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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 SDRL 2.86 3.00 3 Feb '17 0.723 0.30 27 21 Apr '17 1.274 0.75 12 -0.00 0.55 -0.45
2 SDRL 2.86 3.00 17 Feb '17 0.981 0.45 3 21 Apr '17 1.274 0.75 12 -0.00 0.29 -0.30
3 VXX 18.97 19.00 3 Feb '17 0.405 0.45 10,755 21 Apr '17 0.664 2.40 677 -0.00 0.26 -1.95
4 SDRL 2.86 3.00 10 Feb '17 1.021 0.40 50 21 Apr '17 1.274 0.75 12 -0.00 0.25 -0.35
5 VXX 18.97 19.00 10 Feb '17 0.442 0.68 408 21 Apr '17 0.664 2.40 677 -0.00 0.22 -1.72
6 VXX 18.97 19.00 24 Feb '17 0.489 1.05 248 21 Apr '17 0.664 2.40 677 -0.00 0.18 -1.35
7 STNG 3.84 4.00 17 Feb '17 0.346 0.25 10 21 Apr '17 0.515 0.45 35 -0.00 0.17 -0.20
8 VXX 18.97 19.00 17 Feb '17 0.496 0.92 1,852 21 Apr '17 0.664 2.40 677 -0.00 0.17 -1.48
9 VXX 18.97 19.00 3 Mar '17 0.517 1.24 116 19 May '17 0.681 2.84 3 -0.00 0.16 -1.60
10 CONN 10.20 10.00 17 Feb '17 0.564 0.55 10 21 Apr '17 0.701 1.20 25 -0.00 0.14 -0.65
11 CHK 6.92 7.00 3 Feb '17 0.354 0.19 1,533 21 Apr '17 0.490 0.68 318 -0.00 0.14 -0.49
12 SKX 24.97 25.00 3 Feb '17 0.279 0.45 17 21 Apr '17 0.406 1.90 89 -0.00 0.13 -1.45
13 VXX 18.97 19.00 10 Mar '17 0.556 1.45 26 19 May '17 0.681 2.84 3 -0.00 0.13 -1.39
14 GME 24.31 24.00 3 Feb '17 0.289 0.27 38 21 Apr '17 0.410 1.72 96 -0.00 0.12 -1.45
15 HTZ 21.42 20.00 17 Feb '17 0.537 0.55 512 21 Apr '17 0.646 1.60 11 -0.00 0.11 -1.05
16 GME 24.31 24.00 24 Feb '17 0.302 0.70 9 21 Apr '17 0.410 1.72 96 -0.00 0.11 -1.02
17 GME 24.31 24.00 10 Feb '17 0.303 0.45 6 21 Apr '17 0.410 1.72 96 -0.00 0.11 -1.27
18 GME 24.31 24.00 17 Feb '17 0.305 0.61 71 21 Apr '17 0.410 1.72 96 -0.00 0.10 -1.11
19 EXPR 10.14 10.00 17 Feb '17 0.327 0.30 22 21 Apr '17 0.426 0.70 259 -0.00 0.10 -0.40
20 NAK 3.00 3.00 17 Mar '17 0.975 0.45 128 19 May '17 1.073 0.65 12 -0.00 0.10 -0.20
21 EXPR 10.14 11.00 17 Feb '17 0.283 1.00 95 21 Apr '17 0.375 1.25 1 -0.00 0.09 -0.25
22 TWTR 16.57 17.00 3 Feb '17 0.333 0.60 505 21 Apr '17 0.422 1.55 111 -0.00 0.09 -0.95
23 CHK 6.92 7.00 10 Feb '17 0.401 0.27 333 21 Apr '17 0.490 0.68 318 -0.00 0.09 -0.41
24 BBY 43.47 43.00 24 Feb '17 0.281 1.28 12 21 Apr '17 0.367 2.89 5 -0.00 0.09 -1.61
25 VXX 18.97 19.00 17 Mar '17 0.596 1.67 860 19 May '17 0.681 2.84 3 -0.00 0.09 -1.17
26 ZIOP 5.78 5.00 17 Feb '17 0.892 0.20 10 21 Apr '17 0.973 0.50 22 -0.00 0.08 -0.30
27 DSW 20.34 20.00 17 Feb '17 0.314 0.50 40 21 Apr '17 0.394 1.25 2 -0.00 0.08 -0.75
28 CHK 6.92 7.00 17 Feb '17 0.418 0.33 748 21 Apr '17 0.490 0.68 318 -0.00 0.07 -0.35
29 NUGT 10.20 10.00 24 Feb '17 1.163 1.21 3 21 Apr '17 1.234 2.17 5 -0.00 0.07 -0.96
30 CSCO 30.98 31.00 10 Feb '17 0.109 0.29 2 21 Apr '17 0.180 1.05 51 -0.00 0.07 -0.76
31 INFY 13.94 14.00 17 Feb '17 0.201 0.35 1,206 21 Apr '17 0.270 0.70 107 -0.00 0.07 -0.35
32 CSCO 30.98 31.00 3 Feb '17 0.111 0.21 193 21 Apr '17 0.180 1.05 51 -0.00 0.07 -0.84
33 HRB 22.19 23.00 17 Feb '17 0.228 1.10 2 21 Apr '17 0.296 1.80 5 -0.00 0.07 -0.70
34 NUGT 10.20 10.00 3 Feb '17 1.166 0.56 1,427 21 Apr '17 1.234 2.17 5 -0.00 0.07 -1.61
35 JWN 42.83 45.00 17 Feb '17 0.313 2.73 78 21 Apr '17 0.377 4.55 30 -0.00 0.06 -1.82
36 NUGT 10.20 10.00 17 Feb '17 1.170 1.04 185 21 Apr '17 1.234 2.17 5 -0.00 0.06 -1.13
37 NUGT 10.20 10.00 10 Feb '17 1.170 0.84 77 21 Apr '17 1.234 2.17 5 -0.00 0.06 -1.33
38 MU 23.97 24.00 10 Feb '17 0.328 0.66 17 21 Apr '17 0.390 1.77 25 -0.00 0.06 -1.11
39 BBY 43.47 43.00 17 Feb '17 0.305 1.08 104 21 Apr '17 0.367 2.89 5 -0.00 0.06 -1.81
40 BBY 43.47 43.00 3 Feb '17 0.306 0.61 104 21 Apr '17 0.367 2.89 5 -0.00 0.06 -2.28
41 MU 23.97 24.00 24 Feb '17 0.330 0.90 16 21 Apr '17 0.390 1.77 25 -0.00 0.06 -0.87
42 BIG 48.67 47.50 17 Feb '17 0.306 1.00 1 21 Apr '17 0.366 2.70 12 -0.00 0.06 -1.70
43 BBY 43.47 43.00 10 Feb '17 0.309 0.89 3 21 Apr '17 0.367 2.89 5 -0.00 0.06 -2.00
44 MAT 26.49 26.00 3 Feb '17 0.259 0.30 23 21 Apr '17 0.316 1.30 23 -0.00 0.06 -1.00
45 DVN 46.64 47.00 3 Feb '17 0.251 0.85 31 21 Apr '17 0.307 2.91 1 -0.00 0.06 -2.06
46 WPC 61.35 60.00 17 Feb '17 0.149 0.65 10 21 Apr '17 0.204 1.60 10 -0.00 0.06 -0.95
47 JNUG 8.36 8.00 3 Feb '17 1.416 0.50 167 21 Apr '17 1.472 2.00 1 -0.00 0.06 -1.50
48 MU 23.97 24.00 17 Feb '17 0.336 0.80 195 21 Apr '17 0.390 1.77 25 -0.00 0.05 -0.97
49 CREE 28.32 28.00 21 Apr '17 0.265 1.32 62 16 Jun '17 0.320 1.97 106 -0.00 0.05 -0.65
50 ABBV 60.00 60.00 3 Mar '17 0.185 1.41 31 19 May '17 0.239 3.05 356 -0.00 0.05 -1.64
51 CRZO 36.37 37.50 17 Feb '17 0.358 2.00 11 21 Apr '17 0.412 3.30 8 -0.00 0.05 -1.30
52 OIH 34.14 34.00 3 Feb '17 0.189 0.30 37 21 Apr '17 0.242 1.49 2,200 -0.00 0.05 -1.19
53 CC 25.39 25.00 3 Feb '17 0.487 0.60 1 21 Apr '17 0.540 2.25 7 -0.00 0.05 -1.65
54 FDX 195.92 195.00 3 Feb '17 0.165 1.39 164 21 Apr '17 0.218 7.80 26 -0.00 0.05 -6.41
55 ABBV 60.00 60.00 10 Mar '17 0.186 1.55 25 19 May '17 0.239 3.05 356 -0.00 0.05 -1.50
56 GLW 26.68 27.00 17 Feb '17 0.128 0.62 351 21 Apr '17 0.181 1.16 141 -0.00 0.05 -0.54
57 STX 44.50 45.00 17 Feb '17 0.299 1.60 327 21 Apr '17 0.351 3.15 51 -0.00 0.05 -1.55
58 SGYP 6.27 6.00 17 Feb '17 0.851 0.40 179 21 Apr '17 0.902 0.85 39 -0.00 0.05 -0.45
59 HRB 22.19 22.00 17 Feb '17 0.255 0.50 504 21 Apr '17 0.307 1.20 3 -0.00 0.05 -0.70
60 ABBV 60.00 60.00 17 Mar '17 0.189 1.67 1,417 19 May '17 0.239 3.05 356 -0.00 0.05 -1.38
61 NGD 3.96 4.00 17 Mar '17 0.499 0.40 30 19 May '17 0.549 0.45 23 -0.00 0.05 -0.05
62 GRMN 49.00 47.50 17 Feb '17 0.210 0.44 5 21 Apr '17 0.260 1.89 1 -0.00 0.05 -1.45
63 MDLZ 44.20 44.00 3 Feb '17 0.203 0.42 65 21 Apr '17 0.252 1.97 55 -0.00 0.05 -1.55
64 CPE 15.62 15.00 17 Feb '17 0.349 0.35 41 21 Apr '17 0.397 0.80 2 -0.00 0.05 -0.45
65 DVN 46.64 47.00 10 Feb '17 0.260 1.15 10 21 Apr '17 0.307 2.91 1 -0.00 0.05 -1.76
66 SIG 79.99 80.00 17 Feb '17 0.313 2.55 105 21 Apr '17 0.360 5.30 10 -0.00 0.05 -2.75
67 AG 9.21 9.00 17 Feb '17 0.630 0.50 347 21 Apr '17 0.677 1.00 9 -0.00 0.05 -0.50
68 ORCL 40.23 40.00 3 Feb '17 0.122 0.18 299 21 Apr '17 0.167 1.21 13 -0.00 0.05 -1.03
69 STX 44.50 44.00 24 Feb '17 0.301 1.29 1 21 Apr '17 0.346 2.60 131 -0.00 0.04 -1.31
70 ORCL 40.23 40.00 10 Feb '17 0.123 0.29 1 21 Apr '17 0.167 1.21 13 -0.00 0.04 -0.92
71 ADBE 113.99 115.00 17 Feb '17 0.163 2.36 27 21 Apr '17 0.207 4.95 10 -0.00 0.04 -2.59
72 AG 9.21 10.00 17 Feb '17 0.621 1.15 31 21 Apr '17 0.665 1.60 2 -0.00 0.04 -0.45
73 SPY 228.99 229.00 1 Feb '17 0.068 0.74 12,808 21 Apr '17 0.112 4.85 406 -0.00 0.04 -4.11
74 FDX 195.92 195.00 17 Feb '17 0.174 2.85 236 21 Apr '17 0.218 7.80 26 -0.00 0.04 -4.95
75 PBR 10.79 11.00 3 Feb '17 0.364 0.37 90 21 Apr '17 0.407 0.92 224 -0.00 0.04 -0.55
76 AMLP 13.16 13.00 24 Feb '17 0.189 0.30 2 21 Apr '17 0.231 0.40 20 -0.00 0.04 -0.10
77 STX 44.50 44.00 17 Feb '17 0.304 1.11 315 21 Apr '17 0.346 2.60 131 -0.00 0.04 -1.49
78 SPY 228.99 229.00 8 Feb '17 0.070 1.17 4,354 21 Apr '17 0.112 4.85 406 -0.00 0.04 -3.68
79 DEO 113.00 110.00 17 Feb '17 0.089 0.60 106 21 Apr '17 0.131 2.10 61 -0.00 0.04 -1.50
80 APLE 20.42 20.00 17 Feb '17 0.164 0.35 3 21 Apr '17 0.206 0.50 1 -0.00 0.04 -0.15
81 HPQ 14.80 15.00 17 Feb '17 0.210 0.42 105 21 Apr '17 0.252 0.88 1 -0.00 0.04 -0.46
82 SPY 228.99 229.00 3 Feb '17 0.070 0.90 23,588 21 Apr '17 0.112 4.85 406 -0.00 0.04 -3.95
83 ADSK 81.76 80.00 17 Feb '17 0.298 1.55 58 21 Apr '17 0.339 4.35 4 -0.00 0.04 -2.80
84 ORCL 40.23 40.00 17 Feb '17 0.125 0.39 142 21 Apr '17 0.167 1.21 13 -0.00 0.04 -0.82
85 JNPR 26.67 27.00 24 Feb '17 0.185 0.83 53 21 Apr '17 0.227 1.29 56 -0.00 0.04 -0.46
86 ORCL 40.23 40.00 24 Feb '17 0.126 0.46 31 21 Apr '17 0.167 1.21 13 -0.00 0.04 -0.75
87 OIH 34.14 34.00 10 Feb '17 0.202 0.49 60 21 Apr '17 0.242 1.49 2,200 -0.00 0.04 -1.00
88 DIA 200.63 200.00 3 Feb '17 0.077 0.60 958 21 Apr '17 0.117 4.10 79 -0.00 0.04 -3.50
89 TAP 95.35 95.00 3 Feb '17 0.168 0.90 2 21 Apr '17 0.208 3.70 11 -0.00 0.04 -2.80
90 WDC 79.52 80.00 3 Feb '17 0.287 1.58 79 21 Apr '17 0.327 5.10 99 -0.00 0.04 -3.52
91 CCL 56.29 57.50 17 Feb '17 0.195 1.85 9 21 Apr '17 0.235 3.10 1 -0.00 0.04 -1.25
92 ADSK 81.76 82.50 17 Feb '17 0.297 2.79 42 21 Apr '17 0.337 5.45 1 -0.00 0.04 -2.66
93 HPQ 14.80 15.00 10 Feb '17 0.212 0.37 1 21 Apr '17 0.252 0.88 1 -0.00 0.04 -0.51
94 SIG 79.99 75.00 17 Feb '17 0.336 0.85 10 21 Apr '17 0.375 3.20 568 -0.00 0.04 -2.35
95 SPY 228.99 229.00 1 Mar '17 0.081 2.23 96 19 May '17 0.119 5.93 10,476 -0.00 0.04 -3.70
96 PBR 10.79 11.00 10 Feb '17 0.369 0.47 18 21 Apr '17 0.407 0.92 224 -0.00 0.04 -0.45
97 MRO 17.41 17.00 3 Feb '17 0.305 0.15 245 21 Apr '17 0.344 0.94 34 -0.00 0.04 -0.79
98 SPY 228.99 229.00 10 Feb '17 0.074 1.33 1,474 21 Apr '17 0.112 4.85 406 -0.00 0.04 -3.52
99 AMAT 35.04 35.00 10 Feb '17 0.214 0.58 15 21 Apr '17 0.251 1.68 40 -0.00 0.04 -1.10
100 CCL 56.29 55.00 17 Feb '17 0.212 0.65 62 21 Apr '17 0.249 2.00 16 -0.00 0.04 -1.35
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