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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 VXX 17.54 10 Mar '17 17.50 0.408 0.42 5,832 19 May '17 18.00 0.674 1.95 37 -1.53 0.50 0.27
2 VXX 17.54 17 Mar '17 17.50 0.464 0.66 342 19 May '17 18.00 0.674 1.95 37 -1.29 0.50 0.21
3 VXX 17.54 24 Mar '17 17.50 0.489 0.85 144 19 May '17 18.00 0.674 1.95 37 -1.10 0.50 0.18
4 OCUL 8.70 21 Apr '17 10.00 0.750 0.80 77 16 Jun '17 12.50 0.931 0.60 2 0.20 2.50 0.18
5 AMRN 3.29 21 Apr '17 3.50 0.475 0.16 18 16 Jun '17 4.00 0.641 0.05 31 0.11 0.50 0.17
6 VXX 17.54 7 Apr '17 17.50 0.529 1.18 20 16 Jun '17 18.00 0.690 2.37 257 -1.19 0.50 0.16
7 VXX 17.54 31 Mar '17 17.50 0.514 1.03 116 19 May '17 18.00 0.674 1.95 37 -0.92 0.50 0.16
8 KTOS 7.48 17 Mar '17 7.50 0.410 0.25 329 19 May '17 10.00 0.568 0.10 10 0.15 2.50 0.16
9 TXMD 6.91 21 Apr '17 7.50 0.622 0.45 213 16 Jun '17 10.00 0.775 0.25 105 0.20 2.50 0.15
10 VXX 17.54 13 Apr '17 17.50 0.545 1.31 154 16 Jun '17 18.00 0.690 2.37 257 -1.06 0.50 0.15
11 PTCT 9.81 21 Apr '17 10.00 0.757 1.25 35 16 Jun '17 11.00 0.902 1.15 40 0.10 1.00 0.15
12 NFLX 139.14 10 Mar '17 139.00 0.218 1.78 693 19 May '17 140.00 0.357 8.55 315 -6.77 1.00 0.14
13 GRPN 4.02 24 Mar '17 4.00 0.443 0.20 100 19 May '17 4.50 0.578 0.23 24 -0.03 0.50 0.14
14 GRPN 4.02 17 Mar '17 4.00 0.446 0.16 455 19 May '17 4.50 0.578 0.23 24 -0.07 0.50 0.13
15 WMB 29.65 10 Mar '17 29.50 0.155 0.35 58 19 May '17 30.00 0.282 1.25 131 -0.90 0.50 0.13
16 NFLX 139.14 17 Mar '17 139.00 0.230 2.62 279 19 May '17 140.00 0.357 8.55 315 -5.93 1.00 0.13
17 JUNO 21.61 17 Mar '17 20.00 0.449 2.00 153 19 May '17 22.50 0.575 1.65 14 0.35 2.50 0.13
18 BCRX 7.68 21 Apr '17 7.00 0.692 1.30 72 16 Jun '17 8.00 0.813 1.08 11 0.22 1.00 0.12
19 NFLX 139.14 24 Mar '17 139.00 0.237 3.35 41 19 May '17 140.00 0.357 8.55 315 -5.20 1.00 0.12
20 NFLX 139.14 31 Mar '17 139.00 0.238 3.80 28 19 May '17 140.00 0.357 8.55 315 -4.75 1.00 0.12
21 PAYC 56.50 17 Mar '17 57.50 0.266 0.80 14 19 May '17 60.00 0.381 2.50 43 -1.70 2.50 0.11
22 RUSS 6.61 21 Apr '17 7.00 0.683 0.55 40 16 Jun '17 8.00 0.789 0.55 84  0 1.00 0.11
23 FIT 6.07 24 Mar '17 6.50 0.494 0.15 51 19 May '17 7.00 0.596 0.33 75 -0.18 0.50 0.10
24 SWIR 28.80 21 Apr '17 30.00 0.404 1.30 233 16 Jun '17 35.00 0.504 1.05 37 0.25 5.00 0.10
25 S 8.90 17 Mar '17 8.50 0.360 0.51 66 19 May '17 9.00 0.460 0.70 113 -0.19 0.50 0.10
26 NFLX 139.14 7 Apr '17 139.00 0.243 4.40 1 16 Jun '17 140.00 0.340 9.65 66 -5.25 1.00 0.10
27 TWTR 15.75 13 Apr '17 15.50 0.348 0.98 21 16 Jun '17 16.00 0.445 1.38 316 -0.40 0.50 0.10
28 LL 18.19 17 Mar '17 18.50 0.305 0.35 10 19 May '17 19.00 0.401 0.90 7 -0.55 0.50 0.10
29 GRPN 4.02 31 Mar '17 4.00 0.485 0.25 3 19 May '17 4.50 0.578 0.23 24 0.02 0.50 0.09
30 FIT 6.07 31 Mar '17 6.50 0.503 0.20 30 19 May '17 7.00 0.596 0.33 75 -0.13 0.50 0.09
31 QRVO 66.21 17 Mar '17 67.50 0.289 1.00 42 19 May '17 70.00 0.381 3.00 15 -2.00 2.50 0.09
32 OXY 64.86 10 Mar '17 64.50 0.112 0.63 18 19 May '17 65.00 0.203 1.94 30 -1.31 0.50 0.09
33 DDD 14.53 17 Mar '17 14.50 0.357 0.47 25 19 May '17 15.00 0.448 0.95 21 -0.48 0.50 0.09
34 BIDU 173.79 10 Mar '17 172.50 0.182 2.55 43 19 May '17 175.00 0.272 7.95 6 -5.40 2.50 0.09
35 BABA 103.31 10 Mar '17 104.00 0.187 0.78 1,110 19 May '17 105.00 0.276 4.45 236 -3.67 1.00 0.09
36 AMKR 10.25 21 Apr '17 10.00 0.365 0.75 38 16 Jun '17 11.00 0.454 0.65 35 0.10 1.00 0.09
37 HZNP 16.11 17 Mar '17 16.00 0.433 0.70 20 19 May '17 17.00 0.522 1.15 5,000 -0.45 1.00 0.09
38 NTRI 48.95 21 Apr '17 49.00 0.307 2.30 1 16 Jun '17 50.00 0.396 3.40 19 -1.10 1.00 0.09
39 S 8.90 24 Mar '17 8.50 0.372 0.59 62 19 May '17 9.00 0.460 0.70 113 -0.11 0.50 0.09
40 TWTR 15.75 7 Apr '17 15.50 0.359 0.85 3 16 Jun '17 16.00 0.445 1.38 316 -0.53 0.50 0.09
41 LL 18.19 10 Mar '17 18.50 0.317 0.25 103 19 May '17 19.00 0.401 0.90 7 -0.65 0.50 0.08
42 EBAY 33.74 10 Mar '17 33.50 0.170 0.46 167 19 May '17 34.00 0.254 1.44 2 -0.98 0.50 0.08
43 MXL 25.92 21 Apr '17 25.00 0.315 1.80 40 16 Jun '17 30.00 0.398 0.75 1 1.05 5.00 0.08
44 MSFT 64.21 10 Mar '17 64.50 0.115 0.29 2,048 19 May '17 65.00 0.197 1.78 447 -1.49 0.50 0.08
45 DDD 14.53 10 Mar '17 14.50 0.368 0.35 49 19 May '17 15.00 0.448 0.95 21 -0.60 0.50 0.08
46 BHP 39.06 17 Mar '17 39.00 0.170 0.62 547 19 May '17 40.00 0.248 1.33 284 -0.71 1.00 0.08
47 EFA 60.93 10 Mar '17 60.50 0.079 0.56 7 19 May '17 61.00 0.157 1.70 176 -1.14 0.50 0.08
48 SWKS 94.92 10 Mar '17 94.50 0.241 1.55 8 19 May '17 95.00 0.318 5.40 86 -3.85 0.50 0.08
49 ATVI 47.05 10 Mar '17 47.50 0.197 0.33 31 19 May '17 48.00 0.273 1.80 11 -1.47 0.50 0.08
50 BABA 103.31 17 Mar '17 104.00 0.200 1.32 1,812 19 May '17 105.00 0.276 4.45 236 -3.13 1.00 0.08
51 SSTK 42.25 17 Mar '17 42.50 0.293 1.00 57 19 May '17 45.00 0.368 1.65 43 -0.65 2.50 0.08
52 OAS 14.13 17 Mar '17 14.00 0.416 0.55 111 19 May '17 15.00 0.491 0.85 160 -0.30 1.00 0.08
53 RIG 13.53 10 Mar '17 13.50 0.361 0.29 67 19 May '17 14.00 0.436 0.85 99 -0.56 0.50 0.07
54 STX 48.96 7 Apr '17 48.50 0.240 1.73 1 16 Jun '17 49.00 0.314 3.15 2 -1.42 0.50 0.07
55 BIDU 173.79 17 Mar '17 172.50 0.200 3.45 4 19 May '17 175.00 0.272 7.95 6 -4.50 2.50 0.07
56 CMCSA 37.21 10 Mar '17 37.25 0.124 0.25 3,631 19 May '17 37.50 0.195 1.06 16 -0.81 0.25 0.07
57 MSFT 64.21 17 Mar '17 64.50 0.126 0.52 256 19 May '17 65.00 0.197 1.78 447 -1.26 0.50 0.07
58 WETF 9.22 21 Apr '17 10.00 0.362 0.30 52 16 Jun '17 11.00 0.432 0.25 102 0.05 1.00 0.07
59 EBAY 33.74 17 Mar '17 33.50 0.183 0.63 10 19 May '17 34.00 0.254 1.44 2 -0.81 0.50 0.07
60 GRUB 34.27 21 Apr '17 35.00 0.334 1.40 105 16 Jun '17 37.50 0.404 1.70 54 -0.30 2.50 0.07
61 COH 38.07 10 Mar '17 38.50 0.191 0.25 184 19 May '17 39.00 0.261 1.20 1 -0.95 0.50 0.07
62 ZNGA 2.78 21 Apr '17 2.50 0.316 0.40 9 16 Jun '17 3.00 0.387 0.13 10 0.27 0.50 0.07
63 TECK 20.39 10 Mar '17 20.50 0.437 0.45 242 19 May '17 21.00 0.507 1.62 1,077 -1.17 0.50 0.07
64 DPS 94.91 17 Mar '17 92.50 0.084 2.75 5 19 May '17 95.00 0.154 2.45 13 0.30 2.50 0.07
65 ATVI 47.05 17 Mar '17 47.50 0.204 0.56 75 19 May '17 48.00 0.273 1.80 11 -1.24 0.50 0.07
66 BABA 103.31 24 Mar '17 104.00 0.207 1.75 17 19 May '17 105.00 0.276 4.45 236 -2.70 1.00 0.07
67 ATVI 47.05 24 Mar '17 47.50 0.205 0.74 16 19 May '17 48.00 0.273 1.80 11 -1.06 0.50 0.07
68 CS 15.80 21 Apr '17 15.00 0.325 1.30 235 16 Jun '17 17.50 0.393 0.40 121 0.90 2.50 0.07
69 X 37.74 10 Mar '17 37.50 0.503 1.18 351 19 May '17 38.00 0.571 3.75 20 -2.57 0.50 0.07
70 MSFT 64.21 24 Mar '17 64.50 0.129 0.68 68 19 May '17 65.00 0.197 1.78 447 -1.10 0.50 0.07
71 FCX 13.19 10 Mar '17 13.50 0.421 0.19 2,008 19 May '17 14.00 0.489 0.85 926 -0.66 0.50 0.07
72 SWKS 94.92 17 Mar '17 94.50 0.252 2.15 14 19 May '17 95.00 0.318 5.40 86 -3.25 0.50 0.07
73 MTCH 16.22 21 Apr '17 17.50 0.277 0.25 14 16 Jun '17 20.00 0.343 0.15 3 0.10 2.50 0.07
74 VEEV 44.17 21 Apr '17 45.00 0.227 1.15 14 16 Jun '17 46.00 0.292 1.85 21 -0.70 1.00 0.07
75 EFA 60.93 17 Mar '17 60.50 0.092 0.71 2 19 May '17 61.00 0.157 1.70 176 -0.99 0.50 0.06
76 ORCL 42.69 10 Mar '17 42.50 0.112 0.38 827 19 May '17 43.00 0.177 1.16 35 -0.78 0.50 0.06
77 HOS 4.35 21 Apr '17 4.00 0.832 0.80 10 16 Jun '17 5.00 0.896 0.55 215 0.25 1.00 0.06
78 JCP 6.26 17 Mar '17 6.50 0.462 0.14 466 19 May '17 7.00 0.526 0.33 162 -0.19 0.50 0.06
79 BIDU 173.79 24 Mar '17 172.50 0.208 4.20 279 19 May '17 175.00 0.272 7.95 6 -3.75 2.50 0.06
80 SNY 44.24 21 Apr '17 44.00 0.170 1.45 12 16 Jun '17 45.00 0.233 1.05 9 0.40 1.00 0.06
81 JUNO 21.61 17 Mar '17 22.50 0.507 0.60 772 19 May '17 25.00 0.571 1.00 9 -0.40 2.50 0.06
82 DIN 53.49 21 Apr '17 50.00 0.187 4.00 3 16 Jun '17 55.00 0.251 2.15 3 1.85 5.00 0.06
83 BABA 103.31 31 Mar '17 104.00 0.213 2.14 122 19 May '17 105.00 0.276 4.45 236 -2.31 1.00 0.06
84 SRCL 80.73 17 Mar '17 85.00 0.227 0.30 17 19 May '17 90.00 0.290 1.20 3 -0.90 5.00 0.06
85 MGM 26.46 10 Mar '17 26.50 0.198 0.28 605 19 May '17 27.00 0.260 1.00 36 -0.72 0.50 0.06
86 MSFT 64.21 31 Mar '17 64.50 0.135 0.84 36 19 May '17 65.00 0.197 1.78 447 -0.94 0.50 0.06
87 BBRY 6.88 17 Mar '17 6.50 0.250 0.43 32 19 May '17 7.00 0.312 0.30 5 0.13 0.50 0.06
88 EBAY 33.74 31 Mar '17 33.50 0.192 0.86 4 19 May '17 34.00 0.254 1.44 2 -0.58 0.50 0.06
89 BIDU 173.79 31 Mar '17 172.50 0.210 4.80 5 19 May '17 175.00 0.272 7.95 6 -3.15 2.50 0.06
90 INTC 35.89 10 Mar '17 35.50 0.144 0.53 342 19 May '17 36.00 0.205 1.16 272 -0.63 0.50 0.06
91 JCP 6.26 24 Mar '17 6.50 0.465 0.20 24 19 May '17 7.00 0.526 0.33 162 -0.13 0.50 0.06
92 EFA 60.93 24 Mar '17 60.50 0.096 0.86 28 19 May '17 61.00 0.157 1.70 176 -0.84 0.50 0.06
93 SQ 16.89 21 Apr '17 17.00 0.324 0.80 73 16 Jun '17 18.00 0.385 0.85 18 -0.05 1.00 0.06
94 ATI 19.06 17 Mar '17 20.00 0.438 0.35 68 19 May '17 22.50 0.498 0.55 50 -0.20 2.50 0.06
95 NOV 40.38 10 Mar '17 40.50 0.263 0.57 34 19 May '17 41.00 0.323 2.08 110 -1.51 0.50 0.06
96 MGM 26.46 17 Mar '17 26.50 0.200 0.41 75 19 May '17 27.00 0.260 1.00 36 -0.59 0.50 0.06
97 S 8.90 10 Mar '17 8.50 0.400 0.49 113 19 May '17 9.00 0.460 0.70 113 -0.21 0.50 0.06
98 CLF 10.12 17 Mar '17 10.50 0.578 0.31 699 19 May '17 11.00 0.638 0.82 361 -0.51 0.50 0.06
99 WMB 29.65 17 Mar '17 29.50 0.223 0.53 190 19 May '17 30.00 0.282 1.25 131 -0.72 0.50 0.06
100 BHP 39.06 17 Mar '17 40.00 0.189 0.30 1,863 19 May '17 41.00 0.248 1.00 64 -0.70 1.00 0.06
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