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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 SGYP 6.34 17 Feb '17 6.00 0.601 0.65 464 21 Apr '17 7.00 0.857 0.65 80  0 1.00 0.26
2 SGYP 6.34 17 Feb '17 7.00 0.675 0.15 4,911 21 Apr '17 8.00 0.874 0.40 49 -0.25 1.00 0.20
3 VRX 14.31 10 Feb '17 14.50 0.521 0.36 2,021 21 Apr '17 15.00 0.717 1.59 671 -1.23 0.50 0.20
4 VXX 19.20 10 Feb '17 19.50 0.532 0.48 4,053 21 Apr '17 20.00 0.697 2.09 71 -1.61 0.50 0.16
5 VRX 14.31 17 Feb '17 14.50 0.554 0.57 538 21 Apr '17 15.00 0.717 1.59 671 -1.02 0.50 0.16
6 JNUG 9.81 10 Feb '17 9.50 1.237 0.95 181 21 Apr '17 10.00 1.388 2.15 106 -1.20 0.50 0.15
7 FOLD 5.65 17 Feb '17 5.00 0.587 0.75 3 21 Apr '17 6.00 0.736 0.60 100 0.15 1.00 0.15
8 VRX 14.31 24 Feb '17 14.50 0.568 0.73 70 21 Apr '17 15.00 0.717 1.59 671 -0.86 0.50 0.15
9 VXX 19.20 3 Mar '17 19.50 0.582 1.13 397 19 May '17 20.00 0.715 2.59 27 -1.46 0.50 0.13
10 VXX 19.20 24 Feb '17 19.50 0.567 0.94 493 21 Apr '17 20.00 0.697 2.09 71 -1.15 0.50 0.13
11 SPXS 10.19 17 Feb '17 10.00 0.285 0.35 281 21 Apr '17 11.00 0.410 0.40 20 -0.05 1.00 0.13
12 VXX 19.20 17 Feb '17 19.50 0.573 0.76 1,552 21 Apr '17 20.00 0.697 2.09 71 -1.33 0.50 0.12
13 JNUG 9.81 17 Feb '17 9.50 1.268 1.20 81 21 Apr '17 10.00 1.388 2.15 106 -0.95 0.50 0.12
14 UNG 7.95 24 Feb '17 7.50 0.319 0.67 20 21 Apr '17 8.00 0.432 0.60 192 0.07 0.50 0.11
15 ANF 11.47 17 Feb '17 11.50 0.463 0.42 7 21 Apr '17 12.00 0.570 0.87 76 -0.45 0.50 0.11
16 VXX 19.20 10 Mar '17 19.50 0.609 1.35 88 19 May '17 20.00 0.715 2.59 27 -1.24 0.50 0.11
17 FOLD 5.65 17 Feb '17 6.00 0.645 0.20 30 21 Apr '17 7.00 0.745 0.25 515 -0.05 1.00 0.10
18 NFLX 139.20 10 Feb '17 139.00 0.274 2.42 76 21 Apr '17 140.00 0.372 9.10 98 -6.68 1.00 0.10
19 PAY 18.36 17 Feb '17 19.00 0.258 0.20 552 21 Apr '17 20.00 0.354 0.55 15 -0.35 1.00 0.10
20 NFLX 139.20 24 Feb '17 139.00 0.279 3.95 5 21 Apr '17 140.00 0.372 9.10 98 -5.15 1.00 0.09
21 UCO 22.41 10 Feb '17 22.50 0.478 0.70 226 21 Apr '17 23.00 0.570 1.90 65 -1.20 0.50 0.09
22 NFLX 139.20 17 Feb '17 139.00 0.280 3.30 39 21 Apr '17 140.00 0.372 9.10 98 -5.80 1.00 0.09
23 ANF 11.47 10 Feb '17 11.50 0.479 0.32 67 21 Apr '17 12.00 0.570 0.87 76 -0.55 0.50 0.09
24 AMRN 2.96 24 Feb '17 3.00 0.511 0.30 20 21 Apr '17 3.50 0.602 0.06 60 0.24 0.50 0.09
25 TZA 19.70 10 Feb '17 19.50 0.453 0.65 8,190 21 Apr '17 20.00 0.538 1.68 3 -1.03 0.50 0.09
26 EQR 60.76 17 Feb '17 60.00 0.188 1.40 79 21 Apr '17 62.00 0.272 1.15 23 0.25 2.00 0.08
27 OCLR 9.62 17 Feb '17 9.00 0.492 0.95 15 21 Apr '17 10.00 0.570 0.75 118 0.20 1.00 0.08
28 MEET 4.76 17 Mar '17 5.00 0.535 0.35 142 19 May '17 6.00 0.613 0.20 1 0.15 1.00 0.08
29 CIEN 24.46 17 Feb '17 24.50 0.295 0.58 16 21 Apr '17 25.00 0.370 1.41 1 -0.83 0.50 0.07
30 TZA 19.70 17 Feb '17 19.50 0.464 0.88 13 21 Apr '17 20.00 0.538 1.68 3 -0.80 0.50 0.07
31 S 8.53 10 Mar '17 8.50 0.408 0.48 25 19 May '17 9.00 0.481 0.64 553 -0.16 0.50 0.07
32 CIEN 24.46 10 Feb '17 24.50 0.297 0.43 171 21 Apr '17 25.00 0.370 1.41 1 -0.98 0.50 0.07
33 IDTI 24.94 17 Mar '17 25.00 0.330 1.15 1 19 May '17 26.00 0.400 1.65 2 -0.50 1.00 0.07
34 S 8.53 3 Mar '17 8.50 0.412 0.44 20 19 May '17 9.00 0.481 0.64 553 -0.20 0.50 0.07
35 TZA 19.70 24 Feb '17 19.50 0.470 1.05 2 21 Apr '17 20.00 0.538 1.68 3 -0.63 0.50 0.07
36 MU 24.79 10 Feb '17 24.50 0.334 0.66 204 21 Apr '17 25.00 0.401 1.72 1,753 -1.06 0.50 0.07
37 GRMN 49.80 17 Feb '17 50.00 0.207 0.75 95 21 Apr '17 52.50 0.273 1.22 11 -0.47 2.50 0.07
38 SBGL 9.27 17 Feb '17 10.00 0.576 0.20 30 21 Apr '17 12.50 0.641 0.20 11  0 2.50 0.06
39 MAT 25.77 24 Feb '17 25.50 0.211 0.75 9 21 Apr '17 26.00 0.274 1.05 15 -0.30 0.50 0.06
40 MU 24.79 24 Feb '17 24.50 0.340 1.00 178 21 Apr '17 25.00 0.401 1.72 1,753 -0.72 0.50 0.06
41 ETE 18.51 10 Feb '17 18.50 0.313 0.36 40 21 Apr '17 19.00 0.373 0.90 642 -0.54 0.50 0.06
42 PLAY 53.25 17 Feb '17 55.00 0.287 0.65 8 21 Apr '17 60.00 0.343 1.00 9 -0.35 5.00 0.06
43 HTZ 20.70 17 Feb '17 22.50 0.522 0.35 137 21 Apr '17 25.00 0.576 0.80 32 -0.45 2.50 0.05
44 CPE 14.78 17 Feb '17 15.00 0.375 0.40 7 21 Apr '17 16.00 0.428 0.60 2 -0.20 1.00 0.05
45 MU 24.79 17 Feb '17 24.50 0.349 0.86 646 21 Apr '17 25.00 0.401 1.72 1,753 -0.86 0.50 0.05
46 FSLR 31.59 10 Feb '17 32.00 0.406 0.63 22 21 Apr '17 32.50 0.457 2.24 8 -1.61 0.50 0.05
47 GE 29.68 10 Mar '17 29.50 0.117 0.59 6 19 May '17 30.00 0.168 0.80 51 -0.21 0.50 0.05
48 ZIOP 6.35 17 Feb '17 6.00 0.696 0.60 1,997 21 Apr '17 7.00 0.746 0.60 342  0 1.00 0.05
49 PZZA 81.91 17 Feb '17 82.50 0.230 1.35 21 21 Apr '17 85.00 0.279 2.75 1 -1.40 2.50 0.05
50 PTC 53.52 17 Feb '17 55.00 0.247 0.60 5 21 Apr '17 60.00 0.296 0.75 15 -0.15 5.00 0.05
51 SLB 82.44 3 Mar '17 82.00 0.159 1.73 10 19 May '17 82.50 0.207 3.35 81 -1.62 0.50 0.05
52 AAPL 128.52 3 Mar '17 129.00 0.126 1.62 645 19 May '17 130.00 0.174 4.10 2,698 -2.48 1.00 0.05
53 EXPR 10.53 17 Feb '17 11.00 0.356 0.15 25 21 Apr '17 12.00 0.404 0.25 1 -0.10 1.00 0.05
54 FAZ 21.36 10 Feb '17 21.50 0.353 0.43 11 21 Apr '17 22.00 0.400 1.18 90 -0.75 0.50 0.05
55 HPQ 15.21 17 Feb '17 15.50 0.213 0.15 27 21 Apr '17 16.00 0.261 0.37 175 -0.22 0.50 0.05
56 ADSK 82.76 17 Feb '17 82.50 0.293 2.20 107 21 Apr '17 85.00 0.339 4.15 55 -1.95 2.50 0.05
57 RSX 21.77 3 Mar '17 21.50 0.207 0.81 50 19 May '17 22.00 0.252 1.01 200 -0.20 0.50 0.05
58 ADBE 113.16 17 Feb '17 115.00 0.168 0.83 170 21 Apr '17 120.00 0.213 1.89 29 -1.06 5.00 0.04
59 AMD 12.28 24 Feb '17 12.50 0.523 0.55 709 21 Apr '17 13.00 0.567 0.97 2,605 -0.42 0.50 0.04
60 DVN 45.65 10 Feb '17 45.50 0.298 0.89 24 21 Apr '17 46.00 0.342 2.71 1 -1.82 0.50 0.04
61 AXP 76.51 10 Feb '17 77.00 0.165 0.55 78 21 Apr '17 77.50 0.209 2.34 80 -1.79 0.50 0.04
62 MAT 25.77 17 Feb '17 25.50 0.230 0.70 206 21 Apr '17 26.00 0.274 1.05 15 -0.35 0.50 0.04
63 QID 21.37 17 Feb '17 22.00 0.268 0.24 76 21 Apr '17 23.00 0.311 0.46 50 -0.22 1.00 0.04
64 WB 49.11 17 Feb '17 49.50 0.486 1.90 5 21 Apr '17 50.00 0.529 4.30 24 -2.40 0.50 0.04
65 INFY 13.75 17 Feb '17 14.00 0.228 0.20 510 21 Apr '17 15.00 0.271 0.20 22  0 1.00 0.04
66 AAPL 128.52 10 Mar '17 129.00 0.131 1.91 65 19 May '17 130.00 0.174 4.10 2,698 -2.19 1.00 0.04
67 AXP 76.51 17 Feb '17 77.00 0.167 0.84 14 21 Apr '17 77.50 0.209 2.34 80 -1.50 0.50 0.04
68 INTU 117.83 17 Feb '17 120.00 0.149 0.75 7 21 Apr '17 125.00 0.190 1.35 2 -0.60 5.00 0.04
69 BSX 25.10 17 Mar '17 26.00 0.180 0.30 214 19 May '17 27.00 0.221 0.49 38 -0.19 1.00 0.04
70 KMX 65.00 17 Feb '17 67.50 0.263 0.55 13 21 Apr '17 70.00 0.304 1.70 2 -1.15 2.50 0.04
71 AXP 76.51 24 Feb '17 77.00 0.169 1.07 2 21 Apr '17 77.50 0.209 2.34 80 -1.27 0.50 0.04
72 CRZO 34.79 17 Feb '17 35.00 0.373 1.05 29 21 Apr '17 37.50 0.412 1.55 33 -0.50 2.50 0.04
73 FDX 184.61 17 Feb '17 182.50 0.206 4.30 3 21 Apr '17 185.00 0.245 7.90 61 -3.60 2.50 0.04
74 MYL 39.00 10 Feb '17 39.50 0.282 0.45 24 21 Apr '17 40.00 0.322 1.85 250 -1.40 0.50 0.04
75 GRMN 49.80 17 Feb '17 47.50 0.243 2.60 21 21 Apr '17 50.00 0.281 2.19 64 0.41 2.50 0.04
76 ORCL 39.98 10 Feb '17 39.50 0.149 0.65 5 21 Apr '17 40.00 0.187 1.29 83 -0.64 0.50 0.04
77 AMAT 34.94 10 Feb '17 34.50 0.233 0.74 4 21 Apr '17 35.00 0.271 1.64 36 -0.90 0.50 0.04
78 MGM 28.80 10 Feb '17 28.50 0.244 0.59 136 21 Apr '17 29.00 0.282 1.39 32 -0.80 0.50 0.04
79 BA 162.26 10 Feb '17 162.50 0.141 1.32 475 21 Apr '17 165.00 0.178 3.60 230 -2.28 2.50 0.04
80 ADBE 113.16 17 Feb '17 110.00 0.184 3.85 27 21 Apr '17 115.00 0.221 3.70 36 0.15 5.00 0.04
81 BMRN 88.38 17 Feb '17 90.00 0.343 2.05 53 21 Apr '17 95.00 0.380 3.40 1 -1.35 5.00 0.04
82 BSX 25.10 17 Mar '17 25.00 0.193 0.73 197 19 May '17 26.00 0.229 0.84 128 -0.11 1.00 0.04
83 FDX 184.61 10 Feb '17 182.50 0.209 3.55 26 21 Apr '17 185.00 0.245 7.90 61 -4.35 2.50 0.04
84 GDX 24.39 17 Feb '17 24.50 0.371 0.69 1,323 21 Apr '17 25.00 0.407 1.56 409 -0.87 0.50 0.04
85 FINL 17.17 17 Mar '17 17.00 0.381 1.00 30 19 May '17 18.00 0.417 1.05 15 -0.05 1.00 0.04
86 SIRI 4.75 17 Feb '17 4.50 0.213 0.29 210 21 Apr '17 5.00 0.248 0.09 503 0.20 0.50 0.04
87 KBH 16.26 17 Feb '17 16.00 0.300 0.55 23 21 Apr '17 17.00 0.335 0.67 11 -0.12 1.00 0.04
88 USG 30.80 17 Mar '17 31.00 0.283 1.15 6 19 May '17 32.00 0.318 1.50 26 -0.35 1.00 0.03
89 OIH 33.12 10 Feb '17 33.50 0.231 0.31 8 21 Apr '17 34.00 0.266 1.23 2,017 -0.92 0.50 0.03
90 INTC 36.68 10 Mar '17 36.50 0.172 0.76 23 19 May '17 37.00 0.205 1.22 92 -0.46 0.50 0.03
91 AMD 12.28 10 Feb '17 12.50 0.533 0.31 4,972 21 Apr '17 13.00 0.567 0.97 2,605 -0.66 0.50 0.03
92 KSS 39.80 17 Feb '17 39.50 0.333 1.30 38 21 Apr '17 40.00 0.367 2.55 214 -1.25 0.50 0.03
93 LOW 71.95 10 Feb '17 72.00 0.178 0.75 11 21 Apr '17 72.50 0.211 2.48 126 -1.73 0.50 0.03
94 LOW 71.95 17 Feb '17 72.00 0.178 1.03 9 21 Apr '17 72.50 0.211 2.48 126 -1.45 0.50 0.03
95 FAS 41.25 17 Feb '17 41.50 0.320 0.98 57 21 Apr '17 42.00 0.353 2.14 19 -1.16 0.50 0.03
96 KBH 16.26 17 Feb '17 17.00 0.293 0.14 73 21 Apr '17 18.00 0.326 0.36 6 -0.22 1.00 0.03
97 JPM 84.59 24 Feb '17 84.50 0.177 1.54 7 21 Apr '17 85.00 0.209 2.81 137 -1.27 0.50 0.03
98 BLDR 10.99 17 Mar '17 11.00 0.427 0.80 4 19 May '17 12.00 0.459 0.60 18 0.20 1.00 0.03
99 PFE 31.73 10 Feb '17 31.50 0.147 0.42 322 21 Apr '17 32.00 0.179 0.78 402 -0.36 0.50 0.03
100 QQQ 125.32 10 Feb '17 125.50 0.090 0.60 1,643 21 Apr '17 126.00 0.122 2.46 4 -1.86 0.50 0.03
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