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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 AGEN 4.44 15 Sep '17 5.00 0.769 0.40 4 17 Nov '17 6.00 1.020 0.45 2 -0.05 1.00 0.25
2 NLNK 7.22 18 Aug '17 7.00 0.603 0.65 2 20 Oct '17 8.00 0.792 0.55 9 0.10 1.00 0.19
3 CARA 14.04 15 Sep '17 15.00 0.594 1.00 67 17 Nov '17 17.50 0.761 0.95 10 0.05 2.50 0.17
4 FOLD 12.95 18 Aug '17 13.00 0.631 0.90 8 20 Oct '17 14.00 0.786 1.30 10 -0.40 1.00 0.16
5 VXX 11.22 11 Aug '17 11.50 0.534 0.30 2,248 20 Oct '17 12.00 0.689 1.13 925 -0.83 0.50 0.15
6 DUST 27.47 18 Aug '17 27.50 0.664 1.90 11 20 Oct '17 28.00 0.811 3.80 10 -1.90 0.50 0.15
7 DUST 27.47 11 Aug '17 27.50 0.665 1.35 3 20 Oct '17 28.00 0.811 3.80 10 -2.45 0.50 0.15
8 DUST 27.47 4 Aug '17 27.50 0.666 0.90 86 20 Oct '17 28.00 0.811 3.80 10 -2.90 0.50 0.14
9 JNUG 18.63 11 Aug '17 18.50 0.836 1.21 52 20 Oct '17 19.00 0.978 3.20 2 -1.99 0.50 0.14
10 TZA 15.90 11 Aug '17 15.50 0.285 0.64 39 20 Oct '17 16.00 0.424 1.16 53 -0.52 0.50 0.14
11 VXX 11.22 4 Aug '17 11.50 0.551 0.15 15,451 20 Oct '17 12.00 0.689 1.13 925 -0.98 0.50 0.14
12 NUGT 32.80 4 Aug '17 32.50 0.699 1.14 22 20 Oct '17 33.00 0.835 4.95 14 -3.81 0.50 0.14
13 NUGT 32.80 11 Aug '17 32.50 0.702 1.77 353 20 Oct '17 33.00 0.835 4.95 14 -3.18 0.50 0.13
14 UCO 17.33 18 Aug '17 17.50 0.442 0.87 13 20 Oct '17 18.00 0.566 1.47 36 -0.60 0.50 0.12
15 NUGT 32.80 18 Aug '17 32.50 0.712 2.25 5 20 Oct '17 33.00 0.835 4.95 14 -2.70 0.50 0.12
16 VXX 11.22 25 Aug '17 11.50 0.579 0.56 212 20 Oct '17 12.00 0.689 1.13 925 -0.57 0.50 0.11
17 DUST 27.47 25 Aug '17 27.50 0.703 2.20 1 20 Oct '17 28.00 0.811 3.80 10 -1.60 0.50 0.11
18 VXX 11.22 18 Aug '17 11.50 0.581 0.46 1,285 20 Oct '17 12.00 0.689 1.13 925 -0.67 0.50 0.11
19 SPXS 38.87 18 Aug '17 39.00 0.207 0.75 5 20 Oct '17 40.00 0.308 1.70 6 -0.95 1.00 0.10
20 TWLO 29.17 4 Aug '17 29.50 0.402 0.37 651 20 Oct '17 30.00 0.503 2.16 15 -1.79 0.50 0.10
21 NTNX 21.25 18 Aug '17 22.50 0.563 0.60 362 20 Oct '17 25.00 0.662 1.30 204 -0.70 2.50 0.10
22 DXD 11.28 18 Aug '17 11.00 0.145 0.35 1 20 Oct '17 12.00 0.244 0.20 53 0.15 1.00 0.10
23 JNUG 18.63 4 Aug '17 18.50 0.881 0.81 74 20 Oct '17 19.00 0.978 3.20 2 -2.39 0.50 0.10
24 TZA 15.90 18 Aug '17 15.50 0.329 0.74 20 20 Oct '17 16.00 0.424 1.16 53 -0.42 0.50 0.10
25 VXX 11.22 1 Sep '17 11.50 0.598 0.68 65 17 Nov '17 12.00 0.693 1.36 10 -0.68 0.50 0.09
26 LULU 61.64 18 Aug '17 62.00 0.264 1.35 23 20 Oct '17 62.50 0.356 3.65 27 -2.30 0.50 0.09
27 VXX 11.22 8 Sep '17 11.50 0.603 0.77 805 17 Nov '17 12.00 0.693 1.36 10 -0.59 0.50 0.09
28 NUGT 32.80 25 Aug '17 32.50 0.748 2.80 14 20 Oct '17 33.00 0.835 4.95 14 -2.15 0.50 0.09
29 AKAM 47.14 1 Sep '17 47.00 0.244 1.52 2 17 Nov '17 47.50 0.326 3.15 4 -1.63 0.50 0.08
30 LULU 61.64 4 Aug '17 62.00 0.281 0.75 71 20 Oct '17 62.50 0.356 3.65 27 -2.90 0.50 0.08
31 JNUG 18.63 18 Aug '17 18.50 0.904 1.58 33 20 Oct '17 19.00 0.978 3.20 2 -1.62 0.50 0.07
32 LULU 61.64 11 Aug '17 62.00 0.283 1.08 11 20 Oct '17 62.50 0.356 3.65 27 -2.57 0.50 0.07
33 BBRY 9.38 18 Aug '17 9.50 0.305 0.22 2,135 20 Oct '17 10.00 0.376 0.40 93 -0.18 0.50 0.07
34 CIEN 25.75 18 Aug '17 25.50 0.287 0.81 1 20 Oct '17 26.00 0.355 1.55 5,020 -0.74 0.50 0.07
35 BBRY 9.38 11 Aug '17 9.50 0.313 0.19 75 20 Oct '17 10.00 0.376 0.40 93 -0.21 0.50 0.06
36 TZA 15.90 4 Aug '17 15.50 0.364 0.51 574 20 Oct '17 16.00 0.424 1.16 53 -0.65 0.50 0.06
37 NGD 3.35 17 Nov '17 3.00 0.469 0.60 30 19 Jan '18 3.50 0.528 0.40 9 0.20 0.50 0.06
38 AHGP 28.63 18 Aug '17 30.00 0.323 0.30 55 20 Oct '17 35.00 0.381 0.15 5 0.15 5.00 0.06
39 QID 16.08 18 Aug '17 16.00 0.288 0.47 412 20 Oct '17 17.00 0.346 0.63 56 -0.16 1.00 0.06
40 MAT 20.02 11 Aug '17 20.50 0.249 0.35 2 20 Oct '17 21.00 0.306 0.60 8 -0.25 0.50 0.06
41 WFT 4.46 25 Aug '17 4.50 0.512 0.30 8 20 Oct '17 5.00 0.569 0.24 20 0.06 0.50 0.06
42 WGO 36.80 18 Aug '17 37.00 0.336 1.10 51 20 Oct '17 38.00 0.392 2.15 6 -1.05 1.00 0.06
43 KR 24.52 25 Aug '17 24.50 0.263 0.70 85 20 Oct '17 25.00 0.319 1.15 372 -0.45 0.50 0.06
44 ALDR 10.75 18 Aug '17 12.50 0.686 0.20 44 20 Oct '17 15.00 0.741 0.30 50 -0.10 2.50 0.05
45 NTNX 21.25 18 Aug '17 20.00 0.613 1.95 58 20 Oct '17 22.50 0.666 2.00 73 -0.05 2.50 0.05
46 MULE 21.74 18 Aug '17 20.00 0.430 2.05 197 20 Oct '17 22.50 0.483 1.50 18 0.55 2.50 0.05
47 ORCL 49.93 18 Aug '17 49.50 0.148 0.95 40 20 Oct '17 50.00 0.200 1.72 10 -0.77 0.50 0.05
48 ORCL 49.93 4 Aug '17 49.50 0.149 0.61 4 20 Oct '17 50.00 0.200 1.72 10 -1.11 0.50 0.05
49 GDX 22.86 11 Aug '17 22.50 0.244 0.63 38 20 Oct '17 23.00 0.294 1.18 115 -0.55 0.50 0.05
50 NEM 37.17 18 Aug '17 37.50 0.245 0.69 83 20 Oct '17 38.00 0.294 1.47 2 -0.78 0.50 0.05
51 PGNX 6.03 15 Sep '17 6.00 0.629 0.65 16 17 Nov '17 7.00 0.678 0.40 2 0.25 1.00 0.05
52 NFLX 181.66 18 Aug '17 182.50 0.309 4.65 334 20 Oct '17 185.00 0.358 10.70 92 -6.05 2.50 0.05
53 QID 16.08 18 Aug '17 17.00 0.324 0.18 8 20 Oct '17 18.00 0.372 0.41 65 -0.23 1.00 0.05
54 INTC 35.47 8 Sep '17 35.50 0.152 0.60 1,452 17 Nov '17 36.00 0.199 1.04 1,658 -0.44 0.50 0.05
55 FAS 52.28 18 Aug '17 52.50 0.256 1.13 19 20 Oct '17 53.00 0.302 2.55 15 -1.42 0.50 0.05
56 KTOS 11.01 15 Sep '17 12.50 0.489 0.30 112 17 Nov '17 15.00 0.536 0.25 28 0.05 2.50 0.05
57 INTC 35.47 1 Sep '17 35.50 0.153 0.52 86 17 Nov '17 36.00 0.199 1.04 1,658 -0.52 0.50 0.05
58 PLUG 2.26 19 Jan '18 2.50 0.759 0.40 10 16 Mar '18 3.00 0.804 0.28 15 0.12 0.50 0.05
59 BBRY 9.38 25 Aug '17 9.50 0.331 0.29 3 20 Oct '17 10.00 0.376 0.40 93 -0.11 0.50 0.05
60 FSLR 49.31 18 Aug '17 49.50 0.410 1.82 45 20 Oct '17 50.00 0.455 3.70 111 -1.88 0.50 0.04
61 KTOS 11.01 15 Sep '17 10.00 0.491 1.40 84 17 Nov '17 12.50 0.536 0.65 108 0.75 2.50 0.04
62 NFLX 181.66 11 Aug '17 182.50 0.314 3.60 219 20 Oct '17 185.00 0.358 10.70 92 -7.10 2.50 0.04
63 KR 24.52 11 Aug '17 24.50 0.274 0.50 106 20 Oct '17 25.00 0.319 1.15 372 -0.65 0.50 0.04
64 NVDA 162.51 4 Aug '17 162.50 0.393 2.70 4,421 20 Oct '17 165.00 0.438 12.10 70 -9.40 2.50 0.04
65 ETP 20.69 15 Sep '17 21.00 0.237 0.40 20 17 Nov '17 22.00 0.281 0.40 25  0 1.00 0.04
66 JPM 91.80 18 Aug '17 92.00 0.138 1.05 210 20 Oct '17 92.50 0.181 2.44 781 -1.39 0.50 0.04
67 GDX 22.86 4 Aug '17 22.50 0.251 0.47 502 20 Oct '17 23.00 0.294 1.18 115 -0.71 0.50 0.04
68 FAS 52.28 4 Aug '17 52.50 0.260 0.56 579 20 Oct '17 53.00 0.302 2.55 15 -1.99 0.50 0.04
69 NEM 37.17 11 Aug '17 37.50 0.252 0.54 2 20 Oct '17 38.00 0.294 1.47 2 -0.93 0.50 0.04
70 OAS 7.78 15 Sep '17 8.00 0.595 0.65 181 17 Nov '17 9.00 0.637 0.60 55 0.05 1.00 0.04
71 TGT 56.67 4 Aug '17 57.00 0.188 0.31 2,611 20 Oct '17 57.50 0.229 1.74 102 -1.43 0.50 0.04
72 JPM 91.80 11 Aug '17 92.00 0.140 0.82 356 20 Oct '17 92.50 0.181 2.44 781 -1.62 0.50 0.04
73 NFLX 181.66 25 Aug '17 182.50 0.317 5.70 43 20 Oct '17 185.00 0.358 10.70 92 -5.00 2.50 0.04
74 HA 41.40 18 Aug '17 42.00 0.318 1.00 22 20 Oct '17 43.00 0.359 2.05 5 -1.05 1.00 0.04
75 URA 14.47 18 Aug '17 15.00 0.248 0.15 17 20 Oct '17 16.00 0.287 0.25 8 -0.10 1.00 0.04
76 JPM 91.80 4 Aug '17 92.00 0.142 0.46 1,354 20 Oct '17 92.50 0.181 2.44 781 -1.98 0.50 0.04
77 BAC 24.12 1 Sep '17 24.50 0.176 0.35 700 17 Nov '17 25.00 0.215 0.73 2,256 -0.38 0.50 0.04
78 AEM 46.71 15 Sep '17 47.00 0.294 1.90 1 17 Nov '17 48.00 0.332 2.77 1 -0.87 1.00 0.04
79 NEM 37.17 4 Aug '17 37.50 0.256 0.27 31 20 Oct '17 38.00 0.294 1.47 2 -1.20 0.50 0.04
80 FAS 52.28 11 Aug '17 52.50 0.263 1.05 7 20 Oct '17 53.00 0.302 2.55 15 -1.50 0.50 0.04
81 NKE 59.05 18 Aug '17 59.50 0.170 0.73 120 20 Oct '17 60.00 0.207 1.79 246 -1.06 0.50 0.04
82 NKE 59.05 25 Aug '17 59.50 0.170 0.90 8 20 Oct '17 60.00 0.207 1.79 246 -0.89 0.50 0.04
83 GS 225.33 4 Aug '17 227.50 0.158 0.73 2,392 20 Oct '17 230.00 0.194 5.85 20 -5.12 2.50 0.04
84 CIEN 25.75 11 Aug '17 25.50 0.319 0.73 20 20 Oct '17 26.00 0.355 1.55 5,020 -0.82 0.50 0.04
85 NEM 37.17 25 Aug '17 37.50 0.258 0.89 2 20 Oct '17 38.00 0.294 1.47 2 -0.58 0.50 0.04
86 BAC 24.12 11 Aug '17 24.50 0.173 0.15 2,446 20 Oct '17 25.00 0.209 0.55 459 -0.40 0.50 0.04
87 KBH 22.92 18 Aug '17 23.00 0.241 0.48 28 20 Oct '17 24.00 0.277 0.69 2 -0.21 1.00 0.04
88 CAT 113.95 1 Sep '17 114.00 0.185 2.55 6 17 Nov '17 115.00 0.221 4.60 108 -2.05 1.00 0.04
89 HD 149.60 11 Aug '17 149.00 0.140 2.00 294 20 Oct '17 150.00 0.176 4.25 31 -2.25 1.00 0.04
90 STM 16.85 18 Aug '17 17.50 0.317 0.25 138 20 Oct '17 20.00 0.352 0.15 11 0.10 2.50 0.04
91 RIO 47.38 20 Oct '17 45.00 0.200 3.30 241 15 Dec '17 47.50 0.235 2.60 27 0.70 2.50 0.03
92 CAT 113.95 8 Sep '17 114.00 0.187 2.77 11 17 Nov '17 115.00 0.221 4.60 108 -1.83 1.00 0.03
93 STZ 193.35 18 Aug '17 195.00 0.187 2.50 35 20 Oct '17 200.00 0.221 4.90 259 -2.40 5.00 0.03
94 GS 225.33 11 Aug '17 227.50 0.161 1.71 166 20 Oct '17 230.00 0.194 5.85 20 -4.14 2.50 0.03
95 USG 27.04 15 Sep '17 28.00 0.258 0.65 5 17 Nov '17 29.00 0.291 0.90 5 -0.25 1.00 0.03
96 KWEB 54.20 15 Sep '17 54.00 0.201 1.75 28 17 Nov '17 55.00 0.234 2.25 5 -0.50 1.00 0.03
97 BOJA 13.30 15 Sep '17 12.50 0.307 1.20 5 17 Nov '17 15.00 0.339 0.35 40 0.85 2.50 0.03
98 CIEN 25.75 4 Aug '17 25.50 0.323 0.51 1,220 20 Oct '17 26.00 0.355 1.55 5,020 -1.04 0.50 0.03
99 EBAY 35.73 18 Aug '17 35.50 0.212 0.80 199 20 Oct '17 36.00 0.244 1.51 12 -0.71 0.50 0.03
100 JPM 91.80 25 Aug '17 92.00 0.150 1.35 9 20 Oct '17 92.50 0.181 2.44 781 -1.09 0.50 0.03
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