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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 AMRN 3.05 3.00 27 Jan '17 0.387 0.20 10 17 Mar '17 0.886 0.10 100 1.00 0.50 0.10
2 UVXY 7.65 8.00 6 Jan '17 0.934 0.84 128 17 Mar '17 1.397 2.21 37 -0.00 0.46 -1.37
3 VHC 2.45 3.00 20 Jan '17 1.165 0.85 255 17 Mar '17 1.442 0.85 160 1.00 0.28  0
4 UVXY 7.65 8.00 20 Jan '17 1.163 1.24 461 17 Mar '17 1.397 2.21 37 -0.00 0.23 -0.97
5 VXX 23.83 24.00 6 Jan '17 0.449 1.00 107 17 Mar '17 0.682 3.20 70 -0.00 0.23 -2.20
6 MACK 4.38 4.00 20 Jan '17 0.633 0.30 35 17 Mar '17 0.836 0.35 50 -0.00 0.20 -0.05
7 AGI 6.06 7.50 20 Jan '17 0.405 1.60 10 17 Mar '17 0.597 1.55 1 1.00 0.19 0.05
8 VXX 23.83 24.00 13 Jan '17 0.522 1.36 52 17 Mar '17 0.682 3.20 70 -0.00 0.16 -1.84
9 SDRL 3.53 3.50 17 Feb '17 1.201 0.80 152 21 Apr '17 1.354 1.00 13 -0.00 0.15 -0.20
10 GNC 13.00 12.50 20 Jan '17 0.482 0.55 36 17 Mar '17 0.626 1.25 2 -0.00 0.14 -0.70
11 GBT 15.15 15.00 20 Jan '17 0.623 1.20 35 17 Mar '17 0.767 1.95 20 -0.00 0.14 -0.75
12 FEYE 12.54 13.00 20 Jan '17 0.441 1.00 42 17 Mar '17 0.576 1.53 61 -0.00 0.13 -0.53
13 SHLD 9.89 10.00 20 Jan '17 0.890 1.08 319 17 Mar '17 1.021 1.90 59 -0.00 0.13 -0.82
14 CG 15.60 15.00 20 Jan '17 0.215 0.20 46 17 Mar '17 0.346 0.65 20 -0.00 0.13 -0.45
15 FOSL 27.82 28.00 6 Jan '17 0.422 1.20 25 17 Mar '17 0.548 2.90 20 -0.00 0.13 -1.70
16 VXX 23.83 24.00 20 Jan '17 0.558 1.62 6,496 17 Mar '17 0.682 3.20 70 -0.00 0.12 -1.58
17 SPLS 9.70 10.00 20 Jan '17 0.143 0.50 3 17 Mar '17 0.266 0.70 12 -0.00 0.12 -0.20
18 TWTR 17.08 17.00 6 Jan '17 0.382 0.52 591 17 Mar '17 0.505 1.60 1,052 -0.00 0.12 -1.08
19 NVDA 105.83 105.00 6 Jan '17 0.350 2.73 39 17 Mar '17 0.471 8.95 119 -0.00 0.12 -6.22
20 FEYE 12.54 13.00 6 Jan '17 0.456 0.83 11 17 Mar '17 0.576 1.53 61 -0.00 0.12 -0.70
21 ARRY 8.58 9.00 20 Jan '17 0.667 1.05 21 17 Mar '17 0.787 1.40 10 -0.00 0.12 -0.35
22 HIMX 5.97 6.00 13 Jan '17 0.475 0.40 100 17 Mar '17 0.594 0.65 20 -0.00 0.12 -0.25
23 FNSR 31.55 32.00 20 Jan '17 0.325 1.50 4 17 Mar '17 0.440 2.75 3 -0.00 0.11 -1.25
24 NVDA 105.83 105.00 20 Jan '17 0.357 3.95 495 17 Mar '17 0.471 8.95 119 -0.00 0.11 -5.00
25 NVDA 105.83 105.00 13 Jan '17 0.360 3.45 25 17 Mar '17 0.471 8.95 119 -0.00 0.11 -5.50
26 VXX 23.83 24.00 27 Jan '17 0.575 1.88 14 17 Mar '17 0.682 3.20 70 -0.00 0.11 -1.32
27 MT 7.59 8.00 20 Jan '17 0.365 0.64 278 17 Mar '17 0.470 0.92 64 -0.00 0.11 -0.28
28 NVDA 105.83 105.00 27 Jan '17 0.367 4.55 56 17 Mar '17 0.471 8.95 119 -0.00 0.10 -4.40
29 FNSR 31.55 31.00 20 Jan '17 0.340 1.00 1 17 Mar '17 0.437 2.30 57 -0.00 0.10 -1.30
30 TWTR 17.08 17.00 13 Jan '17 0.410 0.68 308 17 Mar '17 0.505 1.60 1,052 -0.00 0.09 -0.92
31 WFT 4.96 5.00 20 Jan '17 0.562 0.35 240 17 Mar '17 0.657 0.62 100 -0.00 0.09 -0.27
32 TWTR 17.08 17.00 20 Jan '17 0.411 0.77 2,201 17 Mar '17 0.505 1.60 1,052 -0.00 0.09 -0.83
33 MTCH 17.53 17.50 20 Jan '17 0.370 0.80 107 17 Mar '17 0.463 1.45 41 -0.00 0.09 -0.65
34 JKS 15.51 16.00 20 Jan '17 0.491 1.25 45 17 Mar '17 0.583 1.95 101 -0.00 0.09 -0.70
35 SPWR 7.21 7.00 6 Jan '17 0.634 0.32 26 17 Mar '17 0.725 0.83 80 -0.00 0.09 -0.51
36 WDAY 67.90 67.50 20 Jan '17 0.287 2.10 37 17 Mar '17 0.375 4.50 812 -0.00 0.09 -2.40
37 FB 119.04 120.00 6 Jan '17 0.165 2.21 34 17 Mar '17 0.253 6.25 261 -0.00 0.09 -4.04
38 ANF 12.84 13.00 27 Jan '17 0.450 0.84 6 17 Mar '17 0.537 1.50 52 -0.00 0.09 -0.66
39 ANF 12.84 13.00 20 Jan '17 0.452 0.76 144 17 Mar '17 0.537 1.50 52 -0.00 0.09 -0.74
40 SWHC 22.01 23.00 20 Jan '17 0.302 1.50 6 17 Mar '17 0.387 2.05 6 -0.00 0.08 -0.55
41 TWTR 17.08 17.00 27 Jan '17 0.421 0.88 337 17 Mar '17 0.505 1.60 1,052 -0.00 0.08 -0.72
42 SHAK 37.27 37.50 20 Jan '17 0.329 1.65 110 17 Mar '17 0.413 2.90 10 -0.00 0.08 -1.25
43 SQ 14.38 14.00 20 Jan '17 0.319 0.40 13 17 Mar '17 0.403 0.85 6 -0.00 0.08 -0.45
44 HSBC 40.52 41.00 20 Jan '17 0.189 1.15 2 17 Mar '17 0.272 2.37 75 -0.00 0.08 -1.22
45 SPWR 7.21 7.00 27 Jan '17 0.643 0.54 6 17 Mar '17 0.725 0.83 80 -0.00 0.08 -0.29
46 SWHC 22.01 22.00 20 Jan '17 0.320 0.85 93 17 Mar '17 0.401 1.60 85 -0.00 0.08 -0.75
47 TASR 25.01 25.00 20 Jan '17 0.352 1.05 180 17 Mar '17 0.431 2.00 50 -0.00 0.08 -0.95
48 FB 119.04 120.00 13 Jan '17 0.174 2.65 44 17 Mar '17 0.253 6.25 261 -0.00 0.08 -3.60
49 OIL 6.15 7.00 20 Jan '17 0.162 0.90 20 17 Mar '17 0.240 0.80 14 1.00 0.08 0.10
50 CDE 9.01 9.00 20 Jan '17 0.588 0.65 22 17 Mar '17 0.666 1.10 5 -0.00 0.08 -0.45
51 DKS 57.31 57.50 20 Jan '17 0.275 2.05 231 17 Mar '17 0.352 3.90 34 -0.00 0.08 -1.85
52 ANF 12.84 13.00 13 Jan '17 0.461 0.69 26 17 Mar '17 0.537 1.50 52 -0.00 0.08 -0.81
53 WLL 12.12 12.00 6 Jan '17 0.554 0.60 10 17 Mar '17 0.628 1.35 112 -0.00 0.07 -0.75
54 XOP 41.91 42.00 6 Jan '17 0.248 0.94 2 17 Mar '17 0.322 2.62 611 -0.00 0.07 -1.68
55 TRIP 46.28 46.00 20 Jan '17 0.352 1.85 10 17 Mar '17 0.425 3.50 11 -0.00 0.07 -1.65
56 CLF 9.18 9.00 20 Jan '17 0.651 0.60 46 17 Mar '17 0.725 1.16 11 -0.00 0.07 -0.56
57 KKR 16.62 17.00 20 Jan '17 0.204 0.75 15 17 Mar '17 0.277 1.05 70 -0.00 0.07 -0.30
58 DNKN 54.64 55.00 20 Jan '17 0.193 1.75 1 17 Mar '17 0.266 2.70 46 -0.00 0.07 -0.95
59 FB 119.04 120.00 20 Jan '17 0.180 2.99 513 17 Mar '17 0.253 6.25 261 -0.00 0.07 -3.26
60 ZOES 26.06 25.00 20 Jan '17 0.377 0.90 15 17 Mar '17 0.449 1.55 8 -0.00 0.07 -0.65
61 AKS 10.89 11.00 6 Jan '17 0.573 0.60 2 17 Mar '17 0.645 1.40 2 -0.00 0.07 -0.80
62 EBAY 29.36 29.00 6 Jan '17 0.194 0.33 1 17 Mar '17 0.266 1.31 19 -0.00 0.07 -0.98
63 DKS 57.31 55.00 20 Jan '17 0.295 1.05 119 17 Mar '17 0.366 2.85 45 -0.00 0.07 -1.80
64 CXW 23.59 23.00 20 Jan '17 0.353 0.75 100 17 Mar '17 0.424 1.50 10 -0.00 0.07 -0.75
65 CLF 9.18 9.00 13 Jan '17 0.655 0.53 200 17 Mar '17 0.725 1.16 11 -0.00 0.07 -0.63
66 SPWR 7.21 7.00 20 Jan '17 0.658 0.47 56 17 Mar '17 0.725 0.83 80 -0.00 0.07 -0.36
67 HIMX 5.97 6.00 20 Jan '17 0.526 0.40 191 17 Mar '17 0.594 0.65 20 -0.00 0.07 -0.25
68 HRB 23.21 23.00 17 Feb '17 0.246 0.95 1 21 Apr '17 0.313 1.55 32 -0.00 0.07 -0.60
69 MTDR 25.07 25.00 20 Jan '17 0.449 1.35 100 17 Mar '17 0.515 2.25 3 -0.00 0.07 -0.90
70 OCN 5.72 6.00 17 Feb '17 0.535 0.70 10 21 Apr '17 0.600 0.85 34 -0.00 0.06 -0.15
71 EBAY 29.36 29.00 13 Jan '17 0.201 0.44 100 17 Mar '17 0.266 1.31 19 -0.00 0.06 -0.87
72 FCX 14.05 14.00 6 Jan '17 0.448 0.52 24 17 Mar '17 0.512 1.35 111 -0.00 0.06 -0.83
73 GLNG 23.76 25.00 20 Jan '17 0.442 2.00 4 17 Mar '17 0.506 3.00 108 -0.00 0.06 -1.00
74 GLNG 23.76 22.50 20 Jan '17 0.465 0.75 38 17 Mar '17 0.528 1.75 4 -0.00 0.06 -1.00
75 PAY 18.32 19.00 17 Feb '17 0.286 1.30 2 21 Apr '17 0.348 1.80 42 -0.00 0.06 -0.50
76 GM 36.42 36.00 6 Jan '17 0.237 0.54 51 17 Mar '17 0.299 1.88 1,498 -0.00 0.06 -1.34
77 NBR 16.71 16.00 20 Jan '17 0.423 0.51 51 17 Mar '17 0.484 1.14 8 -0.00 0.06 -0.63
78 SBUX 57.44 57.50 6 Jan '17 0.149 0.76 17 17 Mar '17 0.211 2.35 130 -0.00 0.06 -1.59
79 BUFF 24.46 25.00 20 Jan '17 0.256 1.10 15 17 Mar '17 0.317 1.70 100 -0.00 0.06 -0.60
80 QCOM 67.16 67.50 6 Jan '17 0.174 1.18 4 17 Mar '17 0.235 3.45 142 -0.00 0.06 -2.27
81 URBN 29.92 30.00 20 Jan '17 0.361 1.35 35 17 Mar '17 0.421 2.40 15 -0.00 0.06 -1.05
82 CLF 9.18 9.00 6 Jan '17 0.666 0.43 36 17 Mar '17 0.725 1.16 11 -0.00 0.06 -0.73
83 AKS 10.89 11.00 20 Jan '17 0.587 0.80 412 17 Mar '17 0.645 1.40 2 -0.00 0.06 -0.60
84 SWN 10.98 10.00 20 Jan '17 0.564 0.30 1,290 17 Mar '17 0.621 0.81 16 -0.00 0.06 -0.51
85 SUN 23.54 22.50 20 Jan '17 0.311 0.45 155 17 Mar '17 0.368 1.35 117 -0.00 0.06 -0.90
86 P 13.28 13.00 6 Jan '17 0.486 0.45 8 17 Mar '17 0.543 1.21 94 -0.00 0.06 -0.76
87 EA 79.66 80.00 13 Jan '17 0.228 2.02 5 17 Mar '17 0.284 4.50 37 -0.00 0.06 -2.48
88 CRM 70.11 70.00 6 Jan '17 0.239 1.37 74 17 Mar '17 0.295 3.90 22 -0.00 0.06 -2.53
89 P 13.28 13.00 20 Jan '17 0.487 0.64 67 17 Mar '17 0.543 1.21 94 -0.00 0.06 -0.57
90 PAY 18.32 18.00 17 Feb '17 0.295 0.75 15 21 Apr '17 0.350 1.25 38 -0.00 0.06 -0.50
91 BBY 46.82 47.00 20 Jan '17 0.290 1.67 8 17 Mar '17 0.345 3.30 1 -0.00 0.06 -1.63
92 SBUX 57.44 57.50 13 Jan '17 0.156 0.94 10 17 Mar '17 0.211 2.35 130 -0.00 0.05 -1.41
93 EA 79.66 80.00 20 Jan '17 0.229 2.29 101 17 Mar '17 0.284 4.50 37 -0.00 0.05 -2.21
94 NBR 16.71 17.00 20 Jan '17 0.408 0.97 29 17 Mar '17 0.463 1.62 2 -0.00 0.05 -0.65
95 SBUX 57.44 57.50 20 Jan '17 0.156 1.06 611 17 Mar '17 0.211 2.35 130 -0.00 0.05 -1.29
96 HTZ 22.45 20.00 17 Feb '17 0.592 1.10 11 21 Apr '17 0.646 1.95 3 -0.00 0.05 -0.85
97 NCLH 44.93 45.00 20 Jan '17 0.300 1.65 5 17 Mar '17 0.353 3.00 10 -0.00 0.05 -1.35
98 QCOM 67.16 67.50 13 Jan '17 0.183 1.43 54 17 Mar '17 0.235 3.45 142 -0.00 0.05 -2.02
99 GM 36.42 36.00 20 Jan '17 0.247 0.84 128 17 Mar '17 0.299 1.88 1,498 -0.00 0.05 -1.04
100 JNK 36.52 37.00 20 Jan '17 0.089 0.80 1 17 Mar '17 0.140 1.10 5 -0.00 0.05 -0.30
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