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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 GRPN 4.29 22 Sep '17 4.00 0.294 0.43 16 17 Nov '17 4.50 0.533 0.33 134 0.10 0.50 0.24
2 GRPN 4.29 15 Sep '17 4.00 0.304 0.35 367 17 Nov '17 4.50 0.533 0.33 134 0.02 0.50 0.23
3 TNA 51.80 8 Sep '17 51.50 0.380 1.48 16 17 Nov '17 52.00 0.564 4.25 1 -2.77 0.50 0.18
4 VXX 47.87 1 Sep '17 47.50 0.576 1.20 553 17 Nov '17 48.00 0.755 6.55 60 -5.35 0.50 0.18
5 VXX 47.87 8 Sep '17 47.50 0.578 2.12 33 17 Nov '17 48.00 0.755 6.55 60 -4.43 0.50 0.18
6 CHK 3.64 8 Sep '17 3.50 0.423 0.22 215 17 Nov '17 4.00 0.598 0.26 143 -0.04 0.50 0.18
7 KND 7.50 15 Sep '17 7.50 0.465 0.40 17 17 Nov '17 10.00 0.607 0.15 351 0.25 2.50 0.14
8 BLCM 10.10 15 Sep '17 10.00 0.721 0.75 369 17 Nov '17 12.50 0.862 0.65 15 0.10 2.50 0.14
9 NGD 3.66 15 Sep '17 3.50 0.326 0.25 574 17 Nov '17 4.00 0.465 0.15 1,559 0.10 0.50 0.14
10 AMD 12.15 8 Sep '17 12.50 0.427 0.21 2,014 17 Nov '17 13.00 0.566 0.94 585 -0.73 0.50 0.14
11 NVDA 164.70 8 Sep '17 162.50 0.270 4.25 611 17 Nov '17 165.00 0.408 12.35 208 -8.10 2.50 0.14
12 CLLS 28.69 15 Sep '17 30.00 0.383 0.55 36 17 Nov '17 35.00 0.520 0.70 31 -0.15 5.00 0.14
13 GRPN 4.29 8 Sep '17 4.00 0.397 0.36 41 17 Nov '17 4.50 0.533 0.33 134 0.03 0.50 0.14
14 WTW 47.08 22 Sep '17 47.50 0.414 1.90 6 17 Nov '17 48.00 0.546 4.10 1 -2.20 0.50 0.13
15 MVIS 2.25 15 Sep '17 2.00 0.774 0.35 165 17 Nov '17 3.00 0.902 0.15 27 0.20 1.00 0.13
16 VXX 47.87 15 Sep '17 47.50 0.630 2.81 199 17 Nov '17 48.00 0.755 6.55 60 -3.74 0.50 0.13
17 SPXU 15.10 15 Sep '17 15.00 0.260 0.45 569 17 Nov '17 16.00 0.384 0.70 100 -0.25 1.00 0.12
18 TNA 51.80 1 Sep '17 51.50 0.440 1.04 128 17 Nov '17 52.00 0.564 4.25 1 -3.21 0.50 0.12
19 CORT 15.09 15 Sep '17 16.00 0.471 0.35 140 17 Nov '17 17.00 0.592 0.90 30 -0.55 1.00 0.12
20 GRPN 4.29 1 Sep '17 4.00 0.412 0.36 96 17 Nov '17 4.50 0.533 0.33 134 0.03 0.50 0.12
21 KGC 4.41 15 Sep '17 4.00 0.317 0.48 2 17 Nov '17 4.50 0.436 0.31 27 0.17 0.50 0.12
22 NVDA 164.70 1 Sep '17 162.50 0.293 3.10 2,315 17 Nov '17 165.00 0.408 12.35 208 -9.25 2.50 0.12
23 WTW 47.08 8 Sep '17 47.50 0.432 1.20 200 17 Nov '17 48.00 0.546 4.10 1 -2.90 0.50 0.11
24 AMD 12.15 15 Sep '17 12.50 0.452 0.33 1,309 17 Nov '17 13.00 0.566 0.94 585 -0.61 0.50 0.11
25 WTW 47.08 1 Sep '17 47.50 0.433 0.65 38 17 Nov '17 48.00 0.546 4.10 1 -3.45 0.50 0.11
26 NFLX 168.81 8 Sep '17 167.50 0.252 3.60 460 17 Nov '17 170.00 0.364 10.80 184 -7.20 2.50 0.11
27 SA 12.40 15 Sep '17 13.00 0.344 0.20 89 17 Nov '17 14.00 0.456 0.40 20 -0.20 1.00 0.11
28 NFLX 168.81 1 Sep '17 167.50 0.253 2.32 3,189 17 Nov '17 170.00 0.364 10.80 184 -8.48 2.50 0.11
29 QRVO 70.46 15 Sep '17 70.00 0.295 2.15 16 17 Nov '17 72.50 0.405 4.30 24 -2.15 2.50 0.11
30 SPXS 39.77 15 Sep '17 39.00 0.238 1.35 6 17 Nov '17 40.00 0.343 2.35 40 -1.00 1.00 0.11
31 SA 12.40 15 Sep '17 12.00 0.348 0.70 68 17 Nov '17 13.00 0.452 0.60 7 0.10 1.00 0.10
32 NVDA 164.70 15 Sep '17 162.50 0.306 5.65 202 17 Nov '17 165.00 0.408 12.35 208 -6.70 2.50 0.10
33 NFLX 168.81 15 Sep '17 167.50 0.263 4.60 188 17 Nov '17 170.00 0.364 10.80 184 -6.20 2.50 0.10
34 SPXU 15.10 20 Oct '17 15.00 0.294 0.80 60 15 Dec '17 16.00 0.394 0.90 900 -0.10 1.00 0.10
35 AMD 12.15 22 Sep '17 12.50 0.467 0.45 204 17 Nov '17 13.00 0.566 0.94 585 -0.49 0.50 0.10
36 MU 31.48 1 Sep '17 31.50 0.316 0.36 3,302 17 Nov '17 32.00 0.413 2.18 123 -1.82 0.50 0.10
37 SQQQ 28.47 15 Sep '17 29.00 0.397 0.80 462 17 Nov '17 30.00 0.494 1.90 20 -1.10 1.00 0.10
38 TZA 17.24 8 Sep '17 17.50 0.400 0.36 115 17 Nov '17 18.00 0.496 1.26 2 -0.90 0.50 0.10
39 QRVO 70.46 15 Sep '17 72.50 0.299 1.05 50 17 Nov '17 75.00 0.395 3.30 40 -2.25 2.50 0.10
40 JCP 3.84 15 Sep '17 3.50 0.487 0.39 275 17 Nov '17 4.00 0.581 0.31 37 0.08 0.50 0.09
41 VRX 13.24 29 Sep '17 13.50 0.520 0.71 164 17 Nov '17 14.00 0.615 1.20 72 -0.49 0.50 0.09
42 FLT 142.75 15 Sep '17 145.00 0.220 1.85 1,971 17 Nov '17 150.00 0.314 5.30 41 -3.45 5.00 0.09
43 MYGN 29.90 15 Sep '17 29.00 0.335 1.45 20 17 Nov '17 30.00 0.428 2.25 21 -0.80 1.00 0.09
44 FAZ 16.51 8 Sep '17 16.50 0.261 0.34 2 17 Nov '17 17.00 0.353 0.83 13 -0.49 0.50 0.09
45 SNAP 14.99 8 Sep '17 14.50 0.522 0.83 36 17 Nov '17 15.00 0.613 1.68 138 -0.85 0.50 0.09
46 SIRI 5.63 1 Sep '17 5.50 0.174 0.17 540 17 Nov '17 6.00 0.264 0.13 24 0.04 0.50 0.09
47 AMD 12.15 29 Sep '17 12.50 0.475 0.53 175 17 Nov '17 13.00 0.566 0.94 585 -0.41 0.50 0.09
48 Z 39.44 8 Sep '17 39.50 0.289 0.80 4 17 Nov '17 40.00 0.379 2.40 69 -1.60 0.50 0.09
49 KERX 7.20 20 Oct '17 7.00 0.556 0.75 2 15 Dec '17 8.00 0.646 0.60 7 0.15 1.00 0.09
50 JCP 3.84 1 Sep '17 3.50 0.492 0.39 239 17 Nov '17 4.00 0.581 0.31 37 0.08 0.50 0.09
51 DDD 12.76 15 Sep '17 12.50 0.417 0.61 51 17 Nov '17 13.00 0.505 1.06 8 -0.45 0.50 0.09
52 ERY 14.91 15 Sep '17 15.00 0.461 0.60 5 17 Nov '17 16.00 0.550 1.00 5 -0.40 1.00 0.09
53 SNAP 14.99 22 Sep '17 14.50 0.525 1.09 34 17 Nov '17 15.00 0.613 1.68 138 -0.59 0.50 0.09
54 NVDA 164.70 22 Sep '17 162.50 0.320 6.65 32 17 Nov '17 165.00 0.408 12.35 208 -5.70 2.50 0.09
55 NFLX 168.81 29 Sep '17 167.50 0.275 6.15 21 17 Nov '17 170.00 0.364 10.80 184 -4.65 2.50 0.09
56 FL 35.16 15 Sep '17 36.00 0.366 0.85 55 17 Nov '17 37.00 0.454 2.00 3 -1.15 1.00 0.09
57 SNAP 14.99 15 Sep '17 14.50 0.525 0.96 52 17 Nov '17 15.00 0.613 1.68 138 -0.72 0.50 0.09
58 ZYNE 6.27 15 Sep '17 7.50 1.016 0.20 28 17 Nov '17 10.00 1.103 0.30 5 -0.10 2.50 0.09
59 VXX 47.87 22 Sep '17 47.50 0.669 3.55 10 17 Nov '17 48.00 0.755 6.55 60 -3.00 0.50 0.09
60 CORT 15.09 15 Sep '17 15.00 0.507 0.75 457 17 Nov '17 16.00 0.593 1.20 21 -0.45 1.00 0.09
61 EXEL 27.56 15 Sep '17 28.00 0.441 1.00 36 17 Nov '17 29.00 0.527 2.00 1 -1.00 1.00 0.09
62 CDE 8.75 20 Oct '17 9.00 0.424 0.50 275 15 Dec '17 10.00 0.508 0.50 657  0 1.00 0.08
63 VRX 13.24 8 Sep '17 13.50 0.531 0.37 302 17 Nov '17 14.00 0.615 1.20 72 -0.83 0.50 0.08
64 FL 35.16 15 Sep '17 35.00 0.383 1.25 163 17 Nov '17 36.00 0.467 2.45 5 -1.20 1.00 0.08
65 VRX 13.24 15 Sep '17 13.50 0.531 0.50 296 17 Nov '17 14.00 0.615 1.20 72 -0.70 0.50 0.08
66 OCUL 6.20 20 Oct '17 7.50 0.884 0.45 75 15 Dec '17 10.00 0.965 0.25 21 0.20 2.50 0.08
67 FB 168.05 8 Sep '17 167.50 0.171 2.25 2,616 17 Nov '17 170.00 0.252 7.00 185 -4.75 2.50 0.08
68 FB 168.05 1 Sep '17 167.50 0.171 1.37 7,162 17 Nov '17 170.00 0.252 7.00 185 -5.63 2.50 0.08
69 TZA 17.24 15 Sep '17 17.50 0.416 0.54 49 17 Nov '17 18.00 0.496 1.26 2 -0.72 0.50 0.08
70 GLW 28.57 8 Sep '17 28.50 0.156 0.42 18 17 Nov '17 29.00 0.236 1.04 18 -0.62 0.50 0.08
71 BBRY 9.04 22 Sep '17 9.50 0.348 0.20 38 17 Nov '17 10.00 0.428 0.35 20 -0.15 0.50 0.08
72 IAG 6.41 20 Oct '17 6.00 0.407 0.75 118 15 Dec '17 7.00 0.485 0.35 100 0.40 1.00 0.08
73 S 8.27 22 Sep '17 8.50 0.339 0.26 10 17 Nov '17 9.00 0.417 0.36 46 -0.10 0.50 0.08
74 NVDA 164.70 29 Sep '17 162.50 0.332 7.65 20 17 Nov '17 165.00 0.408 12.35 208 -4.70 2.50 0.08
75 SPXU 15.10 17 Nov '17 15.00 0.337 1.05 95 19 Jan '18 16.00 0.413 1.05 88  0 1.00 0.08
76 KERX 7.20 20 Oct '17 8.00 0.542 0.35 80 15 Dec '17 9.00 0.618 0.35 125  0 1.00 0.08
77 YNDX 29.49 29 Sep '17 29.50 0.373 1.35 2 17 Nov '17 30.00 0.449 2.05 2,234 -0.70 0.50 0.08
78 PLUG 2.16 19 Jan '18 2.50 0.611 0.22 24 16 Mar '18 3.00 0.687 0.18 3 0.04 0.50 0.08
79 IBM 143.14 8 Sep '17 144.00 0.115 0.78 41 17 Nov '17 145.00 0.191 3.55 109 -2.77 1.00 0.08
80 PAYC 71.93 15 Sep '17 72.50 0.256 1.40 15 17 Nov '17 75.00 0.332 3.00 2 -1.60 2.50 0.08
81 M 20.94 8 Sep '17 20.50 0.326 0.76 42 17 Nov '17 21.00 0.401 1.33 37 -0.57 0.50 0.08
82 HZNP 13.29 15 Sep '17 14.00 0.452 0.30 4 17 Nov '17 15.00 0.528 0.60 1 -0.30 1.00 0.08
83 OCLR 8.42 15 Sep '17 8.50 0.534 0.40 338 17 Nov '17 9.00 0.609 0.65 5 -0.25 0.50 0.07
84 SNAP 14.99 29 Sep '17 14.50 0.539 1.21 32 17 Nov '17 15.00 0.613 1.68 138 -0.47 0.50 0.07
85 JCP 3.84 22 Sep '17 4.00 0.499 0.15 16 17 Nov '17 4.50 0.572 0.18 135 -0.03 0.50 0.07
86 S 8.27 15 Sep '17 8.50 0.344 0.16 294 17 Nov '17 9.00 0.417 0.36 46 -0.20 0.50 0.07
87 TZA 17.24 22 Sep '17 17.50 0.424 0.69 24 17 Nov '17 18.00 0.496 1.26 2 -0.57 0.50 0.07
88 BEAT 36.20 15 Sep '17 37.00 0.325 0.75 3 17 Nov '17 38.00 0.397 1.85 1 -1.10 1.00 0.07
89 VRX 13.24 22 Sep '17 13.50 0.543 0.63 8 17 Nov '17 14.00 0.615 1.20 72 -0.57 0.50 0.07
90 M 20.94 29 Sep '17 20.50 0.330 0.97 1 17 Nov '17 21.00 0.401 1.33 37 -0.36 0.50 0.07
91 QLYS 46.20 20 Oct '17 50.00 0.285 0.90 2 15 Dec '17 55.00 0.355 0.80 10 0.10 5.00 0.07
92 EXEL 27.56 15 Sep '17 27.00 0.454 1.50 11 17 Nov '17 28.00 0.523 2.40 7 -0.90 1.00 0.07
93 CAR 33.46 15 Sep '17 34.00 0.501 1.30 11 17 Nov '17 35.00 0.570 2.90 15 -1.60 1.00 0.07
94 CHK 3.64 1 Sep '17 3.50 0.530 0.17 1,507 17 Nov '17 4.00 0.598 0.26 143 -0.09 0.50 0.07
95 ORCL 49.45 1 Sep '17 49.50 0.125 0.21 132 17 Nov '17 50.00 0.194 1.39 34 -1.18 0.50 0.07
96 TECK 25.23 8 Sep '17 25.50 0.337 0.48 10 17 Nov '17 26.00 0.405 1.54 4 -1.06 0.50 0.07
97 SQ 25.04 20 Oct '17 25.00 0.374 1.50 32 15 Dec '17 26.00 0.442 1.95 13 -0.45 1.00 0.07
98 TECK 25.23 15 Sep '17 25.50 0.337 0.69 1,312 17 Nov '17 26.00 0.405 1.54 4 -0.85 0.50 0.07
99 QCOM 51.81 1 Sep '17 52.00 0.182 0.27 486 17 Nov '17 52.50 0.249 2.06 3 -1.79 0.50 0.07
100 IBM 143.14 1 Sep '17 144.00 0.123 0.31 338 17 Nov '17 145.00 0.191 3.55 109 -3.24 1.00 0.07
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Data Provided by HistoricalOptionData.com
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