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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 GNMX 5.42 5.00 20 Jan '17 0.865 0.85 20 17 Mar '17 1.779 1.70 1 -0.00 0.91 -0.85
2 TMF 17.42 17.00 20 Jan '17 0.365 0.95 78 17 Mar '17 1.074 1.45 29 -0.00 0.71 -0.50
3 UVXY 7.63 8.00 6 Jan '17 0.875 0.30 1,037 17 Mar '17 1.343 1.71 104 -0.00 0.47 -1.41
4 UVXY 7.63 8.00 13 Jan '17 1.011 0.56 136 17 Mar '17 1.343 1.71 104 -0.00 0.33 -1.15
5 VXX 23.82 24.00 6 Jan '17 0.409 0.57 7,318 17 Mar '17 0.667 2.86 121 -0.00 0.26 -2.29
6 GRPN 3.60 3.50 6 Jan '17 0.413 0.18 87 17 Mar '17 0.670 0.49 57 -0.00 0.26 -0.31
7 UVXY 7.63 8.00 20 Jan '17 1.108 0.72 755 17 Mar '17 1.343 1.71 104 -0.00 0.24 -0.99
8 GRPN 3.60 3.50 27 Jan '17 0.438 0.26 1 17 Mar '17 0.670 0.49 57 -0.00 0.23 -0.23
9 RCII 11.67 12.50 20 Jan '17 0.414 0.35 51 17 Mar '17 0.634 0.95 40 -0.00 0.22 -0.60
10 GRPN 3.60 3.50 20 Jan '17 0.455 0.23 114 17 Mar '17 0.670 0.49 57 -0.00 0.22 -0.26
11 GRPN 3.60 3.50 13 Jan '17 0.473 0.21 55 17 Mar '17 0.670 0.49 57 -0.00 0.20 -0.28
12 FEYE 12.38 12.00 6 Jan '17 0.475 0.65 36 17 Mar '17 0.656 1.46 7 -0.00 0.18 -0.81
13 FEYE 12.38 12.00 20 Jan '17 0.475 0.84 21 17 Mar '17 0.656 1.46 7 -0.00 0.18 -0.62
14 VXX 23.82 24.00 13 Jan '17 0.490 0.96 232 17 Mar '17 0.667 2.86 121 -0.00 0.18 -1.90
15 FEYE 12.38 12.00 27 Jan '17 0.487 0.95 3 17 Mar '17 0.656 1.46 7 -0.00 0.17 -0.51
16 FEYE 12.38 12.00 13 Jan '17 0.491 0.76 8 17 Mar '17 0.656 1.46 7 -0.00 0.17 -0.70
17 UVXY 7.63 8.00 27 Jan '17 1.189 1.10 67 17 Mar '17 1.343 1.71 104 -0.00 0.15 -0.61
18 DVAX 4.10 5.00 17 Feb '17 0.784 0.30 10 21 Apr '17 0.927 0.50 2 -0.00 0.14 -0.20
19 BBG 7.63 8.00 20 Jan '17 0.511 0.35 352 17 Mar '17 0.652 0.70 40 -0.00 0.14 -0.35
20 ETSY 12.18 12.50 20 Jan '17 0.473 0.55 81 17 Mar '17 0.611 1.20 106 -0.00 0.14 -0.65
21 ARRY 8.79 9.00 20 Jan '17 0.715 0.60 44 17 Mar '17 0.849 1.15 20 -0.00 0.13 -0.55
22 NVTA 7.38 7.50 20 Jan '17 0.668 0.80 13 17 Mar '17 0.802 1.00 22 -0.00 0.13 -0.20
23 ATW 13.53 14.00 20 Jan '17 0.615 0.90 75 17 Mar '17 0.748 1.40 6 -0.00 0.13 -0.50
24 TZA 19.12 19.00 6 Jan '17 0.415 0.60 117 17 Mar '17 0.546 1.85 5 -0.00 0.13 -1.25
25 CXW 24.16 24.00 20 Jan '17 0.209 0.70 13 17 Mar '17 0.337 1.50 2 -0.00 0.13 -0.80
26 VXX 23.82 24.00 20 Jan '17 0.541 1.24 1,049 17 Mar '17 0.667 2.86 121 -0.00 0.13 -1.62
27 TWTR 16.61 17.00 6 Jan '17 0.394 0.28 454 17 Mar '17 0.519 1.42 338 -0.00 0.12 -1.14
28 CREE 27.72 28.00 6 Jan '17 0.248 0.37 1 17 Mar '17 0.368 1.73 23 -0.00 0.12 -1.36
29 SQQQ 12.33 12.00 20 Jan '17 0.333 0.65 649 17 Mar '17 0.452 1.15 284 -0.00 0.12 -0.50
30 SDRL 3.55 4.00 17 Feb '17 0.871 0.35 349 21 Apr '17 0.989 0.55 235 -0.00 0.12 -0.20
31 KERX 6.00 7.00 20 Jan '17 0.699 0.15 2 17 Mar '17 0.813 0.50 30 -0.00 0.11 -0.35
32 SNY 39.69 40.00 20 Jan '17 0.215 0.85 24 17 Mar '17 0.328 1.45 13 -0.00 0.11 -0.60
33 CREE 27.72 28.00 20 Jan '17 0.257 0.64 200 17 Mar '17 0.368 1.73 23 -0.00 0.11 -1.09
34 UBNT 58.22 60.00 20 Jan '17 0.280 1.10 25 17 Mar '17 0.389 3.20 10 -0.00 0.11 -2.10
35 TWTR 16.61 17.00 13 Jan '17 0.411 0.44 247 17 Mar '17 0.519 1.42 338 -0.00 0.11 -0.98
36 FMSA 11.85 10.00 20 Jan '17 0.576 2.20 61 17 Mar '17 0.681 2.40 866 -0.00 0.10 -0.20
37 SDOW 9.97 10.00 20 Jan '17 0.279 0.35 395 17 Mar '17 0.383 0.65 82 -0.00 0.10 -0.30
38 MXL 22.70 22.50 20 Jan '17 0.357 1.00 45 17 Mar '17 0.462 1.85 7 -0.00 0.10 -0.85
39 WLL 12.51 13.00 13 Jan '17 0.531 0.40 102 17 Mar '17 0.634 1.25 249 -0.00 0.10 -0.85
40 CHK 7.59 8.00 20 Jan '17 0.443 0.19 1,794 17 Mar '17 0.546 0.59 471 -0.00 0.10 -0.40
41 ZIOP 5.59 6.00 17 Feb '17 0.908 0.70 4 21 Apr '17 1.010 0.85 32 -0.00 0.10 -0.15
42 CLF 8.82 9.00 6 Jan '17 0.617 0.30 397 17 Mar '17 0.720 1.09 21 -0.00 0.10 -0.79
43 KERX 6.00 6.00 20 Jan '17 0.750 0.55 90 17 Mar '17 0.853 0.80 33 -0.00 0.10 -0.25
44 TWTR 16.61 17.00 20 Jan '17 0.418 0.55 1,681 17 Mar '17 0.519 1.42 338 -0.00 0.10 -0.87
45 ANF 12.00 12.00 27 Jan '17 0.506 0.73 7 17 Mar '17 0.603 1.23 424 -0.00 0.10 -0.50
46 TASR 24.82 25.00 20 Jan '17 0.348 0.85 23 17 Mar '17 0.445 1.90 328 -0.00 0.10 -1.05
47 CXW 24.16 25.00 20 Jan '17 0.229 0.30 17 17 Mar '17 0.325 1.05 4 -0.00 0.10 -0.75
48 TZA 19.12 19.00 13 Jan '17 0.450 0.84 36 17 Mar '17 0.546 1.85 5 -0.00 0.10 -1.01
49 FAS 42.06 42.00 6 Jan '17 0.335 0.99 26 17 Mar '17 0.429 3.20 3 -0.00 0.09 -2.21
50 ANF 12.00 12.00 20 Jan '17 0.509 0.63 215 17 Mar '17 0.603 1.23 424 -0.00 0.09 -0.60
51 GES 12.25 13.00 20 Jan '17 0.353 0.20 346 17 Mar '17 0.446 0.60 23 -0.00 0.09 -0.40
52 BIDU 164.80 165.00 6 Jan '17 0.241 2.58 265 17 Mar '17 0.331 10.00 44 -0.00 0.09 -7.42
53 SQ 14.00 14.00 20 Jan '17 0.332 0.50 184 17 Mar '17 0.421 1.05 90 -0.00 0.09 -0.55
54 ZNGA 2.59 2.50 20 Jan '17 0.378 0.16 121 17 Mar '17 0.467 0.26 18 -0.00 0.09 -0.10
55 VXX 23.82 24.00 27 Jan '17 0.579 1.53 65 17 Mar '17 0.667 2.86 121 -0.00 0.09 -1.33
56 NG 4.17 4.00 20 Jan '17 0.411 0.35 12 17 Mar '17 0.497 0.45 32 -0.00 0.09 -0.10
57 ANF 12.00 12.00 6 Jan '17 0.518 0.42 120 17 Mar '17 0.603 1.23 424 -0.00 0.09 -0.81
58 SQQQ 12.33 13.00 20 Jan '17 0.400 0.30 507 17 Mar '17 0.484 0.80 19 -0.00 0.08 -0.50
59 HPQ 15.21 15.00 6 Jan '17 0.220 0.35 2 17 Mar '17 0.304 0.89 60 -0.00 0.08 -0.54
60 SEDG 13.30 14.00 20 Jan '17 0.435 0.45 94 17 Mar '17 0.519 0.95 5 -0.00 0.08 -0.50
61 CHK 7.59 8.00 27 Jan '17 0.462 0.26 48 17 Mar '17 0.546 0.59 471 -0.00 0.08 -0.33
62 WLL 12.51 13.00 6 Jan '17 0.552 0.30 333 17 Mar '17 0.634 1.25 249 -0.00 0.08 -0.95
63 CLF 8.82 9.00 20 Jan '17 0.638 0.51 1,156 17 Mar '17 0.720 1.09 21 -0.00 0.08 -0.58
64 WING 30.02 30.00 20 Jan '17 0.335 1.25 3 17 Mar '17 0.417 2.05 4 -0.00 0.08 -0.80
65 SHLD 8.29 8.00 20 Jan '17 0.812 1.02 53 17 Mar '17 0.893 1.30 11 -0.00 0.08 -0.28
66 PTLA 22.78 25.00 20 Jan '17 0.713 1.00 531 17 Mar '17 0.794 2.40 79 -0.00 0.08 -1.40
67 KN 17.36 17.50 20 Jan '17 0.417 0.75 11 17 Mar '17 0.498 1.40 50 -0.00 0.08 -0.65
68 TWTR 16.61 17.00 27 Jan '17 0.438 0.69 432 17 Mar '17 0.519 1.42 338 -0.00 0.08 -0.73
69 TZA 19.12 19.00 20 Jan '17 0.466 1.00 35 17 Mar '17 0.546 1.85 5 -0.00 0.08 -0.85
70 PVG 7.75 8.00 20 Jan '17 0.513 0.40 52 17 Mar '17 0.592 0.70 15 -0.00 0.08 -0.30
71 CHK 7.59 8.00 13 Jan '17 0.467 0.16 284 17 Mar '17 0.546 0.59 471 -0.00 0.08 -0.43
72 GNC 11.55 12.50 20 Jan '17 0.593 0.45 278 17 Mar '17 0.671 0.95 16 -0.00 0.08 -0.50
73 SPWR 7.24 7.00 6 Jan '17 0.559 0.43 38 17 Mar '17 0.637 0.92 1 -0.00 0.08 -0.49
74 BIDU 164.80 165.00 13 Jan '17 0.253 3.60 2 17 Mar '17 0.331 10.00 44 -0.00 0.08 -6.40
75 QCOM 67.25 67.50 6 Jan '17 0.186 0.73 169 17 Mar '17 0.263 2.89 63 -0.00 0.08 -2.16
76 OLED 60.92 60.00 20 Jan '17 0.422 3.30 198 17 Mar '17 0.498 5.90 6 -0.00 0.08 -2.60
77 NTAP 36.61 37.00 20 Jan '17 0.238 0.64 38 17 Mar '17 0.314 1.87 2 -0.00 0.08 -1.23
78 CSIQ 13.12 13.00 17 Feb '17 0.503 1.15 6 21 Apr '17 0.579 1.70 19 -0.00 0.08 -0.55
79 SPWR 7.24 7.00 20 Jan '17 0.562 0.57 49 17 Mar '17 0.637 0.92 1 -0.00 0.07 -0.35
80 BIDU 164.80 165.00 20 Jan '17 0.256 4.25 1,224 17 Mar '17 0.331 10.00 44 -0.00 0.07 -5.75
81 EBAY 30.25 30.00 6 Jan '17 0.198 0.55 138 17 Mar '17 0.273 1.65 49 -0.00 0.07 -1.10
82 NTAP 36.61 37.00 27 Jan '17 0.240 0.77 18 17 Mar '17 0.314 1.87 2 -0.00 0.07 -1.10
83 HPQ 15.21 15.00 20 Jan '17 0.230 0.48 39 17 Mar '17 0.304 0.89 60 -0.00 0.07 -0.41
84 TZA 19.12 19.00 27 Jan '17 0.471 1.14 50 17 Mar '17 0.546 1.85 5 -0.00 0.07 -0.71
85 DKS 53.11 55.00 20 Jan '17 0.319 1.00 71 17 Mar '17 0.394 3.00 7 -0.00 0.07 -2.00
86 CLF 8.82 9.00 13 Jan '17 0.646 0.42 12 17 Mar '17 0.720 1.09 21 -0.00 0.07 -0.67
87 BRS 21.17 20.00 20 Jan '17 0.571 1.95 13 17 Mar '17 0.644 2.95 15 -0.00 0.07 -1.00
88 TASR 24.82 25.00 6 Jan '17 0.371 0.60 10 17 Mar '17 0.445 1.90 328 -0.00 0.07 -1.30
89 MXL 22.70 25.00 20 Jan '17 0.365 0.25 2 17 Mar '17 0.438 0.85 8 -0.00 0.07 -0.60
90 XOP 42.45 42.00 6 Jan '17 0.246 0.95 5 17 Mar '17 0.319 2.73 65 -0.00 0.07 -1.78
91 BBY 44.75 45.00 20 Jan '17 0.317 1.35 106 17 Mar '17 0.390 2.96 44 -0.00 0.07 -1.61
92 CENX 9.32 10.00 20 Jan '17 0.551 0.29 34 17 Mar '17 0.621 0.76 1 -0.00 0.07 -0.47
93 FCX 13.76 14.00 6 Jan '17 0.446 0.31 384 17 Mar '17 0.516 1.21 133 -0.00 0.07 -0.90
94 VEEV 42.11 42.00 20 Jan '17 0.260 1.25 17 17 Mar '17 0.330 2.60 2 -0.00 0.07 -1.35
95 PYPL 39.72 40.00 6 Jan '17 0.187 0.41 3 17 Mar '17 0.257 1.70 25 -0.00 0.07 -1.29
96 EBAY 30.25 30.00 13 Jan '17 0.203 0.68 257 17 Mar '17 0.273 1.65 49 -0.00 0.07 -0.97
97 AMKR 11.23 12.00 20 Jan '17 0.362 0.20 110 17 Mar '17 0.431 0.55 7 -0.00 0.07 -0.35
98 QCOM 67.25 67.50 13 Jan '17 0.194 1.03 94 17 Mar '17 0.263 2.89 63 -0.00 0.07 -1.86
99 XBI 60.95 61.00 6 Jan '17 0.293 1.20 6 17 Mar '17 0.362 4.00 4 -0.00 0.07 -2.80
100 BIDU 164.80 165.00 27 Jan '17 0.262 5.00 17 17 Mar '17 0.331 10.00 44 -0.00 0.07 -5.00
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