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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 11.22 11.00 4 Aug '17 0.445 0.12 7,776 20 Oct '17 0.654 1.24 595 -0.00 0.21 -1.12
2 VXX 11.22 11.00 11 Aug '17 0.467 0.27 838 20 Oct '17 0.654 1.24 595 -0.00 0.19 -0.97
3 NUGT 32.80 33.00 4 Aug '17 0.696 1.11 741 20 Oct '17 0.869 5.35 23 -0.00 0.17 -4.24
4 NUGT 32.80 33.00 11 Aug '17 0.719 1.77 57 20 Oct '17 0.869 5.35 23 -0.00 0.15 -3.58
5 NUGT 32.80 33.00 18 Aug '17 0.728 2.27 74 20 Oct '17 0.869 5.35 23 -0.00 0.14 -3.08
6 ERX 26.89 27.00 4 Aug '17 0.349 0.60 10 20 Oct '17 0.484 2.35 350 -0.00 0.13 -1.75
7 NTNX 21.25 20.00 18 Aug '17 0.564 0.55 65 20 Oct '17 0.693 1.85 5 -0.00 0.13 -1.30
8 NAT 5.88 6.00 18 Aug '17 0.518 0.45 60 20 Oct '17 0.646 0.80 700 -0.00 0.13 -0.35
9 VXX 11.22 11.00 18 Aug '17 0.526 0.42 5,473 20 Oct '17 0.654 1.24 595 -0.00 0.13 -0.82
10 VXX 11.22 11.00 25 Aug '17 0.530 0.52 326 20 Oct '17 0.654 1.24 595 -0.00 0.12 -0.72
11 NUGT 32.80 33.00 25 Aug '17 0.751 2.74 10 20 Oct '17 0.869 5.35 23 -0.00 0.12 -2.61
12 VXX 11.22 11.00 1 Sep '17 0.557 0.63 127 17 Nov '17 0.674 1.47 63 -0.00 0.12 -0.84
13 FAZ 15.89 16.00 4 Aug '17 0.239 0.36 15 20 Oct '17 0.354 1.04 1 -0.00 0.12 -0.68
14 VXX 11.22 11.00 8 Sep '17 0.571 0.73 2 17 Nov '17 0.674 1.47 63 -0.00 0.10 -0.74
15 GME 21.69 22.00 18 Aug '17 0.317 0.88 63 20 Oct '17 0.419 1.86 57 -0.00 0.10 -0.98
16 ERX 26.89 27.00 11 Aug '17 0.383 0.85 2 20 Oct '17 0.484 2.35 350 -0.00 0.10 -1.50
17 CUDA 22.47 22.50 18 Aug '17 0.344 0.75 5 20 Oct '17 0.437 1.80 1 -0.00 0.09 -1.05
18 AKAM 47.14 47.50 15 Sep '17 0.227 1.80 46 17 Nov '17 0.313 3.25 46 -0.00 0.09 -1.45
19 NAVI 14.75 15.00 18 Aug '17 0.274 0.60 37 20 Oct '17 0.358 1.05 1 -0.00 0.08 -0.45
20 STX 32.96 33.00 18 Aug '17 0.286 0.88 342 20 Oct '17 0.368 2.14 3 -0.00 0.08 -1.26
21 IMGN 5.94 6.00 18 Aug '17 0.699 0.50 152 20 Oct '17 0.781 0.80 30 -0.00 0.08 -0.30
22 RAD 2.24 2.50 4 Aug '17 0.579 0.29 20 20 Oct '17 0.661 0.37 40 -0.00 0.08 -0.08
23 GE 25.61 26.00 8 Sep '17 0.070 0.70 3 17 Nov '17 0.151 1.14 24 -0.00 0.08 -0.44
24 STX 32.96 33.00 25 Aug '17 0.288 1.07 15 20 Oct '17 0.368 2.14 3 -0.00 0.08 -1.07
25 ORC 9.53 10.00 18 Aug '17 0.286 0.60 26 20 Oct '17 0.364 0.85 5 -0.00 0.08 -0.25
26 TWLO 29.17 29.00 4 Aug '17 0.445 0.49 55 20 Oct '17 0.523 2.60 12 -0.00 0.08 -2.11
27 VXX 11.22 11.00 15 Sep '17 0.597 0.84 1,387 17 Nov '17 0.674 1.47 63 -0.00 0.08 -0.63
28 FAZ 15.89 16.00 18 Aug '17 0.278 0.53 3 20 Oct '17 0.354 1.04 1 -0.00 0.08 -0.51
29 BABY 35.20 35.00 18 Aug '17 0.240 0.75 150 20 Oct '17 0.312 1.80 4 -0.00 0.07 -1.05
30 STX 32.96 33.00 11 Aug '17 0.298 0.76 24 20 Oct '17 0.368 2.14 3 -0.00 0.07 -1.38
31 KS 22.86 22.50 15 Sep '17 0.303 0.85 72 17 Nov '17 0.372 1.55 2 -0.00 0.07 -0.70
32 NRZ 17.00 17.00 15 Sep '17 0.177 0.50 44 17 Nov '17 0.246 0.85 89 -0.00 0.07 -0.35
33 KTOS 11.01 12.50 15 Sep '17 0.443 1.80 14 17 Nov '17 0.511 2.10 10 -0.00 0.07 -0.30
34 GME 21.69 22.00 4 Aug '17 0.352 0.53 203 20 Oct '17 0.419 1.86 57 -0.00 0.07 -1.33
35 BBRY 9.38 9.00 25 Aug '17 0.316 0.18 18 20 Oct '17 0.380 0.46 65 -0.00 0.06 -0.28
36 STX 32.96 33.00 4 Aug '17 0.305 0.46 113 20 Oct '17 0.368 2.14 3 -0.00 0.06 -1.68
37 CHS 9.15 9.00 18 Aug '17 0.461 0.35 3 20 Oct '17 0.523 0.80 2 -0.00 0.06 -0.45
38 FN 45.01 45.00 18 Aug '17 0.403 1.85 5 20 Oct '17 0.464 3.60 6 -0.00 0.06 -1.75
39 SKX 28.09 28.00 18 Aug '17 0.320 0.80 143 20 Oct '17 0.381 1.80 2 -0.00 0.06 -1.00
40 YINN 26.71 27.00 18 Aug '17 0.409 1.20 2 20 Oct '17 0.469 2.40 4 -0.00 0.06 -1.20
41 UCO 17.33 17.00 18 Aug '17 0.563 0.79 134 20 Oct '17 0.621 1.63 5 -0.00 0.06 -0.84
42 SKX 28.09 28.00 25 Aug '17 0.323 0.95 4 20 Oct '17 0.381 1.80 2 -0.00 0.06 -0.85
43 BBRY 9.38 9.00 18 Aug '17 0.323 0.13 169 20 Oct '17 0.380 0.46 65 -0.00 0.06 -0.33
44 JCP 5.41 5.00 8 Sep '17 0.626 0.27 33 17 Nov '17 0.683 0.52 4,017 -0.00 0.06 -0.25
45 BOIL 8.37 9.00 18 Aug '17 0.611 1.05 20 20 Oct '17 0.667 1.30 21 -0.00 0.06 -0.25
46 EDIT 16.92 15.00 15 Sep '17 0.599 0.70 11 17 Nov '17 0.655 1.30 8 -0.00 0.06 -0.60
47 UCO 17.33 17.00 11 Aug '17 0.566 0.59 85 20 Oct '17 0.621 1.63 5 -0.00 0.06 -1.04
48 GE 25.61 26.00 15 Sep '17 0.097 0.80 1,643 17 Nov '17 0.151 1.14 24 -0.00 0.05 -0.34
49 PDCO 41.72 42.00 18 Aug '17 0.176 1.00 4 20 Oct '17 0.228 1.85 2 -0.00 0.05 -0.85
50 ARNA 23.76 24.00 25 Aug '17 0.593 1.66 1 20 Oct '17 0.646 2.78 2 -0.00 0.05 -1.12
51 TOT 50.67 50.00 15 Sep '17 0.112 0.90 10 17 Nov '17 0.162 1.60 1 -0.00 0.05 -0.70
52 PSEC 8.17 8.00 15 Sep '17 0.177 0.20 1 17 Nov '17 0.226 0.30 30 -0.00 0.05 -0.10
53 ORCL 49.93 50.00 18 Aug '17 0.132 0.66 193 20 Oct '17 0.180 1.76 9 -0.00 0.05 -1.10
54 GME 21.69 22.00 11 Aug '17 0.371 0.79 1 20 Oct '17 0.419 1.86 57 -0.00 0.05 -1.07
55 HYG 88.91 89.00 18 Aug '17 0.043 0.72 24 20 Oct '17 0.091 1.62 113 -0.00 0.05 -0.90
56 ASHR 28.21 28.00 18 Aug '17 0.135 0.32 137 20 Oct '17 0.182 0.78 1 -0.00 0.05 -0.46
57 KIM 20.18 20.00 18 Aug '17 0.230 0.40 7 20 Oct '17 0.277 0.85 5 -0.00 0.05 -0.45
58 ERX 26.89 27.00 18 Aug '17 0.438 1.15 10 20 Oct '17 0.484 2.35 350 -0.00 0.05 -1.20
59 SKX 28.09 28.00 4 Aug '17 0.336 0.40 8 20 Oct '17 0.381 1.80 2 -0.00 0.04 -1.40
60 WDC 85.12 85.00 25 Aug '17 0.290 2.75 24 20 Oct '17 0.334 5.15 80 -0.00 0.04 -2.40
61 ORCL 49.93 50.00 11 Aug '17 0.136 0.56 20 20 Oct '17 0.180 1.76 9 -0.00 0.04 -1.20
62 MSFT 72.72 72.50 8 Sep '17 0.147 1.55 45 17 Nov '17 0.191 3.20 61 -0.00 0.04 -1.65
63 NFLX 181.66 180.00 11 Aug '17 0.301 3.20 1,385 20 Oct '17 0.345 10.75 107 -0.00 0.04 -7.55
64 WDC 85.12 85.00 18 Aug '17 0.291 2.23 136 20 Oct '17 0.334 5.15 80 -0.00 0.04 -2.92
65 SN 5.64 5.00 18 Aug '17 0.828 0.20 4 20 Oct '17 0.871 0.45 3 -0.00 0.04 -0.25
66 SIG 61.16 60.00 18 Aug '17 0.431 1.95 11 20 Oct '17 0.473 4.60 5 -0.00 0.04 -2.65
67 NFLX 181.66 180.00 25 Aug '17 0.302 5.00 18 20 Oct '17 0.345 10.75 107 -0.00 0.04 -5.75
68 TWTR 16.09 16.00 25 Aug '17 0.343 0.59 38 20 Oct '17 0.385 1.01 232 -0.00 0.04 -0.42
69 BAC 24.12 24.00 11 Aug '17 0.172 0.24 933 20 Oct '17 0.214 0.92 208 -0.00 0.04 -0.68
70 MSFT 72.72 72.50 1 Sep '17 0.150 1.40 7 17 Nov '17 0.191 3.20 61 -0.00 0.04 -1.80
71 XLF 25.07 25.00 11 Aug '17 0.106 0.18 1,343 20 Oct '17 0.146 0.62 1,143 -0.00 0.04 -0.44
72 FDX 208.03 210.00 4 Aug '17 0.161 2.69 124 20 Oct '17 0.201 9.00 24 -0.00 0.04 -6.31
73 F 11.22 11.00 1 Sep '17 0.195 0.19 321 17 Nov '17 0.235 0.45 8,040 -0.00 0.04 -0.26
74 DRI 83.88 85.00 18 Aug '17 0.173 2.05 1 20 Oct '17 0.213 4.10 108 -0.00 0.04 -2.05
75 CSCO 31.45 31.00 11 Aug '17 0.140 0.17 9 20 Oct '17 0.180 0.83 35 -0.00 0.04 -0.66
76 INTC 35.47 35.00 8 Sep '17 0.146 0.72 13 17 Nov '17 0.185 1.39 66 -0.00 0.04 -0.67
77 SPH 24.30 25.00 15 Sep '17 0.285 1.55 20 17 Nov '17 0.324 2.30 3 -0.00 0.04 -0.75
78 OC 67.05 70.00 15 Sep '17 0.165 3.60 4 17 Nov '17 0.204 4.60 1 -0.00 0.04 -1.00
79 BAC 24.12 24.00 18 Aug '17 0.175 0.32 7,403 20 Oct '17 0.214 0.92 208 -0.00 0.04 -0.60
80 ORCL 49.93 50.00 25 Aug '17 0.141 0.84 8 20 Oct '17 0.180 1.76 9 -0.00 0.04 -0.92
81 F 11.22 11.00 15 Sep '17 0.196 0.22 2,547 17 Nov '17 0.235 0.45 8,040 -0.00 0.04 -0.23
82 COG 24.87 25.00 18 Aug '17 0.275 0.80 35 20 Oct '17 0.313 1.45 11 -0.00 0.04 -0.65
83 GE 25.61 26.00 4 Aug '17 0.114 0.42 90 20 Oct '17 0.153 1.06 32 -0.00 0.04 -0.64
84 ABBV 69.91 70.00 15 Sep '17 0.148 1.55 81 17 Nov '17 0.186 2.81 724 -0.00 0.04 -1.26
85 UNIT 25.60 25.00 15 Sep '17 0.279 0.75 42 17 Nov '17 0.317 1.40 7 -0.00 0.04 -0.65
86 SPY 246.79 247.00 9 Aug '17 0.061 1.06 4,155 20 Oct '17 0.098 4.58 2,433 -0.00 0.04 -3.52
87 WMB 31.78 32.00 15 Sep '17 0.193 1.29 7 17 Nov '17 0.231 1.77 6 -0.00 0.04 -0.48
88 BAC 24.12 24.00 25 Aug '17 0.176 0.40 74 20 Oct '17 0.214 0.92 208 -0.00 0.04 -0.52
89 ABBV 69.91 70.00 1 Sep '17 0.149 1.31 4 17 Nov '17 0.186 2.81 724 -0.00 0.04 -1.50
90 ORCL 49.93 50.00 4 Aug '17 0.143 0.35 107 20 Oct '17 0.180 1.76 9 -0.00 0.04 -1.41
91 YUMC 35.79 35.00 15 Sep '17 0.241 0.90 70 17 Nov '17 0.277 1.70 16 -0.00 0.04 -0.80
92 SWKS 104.87 105.00 15 Sep '17 0.283 4.60 172 17 Nov '17 0.319 7.20 10 -0.00 0.04 -2.60
93 EBAY 35.73 36.00 11 Aug '17 0.193 0.64 19 20 Oct '17 0.229 1.65 29 -0.00 0.04 -1.01
94 SPY 246.79 247.00 2 Aug '17 0.062 0.57 24,725 20 Oct '17 0.098 4.58 2,433 -0.00 0.04 -4.01
95 RIC 8.35 7.50 15 Sep '17 0.559 0.40 15 17 Nov '17 0.595 0.55 3 -0.00 0.04 -0.15
96 XLF 25.07 25.00 18 Aug '17 0.110 0.23 105 20 Oct '17 0.146 0.62 1,143 -0.00 0.04 -0.39
97 WMT 79.99 80.00 11 Aug '17 0.117 1.07 22 20 Oct '17 0.153 2.48 46 -0.00 0.04 -1.41
98 YUMC 35.79 35.00 18 Aug '17 0.250 0.50 10 20 Oct '17 0.286 1.45 22 -0.00 0.04 -0.95
99 WDC 85.12 85.00 11 Aug '17 0.299 1.74 622 20 Oct '17 0.334 5.15 80 -0.00 0.04 -3.41
100 JNPR 27.95 28.00 18 Aug '17 0.196 0.54 64 20 Oct '17 0.231 1.15 2 -0.00 0.04 -0.61
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