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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 SPHS 2.85 18 May '18 2.50 0.744 0.45 17 20 Jul '18 5.00 1.484 0.20 2 0.25 2.50 0.74
2 AMPE 2.71 18 May '18 3.00 0.991 0.15 35 20 Jul '18 3.50 1.179 0.30 10 -0.15 0.50 0.19
3 ZIOP 4.31 18 May '18 4.50 0.614 0.25 69 20 Jul '18 5.00 0.799 0.35 19 -0.10 0.50 0.19
4 UVXY 14.76 4 May '18 14.50 0.847 0.63 1,093 20 Jul '18 15.00 1.007 2.58 21 -1.95 0.50 0.16
5 UVXY 14.76 11 May '18 14.50 0.864 1.04 133 20 Jul '18 15.00 1.007 2.58 21 -1.54 0.50 0.14
6 DBX 30.90 4 May '18 30.50 0.445 0.90 64 20 Jul '18 31.00 0.571 3.10 1 -2.20 0.50 0.13
7 VXX 40.97 4 May '18 40.50 0.559 1.10 1,870 20 Jul '18 41.00 0.676 5.10 81 -4.00 0.50 0.12
8 VXX 40.97 11 May '18 40.50 0.563 1.77 79 20 Jul '18 41.00 0.676 5.10 81 -3.33 0.50 0.11
9 UVXY 14.76 18 May '18 14.50 0.911 1.35 71 20 Jul '18 15.00 1.007 2.58 21 -1.23 0.50 0.10
10 UVXY 14.76 25 May '18 14.50 0.914 1.56 7 20 Jul '18 15.00 1.007 2.58 21 -1.02 0.50 0.09
11 EGOV 15.55 18 May '18 15.00 0.159 0.85 6 20 Jul '18 17.50 0.245 0.10 110 0.75 2.50 0.09
12 VXX 40.97 18 May '18 40.50 0.591 2.34 214 20 Jul '18 41.00 0.676 5.10 81 -2.76 0.50 0.08
13 DM 15.10 15 Jun '18 15.00 0.236 0.75 10 17 Aug '18 17.50 0.313 0.25 1 0.50 2.50 0.08
14 SPXU 10.89 18 May '18 10.00 0.368 1.00 179 20 Jul '18 11.00 0.441 0.80 10 0.20 1.00 0.07
15 SABR 23.55 18 May '18 22.50 0.176 1.30 452 20 Jul '18 25.00 0.248 0.40 390 0.90 2.50 0.07
16 SPXU 10.89 20 Jul '18 11.00 0.441 0.90 10 21 Sep '18 12.00 0.511 0.90 15  0 1.00 0.07
17 TWLO 42.55 4 May '18 42.50 0.419 0.70 13 20 Jul '18 43.00 0.487 3.65 112 -2.95 0.50 0.07
18 IBM 145.00 11 May '18 144.00 0.146 1.99 104 20 Jul '18 145.00 0.210 4.95 90 -2.96 1.00 0.06
19 TZA 11.28 18 May '18 11.50 0.398 0.33 65 20 Jul '18 12.00 0.461 0.65 16 -0.32 0.50 0.06
20 NLNK 4.82 18 May '18 4.00 0.915 0.95 11 20 Jul '18 5.00 0.974 0.70 30 0.25 1.00 0.06
21 VSTO 14.56 15 Jun '18 15.00 0.411 0.75 34 17 Aug '18 17.50 0.464 0.45 5 0.30 2.50 0.05
22 TZA 11.28 11 May '18 11.50 0.409 0.23 76 20 Jul '18 12.00 0.461 0.65 16 -0.42 0.50 0.05
23 IDTI 28.39 15 Jun '18 28.00 0.325 1.60 8 17 Aug '18 29.00 0.374 1.90 1 -0.30 1.00 0.05
24 SKX 28.16 18 May '18 28.50 0.352 0.75 5 20 Jul '18 29.00 0.400 1.60 5 -0.85 0.50 0.05
25 WHR 155.92 11 May '18 157.50 0.173 1.29 10 20 Jul '18 160.00 0.221 4.15 44 -2.86 2.50 0.05
26 ROKU 32.97 4 May '18 32.50 0.604 1.00 177 20 Jul '18 33.00 0.652 3.90 19 -2.90 0.50 0.05
27 TZA 11.28 25 May '18 11.50 0.414 0.42 10 20 Jul '18 12.00 0.461 0.65 16 -0.23 0.50 0.05
28 SSTK 42.16 15 Jun '18 42.50 0.314 1.75 92 17 Aug '18 45.00 0.361 2.10 13 -0.35 2.50 0.05
29 SVXY 12.44 11 May '18 12.50 0.266 0.24 152 20 Jul '18 13.00 0.313 0.48 50 -0.24 0.50 0.05
30 EXPR 7.47 18 May '18 7.00 0.498 0.65 7 20 Jul '18 8.00 0.545 0.50 5,000 0.15 1.00 0.05
31 VRX 18.31 4 May '18 18.50 0.459 0.23 345 20 Jul '18 19.00 0.503 1.41 195 -1.18 0.50 0.04
32 HMNY 2.17 16 Nov '18 2.00 0.751 0.60 3 18 Jan '19 2.50 0.795 0.45 190 0.15 0.50 0.04
33 WHR 155.92 18 May '18 157.50 0.179 1.77 202 20 Jul '18 160.00 0.221 4.15 44 -2.38 2.50 0.04
34 SQQQ 17.09 20 Jul '18 17.00 0.559 1.90 5 21 Sep '18 18.00 0.600 2.10 1 -0.20 1.00 0.04
35 DOG 15.13 15 Jun '18 15.00 0.156 0.45 4 17 Aug '18 16.00 0.197 0.30 5 0.15 1.00 0.04
36 CRM 123.11 11 May '18 124.00 0.250 1.75 60 20 Jul '18 125.00 0.291 5.80 239 -4.05 1.00 0.04
37 BAC 29.95 1 Jun '18 29.50 0.197 0.97 72 17 Aug '18 30.00 0.236 1.46 943 -0.49 0.50 0.04
38 WFT 2.90 1 Jun '18 3.00 0.557 0.16 415 17 Aug '18 3.50 0.596 0.17 20 -0.01 0.50 0.04
39 SKX 28.16 4 May '18 28.50 0.362 0.25 12 20 Jul '18 29.00 0.400 1.60 5 -1.35 0.50 0.04
40 GE 14.05 25 May '18 14.50 0.270 0.22 170 20 Jul '18 15.00 0.309 0.36 1,714 -0.14 0.50 0.04
41 ORCL 45.95 25 May '18 45.50 0.201 1.21 2 20 Jul '18 46.00 0.239 1.93 49 -0.72 0.50 0.04
42 GE 14.05 18 May '18 14.50 0.271 0.16 933 20 Jul '18 15.00 0.309 0.36 1,714 -0.20 0.50 0.04
43 FB 173.86 1 Jun '18 172.50 0.249 5.80 116 17 Aug '18 175.00 0.287 10.35 70 -4.55 2.50 0.04
44 NTNX 51.91 18 May '18 52.50 0.530 2.25 399 20 Jul '18 55.00 0.568 4.20 9 -1.95 2.50 0.04
45 WMT 87.41 11 May '18 87.00 0.188 1.32 894 20 Jul '18 87.50 0.223 3.35 67 -2.03 0.50 0.04
46 FB 173.86 8 Jun '18 172.50 0.251 6.40 227 17 Aug '18 175.00 0.287 10.35 70 -3.95 2.50 0.04
47 HRB 27.70 18 May '18 28.00 0.298 0.60 100 20 Jul '18 29.00 0.333 1.05 10 -0.45 1.00 0.04
48 STNG 2.62 18 May '18 2.00 0.735 0.65 30 20 Jul '18 3.00 0.769 0.15 1 0.50 1.00 0.03
49 ADBE 224.08 11 May '18 222.50 0.278 5.10 114 20 Jul '18 225.00 0.312 12.55 20 -7.45 2.50 0.03
50 EBAY 37.83 18 May '18 37.50 0.231 0.94 138 20 Jul '18 38.00 0.264 1.78 12 -0.84 0.50 0.03
51 CIEN 25.80 18 May '18 25.50 0.319 0.88 1 20 Jul '18 26.00 0.353 1.59 13 -0.71 0.50 0.03
52 EBAY 37.83 25 May '18 37.50 0.231 1.08 6 20 Jul '18 38.00 0.264 1.78 12 -0.70 0.50 0.03
53 WRK 59.82 18 May '18 57.50 0.194 2.65 33 20 Jul '18 60.00 0.227 2.40 58 0.25 2.50 0.03
54 ORCL 45.95 11 May '18 45.50 0.207 0.89 71 20 Jul '18 46.00 0.239 1.93 49 -1.04 0.50 0.03
55 T 32.54 25 May '18 32.50 0.193 0.71 242 20 Jul '18 33.00 0.226 0.92 276 -0.21 0.50 0.03
56 SQQQ 17.09 18 May '18 17.00 0.562 0.95 416 20 Jul '18 18.00 0.594 1.45 85 -0.50 1.00 0.03
57 T 32.54 18 May '18 32.50 0.194 0.60 334 20 Jul '18 33.00 0.226 0.92 276 -0.32 0.50 0.03
58 ORCL 45.95 18 May '18 45.50 0.208 1.08 92 20 Jul '18 46.00 0.239 1.93 49 -0.85 0.50 0.03
59 HELE 90.00 15 Jun '18 95.00 0.212 1.05 116 17 Aug '18 100.00 0.244 1.35 264 -0.30 5.00 0.03
60 TGTX 14.25 15 Jun '18 14.00 0.976 2.15 11 17 Aug '18 15.00 1.006 2.60 9 -0.45 1.00 0.03
61 INTU 187.24 18 May '18 190.00 0.218 2.40 110 20 Jul '18 195.00 0.248 5.30 1,698 -2.90 5.00 0.03
62 AAL 43.36 8 Jun '18 43.50 0.312 1.70 2 17 Aug '18 44.00 0.342 2.94 6 -1.24 0.50 0.03
63 MSFT 95.00 18 May '18 94.50 0.223 2.11 574 20 Jul '18 95.00 0.253 4.25 392 -2.14 0.50 0.03
64 SDOW 19.48 20 Jul '18 20.00 0.487 1.65 1 21 Sep '18 21.00 0.516 1.80 1 -0.15 1.00 0.03
65 ADBE 224.08 25 May '18 222.50 0.283 7.45 10 20 Jul '18 225.00 0.312 12.55 20 -5.10 2.50 0.03
66 T 32.54 11 May '18 32.50 0.198 0.47 322 20 Jul '18 33.00 0.226 0.92 276 -0.45 0.50 0.03
67 MGM 31.40 8 Jun '18 31.50 0.322 1.28 3 17 Aug '18 32.00 0.350 2.09 14 -0.81 0.50 0.03
68 BSX 29.48 1 Jun '18 29.50 0.199 0.70 17 17 Aug '18 30.00 0.227 1.22 21 -0.52 0.50 0.03
69 NVDA 227.14 4 May '18 227.50 0.352 2.74 3,271 20 Jul '18 230.00 0.380 14.80 30 -12.06 2.50 0.03
70 SDOW 19.48 18 May '18 19.00 0.459 1.10 303 20 Jul '18 20.00 0.487 1.45 1 -0.35 1.00 0.03
71 INTU 187.24 18 May '18 185.00 0.230 5.10 45 20 Jul '18 190.00 0.257 7.50 237 -2.40 5.00 0.03
72 BP 44.80 11 May '18 44.50 0.178 0.72 26 20 Jul '18 45.00 0.206 1.34 127 -0.62 0.50 0.03
73 NEM 39.22 18 May '18 39.50 0.244 0.71 124 20 Jul '18 40.00 0.271 1.44 43 -0.73 0.50 0.03
74 EBAY 37.83 11 May '18 37.50 0.237 0.78 11 20 Jul '18 38.00 0.264 1.78 12 -1.00 0.50 0.03
75 ADBE 224.08 18 May '18 222.50 0.285 6.45 96 20 Jul '18 225.00 0.312 12.55 20 -6.10 2.50 0.03
76 COST 196.55 18 May '18 197.50 0.173 2.53 190 20 Jul '18 200.00 0.199 5.55 92 -3.02 2.50 0.03
77 HMNY 2.17 16 Nov '18 2.50 0.775 0.40 53 18 Jan '19 3.00 0.801 0.30 19 0.10 0.50 0.03
78 SQM 55.09 18 May '18 55.00 0.271 1.45 41 20 Jul '18 60.00 0.297 1.20 1 0.25 5.00 0.03
79 GMLP 20.18 15 Jun '18 20.00 0.160 0.60 35 17 Aug '18 22.50 0.186 0.15 12 0.45 2.50 0.03
80 TOT 62.10 15 Jun '18 62.50 0.147 1.25 7 17 Aug '18 65.00 0.172 0.80 10 0.45 2.50 0.03
81 KSS 61.99 18 May '18 62.00 0.347 1.95 6 20 Jul '18 62.50 0.373 4.00 9 -2.05 0.50 0.03
82 SVXY 12.44 18 May '18 12.50 0.288 0.30 29 20 Jul '18 13.00 0.313 0.48 50 -0.18 0.50 0.03
83 MGM 31.40 1 Jun '18 31.50 0.325 1.16 2 17 Aug '18 32.00 0.350 2.09 14 -0.93 0.50 0.02
84 GDX 22.31 18 May '18 22.50 0.217 0.34 532 20 Jul '18 23.00 0.241 0.71 895 -0.37 0.50 0.02
85 TD 56.24 18 May '18 57.50 0.117 0.20 4 20 Jul '18 60.00 0.142 0.20 5  0 2.50 0.02
86 AEM 42.22 15 Jun '18 43.00 0.252 1.12 9 17 Aug '18 44.00 0.277 1.75 5 -0.63 1.00 0.02
87 NEM 39.22 11 May '18 39.50 0.246 0.53 3 20 Jul '18 40.00 0.271 1.44 43 -0.91 0.50 0.02
88 GDX 22.31 11 May '18 22.50 0.217 0.24 435 20 Jul '18 23.00 0.241 0.71 895 -0.47 0.50 0.02
89 IBM 145.00 25 May '18 144.00 0.186 2.52 10 20 Jul '18 145.00 0.210 4.95 90 -2.43 1.00 0.02
90 ADBE 224.08 4 May '18 222.50 0.288 3.30 55 20 Jul '18 225.00 0.312 12.55 20 -9.25 2.50 0.02
91 CRM 123.11 4 May '18 124.00 0.267 0.84 111 20 Jul '18 125.00 0.291 5.80 239 -4.96 1.00 0.02
92 KNX 39.01 15 Jun '18 40.00 0.325 1.40 20 17 Aug '18 45.00 0.349 0.95 3 0.45 5.00 0.02
93 WHR 155.92 4 May '18 157.50 0.197 0.56 59 20 Jul '18 160.00 0.221 4.15 44 -3.59 2.50 0.02
94 SPXS 28.70 18 May '18 29.00 0.440 1.05 113 20 Jul '18 30.00 0.464 1.85 16 -0.80 1.00 0.02
95 SPXS 28.70 18 May '18 28.00 0.402 1.50 98 20 Jul '18 29.00 0.425 1.95 18 -0.45 1.00 0.02
96 KSS 61.99 11 May '18 62.00 0.349 1.50 57 20 Jul '18 62.50 0.373 4.00 9 -2.50 0.50 0.02
97 ACN 151.88 1 Jun '18 152.50 0.172 2.85 9 17 Aug '18 155.00 0.195 5.00 23 -2.15 2.50 0.02
98 AEM 42.22 15 Jun '18 42.00 0.256 1.58 19 17 Aug '18 43.00 0.280 2.17 47 -0.59 1.00 0.02
99 NEM 39.22 25 May '18 39.50 0.248 0.88 13 20 Jul '18 40.00 0.271 1.44 43 -0.56 0.50 0.02
100 SQQQ 17.09 20 Jul '18 18.00 0.594 1.60 85 21 Sep '18 19.00 0.617 1.75 10 -0.15 1.00 0.02
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