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# Stock Stock
Price
Strike Short Put Long Put % of
Stock
Net
IVol
Price
Expiry IVol Price Volume Expiry IVol Price Volume
1 GERN 2.19 2.00 21 Apr '17 0.676 0.20 50 16 Jun '17 0.991 0.30 2,291 -0.00 0.32 -0.10
2 UVXY 20.13 20.00 7 Apr '17 1.137 2.96 36 16 Jun '17 1.450 5.90 23 -0.00 0.31 -2.94
3 UVXY 20.13 20.00 21 Apr '17 1.191 3.45 480 16 Jun '17 1.450 5.90 23 -0.00 0.26 -2.45
4 VXX 17.54 18.00 10 Mar '17 0.506 0.77 3,470 19 May '17 0.702 2.49 142 -0.00 0.20 -1.72
5 FRO 6.96 7.00 17 Mar '17 0.144 0.35 13 19 May '17 0.334 0.45 7 -0.00 0.19 -0.10
6 FTR 2.87 3.00 17 Mar '17 0.284 0.25 126 19 May '17 0.455 0.35 616 -0.00 0.17 -0.10
7 YELP 33.37 33.00 10 Mar '17 0.269 0.50 10 19 May '17 0.439 2.45 22 -0.00 0.17 -1.95
8 VXX 17.54 18.00 17 Mar '17 0.535 1.00 1,112 19 May '17 0.702 2.49 142 -0.00 0.17 -1.49
9 OCUL 8.70 7.50 21 Apr '17 0.789 0.60 30 16 Jun '17 0.954 0.90 10 -0.00 0.16 -0.30
10 GRPN 4.02 4.00 31 Mar '17 0.429 0.21 80 19 May '17 0.574 0.39 7 -0.00 0.15 -0.18
11 YELP 33.37 33.00 24 Mar '17 0.294 0.95 1 19 May '17 0.439 2.45 22 -0.00 0.14 -1.50
12 VXX 17.54 18.00 24 Mar '17 0.558 1.21 155 19 May '17 0.702 2.49 142 -0.00 0.14 -1.28
13 NFLX 139.14 140.00 10 Mar '17 0.212 2.18 1,481 19 May '17 0.347 9.10 22 -0.00 0.13 -6.92
14 GRPN 4.02 4.00 24 Mar '17 0.443 0.18 10 19 May '17 0.574 0.39 7 -0.00 0.13 -0.21
15 DNR 2.65 3.00 21 Apr '17 0.449 0.50 50 16 Jun '17 0.579 0.50 15 1.00 0.13  0
16 VXX 17.54 18.00 31 Mar '17 0.574 1.39 29 19 May '17 0.702 2.49 142 -0.00 0.13 -1.10
17 WFT 5.78 6.00 10 Mar '17 0.405 0.29 384 19 May '17 0.533 0.67 20 -0.00 0.13 -0.38
18 GRPN 4.02 4.00 17 Mar '17 0.446 0.15 1,010 19 May '17 0.574 0.39 7 -0.00 0.13 -0.24
19 VXX 17.54 18.00 7 Apr '17 0.590 1.55 23 16 Jun '17 0.717 2.93 152 -0.00 0.13 -1.38
20 FIT 6.07 6.00 17 Mar '17 0.463 0.19 480 19 May '17 0.590 0.60 312 -0.00 0.13 -0.41
21 NRZ 17.00 17.50 17 Mar '17 0.189 0.55 1 19 May '17 0.311 1.10 3 -0.00 0.12 -0.55
22 NFLX 139.14 140.00 17 Mar '17 0.224 2.97 843 19 May '17 0.347 9.10 22 -0.00 0.12 -6.13
23 DDD 14.53 15.00 10 Mar '17 0.350 0.71 33 19 May '17 0.468 1.47 23 -0.00 0.12 -0.76
24 F 12.65 13.00 10 Mar '17 0.144 0.41 182 19 May '17 0.260 0.76 36 -0.00 0.12 -0.35
25 NFLX 139.14 140.00 31 Mar '17 0.231 4.10 26 19 May '17 0.347 9.10 22 -0.00 0.12 -5.00
26 CRC 18.19 18.00 17 Mar '17 0.596 0.80 31 19 May '17 0.711 2.10 3 -0.00 0.12 -1.30
27 NFLX 139.14 140.00 24 Mar '17 0.232 3.60 179 19 May '17 0.347 9.10 22 -0.00 0.11 -5.50
28 YELP 33.37 33.00 17 Mar '17 0.327 0.70 27 19 May '17 0.439 2.45 22 -0.00 0.11 -1.75
29 FIT 6.07 6.00 31 Mar '17 0.479 0.30 27 19 May '17 0.590 0.60 312 -0.00 0.11 -0.30
30 FOSL 17.42 17.00 21 Apr '17 0.469 1.00 55 16 Jun '17 0.577 1.75 9 -0.00 0.11 -0.75
31 RIG 13.53 14.00 10 Mar '17 0.325 0.58 263 19 May '17 0.429 1.31 334 -0.00 0.10 -0.73
32 F 12.65 13.00 24 Mar '17 0.156 0.47 141 19 May '17 0.260 0.76 36 -0.00 0.10 -0.29
33 VXX 17.54 18.00 21 Apr '17 0.614 1.84 633 16 Jun '17 0.717 2.93 152 -0.00 0.10 -1.09
34 S 8.90 9.00 17 Mar '17 0.375 0.33 135 19 May '17 0.471 0.79 7 -0.00 0.10 -0.46
35 GRUB 34.27 32.50 21 Apr '17 0.341 1.00 116 16 Jun '17 0.437 2.05 2 -0.00 0.10 -1.05
36 NFLX 139.14 140.00 7 Apr '17 0.234 4.60 11 16 Jun '17 0.329 10.05 40 -0.00 0.10 -5.45
37 KTOS 7.48 7.50 17 Mar '17 0.410 0.35 28 19 May '17 0.505 0.60 10 -0.00 0.09 -0.25
38 WFT 5.78 6.00 31 Mar '17 0.441 0.45 11 19 May '17 0.533 0.67 20 -0.00 0.09 -0.22
39 IDTI 23.71 24.00 17 Mar '17 0.291 0.75 4 19 May '17 0.381 1.70 12 -0.00 0.09 -0.95
40 F 12.65 13.00 17 Mar '17 0.171 0.41 286 19 May '17 0.260 0.76 36 -0.00 0.09 -0.35
41 BBY 44.65 45.00 10 Mar '17 0.209 0.92 60 19 May '17 0.298 2.71 6 -0.00 0.09 -1.79
42 CAR 34.47 34.00 17 Mar '17 0.381 0.85 11 19 May '17 0.469 2.60 3 -0.00 0.09 -1.75
43 TEVA 34.70 35.00 10 Mar '17 0.247 0.66 93 19 May '17 0.334 2.12 30 -0.00 0.09 -1.46
44 JCP 6.26 6.00 17 Mar '17 0.462 0.12 222 19 May '17 0.546 0.47 3,697 -0.00 0.08 -0.35
45 BIDU 173.79 175.00 10 Mar '17 0.179 2.48 704 19 May '17 0.262 8.75 2 -0.00 0.08 -6.27
46 SSTK 42.25 40.00 17 Mar '17 0.310 0.40 3 19 May '17 0.391 1.75 1 -0.00 0.08 -1.35
47 FSM 5.30 5.00 21 Apr '17 0.578 0.40 121 16 Jun '17 0.658 0.45 20 -0.00 0.08 -0.05
48 GRUB 34.27 35.00 21 Apr '17 0.330 2.10 17 16 Jun '17 0.410 3.20 1 -0.00 0.08 -1.10
49 TRIP 41.74 42.00 21 Apr '17 0.297 2.05 18 16 Jun '17 0.377 3.30 12 -0.00 0.08 -1.25
50 EFA 60.93 61.00 10 Mar '17 0.071 0.30 66 19 May '17 0.150 1.64 28 -0.00 0.08 -1.34
51 FEYE 11.06 11.00 21 Apr '17 0.441 0.73 127 16 Jun '17 0.520 1.14 20 -0.00 0.08 -0.41
52 GNC 8.25 7.50 21 Apr '17 0.707 0.55 1,203 16 Jun '17 0.785 0.90 62 -0.00 0.08 -0.35
53 ATVI 47.05 47.00 10 Mar '17 0.194 0.50 43 19 May '17 0.272 2.41 78 -0.00 0.08 -1.91
54 GMLP 22.87 22.50 17 Mar '17 0.261 0.35 4 19 May '17 0.338 1.15 3 -0.00 0.08 -0.80
55 EBAY 33.74 34.00 10 Mar '17 0.167 0.47 2 19 May '17 0.244 1.63 99 -0.00 0.08 -1.16
56 PANW 115.55 115.00 21 Apr '17 0.284 4.60 208 16 Jun '17 0.359 8.50 91 -0.00 0.08 -3.90
57 NGD 2.87 3.00 17 Mar '17 0.543 0.25 40 19 May '17 0.618 0.35 30 -0.00 0.08 -0.10
58 S 8.90 9.00 10 Mar '17 0.396 0.27 47 19 May '17 0.471 0.79 7 -0.00 0.07 -0.52
59 WETF 9.22 9.00 21 Apr '17 0.393 0.50 11 16 Jun '17 0.467 0.75 1 -0.00 0.07 -0.25
60 F 12.65 13.00 31 Mar '17 0.187 0.51 5 19 May '17 0.260 0.76 36 -0.00 0.07 -0.25
61 TEVA 34.70 35.00 17 Mar '17 0.261 0.89 122 19 May '17 0.334 2.12 30 -0.00 0.07 -1.23
62 CSCO 34.27 34.00 17 Mar '17 0.117 0.20 179 19 May '17 0.189 1.04 128 -0.00 0.07 -0.84
63 BBBY 40.23 40.00 10 Mar '17 0.206 0.40 131 19 May '17 0.278 1.90 11 -0.00 0.07 -1.50
64 RRGB 48.05 45.00 21 Apr '17 0.336 1.20 10 16 Jun '17 0.408 2.40 14 -0.00 0.07 -1.20
65 OAS 14.13 14.00 17 Mar '17 0.421 0.45 30 19 May '17 0.492 1.15 4 -0.00 0.07 -0.70
66 WFT 5.78 6.00 24 Mar '17 0.462 0.41 7 19 May '17 0.533 0.67 20 -0.00 0.07 -0.26
67 ATVI 47.05 47.00 17 Mar '17 0.203 0.73 131 19 May '17 0.272 2.41 78 -0.00 0.07 -1.68
68 AEO 14.95 15.00 10 Mar '17 0.301 0.30 35 19 May '17 0.371 0.95 1 -0.00 0.07 -0.65
69 BIDU 173.79 175.00 17 Mar '17 0.192 3.30 47 19 May '17 0.262 8.75 2 -0.00 0.07 -5.45
70 ATVI 47.05 47.00 24 Mar '17 0.203 0.91 5 19 May '17 0.272 2.41 78 -0.00 0.07 -1.50
71 SQ 16.89 17.00 21 Apr '17 0.301 0.85 17 16 Jun '17 0.370 1.25 15 -0.00 0.07 -0.40
72 TAST 14.75 15.00 21 Apr '17 0.238 0.85 6 16 Jun '17 0.306 1.00 22 -0.00 0.07 -0.15
73 AAPL 139.75 140.00 10 Mar '17 0.135 1.20 4,867 19 May '17 0.203 5.20 510 -0.00 0.07 -4.00
74 BOX 16.95 17.00 21 Apr '17 0.313 0.85 186 16 Jun '17 0.380 1.25 24 -0.00 0.07 -0.40
75 FCX 13.19 13.00 10 Mar '17 0.408 0.22 1,338 19 May '17 0.476 1.04 132 -0.00 0.07 -0.82
76 TWTR 15.75 16.00 21 Apr '17 0.362 0.98 81 16 Jun '17 0.430 1.57 358 -0.00 0.07 -0.59
77 CREE 27.12 27.00 21 Apr '17 0.256 0.97 4 16 Jun '17 0.323 1.71 4 -0.00 0.07 -0.74
78 WFM 29.70 30.00 24 Mar '17 0.215 0.80 1 19 May '17 0.282 1.67 27 -0.00 0.07 -0.87
79 CSCO 34.27 34.00 31 Mar '17 0.123 0.35 10 19 May '17 0.189 1.04 128 -0.00 0.07 -0.69
80 WFM 29.70 30.00 31 Mar '17 0.215 0.89 16 19 May '17 0.282 1.67 27 -0.00 0.07 -0.78
81 TECK 20.39 20.00 10 Mar '17 0.426 0.32 10 19 May '17 0.492 1.61 265 -0.00 0.07 -1.29
82 PRAA 34.70 35.00 21 Apr '17 0.284 1.75 5 16 Jun '17 0.350 2.60 17 -0.00 0.07 -0.85
83 EBAY 33.74 34.00 17 Mar '17 0.179 0.63 24 19 May '17 0.244 1.63 99 -0.00 0.07 -1.00
84 RMBS 12.81 13.00 17 Mar '17 0.226 0.36 10 19 May '17 0.291 0.76 15 -0.00 0.07 -0.40
85 EFA 60.93 61.00 17 Mar '17 0.085 0.46 1 19 May '17 0.150 1.64 28 -0.00 0.06 -1.18
86 WBAI 12.67 12.50 21 Apr '17 0.481 0.90 3 16 Jun '17 0.545 1.30 2 -0.00 0.06 -0.40
87 SRCL 80.73 80.00 17 Mar '17 0.233 1.20 1,528 19 May '17 0.297 3.90 1 -0.00 0.06 -2.70
88 BIDU 173.79 175.00 31 Mar '17 0.198 4.55 2 19 May '17 0.262 8.75 2 -0.00 0.06 -4.20
89 WFM 29.70 30.00 10 Mar '17 0.219 0.54 187 19 May '17 0.282 1.67 27 -0.00 0.06 -1.13
90 TIF 90.32 90.00 10 Mar '17 0.204 0.91 7 19 May '17 0.267 4.30 9 -0.00 0.06 -3.39
91 WLL 10.78 11.00 7 Apr '17 0.476 0.81 10 16 Jun '17 0.538 1.32 10 -0.00 0.06 -0.51
92 ZOES 17.01 17.50 21 Apr '17 0.371 1.30 19 16 Jun '17 0.434 1.75 1 -0.00 0.06 -0.45
93 ENVA 13.80 15.00 21 Apr '17 0.402 1.70 4 16 Jun '17 0.464 2.00 5 -0.00 0.06 -0.30
94 WFM 29.70 30.00 17 Mar '17 0.219 0.69 211 19 May '17 0.282 1.67 27 -0.00 0.06 -0.98
95 TASR 22.81 23.00 21 Apr '17 0.307 1.20 25 16 Jun '17 0.370 1.80 10 -0.00 0.06 -0.60
96 BIDU 173.79 175.00 24 Mar '17 0.200 4.00 16 19 May '17 0.262 8.75 2 -0.00 0.06 -4.75
97 ORCL 42.69 43.00 10 Mar '17 0.108 0.46 24 19 May '17 0.170 1.55 36 -0.00 0.06 -1.09
98 DDD 14.53 15.00 17 Mar '17 0.406 0.75 18 19 May '17 0.468 1.47 23 -0.00 0.06 -0.72
99 MTCH 16.22 15.00 21 Apr '17 0.320 0.30 47 16 Jun '17 0.381 0.70 117 -0.00 0.06 -0.40
100 SPY 238.43 238.00 8 Mar '17 0.060 0.48 15,815 19 May '17 0.121 5.04 2,154 -0.00 0.06 -4.56
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