00
0.616
0.607
5
140
1.35
0.25
1.60 (0.40) 0.60 -0.40 -1.50 0.039
55 BP 35.30 12 May '17 7 P 35.50 0.379 62 0.81 1.62 36.00
34.50
0.466
0.254
35
132
1.35
0.20
1.55 0.07 0.57 -0.43 -1.33 0.038
56 YPF 24.60 19 May '17 14 P 25.00 0.373 2 0.80 1.60 25.50
24.00
0.334
0.374
4
2,025
1.35
0.55
1.90 (0.30) 0.20 -0.80 -0.25 0.038
57 SNAP 23.19 19 May '17 14 P 23.50 0.914 27 1.75 3.50 24.00
22.50
0.893
0.898
17
20
2.15
1.35
3.50 (0.00) 0.50 -0.50 -1.00 0.038
58 P 10.68 12 May '17 7 P 10.50 1.123 83 0.55 1.10 11.50
10.00
1.080
1.128
29
90
1.18
0.38
1.56 (0.46) 0.54 -0.46 -1.17 0.037
59 YRCW 8.57 20 Oct '17 168 P 8.00 0.551 5 0.91 1.82 9.00
7.00
0.493
0.573
58
808
1.50
0.63
2.13 (0.31) 0.69 -0.31 -2.23 0.037
60 DOW 63.09 12 May '17 7 P 63.00 0.150 5 0.45 0.90 64.00
62.50
0.105
0.159
1
12
1.18
0.33
1.51 (0.61) 0.39 -0.61 -0.64 0.037
61 MOMO 39.12 12 May '17 7 P 39.00 0.463 668 0.75 1.50 40.00
38.50
0.433
0.457
20
389
1.60
0.85
2.45 (0.95) 0.05 -0.95 -0.05 0.037
62 QRVO 66.90 19 May '17 14 P 65.00 0.305 170 0.75 1.50 67.50
62.50
0.282
0.291
312
59
1.90
0.35
2.25 (0.75) 1.75 -0.75 -2.33 0.036
63 DOW 63.09 12 May '17 7 P 63.50 0.150 1 0.68 1.36 64.00
62.50
0.105
0.159
1
12
1.18
0.33
1.51 (0.15) 0.35 -0.65 -0.54 0.036
64 RIG 11.18 19 May '17 14 P 11.50 0.404 121 0.51 1.02 12.00
11.00
0.382
0.390
244
221
0.91
0.26
1.17 (0.15) 0.35 -0.15 -2.33 0.035
65 UVXY 13.15 26 May '17 21 P 13.50 1.076 19 1.48 2.96 14.00
13.00
1.109
1.009
6
79
2.00
1.23
3.23 (0.27) 0.23 -0.27 -0.85 0.035
66 JBLU 21.51 15 Sep '17 133 P 21.00 0.314 91 1.20 2.40 22.00
20.00
0.288
0.305
3
12
1.85
0.90
2.75 (0.35) 0.65 -0.35 -1.86 0.035
67 JNUG 14.99 12 May '17 7 P 15.00 1.202 108 0.90 1.80 15.50
14.00
1.097
1.275
10
499
1.40
0.65
2.05 (0.25) 0.25 -0.75 -0.33 0.033
68 TZA 17.30 19 May '17 14 P 17.50 0.326 30 0.51 1.02 18.00
16.50
0.248
0.371
117
20
1.05
0.21
1.26 (0.24) 0.26 -0.74 -0.35 0.033
69 PAGP 29.17 19 May '17 14 P 29.00 0.400 11 0.65 1.30 31.00
28.00
0.340
0.427
5
11
2.10
0.55
2.65 (1.35) 0.65 -1.35 -0.48 0.033
70 VXX 14.47 26 May '17 21 P 14.50 0.487 1,008 0.69 1.38 15.00
13.50
0.537
0.406
9
1,634
1.05
0.20
1.25 0.13 0.63 -0.37 -1.70 0.032
71 VNO 95.70 19 May '17 14 P 95.00 0.177 5 0.85 1.70 100.00
90.00
0.081
0.241
55
5
4.60
0.25
4.85 (3.15) 1.85 -3.15 -0.59 0.032
72 MAT 22.12 19 May '17 14 P 22.50 0.392 14 0.80 1.60 23.00
22.00
0.429
0.324
28
15
1.35
0.55
1.90 (0.30) 0.20 -0.30 -0.67 0.032
73 YRCW 8.57 21 Jul '17 77 P 8.00 0.491 34 0.46 0.92 10.00
7.00
0.422
0.528
50
50
1.74
0.23
1.97 (1.05) 0.95 -1.05 -0.90 0.032
74 FAS 45.14 12 May '17 7 P 45.00 0.341 94 0.63 1.26 45.50
44.50
0.314
0.336
76
124
1.07
0.56
1.63 (0.37) 0.13 -0.37 -0.35 0.031
75 ATW 7.92 16 Jun '17 42 P 7.00 0.714 23 0.25 0.50 9.00
6.00
0.594
0.803
6
11
1.45
0.20
1.65 (1.15) 0.85 -1.15 -0.74 0.031
76 MRK 63.97 12 May '17 7 P 63.50 0.301 1,893 0.69 1.38 64.00
63.00
0.279
0.292
219
94
1.08
0.69
1.77 (0.39) 0.11 -0.39 -0.28 0.031
77 VXX 14.47 19 May '17 14 P 14.50 0.491 2,455 0.58 1.16 15.00
13.50
0.548
0.403
3,835
2,891
0.92
0.12
1.04 0.12 0.62 -0.38 -1.63 0.031
78 CHK 5.46 26 May '17 21 P 5.50 0.591 35 0.31 0.62 6.00
5.00
0.562
0.590
41
293
0.69
0.13
0.82 (0.20) 0.30 -0.20 -1.50 0.030
79 NUGT 29.58 2 Jun '17 28 P 29.50 0.981 55 3.05 6.10 30.00
29.00
0.979
0.952
81
11
3.50
2.95
6.45 (0.35) 0.15 -0.35 -0.43 0.030
80 MOMO 39.12 12 May '17 7 P 39.50 0.460 43 1.00 2.00 40.00
38.50
0.433
0.457
20
389
1.60
0.85
2.45 (0.45) 0.05 -0.95 -0.05 0.030
81 FAZ 18.81 12 May '17 7 P 19.00 0.293 22 0.39 0.78 19.50
18.50
0.264
0.291
5
1
0.88
0.22
1.10 (0.32) 0.18 -0.32 -0.56 0.030
82 SNAP 23.19 19 May '17 14 P 23.50 0.914 27 1.75 3.50 24.00
23.00
0.893
0.906
17
31
2.15
1.60
3.75 (0.25) 0.25 -0.25 -1.00 0.030
83 YELP 35.68 19 May '17 14 P 35.50 0.878 6 2.25 4.50 36.00
35.00
0.857
0.870
850
3
2.65
2.15
4.80 (0.30) 0.20 -0.30 -0.67 0.029
84 VXX 14.47 9 Jun '17 35 P 14.50 0.509 44 0.92 1.84 15.00
13.50
0.546
0.443
10
11,706
1.29
0.38
1.67 0.17 0.67 -0.33 -2.03 0.029
85 DDD 17.01 12 May '17 7 P 17.50 0.388 30 0.64 1.28 18.00
17.00
0.368
0.378
12
35
1.10
0.37
1.47 (0.19) 0.31 -0.19 -1.63 0.029
86 EXAS 35.43 19 May '17 14 P 35.00 0.536 413 1.10 2.20 36.00
34.00
0.555
0.488
23
384
2.00
0.85
2.85 (0.65) 0.35 -0.65 -0.54 0.029
87 UA 19.09 19 May '17 14 P 19.00 0.332 10 0.35 0.70 19.50
18.50
0.317
0.318
3
6
0.80
0.30
1.10 (0.40) 0.10 -0.40 -0.25 0.029
88 CBI 29.30 12 May '17 7 P 29.50 0.540 3 0.90 1.80 30.00
29.00
0.516
0.535
67
70
1.40
0.85
2.25 (0.45) 0.05 -0.45 -0.11 0.029
89 FNSR 23.79 16 Jun '17 42 P 23.00 0.576 34 1.40 2.80 24.00
22.00
0.556
0.567
25
44
1.95
1.10
3.05 (0.25) 0.75 -0.25 -3.00 0.028
90 EXC 34.34 21 Jul '17 77 P 34.00 0.175 323 1.05 2.10 36.00
33.00
0.145
0.178
14
10
2.30
0.70
3.00 (0.90) 1.10 -0.90 -1.22 0.028
91 TECK 18.54 12 May '17 7 P 18.50 0.469 51 0.44 0.88 19.00
18.00
0.437
0.473
559
28
0.77
0.27
1.04 (0.16) 0.34 -0.16 -2.13 0.028
92 VXX 14.47 2 Jun '17 28 P 14.50 0.494 122 0.81 1.62 15.00
13.50
0.541
0.420
67
38
1.17
0.28
1.45 0.17 0.67 -0.33 -2.03 0.027
93 SPXS 43.06 19 May '17 14 P 44.00 0.250 16 1.25 2.50 45.00
43.00
0.247
0.225
2
17
2.45
0.85
3.30 (0.80) 0.20 -0.80 -0.25 0.027
94 CRUS 63.71 12 May '17 7 P 64.00 0.286 98 1.00 2.00 64.50
63.00
0.269
0.275
148
40
1.50
0.75
2.25 (0.25) 0.25 -0.75 -0.33 0.027
95 IP 53.44 19 May '17 14 P 53.50 0.140 1 0.79 1.58 54.00
52.50
0.103
0.150
3
12
1.19
0.47
1.66 (0.08) 0.42 -0.58 -0.72 0.027
96 CRZO 25.18 16 Jun '17 42 P 25.00 0.472 82 1.40 2.80 27.50
22.50
0.437
0.480
2
12
3.10
0.65
3.75 (0.95) 1.55 -0.95 -1.63 0.027
97 ERY 12.61 16 Jun '17 42 P 12.00 0.493 2 0.45 0.90 13.00
11.00
0.474
0.485
12
1
1.25
0.35
1.60 (0.70) 0.30 -0.70 -0.43 0.026
98 LVS 58.75 12 May '17 7 P 58.50 0.212 136 0.51 1.02 59.50
58.00
0.195
0.204
133
704
1.12
0.40
1.52 (0.50) 0.50 -0.50 -1.00 0.026
99 TWLO 23.97 26 May '17 21 P 23.50 0.453 13 0.73 1.46 24.50
23.00
0.415
0.465
11
40
1.45
0.67
2.12 (0.66) 0.34 -0.66 -0.52 0.026
100 NUGT 29.58 12 May '17 7 P 29.50 0.975 108 1.38 2.76 30.50
29.00
0.958
0.967
163
239
2.19
1.34
3.53 (0.77) 0.23 -0.77 -0.30 0.026
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