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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 VXX 15.52 16.00 13 Apr '17 0.504 0.91 167 16 Jun '17 0.653 2.12 225 -0.00 0.15 -1.21
2 DE 109.17 110.00 7 Apr '17 0.033 1.49 42 16 Jun '17 0.180 4.30 36 -0.00 0.15 -2.81
3 FOSL 17.21 17.00 21 Apr '17 0.403 0.65 1 16 Jun '17 0.542 1.55 1 -0.00 0.14 -0.90
4 VXX 15.52 16.00 7 Apr '17 0.524 0.79 410 16 Jun '17 0.653 2.12 225 -0.00 0.13 -1.33
5 OPK 7.97 8.00 7 Apr '17 0.285 0.20 19 16 Jun '17 0.413 0.55 10 -0.00 0.13 -0.35
6 VXX 15.52 16.00 21 Apr '17 0.530 1.09 889 16 Jun '17 0.653 2.12 225 -0.00 0.12 -1.03
7 SWIR 26.35 25.00 21 Apr '17 0.390 0.50 11 16 Jun '17 0.512 1.70 15 -0.00 0.12 -1.20
8 SQ 17.32 17.00 21 Apr '17 0.263 0.35 17 16 Jun '17 0.382 1.00 5 -0.00 0.12 -0.65
9 UBNT 50.62 50.00 21 Apr '17 0.251 1.05 20 16 Jun '17 0.368 3.00 6 -0.00 0.12 -1.95
10 GNC 7.34 7.50 21 Apr '17 0.670 0.65 50 16 Jun '17 0.786 1.05 1 -0.00 0.12 -0.40
11 SEDG 15.50 16.00 21 Apr '17 0.401 1.00 38 16 Jun '17 0.514 1.65 10 -0.00 0.11 -0.65
12 DY 93.04 90.00 21 Apr '17 0.254 1.20 34 16 Jun '17 0.366 4.60 7 -0.00 0.11 -3.40
13 FEYE 12.82 13.00 21 Apr '17 0.400 0.62 13 16 Jun '17 0.510 1.25 14 -0.00 0.11 -0.63
14 CGI 6.50 7.50 21 Apr '17 0.497 1.20 5 16 Jun '17 0.605 1.30 2 -0.00 0.11 -0.10
15 WLL 9.18 9.00 13 Apr '17 0.504 0.30 10 16 Jun '17 0.610 0.87 10 -0.00 0.11 -0.57
16 VALE 9.54 10.00 21 Apr '17 0.452 0.72 154 16 Jun '17 0.557 1.21 150 -0.00 0.11 -0.49
17 FNSR 28.18 28.00 21 Apr '17 0.341 0.95 39 16 Jun '17 0.446 2.10 54 -0.00 0.10 -1.15
18 DY 93.04 95.00 21 Apr '17 0.249 3.50 1 16 Jun '17 0.352 6.90 17 -0.00 0.10 -3.40
19 SPWR 6.09 6.00 21 Apr '17 0.589 0.32 24 16 Jun '17 0.690 0.63 2 -0.00 0.10 -0.31
20 SUN 23.56 25.00 21 Apr '17 0.196 1.70 30 16 Jun '17 0.295 2.55 116 -0.00 0.10 -0.85
21 FOSL 17.21 17.00 7 Apr '17 0.443 0.40 32 16 Jun '17 0.542 1.55 1 -0.00 0.10 -1.15
22 FEYE 12.82 13.00 13 Apr '17 0.410 0.56 3 16 Jun '17 0.510 1.25 14 -0.00 0.10 -0.69
23 DE 109.17 110.00 13 Apr '17 0.081 1.74 25 16 Jun '17 0.180 4.30 36 -0.00 0.10 -2.56
24 CVI 19.88 20.00 21 Apr '17 0.404 0.90 8 16 Jun '17 0.503 1.85 5 -0.00 0.10 -0.95
25 ANF 12.24 12.00 21 Apr '17 0.414 0.40 97 16 Jun '17 0.512 1.08 24 -0.00 0.10 -0.68
26 JACK 101.80 105.00 21 Apr '17 0.174 3.90 4 16 Jun '17 0.271 6.80 11 -0.00 0.10 -2.90
27 WLL 9.18 9.00 28 Apr '17 0.514 0.54 100 16 Jun '17 0.610 0.87 10 -0.00 0.10 -0.33
28 AFSI 18.62 17.50 21 Apr '17 0.447 0.45 1,841 16 Jun '17 0.541 1.30 152 -0.00 0.09 -0.85
29 ENVA 14.75 15.00 21 Apr '17 0.354 0.75 4 16 Jun '17 0.447 1.30 62 -0.00 0.09 -0.55
30 ANF 12.24 12.00 13 Apr '17 0.421 0.32 22 16 Jun '17 0.512 1.08 24 -0.00 0.09 -0.76
31 AKS 7.23 7.00 21 Apr '17 0.500 0.25 236 16 Jun '17 0.589 0.65 161 -0.00 0.09 -0.40
32 GPRE 24.00 23.00 21 Apr '17 0.354 0.55 14 16 Jun '17 0.442 1.35 19 -0.00 0.09 -0.80
33 WLL 9.18 9.00 21 Apr '17 0.522 0.40 6 16 Jun '17 0.610 0.87 10 -0.00 0.09 -0.47
34 SHLD 11.75 12.00 21 Apr '17 1.271 1.82 28 16 Jun '17 1.358 2.85 39 -0.00 0.09 -1.03
35 MTCH 16.45 17.50 21 Apr '17 0.265 1.30 98 16 Jun '17 0.352 1.60 2 -0.00 0.09 -0.30
36 NVDA 109.40 110.00 21 Apr '17 0.290 3.50 1,478 16 Jun '17 0.377 7.80 93 -0.00 0.09 -4.30
37 FEYE 12.82 13.00 7 Apr '17 0.422 0.45 15 16 Jun '17 0.510 1.25 14 -0.00 0.09 -0.80
38 WLL 9.18 9.00 7 Apr '17 0.523 0.22 326 16 Jun '17 0.610 0.87 10 -0.00 0.09 -0.65
39 NVDA 109.40 110.00 13 Apr '17 0.290 2.95 63 16 Jun '17 0.377 7.80 93 -0.00 0.09 -4.85
40 HIMX 8.71 9.00 21 Apr '17 0.448 0.60 33 16 Jun '17 0.534 0.95 106 -0.00 0.09 -0.35
41 NVDA 109.40 110.00 7 Apr '17 0.293 2.31 1,647 16 Jun '17 0.377 7.80 93 -0.00 0.08 -5.49
42 CDE 7.86 8.00 21 Apr '17 0.485 0.50 1 16 Jun '17 0.569 0.85 3 -0.00 0.08 -0.35
43 ANF 12.24 12.00 28 Apr '17 0.428 0.50 13 16 Jun '17 0.512 1.08 24 -0.00 0.08 -0.58
44 GME 22.46 22.00 5 May '17 0.306 0.66 30 21 Jul '17 0.390 1.60 6 -0.00 0.08 -0.94
45 GME 22.46 22.00 19 May '17 0.306 0.83 22 21 Jul '17 0.390 1.60 6 -0.00 0.08 -0.77
46 COUP 24.99 22.50 21 Apr '17 0.440 0.35 130 16 Jun '17 0.524 0.95 41 -0.00 0.08 -0.60
47 USB 52.12 52.50 7 Apr '17 0.071 0.75 5 16 Jun '17 0.154 1.79 6 -0.00 0.08 -1.04
48 TWTR 14.92 15.00 21 Apr '17 0.303 0.50 552 16 Jun '17 0.386 1.09 113 -0.00 0.08 -0.59
49 FSLR 27.47 27.50 21 Apr '17 0.355 1.00 383 16 Jun '17 0.437 2.14 95 -0.00 0.08 -1.14
50 FAS 45.02 45.00 13 Apr '17 0.307 1.26 5 16 Jun '17 0.388 3.00 8 -0.00 0.08 -1.74
51 BBY 48.59 49.00 21 Apr '17 0.242 1.39 14 16 Jun '17 0.323 3.15 30 -0.00 0.08 -1.76
52 OPK 7.97 8.00 21 Apr '17 0.332 0.30 141 16 Jun '17 0.413 0.55 10 -0.00 0.08 -0.25
53 CRM 82.56 82.50 13 Apr '17 0.175 1.25 4 16 Jun '17 0.255 3.70 15 -0.00 0.08 -2.45
54 ETSY 10.40 10.00 21 Apr '17 0.399 0.25 20 16 Jun '17 0.478 0.65 10 -0.00 0.08 -0.40
55 ABBV 65.46 65.00 7 Apr '17 0.143 0.40 47 16 Jun '17 0.222 2.36 2 -0.00 0.08 -1.96
56 TWTR 14.92 15.00 13 Apr '17 0.307 0.44 137 16 Jun '17 0.386 1.09 113 -0.00 0.08 -0.65
57 VALE 9.54 10.00 7 Apr '17 0.479 0.60 80 16 Jun '17 0.557 1.21 150 -0.00 0.08 -0.61
58 ARRY 9.08 9.00 21 Apr '17 0.610 0.65 20 16 Jun '17 0.688 1.05 50 -0.00 0.08 -0.40
59 DIN 54.00 50.00 21 Apr '17 0.276 0.30 5 16 Jun '17 0.354 1.70 1 -0.00 0.08 -1.40
60 NVDA 109.40 110.00 28 Apr '17 0.300 4.20 136 16 Jun '17 0.377 7.80 93 -0.00 0.08 -3.60
61 BBY 48.59 49.00 28 Apr '17 0.245 1.67 1 16 Jun '17 0.323 3.15 30 -0.00 0.08 -1.48
62 DE 109.17 110.00 21 Apr '17 0.104 1.98 23 16 Jun '17 0.180 4.30 36 -0.00 0.08 -2.32
63 ZNGA 2.88 3.00 21 Apr '17 0.303 0.18 10 16 Jun '17 0.379 0.25 13 -0.00 0.08 -0.07
64 AKS 7.23 7.00 7 Apr '17 0.514 0.13 57 16 Jun '17 0.589 0.65 161 -0.00 0.08 -0.52
65 EBAY 33.70 34.00 7 Apr '17 0.159 0.54 6 16 Jun '17 0.234 1.58 25 -0.00 0.08 -1.04
66 CTRP 49.69 50.00 21 Apr '17 0.192 1.20 5 16 Jun '17 0.267 2.50 3 -0.00 0.07 -1.30
67 FCAU 10.98 11.00 21 Apr '17 0.293 0.35 23 16 Jun '17 0.367 0.70 5 -0.00 0.07 -0.35
68 SLW 20.31 20.00 21 Apr '17 0.300 0.48 94 16 Jun '17 0.374 1.22 9 -0.00 0.07 -0.74
69 CY 13.97 14.00 21 Apr '17 0.281 0.45 263 16 Jun '17 0.354 0.85 20 -0.00 0.07 -0.40
70 AOBC 19.64 20.00 21 Apr '17 0.258 0.75 124 16 Jun '17 0.330 1.30 95 -0.00 0.07 -0.55
71 WYNN 114.30 115.00 21 Apr '17 0.280 3.60 229 16 Jun '17 0.351 7.50 49 -0.00 0.07 -3.90
72 ANF 12.24 12.00 7 Apr '17 0.441 0.23 68 16 Jun '17 0.512 1.08 24 -0.00 0.07 -0.85
73 MGM 27.33 27.00 21 Apr '17 0.228 0.47 690 16 Jun '17 0.299 1.30 45 -0.00 0.07 -0.83
74 GILD 67.53 67.50 7 Apr '17 0.157 0.64 38 16 Jun '17 0.227 2.77 115 -0.00 0.07 -2.13
75 GILD 67.53 67.50 21 Apr '17 0.157 1.05 79 16 Jun '17 0.227 2.77 115 -0.00 0.07 -1.72
76 FNGN 42.60 40.00 21 Apr '17 0.298 0.40 1 16 Jun '17 0.367 1.50 1 -0.00 0.07 -1.10
77 STX 47.12 47.00 7 Apr '17 0.291 0.76 37 16 Jun '17 0.360 3.00 3 -0.00 0.07 -2.24
78 SPXU 17.04 18.00 21 Apr '17 0.276 1.20 3 16 Jun '17 0.344 1.50 2 -0.00 0.07 -0.30
79 HALO 13.03 13.00 21 Apr '17 0.483 0.80 4 16 Jun '17 0.551 1.10 2 -0.00 0.07 -0.30
80 X 33.87 34.00 21 Apr '17 0.456 1.60 449 16 Jun '17 0.524 3.30 213 -0.00 0.07 -1.70
81 SPWR 6.09 6.00 7 Apr '17 0.622 0.20 50 16 Jun '17 0.690 0.63 2 -0.00 0.07 -0.43
82 CRM 82.56 82.50 7 Apr '17 0.188 0.96 9 16 Jun '17 0.255 3.70 15 -0.00 0.07 -2.74
83 FOLD 7.21 7.00 21 Jul '17 0.673 1.05 62 15 Sep '17 0.739 1.25 61 -0.00 0.07 -0.20
84 XBI 69.25 69.00 13 Apr '17 0.214 1.14 23 16 Jun '17 0.280 3.35 66 -0.00 0.07 -2.21
85 S 8.52 9.00 28 Apr '17 0.366 0.88 5 16 Jun '17 0.432 0.95 6 -0.00 0.07 -0.07
86 AVGO 220.04 220.00 21 Apr '17 0.197 4.30 57 16 Jun '17 0.262 10.40 41 -0.00 0.06 -6.10
87 FAS 45.02 45.00 7 Apr '17 0.324 0.94 49 16 Jun '17 0.388 3.00 8 -0.00 0.06 -2.06
88 URBN 24.46 24.00 28 Apr '17 0.354 0.80 49 16 Jun '17 0.418 1.55 41 -0.00 0.06 -0.75
89 EAT 43.95 45.00 21 Apr '17 0.173 1.45 20 16 Jun '17 0.237 2.50 5 -0.00 0.06 -1.05
90 NE 6.21 6.00 21 Apr '17 0.499 0.22 122 16 Jun '17 0.564 0.52 75 -0.00 0.06 -0.30
91 WFT 6.60 7.00 21 Apr '17 0.466 0.58 215 16 Jun '17 0.530 0.85 10 -0.00 0.06 -0.27
92 MGM 27.33 27.00 13 Apr '17 0.235 0.39 47 16 Jun '17 0.299 1.30 45 -0.00 0.06 -0.91
93 CMCSA 37.51 37.50 7 Apr '17 0.091 0.40 16 16 Jun '17 0.155 1.17 9 -0.00 0.06 -0.77
94 AMGN 164.38 165.00 21 Apr '17 0.152 2.85 215 16 Jun '17 0.216 6.75 2 -0.00 0.06 -3.90
95 STX 47.12 47.00 13 Apr '17 0.296 1.05 3 16 Jun '17 0.360 3.00 3 -0.00 0.06 -1.95
96 BIDU 172.36 170.00 21 Apr '17 0.174 2.03 797 16 Jun '17 0.237 6.25 379 -0.00 0.06 -4.22
97 CRM 82.56 82.50 21 Apr '17 0.192 1.56 155 16 Jun '17 0.255 3.70 15 -0.00 0.06 -2.14
98 DKS 49.12 49.00 21 Apr '17 0.273 1.30 14 16 Jun '17 0.334 2.90 10 -0.00 0.06 -1.60
99 CRM 82.56 82.50 28 Apr '17 0.193 1.90 10 16 Jun '17 0.255 3.70 15 -0.00 0.06 -1.80
100 SINA 72.72 72.50 21 Apr '17 0.288 2.17 1 16 Jun '17 0.349 4.40 66 -0.00 0.06 -2.23
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