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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 SYNT 18.62 18 Aug '17 105 20.00 2.932 0.85 10 0.625 2.00 2 15.31 3.56 2.85
2 NADL 2.31 21 Jul '17 77 3.00 1.216 0.35 60 2.318 1.35 3 73.59 3.53 1.70
3 ADMP 3.50 16 Jun '17 42 2.50 1.733 1.45 67 1.734 0.20 15 47.14 3.47 1.65
4 TXMD 4.67 16 Jun '17 42 5.00 1.397 0.85 485 1.589 0.90 19 37.47 2.99 1.75
5 JNUG 14.99 21 Jul '17 77 15.00 1.271 3.60 19 1.311 3.30 5 46.03 2.58 6.90
6 MFIN 2.20 18 Aug '17 105 2.50 0.976 0.40 25 1.247 0.75 54 52.27 2.22 1.15
7 UVXY 13.15 23 Jun '17 49 13.00 0.985 2.09 222 1.093 1.97 97 30.87 2.08 4.06
8 UVXY 13.15 16 Jun '17 42 13.00 1.001 1.86 401 1.077 1.78 176 27.68 2.08 3.64
9 RAD 4.11 21 Jul '17 77 4.00 1.044 0.88 67 0.997 0.62 13 36.50 2.04 1.50
10 NUGT 29.58 16 Jun '17 42 30.00 1.008 3.95 18 1.029 4.25 4 27.72 2.04 8.20
11 NUGT 29.58 21 Jul '17 77 30.00 0.998 5.30 20 1.025 5.65 1 37.02 2.02 10.95
12 RAD 4.11 18 Aug '17 105 4.00 0.982 1.00 450 0.980 0.77 30 43.07 1.96 1.77
13 UVXY 13.15 9 Jun '17 35 13.00 0.918 1.60 633 1.041 1.55 20 23.95 1.96 3.15
14 PLUG 2.29 16 Jun '17 42 2.00 0.860 0.46 150 1.052 0.16 7 27.07 1.91 0.62
15 UVXY 13.15 2 Jun '17 28 13.00 0.911 1.43 283 0.999 1.33 60 20.99 1.91 2.76
16 SHLD 10.76 16 Jun '17 42 11.00 0.643 0.86 100 1.216 1.85 74 25.19 1.86 2.71
17 HOS 2.99 16 Jun '17 42 3.00 1.004 0.45 100 0.855 0.30 13 25.08 1.86 0.75
18 ARRY 7.18 16 Jun '17 42 7.00 0.870 1.00 133 0.908 0.60 200 22.28 1.78 1.60
19 AUPH 7.02 21 Jul '17 77 5.00 0.898 2.45 50 0.860 0.20 25 37.75 1.76 2.65
20 CNAT 7.88 21 Jul '17 77 7.50 0.893 1.65 145 0.859 0.85 21 31.73 1.75 2.50
21 IMGN 4.17 16 Jun '17 42 5.00 0.879 0.30 50 0.870 0.80 128 26.38 1.75 1.10
22 AVXL 5.99 21 Jul '17 77 5.00 0.694 1.45 15 0.998 0.45 8 31.72 1.69 1.90
23 AUPH 7.02 16 Jun '17 42 7.50 0.835 0.65 13 0.857 1.05 68 24.22 1.69 1.70
24 IPI 2.11 16 Jun '17 42 2.00 0.777 0.30 115 0.907 0.15 1 21.33 1.68 0.45
25 FMSA 5.13 16 Jun '17 42 5.00 0.853 0.70 268 0.824 0.45 2 22.42 1.68 1.15
26 SBGL 7.59 16 Jun '17 42 7.50 0.493 0.65 2 1.158 0.95 22 21.08 1.65 1.60
27 TGTX 10.05 16 Jun '17 42 11.00 0.745 0.75 40 0.881 1.45 30 21.89 1.63 2.20
28 ZIOP 7.12 21 Jul '17 77 8.00 0.693 0.65 677 0.889 1.60 42 31.60 1.58 2.25
29 TGTX 10.05 16 Jun '17 42 10.00 0.668 1.20 315 0.899 0.85 6 20.40 1.57 2.05
30 GV 4.65 16 Jun '17 42 5.00 0.696 0.35 21 0.858 0.50 10 18.28 1.55 0.85
31 SBGL 7.59 21 Jul '17 77 7.50 0.473 0.75 43 1.075 1.40 11 28.33 1.55 2.15
32 VRX 10.07 16 Jun '17 42 10.00 0.756 1.07 228 0.746 0.96 27 20.16 1.50 2.03
33 ASNA 3.79 16 Jun '17 42 4.00 0.753 0.35 4,657 0.735 0.45 3 21.11 1.49 0.80
34 VRX 10.07 21 Jul '17 77 10.00 0.750 1.44 350 0.731 1.28 47 27.01 1.48 2.72
35 SPWR 6.91 16 Jun '17 42 7.00 0.669 0.60 165 0.783 0.69 36 18.67 1.45 1.29
36 HTZ 14.98 16 Jun '17 42 15.00 0.721 1.50 23 0.717 1.40 90 19.36 1.44 2.90
37 HCLP 13.30 16 Jun '17 42 12.50 0.723 1.80 26 0.694 0.70 15 18.80 1.42 2.50
38 ATW 7.92 16 Jun '17 42 7.00 0.691 1.30 467 0.714 0.25 23 19.57 1.41 1.55
39 GNC 7.19 16 Jun '17 42 7.50 0.674 0.55 49 0.721 0.80 26 18.78 1.39 1.35
40 SNAP 23.19 2 Jun '17 28 23.00 0.688 1.95 5 0.704 1.60 1 15.31 1.39 3.55
41 CRR 7.57 16 Jun '17 42 7.00 0.742 1.15 13 0.646 0.30 13 19.15 1.39 1.45
42 WTI 2.10 21 Jul '17 77 2.00 0.590 0.35 1 0.770 0.10 2 21.43 1.36 0.45
43 AFSI 15.60 16 Jun '17 42 15.00 0.680 1.75 8 0.680 1.05 43 17.95 1.36 2.80
44 HCLP 13.30 21 Jul '17 77 12.50 0.665 2.25 12 0.689 1.10 12 25.19 1.35 3.35
45 NTNX 16.29 16 Jun '17 42 17.50 0.670 1.05 614 0.678 2.10 8 19.34 1.35 3.15
46 UCO 15.62 16 Jun '17 42 16.00 0.666 1.35 295 0.681 1.50 14 18.25 1.35 2.85
47 SN 7.93 16 Jun '17 42 7.00 0.653 1.30 3 0.689 0.25 10 19.55 1.34 1.55
48 WLL 8.23 16 Jun '17 42 8.00 0.665 0.90 89 0.671 0.60 109 18.23 1.34 1.50
49 OMER 15.36 16 Jun '17 42 15.00 0.590 1.55 3 0.744 1.20 17 17.90 1.33 2.75
50 SGYP 4.00 21 Jul '17 77 4.50 0.659 0.35 1 0.662 0.65 15 25.00 1.32 1.00
51 FOLD 6.91 21 Jul '17 77 7.00 0.680 0.85 41 0.635 0.80 50 23.88 1.31 1.65
52 CRR 7.57 16 Jun '17 42 8.00 0.719 0.60 108 0.582 0.75 5 17.83 1.30 1.35
53 SN 7.93 16 Jun '17 42 8.00 0.636 0.70 31 0.665 0.65 10 17.02 1.30 1.35
54 LXU 8.71 16 Jun '17 42 10.00 0.619 0.40 21 0.678 1.50 20 21.81 1.30 1.90
55 IMMU 6.36 18 Aug '17 105 7.00 0.657 0.80 112 0.631 1.20 5 31.45 1.29 2.00
56 HTZ 14.98 21 Jul '17 77 15.00 0.642 1.85 45 0.646 1.70 60 23.70 1.29 3.55
57 JCP 5.49 9 Jun '17 35 5.50 0.627 0.44 48 0.657 0.42 12 15.66 1.28 0.86
58 NTNX 16.29 16 Jun '17 42 15.00 0.591 2.35 15 0.690 0.75 8 19.03 1.28 3.10
59 JCP 5.49 16 Jun '17 42 5.00 0.609 0.76 183 0.672 0.24 241 18.21 1.28 1.00
60 KERX 6.50 16 Jun '17 42 7.00 0.620 0.40 206 0.656 0.75 4 17.69 1.28 1.15
61 HCLP 13.30 16 Jun '17 42 15.00 0.637 0.65 3,174 0.638 2.10 5 20.68 1.27 2.75
62 ATW 7.92 16 Jun '17 42 8.00 0.641 0.75 166 0.623 0.70 16 18.31 1.26 1.45
63 NTNX 16.29 21 Jul '17 77 17.50 0.630 1.50 27 0.632 2.40 20 23.94 1.26 3.90
64 BWEN 6.46 16 Jun '17 42 7.50 0.578 0.25 1 0.681 1.05 12 20.12 1.26 1.30
65 UCO 15.62 21 Jul '17 77 16.00 0.626 1.70 67 0.626 1.90 11 23.05 1.25 3.60
66 JCP 5.49 18 Aug '17 105 5.00 0.604 0.98 30 0.646 0.49 305 26.78 1.25 1.47
67 AFSI 15.60 16 Jun '17 42 17.50 0.613 0.65 81 0.628 2.45 5 19.87 1.24 3.10
68 KERX 6.50 16 Jun '17 42 6.00 0.541 0.80 28 0.696 0.20 6 15.38 1.24 1.00
69 SNAP 23.19 16 Jun '17 42 23.00 0.610 2.05 134 0.623 1.80 61 16.60 1.23 3.85
70 CLF 6.28 21 Jul '17 77 6.00 0.615 0.85 31 0.599 0.53 244 21.97 1.21 1.38
71 GNW 3.79 16 Jun '17 42 4.00 0.655 0.30 200 0.558 0.25 35 14.51 1.21 0.55
72 KND 10.60 16 Jun '17 42 12.50 0.539 0.30 434 0.665 2.00 4 21.70 1.20 2.30
73 FNSR 23.79 16 Jun '17 42 23.00 0.618 2.45 118 0.576 1.40 34 16.18 1.19 3.85
74 MEET 6.09 16 Jun '17 42 6.00 0.616 0.60 62 0.574 0.35 2 15.60 1.19 0.95
75 CLF 6.28 16 Jun '17 42 6.00 0.587 0.66 191 0.600 0.35 506 16.08 1.19 1.01
76 WFT 5.21 16 Jun '17 42 5.00 0.589 0.54 920 0.590 0.30 36 16.12 1.18 0.84
77 FSM 4.25 16 Jun '17 42 5.00 0.627 0.15 3 0.549 0.75 2 21.18 1.18 0.90
78 WFT 5.21 18 Aug '17 105 5.00 0.586 0.79 21 0.580 0.50 42 24.76 1.17 1.29
79 CHK 5.46 9 Jun '17 35 5.00 0.583 0.66 3 0.584 0.17 31 15.20 1.17 0.83
80 P 10.68 16 Jun '17 42 11.00 0.573 0.74 22 0.592 0.99 21 16.20 1.17 1.73
81 CHK 5.46 2 Jun '17 28 5.00 0.592 0.63 757 0.573 0.14 1,856 14.10 1.17 0.77
82 AG 7.48 16 Jun '17 42 7.00 0.591 0.90 19 0.570 0.30 24 16.04 1.16 1.20
83 PVG 8.85 16 Jun '17 42 8.00 0.599 1.25 20 0.560 0.25 4 16.95 1.16 1.50
84 WFT 5.21 21 Jul '17 77 5.00 0.576 0.67 50 0.579 0.42 25 20.92 1.15 1.09
85 RT 2.49 21 Jul '17 77 2.50 0.613 0.30 455 0.538 0.20 10 20.08 1.15 0.50
86 AG 7.48 21 Jul '17 77 7.00 0.586 1.10 15 0.561 0.50 7 21.39 1.15 1.60
87 CHK 5.46 21 Jul '17 77 5.00 0.574 0.82 454 0.571 0.34 210 21.25 1.15 1.16
88 FNSR 23.79 16 Jun '17 42 24.00 0.589 1.85 258 0.556 1.85 25 15.55 1.14 3.70
89 OAS 11.93 16 Jun '17 42 12.00 0.578 0.95 15 0.566 0.90 5 15.51 1.14 1.85
90 CHK 5.46 16 Jun '17 42 5.00 0.548 0.70 1,949 0.596 0.22 7,804 16.85 1.14 0.92
91 CHK 5.46 23 Jun '17 49 5.00 0.558 0.72 21 0.581 0.23 4 17.40 1.14 0.95
92 CHK 5.46 9 Jun '17 35 5.50 0.546 0.37 135 0.592 0.38 181 13.74 1.14 0.75
93 AKS 5.83 16 Jun '17 42 6.00 0.569 0.38 325 0.564 0.53 284 15.61 1.13 0.91
94 YELP 35.68 16 Jun '17 42 36.00 0.569 2.70 73 0.560 2.85 31 15.55 1.13 5.55
95 CHK 5.46 2 Jun '17 28 5.50 0.545 0.33 481 0.578 0.35 249 12.45 1.12 0.68
96 PXLW 5.59 18 Aug '17 105 5.00 0.539 1.15 20 0.581 0.35 30 26.83 1.12 1.50
97 OCLR 8.39 21 Jul '17 77 8.00 0.560 1.10 10 0.556 0.60 22 20.26 1.12 1.70
98 FOLD 6.91 16 Jun '17 42 7.00 0.578 0.60 3 0.536 0.50 10 15.92 1.11 1.10
99 NE 4.82 16 Jun '17 42 5.00 0.554 0.31 1,076 0.555 0.45 81 15.77 1.11 0.76
100 AGEN 3.78 16 Jun '17 42 4.00 0.615 0.30 25 0.486 0.30 10 15.87 1.10 0.60
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