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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 AEZS 3.05 19 May '17 50 2.50 1.583 1.10 44 2.403 0.60 70 55.74 3.99 1.70
2 UVXY 15.61 19 May '17 50 16.00 1.271 2.76 7,955 1.299 3.15 7,576 37.86 2.57 5.91
3 UVXY 15.61 5 May '17 36 15.50 1.145 2.34 20 1.179 2.22 2 29.21 2.32 4.56
4 AUPH 7.01 19 May '17 50 7.50 0.987 0.85 672 1.013 1.20 46 29.24 2.00 2.05
5 TXMD 7.06 19 May '17 50 5.00 0.988 2.45 34 0.990 0.15 141 36.83 1.98 2.60
6 SHLD 11.75 16 Jun '17 78 12.00 0.593 1.25 34 1.358 2.85 39 34.89 1.95 4.10
7 COGT 4.70 19 May '17 50 5.00 0.752 0.45 103 1.186 0.75 16 25.53 1.94 1.20
8 TNXP 4.64 19 May '17 50 5.00 1.011 0.75 38 0.852 0.75 280 32.33 1.86 1.50
9 TXMD 7.06 19 May '17 50 7.50 0.891 0.95 159 0.969 1.15 48 29.75 1.86 2.10
10 TXMD 7.06 16 Jun '17 78 5.00 0.873 2.50 13 0.929 0.15 1 37.54 1.80 2.65
11 TXMD 7.06 16 Jun '17 78 7.50 0.905 1.10 19 0.877 1.30 9 33.99 1.78 2.40
12 GNC 7.34 19 May '17 50 7.50 0.850 0.95 2 0.888 0.95 23 25.89 1.74 1.90
13 GNC 7.34 16 Jun '17 78 7.50 0.829 1.10 1 0.786 1.05 1 29.29 1.61 2.15
14 IMMU 6.54 19 May '17 50 6.00 0.812 1.10 2 0.802 0.40 31 22.94 1.61 1.50
15 CRC 14.34 19 May '17 50 15.00 0.792 1.50 10 0.788 1.95 10 24.06 1.58 3.45
16 ANGI 5.75 19 May '17 50 7.50 0.683 0.20 1 0.884 1.90 6 36.52 1.57 2.10
17 ANGI 5.75 19 May '17 50 5.00 0.762 1.15 135 0.799 0.30 52 25.22 1.56 1.45
18 NDLS 5.35 19 May '17 50 5.00 0.800 0.90 355 0.760 0.30 6 22.43 1.56 1.20
19 BCRX 8.32 19 May '17 50 9.00 0.788 0.81 45 0.740 1.12 20 23.20 1.53 1.93
20 OMER 15.63 19 May '17 50 15.00 0.603 1.85 244 0.889 1.55 16 21.75 1.49 3.40
21 ARRY 9.08 19 May '17 50 9.00 0.758 1.15 14 0.699 0.85 151 22.03 1.46 2.00
22 MUX 3.00 19 May '17 50 3.00 0.792 0.40 26 0.657 0.25 78 21.67 1.45 0.65
23 AMD 14.05 5 May '17 36 14.00 0.738 1.33 274 0.710 1.18 15 17.86 1.45 2.51
24 ARRY 9.08 16 Jun '17 78 9.00 0.758 1.40 9 0.688 1.05 50 26.98 1.45 2.45
25 SGYP 4.66 19 May '17 50 4.50 0.690 0.70 12 0.706 0.25 15 20.39 1.40 0.95
26 FMSA 7.31 19 May '17 50 7.50 0.702 0.75 48 0.690 0.80 30 21.20 1.39 1.55
27 IMMU 6.54 19 May '17 50 7.00 0.735 0.55 35 0.647 0.80 2 20.64 1.38 1.35
28 AMD 14.05 19 May '17 50 14.00 0.694 1.47 1,679 0.681 1.36 80 20.14 1.38 2.83
29 RIC 7.00 19 May '17 50 7.50 0.696 0.65 25 0.678 0.85 2 21.43 1.37 1.50
30 SNAP 22.23 19 May '17 50 22.00 0.677 2.35 134 0.696 2.10 78 20.02 1.37 4.45
31 FTR 2.13 19 May '17 50 2.00 0.686 0.30 158 0.687 0.10 35 18.78 1.37 0.40
32 HCLP 16.90 19 May '17 50 15.00 0.678 2.90 20 0.694 0.75 21 21.60 1.37 3.65
33 SGYP 4.66 19 May '17 50 5.00 0.647 0.40 68 0.721 0.60 10 21.46 1.37 1.00
34 ZIOP 6.45 19 May '17 50 7.00 0.611 0.45 22 0.752 0.95 50 21.71 1.36 1.40
35 MEET 5.90 19 May '17 50 5.00 0.727 1.15 7 0.627 0.15 5 22.03 1.35 1.30
36 HCLP 16.90 19 May '17 50 17.50 0.664 1.50 29 0.685 1.90 1 20.12 1.35 3.40
37 SBLK 12.00 19 May '17 50 12.50 0.641 1.05 1,011 0.685 1.40 2 20.42 1.33 2.45
38 GV 5.60 16 Jun '17 78 7.50 0.721 0.30 13 0.590 1.85 3 38.39 1.31 2.15
39 SN 9.35 19 May '17 50 9.00 0.669 1.10 5 0.640 0.65 517 18.72 1.31 1.75
40 FIT 5.84 5 May '17 36 5.50 0.678 0.78 1 0.620 0.28 1 18.15 1.30 1.06
41 VXX 15.52 19 May '17 50 16.00 0.638 1.26 349 0.659 1.77 229 19.52 1.30 3.03
42 VRX 11.08 5 May '17 36 11.00 0.687 1.16 10 0.608 0.78 148 17.51 1.30 1.94
43 VRX 11.08 19 May '17 50 11.00 0.645 1.16 62 0.640 0.96 2,012 19.13 1.28 2.12
44 VXX 15.52 16 Jun '17 78 16.00 0.631 1.63 43 0.653 2.12 225 24.16 1.28 3.75
45 GPRO 8.66 19 May '17 50 9.00 0.543 0.56 34 0.740 1.01 14 18.13 1.28 1.57
46 SPWR 6.09 19 May '17 50 6.00 0.610 0.65 15 0.668 0.52 3 19.21 1.28 1.17
47 OCLR 10.12 19 May '17 50 10.00 0.682 1.10 146 0.595 0.80 53 18.77 1.28 1.90
48 CGI 6.50 16 Jun '17 78 7.50 0.668 0.60 4 0.605 1.30 2 29.23 1.27 1.90
49 NQ 4.10 16 Jun '17 78 4.00 0.737 0.69 29 0.535 0.32 34 24.63 1.27 1.01
50 GPRO 8.66 5 May '17 36 9.00 0.547 0.55 15 0.719 0.87 10 16.40 1.27 1.42
51 WLL 9.18 16 Jun '17 78 9.00 0.641 1.17 157 0.610 0.87 10 22.22 1.25 2.04
52 CLF 8.27 19 May '17 50 8.00 0.627 0.92 836 0.616 0.59 428 18.26 1.24 1.51
53 VXX 15.52 5 May '17 36 16.00 0.611 1.00 456 0.627 1.47 362 15.91 1.24 2.47
54 AG 7.90 19 May '17 50 8.00 0.639 0.75 53 0.597 0.70 51 18.35 1.24 1.45
55 FIT 5.84 19 May '17 50 6.00 0.603 0.48 163 0.627 0.58 118 18.15 1.23 1.06
56 PACB 5.17 16 Jun '17 78 5.00 0.653 0.85 18 0.569 0.40 25 24.18 1.22 1.25
57 HTZ 17.55 19 May '17 50 17.50 0.609 1.70 56 0.611 1.45 31 17.95 1.22 3.15
58 GRPN 3.96 19 May '17 50 4.00 0.630 0.36 127 0.588 0.35 389 17.93 1.22 0.71
59 MEET 5.90 19 May '17 50 6.00 0.614 0.55 322 0.603 0.50 75 17.80 1.22 1.05
60 AKS 7.23 19 May '17 50 7.00 0.594 0.77 20 0.614 0.53 159 17.98 1.21 1.30
61 ASNA 4.31 16 Jun '17 78 4.00 0.627 0.70 1 0.574 0.25 12 22.04 1.20 0.95
62 BRS 14.98 19 May '17 50 15.00 0.570 1.45 13 0.630 1.20 26 17.69 1.20 2.65
63 FSM 4.90 19 May '17 50 5.00 0.614 0.45 10 0.581 0.45 1 18.37 1.19 0.90
64 HTZ 17.55 19 May '17 50 20.00 0.572 0.75 81 0.617 3.00 15 21.37 1.19 3.75
65 AGI 8.03 16 Jun '17 78 7.50 0.637 1.30 3 0.552 0.50 3 22.42 1.19 1.80
66 VXX 15.52 5 May '17 36 15.50 0.587 1.16 4 0.596 1.13 779 14.76 1.18 2.29
67 HMY 2.34 19 May '17 50 2.50 0.590 0.20 211 0.591 0.25 20 19.23 1.18 0.45
68 AKS 7.23 16 Jun '17 78 7.00 0.591 0.92 281 0.589 0.65 161 21.72 1.18 1.57
69 NE 6.21 19 May '17 50 6.00 0.589 0.66 6 0.585 0.43 5,053 17.55 1.17 1.09
70 WLL 9.18 5 May '17 36 9.00 0.608 0.85 70 0.564 0.50 5,222 14.71 1.17 1.35
71 NE 6.21 16 Jun '17 78 6.00 0.602 0.80 13 0.564 0.52 75 21.26 1.17 1.32
72 WLL 9.18 19 May '17 50 9.00 0.617 0.93 270 0.547 0.63 462 16.99 1.16 1.56
73 ERII 8.32 19 May '17 50 10.00 0.567 0.25 18 0.590 1.65 12 22.84 1.16 1.90
74 CTRL 15.68 19 May '17 50 15.00 0.589 1.80 15 0.558 0.75 14 16.26 1.15 2.55
75 CDE 7.86 19 May '17 50 8.00 0.562 0.60 30 0.581 0.70 10 16.54 1.14 1.30
76 JCP 6.15 19 May '17 50 6.00 0.571 0.60 521 0.572 0.43 630 16.75 1.14 1.03
77 SM 23.35 19 May '17 50 22.50 0.581 2.45 50 0.555 1.45 10 16.70 1.14 3.90
78 ICON 7.43 19 May '17 50 7.50 0.576 0.65 2 0.559 0.60 3 16.82 1.14 1.25
79 FEYE 12.82 19 May '17 50 13.00 0.576 1.02 96 0.556 1.13 25 16.77 1.13 2.15
80 CDE 7.86 16 Jun '17 78 8.00 0.560 0.80 1 0.569 0.85 3 20.99 1.13 1.65
81 HIMX 8.71 19 May '17 50 9.00 0.563 0.65 184 0.565 0.80 19 16.65 1.13 1.45
82 ESV 8.86 19 May '17 50 8.00 0.575 1.30 4 0.539 0.30 55 18.06 1.11 1.60
83 PGNX 9.60 19 May '17 50 9.00 0.575 1.25 36 0.538 0.35 13 16.67 1.11 1.60
84 TWLO 28.62 19 May '17 50 29.00 0.553 2.23 6 0.560 2.52 21 16.60 1.11 4.75
85 KTOS 7.90 19 May '17 50 7.50 0.554 0.90 1 0.556 0.40 111 16.46 1.11 1.30
86 RUN 5.22 19 May '17 50 5.00 0.572 0.65 10 0.532 0.25 10 17.24 1.10 0.90
87 EXTR 7.38 16 Jun '17 78 7.50 0.590 0.80 944 0.504 0.65 10 19.65 1.09 1.45
88 DPLO 15.92 19 May '17 50 15.00 0.542 1.95 27 0.552 0.75 2 16.96 1.09 2.70
89 X 33.87 19 May '17 50 34.00 0.549 2.70 432 0.543 2.75 122 16.09 1.09 5.45
90 HDP 9.73 19 May '17 50 10.00 0.552 0.75 221 0.539 0.85 10 16.44 1.09 1.60
91 FGP 6.13 19 May '17 50 7.50 0.602 0.20 5 0.488 1.30 9 24.47 1.09 1.50
92 AFSI 18.62 16 Jun '17 78 17.50 0.539 2.60 25 0.541 1.30 152 20.95 1.08 3.90
93 SWN 8.09 19 May '17 50 8.00 0.538 0.69 67 0.539 0.59 532 15.82 1.08 1.28
94 HALO 13.03 16 Jun '17 78 13.00 0.525 1.35 246 0.551 1.10 2 18.80 1.08 2.45
95 P 11.72 5 May '17 36 12.00 0.527 0.70 1 0.544 0.90 1 13.65 1.07 1.60
96 CHK 5.85 5 May '17 36 5.50 0.579 0.66 19 0.489 0.17 145 14.19 1.07 0.83
97 HALO 13.03 19 May '17 50 13.00 0.513 1.20 150 0.556 0.85 10 15.73 1.07 2.05
98 ESV 8.86 19 May '17 50 9.00 0.552 0.70 25 0.515 0.70 127 15.80 1.07 1.40
99 FTK 12.43 19 May '17 50 12.00 0.538 1.30 2 0.528 0.70 10 16.09 1.07 2.00
100 BITA 25.25 19 May '17 50 25.00 0.532 2.20 44 0.533 1.75 42 15.64 1.07 3.95
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