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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 ZN 2.61 15 Dec '17 49 2.50 1.194 0.60 17 1.853 0.55 21 44.06 3.05 1.15
2 TRXC 2.37 15 Dec '17 49 3.00 1.360 0.30 158 1.509 0.90 52 50.63 2.87 1.20
3 UVXY 15.64 19 Jan '18 84 16.00 1.405 4.20 37 1.440 4.40 322 54.99 2.84 8.60
4 TRXC 2.37 19 Jan '18 84 3.00 1.328 0.45 810 1.486 1.00 122 61.18 2.81 1.45
5 TRXC 2.37 15 Dec '17 49 2.00 1.225 0.65 4 1.467 0.25 24 37.97 2.69 0.90
6 UVXY 15.64 15 Dec '17 49 16.00 1.330 3.00 276 1.358 3.10 529 39.00 2.69 6.10
7 AXON 5.13 15 Dec '17 49 7.50 1.375 0.50 199 1.285 2.65 14 61.40 2.66 3.15
8 TRXC 2.37 19 Jan '18 84 2.00 1.197 0.75 294 1.383 0.35 100 46.41 2.58 1.10
9 AXON 5.13 15 Dec '17 49 5.00 1.272 1.10 58 1.280 0.85 94 38.01 2.55 1.95
10 AXON 5.13 19 Jan '18 84 5.00 1.238 1.30 34 1.274 1.10 120 46.78 2.51 2.40
11 UVXY 15.64 1 Dec '17 35 15.50 1.244 2.47 15 1.261 2.16 18 29.60 2.51 4.63
12 UVXY 15.64 1 Dec '17 35 16.00 1.196 2.33 575 1.281 2.56 580 31.27 2.48 4.89
13 XXII 2.28 15 Dec '17 49 2.00 1.273 0.60 15 1.034 0.15 40 32.89 2.31 0.75
14 XXII 2.28 19 Jan '18 84 2.00 1.233 0.70 88 1.053 0.25 80 41.67 2.29 0.95
15 CALA 16.40 15 Dec '17 49 17.50 1.113 2.40 20 1.146 3.20 2 34.15 2.26 5.60
16 ECYT 4.52 15 Dec '17 49 5.00 1.033 0.65 5 1.217 1.05 100 37.61 2.25 1.70
17 VHC 5.20 15 Dec '17 49 6.00 1.000 0.50 103 1.235 1.25 30 33.65 2.23 1.75
18 IMMU 11.69 15 Dec '17 49 12.00 1.016 1.65 46 0.983 1.80 33 29.51 2.00 3.45
19 NPTN 5.27 15 Dec '17 49 7.50 0.948 0.20 80 1.031 2.40 80 49.34 1.98 2.60
20 OTIC 2.95 15 Dec '17 49 2.50 0.970 0.70 20 0.971 0.05 10 25.42 1.94 0.75
21 EROS 11.90 15 Dec '17 49 12.50 0.833 1.25 519 1.094 2.20 51 28.99 1.93 3.45
22 KERX 5.99 19 Jan '18 84 5.50 0.950 1.50 15 0.968 0.70 19 36.73 1.92 2.20
23 ADMP 5.40 15 Dec '17 49 5.00 0.900 0.95 134 0.970 0.40 54 25.00 1.87 1.35
24 JMEI 2.68 19 Jan '18 84 2.50 0.975 0.60 30 0.884 0.30 21 33.58 1.86 0.90
25 SGYP 2.70 19 Jan '18 84 3.00 0.935 0.40 125 0.900 0.60 60 37.04 1.83 1.00
26 SHLD 5.75 15 Dec '17 49 6.00 0.661 0.51 11 1.169 1.11 57 28.17 1.83 1.62
27 JNUG 15.22 19 Jan '18 84 15.00 0.887 2.74 40 0.895 2.39 27 33.71 1.78 5.13
28 JNUG 15.22 15 Dec '17 49 15.00 0.835 2.08 8 0.859 1.68 62 24.70 1.69 3.76
29 GERN 2.06 15 Dec '17 49 2.00 0.910 0.35 10 0.774 0.15 4 24.27 1.68 0.50
30 BOIL 7.66 19 Jan '18 84 8.00 0.820 1.10 50 0.851 1.30 1 31.33 1.67 2.40
31 APRN 5.13 19 Jan '18 84 5.00 0.759 0.95 20 0.910 0.75 128 33.14 1.67 1.70
32 DEPO 4.88 19 Jan '18 84 5.00 0.833 0.85 6 0.831 0.70 20 31.76 1.66 1.55
33 GNC 6.88 15 Dec '17 49 5.00 0.799 2.05 20 0.862 0.10 2,092 31.25 1.66 2.15
34 KNDI 6.85 15 Dec '17 49 7.00 0.790 0.80 169 0.867 0.85 15 24.09 1.66 1.65
35 CRC 10.10 15 Dec '17 49 10.00 0.819 1.40 100 0.838 1.15 11 25.25 1.66 2.55
36 ENDP 5.88 15 Dec '17 49 6.00 0.818 0.70 6 0.826 0.75 63 24.66 1.64 1.45
37 CRC 10.10 19 Jan '18 84 10.00 0.809 1.70 75 0.826 1.45 260 31.19 1.64 3.15
38 KNDI 6.85 15 Dec '17 49 6.00 0.771 1.30 17 0.862 0.40 10 24.82 1.63 1.70
39 CMCM 9.06 15 Dec '17 49 9.00 0.660 1.20 46 0.937 0.95 37 23.73 1.60 2.15
40 ROKU 18.79 15 Dec '17 49 19.00 0.745 2.05 9 0.844 2.30 1 23.15 1.59 4.35
41 XNET 7.99 15 Dec '17 49 7.50 0.810 1.40 883 0.775 0.60 96 25.03 1.58 2.00
42 IMGN 5.69 19 Jan '18 84 5.00 0.795 1.30 4 0.787 0.45 1 30.76 1.58 1.75
43 ENDP 5.88 19 Jan '18 84 6.00 0.781 0.90 134 0.788 0.85 38 29.76 1.57 1.75
44 THC 13.37 15 Dec '17 49 13.00 0.784 1.85 11 0.783 1.30 9 23.56 1.57 3.15
45 IMGN 5.69 19 Jan '18 84 6.00 0.759 0.80 6 0.800 1.00 11 31.63 1.56 1.80
46 GNC 6.88 19 Jan '18 84 5.00 0.754 2.15 138 0.797 0.20 132 34.16 1.55 2.35
47 FOSL 8.78 15 Dec '17 49 9.00 0.776 0.95 20 0.762 1.05 31 22.78 1.54 2.00
48 WATT 9.80 19 Jan '18 84 10.00 0.660 1.20 16 0.878 1.55 13 28.06 1.54 2.75
49 KNDI 6.85 19 Jan '18 84 6.00 0.701 1.55 3 0.828 0.55 20 30.66 1.53 2.10
50 TLRD 15.74 15 Dec '17 49 15.00 0.788 2.20 10 0.726 1.30 9 22.24 1.51 3.50
51 JCP 3.12 19 Jan '18 84 3.00 0.697 0.48 2,741 0.805 0.40 1,896 28.21 1.50 0.88
52 JCP 3.12 15 Dec '17 49 3.50 0.709 0.22 249 0.791 0.52 38 23.72 1.50 0.74
53 TLRD 15.74 15 Dec '17 49 16.00 0.766 1.70 141 0.727 1.85 52 22.55 1.49 3.55
54 BOIL 7.66 15 Dec '17 49 7.00 0.726 1.20 3 0.762 0.50 86 22.19 1.49 1.70
55 ROKU 18.79 19 Jan '18 84 19.00 0.680 2.45 11 0.807 2.95 20 28.74 1.49 5.40
56 HTZ 24.41 15 Dec '17 49 25.00 0.738 2.45 20 0.735 2.90 12 21.92 1.47 5.35
57 CRR 6.99 15 Dec '17 49 6.00 0.704 1.35 120 0.756 0.25 21 22.89 1.46 1.60
58 JCP 3.12 1 Dec '17 35 3.50 0.701 0.15 189 0.744 0.46 1 19.55 1.44 0.61
59 WTI 3.01 15 Dec '17 49 3.00 0.764 0.35 30 0.674 0.25 30 19.93 1.44 0.60
60 BZUN 31.52 15 Dec '17 49 35.00 0.704 2.00 118 0.732 5.40 4 23.48 1.44 7.40
61 NBR 5.55 15 Dec '17 49 6.00 0.711 0.45 4,206 0.725 0.80 397 22.52 1.44 1.25
62 NBR 5.55 15 Dec '17 49 5.00 0.703 0.99 53 0.726 0.28 829 22.88 1.43 1.27
63 WFT 3.27 15 Dec '17 49 3.00 0.728 0.50 1,345 0.694 0.19 480 21.10 1.42 0.69
64 ZIOP 4.77 19 Jan '18 84 5.00 0.707 0.60 238 0.705 0.70 10 27.25 1.41 1.30
65 NUGT 29.42 19 Jan '18 84 29.00 0.679 4.10 43 0.727 3.75 2 26.68 1.41 7.85
66 FIT 6.06 15 Dec '17 49 6.00 0.693 0.65 147 0.706 0.58 83 20.30 1.40 1.23
67 JCP 3.12 19 Jan '18 84 3.50 0.636 0.27 926 0.759 0.67 203 30.13 1.40 0.94
68 JCP 3.12 1 Dec '17 35 3.00 0.636 0.35 221 0.759 0.21 106 17.95 1.39 0.56
69 FOSL 8.78 19 Jan '18 84 9.00 0.711 1.15 1 0.673 1.15 5 26.20 1.38 2.30
70 BZUN 31.52 15 Dec '17 49 30.00 0.663 4.00 150 0.715 2.40 33 20.30 1.38 6.40
71 TLRD 15.74 19 Jan '18 84 16.00 0.702 2.00 3 0.675 2.10 3 26.05 1.38 4.10
72 SN 4.04 19 Jan '18 84 4.00 0.624 0.60 16 0.746 0.50 25 27.23 1.37 1.10
73 CEMP 2.12 19 Jan '18 84 2.50 0.748 0.20 10 0.622 0.45 46 30.59 1.37 0.65
74 WFT 3.27 15 Dec '17 49 3.50 0.694 0.25 50 0.675 0.45 35 21.41 1.37 0.70
75 ICON 4.91 19 Jan '18 84 5.00 0.724 0.75 6 0.641 0.55 702 26.48 1.36 1.30
76 VXX 34.26 19 Jan '18 84 34.00 0.669 4.60 61 0.691 4.30 166 25.98 1.36 8.90
77 REN 29.76 15 Dec '17 49 29.00 0.677 3.40 44 0.681 2.50 50 19.83 1.36 5.90
78 HTZ 24.41 19 Jan '18 84 22.50 0.681 4.20 8 0.675 2.10 20 25.81 1.36 6.30
79 WLL 5.82 15 Dec '17 49 6.00 0.679 0.52 1,350 0.669 0.65 193 20.10 1.35 1.17
80 BBG 4.44 15 Dec '17 49 5.00 0.647 0.25 91 0.698 0.70 1 21.40 1.34 0.95
81 TCS 3.80 19 Jan '18 84 5.00 0.709 0.20 9 0.636 1.25 8 38.16 1.34 1.45
82 REN 29.76 15 Dec '17 49 30.00 0.669 2.85 3 0.673 3.00 11 19.66 1.34 5.85
83 WLL 5.82 15 Dec '17 49 5.50 0.672 0.78 515 0.661 0.39 177 20.10 1.33 1.17
84 GPRO 10.00 19 Jan '18 84 10.00 0.602 1.20 400 0.727 1.10 4 23.00 1.33 2.30
85 DUST 27.00 15 Dec '17 49 27.00 0.641 2.65 6 0.687 2.60 10 19.44 1.33 5.25
86 GNC 6.88 19 Jan '18 84 7.50 0.638 0.65 106 0.687 1.20 120 26.89 1.32 1.85
87 CARA 12.71 15 Dec '17 49 12.50 0.615 1.30 40 0.710 1.15 100 19.28 1.32 2.45
88 P 7.20 15 Dec '17 49 7.00 0.661 0.81 220 0.663 0.57 199 19.17 1.32 1.38
89 CRR 6.99 15 Dec '17 49 7.00 0.641 0.75 56 0.682 0.65 12 20.03 1.32 1.40
90 SNAP 15.44 1 Dec '17 35 15.00 0.627 1.51 14 0.695 0.97 5 16.06 1.32 2.48
91 HTZ 24.41 19 Jan '18 84 25.00 0.659 2.90 2 0.660 3.30 3 25.40 1.32 6.20
92 BZUN 31.52 19 Jan '18 84 35.00 0.630 2.65 68 0.688 6.10 34 27.76 1.32 8.75
93 GRPN 4.64 15 Dec '17 49 5.00 0.636 0.37 1 0.682 0.65 1 21.98 1.32 1.02
94 NBR 5.55 19 Jan '18 84 5.00 0.675 1.03 522 0.636 0.39 446 25.59 1.31 1.42
95 HCLP 10.15 15 Dec '17 49 10.00 0.593 1.00 418 0.715 0.90 30 18.72 1.31 1.90
96 BZUN 31.52 19 Jan '18 84 30.00 0.629 4.60 116 0.678 3.10 11 24.43 1.31 7.70
97 HCLP 10.15 19 Jan '18 84 10.00 0.583 1.30 134 0.718 1.15 20 24.14 1.30 2.45
98 WFT 3.27 19 Jan '18 84 3.00 0.660 0.56 12 0.629 0.25 160 24.77 1.29 0.81
99 AVP 2.25 19 Jan '18 84 2.50 0.659 0.20 5,000 0.627 0.40 4 26.67 1.29 0.60
100 FRAN 6.61 15 Dec '17 49 6.00 0.624 1.00 20 0.661 0.30 18 19.67 1.29 1.30
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