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# Stock Stock
Price
Short Call Long Call Debit Spread Net
IVol
Expiry Strike IVol Price Volume Expiry Strike IVol Price Volume
1 ACRX 2.45 21 Jul '17 2.50 0.881 0.35 1 15 Sep '17 5.00 1.356 0.15 10 0.20 2.50 0.47
2 FOLD 8.51 21 Jul '17 8.00 0.647 1.15 1,038 15 Sep '17 9.00 0.930 1.40 102 -0.25 1.00 0.28
3 FOLD 8.51 21 Jul '17 9.00 0.671 0.70 50 15 Sep '17 10.00 0.936 1.05 46 -0.35 1.00 0.26
4 AGEN 3.39 16 Jun '17 3.00 0.525 0.50 63 18 Aug '17 4.00 0.758 0.20 548 0.30 1.00 0.23
5 KTOS 10.72 16 Jun '17 10.00 0.339 0.80 54 18 Aug '17 12.50 0.529 0.40 32 0.40 2.50 0.19
6 RAD 3.41 16 Jun '17 3.50 1.286 0.35 116 18 Aug '17 4.00 1.475 0.65 128 -0.30 0.50 0.19
7 FOLD 8.51 16 Jun '17 8.00 0.723 0.75 16 18 Aug '17 9.00 0.890 0.95 118 -0.20 1.00 0.17
8 GRPN 3.03 23 Jun '17 3.00 0.421 0.14 18 18 Aug '17 3.50 0.585 0.15 22 -0.01 0.50 0.16
9 UVXY 11.08 30 Jun '17 11.50 1.146 1.32 124 18 Aug '17 12.00 1.308 2.17 100 -0.85 0.50 0.16
10 YELP 29.60 30 Jun '17 29.50 0.355 1.20 4 18 Aug '17 30.00 0.512 2.45 239 -1.25 0.50 0.16
11 YELP 29.60 16 Jun '17 29.50 0.358 0.80 10 18 Aug '17 30.00 0.512 2.45 239 -1.65 0.50 0.15
12 SNAP 20.36 30 Jun '17 20.50 0.367 0.80 1,174 18 Aug '17 21.00 0.516 1.50 25 -0.70 0.50 0.15
13 FIT 5.34 30 Jun '17 5.50 0.417 0.18 15 18 Aug '17 6.00 0.565 0.29 119 -0.11 0.50 0.15
14 FIT 5.34 23 Jun '17 5.50 0.428 0.15 21 18 Aug '17 6.00 0.565 0.29 119 -0.14 0.50 0.14
15 SNAP 20.36 23 Jun '17 20.50 0.380 0.70 68 18 Aug '17 21.00 0.516 1.50 25 -0.80 0.50 0.14
16 UVXY 11.08 23 Jun '17 11.50 1.174 0.96 199 18 Aug '17 12.00 1.308 2.17 100 -1.21 0.50 0.13
17 SNAP 20.36 16 Jun '17 20.50 0.383 0.50 367 18 Aug '17 21.00 0.516 1.50 25 -1.00 0.50 0.13
18 VHC 4.80 21 Jul '17 4.00 0.975 1.30 53 15 Sep '17 5.00 1.105 0.95 49 0.35 1.00 0.13
19 UVXY 11.08 7 Jul '17 11.50 1.187 1.36 10 15 Sep '17 12.00 1.308 2.62 189 -1.26 0.50 0.12
20 BLDR 13.96 16 Jun '17 14.00 0.303 0.40 2 18 Aug '17 15.00 0.423 0.50 40 -0.10 1.00 0.12
21 ZNGA 3.61 16 Jun '17 3.50 0.307 0.17 151 18 Aug '17 4.00 0.418 0.12 60 0.05 0.50 0.11
22 IMMU 7.91 16 Jun '17 8.00 0.558 0.30 106 18 Aug '17 9.00 0.667 0.45 41 -0.15 1.00 0.11
23 UVXY 11.08 14 Jul '17 11.50 1.199 1.56 4 15 Sep '17 12.00 1.308 2.62 189 -1.06 0.50 0.11
24 SPXU 15.61 21 Jul '17 16.00 0.282 0.50 332 15 Sep '17 17.00 0.389 0.70 17 -0.20 1.00 0.11
25 OPK 6.39 7 Jul '17 6.50 0.403 0.30 20 15 Sep '17 7.00 0.509 0.40 105 -0.10 0.50 0.11
26 NFLX 165.17 23 Jun '17 167.50 0.231 2.41 102 18 Aug '17 170.00 0.337 7.70 137 -5.29 2.50 0.11
27 NFLX 165.17 16 Jun '17 167.50 0.233 1.69 874 18 Aug '17 170.00 0.337 7.70 137 -6.01 2.50 0.10
28 SNAP 20.36 9 Jun '17 20.50 0.413 0.30 1,250 18 Aug '17 21.00 0.516 1.50 25 -1.20 0.50 0.10
29 DY 87.43 21 Jul '17 90.00 0.301 2.70 6 15 Sep '17 95.00 0.402 4.30 1 -1.60 5.00 0.10
30 VXX 13.56 7 Jul '17 13.50 0.560 0.92 36 15 Sep '17 14.00 0.660 1.66 604 -0.74 0.50 0.10
31 VXX 13.56 23 Jun '17 13.50 0.554 0.69 957 18 Aug '17 14.00 0.652 1.37 279 -0.68 0.50 0.10
32 NFLX 165.17 30 Jun '17 167.50 0.238 3.05 88 18 Aug '17 170.00 0.337 7.70 137 -4.65 2.50 0.10
33 VXX 13.56 30 Jun '17 13.50 0.556 0.82 161 18 Aug '17 14.00 0.652 1.37 279 -0.55 0.50 0.10
34 FEYE 15.79 30 Jun '17 15.50 0.361 0.75 12 18 Aug '17 16.00 0.454 1.17 105 -0.42 0.50 0.09
35 UVXY 11.08 16 Jun '17 11.50 1.215 0.72 1,485 18 Aug '17 12.00 1.308 2.17 100 -1.45 0.50 0.09
36 FEYE 15.79 23 Jun '17 15.50 0.365 0.66 48 18 Aug '17 16.00 0.454 1.17 105 -0.51 0.50 0.09
37 VXX 13.56 16 Jun '17 13.50 0.565 0.54 6,648 18 Aug '17 14.00 0.652 1.37 279 -0.83 0.50 0.09
38 PSTG 13.13 21 Jul '17 12.50 0.384 1.15 19 15 Sep '17 15.00 0.472 0.55 4 0.60 2.50 0.09
39 TWTR 17.57 14 Jul '17 17.50 0.358 0.89 14 15 Sep '17 18.00 0.446 1.45 1,598 -0.56 0.50 0.09
40 NFLX 165.17 7 Jul '17 167.50 0.231 3.55 40 15 Sep '17 170.00 0.317 8.80 31 -5.25 2.50 0.09
41 SDOW 32.30 16 Jun '17 32.00 0.219 0.75 22 18 Aug '17 33.00 0.305 1.35 15 -0.60 1.00 0.09
42 VXX 13.56 14 Jul '17 13.50 0.574 1.05 43 15 Sep '17 14.00 0.660 1.66 604 -0.61 0.50 0.09
43 SDS 12.64 30 Jun '17 12.50 0.133 0.33 4 18 Aug '17 13.00 0.218 0.32 93 0.01 0.50 0.08
44 LXU 10.04 21 Jul '17 10.00 0.592 1.00 150 15 Sep '17 12.50 0.676 0.55 18 0.45 2.50 0.08
45 FEYE 15.79 16 Jun '17 15.50 0.370 0.56 227 18 Aug '17 16.00 0.454 1.17 105 -0.61 0.50 0.08
46 NVCR 13.50 21 Jul '17 12.50 0.441 1.55 6 15 Sep '17 15.00 0.523 0.85 8 0.70 2.50 0.08
47 EROS 9.40 21 Jul '17 10.00 0.678 0.75 650 15 Sep '17 12.50 0.760 0.55 244 0.20 2.50 0.08
48 TWTR 17.57 7 Jul '17 17.50 0.365 0.79 100 15 Sep '17 18.00 0.446 1.45 1,598 -0.66 0.50 0.08
49 NFLX 165.17 14 Jul '17 167.50 0.236 4.15 78 15 Sep '17 170.00 0.317 8.80 31 -4.65 2.50 0.08
50 HLF 69.73 16 Jun '17 69.50 0.327 1.67 17 18 Aug '17 70.00 0.407 4.85 5 -3.18 0.50 0.08
51 NFLX 165.17 9 Jun '17 167.50 0.257 0.72 3,860 18 Aug '17 170.00 0.337 7.70 137 -6.98 2.50 0.08
52 IAG 5.06 21 Jul '17 5.00 0.410 0.35 627 15 Sep '17 5.50 0.489 0.30 177 0.05 0.50 0.08
53 GNC 7.52 21 Jul '17 7.50 0.585 0.70 238 15 Sep '17 10.00 0.663 0.30 163 0.40 2.50 0.08
54 PAYC 68.15 16 Jun '17 70.00 0.251 0.55 86 18 Aug '17 72.50 0.328 2.05 1 -1.50 2.50 0.08
55 ALRM 35.10 21 Jul '17 37.50 0.296 0.75 2 15 Sep '17 40.00 0.371 1.00 22 -0.25 2.50 0.07
56 AMD 12.02 30 Jun '17 12.50 0.516 0.45 832 18 Aug '17 13.00 0.589 0.87 1,597 -0.42 0.50 0.07
57 NG 4.25 21 Jul '17 4.00 0.443 0.45 17 15 Sep '17 5.00 0.515 0.15 40 0.30 1.00 0.07
58 UBNT 50.15 21 Jul '17 50.00 0.284 2.15 9 15 Sep '17 55.00 0.355 1.90 7 0.25 5.00 0.07
59 GRUB 43.76 21 Jul '17 42.50 0.302 2.55 76 15 Sep '17 45.00 0.372 2.80 54 -0.25 2.50 0.07
60 LULU 52.05 14 Jul '17 52.00 0.272 1.94 10 15 Sep '17 52.50 0.343 3.50 21 -1.56 0.50 0.07
61 S 8.78 23 Jun '17 8.50 0.431 0.50 5 18 Aug '17 9.00 0.502 0.66 518 -0.16 0.50 0.07
62 COTY 19.08 23 Jun '17 19.50 0.248 0.25 3 18 Aug '17 20.00 0.318 0.67 5 -0.42 0.50 0.07
63 TROX 14.54 16 Jun '17 15.00 0.509 0.35 37 18 Aug '17 16.00 0.579 0.80 10 -0.45 1.00 0.07
64 SNY 49.20 21 Jul '17 49.00 0.195 1.60 20 15 Sep '17 50.00 0.265 1.60 1  0 1.00 0.07
65 MGM 32.49 16 Jun '17 32.50 0.235 0.46 115 18 Aug '17 33.00 0.303 1.46 10,120 -1.00 0.50 0.07
66 AMD 12.02 14 Jul '17 12.50 0.492 0.59 228 15 Sep '17 13.00 0.560 1.01 1,462 -0.42 0.50 0.07
67 GRUB 43.76 21 Jul '17 45.00 0.298 1.40 2 15 Sep '17 47.50 0.366 1.85 9 -0.45 2.50 0.07
68 MGM 32.49 23 Jun '17 32.50 0.236 0.61 19 18 Aug '17 33.00 0.303 1.46 10,120 -0.85 0.50 0.07
69 LULU 52.05 7 Jul '17 52.00 0.275 1.75 85 15 Sep '17 52.50 0.343 3.50 21 -1.75 0.50 0.07
70 S 8.78 30 Jun '17 8.50 0.434 0.56 3 18 Aug '17 9.00 0.502 0.66 518 -0.10 0.50 0.07
71 JCP 4.72 30 Jun '17 4.50 0.496 0.38 25 18 Aug '17 5.00 0.563 0.35 617 0.03 0.50 0.07
72 GES 11.27 21 Jul '17 11.00 0.372 0.75 1 15 Sep '17 12.00 0.438 0.60 5 0.15 1.00 0.07
73 FEYE 15.79 14 Jul '17 15.50 0.368 0.95 1 15 Sep '17 16.00 0.433 1.32 203 -0.37 0.50 0.07
74 RCII 12.94 21 Jul '17 12.50 0.354 0.95 3 15 Sep '17 15.00 0.418 0.45 6 0.50 2.50 0.06
75 MYGN 21.60 16 Jun '17 22.00 0.365 0.40 561 18 Aug '17 23.00 0.430 1.00 9 -0.60 1.00 0.06
76 MGM 32.49 30 Jun '17 32.50 0.239 0.76 21 18 Aug '17 33.00 0.303 1.46 10,120 -0.70 0.50 0.06
77 RTRX 17.48 21 Jul '17 17.50 0.392 1.10 10 15 Sep '17 20.00 0.454 0.65 19 0.45 2.50 0.06
78 AAN 38.41 16 Jun '17 39.00 0.276 0.55 2 18 Aug '17 40.00 0.339 1.60 5 -1.05 1.00 0.06
79 AMD 12.02 7 Jul '17 12.50 0.498 0.52 56 15 Sep '17 13.00 0.560 1.01 1,462 -0.49 0.50 0.06
80 FB 152.81 9 Jun '17 152.50 0.166 1.10 7,735 18 Aug '17 155.00 0.228 5.20 727 -4.10 2.50 0.06
81 THC 17.01 16 Jun '17 17.50 0.493 0.40 10 18 Aug '17 18.00 0.555 1.15 10 -0.75 0.50 0.06
82 VXX 13.56 9 Jun '17 13.50 0.591 0.33 8,103 18 Aug '17 14.00 0.652 1.37 279 -1.04 0.50 0.06
83 SWIR 28.40 21 Jul '17 30.00 0.355 0.85 7 15 Sep '17 35.00 0.417 0.50 5 0.35 5.00 0.06
84 PAYC 68.15 16 Jun '17 67.50 0.267 1.65 6 18 Aug '17 70.00 0.329 3.00 3 -1.35 2.50 0.06
85 X 20.29 30 Jun '17 20.50 0.514 1.00 51 18 Aug '17 21.00 0.575 1.74 246 -0.74 0.50 0.06
86 AMD 12.02 23 Jun '17 12.50 0.528 0.36 1,016 18 Aug '17 13.00 0.589 0.87 1,597 -0.51 0.50 0.06
87 AMKR 11.73 21 Jul '17 11.00 0.352 1.05 2 15 Sep '17 12.00 0.413 0.80 1 0.25 1.00 0.06
88 CSTM 7.05 16 Jun '17 7.00 0.527 0.35 251 18 Aug '17 8.00 0.587 0.30 12 0.05 1.00 0.06
89 NTAP 38.70 23 Jun '17 38.50 0.214 0.84 5 18 Aug '17 39.00 0.273 1.62 16 -0.78 0.50 0.06
90 NGD 3.11 17 Nov '17 3.50 0.496 0.35 110 19 Jan '18 4.00 0.554 0.25 6 0.10 0.50 0.06
91 EDIT 14.19 16 Jun '17 15.00 0.647 0.45 93 18 Aug '17 17.50 0.705 0.60 10 -0.15 2.50 0.06
92 CY 14.04 21 Jul '17 14.00 0.361 0.70 9 15 Sep '17 15.00 0.419 0.80 725 -0.10 1.00 0.06
93 SDS 12.64 14 Jul '17 12.50 0.169 0.39 10 15 Sep '17 13.00 0.227 0.41 105 -0.02 0.50 0.06
94 BEAT 28.40 16 Jun '17 29.00 0.347 0.50 1 18 Aug '17 30.00 0.404 1.25 10 -0.75 1.00 0.06
95 CLDX 2.39 17 Nov '17 3.00 0.855 0.40 133 19 Jan '18 4.00 0.912 0.25 2 0.15 1.00 0.06
96 CY 14.04 21 Jul '17 15.00 0.350 0.35 153 15 Sep '17 16.00 0.406 0.45 29 -0.10 1.00 0.06
97 EA 113.69 7 Jul '17 114.00 0.210 2.74 1 15 Sep '17 115.00 0.267 5.70 43 -2.96 1.00 0.06
98 EBAY 35.47 30 Jun '17 35.50 0.194 0.70 3 18 Aug '17 36.00 0.250 1.33 7 -0.63 0.50 0.06
99 JCP 4.72 23 Jun '17 4.50 0.507 0.35 19 18 Aug '17 5.00 0.563 0.35 617  0 0.50 0.06
100 NOK 6.46 23 Jun '17 6.50 0.267 0.15 23 18 Aug '17 7.00 0.322 0.17 175 -0.02 0.50 0.05
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