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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 TMF 20.78 21 Jul '17 21.00 0.317 0.55 15 15 Sep '17 22.00 0.730 0.60 1 -0.05 1.00 0.41
2 FOLD 10.29 21 Jul '17 11.00 0.532 0.30 50 15 Sep '17 12.00 0.934 0.95 35 -0.65 1.00 0.40
3 GNC 8.58 21 Jul '17 7.50 0.423 1.20 108 15 Sep '17 10.00 0.735 0.55 178 0.65 2.50 0.31
4 UVXY 9.96 7 Jul '17 9.50 1.068 0.64 4,381 15 Sep '17 10.00 1.303 2.18 272 -1.54 0.50 0.24
5 VIXY 10.75 7 Jul '17 10.50 0.450 0.40 204 15 Sep '17 11.00 0.661 1.05 73 -0.65 0.50 0.21
6 VXX 12.92 7 Jul '17 12.50 0.471 0.50 3,551 15 Sep '17 13.00 0.657 1.44 351 -0.94 0.50 0.19
7 UVXY 9.96 14 Jul '17 9.50 1.118 0.99 1,051 15 Sep '17 10.00 1.303 2.18 272 -1.19 0.50 0.19
8 UVXY 9.96 21 Jul '17 9.50 1.150 1.23 52 15 Sep '17 10.00 1.303 2.18 272 -0.95 0.50 0.15
9 ZNGA 3.59 21 Jul '17 3.50 0.259 0.18 24 15 Sep '17 4.00 0.405 0.11 718 0.07 0.50 0.15
10 AMRN 4.25 21 Jul '17 4.00 1.021 0.57 92 15 Sep '17 4.50 1.159 0.65 32 -0.08 0.50 0.14
11 FEYE 14.96 21 Jul '17 14.50 0.351 0.71 6 15 Sep '17 15.00 0.469 1.21 140 -0.50 0.50 0.12
12 JNUG 17.18 7 Jul '17 17.50 0.903 0.42 590 15 Sep '17 18.00 1.016 2.64 1 -2.22 0.50 0.11
13 VXX 12.92 14 Jul '17 12.50 0.545 0.69 1,065 15 Sep '17 13.00 0.657 1.44 351 -0.75 0.50 0.11
14 CHK 4.78 7 Jul '17 4.50 0.411 0.30 1,765 15 Sep '17 5.00 0.521 0.34 451 -0.04 0.50 0.11
15 FEYE 14.96 14 Jul '17 14.50 0.364 0.64 9 15 Sep '17 15.00 0.469 1.21 140 -0.57 0.50 0.10
16 FNSR 26.10 21 Jul '17 26.00 0.413 1.05 30 15 Sep '17 27.00 0.517 2.00 37 -0.95 1.00 0.10
17 ZIOP 6.31 18 Aug '17 7.00 0.570 0.30 9 20 Oct '17 8.00 0.674 0.35 20 -0.05 1.00 0.10
18 SDS 12.59 14 Jul '17 12.50 0.125 0.17 47 15 Sep '17 13.00 0.228 0.33 655 -0.16 0.50 0.10
19 CARB 21.05 21 Jul '17 22.50 0.384 0.30 1 15 Sep '17 25.00 0.486 0.50 10 -0.20 2.50 0.10
20 NUGT 28.95 21 Jul '17 28.50 0.800 2.18 42 15 Sep '17 29.00 0.901 4.45 1 -2.27 0.50 0.10
21 NUGT 28.95 14 Jul '17 28.50 0.803 1.71 238 15 Sep '17 29.00 0.901 4.45 1 -2.74 0.50 0.10
22 AMRN 4.25 21 Jul '17 4.50 1.048 0.36 30 15 Sep '17 5.00 1.145 0.55 14 -0.19 0.50 0.10
23 JNUG 17.18 14 Jul '17 17.50 0.923 0.95 222 15 Sep '17 18.00 1.016 2.64 1 -1.69 0.50 0.09
24 CREE 24.83 14 Jul '17 24.50 0.275 0.65 3 15 Sep '17 25.00 0.366 1.50 5 -0.85 0.50 0.09
25 SPXU 15.49 21 Jul '17 15.00 0.229 0.65 78 15 Sep '17 16.00 0.315 0.60 14 0.05 1.00 0.09
26 NTNX 19.50 18 Aug '17 17.50 0.583 2.85 5 20 Oct '17 20.00 0.668 2.45 7 0.40 2.50 0.09
27 KERX 7.80 21 Jul '17 8.00 0.438 0.30 50 15 Sep '17 9.00 0.523 0.25 10 0.05 1.00 0.09
28 FMSA 3.84 21 Jul '17 4.00 0.991 0.35 157 15 Sep '17 4.50 1.076 0.45 75 -0.10 0.50 0.09
29 VXX 12.92 21 Jul '17 12.50 0.573 0.85 1,264 15 Sep '17 13.00 0.657 1.44 351 -0.59 0.50 0.08
30 TWTR 17.82 14 Jul '17 17.50 0.371 0.61 126 15 Sep '17 18.00 0.453 1.34 852 -0.73 0.50 0.08
31 CREE 24.83 21 Jul '17 24.50 0.284 0.81 10 15 Sep '17 25.00 0.366 1.50 5 -0.69 0.50 0.08
32 JNUG 17.18 21 Jul '17 17.50 0.936 1.34 51 15 Sep '17 18.00 1.016 2.64 1 -1.30 0.50 0.08
33 CRM 87.50 7 Jul '17 87.00 0.190 0.87 330 15 Sep '17 87.50 0.267 4.05 13 -3.18 0.50 0.08
34 GRPN 3.81 21 Jul '17 3.50 0.522 0.37 67 15 Sep '17 4.00 0.598 0.31 108 0.06 0.50 0.08
35 NVCR 18.15 21 Jul '17 20.00 0.509 0.25 35 15 Sep '17 22.50 0.585 0.55 2 -0.30 2.50 0.08
36 NEM 32.68 14 Jul '17 32.50 0.242 0.65 13 15 Sep '17 33.00 0.317 1.47 1 -0.82 0.50 0.07
37 NVCR 18.15 21 Jul '17 17.50 0.579 1.30 41 15 Sep '17 20.00 0.654 1.15 47 0.15 2.50 0.07
38 NUGT 28.95 7 Jul '17 28.50 0.828 1.01 753 15 Sep '17 29.00 0.901 4.45 1 -3.44 0.50 0.07
39 ANF 12.83 21 Jul '17 12.50 0.485 0.74 23 15 Sep '17 13.00 0.558 1.04 39 -0.30 0.50 0.07
40 PVG 9.66 21 Jul '17 9.00 0.406 0.80 303 15 Sep '17 10.00 0.479 0.65 40 0.15 1.00 0.07
41 SQ 23.76 21 Jul '17 23.00 0.417 1.30 391 15 Sep '17 24.00 0.489 1.85 85 -0.55 1.00 0.07
42 UVXY 9.96 28 Jul '17 9.50 1.232 1.51 24 15 Sep '17 10.00 1.303 2.18 272 -0.67 0.50 0.07
43 CRM 87.50 14 Jul '17 87.00 0.198 1.43 12 15 Sep '17 87.50 0.267 4.05 13 -2.62 0.50 0.07
44 NTAP 39.66 14 Jul '17 39.50 0.208 0.65 14 15 Sep '17 40.00 0.277 1.75 1 -1.10 0.50 0.07
45 ERX 24.95 7 Jul '17 24.50 0.526 0.85 18 15 Sep '17 25.00 0.594 2.40 10 -1.55 0.50 0.07
46 PBR 7.95 7 Jul '17 7.50 0.339 0.46 15 15 Sep '17 8.00 0.406 0.54 60 -0.08 0.50 0.07
47 ETSY 14.89 21 Jul '17 15.00 0.443 0.55 26 15 Sep '17 17.50 0.510 0.50 3 0.05 2.50 0.07
48 TWTR 17.82 21 Jul '17 17.50 0.387 0.76 234 15 Sep '17 18.00 0.453 1.34 852 -0.58 0.50 0.07
49 NUGT 28.95 28 Jul '17 28.50 0.835 2.67 16 15 Sep '17 29.00 0.901 4.45 1 -1.78 0.50 0.07
50 SDS 12.59 21 Jul '17 12.50 0.163 0.24 78 15 Sep '17 13.00 0.228 0.33 655 -0.09 0.50 0.06
51 LITE 58.25 21 Jul '17 60.00 0.565 2.10 272 15 Sep '17 65.00 0.629 3.90 119 -1.80 5.00 0.06
52 FSLR 39.04 21 Jul '17 39.50 0.380 1.08 46 15 Sep '17 40.00 0.444 2.56 36 -1.48 0.50 0.06
53 IWM 141.61 7 Jul '17 141.50 0.063 0.33 4,386 15 Sep '17 142.00 0.126 2.99 76 -2.66 0.50 0.06
54 TTWO 73.28 21 Jul '17 70.00 0.306 4.30 10 15 Sep '17 75.00 0.369 3.90 7 0.40 5.00 0.06
55 CRM 87.50 28 Jul '17 87.00 0.205 2.13 28 15 Sep '17 87.50 0.267 4.05 13 -1.92 0.50 0.06
56 CRM 87.50 21 Jul '17 87.00 0.205 1.80 40 15 Sep '17 87.50 0.267 4.05 13 -2.25 0.50 0.06
57 SNY 47.83 21 Jul '17 48.00 0.208 0.85 4 15 Sep '17 49.00 0.270 1.15 2 -0.30 1.00 0.06
58 VXX 12.92 4 Aug '17 12.50 0.591 1.11 63 20 Oct '17 13.00 0.653 1.76 17 -0.65 0.50 0.06
59 LULU 59.75 14 Jul '17 59.50 0.331 1.45 11 15 Sep '17 60.00 0.393 3.95 82 -2.50 0.50 0.06
60 P 8.89 14 Jul '17 8.50 0.477 0.55 11 15 Sep '17 9.00 0.539 0.75 53 -0.20 0.50 0.06
61 VXX 12.92 28 Jul '17 12.50 0.595 1.01 2,009 15 Sep '17 13.00 0.657 1.44 351 -0.43 0.50 0.06
62 LULU 59.75 21 Jul '17 59.50 0.332 1.79 2 15 Sep '17 60.00 0.393 3.95 82 -2.16 0.50 0.06
63 CY 13.59 21 Jul '17 14.00 0.391 0.30 203 15 Sep '17 15.00 0.452 0.55 77 -0.25 1.00 0.06
64 FSLR 39.04 14 Jul '17 39.50 0.383 0.78 12 15 Sep '17 40.00 0.444 2.56 36 -1.78 0.50 0.06
65 ADMP 5.55 21 Jul '17 5.00 0.737 0.65 170 15 Sep '17 7.50 0.798 0.20 310 0.45 2.50 0.06
66 MXL 27.85 21 Jul '17 30.00 0.335 0.20 44 15 Sep '17 35.00 0.396 0.20 4  0 5.00 0.06
67 AAXN 25.27 21 Jul '17 25.00 0.288 0.85 13 15 Sep '17 26.00 0.349 1.15 3 -0.30 1.00 0.06
68 MNST 49.51 14 Jul '17 49.50 0.218 0.75 1 15 Sep '17 50.00 0.278 2.15 15 -1.40 0.50 0.06
69 NGD 3.01 17 Nov '17 3.50 0.490 0.20 10 19 Jan '18 4.00 0.550 0.15 15 0.05 0.50 0.06
70 NTAP 39.66 28 Jul '17 39.50 0.217 0.98 50 15 Sep '17 40.00 0.277 1.75 1 -0.77 0.50 0.06
71 CCJ 9.24 28 Jul '17 9.50 0.356 0.30 86 15 Sep '17 10.00 0.414 0.30 1  0 0.50 0.06
72 NEM 32.68 21 Jul '17 32.50 0.259 0.81 386 15 Sep '17 33.00 0.317 1.47 1 -0.66 0.50 0.06
73 SQ 23.76 21 Jul '17 24.00 0.421 0.75 1,429 15 Sep '17 25.00 0.477 1.45 213 -0.70 1.00 0.06
74 TWTR 17.82 7 Jul '17 17.50 0.397 0.42 298 15 Sep '17 18.00 0.453 1.34 852 -0.92 0.50 0.06
75 MAN 113.83 21 Jul '17 115.00 0.178 1.40 1 15 Sep '17 120.00 0.233 2.30 2 -0.90 5.00 0.06
76 VIAV 10.79 21 Jul '17 11.00 0.379 0.27 45 15 Sep '17 12.00 0.434 0.38 56 -0.11 1.00 0.05
77 AAPL 144.09 7 Jul '17 144.00 0.166 0.78 14,026 15 Sep '17 145.00 0.220 5.20 1,300 -4.42 1.00 0.05
78 VXX 12.92 11 Aug '17 12.50 0.599 1.22 36 20 Oct '17 13.00 0.653 1.76 17 -0.54 0.50 0.05
79 NTNX 19.50 18 Aug '17 20.00 0.599 1.45 156 20 Oct '17 22.50 0.653 1.65 16 -0.20 2.50 0.05
80 BOX 18.11 21 Jul '17 19.00 0.342 0.25 4 15 Sep '17 20.00 0.396 0.55 6 -0.30 1.00 0.05
81 AMC 22.45 21 Jul '17 22.00 0.333 1.05 9 15 Sep '17 23.00 0.387 1.20 15 -0.15 1.00 0.05
82 STX 39.02 14 Jul '17 39.50 0.320 0.59 76 15 Sep '17 40.00 0.373 2.09 18 -1.50 0.50 0.05
83 DSX 4.02 21 Jul '17 4.00 0.567 0.25 14 15 Sep '17 5.00 0.620 0.10 56 0.15 1.00 0.05
84 HL 4.99 14 Jul '17 5.00 0.383 0.12 168 15 Sep '17 5.50 0.436 0.19 15 -0.07 0.50 0.05
85 HPQ 17.65 14 Jul '17 17.50 0.234 0.36 2 15 Sep '17 18.00 0.287 0.66 1,342 -0.30 0.50 0.05
86 MO 74.61 7 Jul '17 74.50 0.123 0.38 73 15 Sep '17 75.00 0.176 1.79 91 -1.41 0.50 0.05
87 TOL 39.61 14 Jul '17 39.50 0.179 0.55 2 15 Sep '17 40.00 0.231 1.40 7 -0.85 0.50 0.05
88 AAPL 144.09 14 Jul '17 144.00 0.168 1.57 5,308 15 Sep '17 145.00 0.220 5.20 1,300 -3.63 1.00 0.05
89 NTAP 39.66 7 Jul '17 39.50 0.224 0.38 36 15 Sep '17 40.00 0.277 1.75 1 -1.37 0.50 0.05
90 STX 39.02 7 Jul '17 39.50 0.321 0.20 351 15 Sep '17 40.00 0.373 2.09 18 -1.89 0.50 0.05
91 GNC 8.58 21 Jul '17 10.00 0.746 0.15 335 15 Sep '17 12.50 0.799 0.10 200 0.05 2.50 0.05
92 BABA 144.87 14 Jul '17 144.00 0.269 2.96 1,166 15 Sep '17 145.00 0.321 8.10 748 -5.14 1.00 0.05
93 TOL 39.61 21 Jul '17 39.50 0.179 0.70 1 15 Sep '17 40.00 0.231 1.40 7 -0.70 0.50 0.05
94 VEEV 60.93 21 Jul '17 65.00 0.349 0.55 33 15 Sep '17 70.00 0.401 1.30 9 -0.75 5.00 0.05
95 VNDA 16.95 21 Jul '17 17.00 0.405 0.60 5 15 Sep '17 18.00 0.456 0.75 5 -0.15 1.00 0.05
96 FB 150.34 14 Jul '17 152.50 0.201 1.03 3,793 15 Sep '17 155.00 0.252 4.65 754 -3.62 2.50 0.05
97 SWIR 28.15 21 Jul '17 30.00 0.497 0.60 89 15 Sep '17 35.00 0.547 0.65 5 -0.05 5.00 0.05
98 JKS 20.35 21 Jul '17 21.00 0.453 0.55 20 15 Sep '17 22.00 0.503 1.05 7 -0.50 1.00 0.05
99 SINA 85.44 21 Jul '17 87.50 0.391 2.07 1 15 Sep '17 90.00 0.440 4.65 50 -2.58 2.50 0.05
100 RCL 110.64 21 Jul '17 115.00 0.213 0.57 11 15 Sep '17 120.00 0.262 1.69 1 -1.12 5.00 0.05
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