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# Stock Stock
Price
Strike Short Call Long Call % of
Stock
Net
IVol
Price
Expiry IVol Price Volume Expiry IVol Price Volume
1 UVXY 20.13 20.00 7 Apr '17 1.088 2.88 2 16 Jun '17 1.365 5.65 101 -0.00 0.28 -2.77
2 UVXY 20.13 20.00 21 Apr '17 1.119 3.40 263 16 Jun '17 1.365 5.65 101 -0.00 0.25 -2.25
3 VXX 17.54 18.00 10 Mar '17 0.456 0.26 11,158 19 May '17 0.674 1.95 37 -0.00 0.22 -1.69
4 VXX 17.54 18.00 17 Mar '17 0.498 0.49 4,788 19 May '17 0.674 1.95 37 -0.00 0.18 -1.46
5 CS 15.80 15.00 17 Mar '17 0.365 1.00 814 19 May '17 0.530 1.30 111 -0.00 0.16 -0.30
6 GRPN 4.02 4.00 24 Mar '17 0.443 0.20 100 19 May '17 0.607 0.41 135 -0.00 0.16 -0.21
7 TXMD 6.91 7.50 21 Apr '17 0.622 0.45 213 16 Jun '17 0.785 0.90 56 -0.00 0.16 -0.45
8 GRPN 4.02 4.00 17 Mar '17 0.446 0.16 455 19 May '17 0.607 0.41 135 -0.00 0.16 -0.25
9 ONDK 4.90 5.00 17 Mar '17 0.507 0.20 310 19 May '17 0.662 0.45 20 -0.00 0.16 -0.25
10 VXX 17.54 18.00 24 Mar '17 0.524 0.69 198 19 May '17 0.674 1.95 37 -0.00 0.15 -1.26
11 HPQ 17.35 17.00 10 Mar '17 0.092 0.36 45 19 May '17 0.234 0.84 3,128 -0.00 0.14 -0.48
12 FIT 6.07 6.00 10 Mar '17 0.458 0.20 650 19 May '17 0.598 0.67 11 -0.00 0.14 -0.47
13 NFLX 139.14 140.00 10 Mar '17 0.217 1.32 1,865 19 May '17 0.357 8.55 315 -0.00 0.14 -7.23
14 VXX 17.54 18.00 7 Apr '17 0.555 1.01 70 16 Jun '17 0.690 2.37 257 -0.00 0.14 -1.36
15 VXX 17.54 18.00 31 Mar '17 0.542 0.87 334 19 May '17 0.674 1.95 37 -0.00 0.13 -1.08
16 NFLX 139.14 140.00 17 Mar '17 0.229 2.13 1,185 19 May '17 0.357 8.55 315 -0.00 0.13 -6.42
17 FIT 6.07 6.00 17 Mar '17 0.474 0.27 69 19 May '17 0.598 0.67 11 -0.00 0.12 -0.40
18 VXX 17.54 18.00 13 Apr '17 0.568 1.14 115 16 Jun '17 0.690 2.37 257 -0.00 0.12 -1.23
19 GRPN 4.02 4.00 31 Mar '17 0.485 0.25 3 19 May '17 0.607 0.41 135 -0.00 0.12 -0.16
20 KEM 11.60 11.00 21 Apr '17 0.494 1.30 4 16 Jun '17 0.614 1.60 12 -0.00 0.12 -0.30
21 NFLX 139.14 140.00 24 Mar '17 0.237 2.82 59 19 May '17 0.357 8.55 315 -0.00 0.12 -5.73
22 NFLX 139.14 140.00 31 Mar '17 0.237 3.35 57 19 May '17 0.357 8.55 315 -0.00 0.12 -5.20
23 CS 15.80 15.00 21 Apr '17 0.325 1.30 235 16 Jun '17 0.440 1.40 30 -0.00 0.12 -0.10
24 S 8.90 9.00 17 Mar '17 0.346 0.20 220 19 May '17 0.460 0.70 113 -0.00 0.11 -0.50
25 WMB 29.65 30.00 10 Mar '17 0.171 0.16 64 19 May '17 0.282 1.25 131 -0.00 0.11 -1.09
26 HZNP 16.11 17.00 17 Mar '17 0.410 0.30 200 19 May '17 0.522 1.15 5,000 -0.00 0.11 -0.85
27 VXX 17.54 18.00 21 Apr '17 0.582 1.30 1,713 16 Jun '17 0.690 2.37 257 -0.00 0.11 -1.07
28 KTOS 7.48 7.50 17 Mar '17 0.410 0.25 329 19 May '17 0.518 0.65 11 -0.00 0.11 -0.40
29 IDTI 23.71 24.00 17 Mar '17 0.313 0.50 9 19 May '17 0.419 1.55 12 -0.00 0.11 -1.05
30 S 8.90 9.00 10 Mar '17 0.355 0.14 564 19 May '17 0.460 0.70 113 -0.00 0.11 -0.56
31 QRVO 66.21 65.00 17 Mar '17 0.291 2.25 2 19 May '17 0.393 5.20 4 -0.00 0.10 -2.95
32 SWIR 28.80 30.00 21 Apr '17 0.404 1.30 233 16 Jun '17 0.504 2.45 10 -0.00 0.10 -1.15
33 CHK 5.32 5.00 10 Mar '17 0.467 0.36 558 19 May '17 0.567 0.69 650 -0.00 0.10 -0.33
34 LL 18.19 18.00 24 Mar '17 0.317 0.75 2 19 May '17 0.416 1.40 54 -0.00 0.10 -0.65
35 NFLX 139.14 140.00 13 Apr '17 0.243 4.35 21 16 Jun '17 0.340 9.65 66 -0.00 0.10 -5.30
36 NFLX 139.14 140.00 7 Apr '17 0.244 3.90 21 16 Jun '17 0.340 9.65 66 -0.00 0.10 -5.75
37 GNC 8.25 7.50 21 Apr '17 0.739 1.30 248 16 Jun '17 0.833 1.50 38 -0.00 0.09 -0.20
38 COH 38.07 38.00 10 Mar '17 0.173 0.45 50 19 May '17 0.267 1.65 8 -0.00 0.09 -1.20
39 SNY 44.24 44.00 21 Apr '17 0.170 1.45 12 16 Jun '17 0.262 1.75 44 -0.00 0.09 -0.30
40 CS 15.80 17.50 21 Apr '17 0.301 0.20 22 16 Jun '17 0.393 0.40 121 -0.00 0.09 -0.20
41 GRUB 34.27 35.00 21 Apr '17 0.334 1.40 105 16 Jun '17 0.425 2.65 658 -0.00 0.09 -1.25
42 OXY 64.86 65.00 10 Mar '17 0.112 0.36 103 19 May '17 0.203 1.94 30 -0.00 0.09 -1.58
43 MXL 25.92 25.00 21 Apr '17 0.315 1.80 40 16 Jun '17 0.405 2.60 4 -0.00 0.09 -0.80
44 BIDU 173.79 175.00 10 Mar '17 0.181 1.25 271 19 May '17 0.272 7.95 6 -0.00 0.09 -6.70
45 SSW 8.10 7.50 17 Mar '17 0.618 1.00 2 19 May '17 0.707 1.05 46 -0.00 0.09 -0.05
46 LOGI 28.99 29.00 21 Apr '17 0.234 1.15 2 16 Jun '17 0.323 1.75 20 -0.00 0.09 -0.60
47 SSTK 42.25 42.50 17 Mar '17 0.293 1.00 57 19 May '17 0.380 2.70 13 -0.00 0.09 -1.70
48 BCRX 7.68 8.00 21 Apr '17 0.726 0.79 29 16 Jun '17 0.813 1.08 11 -0.00 0.09 -0.29
49 EBAY 33.74 34.00 10 Mar '17 0.167 0.21 143 19 May '17 0.254 1.44 2 -0.00 0.09 -1.23
50 ATVI 47.05 47.00 10 Mar '17 0.190 0.55 144 19 May '17 0.276 2.25 17 -0.00 0.09 -1.70
51 FCX 13.19 13.00 10 Mar '17 0.408 0.42 889 19 May '17 0.493 1.27 79 -0.00 0.08 -0.85
52 EFA 60.93 61.00 10 Mar '17 0.072 0.23 160 19 May '17 0.157 1.70 176 -0.00 0.08 -1.47
53 TWTR 15.75 16.00 7 Apr '17 0.361 0.61 88 16 Jun '17 0.445 1.38 316 -0.00 0.08 -0.77
54 AMKR 10.25 10.00 21 Apr '17 0.365 0.75 38 16 Jun '17 0.448 1.05 2 -0.00 0.08 -0.30
55 SWKS 94.92 95.00 10 Mar '17 0.236 1.30 333 19 May '17 0.318 5.40 86 -0.00 0.08 -4.10
56 PANW 115.55 115.00 21 Apr '17 0.292 5.30 300 16 Jun '17 0.373 9.40 233 -0.00 0.08 -4.10
57 JCP 6.26 6.00 10 Mar '17 0.464 0.33 129 19 May '17 0.545 0.74 166 -0.00 0.08 -0.41
58 BIDU 173.79 175.00 17 Mar '17 0.192 2.13 101 19 May '17 0.272 7.95 6 -0.00 0.08 -5.82
59 MGM 26.46 26.00 10 Mar '17 0.191 0.57 58 19 May '17 0.269 1.50 86 -0.00 0.08 -0.93
60 CLF 10.12 10.00 10 Mar '17 0.570 0.39 2,345 19 May '17 0.647 1.23 10,344 -0.00 0.08 -0.84
61 TWTR 15.75 16.00 21 Apr '17 0.368 0.75 369 16 Jun '17 0.445 1.38 316 -0.00 0.08 -0.63
62 EBAY 33.74 34.00 17 Mar '17 0.177 0.38 272 19 May '17 0.254 1.44 2 -0.00 0.08 -1.06
63 BHP 39.06 39.00 17 Mar '17 0.170 0.62 547 19 May '17 0.246 1.74 75 -0.00 0.08 -1.12
64 TASR 22.81 23.00 7 Apr '17 0.280 0.90 10 16 Jun '17 0.355 1.55 25 -0.00 0.08 -0.65
65 LXU 10.57 12.50 21 Apr '17 0.629 0.50 14 16 Jun '17 0.704 0.75 3 -0.00 0.08 -0.25
66 IPXL 8.00 10.00 21 Apr '17 0.709 0.35 8 16 Jun '17 0.783 0.35 7 1.00 0.07  0
67 DPS 94.91 92.50 17 Mar '17 0.084 2.75 5 19 May '17 0.158 3.90 5 -0.00 0.07 -1.15
68 PANW 115.55 115.00 7 Apr '17 0.300 4.80 28 16 Jun '17 0.373 9.40 233 -0.00 0.07 -4.60
69 GLW 27.88 28.00 10 Mar '17 0.166 0.21 66 19 May '17 0.239 1.09 43 -0.00 0.07 -0.88
70 BIDU 173.79 175.00 24 Mar '17 0.199 2.88 274 19 May '17 0.272 7.95 6 -0.00 0.07 -5.07
71 TECK 20.39 20.00 10 Mar '17 0.440 0.72 132 19 May '17 0.512 2.08 20 -0.00 0.07 -1.36
72 MGM 26.46 26.00 17 Mar '17 0.197 0.69 18 19 May '17 0.269 1.50 86 -0.00 0.07 -0.81
73 BZH 12.31 12.00 17 Mar '17 0.367 0.55 20 19 May '17 0.439 1.05 57 -0.00 0.07 -0.50
74 PTCT 9.81 10.00 21 Apr '17 0.757 1.25 35 16 Jun '17 0.828 1.45 51 -0.00 0.07 -0.20
75 ATVI 47.05 47.00 17 Mar '17 0.204 0.79 119 19 May '17 0.276 2.25 17 -0.00 0.07 -1.46
76 COTY 18.74 19.00 10 Mar '17 0.259 0.17 156 19 May '17 0.331 1.00 8 -0.00 0.07 -0.83
77 JCP 6.26 6.00 17 Mar '17 0.473 0.39 59 19 May '17 0.545 0.74 166 -0.00 0.07 -0.35
78 FEYE 11.06 11.00 21 Apr '17 0.459 0.80 52 16 Jun '17 0.530 1.25 56 -0.00 0.07 -0.45
79 GNC 8.25 10.00 21 Apr '17 0.696 0.35 119 16 Jun '17 0.767 0.55 33 -0.00 0.07 -0.20
80 EFA 60.93 61.00 17 Mar '17 0.086 0.39 33 19 May '17 0.157 1.70 176 -0.00 0.07 -1.31
81 EWG 27.99 28.00 17 Mar '17 0.117 0.30 10 19 May '17 0.188 0.90 5 -0.00 0.07 -0.60
82 S 8.90 9.00 7 Apr '17 0.378 0.41 119 16 Jun '17 0.449 0.79 68 -0.00 0.07 -0.38
83 ATVI 47.05 47.00 24 Mar '17 0.205 0.98 102 19 May '17 0.276 2.25 17 -0.00 0.07 -1.27
84 TEF 10.55 10.00 17 Mar '17 0.311 0.65 10 19 May '17 0.381 0.55 100 1.00 0.07 0.10
85 SDS 13.26 13.00 21 Apr '17 0.190 0.52 300 16 Jun '17 0.260 0.81 283 -0.00 0.07 -0.29
86 SXL 25.72 25.00 17 Mar '17 0.287 1.20 1 19 May '17 0.357 1.55 6 -0.00 0.07 -0.35
87 DDD 14.53 15.00 31 Mar '17 0.378 0.48 25 19 May '17 0.448 0.95 21 -0.00 0.07 -0.47
88 BIDU 173.79 175.00 31 Mar '17 0.202 3.50 22 19 May '17 0.272 7.95 6 -0.00 0.07 -4.45
89 X 37.74 38.00 10 Mar '17 0.502 0.94 1,800 19 May '17 0.571 3.75 20 -0.00 0.07 -2.81
90 IBM 180.05 180.00 10 Mar '17 0.119 1.28 336 19 May '17 0.188 5.45 6 -0.00 0.07 -4.17
91 SUN 25.27 27.50 21 Apr '17 0.203 0.15 40 16 Jun '17 0.272 0.25 44 -0.00 0.07 -0.10
92 EBAY 33.74 34.00 31 Mar '17 0.185 0.59 36 19 May '17 0.254 1.44 2 -0.00 0.07 -0.85
93 ORCL 42.69 43.00 10 Mar '17 0.108 0.14 392 19 May '17 0.177 1.16 35 -0.00 0.07 -1.02
94 CHK 5.32 5.00 17 Mar '17 0.498 0.41 508 19 May '17 0.567 0.69 650 -0.00 0.07 -0.28
95 TOT 50.93 50.00 17 Mar '17 0.152 1.25 25 19 May '17 0.220 2.05 222 -0.00 0.07 -0.80
96 EBAY 33.74 34.00 24 Mar '17 0.185 0.50 7 19 May '17 0.254 1.44 2 -0.00 0.07 -0.94
97 INTC 35.89 36.00 10 Mar '17 0.137 0.23 1,087 19 May '17 0.205 1.16 272 -0.00 0.07 -0.93
98 S 8.90 9.00 31 Mar '17 0.392 0.37 10 19 May '17 0.460 0.70 113 -0.00 0.07 -0.33
99 DDD 14.53 15.00 10 Mar '17 0.380 0.15 79 19 May '17 0.448 0.95 21 -0.00 0.07 -0.80
100 JUNO 21.61 22.50 17 Mar '17 0.507 0.60 772 19 May '17 0.575 1.65 14 -0.00 0.07 -1.05
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