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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 VXX 11.30 11.00 4 Aug '17 0.354 0.41 8,685 20 Oct '17 0.631 1.49 822 -0.00 0.28 -1.08
2 NLNK 7.70 8.00 18 Aug '17 0.508 0.30 35 20 Oct '17 0.751 0.80 6 -0.00 0.24 -0.50
3 TGTX 11.75 11.00 15 Sep '17 0.653 1.70 4 17 Nov '17 0.863 2.45 10 -0.00 0.21 -0.75
4 VXX 11.30 11.00 11 Aug '17 0.438 0.56 1,040 20 Oct '17 0.631 1.49 822 -0.00 0.19 -0.93
5 JNUG 18.66 19.00 11 Aug '17 0.818 1.14 40 20 Oct '17 0.998 3.35 25 -0.00 0.18 -2.21
6 NUGT 33.04 33.00 4 Aug '17 0.669 1.27 748 20 Oct '17 0.848 5.25 10 -0.00 0.18 -3.98
7 IMGN 6.96 6.00 18 Aug '17 0.719 1.20 141 20 Oct '17 0.897 1.40 8 -0.00 0.18 -0.20
8 JNUG 18.66 19.00 4 Aug '17 0.822 0.70 416 20 Oct '17 0.998 3.35 25 -0.00 0.18 -2.65
9 VXX 11.30 11.00 18 Aug '17 0.479 0.68 1,641 20 Oct '17 0.631 1.49 822 -0.00 0.15 -0.81
10 CREE 26.41 26.00 11 Aug '17 0.254 0.84 14 20 Oct '17 0.404 2.16 2 -0.00 0.15 -1.32
11 ATEN 7.18 7.50 15 Sep '17 0.313 0.35 1 17 Nov '17 0.461 0.50 4 -0.00 0.15 -0.15
12 NUGT 33.04 33.00 11 Aug '17 0.704 1.88 201 20 Oct '17 0.848 5.25 10 -0.00 0.14 -3.37
13 TWLO 29.91 30.00 4 Aug '17 0.353 0.56 142 20 Oct '17 0.496 2.57 10 -0.00 0.14 -2.01
14 CARA 14.04 15.00 15 Sep '17 0.576 1.05 61 17 Nov '17 0.711 1.65 6 -0.00 0.14 -0.60
15 NUGT 33.04 33.00 18 Aug '17 0.713 2.33 179 20 Oct '17 0.848 5.25 10 -0.00 0.14 -2.92
16 CREE 26.41 26.00 18 Aug '17 0.269 0.95 21 20 Oct '17 0.404 2.16 2 -0.00 0.13 -1.21
17 VXX 11.30 11.00 25 Aug '17 0.498 0.81 377 20 Oct '17 0.631 1.49 822 -0.00 0.13 -0.68
18 JNUG 18.66 19.00 18 Aug '17 0.875 1.50 7 20 Oct '17 0.998 3.35 25 -0.00 0.12 -1.85
19 VXX 11.30 11.00 1 Sep '17 0.523 0.90 194 17 Nov '17 0.641 1.71 17 -0.00 0.12 -0.81
20 NVDA 164.39 165.00 4 Aug '17 0.326 2.69 3,878 20 Oct '17 0.440 13.30 100 -0.00 0.11 -10.61
21 BABY 35.20 35.00 18 Aug '17 0.259 1.15 1 20 Oct '17 0.365 2.30 6 -0.00 0.11 -1.15
22 ETE 17.85 18.00 4 Aug '17 0.203 0.17 159 20 Oct '17 0.308 0.82 20 -0.00 0.11 -0.65
23 NTNX 21.74 22.50 18 Aug '17 0.576 0.90 302 20 Oct '17 0.678 2.30 54 -0.00 0.10 -1.40
24 VXX 11.30 11.00 8 Sep '17 0.538 0.98 652 17 Nov '17 0.641 1.71 17 -0.00 0.10 -0.73
25 NUGT 33.04 33.00 25 Aug '17 0.749 2.88 147 20 Oct '17 0.848 5.25 10 -0.00 0.10 -2.37
26 CIEN 25.43 25.00 18 Aug '17 0.257 0.96 14 20 Oct '17 0.355 1.89 20 -0.00 0.10 -0.93
27 SGMO 8.90 9.00 17 Nov '17 0.782 1.60 15 19 Jan '18 0.879 1.85 21 -0.00 0.10 -0.25
28 NFLX 184.04 185.00 4 Aug '17 0.273 2.38 4,034 20 Oct '17 0.369 12.40 37 -0.00 0.10 -10.02
29 CUDA 23.16 22.50 18 Aug '17 0.355 1.20 3 20 Oct '17 0.446 2.25 2 -0.00 0.09 -1.05
30 TZA 15.76 16.00 4 Aug '17 0.336 0.20 2,576 20 Oct '17 0.424 1.15 19 -0.00 0.09 -0.95
31 CIEN 25.43 25.00 4 Aug '17 0.270 0.68 5 20 Oct '17 0.355 1.89 20 -0.00 0.08 -1.21
32 MULE 22.49 22.50 18 Aug '17 0.444 1.15 151 20 Oct '17 0.524 2.00 29 -0.00 0.08 -0.85
33 NAV 30.52 31.00 4 Aug '17 0.402 0.55 3 20 Oct '17 0.481 2.55 11 -0.00 0.08 -2.00
34 PLAY 61.21 65.00 18 Aug '17 0.246 0.40 28 20 Oct '17 0.325 2.25 13 -0.00 0.08 -1.85
35 UCO 16.92 17.00 25 Aug '17 0.501 1.08 8 20 Oct '17 0.580 1.77 125 -0.00 0.08 -0.69
36 PLUG 2.30 2.00 19 Jan '18 0.671 0.62 39 16 Mar '18 0.747 0.60 107 1.00 0.08 0.02
37 MITK 10.20 10.00 18 Aug '17 0.427 0.75 3 20 Oct '17 0.502 1.00 62 -0.00 0.08 -0.25
38 NFLX 184.04 185.00 11 Aug '17 0.296 3.85 86 20 Oct '17 0.369 12.40 37 -0.00 0.07 -8.55
39 BBRY 9.72 10.00 11 Aug '17 0.311 0.13 86 20 Oct '17 0.384 0.57 1 -0.00 0.07 -0.44
40 BBRY 9.72 10.00 18 Aug '17 0.312 0.18 414 20 Oct '17 0.384 0.57 1 -0.00 0.07 -0.39
41 SPXS 38.81 38.00 18 Aug '17 0.188 1.25 53 20 Oct '17 0.259 2.25 54 -0.00 0.07 -1.00
42 VXX 11.30 11.00 15 Sep '17 0.569 1.09 1,985 17 Nov '17 0.641 1.71 17 -0.00 0.07 -0.62
43 NFLX 184.04 185.00 18 Aug '17 0.298 4.85 1,940 20 Oct '17 0.369 12.40 37 -0.00 0.07 -7.55
44 SPH 24.48 25.00 15 Sep '17 0.267 0.85 13 17 Nov '17 0.337 1.05 191 -0.00 0.07 -0.20
45 TZA 15.76 16.00 11 Aug '17 0.354 0.35 36 20 Oct '17 0.424 1.15 19 -0.00 0.07 -0.80
46 NTNX 21.74 20.00 18 Aug '17 0.592 2.40 14 20 Oct '17 0.662 3.50 87 -0.00 0.07 -1.10
47 AZN 30.27 30.00 18 Aug '17 0.192 0.75 1,440 20 Oct '17 0.259 1.15 388 -0.00 0.07 -0.40
48 GDX 22.91 23.00 4 Aug '17 0.239 0.27 11,092 20 Oct '17 0.305 1.25 227 -0.00 0.07 -0.98
49 BKS 8.20 8.00 18 Aug '17 0.506 0.60 4 20 Oct '17 0.570 0.85 10 -0.00 0.06 -0.25
50 AU 10.13 10.00 18 Aug '17 0.370 0.45 111 20 Oct '17 0.433 0.80 10 -0.00 0.06 -0.35
51 SPXS 38.81 39.00 18 Aug '17 0.223 0.80 75 20 Oct '17 0.285 1.90 19 -0.00 0.06 -1.10
52 KTOS 11.12 10.00 15 Sep '17 0.513 1.55 42 17 Nov '17 0.575 1.90 59 -0.00 0.06 -0.35
53 NFLX 184.04 185.00 25 Aug '17 0.308 5.90 146 20 Oct '17 0.369 12.40 37 -0.00 0.06 -6.50
54 BBRY 9.72 10.00 25 Aug '17 0.323 0.24 34 20 Oct '17 0.384 0.57 1 -0.00 0.06 -0.33
55 HA 41.95 42.00 18 Aug '17 0.315 1.35 57 20 Oct '17 0.376 2.80 5 -0.00 0.06 -1.45
56 NEM 37.06 37.00 18 Aug '17 0.242 0.94 23 20 Oct '17 0.303 1.92 39 -0.00 0.06 -0.98
57 HRB 30.23 30.00 18 Aug '17 0.235 0.85 7 20 Oct '17 0.296 1.60 19 -0.00 0.06 -0.75
58 ORCL 50.30 50.00 4 Aug '17 0.139 0.57 26 20 Oct '17 0.199 1.93 57 -0.00 0.06 -1.36
59 GME 21.50 22.00 4 Aug '17 0.266 0.15 102 20 Oct '17 0.326 1.10 89 -0.00 0.06 -0.95
60 AUY 2.59 2.50 4 Aug '17 0.465 0.13 102 20 Oct '17 0.524 0.29 256 -0.00 0.06 -0.16
61 AKS 5.47 5.00 19 Jan '18 0.547 1.19 153 16 Mar '18 0.606 1.16 193 1.00 0.06 0.03
62 INTC 35.31 35.00 1 Sep '17 0.150 0.77 21 17 Nov '17 0.209 1.49 169 -0.00 0.06 -0.72
63 TZA 15.76 16.00 25 Aug '17 0.366 0.58 618 20 Oct '17 0.424 1.15 19 -0.00 0.06 -0.57
64 TZA 15.76 16.00 18 Aug '17 0.366 0.48 114 20 Oct '17 0.424 1.15 19 -0.00 0.06 -0.67
65 GDX 22.91 23.00 11 Aug '17 0.247 0.42 189 20 Oct '17 0.305 1.25 227 -0.00 0.06 -0.83
66 ORCL 50.30 50.00 11 Aug '17 0.142 0.81 51 20 Oct '17 0.199 1.93 57 -0.00 0.06 -1.12
67 HRB 30.23 31.00 18 Aug '17 0.235 0.40 30 20 Oct '17 0.292 1.15 10 -0.00 0.06 -0.75
68 ORCL 50.30 50.00 18 Aug '17 0.142 0.86 3,244 20 Oct '17 0.199 1.93 57 -0.00 0.06 -1.07
69 WGO 36.35 37.00 18 Aug '17 0.347 1.00 5 20 Oct '17 0.404 2.40 2 -0.00 0.06 -1.40
70 RL 75.24 75.00 4 Aug '17 0.259 1.40 2 20 Oct '17 0.315 4.20 73 -0.00 0.06 -2.80
71 AUY 2.59 2.50 18 Aug '17 0.470 0.18 1,074 20 Oct '17 0.524 0.29 256 -0.00 0.05 -0.11
72 MU 29.28 29.00 4 Aug '17 0.404 0.82 1,001 20 Oct '17 0.458 2.66 869 -0.00 0.05 -1.84
73 NEM 37.06 37.00 4 Aug '17 0.249 0.55 45 20 Oct '17 0.303 1.92 39 -0.00 0.05 -1.37
74 INTC 35.31 35.00 8 Sep '17 0.156 0.89 66 17 Nov '17 0.209 1.49 169 -0.00 0.05 -0.60
75 HPQ 19.17 19.00 4 Aug '17 0.208 0.33 11 20 Oct '17 0.260 0.95 47 -0.00 0.05 -0.62
76 GG 13.05 13.00 11 Aug '17 0.269 0.34 11 20 Oct '17 0.320 0.77 707 -0.00 0.05 -0.43
77 INTC 35.31 35.00 15 Sep '17 0.158 0.89 747 17 Nov '17 0.209 1.49 169 -0.00 0.05 -0.60
78 NEM 37.06 37.00 11 Aug '17 0.252 0.81 31 20 Oct '17 0.303 1.92 39 -0.00 0.05 -1.11
79 BNED 7.42 7.50 18 Aug '17 0.432 0.45 2 20 Oct '17 0.482 0.55 12 -0.00 0.05 -0.10
80 DRI 83.85 85.00 18 Aug '17 0.180 1.00 192 20 Oct '17 0.230 2.85 21 -0.00 0.05 -1.85
81 CDNS 37.01 37.00 15 Sep '17 0.193 1.10 11 17 Nov '17 0.242 1.85 1 -0.00 0.05 -0.75
82 AXP 84.80 85.00 4 Aug '17 0.119 0.49 116 20 Oct '17 0.168 2.41 100 -0.00 0.05 -1.92
83 QCOM 52.88 52.50 4 Aug '17 0.178 0.75 23 20 Oct '17 0.226 2.18 203 -0.00 0.05 -1.43
84 GDX 22.91 23.00 18 Aug '17 0.257 0.53 1,265 20 Oct '17 0.305 1.25 227 -0.00 0.05 -0.72
85 MU 29.28 29.00 11 Aug '17 0.410 1.11 1,838 20 Oct '17 0.458 2.66 869 -0.00 0.05 -1.55
86 MEET 5.03 5.00 15 Sep '17 0.525 0.45 100 17 Nov '17 0.573 0.55 44 -0.00 0.05 -0.10
87 PLAY 61.21 60.00 18 Aug '17 0.293 2.45 21 20 Oct '17 0.341 4.50 8 -0.00 0.05 -2.05
88 GDX 22.91 23.00 25 Aug '17 0.258 0.66 83 20 Oct '17 0.305 1.25 227 -0.00 0.05 -0.59
89 OLLI 45.40 45.00 18 Aug '17 0.286 1.65 5 20 Oct '17 0.334 3.00 11 -0.00 0.05 -1.35
90 EBAY 35.94 36.00 18 Aug '17 0.197 0.66 151 20 Oct '17 0.244 1.65 41 -0.00 0.05 -0.99
91 GS 223.61 225.00 4 Aug '17 0.153 1.32 993 20 Oct '17 0.200 7.40 131 -0.00 0.05 -6.08
92 COG 25.50 25.00 4 Aug '17 0.288 0.85 28 20 Oct '17 0.333 1.75 27 -0.00 0.05 -0.90
93 EBAY 35.94 36.00 11 Aug '17 0.199 0.54 5 20 Oct '17 0.244 1.65 41 -0.00 0.05 -1.11
94 TWTR 16.75 17.00 20 Oct '17 0.377 1.13 572 15 Dec '17 0.422 1.62 200 -0.00 0.04 -0.49
95 WMT 79.81 80.00 4 Aug '17 0.123 0.47 219 20 Oct '17 0.168 2.19 59 -0.00 0.04 -1.72
96 ZIOP 5.75 6.00 18 Aug '17 0.550 0.25 860 20 Oct '17 0.595 0.50 14 -0.00 0.04 -0.25
97 YUMC 35.89 37.50 15 Sep '17 0.246 0.70 5 17 Nov '17 0.291 1.55 1 -0.00 0.04 -0.85
98 UCO 16.92 17.00 11 Aug '17 0.535 0.73 27 20 Oct '17 0.580 1.77 125 -0.00 0.04 -1.04
99 GME 21.50 22.00 11 Aug '17 0.282 0.36 23 20 Oct '17 0.326 1.10 89 -0.00 0.04 -0.74
100 DHI 35.85 36.00 15 Sep '17 0.211 1.05 93 17 Nov '17 0.255 1.80 18 -0.00 0.04 -0.75
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