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# Stock Stock
Price
Short Put Long Put Debit Spread Net
IVol
Expiry Strike IVol Price Volume Expiry Strike IVol Price Volume
1 BCRX 6.78 20 Jan '17 7.00 1.219 0.90 16 17 Mar '17 8.00 2.007 2.08 15 -1.18 1.00 0.79
2 UVXY 7.63 6 Jan '17 7.50 0.714 0.45 624 17 Mar '17 8.00 1.343 1.71 104 -1.26 0.50 0.63
3 UVXY 7.63 13 Jan '17 7.50 0.942 0.73 102 17 Mar '17 8.00 1.343 1.71 104 -0.98 0.50 0.40
4 VRX 14.09 6 Jan '17 14.50 0.617 0.42 2,187 17 Mar '17 15.00 0.950 2.12 228 -1.70 0.50 0.33
5 UVXY 7.63 20 Jan '17 7.50 1.041 0.89 490 17 Mar '17 8.00 1.343 1.71 104 -0.82 0.50 0.30
6 VXX 23.82 6 Jan '17 23.50 0.369 0.78 185 17 Mar '17 24.00 0.667 2.86 121 -2.08 0.50 0.30
7 VRX 14.09 13 Jan '17 14.50 0.678 0.66 12 17 Mar '17 15.00 0.950 2.12 228 -1.46 0.50 0.27
8 VRX 14.09 20 Jan '17 14.50 0.686 0.82 214 17 Mar '17 15.00 0.950 2.12 228 -1.30 0.50 0.26
9 GRPN 3.60 6 Jan '17 3.50 0.413 0.18 87 17 Mar '17 4.00 0.662 0.29 2 -0.11 0.50 0.25
10 VRX 14.09 27 Jan '17 14.50 0.713 1.01 50 17 Mar '17 15.00 0.950 2.12 228 -1.11 0.50 0.24
11 GRPN 3.60 27 Jan '17 3.50 0.438 0.26 1 17 Mar '17 4.00 0.662 0.29 2 -0.03 0.50 0.22
12 UVXY 7.63 27 Jan '17 7.50 1.123 1.09 73 17 Mar '17 8.00 1.343 1.71 104 -0.62 0.50 0.22
13 GRPN 3.60 20 Jan '17 3.50 0.455 0.23 114 17 Mar '17 4.00 0.662 0.29 2 -0.06 0.50 0.21
14 VXX 23.82 13 Jan '17 23.50 0.462 1.15 451 17 Mar '17 24.00 0.667 2.86 121 -1.71 0.50 0.20
15 GRPN 3.60 13 Jan '17 3.50 0.473 0.21 55 17 Mar '17 4.00 0.662 0.29 2 -0.08 0.50 0.19
16 SDOW 9.97 20 Jan '17 10.00 0.279 0.35 395 17 Mar '17 11.00 0.445 0.40 7 -0.05 1.00 0.17
17 ARRY 8.79 20 Jan '17 9.00 0.715 0.60 44 17 Mar '17 10.00 0.878 0.85 7 -0.25 1.00 0.16
18 SPXS 10.43 20 Jan '17 10.00 0.273 0.60 428 17 Mar '17 11.00 0.427 0.35 16 0.25 1.00 0.15
19 SQQQ 12.33 20 Jan '17 12.00 0.333 0.65 649 17 Mar '17 13.00 0.484 0.80 19 -0.15 1.00 0.15
20 ARRY 8.79 20 Jan '17 8.00 0.699 1.20 10 17 Mar '17 9.00 0.849 1.15 20 0.05 1.00 0.15
21 VXX 23.82 20 Jan '17 23.50 0.518 1.43 323 17 Mar '17 24.00 0.667 2.86 121 -1.43 0.50 0.15
22 FEYE 12.38 6 Jan '17 12.50 0.444 0.35 20 17 Mar '17 13.00 0.590 1.08 53 -0.73 0.50 0.15
23 TWTR 16.61 6 Jan '17 16.50 0.373 0.48 135 17 Mar '17 17.00 0.519 1.42 338 -0.94 0.50 0.15
24 SQQQ 12.33 20 Jan '17 13.00 0.400 0.30 507 17 Mar '17 14.00 0.539 0.50 33 -0.20 1.00 0.14
25 KERX 6.00 20 Jan '17 7.00 0.699 0.15 2 17 Mar '17 8.00 0.835 0.25 5 -0.10 1.00 0.14
26 FEYE 12.38 20 Jan '17 12.50 0.460 0.58 46 17 Mar '17 13.00 0.590 1.08 53 -0.50 0.50 0.13
27 SDRL 3.55 17 Feb '17 4.00 0.871 0.35 349 21 Apr '17 4.50 0.999 0.40 5 -0.05 0.50 0.13
28 ETSY 12.18 20 Jan '17 12.50 0.473 0.55 81 17 Mar '17 15.00 0.598 0.45 40 0.10 2.50 0.13
29 SPXS 10.43 20 Jan '17 11.00 0.362 0.20 284 17 Mar '17 12.00 0.482 0.30 40 -0.10 1.00 0.12
30 VXX 23.82 27 Jan '17 23.50 0.547 1.71 15 17 Mar '17 24.00 0.667 2.86 121 -1.15 0.50 0.12
31 TWTR 16.61 13 Jan '17 16.50 0.402 0.65 5 17 Mar '17 17.00 0.519 1.42 338 -0.77 0.50 0.12
32 SPXU 19.70 20 Jan '17 19.00 0.267 1.05 12 17 Mar '17 20.00 0.383 1.25 49 -0.20 1.00 0.12
33 CXW 24.16 20 Jan '17 24.00 0.209 0.70 13 17 Mar '17 25.00 0.325 1.05 4 -0.35 1.00 0.12
34 CRUS 59.35 6 Jan '17 59.50 0.331 1.35 1 17 Mar '17 60.00 0.446 4.60 22 -3.25 0.50 0.11
35 FNSR 31.45 20 Jan '17 32.00 0.348 0.95 44 17 Mar '17 33.00 0.458 1.95 5 -1.00 1.00 0.11
36 CHK 7.59 6 Jan '17 7.50 0.436 0.28 1,611 17 Mar '17 8.00 0.546 0.59 471 -0.31 0.50 0.11
37 TWTR 16.61 20 Jan '17 16.50 0.410 0.76 345 17 Mar '17 17.00 0.519 1.42 338 -0.66 0.50 0.11
38 SPWR 7.24 6 Jan '17 7.50 0.534 0.21 243 17 Mar '17 8.00 0.642 0.52 18 -0.31 0.50 0.11
39 FB 118.01 6 Jan '17 119.00 0.166 0.88 2,259 17 Mar '17 120.00 0.269 5.00 444 -4.12 1.00 0.10
40 CREE 27.72 20 Jan '17 27.50 0.267 0.91 126 17 Mar '17 28.00 0.368 1.73 23 -0.82 0.50 0.10
41 ZIOP 5.59 17 Feb '17 6.00 0.908 0.70 4 21 Apr '17 7.00 1.005 0.65 10 0.05 1.00 0.10
42 SNY 39.69 20 Jan '17 40.00 0.215 0.85 24 17 Mar '17 41.00 0.311 1.00 10 -0.15 1.00 0.10
43 CHK 7.59 13 Jan '17 7.50 0.451 0.35 329 17 Mar '17 8.00 0.546 0.59 471 -0.24 0.50 0.09
44 TZA 19.12 6 Jan '17 19.50 0.447 0.42 27 17 Mar '17 20.00 0.540 1.55 56 -1.13 0.50 0.09
45 TWTR 16.61 27 Jan '17 16.50 0.428 0.90 25 17 Mar '17 17.00 0.519 1.42 338 -0.52 0.50 0.09
46 NQ 3.23 13 Jan '17 3.00 0.550 0.32 6 17 Mar '17 3.50 0.640 0.25 500 0.07 0.50 0.09
47 FB 118.01 13 Jan '17 119.00 0.180 1.39 1,959 17 Mar '17 120.00 0.269 5.00 444 -3.61 1.00 0.09
48 CHK 7.59 20 Jan '17 7.50 0.458 0.41 786 17 Mar '17 8.00 0.546 0.59 471 -0.18 0.50 0.09
49 WFT 5.08 20 Jan '17 5.50 0.543 0.14 70 17 Mar '17 6.00 0.630 0.28 143 -0.14 0.50 0.09
50 FAS 42.06 6 Jan '17 42.50 0.327 0.75 41 17 Mar '17 43.00 0.413 2.66 5 -1.91 0.50 0.09
51 UBNT 58.22 20 Jan '17 60.00 0.280 1.10 25 17 Mar '17 65.00 0.364 1.55 2 -0.45 5.00 0.08
52 BIDU 164.80 6 Jan '17 162.50 0.247 4.05 18 17 Mar '17 165.00 0.331 10.00 44 -5.95 2.50 0.08
53 GES 12.25 20 Jan '17 13.00 0.353 0.20 346 17 Mar '17 14.00 0.436 0.30 4 -0.10 1.00 0.08
54 FB 118.01 20 Jan '17 119.00 0.186 1.83 854 17 Mar '17 120.00 0.269 5.00 444 -3.17 1.00 0.08
55 ANF 12.00 6 Jan '17 12.50 0.496 0.22 211 17 Mar '17 13.00 0.578 0.81 33 -0.59 0.50 0.08
56 MXL 22.70 20 Jan '17 22.50 0.357 1.00 45 17 Mar '17 25.00 0.438 0.85 8 0.15 2.50 0.08
57 ANF 12.00 20 Jan '17 12.50 0.498 0.41 28 17 Mar '17 13.00 0.578 0.81 33 -0.40 0.50 0.08
58 ANF 12.00 20 Jan '17 11.50 0.523 0.92 24 17 Mar '17 12.00 0.603 1.23 424 -0.31 0.50 0.08
59 DE 103.90 6 Jan '17 104.00 0.169 0.86 75 17 Mar '17 105.00 0.248 3.95 86 -3.09 1.00 0.08
60 PTLA 22.78 20 Jan '17 22.50 0.716 1.85 67 17 Mar '17 25.00 0.794 2.40 79 -0.55 2.50 0.08
61 TASR 24.82 27 Jan '17 24.50 0.369 1.30 1 17 Mar '17 25.00 0.445 1.90 328 -0.60 0.50 0.08
62 CLF 8.82 6 Jan '17 8.50 0.644 0.56 4 17 Mar '17 9.00 0.720 1.09 21 -0.53 0.50 0.08
63 CLF 8.82 20 Jan '17 8.50 0.645 0.76 5 17 Mar '17 9.00 0.720 1.09 21 -0.33 0.50 0.07
64 QCOM 67.25 6 Jan '17 67.00 0.189 0.99 81 17 Mar '17 67.50 0.263 2.89 63 -1.90 0.50 0.07
65 TXMD 6.06 20 Jan '17 5.00 0.826 1.25 200 17 Mar '17 7.50 0.899 0.50 21 0.75 2.50 0.07
66 TZA 19.12 13 Jan '17 19.50 0.466 0.63 25 17 Mar '17 20.00 0.540 1.55 56 -0.92 0.50 0.07
67 NTAP 36.61 20 Jan '17 36.50 0.241 0.87 43 17 Mar '17 37.00 0.314 1.87 2 -1.00 0.50 0.07
68 BIDU 164.80 13 Jan '17 162.50 0.258 5.00 8 17 Mar '17 165.00 0.331 10.00 44 -5.00 2.50 0.07
69 DE 103.90 13 Jan '17 104.00 0.176 1.27 49 17 Mar '17 105.00 0.248 3.95 86 -2.68 1.00 0.07
70 XOP 42.45 6 Jan '17 42.50 0.242 0.68 139 17 Mar '17 43.00 0.315 2.23 14 -1.55 0.50 0.07
71 SDS 14.74 27 Jan '17 14.50 0.185 0.49 11 17 Mar '17 15.00 0.258 0.59 378 -0.10 0.50 0.07
72 ANF 12.00 13 Jan '17 12.50 0.506 0.34 25 17 Mar '17 13.00 0.578 0.81 33 -0.47 0.50 0.07
73 EBAY 30.25 6 Jan '17 30.50 0.195 0.29 32 17 Mar '17 31.00 0.267 1.17 32 -0.88 0.50 0.07
74 NTAP 36.61 6 Jan '17 36.50 0.243 0.56 8 17 Mar '17 37.00 0.314 1.87 2 -1.31 0.50 0.07
75 GES 12.25 20 Jan '17 12.00 0.374 0.65 7 17 Mar '17 13.00 0.446 0.60 23 0.05 1.00 0.07
76 LNG 41.98 6 Jan '17 42.00 0.274 0.80 52 17 Mar '17 42.50 0.345 2.46 144 -1.66 0.50 0.07
77 BIDU 164.80 20 Jan '17 162.50 0.260 5.65 13 17 Mar '17 165.00 0.331 10.00 44 -4.35 2.50 0.07
78 STX 39.38 6 Jan '17 39.50 0.307 0.78 39 17 Mar '17 40.00 0.377 2.41 19 -1.63 0.50 0.07
79 EBAY 30.25 13 Jan '17 30.50 0.196 0.42 1,301 17 Mar '17 31.00 0.267 1.17 32 -0.75 0.50 0.07
80 NTAP 36.61 27 Jan '17 36.50 0.244 1.01 5 17 Mar '17 37.00 0.314 1.87 2 -0.86 0.50 0.07
81 MTCH 17.42 20 Jan '17 17.50 0.369 0.65 29 17 Mar '17 20.00 0.439 0.50 1 0.15 2.50 0.07
82 SLW 17.95 6 Jan '17 17.50 0.384 0.74 57 17 Mar '17 18.00 0.454 1.49 185 -0.75 0.50 0.07
83 DKS 53.11 20 Jan '17 55.00 0.319 1.00 71 17 Mar '17 57.50 0.389 2.10 580 -1.10 2.50 0.07
84 DE 103.90 20 Jan '17 104.00 0.179 1.58 132 17 Mar '17 105.00 0.248 3.95 86 -2.37 1.00 0.07
85 FCX 13.76 6 Jan '17 13.50 0.446 0.56 39 17 Mar '17 14.00 0.516 1.21 133 -0.65 0.50 0.07
86 GNC 11.55 20 Jan '17 12.50 0.593 0.45 278 17 Mar '17 15.00 0.661 0.35 25 0.10 2.50 0.07
87 SDS 14.74 20 Jan '17 14.50 0.190 0.51 15 17 Mar '17 15.00 0.258 0.59 378 -0.08 0.50 0.07
88 DE 103.90 27 Jan '17 104.00 0.181 1.87 29 17 Mar '17 105.00 0.248 3.95 86 -2.08 1.00 0.07
89 AMKR 11.23 20 Jan '17 11.00 0.365 0.60 101 17 Mar '17 12.00 0.431 0.55 7 0.05 1.00 0.07
90 QCOM 67.25 13 Jan '17 67.00 0.197 1.30 6 17 Mar '17 67.50 0.263 2.89 63 -1.59 0.50 0.07
91 GDX 19.87 6 Jan '17 20.00 0.370 0.43 392 17 Mar '17 20.50 0.435 1.33 110 -0.90 0.50 0.07
92 MT 7.37 20 Jan '17 7.50 0.409 0.26 183 17 Mar '17 8.00 0.474 0.40 275 -0.14 0.50 0.07
93 DYN 8.60 20 Jan '17 7.50 0.725 1.40 20 17 Mar '17 10.00 0.790 0.75 4 0.65 2.50 0.06
94 GDX 19.87 6 Jan '17 19.50 0.371 0.70 81 17 Mar '17 20.00 0.436 1.54 377 -0.84 0.50 0.06
95 TZA 19.12 20 Jan '17 19.50 0.475 0.79 31 17 Mar '17 20.00 0.540 1.55 56 -0.76 0.50 0.06
96 TWTR 16.61 3 Feb '17 16.50 0.441 1.02 30 21 Apr '17 17.00 0.505 1.69 46 -0.67 0.50 0.06
97 QCOM 67.25 20 Jan '17 67.00 0.199 1.53 56 17 Mar '17 67.50 0.263 2.89 63 -1.36 0.50 0.06
98 HPQ 15.21 20 Jan '17 15.50 0.220 0.23 80 17 Mar '17 16.00 0.284 0.44 54 -0.21 0.50 0.06
99 CLNE 3.06 20 Jan '17 3.00 0.609 0.25 20 17 Mar '17 4.00 0.672 0.10 5 0.15 1.00 0.06
100 HPQ 15.21 13 Jan '17 15.50 0.221 0.19 82 17 Mar '17 16.00 0.284 0.44 54 -0.25 0.50 0.06
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