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# Stock Stock
Price
Expiry Days Strike Short Call Short Put % of
Stock
IVol
Sum
Price
IVol Price Volume IVol Price Volume
1 BCEI 2.51 21 Apr '17 84 2.50 1.369 0.80 1 1.615 0.55 132 53.78 2.98 1.35
2 JNUG 8.36 17 Mar '17 49 8.00 1.450 2.00 12 1.460 1.50 21 41.87 2.91 3.50
3 JNUG 8.36 21 Apr '17 84 8.00 1.409 2.45 16 1.472 2.00 1 53.23 2.88 4.45
4 JNUG 8.36 3 Mar '17 35 8.50 1.323 1.45 401 1.462 1.45 1 34.69 2.79 2.90
5 IMMU 4.65 17 Mar '17 49 4.50 1.279 1.00 2 1.180 0.70 40 36.56 2.46 1.70
6 UVXY 23.83 17 Mar '17 49 24.00 1.198 4.10 117 1.216 4.25 73 35.04 2.41 8.35
7 NUGT 10.20 21 Apr '17 84 10.00 1.167 2.38 82 1.234 2.17 5 44.61 2.40 4.55
8 NUGT 10.20 17 Mar '17 49 10.00 1.165 1.83 516 1.222 1.66 42 34.22 2.39 3.49
9 NUGT 10.20 10 Mar '17 42 10.00 1.124 1.71 47 1.237 1.51 2 31.57 2.36 3.22
10 NUGT 10.20 3 Mar '17 35 10.00 1.146 1.54 41 1.183 1.35 10 28.33 2.33 2.89
11 TDW 2.46 21 Apr '17 84 2.50 1.107 0.65 36 1.131 0.50 11 46.75 2.24 1.15
12 SDRL 2.86 21 Apr '17 84 3.00 0.837 0.50 35 1.274 0.75 12 43.71 2.11 1.25
13 SDRL 2.86 17 Mar '17 49 2.50 0.943 0.65 32 1.152 0.25 120 31.47 2.10 0.90
14 SHLD 7.42 17 Mar '17 49 7.00 0.847 1.18 30 1.234 0.95 389 28.71 2.08 2.13
15 NAK 3.00 17 Mar '17 49 3.00 1.090 0.50 25 0.975 0.40 128 30.00 2.06 0.90
16 RAD 6.93 17 Mar '17 49 7.00 1.022 1.05 5,329 1.003 0.90 398 28.14 2.02 1.95
17 UVXY 23.83 3 Mar '17 35 24.00 1.004 3.05 31 1.008 3.00 382 25.39 2.01 6.05
18 SDRL 2.86 17 Mar '17 49 3.00 0.833 0.35 29 1.122 0.45 3 27.97 1.96 0.80
19 SGYP 6.27 17 Mar '17 49 6.00 1.076 1.15 41 0.871 0.55 157 27.11 1.95 1.70
20 ARLZ 4.29 17 Mar '17 49 4.00 0.943 0.75 35 0.952 0.35 2 25.64 1.89 1.10
21 SGYP 6.27 21 Apr '17 84 6.00 0.953 1.30 264 0.902 0.85 39 34.29 1.85 2.15
22 MACK 3.07 17 Mar '17 49 4.00 0.934 0.20 10 0.881 0.95 2 37.46 1.82 1.15
23 CNAT 4.24 21 Apr '17 84 5.00 0.817 0.50 57 0.994 1.10 80 37.74 1.81 1.60
24 MACK 3.07 17 Mar '17 49 3.00 0.823 0.55 12 0.847 0.25 22 26.06 1.67 0.80
25 GNC 8.83 17 Mar '17 49 7.50 0.801 1.90 10 0.860 0.45 762 26.61 1.66 2.35
26 GNW 3.43 17 Mar '17 49 3.00 0.993 0.85 2 0.609 0.10 5 27.70 1.60 0.95
27 VRX 13.47 3 Mar '17 35 13.00 0.798 1.70 5 0.798 0.86 11 19.01 1.60 2.56
28 ARRY 11.19 17 Mar '17 49 12.00 0.779 1.00 35 0.804 1.70 20 24.13 1.58 2.70
29 GV 6.15 17 Mar '17 49 5.00 0.911 1.60 93 0.669 0.05 4 26.83 1.58 1.65
30 ARRY 11.19 17 Mar '17 49 11.00 0.775 1.50 9 0.800 1.10 1 23.24 1.58 2.60
31 GNC 8.83 17 Mar '17 49 10.00 0.752 0.60 153 0.818 1.75 322 26.61 1.57 2.35
32 DSX 4.06 17 Mar '17 49 4.00 0.799 0.55 10 0.731 0.35 12 22.17 1.53 0.90
33 ZIOP 5.78 21 Apr '17 84 5.00 0.469 1.20 41 0.973 0.50 22 29.41 1.44 1.70
34 CENX 15.11 17 Mar '17 49 15.00 0.726 1.71 17 0.713 1.46 4 20.98 1.44 3.17
35 SPWR 6.57 17 Mar '17 49 7.00 0.660 0.48 92 0.776 0.91 2 21.16 1.44 1.39
36 KERX 4.80 17 Mar '17 49 4.50 0.639 0.80 3 0.793 0.35 10 23.96 1.43 1.15
37 GORO 5.32 17 Mar '17 49 5.00 0.697 0.75 14 0.725 0.35 10 20.68 1.42 1.10
38 TLRD 19.48 17 Mar '17 49 20.00 0.694 1.90 25 0.723 2.30 1 21.56 1.42 4.20
39 DYN 9.50 17 Mar '17 49 10.00 0.689 0.80 55 0.708 1.20 5 21.05 1.40 2.00
40 MUX 3.89 17 Mar '17 49 4.00 0.700 0.40 1 0.683 0.40 1 20.57 1.38 0.80
41 CONN 10.20 21 Apr '17 84 10.00 0.673 1.50 68 0.701 1.20 25 26.47 1.37 2.70
42 FIT 7.21 3 Mar '17 35 7.00 0.684 0.73 50 0.684 0.47 3 16.64 1.37 1.20
43 AG 9.21 21 Apr '17 84 9.00 0.672 1.30 46 0.677 1.00 9 24.97 1.35 2.30
44 CRR 14.39 17 Mar '17 49 14.00 0.650 1.70 15 0.690 1.05 2 19.11 1.34 2.75
45 AG 9.21 21 Apr '17 84 10.00 0.672 0.90 41 0.665 1.60 2 27.14 1.34 2.50
46 AG 9.21 17 Mar '17 49 10.00 0.673 0.65 94 0.659 1.30 6 21.17 1.33 1.95
47 AG 9.21 17 Mar '17 49 9.00 0.671 1.05 524 0.660 0.75 241 19.54 1.33 1.80
48 ATW 13.22 17 Mar '17 49 13.00 0.673 1.45 7 0.647 1.05 1 18.91 1.32 2.50
49 CLF 9.02 17 Mar '17 49 9.00 0.654 0.88 820 0.663 0.85 286 19.18 1.32 1.73
50 HCLP 19.95 21 Apr '17 84 20.00 0.662 2.55 91 0.651 2.35 10 24.56 1.31 4.90
51 FIT 7.21 3 Mar '17 35 7.50 0.666 0.51 33 0.644 0.71 20 16.92 1.31 1.22
52 DNR 3.68 17 Mar '17 49 3.50 0.674 0.50 69 0.635 0.20 201 19.02 1.31 0.70
53 WFT 5.26 17 Mar '17 49 5.00 0.681 0.67 63 0.627 0.34 141 19.20 1.31 1.01
54 VXX 18.97 21 Apr '17 84 19.00 0.640 2.33 417 0.664 2.40 677 24.93 1.30 4.73
55 X 33.77 3 Mar '17 35 33.50 0.656 2.85 1 0.644 2.50 14 15.84 1.30 5.35
56 GPRO 10.07 17 Mar '17 49 10.00 0.439 0.72 413 0.846 1.15 331 18.57 1.28 1.87
57 HTZ 21.42 17 Mar '17 49 20.00 0.640 2.85 13 0.639 1.20 183 18.91 1.28 4.05
58 EXTR 5.49 17 Mar '17 49 5.00 0.678 0.85 30 0.594 0.20 10 19.13 1.27 1.05
59 AMD 10.67 3 Mar '17 35 10.50 0.630 0.93 12 0.638 0.73 27 15.56 1.27 1.66
60 DNR 3.68 17 Mar '17 49 4.00 0.600 0.25 153 0.658 0.50 1 20.38 1.26 0.75
61 AMD 10.67 21 Apr '17 84 11.00 0.630 1.15 612 0.620 1.44 192 24.27 1.25 2.59
62 FIT 7.21 17 Mar '17 49 7.00 0.626 0.77 67 0.622 0.54 85 18.17 1.25 1.31
63 HTZ 21.42 21 Apr '17 84 20.00 0.600 3.30 2 0.646 1.60 11 22.88 1.25 4.90
64 AKS 8.07 17 Mar '17 49 8.00 0.622 0.78 279 0.623 0.68 93 18.09 1.24 1.46
65 X 33.77 17 Mar '17 49 34.00 0.621 2.97 291 0.620 3.15 14 18.12 1.24 6.12
66 HTZ 21.42 17 Mar '17 49 22.50 0.577 1.60 9 0.655 2.45 1,511 18.91 1.23 4.05
67 ETSY 12.93 17 Mar '17 49 12.50 0.610 1.45 16 0.622 0.90 7 18.17 1.23 2.35
68 GRPN 3.45 21 Apr '17 84 3.00 0.624 0.67 10 0.607 0.18 50 24.64 1.23 0.85
69 ANF 11.36 17 Mar '17 49 11.00 0.642 1.13 2 0.587 0.85 73 17.43 1.23 1.98
70 SDLP 4.35 17 Mar '17 49 5.00 0.630 0.20 5 0.595 0.70 10 20.69 1.23 0.90
71 IAG 4.47 17 Mar '17 49 4.50 0.595 0.40 20 0.627 0.40 20 17.90 1.22 0.80
72 GPRO 10.07 21 Apr '17 84 10.00 0.366 0.79 325 0.853 1.52 200 22.94 1.22 2.31
73 TNK 2.36 17 Mar '17 49 2.50 0.638 0.20 426 0.579 0.25 45 19.07 1.22 0.45
74 ANF 11.36 3 Mar '17 35 11.50 0.566 0.77 1 0.652 0.96 1 15.23 1.22 1.73
75 JCP 6.45 3 Mar '17 35 6.00 0.614 0.74 1 0.600 0.26 30 15.50 1.21 1.00
76 AMD 10.67 17 Mar '17 49 11.00 0.608 0.81 287 0.605 1.12 99 18.09 1.21 1.93
77 CDE 11.26 17 Mar '17 49 11.00 0.594 1.20 13 0.616 0.80 1 17.76 1.21 2.00
78 OCLR 9.96 17 Mar '17 49 10.00 0.632 0.95 175 0.577 0.80 12 17.57 1.21 1.75
79 OCLR 9.96 21 Apr '17 84 10.00 0.614 1.20 32 0.595 1.10 15 23.09 1.21 2.30
80 ETSY 12.93 17 Mar '17 49 15.00 0.609 0.55 272 0.598 2.45 20 23.20 1.21 3.00
81 NE 7.20 17 Mar '17 49 7.00 0.603 0.75 96 0.599 0.51 135 17.50 1.20 1.26
82 OCLR 9.96 21 Apr '17 84 9.00 0.598 1.75 6 0.600 0.60 10 23.59 1.20 2.35
83 ASNA 4.70 17 Mar '17 49 5.00 0.576 0.30 20 0.614 0.55 42 18.09 1.19 0.85
84 CDE 11.26 17 Mar '17 49 12.00 0.600 0.75 100 0.582 1.35 13 18.65 1.18 2.10
85 VXX 18.97 17 Mar '17 49 19.00 0.585 1.61 1,795 0.596 1.66 860 17.24 1.18 3.27
86 JCP 6.45 17 Mar '17 49 6.00 0.589 0.80 156 0.590 0.33 5,635 17.52 1.18 1.13
87 X 33.77 21 Apr '17 84 34.00 0.579 3.75 77 0.591 3.90 10 22.65 1.17 7.65
88 AUY 3.19 21 Apr '17 84 3.00 0.592 0.47 94 0.576 0.24 2,153 22.26 1.17 0.71
89 KGC 3.61 17 Mar '17 49 4.00 0.593 0.19 27 0.573 0.54 30 20.22 1.17 0.73
90 PVG 10.55 17 Mar '17 49 10.00 0.564 1.25 19 0.600 0.60 19 17.54 1.16 1.85
91 JCP 6.45 3 Mar '17 35 6.50 0.588 0.46 101 0.576 0.47 2 14.42 1.16 0.93
92 AUY 3.19 21 Apr '17 84 3.50 0.591 0.25 193 0.568 0.53 53 24.45 1.16 0.78
93 FEYE 12.60 17 Mar '17 49 13.00 0.577 0.92 97 0.564 1.25 51 17.22 1.14 2.17
94 SSRI 10.18 17 Mar '17 49 10.00 0.582 1.00 35 0.555 0.70 14 16.70 1.14 1.70
95 BITA 20.33 17 Mar '17 49 20.00 0.579 1.95 1 0.556 1.35 1 16.23 1.14 3.30
96 AUY 3.19 17 Mar '17 49 3.50 0.581 0.16 134 0.548 0.44 105 18.81 1.13 0.60
97 ATI 21.83 17 Mar '17 49 20.00 0.552 2.95 202 0.571 0.80 121 17.18 1.12 3.75
98 KTOS 8.28 17 Mar '17 49 10.00 0.582 0.25 157 0.537 1.75 2 24.15 1.12 2.00
99 RCII 8.01 17 Mar '17 49 10.00 0.586 0.25 6 0.533 2.05 3 28.71 1.12 2.30
100 GLNG 27.16 17 Mar '17 49 25.00 0.565 3.50 124 0.554 1.10 101 16.94 1.12 4.60
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