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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 VXX 15.52 7 Apr '17 15.50 0.426 0.41 2,772 16 Jun '17 16.00 0.631 1.57 43 -1.16 0.50 0.21
2 VXX 15.52 13 Apr '17 15.50 0.433 0.55 459 16 Jun '17 16.00 0.631 1.57 43 -1.02 0.50 0.20
3 VXX 15.52 21 Apr '17 15.50 0.474 0.74 2,330 16 Jun '17 16.00 0.631 1.57 43 -0.83 0.50 0.16
4 VNDA 14.15 21 Apr '17 14.00 0.415 0.95 8 16 Jun '17 15.00 0.563 1.00 10 -0.05 1.00 0.15
5 SWIR 26.35 21 Apr '17 25.00 0.367 1.95 48 16 Jun '17 30.00 0.508 1.15 55 0.80 5.00 0.14
6 ATW 9.49 21 Apr '17 10.00 0.540 0.35 56 16 Jun '17 11.00 0.672 0.50 20 -0.15 1.00 0.13
7 FEYE 12.82 21 Apr '17 12.50 0.390 0.67 76 16 Jun '17 13.00 0.520 1.13 113 -0.46 0.50 0.13
8 KEM 11.65 21 Apr '17 11.00 0.408 1.05 100 16 Jun '17 12.00 0.535 0.80 1 0.25 1.00 0.13
9 NE 6.21 21 Apr '17 6.50 0.487 0.20 372 16 Jun '17 7.00 0.611 0.40 566 -0.20 0.50 0.12
10 NFLX 148.06 13 Apr '17 149.00 0.210 2.06 281 16 Jun '17 150.00 0.332 8.05 98 -5.99 1.00 0.12
11 NFLX 148.06 7 Apr '17 149.00 0.213 1.45 345 16 Jun '17 150.00 0.332 8.05 98 -6.60 1.00 0.12
12 ANF 12.24 28 Apr '17 12.50 0.399 0.47 3 16 Jun '17 13.00 0.516 0.76 22 -0.29 0.50 0.12
13 ANF 12.24 7 Apr '17 12.50 0.399 0.25 152 16 Jun '17 13.00 0.516 0.76 22 -0.51 0.50 0.12
14 GRUB 33.13 21 Apr '17 35.00 0.287 0.40 34 16 Jun '17 37.50 0.400 0.90 10 -0.50 2.50 0.11
15 BBG 4.27 21 Apr '17 4.00 0.456 0.40 5 16 Jun '17 5.00 0.563 0.15 36 0.25 1.00 0.11
16 SEDG 15.50 21 Apr '17 15.00 0.407 0.95 48 16 Jun '17 16.00 0.512 1.15 68 -0.20 1.00 0.11
17 AVXL 5.76 19 May '17 5.00 0.823 1.20 50 21 Jul '17 7.50 0.928 0.35 77 0.85 2.50 0.11
18 CIEN 23.73 21 Apr '17 23.50 0.258 0.75 1 16 Jun '17 24.00 0.363 1.43 7 -0.68 0.50 0.10
19 TASR 23.22 21 Apr '17 23.50 0.253 0.50 1 16 Jun '17 24.00 0.358 1.15 11 -0.65 0.50 0.10
20 IMPV 40.90 21 Apr '17 42.50 0.317 0.85 11 16 Jun '17 45.00 0.422 1.50 1 -0.65 2.50 0.10
21 UBNT 50.62 21 Apr '17 55.00 0.258 0.20 11 16 Jun '17 60.00 0.362 0.70 41 -0.50 5.00 0.10
22 SPXU 17.04 21 Apr '17 17.00 0.258 0.50 189 16 Jun '17 18.00 0.361 0.70 8 -0.20 1.00 0.10
23 S 8.52 13 Apr '17 8.50 0.346 0.27 20 16 Jun '17 9.00 0.449 0.49 1,731 -0.22 0.50 0.10
24 FMSA 7.31 21 Apr '17 7.50 0.605 0.40 60 16 Jun '17 10.00 0.707 0.20 20 0.20 2.50 0.10
25 TZA 18.13 13 Apr '17 18.50 0.395 0.44 28 16 Jun '17 19.00 0.497 1.22 13 -0.78 0.50 0.10
26 FNSR 28.18 21 Apr '17 29.00 0.337 0.60 48 16 Jun '17 30.00 0.438 1.50 6 -0.90 1.00 0.10
27 FEYE 12.82 7 Apr '17 12.50 0.421 0.53 93 16 Jun '17 13.00 0.520 1.13 113 -0.60 0.50 0.10
28 TZA 18.13 7 Apr '17 18.50 0.397 0.30 665 16 Jun '17 19.00 0.497 1.22 13 -0.92 0.50 0.10
29 ANF 12.24 21 Apr '17 12.50 0.416 0.40 29 16 Jun '17 13.00 0.516 0.76 22 -0.36 0.50 0.10
30 NE 6.21 13 Apr '17 6.50 0.512 0.15 3 16 Jun '17 7.00 0.611 0.40 566 -0.25 0.50 0.10
31 VIAV 10.80 21 Apr '17 10.00 0.319 0.93 150 16 Jun '17 11.00 0.416 0.68 136 0.25 1.00 0.10
32 PANW 113.50 21 Apr '17 114.00 0.255 2.70 31 16 Jun '17 115.00 0.352 6.60 36 -3.90 1.00 0.10
33 TASR 23.22 13 Apr '17 23.50 0.261 0.40 43 16 Jun '17 24.00 0.358 1.15 11 -0.75 0.50 0.10
34 IRBT 65.63 21 Apr '17 65.00 0.229 1.95 24 16 Jun '17 67.50 0.325 3.00 4 -1.05 2.50 0.10
35 SAND 4.22 21 Apr '17 4.00 0.416 0.35 35 16 Jun '17 5.00 0.511 0.10 105 0.25 1.00 0.09
36 TASR 23.22 7 Apr '17 23.50 0.263 0.30 40 16 Jun '17 24.00 0.358 1.15 11 -0.85 0.50 0.09
37 ETSY 10.40 21 Apr '17 10.00 0.366 0.65 35 16 Jun '17 12.50 0.460 0.20 22 0.45 2.50 0.09
38 CLF 8.27 7 Apr '17 8.50 0.501 0.19 616 16 Jun '17 9.00 0.595 0.61 78 -0.42 0.50 0.09
39 SQ 17.32 21 Apr '17 18.00 0.284 0.25 158 16 Jun '17 19.00 0.378 0.55 22 -0.30 1.00 0.09
40 S 8.52 28 Apr '17 8.50 0.355 0.40 60 16 Jun '17 9.00 0.449 0.49 1,731 -0.09 0.50 0.09
41 TAHO 7.95 21 Apr '17 7.50 0.432 0.65 3 16 Jun '17 10.00 0.525 0.15 118 0.50 2.50 0.09
42 BBY 48.59 7 Apr '17 48.50 0.246 0.81 44 16 Jun '17 49.00 0.337 2.64 3 -1.83 0.50 0.09
43 ARRY 9.08 21 Apr '17 10.00 0.658 0.30 4 16 Jun '17 11.00 0.749 0.55 4 -0.25 1.00 0.09
44 BBY 48.59 21 Apr '17 48.50 0.246 1.25 37 16 Jun '17 49.00 0.337 2.64 3 -1.39 0.50 0.09
45 WFT 6.60 7 Apr '17 6.50 0.440 0.24 143 16 Jun '17 7.00 0.532 0.46 30 -0.22 0.50 0.09
46 FEYE 12.82 28 Apr '17 12.50 0.430 0.87 7 16 Jun '17 13.00 0.520 1.13 113 -0.26 0.50 0.09
47 DY 93.04 21 Apr '17 90.00 0.271 4.40 1 16 Jun '17 95.00 0.362 5.20 1 -0.80 5.00 0.09
48 BBY 48.59 13 Apr '17 48.50 0.249 1.03 5 16 Jun '17 49.00 0.337 2.64 3 -1.61 0.50 0.09
49 SWIR 26.35 21 Apr '17 30.00 0.404 0.15 361 16 Jun '17 35.00 0.492 0.30 20 -0.15 5.00 0.09
50 CLF 8.27 13 Apr '17 8.50 0.508 0.26 60 16 Jun '17 9.00 0.595 0.61 78 -0.35 0.50 0.09
51 NVDA 109.40 21 Apr '17 109.00 0.299 3.45 567 16 Jun '17 110.00 0.385 7.40 1,106 -3.95 1.00 0.09
52 AKS 7.23 21 Apr '17 7.50 0.491 0.24 361 16 Jun '17 8.00 0.576 0.46 248 -0.22 0.50 0.09
53 NVDA 109.40 7 Apr '17 109.00 0.300 2.18 2,214 16 Jun '17 110.00 0.385 7.40 1,106 -5.22 1.00 0.09
54 ETE 19.42 7 Apr '17 19.50 0.277 0.30 55 16 Jun '17 20.00 0.360 0.89 575 -0.59 0.50 0.08
55 S 8.52 21 Apr '17 8.50 0.366 0.32 76 16 Jun '17 9.00 0.449 0.49 1,731 -0.17 0.50 0.08
56 NVDA 109.40 28 Apr '17 109.00 0.303 4.05 78 16 Jun '17 110.00 0.385 7.40 1,106 -3.35 1.00 0.08
57 EBAY 33.70 7 Apr '17 33.50 0.161 0.49 9 16 Jun '17 34.00 0.243 1.34 56 -0.85 0.50 0.08
58 NVDA 109.40 13 Apr '17 109.00 0.304 2.84 860 16 Jun '17 110.00 0.385 7.40 1,106 -4.56 1.00 0.08
59 S 8.52 7 Apr '17 8.50 0.368 0.21 63 16 Jun '17 9.00 0.449 0.49 1,731 -0.28 0.50 0.08
60 AKS 7.23 13 Apr '17 7.50 0.495 0.19 60 16 Jun '17 8.00 0.576 0.46 248 -0.27 0.50 0.08
61 ETE 19.42 21 Apr '17 19.50 0.280 0.52 29 16 Jun '17 20.00 0.360 0.89 575 -0.37 0.50 0.08
62 SLW 20.31 21 Apr '17 20.50 0.280 0.49 35 16 Jun '17 21.00 0.359 1.04 21 -0.55 0.50 0.08
63 TZA 18.13 21 Apr '17 18.50 0.418 0.60 53 16 Jun '17 19.00 0.497 1.22 13 -0.62 0.50 0.08
64 NG 4.93 21 Apr '17 5.00 0.480 0.25 10 16 Jun '17 6.00 0.558 0.10 5 0.15 1.00 0.08
65 THO 96.79 21 Apr '17 100.00 0.247 1.15 27 16 Jun '17 105.00 0.325 2.60 31 -1.45 5.00 0.08
66 JACK 101.80 21 Apr '17 105.00 0.173 0.65 114 16 Jun '17 110.00 0.250 1.80 1 -1.15 5.00 0.08
67 DYN 7.67 21 Apr '17 7.50 0.513 0.55 5 16 Jun '17 10.00 0.590 0.15 10 0.40 2.50 0.08
68 CS 15.08 21 Apr '17 15.00 0.284 0.55 2 16 Jun '17 17.50 0.360 0.10 108 0.45 2.50 0.08
69 STX 47.12 7 Apr '17 47.50 0.274 0.66 95 16 Jun '17 48.00 0.349 2.60 3 -1.94 0.50 0.08
70 FSLR 27.47 21 Apr '17 27.00 0.366 1.26 321 16 Jun '17 27.50 0.441 2.12 27 -0.86 0.50 0.07
71 SDS 13.39 13 Apr '17 13.50 0.161 0.17 22 16 Jun '17 14.00 0.235 0.33 30 -0.16 0.50 0.07
72 PRAA 33.05 21 Apr '17 35.00 0.263 0.30 1 16 Jun '17 40.00 0.336 0.20 7 0.10 5.00 0.07
73 CTRP 49.69 7 Apr '17 49.50 0.196 0.75 2 16 Jun '17 50.00 0.269 2.25 9 -1.50 0.50 0.07
74 MU 28.97 5 May '17 28.50 0.316 1.49 51 21 Jul '17 29.00 0.389 2.45 1,283 -0.96 0.50 0.07
75 TWTR 14.92 21 Apr '17 14.50 0.334 0.75 89 16 Jun '17 15.00 0.405 1.06 534 -0.31 0.50 0.07
76 CLF 8.27 21 Apr '17 8.50 0.524 0.34 262 16 Jun '17 9.00 0.595 0.61 78 -0.27 0.50 0.07
77 SPXS 9.00 19 May '17 10.00 0.380 0.20 55 21 Jul '17 11.00 0.451 0.15 80 0.05 1.00 0.07
78 SLW 20.31 7 Apr '17 20.50 0.288 0.28 128 16 Jun '17 21.00 0.359 1.04 21 -0.76 0.50 0.07
79 P 11.72 21 Apr '17 11.50 0.410 0.62 9 16 Jun '17 12.00 0.480 0.87 1 -0.25 0.50 0.07
80 CSCO 33.74 21 Apr '17 33.50 0.080 0.41 120 16 Jun '17 34.00 0.149 0.79 60 -0.38 0.50 0.07
81 FTK 12.43 21 Apr '17 13.00 0.432 0.40 20 16 Jun '17 14.00 0.500 0.50 10 -0.10 1.00 0.07
82 NTAP 41.90 21 Apr '17 41.50 0.192 1.02 251 16 Jun '17 42.00 0.260 1.92 14 -0.90 0.50 0.07
83 WFT 6.60 21 Apr '17 6.50 0.464 0.39 328 16 Jun '17 7.00 0.532 0.46 30 -0.07 0.50 0.07
84 X 33.87 21 Apr '17 33.50 0.466 1.77 449 16 Jun '17 34.00 0.534 3.20 29 -1.43 0.50 0.07
85 CSCO 33.74 13 Apr '17 33.50 0.081 0.38 16 16 Jun '17 34.00 0.149 0.79 60 -0.41 0.50 0.07
86 BIDU 172.36 21 Apr '17 172.50 0.178 3.05 2,446 16 Jun '17 175.00 0.245 6.50 27 -3.45 2.50 0.07
87 HPQ 17.65 7 Apr '17 17.50 0.189 0.30 139 16 Jun '17 18.00 0.256 0.61 5,342 -0.31 0.50 0.07
88 BIDU 172.36 7 Apr '17 172.50 0.179 1.95 359 16 Jun '17 175.00 0.245 6.50 27 -4.55 2.50 0.07
89 X 33.87 13 Apr '17 33.50 0.468 1.46 111 16 Jun '17 34.00 0.534 3.20 29 -1.74 0.50 0.07
90 BIDU 172.36 13 Apr '17 172.50 0.179 2.58 15 16 Jun '17 175.00 0.245 6.50 27 -3.92 2.50 0.07
91 HL 5.19 28 Apr '17 5.50 0.407 0.15 1 16 Jun '17 6.00 0.473 0.18 14 -0.03 0.50 0.07
92 VXX 15.52 28 Apr '17 15.50 0.565 1.02 359 16 Jun '17 16.00 0.631 1.57 43 -0.55 0.50 0.07
93 WUBA 36.14 19 May '17 40.00 0.354 0.70 7 21 Jul '17 45.00 0.419 0.65 5 0.05 5.00 0.07
94 TZA 18.13 28 Apr '17 18.50 0.431 0.79 10 16 Jun '17 19.00 0.497 1.22 13 -0.43 0.50 0.07
95 PAY 19.20 19 May '17 20.00 0.233 0.40 2 21 Jul '17 21.00 0.299 0.55 5 -0.15 1.00 0.07
96 CERN 59.17 21 Apr '17 60.00 0.164 0.70 194 16 Jun '17 62.50 0.229 1.20 2 -0.50 2.50 0.07
97 CDE 7.86 21 Apr '17 8.00 0.484 0.35 55 16 Jun '17 9.00 0.549 0.35 2  0 1.00 0.07
98 STX 47.12 13 Apr '17 47.50 0.285 0.93 34 16 Jun '17 48.00 0.349 2.60 3 -1.67 0.50 0.06
99 HPQ 17.65 21 Apr '17 17.50 0.191 0.42 443 16 Jun '17 18.00 0.256 0.61 5,342 -0.19 0.50 0.06
100 ETE 19.42 28 Apr '17 19.50 0.297 0.75 10 16 Jun '17 20.00 0.360 0.89 575 -0.14 0.50 0.06
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Data Provided by HistoricalOptionData.com
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