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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 SYNT 18.62 16 Jun '17 17.50 0.261 1.65 6 18 Aug '17 20.00 2.932 0.70 10 0.95 2.50 2.67
2 RAD 4.11 12 May '17 4.00 0.569 0.21 1,356 21 Jul '17 4.50 0.997 0.58 45 -0.37 0.50 0.43
3 RAD 4.11 19 May '17 4.00 0.697 0.31 155 21 Jul '17 4.50 0.997 0.58 45 -0.27 0.50 0.30
4 UVXY 13.15 12 May '17 13.50 0.884 0.50 1,853 21 Jul '17 14.00 1.115 2.27 76 -1.77 0.50 0.23
5 FOLD 6.91 21 Jul '17 7.00 0.680 0.85 41 15 Sep '17 8.00 0.894 1.05 1,661 -0.20 1.00 0.21
6 UVXY 13.15 19 May '17 13.50 0.904 0.80 409 21 Jul '17 14.00 1.115 2.27 76 -1.47 0.50 0.21
7 SGYP 4.00 19 May '17 4.00 0.480 0.20 184 21 Jul '17 4.50 0.659 0.20 1  0 0.50 0.18
8 ZIOP 7.12 19 May '17 7.00 0.519 0.40 40 21 Jul '17 8.00 0.693 0.55 677 -0.15 1.00 0.17
9 UVXY 13.15 26 May '17 13.50 0.941 1.07 70 21 Jul '17 14.00 1.115 2.27 76 -1.20 0.50 0.17
10 RFP 5.30 19 May '17 5.00 0.884 0.60 2 21 Jul '17 7.50 1.034 0.35 21 0.25 2.50 0.15
11 ETP 22.71 16 Jun '17 22.00 0.131 0.90 10 18 Aug '17 23.00 0.263 0.60 78 0.30 1.00 0.13
12 ETE 17.76 12 May '17 17.50 0.134 0.36 246 21 Jul '17 18.00 0.266 0.70 18 -0.34 0.50 0.13
13 MU 28.20 12 May '17 28.50 0.274 0.32 5,081 21 Jul '17 29.00 0.400 1.71 1,535 -1.39 0.50 0.13
14 MOMO 39.12 12 May '17 39.50 0.451 0.90 58 21 Jul '17 40.00 0.571 3.70 11 -2.80 0.50 0.12
15 VXX 14.47 19 May '17 14.50 0.442 0.49 5,933 21 Jul '17 15.00 0.560 1.25 4,003 -0.76 0.50 0.12
16 RAD 4.11 26 May '17 4.50 0.854 0.22 5 21 Jul '17 5.00 0.972 0.40 580 -0.18 0.50 0.12
17 ANF 12.52 19 May '17 12.50 0.399 0.42 60 21 Jul '17 13.00 0.513 0.79 92 -0.37 0.50 0.11
18 VXX 14.47 12 May '17 14.50 0.450 0.34 35,506 21 Jul '17 15.00 0.560 1.25 4,003 -0.91 0.50 0.11
19 ANF 12.52 12 May '17 12.50 0.405 0.32 269 21 Jul '17 13.00 0.513 0.79 92 -0.47 0.50 0.11
20 MU 28.20 19 May '17 28.50 0.293 0.52 2,587 21 Jul '17 29.00 0.400 1.71 1,535 -1.19 0.50 0.11
21 CIEN 23.06 26 May '17 23.50 0.248 0.44 5 21 Jul '17 24.00 0.351 1.07 20 -0.63 0.50 0.10
22 CIEN 23.06 12 May '17 23.50 0.252 0.18 19 21 Jul '17 24.00 0.351 1.07 20 -0.89 0.50 0.10
23 MU 28.20 26 May '17 28.50 0.301 0.72 116 21 Jul '17 29.00 0.400 1.71 1,535 -0.99 0.50 0.10
24 VXX 14.47 26 May '17 14.50 0.462 0.63 312 21 Jul '17 15.00 0.560 1.25 4,003 -0.62 0.50 0.10
25 ETE 17.76 19 May '17 17.50 0.168 0.43 51 21 Jul '17 18.00 0.266 0.70 18 -0.27 0.50 0.10
26 ETP 22.71 16 Jun '17 23.00 0.155 0.40 764 18 Aug '17 24.00 0.252 0.35 137 0.05 1.00 0.10
27 TZA 17.30 12 May '17 17.50 0.381 0.29 1,252 21 Jul '17 18.00 0.471 1.10 33 -0.81 0.50 0.09
28 HDP 11.15 16 Jun '17 10.00 0.388 1.40 110 18 Aug '17 12.50 0.478 0.55 40 0.85 2.50 0.09
29 KTOS 9.08 16 Jun '17 10.00 0.399 0.25 131 18 Aug '17 12.50 0.488  0 2 0.25 2.50 0.09
30 CIEN 23.06 19 May '17 23.50 0.263 0.30 39 21 Jul '17 24.00 0.351 1.07 20 -0.77 0.50 0.09
31 SBGL 7.59 19 May '17 7.50 0.514 0.50 50 21 Jul '17 10.00 0.601 0.15 100 0.35 2.50 0.09
32 NTNX 16.29 19 May '17 15.00 0.545 1.55 158 21 Jul '17 17.50 0.630 1.20 27 0.35 2.50 0.09
33 CHK 5.46 12 May '17 5.50 0.459 0.13 9,921 21 Jul '17 6.00 0.544 0.32 2,292 -0.19 0.50 0.08
34 AG 7.48 12 May '17 7.50 0.507 0.25 115 21 Jul '17 8.00 0.589 0.55 232 -0.30 0.50 0.08
35 CUDA 21.09 19 May '17 22.50 0.361 0.20 31 21 Jul '17 25.00 0.442 0.45 13 -0.25 2.50 0.08
36 ZNGA 3.20 21 Jul '17 3.00 0.261 0.28 194 15 Sep '17 3.50 0.339 0.12 205 0.16 0.50 0.08
37 AMD 10.19 12 May '17 10.50 0.457 0.14 8,245 21 Jul '17 11.00 0.534 0.67 3,474 -0.53 0.50 0.08
38 NFLX 156.60 12 May '17 157.50 0.236 1.69 2,781 21 Jul '17 160.00 0.312 7.30 248 -5.61 2.50 0.08
39 BIG 49.62 19 May '17 50.00 0.249 0.95 1 21 Jul '17 52.50 0.323 1.50 4 -0.55 2.50 0.07
40 MYGN 22.38 16 Jun '17 22.00 0.315 1.30 16 18 Aug '17 23.00 0.389 1.45 3 -0.15 1.00 0.07
41 PAY 18.68 19 May '17 18.00 0.253 0.90 110 21 Jul '17 19.00 0.326 0.90 2  0 1.00 0.07
42 MOMO 39.12 19 May '17 39.50 0.499 1.50 26 21 Jul '17 40.00 0.571 3.70 11 -2.20 0.50 0.07
43 NFLX 156.60 19 May '17 157.50 0.243 2.60 648 21 Jul '17 160.00 0.312 7.30 248 -4.70 2.50 0.07
44 SSTK 43.76 16 Jun '17 45.00 0.274 1.25 3 18 Aug '17 47.50 0.342 1.60 1 -0.35 2.50 0.07
45 PAYC 64.72 16 Jun '17 65.00 0.232 2.05 24 18 Aug '17 67.50 0.299 2.85 9 -0.80 2.50 0.07
46 NFLX 156.60 26 May '17 157.50 0.245 3.40 33 21 Jul '17 160.00 0.312 7.30 248 -3.90 2.50 0.07
47 CRM 86.97 12 May '17 87.00 0.161 0.81 174 21 Jul '17 87.50 0.228 3.30 2 -2.49 0.50 0.07
48 FAZ 18.81 26 May '17 18.50 0.286 0.74 2 21 Jul '17 19.00 0.352 1.04 69 -0.30 0.50 0.07
49 AUPH 7.02 19 May '17 5.00 0.800 2.10 844 21 Jul '17 7.50 0.865 0.85 80 1.25 2.50 0.07
50 HRB 25.27 19 May '17 25.00 0.230 0.70 16 21 Jul '17 26.00 0.295 0.90 2 -0.20 1.00 0.06
51 AGEN 3.78 16 Jun '17 4.00 0.615 0.30 25 18 Aug '17 5.00 0.679 0.10 34 0.20 1.00 0.06
52 TROX 16.09 16 Jun '17 17.00 0.466 0.70 13 18 Aug '17 18.00 0.529 1.00 5 -0.30 1.00 0.06
53 MAT 22.12 26 May '17 22.50 0.178 0.35 5 21 Jul '17 23.00 0.241 0.60 14 -0.25 0.50 0.06
54 HPQ 18.91 12 May '17 18.50 0.202 0.51 19 21 Jul '17 19.00 0.263 0.79 45 -0.28 0.50 0.06
55 AUPH 7.02 19 May '17 7.50 0.842 0.30 381 21 Jul '17 10.00 0.902 0.35 20 -0.05 2.50 0.06
56 WMT 76.50 12 May '17 77.00 0.087 0.20 155 21 Jul '17 77.50 0.147 1.36 207 -1.16 0.50 0.06
57 FAS 45.14 19 May '17 45.50 0.288 0.92 11 21 Jul '17 46.00 0.348 2.34 1 -1.42 0.50 0.06
58 QID 17.66 19 May '17 18.00 0.231 0.20 69 21 Jul '17 19.00 0.291 0.39 3 -0.19 1.00 0.06
59 ORCL 45.58 12 May '17 45.50 0.119 0.37 441 21 Jul '17 46.00 0.178 1.20 225 -0.83 0.50 0.06
60 AG 7.48 26 May '17 7.50 0.530 0.45 10 21 Jul '17 8.00 0.589 0.55 232 -0.10 0.50 0.06
61 EBAY 33.50 12 May '17 33.00 0.174 0.67 2 21 Jul '17 34.00 0.233 1.18 29 -0.51 1.00 0.06
62 EXPR 9.13 19 May '17 9.00 0.467 0.45 31 21 Jul '17 10.00 0.526 0.45 63  0 1.00 0.06
63 IDTI 23.24 16 Jun '17 24.00 0.258 0.55 17 18 Aug '17 25.00 0.315 0.85 2 -0.30 1.00 0.06
64 DV 37.75 16 Jun '17 40.00 0.246 0.50 50 18 Aug '17 45.00 0.303 0.35 37 0.15 5.00 0.06
65 NTNX 16.29 19 May '17 17.50 0.526 0.30 493 21 Jul '17 20.00 0.581 0.50 4 -0.20 2.50 0.06
66 EBAY 33.50 12 May '17 33.50 0.178 0.34 154 21 Jul '17 34.00 0.233 1.18 29 -0.84 0.50 0.05
67 ORCL 45.58 19 May '17 45.50 0.123 0.49 3 21 Jul '17 46.00 0.178 1.20 225 -0.71 0.50 0.05
68 CPE 12.08 19 May '17 12.00 0.354 0.40 24 21 Jul '17 13.00 0.409 0.50 2 -0.10 1.00 0.05
69 QCOM 54.93 26 May '17 54.50 0.177 1.19 58 21 Jul '17 55.00 0.231 2.03 125 -0.84 0.50 0.05
70 STZ 178.51 19 May '17 175.00 0.151 4.50 62 21 Jul '17 180.00 0.205 5.90 203 -1.40 5.00 0.05
71 BEAT 28.35 16 Jun '17 29.00 0.348 1.25 15 18 Aug '17 30.00 0.401 1.70 65 -0.45 1.00 0.05
72 TSM 34.42 19 May '17 35.00 0.147 0.20 50 21 Jul '17 36.00 0.201 0.35 2 -0.15 1.00 0.05
73 TSM 34.42 19 May '17 34.00 0.168 0.70 37 21 Jul '17 35.00 0.220 0.70 7  0 1.00 0.05
74 EBAY 33.50 19 May '17 33.50 0.181 0.49 385 21 Jul '17 34.00 0.233 1.18 29 -0.69 0.50 0.05
75 HRB 25.27 19 May '17 26.00 0.239 0.25 1 21 Jul '17 27.00 0.291 0.60 14 -0.35 1.00 0.05
76 GSK 41.78 9 Jun '17 41.50 0.076 0.70 4 18 Aug '17 42.00 0.126 0.70 172  0 0.50 0.05
77 BBRY 9.49 12 May '17 9.50 0.295 0.16 2,351 21 Jul '17 10.00 0.345 0.38 70 -0.22 0.50 0.05
78 SDOW 33.32 19 May '17 33.00 0.262 1.00 1 21 Jul '17 34.00 0.311 1.45 10 -0.45 1.00 0.05
79 MSFT 69.00 2 Jun '17 69.50 0.132 0.65 9 18 Aug '17 70.00 0.181 1.84 11 -1.19 0.50 0.05
80 FB 150.24 2 Jun '17 152.50 0.160 1.76 520 18 Aug '17 155.00 0.209 4.70 333 -2.94 2.50 0.05
81 QCOM 54.93 19 May '17 54.50 0.183 1.03 39 21 Jul '17 55.00 0.231 2.03 125 -1.00 0.50 0.05
82 NUGT 29.58 26 May '17 29.50 0.950 2.88 1 21 Jul '17 30.00 0.998 4.95 20 -2.07 0.50 0.05
83 NUGT 29.58 12 May '17 29.50 0.950 1.67 307 21 Jul '17 30.00 0.998 4.95 20 -3.28 0.50 0.05
84 TGT 57.33 12 May '17 57.00 0.187 0.80 684 21 Jul '17 57.50 0.235 2.07 100 -1.27 0.50 0.05
85 FAS 45.14 26 May '17 45.50 0.300 1.19 8 21 Jul '17 46.00 0.348 2.34 1 -1.15 0.50 0.05
86 AAPL 148.95 2 Jun '17 149.00 0.122 2.00 2,866 18 Aug '17 150.00 0.169 4.90 3,756 -2.90 1.00 0.05
87 EBAY 33.50 26 May '17 33.50 0.185 0.62 12 21 Jul '17 34.00 0.233 1.18 29 -0.56 0.50 0.05
88 X 21.49 12 May '17 21.50 0.442 0.53 2,701 21 Jul '17 22.00 0.489 1.67 177 -1.14 0.50 0.05
89 MSFT 69.00 9 Jun '17 69.50 0.134 0.79 1 18 Aug '17 70.00 0.181 1.84 11 -1.05 0.50 0.05
90 HES 47.42 12 May '17 47.00 0.264 0.97 219 21 Jul '17 47.50 0.311 2.47 2 -1.50 0.50 0.05
91 FB 150.24 9 Jun '17 152.50 0.163 2.11 106 18 Aug '17 155.00 0.209 4.70 333 -2.59 2.50 0.05
92 FDX 192.42 12 May '17 192.50 0.154 1.66 122 21 Jul '17 195.00 0.200 5.65 137 -3.99 2.50 0.05
93 AMAT 41.83 12 May '17 41.50 0.191 0.64 179 21 Jul '17 42.00 0.237 1.67 170 -1.03 0.50 0.05
94 PAYC 64.72 16 Jun '17 62.50 0.257 3.60 14 18 Aug '17 65.00 0.302 4.00 14 -0.40 2.50 0.05
95 EBAY 33.50 19 May '17 33.00 0.188 0.79 74 21 Jul '17 34.00 0.233 1.18 29 -0.39 1.00 0.04
96 ADBE 134.84 19 May '17 135.00 0.155 1.58 69 21 Jul '17 140.00 0.199 2.80 291 -1.22 5.00 0.04
97 S 8.04 9 Jun '17 8.50 0.481 0.33 1 18 Aug '17 9.00 0.524 0.52 858 -0.19 0.50 0.04
98 BA 185.01 12 May '17 187.50 0.105 0.30 413 21 Jul '17 190.00 0.148 2.55 193 -2.25 2.50 0.04
99 CHK 5.46 19 May '17 5.50 0.501 0.20 6,593 21 Jul '17 6.00 0.544 0.32 2,292 -0.12 0.50 0.04
100 PFE 33.48 12 May '17 33.50 0.084 0.15 347 21 Jul '17 34.00 0.126 0.43 2,019 -0.28 0.50 0.04
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