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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 RAD 4.11 5 May '17 4.00 0.406 0.16 270 21 Jul '17 4.50 1.056 0.58 20 -0.42 0.50 0.65
2 RAD 4.11 12 May '17 4.00 0.633 0.30 8 21 Jul '17 4.50 1.056 0.58 20 -0.28 0.50 0.42
3 RAD 4.11 26 May '17 4.50 0.618 0.36 9 21 Jul '17 5.00 0.954 0.41 186 -0.05 0.50 0.34
4 RAD 4.11 26 May '17 4.00 0.826 0.65 5 21 Jul '17 4.50 1.056 0.58 20 0.07 0.50 0.23
5 UVXY 13.17 12 May '17 13.50 0.955 0.70 443 21 Jul '17 14.00 1.138 2.38 81 -1.68 0.50 0.18
6 UVXY 13.17 19 May '17 13.50 0.962 0.96 135 21 Jul '17 14.00 1.138 2.38 81 -1.42 0.50 0.18
7 DVAX 5.50 19 May '17 6.00 0.634 0.15 135 21 Jul '17 7.00 0.809 0.30 1 -0.15 1.00 0.17
8 UVXY 13.17 26 May '17 13.50 0.976 1.21 24 21 Jul '17 14.00 1.138 2.38 81 -1.17 0.50 0.16
9 AUPH 7.37 19 May '17 7.50 0.762 0.45 2,496 21 Jul '17 10.00 0.908 0.45 373  0 2.50 0.15
10 UVXY 13.17 5 May '17 13.50 1.000 0.35 2,229 21 Jul '17 14.00 1.138 2.38 81 -2.03 0.50 0.14
11 ETN 77.11 5 May '17 77.00 0.038 0.30 70 21 Jul '17 77.50 0.169 1.95 305 -1.65 0.50 0.13
12 NTNX 15.82 19 May '17 15.00 0.498 1.45 353 21 Jul '17 17.50 0.612 1.10 20 0.35 2.50 0.11
13 ZIOP 7.33 19 May '17 7.00 0.551 0.60 1,605 21 Jul '17 8.00 0.664 0.40 349 0.20 1.00 0.11
14 PAY 18.72 19 May '17 19.00 0.204 0.30 10 21 Jul '17 20.00 0.314 0.55 12 -0.25 1.00 0.11
15 WFC 54.54 5 May '17 54.50 0.088 0.21 639 21 Jul '17 55.00 0.196 1.60 1,680 -1.39 0.50 0.11
16 MU 27.77 5 May '17 27.50 0.328 0.50 6,573 21 Jul '17 28.00 0.431 2.11 1,436 -1.61 0.50 0.10
17 VRX 10.31 5 May '17 10.50 0.661 0.17 9,140 21 Jul '17 11.00 0.762 1.14 703 -0.97 0.50 0.10
18 DXD 12.48 19 May '17 12.00 0.146 0.55 29 21 Jul '17 13.00 0.240 0.30 4 0.25 1.00 0.09
19 STON 9.98 19 May '17 10.00 0.360 0.45 5 21 Jul '17 12.50 0.453 0.15 72 0.30 2.50 0.09
20 MU 27.77 26 May '17 27.50 0.346 1.17 58 21 Jul '17 28.00 0.431 2.11 1,436 -0.94 0.50 0.09
21 CRBP 6.90 19 May '17 7.50 0.704 0.30 120 21 Jul '17 10.00 0.788 0.05 51 0.25 2.50 0.08
22 TSM 33.93 19 May '17 33.00 0.151 1.15 67 21 Jul '17 34.00 0.230 0.95 42 0.20 1.00 0.08
23 NTNX 15.82 19 May '17 17.50 0.558 0.25 1,004 21 Jul '17 20.00 0.637 0.55 27 -0.30 2.50 0.08
24 CIEN 22.69 19 May '17 22.50 0.277 0.66 10 21 Jul '17 23.00 0.353 1.33 1 -0.67 0.50 0.08
25 MU 27.77 19 May '17 27.50 0.361 1.02 1,485 21 Jul '17 28.00 0.431 2.11 1,436 -1.09 0.50 0.07
26 MU 27.77 12 May '17 27.50 0.362 0.83 444 21 Jul '17 28.00 0.431 2.11 1,436 -1.28 0.50 0.07
27 NOK 5.84 19 May '17 5.50 0.248 0.38 16 21 Jul '17 6.00 0.317 0.14 21,228 0.24 0.50 0.07
28 FOLD 7.62 19 May '17 7.00 0.569 0.85 197 21 Jul '17 8.00 0.638 0.70 10 0.15 1.00 0.07
29 CIEN 22.69 5 May '17 22.50 0.285 0.37 10 21 Jul '17 23.00 0.353 1.33 1 -0.96 0.50 0.07
30 IDTI 23.19 16 Jun '17 23.00 0.278 1.10 22 18 Aug '17 24.00 0.346 1.30 15 -0.20 1.00 0.07
31 RAD 4.11 19 May '17 4.50 0.889 0.25 40 21 Jul '17 5.00 0.954 0.41 186 -0.16 0.50 0.06
32 SIG 65.68 19 May '17 65.00 0.325 2.30 28 21 Jul '17 70.00 0.387 2.90 2 -0.60 5.00 0.06
33 NFLX 156.45 9 Jun '17 157.50 0.249 4.65 39 18 Aug '17 160.00 0.308 8.80 47 -4.15 2.50 0.06
34 ORCL 45.13 12 May '17 45.50 0.115 0.21 77 21 Jul '17 46.00 0.174 1.01 390 -0.80 0.50 0.06
35 NFLX 156.45 2 Jun '17 157.50 0.249 4.15 19 18 Aug '17 160.00 0.308 8.80 47 -4.65 2.50 0.06
36 NFLX 156.45 26 May '17 157.50 0.251 3.65 41 21 Jul '17 160.00 0.309 7.35 147 -3.70 2.50 0.06
37 NFLX 156.45 19 May '17 157.50 0.251 2.95 232 21 Jul '17 160.00 0.309 7.35 147 -4.40 2.50 0.06
38 ORCL 45.13 19 May '17 45.50 0.118 0.32 70 21 Jul '17 46.00 0.174 1.01 390 -0.69 0.50 0.06
39 AAN 37.15 16 Jun '17 38.00 0.265 1.10 3 18 Aug '17 39.00 0.321 1.70 10 -0.60 1.00 0.06
40 NFLX 156.45 12 May '17 157.50 0.256 2.22 621 21 Jul '17 160.00 0.309 7.35 147 -5.13 2.50 0.05
41 MAT 22.06 19 May '17 22.50 0.210 0.30 62 21 Jul '17 23.00 0.262 0.55 22 -0.25 0.50 0.05
42 CRM 87.09 12 May '17 87.00 0.175 1.10 13 21 Jul '17 87.50 0.227 3.40 20 -2.30 0.50 0.05
43 ANF 12.45 12 May '17 12.50 0.430 0.35 153 21 Jul '17 13.00 0.482 0.78 40 -0.43 0.50 0.05
44 NOK 5.84 12 May '17 5.50 0.266 0.40 2 21 Jul '17 6.00 0.317 0.14 21,228 0.26 0.50 0.05
45 TSM 33.93 19 May '17 34.00 0.157 0.45 90 21 Jul '17 35.00 0.206 0.50 386 -0.05 1.00 0.05
46 BABA 118.09 5 May '17 119.00 0.194 0.47 3,748 21 Jul '17 120.00 0.243 4.45 1,676 -3.98 1.00 0.05
47 DRI 86.82 19 May '17 87.50 0.165 1.05 37 21 Jul '17 90.00 0.212 1.85 1,690 -0.80 2.50 0.05
48 DRI 86.82 19 May '17 85.00 0.174 2.60 56 21 Jul '17 87.50 0.222 2.95 80 -0.35 2.50 0.05
49 BP 34.75 12 May '17 34.50 0.117 0.44 84 21 Jul '17 35.00 0.163 0.66 656 -0.22 0.50 0.05
50 KMI 20.45 12 May '17 20.50 0.188 0.25 13 21 Jul '17 21.00 0.234 0.60 125 -0.35 0.50 0.05
51 STZ 174.58 19 May '17 175.00 0.160 2.30 325 21 Jul '17 180.00 0.205 4.30 13 -2.00 5.00 0.05
52 BABA 118.09 12 May '17 119.00 0.198 1.17 526 21 Jul '17 120.00 0.243 4.45 1,676 -3.28 1.00 0.04
53 ANF 12.45 19 May '17 12.50 0.437 0.47 22 21 Jul '17 13.00 0.482 0.78 40 -0.31 0.50 0.04
54 BAC 23.53 2 Jun '17 23.50 0.203 0.58 58 18 Aug '17 24.00 0.247 1.02 726 -0.44 0.50 0.04
55 EBAY 33.50 19 May '17 33.50 0.191 0.57 110 21 Jul '17 34.00 0.235 1.21 53 -0.64 0.50 0.04
56 NOK 5.84 5 May '17 5.50 0.273 0.36 35 21 Jul '17 6.00 0.317 0.14 21,228 0.22 0.50 0.04
57 TRN 27.35 12 May '17 27.50 0.316 0.60 2 21 Jul '17 28.00 0.359 1.45 354 -0.85 0.50 0.04
58 GLW 29.02 2 Jun '17 29.50 0.157 0.30 81 18 Aug '17 30.00 0.199 0.72 110 -0.42 0.50 0.04
59 MAT 22.06 12 May '17 22.50 0.220 0.20 1 21 Jul '17 23.00 0.262 0.55 22 -0.35 0.50 0.04
60 MSFT 69.30 2 Jun '17 69.50 0.137 0.86 15 18 Aug '17 70.00 0.179 2.02 546 -1.16 0.50 0.04
61 ADBE 135.00 19 May '17 140.00 0.151 0.33 70 21 Jul '17 145.00 0.192 1.50 5 -1.17 5.00 0.04
62 RMBS 12.65 16 Jun '17 13.00 0.235 0.29 46 18 Aug '17 14.00 0.276 0.27 84 0.02 1.00 0.04
63 KMI 20.45 19 May '17 20.50 0.192 0.33 160 21 Jul '17 21.00 0.234 0.60 125 -0.27 0.50 0.04
64 MSFT 69.30 9 Jun '17 69.50 0.138 0.99 122 18 Aug '17 70.00 0.179 2.02 546 -1.03 0.50 0.04
65 BIG 50.12 19 May '17 52.50 0.276 0.45 2 21 Jul '17 55.00 0.317 1.15 6 -0.70 2.50 0.04
66 EFA 64.39 5 May '17 64.50 0.081 0.20 12 21 Jul '17 65.00 0.122 0.70 74 -0.50 0.50 0.04
67 ADBE 135.00 19 May '17 135.00 0.159 1.94 109 21 Jul '17 140.00 0.200 2.95 78 -1.01 5.00 0.04
68 HRB 24.79 19 May '17 25.00 0.256 0.50 188 21 Jul '17 26.00 0.296 0.75 125 -0.25 1.00 0.04
69 HRB 24.79 19 May '17 24.00 0.271 1.15 49 21 Jul '17 25.00 0.311 1.15 75  0 1.00 0.04
70 BZUN 16.23 19 May '17 17.50 0.491 0.35 216 21 Jul '17 20.00 0.531 0.30 3 0.05 2.50 0.04
71 DFS 61.93 19 May '17 62.00 0.173 0.90 13 21 Jul '17 62.50 0.211 1.95 1 -1.05 0.50 0.04
72 FCX 12.72 19 May '17 12.50 0.355 0.52 286 21 Jul '17 13.00 0.392 0.80 70 -0.28 0.50 0.04
73 FRED 15.16 19 May '17 15.00 0.669 1.20 32 21 Jul '17 17.50 0.706 1.10 600 0.10 2.50 0.04
74 FCX 12.72 5 May '17 12.50 0.355 0.30 1,206 21 Jul '17 13.00 0.392 0.80 70 -0.50 0.50 0.04
75 CNI 73.87 19 May '17 70.00 0.137 4.20 15 21 Jul '17 75.00 0.174 1.65 5 2.55 5.00 0.04
76 INTC 36.98 2 Jun '17 36.50 0.146 0.76 92 18 Aug '17 37.00 0.183 1.20 261 -0.44 0.50 0.04
77 FDX 189.03 12 May '17 187.50 0.164 3.05 3 21 Jul '17 190.00 0.200 6.35 70 -3.30 2.50 0.04
78 NFLX 156.45 5 May '17 157.50 0.273 1.10 4,119 21 Jul '17 160.00 0.309 7.35 147 -6.25 2.50 0.04
79 PLAY 65.77 19 May '17 65.00 0.232 1.80 53 21 Jul '17 70.00 0.268 1.60 10 0.20 5.00 0.04
80 INTC 36.98 9 Jun '17 36.50 0.147 0.88 496 18 Aug '17 37.00 0.183 1.20 261 -0.32 0.50 0.04
81 AAL 43.87 2 Jun '17 43.50 0.269 1.65 9 18 Aug '17 44.00 0.305 2.82 103 -1.17 0.50 0.04
82 ETP 23.69 16 Jun '17 24.00 0.284 0.55 145 18 Aug '17 25.00 0.320 0.30 568 0.25 1.00 0.04
83 KBH 20.29 19 May '17 21.00 0.257 0.20 3 21 Jul '17 22.00 0.293 0.40 10 -0.20 1.00 0.04
84 FCX 12.72 12 May '17 12.50 0.357 0.43 31 21 Jul '17 13.00 0.392 0.80 70 -0.37 0.50 0.04
85 CRM 87.09 5 May '17 87.00 0.192 0.69 72 21 Jul '17 87.50 0.227 3.40 20 -2.71 0.50 0.03
86 BAC 23.53 19 May '17 23.50 0.207 0.44 1,743 21 Jul '17 24.00 0.242 0.81 2,481 -0.37 0.50 0.03
87 FDX 189.03 19 May '17 187.50 0.166 3.60 8 21 Jul '17 190.00 0.200 6.35 70 -2.75 2.50 0.03
88 EBAY 33.50 12 May '17 33.00 0.201 0.76 10 21 Jul '17 34.00 0.235 1.21 53 -0.45 1.00 0.03
89 BAC 23.53 26 May '17 23.50 0.208 0.53 133 21 Jul '17 24.00 0.242 0.81 2,481 -0.28 0.50 0.03
90 EBAY 33.50 19 May '17 33.00 0.201 0.87 147 21 Jul '17 34.00 0.235 1.21 53 -0.34 1.00 0.03
91 EOG 91.87 5 May '17 92.00 0.211 0.68 41 21 Jul '17 92.50 0.245 3.75 432 -3.07 0.50 0.03
92 EXPD 54.04 16 Jun '17 55.00 0.166 0.80 6 18 Aug '17 60.00 0.200 0.25 1 0.55 5.00 0.03
93 YHOO 49.09 5 May '17 49.50 0.166 0.18 131 21 Jul '17 50.00 0.199 1.38 218 -1.20 0.50 0.03
94 YHOO 49.09 12 May '17 49.50 0.166 0.38 10 21 Jul '17 50.00 0.199 1.38 218 -1.00 0.50 0.03
95 WRK 54.19 19 May '17 52.50 0.185 2.10 307 21 Jul '17 55.00 0.218 1.75 5 0.35 2.50 0.03
96 MSFT 69.30 12 May '17 69.50 0.141 0.57 17,713 21 Jul '17 70.00 0.174 1.73 3,177 -1.16 0.50 0.03
97 BAC 23.53 12 May '17 23.50 0.209 0.35 12,337 21 Jul '17 24.00 0.242 0.81 2,481 -0.46 0.50 0.03
98 BA 183.44 12 May '17 182.50 0.124 2.08 167 21 Jul '17 185.00 0.157 4.00 17 -1.92 2.50 0.03
99 CMCSA 39.34 12 May '17 39.50 0.152 0.34 11 21 Jul '17 40.00 0.184 0.90 885 -0.56 0.50 0.03
100 MSFT 69.30 26 May '17 69.50 0.141 0.76 21 21 Jul '17 70.00 0.174 1.73 3,177 -0.97 0.50 0.03
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