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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 TXMD 6.63 21 Apr '17 7.50 0.647 0.35 112 16 Jun '17 10.00 0.831 0.25 177 0.10 2.50 0.18
2 GNC 7.96 21 Apr '17 10.00 0.624 0.20 31 16 Jun '17 12.50 0.801 0.30 454 -0.10 2.50 0.18
3 GNC 7.96 21 Apr '17 7.50 0.611 1.10 2 16 Jun '17 10.00 0.788 0.65 51 0.45 2.50 0.18
4 VXX 18.05 10 Mar '17 18.50 0.545 0.40 2,947 19 May '17 19.00 0.717 1.97 72 -1.57 0.50 0.17
5 VXX 18.05 17 Mar '17 18.50 0.573 0.65 511 19 May '17 19.00 0.717 1.97 72 -1.32 0.50 0.14
6 RUSS 6.97 21 Apr '17 7.00 0.646 0.75 15 16 Jun '17 8.00 0.782 0.50 5 0.25 1.00 0.14
7 SPXU 16.81 21 Apr '17 17.00 0.297 0.70 99 16 Jun '17 18.00 0.426 1.00 5 -0.30 1.00 0.13
8 NFLX 139.53 17 Mar '17 139.00 0.220 2.87 139 19 May '17 140.00 0.348 8.65 207 -5.78 1.00 0.13
9 VXX 18.05 24 Mar '17 18.50 0.590 0.86 55 19 May '17 19.00 0.717 1.97 72 -1.11 0.50 0.13
10 YELP 34.00 17 Mar '17 34.50 0.335 0.75 43 19 May '17 35.00 0.460 2.35 12 -1.60 0.50 0.12
11 NFLX 139.53 10 Mar '17 139.00 0.225 2.16 216 19 May '17 140.00 0.348 8.65 207 -6.49 1.00 0.12
12 NFLX 139.53 24 Mar '17 139.00 0.229 3.50 9 19 May '17 140.00 0.348 8.65 207 -5.15 1.00 0.12
13 VXX 18.05 31 Mar '17 18.50 0.600 1.04 6 19 May '17 19.00 0.717 1.97 72 -0.93 0.50 0.12
14 VXX 18.05 7 Apr '17 18.50 0.612 1.21 29 16 Jun '17 19.00 0.728 2.41 2 -1.20 0.50 0.12
15 ANW 10.55 21 Apr '17 10.00 0.385 1.00 100 16 Jun '17 12.50 0.502 0.30 15 0.70 2.50 0.12
16 NFLX 139.53 31 Mar '17 139.00 0.232 4.00 60 19 May '17 140.00 0.348 8.65 207 -4.65 1.00 0.12
17 GRPN 4.14 31 Mar '17 4.00 0.476 0.32 5 19 May '17 4.50 0.589 0.29 1 0.03 0.50 0.11
18 KTOS 7.42 17 Mar '17 7.50 0.436 0.25 167 19 May '17 10.00 0.545 0.10 357 0.15 2.50 0.11
19 CLD 4.81 21 Apr '17 5.00 0.677 0.45 2 16 Jun '17 7.50 0.785 0.10 10 0.35 2.50 0.11
20 GRPN 4.14 10 Mar '17 4.00 0.486 0.21 30 19 May '17 4.50 0.589 0.29 1 -0.08 0.50 0.10
21 AMRN 3.17 21 Apr '17 3.50 0.535 0.18 65 16 Jun '17 4.00 0.637 0.15 15 0.03 0.50 0.10
22 GRPN 4.14 17 Mar '17 4.00 0.487 0.26 86 19 May '17 4.50 0.589 0.29 1 -0.03 0.50 0.10
23 QRVO 66.11 17 Mar '17 65.00 0.294 2.25 14 19 May '17 67.50 0.395 4.00 12 -1.75 2.50 0.10
24 QRVO 66.11 17 Mar '17 67.50 0.291 1.05 398 19 May '17 70.00 0.391 3.00 31 -1.95 2.50 0.10
25 FIT 6.14 17 Mar '17 6.50 0.501 0.12 27 19 May '17 7.00 0.596 0.36 160 -0.24 0.50 0.10
26 WMB 29.04 10 Mar '17 29.50 0.194 0.20 3 19 May '17 30.00 0.284 0.99 26 -0.79 0.50 0.09
27 FIT 6.14 31 Mar '17 6.50 0.510 0.23 10 19 May '17 7.00 0.596 0.36 160 -0.13 0.50 0.09
28 BIDU 174.48 10 Mar '17 172.50 0.191 3.25 50 19 May '17 175.00 0.275 8.45 12 -5.20 2.50 0.08
29 BW 10.58 17 Mar '17 10.00 0.437 0.85 62 19 May '17 12.50 0.521 0.25 4 0.60 2.50 0.08
30 GRUB 34.87 21 Apr '17 35.00 0.342 1.75 28 16 Jun '17 37.50 0.418 1.95 107 -0.20 2.50 0.08
31 EFA 60.59 10 Mar '17 60.50 0.083 0.38 36 19 May '17 61.00 0.159 1.56 25 -1.18 0.50 0.08
32 CF 31.56 10 Mar '17 32.00 0.361 0.50 146 19 May '17 32.50 0.436 1.97 33 -1.47 0.50 0.08
33 CREE 27.75 7 Apr '17 27.50 0.257 1.08 1 16 Jun '17 28.00 0.332 1.79 4 -0.71 0.50 0.08
34 ACIA 51.30 17 Mar '17 55.00 0.504 1.00 269 19 May '17 60.00 0.578 2.20 45 -1.20 5.00 0.07
35 ETP 38.20 21 Apr '17 39.00 0.221 1.20 35 16 Jun '17 40.00 0.294 1.10 45 0.10 1.00 0.07
36 NVDA 99.00 24 Mar '17 99.50 0.357 3.30 11 19 May '17 100.00 0.429 7.30 396 -4.00 0.50 0.07
37 MYGN 19.02 17 Mar '17 19.00 0.400 0.75 1 19 May '17 20.00 0.472 1.05 10 -0.30 1.00 0.07
38 BCRX 7.42 17 Mar '17 7.00 0.799 0.75 204 19 May '17 8.00 0.870 0.75 375  0 1.00 0.07
39 TWTR 15.79 7 Apr '17 15.50 0.378 0.93 20 16 Jun '17 16.00 0.449 1.42 414 -0.49 0.50 0.07
40 BABA 103.19 10 Mar '17 104.00 0.208 0.92 487 19 May '17 105.00 0.279 4.45 2,970 -3.53 1.00 0.07
41 RIG 13.90 10 Mar '17 13.50 0.362 0.55 50 19 May '17 14.00 0.431 1.04 23 -0.49 0.50 0.07
42 NVDA 99.00 17 Mar '17 99.50 0.359 2.67 70 19 May '17 100.00 0.429 7.30 396 -4.63 0.50 0.07
43 MSFT 64.01 10 Mar '17 64.50 0.131 0.30 803 19 May '17 65.00 0.200 1.73 896 -1.43 0.50 0.07
44 DB 20.21 10 Mar '17 20.50 0.366 0.32 207 19 May '17 21.00 0.434 1.25 22 -0.93 0.50 0.07
45 FEYE 11.00 7 Apr '17 11.50 0.450 0.44 3 16 Jun '17 12.00 0.518 0.81 58 -0.37 0.50 0.07
46 FCX 13.31 10 Mar '17 13.50 0.419 0.25 1,168 19 May '17 14.00 0.487 0.90 212 -0.65 0.50 0.07
47 IRBT 57.12 21 Apr '17 57.50 0.264 2.20 10 16 Jun '17 60.00 0.332 2.75 1 -0.55 2.50 0.07
48 BABA 103.19 17 Mar '17 104.00 0.211 1.41 703 19 May '17 105.00 0.279 4.45 2,970 -3.04 1.00 0.07
49 DB 20.21 24 Mar '17 20.50 0.367 0.62 1,571 19 May '17 21.00 0.434 1.25 22 -0.63 0.50 0.07
50 CNP 27.77 17 Mar '17 27.00 0.128 1.10 1 19 May '17 28.00 0.195 0.75 71 0.35 1.00 0.07
51 EBAY 33.91 10 Mar '17 33.50 0.191 0.63 11 19 May '17 34.00 0.258 1.56 35 -0.93 0.50 0.07
52 SRCL 82.13 17 Mar '17 85.00 0.226 0.60 36 19 May '17 90.00 0.292 1.50 5 -0.90 5.00 0.07
53 NVDA 99.00 10 Mar '17 99.50 0.362 1.90 149 19 May '17 100.00 0.429 7.30 396 -5.40 0.50 0.07
54 CF 31.56 17 Mar '17 32.00 0.369 0.76 13 19 May '17 32.50 0.436 1.97 33 -1.21 0.50 0.07
55 CAR 34.18 17 Mar '17 35.00 0.398 0.85 157 19 May '17 36.00 0.464 2.05 2 -1.20 1.00 0.07
56 BIDU 174.48 17 Mar '17 172.50 0.211 4.20 7 19 May '17 175.00 0.275 8.45 12 -4.25 2.50 0.06
57 FIT 6.14 24 Mar '17 6.50 0.532 0.19 33 19 May '17 7.00 0.596 0.36 160 -0.17 0.50 0.06
58 EFA 60.59 24 Mar '17 60.50 0.095 0.65 1 19 May '17 61.00 0.159 1.56 25 -0.91 0.50 0.06
59 ATVI 46.68 17 Mar '17 46.50 0.213 0.91 13 19 May '17 47.00 0.276 2.08 7 -1.17 0.50 0.06
60 ATVI 46.68 10 Mar '17 46.50 0.213 0.70 84 19 May '17 47.00 0.276 2.08 7 -1.38 0.50 0.06
61 VEEV 44.00 21 Apr '17 45.00 0.236 1.25 82 16 Jun '17 46.00 0.298 1.85 108 -0.60 1.00 0.06
62 MSFT 64.01 17 Mar '17 64.50 0.137 0.51 1,296 19 May '17 65.00 0.200 1.73 896 -1.22 0.50 0.06
63 ETP 38.20 21 Apr '17 38.00 0.239 1.55 20 16 Jun '17 39.00 0.301 1.50 4 0.05 1.00 0.06
64 FEYE 11.00 7 Apr '17 10.50 0.459 0.93 4 16 Jun '17 11.00 0.521 1.20 918 -0.27 0.50 0.06
65 GORO 4.67 21 Apr '17 5.00 0.655 0.40 160 16 Jun '17 7.50 0.716 0.05 110 0.35 2.50 0.06
66 MSFT 64.01 24 Mar '17 64.50 0.139 0.67 200 19 May '17 65.00 0.200 1.73 896 -1.06 0.50 0.06
67 MXL 25.86 21 Apr '17 25.00 0.339 1.85 25 16 Jun '17 30.00 0.400 0.75 15 1.10 5.00 0.06
68 BABA 103.19 24 Mar '17 104.00 0.218 1.86 36 19 May '17 105.00 0.279 4.45 2,970 -2.59 1.00 0.06
69 EBAY 33.91 17 Mar '17 33.50 0.198 0.79 6 19 May '17 34.00 0.258 1.56 35 -0.77 0.50 0.06
70 EBAY 33.91 24 Mar '17 33.50 0.198 0.90 10 19 May '17 34.00 0.258 1.56 35 -0.66 0.50 0.06
71 TECK 20.26 10 Mar '17 20.50 0.454 0.45 1,640 19 May '17 21.00 0.514 1.59 20 -1.14 0.50 0.06
72 CA 32.63 17 Mar '17 32.00 0.157 0.90 2 19 May '17 33.00 0.217 0.90 10  0 1.00 0.06
73 ETSY 10.66 21 Apr '17 12.50 0.427 0.20 35 16 Jun '17 15.00 0.487 0.10 22 0.10 2.50 0.06
74 BIDU 174.48 24 Mar '17 172.50 0.216 4.90 8 19 May '17 175.00 0.275 8.45 12 -3.55 2.50 0.06
75 XLNX 59.35 17 Mar '17 59.50 0.210 0.99 6 19 May '17 60.00 0.268 2.42 2 -1.43 0.50 0.06
76 MGM 26.31 17 Mar '17 26.50 0.201 0.35 4 19 May '17 27.00 0.259 0.94 44 -0.59 0.50 0.06
77 S 8.73 17 Mar '17 8.50 0.402 0.42 70 19 May '17 9.00 0.460 0.60 172 -0.18 0.50 0.06
78 XLNX 59.35 31 Mar '17 59.50 0.210 1.38 10 19 May '17 60.00 0.268 2.42 2 -1.04 0.50 0.06
79 VEEV 44.00 21 Apr '17 44.00 0.241 1.65 17 16 Jun '17 45.00 0.300 2.30 56 -0.65 1.00 0.06
80 S 8.73 10 Mar '17 8.50 0.403 0.37 10 19 May '17 9.00 0.460 0.60 172 -0.23 0.50 0.06
81 HDP 10.00 17 Mar '17 10.00 0.495 0.60 50 19 May '17 12.50 0.553 0.20 10 0.40 2.50 0.06
82 SWIR 29.10 21 Apr '17 30.00 0.439 1.60 53 16 Jun '17 35.00 0.497 1.10 264 0.50 5.00 0.06
83 BIDU 174.48 31 Mar '17 172.50 0.218 5.50 1 19 May '17 175.00 0.275 8.45 12 -2.95 2.50 0.06
84 BABA 103.19 31 Mar '17 104.00 0.222 2.23 76 19 May '17 105.00 0.279 4.45 2,970 -2.22 1.00 0.06
85 CDE 8.01 21 Apr '17 9.00 0.546 0.35 11 16 Jun '17 10.00 0.603 0.40 42 -0.05 1.00 0.06
86 MSFT 64.01 31 Mar '17 64.50 0.143 0.83 56 19 May '17 65.00 0.200 1.73 896 -0.90 0.50 0.06
87 MGM 26.31 10 Mar '17 26.50 0.203 0.24 189 19 May '17 27.00 0.259 0.94 44 -0.70 0.50 0.06
88 WMB 29.04 17 Mar '17 29.50 0.227 0.31 11 19 May '17 30.00 0.284 0.99 26 -0.68 0.50 0.06
89 JCP 6.36 10 Mar '17 6.50 0.478 0.13 595 19 May '17 7.00 0.534 0.38 306 -0.25 0.50 0.06
90 NLNK 19.73 21 Apr '17 19.00 0.947 3.20 207 16 Jun '17 20.00 1.003 3.90 40 -0.70 1.00 0.06
91 Z 34.63 10 Mar '17 34.50 0.320 0.85 10 19 May '17 35.00 0.374 2.10 2 -1.25 0.50 0.05
92 JACK 95.60 21 Apr '17 100.00 0.216 1.45 140 16 Jun '17 105.00 0.270 2.20 13 -0.75 5.00 0.05
93 BP 34.12 10 Mar '17 34.50 0.155 0.17 251 19 May '17 35.00 0.209 0.69 582 -0.52 0.50 0.05
94 WFM 30.46 10 Mar '17 30.50 0.205 0.37 23 19 May '17 31.00 0.260 1.20 102 -0.83 0.50 0.05
95 BIDU 174.48 7 Apr '17 172.50 0.222 6.05 1 16 Jun '17 175.00 0.275 9.95 7 -3.90 2.50 0.05
96 S 8.73 31 Mar '17 8.50 0.407 0.58 13 19 May '17 9.00 0.460 0.60 172 -0.02 0.50 0.05
97 OTEX 33.22 17 Mar '17 32.50 0.179 1.15 2 19 May '17 35.00 0.232 0.60 14 0.55 2.50 0.05
98 SGMO 4.60 17 Mar '17 5.00 0.725 0.15 76 19 May '17 6.00 0.777 0.20 14 -0.05 1.00 0.05
99 DIN 52.15 21 Apr '17 55.00 0.224 0.75 361 16 Jun '17 60.00 0.275 0.65 1 0.10 5.00 0.05
100 REGN 375.86 10 Mar '17 377.50 0.292 5.90 24 19 May '17 380.00 0.343 21.70 74 -15.80 2.50 0.05
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Data Provided by HistoricalOptionData.com
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