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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 UVXY 7.65 6 Jan '17 7.50 0.896 0.67 1 17 Mar '17 8.00 1.371 1.85 199 -1.18 0.50 0.47
2 VRX 14.20 6 Jan '17 14.50 0.605 0.60 50 17 Mar '17 15.00 0.964 2.31 1,155 -1.71 0.50 0.36
3 PTCT 11.87 20 Jan '17 12.00 0.892 1.25 14 17 Mar '17 13.00 1.236 2.30 1 -1.05 1.00 0.34
4 UVXY 7.65 13 Jan '17 7.50 1.047 0.90 126 17 Mar '17 8.00 1.371 1.85 199 -0.95 0.50 0.32
5 UVXY 7.65 20 Jan '17 7.50 1.081 1.03 570 17 Mar '17 8.00 1.371 1.85 199 -0.82 0.50 0.29
6 VRX 14.20 20 Jan '17 14.50 0.683 0.99 59 17 Mar '17 15.00 0.964 2.31 1,155 -1.32 0.50 0.28
7 VRX 14.20 27 Jan '17 14.50 0.709 1.16 2 17 Mar '17 15.00 0.964 2.31 1,155 -1.15 0.50 0.26
8 VXX 23.83 6 Jan '17 23.50 0.440 1.06 52 17 Mar '17 24.00 0.677 3.00 226 -1.94 0.50 0.24
9 GLUU 2.14 20 Jan '17 2.00 0.541 0.35 150 17 Mar '17 2.50 0.763 0.10 11 0.25 0.50 0.22
10 OCUL 8.20 20 Jan '17 10.00 0.970 0.50 99 17 Mar '17 12.50 1.154 0.65 23 -0.15 2.50 0.18
11 ARRY 8.58 20 Jan '17 9.00 0.636 0.60 155 17 Mar '17 10.00 0.813 0.80 277 -0.20 1.00 0.18
12 VXX 23.83 13 Jan '17 23.50 0.506 1.39 23 17 Mar '17 24.00 0.677 3.00 226 -1.61 0.50 0.17
13 FEYE 12.54 27 Jan '17 12.50 0.440 0.88 5 17 Mar '17 13.00 0.596 1.19 139 -0.31 0.50 0.16
14 CXW 23.59 20 Jan '17 23.00 0.209 1.00 51 17 Mar '17 24.00 0.352 1.30 1 -0.30 1.00 0.14
15 GRPN 3.61 20 Jan '17 3.50 0.467 0.26 61 17 Mar '17 4.00 0.611 0.27 7 -0.01 0.50 0.14
16 VXX 23.83 20 Jan '17 23.50 0.541 1.65 401 17 Mar '17 24.00 0.677 3.00 226 -1.35 0.50 0.14
17 AMRN 3.05 20 Jan '17 3.00 0.649 0.28 101 17 Mar '17 3.50 0.782 0.20 72 0.08 0.50 0.13
18 DYN 8.35 20 Jan '17 7.50 0.639 1.20 172 17 Mar '17 10.00 0.771 0.65 19,429 0.55 2.50 0.13
19 SPXU 19.83 20 Jan '17 19.00 0.241 1.10 2 17 Mar '17 20.00 0.372 1.25 15 -0.15 1.00 0.13
20 GES 12.92 20 Jan '17 12.00 0.314 1.15 2 17 Mar '17 13.00 0.441 0.90 4 0.25 1.00 0.13
21 SQQQ 12.43 20 Jan '17 13.00 0.407 0.40 194 17 Mar '17 14.00 0.526 0.60 79 -0.20 1.00 0.12
22 TWTR 17.08 6 Jan '17 17.50 0.413 0.42 81 17 Mar '17 18.00 0.529 1.36 7,431 -0.94 0.50 0.12
23 FMSA 10.53 20 Jan '17 10.00 0.564 1.00 52 17 Mar '17 12.50 0.679 0.55 31 0.45 2.50 0.11
24 ATW 13.61 20 Jan '17 14.00 0.623 0.95 7 17 Mar '17 15.00 0.737 1.15 25 -0.20 1.00 0.11
25 ETSY 12.67 20 Jan '17 12.50 0.477 0.85 54 17 Mar '17 15.00 0.590 0.60 30 0.25 2.50 0.11
26 DEPO 17.99 20 Jan '17 18.00 0.684 1.55 86 17 Mar '17 19.00 0.794 2.20 746 -0.65 1.00 0.11
27 SPXS 10.49 20 Jan '17 11.00 0.311 0.20 56 17 Mar '17 12.00 0.420 0.30 127 -0.10 1.00 0.11
28 VXX 23.83 27 Jan '17 23.50 0.568 1.89 2 17 Mar '17 24.00 0.677 3.00 226 -1.11 0.50 0.11
29 MXL 22.55 20 Jan '17 22.50 0.340 1.05 15 17 Mar '17 25.00 0.448 0.90 16 0.15 2.50 0.11
30 FEYE 12.54 6 Jan '17 12.50 0.488 0.58 5 17 Mar '17 13.00 0.596 1.19 139 -0.61 0.50 0.11
31 SHLD 9.89 20 Jan '17 9.50 0.700 1.06 1 17 Mar '17 10.00 0.807 1.30 20 -0.24 0.50 0.11
32 GES 12.92 20 Jan '17 13.00 0.313 0.45 28 17 Mar '17 14.00 0.418 0.50 6 -0.05 1.00 0.11
33 FAZ 21.22 6 Jan '17 21.50 0.342 0.54 3 17 Mar '17 22.00 0.446 1.35 30 -0.81 0.50 0.10
34 GRUB 38.60 20 Jan '17 40.00 0.345 1.00 83 17 Mar '17 42.50 0.448 1.80 720 -0.80 2.50 0.10
35 TZA 19.20 6 Jan '17 19.50 0.446 0.60 8 17 Mar '17 20.00 0.548 1.60 2 -1.00 0.50 0.10
36 TEAM 24.33 20 Jan '17 25.00 0.308 0.70 14 17 Mar '17 30.00 0.409 0.15 1 0.55 5.00 0.10
37 SCMP 12.85 20 Jan '17 12.50 0.561 1.20 321 17 Mar '17 15.00 0.661 0.80 16 0.40 2.50 0.10
38 ANF 12.84 6 Jan '17 12.50 0.464 0.69 5 17 Mar '17 13.00 0.562 1.21 33 -0.52 0.50 0.10
39 TWTR 17.08 20 Jan '17 17.50 0.432 0.67 1,443 17 Mar '17 18.00 0.529 1.36 7,431 -0.69 0.50 0.10
40 SNY 39.43 20 Jan '17 40.00 0.211 0.75 4 17 Mar '17 41.00 0.304 0.95 41 -0.20 1.00 0.09
41 VEEV 42.39 20 Jan '17 42.00 0.258 1.55 10 17 Mar '17 43.00 0.350 2.35 2 -0.80 1.00 0.09
42 CALA 3.65 20 Jan '17 5.00 1.300 0.20 25 17 Mar '17 7.50 1.392 0.05 7 0.15 2.50 0.09
43 FB 119.04 6 Jan '17 119.00 0.174 1.78 183 17 Mar '17 120.00 0.266 5.65 230 -3.87 1.00 0.09
44 OCUL 8.20 20 Jan '17 7.50 1.044 1.45 8 17 Mar '17 10.00 1.136 1.00 59 0.45 2.50 0.09
45 CHK 7.43 6 Jan '17 7.50 0.455 0.26 454 17 Mar '17 8.00 0.546 0.55 306 -0.29 0.50 0.09
46 FNSR 31.55 20 Jan '17 32.00 0.364 1.15 122 17 Mar '17 33.00 0.454 2.00 1 -0.85 1.00 0.09
47 TWTR 17.08 27 Jan '17 17.50 0.440 0.78 123 17 Mar '17 18.00 0.529 1.36 7,431 -0.58 0.50 0.09
48 TWTR 17.08 13 Jan '17 17.50 0.440 0.58 306 17 Mar '17 18.00 0.529 1.36 7,431 -0.78 0.50 0.09
49 ANF 12.84 20 Jan '17 12.50 0.474 0.88 1 17 Mar '17 13.00 0.562 1.21 33 -0.33 0.50 0.09
50 VEEV 42.39 20 Jan '17 43.00 0.242 1.00 12 17 Mar '17 44.00 0.326 1.90 18 -0.90 1.00 0.08
51 FB 119.04 13 Jan '17 119.00 0.186 2.26 193 17 Mar '17 120.00 0.266 5.65 230 -3.39 1.00 0.08
52 FXI 35.11 6 Jan '17 35.00 0.089 0.33 1 17 Mar '17 35.50 0.168 0.96 8 -0.63 0.50 0.08
53 CHK 7.43 20 Jan '17 7.50 0.468 0.37 471 17 Mar '17 8.00 0.546 0.55 306 -0.18 0.50 0.08
54 BIDU 163.92 6 Jan '17 162.50 0.251 4.25 1 17 Mar '17 165.00 0.329 9.85 5 -5.60 2.50 0.08
55 CLF 9.18 6 Jan '17 9.50 0.640 0.37 57 17 Mar '17 10.00 0.717 0.94 59 -0.57 0.50 0.08
56 TASR 25.01 20 Jan '17 25.50 0.355 0.85 10 17 Mar '17 26.00 0.432 1.60 5 -0.75 0.50 0.08
57 EBAY 29.36 6 Jan '17 29.50 0.190 0.41 154 17 Mar '17 30.00 0.267 1.22 29 -0.81 0.50 0.08
58 CLF 9.18 20 Jan '17 9.50 0.640 0.55 71 17 Mar '17 10.00 0.717 0.94 59 -0.39 0.50 0.08
59 QCOM 67.16 6 Jan '17 67.00 0.180 1.11 5 17 Mar '17 67.50 0.256 2.89 94 -1.78 0.50 0.08
60 FB 119.04 20 Jan '17 119.00 0.192 2.66 3,137 17 Mar '17 120.00 0.266 5.65 230 -2.99 1.00 0.07
61 CHK 7.43 13 Jan '17 7.50 0.474 0.34 37 17 Mar '17 8.00 0.546 0.55 306 -0.21 0.50 0.07
62 HPQ 15.14 6 Jan '17 15.50 0.209 0.14 8 17 Mar '17 16.00 0.280 0.43 204 -0.29 0.50 0.07
63 CTRP 40.70 20 Jan '17 40.50 0.258 1.35 25 17 Mar '17 41.00 0.328 2.40 16 -1.05 0.50 0.07
64 NTAP 36.40 20 Jan '17 36.50 0.244 0.89 14 17 Mar '17 37.00 0.313 1.83 3 -0.94 0.50 0.07
65 EA 79.66 6 Jan '17 79.50 0.229 1.64 18 17 Mar '17 80.00 0.298 4.40 13 -2.76 0.50 0.07
66 CENX 9.62 20 Jan '17 10.00 0.527 0.46 94 17 Mar '17 11.00 0.596 0.59 2 -0.13 1.00 0.07
67 LULU 66.97 6 Jan '17 67.00 0.273 1.54 3 17 Mar '17 67.50 0.341 4.15 26 -2.61 0.50 0.07
68 ESV 10.24 20 Jan '17 11.00 0.499 0.35 97 17 Mar '17 12.00 0.567 0.45 11 -0.10 1.00 0.07
69 BIDU 163.92 20 Jan '17 162.50 0.261 5.70 32 17 Mar '17 165.00 0.329 9.85 5 -4.15 2.50 0.07
70 TZA 19.20 20 Jan '17 19.50 0.481 0.94 13 17 Mar '17 20.00 0.548 1.60 2 -0.66 0.50 0.07
71 TASR 25.01 6 Jan '17 25.50 0.365 0.65 1 17 Mar '17 26.00 0.432 1.60 5 -0.95 0.50 0.07
72 JD 25.88 20 Jan '17 25.50 0.304 1.11 10 17 Mar '17 26.00 0.370 1.79 157 -0.68 0.50 0.07
73 FCX 14.05 6 Jan '17 14.50 0.449 0.36 161 17 Mar '17 15.00 0.515 1.01 983 -0.65 0.50 0.07
74 QCOM 67.16 13 Jan '17 67.00 0.190 1.38 41 17 Mar '17 67.50 0.256 2.89 94 -1.51 0.50 0.07
75 CRR 10.60 20 Jan '17 11.00 0.573 0.60 33 17 Mar '17 12.00 0.638 0.70 30 -0.10 1.00 0.06
76 CARB 17.00 20 Jan '17 17.50 0.366 0.60 1 17 Mar '17 20.00 0.430 0.40 72 0.20 2.50 0.06
77 FAZ 21.22 20 Jan '17 21.50 0.382 0.88 8 17 Mar '17 22.00 0.446 1.35 30 -0.47 0.50 0.06
78 SWHC 22.01 20 Jan '17 23.00 0.322 0.45 283 17 Mar '17 24.00 0.385 0.85 652 -0.40 1.00 0.06
79 QCOM 67.16 20 Jan '17 67.00 0.193 1.57 101 17 Mar '17 67.50 0.256 2.89 94 -1.32 0.50 0.06
80 SQ 14.38 20 Jan '17 14.00 0.332 0.80 485 17 Mar '17 15.00 0.395 0.70 11 0.10 1.00 0.06
81 KNDI 5.10 20 Jan '17 5.50 0.604 0.25 64 17 Mar '17 6.00 0.666 0.25 12  0 0.50 0.06
82 HPQ 15.14 20 Jan '17 15.50 0.219 0.24 36 17 Mar '17 16.00 0.280 0.43 204 -0.19 0.50 0.06
83 CLB 120.21 20 Jan '17 120.00 0.254 3.80 16 17 Mar '17 125.00 0.314 4.70 3 -0.90 5.00 0.06
84 HTZ 22.45 17 Feb '17 22.50 0.582 2.10 26 21 Apr '17 25.00 0.642 2.25 6 -0.15 2.50 0.06
85 CHL 52.79 20 Jan '17 52.50 0.174 1.40 40 17 Mar '17 55.00 0.234 1.05 1 0.35 2.50 0.06
86 ETP 35.39 20 Jan '17 36.00 0.264 0.90 108 17 Mar '17 37.00 0.324 1.05 24 -0.15 1.00 0.06
87 DE 103.09 20 Jan '17 104.00 0.179 1.47 2 17 Mar '17 105.00 0.239 3.60 42 -2.13 1.00 0.06
88 EA 79.66 20 Jan '17 79.50 0.239 2.27 11 17 Mar '17 80.00 0.298 4.40 13 -2.13 0.50 0.06
89 NFX 43.48 20 Jan '17 44.00 0.339 1.50 3 17 Mar '17 45.00 0.398 2.50 2 -1.00 1.00 0.06
90 FXI 35.11 6 Jan '17 35.50 0.112 0.20 25 17 Mar '17 36.00 0.170 0.77 18 -0.57 0.50 0.06
91 GLNG 23.76 20 Jan '17 25.00 0.458 0.80 102 17 Mar '17 30.00 0.515 0.50 23 0.30 5.00 0.06
92 DPZ 162.63 20 Jan '17 160.00 0.233 5.90 5 17 Mar '17 165.00 0.291 7.90 13 -2.00 5.00 0.06
93 XOP 41.91 6 Jan '17 41.50 0.261 1.15 1 17 Mar '17 42.00 0.319 2.53 30 -1.38 0.50 0.06
94 CLB 120.21 20 Jan '17 125.00 0.240 1.70 1 17 Mar '17 130.00 0.297 3.10 3 -1.40 5.00 0.06
95 SWHC 22.01 20 Jan '17 22.00 0.346 0.90 112 17 Mar '17 23.00 0.402 1.20 7 -0.30 1.00 0.06
96 GLW 24.83 6 Jan '17 24.50 0.188 0.60 45 17 Mar '17 25.00 0.243 1.01 177 -0.41 0.50 0.05
97 HAL 54.96 6 Jan '17 54.50 0.247 1.39 17 17 Mar '17 55.00 0.302 3.05 3,503 -1.66 0.50 0.05
98 ORCL 38.83 6 Jan '17 38.50 0.136 0.64 11 17 Mar '17 39.00 0.190 1.26 20 -0.62 0.50 0.05
99 KMI 21.17 6 Jan '17 21.50 0.212 0.25 111 17 Mar '17 22.00 0.266 0.74 269 -0.49 0.50 0.05
100 IWM 137.06 6 Jan '17 137.50 0.111 1.08 122 17 Mar '17 138.00 0.165 3.91 56 -2.83 0.50 0.05
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