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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 UVXY 31.07 20 Oct '17 52 31.00 1.512 7.05 16 1.572 7.00 10 45.22 3.08 14.05
2 WATT 9.38 20 Oct '17 52 7.50 1.079 2.55 1 1.062 0.55 17 33.05 2.14 3.10
3 AVEO 3.37 20 Oct '17 52 4.00 0.976 0.30 346 1.058 0.80 22 32.65 2.03 1.10
4 WATT 9.38 20 Oct '17 52 10.00 0.956 1.15 376 0.979 1.70 133 30.38 1.94 2.85
5 MVIS 2.25 17 Nov '17 80 3.00 0.902 0.20 27 1.010 0.85 30 46.67 1.91 1.05
6 FOLD 13.86 20 Oct '17 52 14.00 0.919 1.90 53 0.853 1.75 1 26.33 1.77 3.65
7 GUSH 15.96 20 Oct '17 52 15.00 0.854 2.60 1 0.893 1.55 15 26.00 1.75 4.15
8 SGYP 2.98 20 Oct '17 52 3.00 0.869 0.40 70 0.871 0.35 50 25.17 1.74 0.75
9 GUSH 15.96 20 Oct '17 52 16.00 0.842 2.10 2 0.859 2.00 2 25.69 1.70 4.10
10 EROS 9.55 20 Oct '17 52 7.50 0.793 2.45 1,010 0.901 0.35 1,004 29.32 1.69 2.80
11 SHLD 8.46 20 Oct '17 52 8.00 0.629 1.19 10 1.013 1.00 18 25.89 1.64 2.19
12 AUPH 6.06 20 Oct '17 52 7.50 0.699 0.25 38 0.924 1.75 151 33.00 1.62 2.00
13 NUGT 38.60 20 Oct '17 52 39.00 0.785 4.45 64 0.821 4.85 27 24.09 1.61 9.30
14 RAD 2.34 20 Oct '17 52 2.00 0.783 0.53 45 0.820 0.10 108 26.92 1.60 0.63
15 MDXG 15.64 20 Oct '17 52 15.00 0.832 2.30 1 0.763 1.40 17 23.66 1.59 3.70
16 BLCM 10.10 17 Nov '17 80 12.50 0.862 0.90 15 0.723 2.95 10 38.12 1.58 3.85
17 HTZ 18.92 20 Oct '17 52 17.50 0.773 2.95 29 0.802 1.45 53 23.26 1.58 4.40
18 NUGT 38.60 6 Oct '17 38 39.00 0.762 3.75 14 0.808 4.05 99 20.21 1.57 7.80
19 FRED 6.21 20 Oct '17 52 5.00 0.730 1.50 206 0.810 0.20 49 27.38 1.54 1.70
20 VXX 47.87 17 Nov '17 80 48.00 0.755 6.80 60 0.778 6.95 43 28.72 1.53 13.75
21 VXX 47.87 20 Oct '17 52 48.00 0.749 5.40 404 0.770 5.55 146 22.87 1.52 10.95
22 HTZ 18.92 20 Oct '17 52 20.00 0.735 1.70 78 0.771 2.75 2 23.52 1.51 4.45
23 RAD 2.34 20 Oct '17 52 2.50 0.722 0.20 1,337 0.780 0.34 39 23.08 1.50 0.54
24 IMGN 7.58 20 Oct '17 52 7.00 0.756 1.25 1,207 0.739 0.45 750 22.43 1.49 1.70
25 BLCM 10.10 20 Oct '17 52 10.00 0.761 1.25 214 0.730 0.90 11 21.29 1.49 2.15
26 STON 6.50 20 Oct '17 52 7.50 0.654 0.35 53 0.821 1.40 47 26.92 1.48 1.75
27 OMER 20.04 17 Nov '17 80 20.00 0.719 2.75 37 0.739 2.60 2 26.70 1.46 5.35
28 MDXG 15.64 20 Oct '17 52 17.50 0.715 1.10 47 0.734 2.75 34 24.62 1.45 3.85
29 CRR 6.87 20 Oct '17 52 7.00 0.742 0.75 40 0.705 0.75 30 21.83 1.45 1.50
30 PGNX 6.43 17 Nov '17 80 6.00 0.751 1.25 47 0.691 0.55 40 27.99 1.44 1.80
31 IMGN 7.58 20 Oct '17 52 8.00 0.721 0.75 1,166 0.705 1.00 5 23.09 1.43 1.75
32 WLL 4.36 20 Oct '17 52 4.00 0.712 0.68 394 0.705 0.28 167 22.02 1.42 0.96
33 ACOR 19.45 20 Oct '17 52 20.00 0.722 2.05 130 0.681 2.05 7 21.08 1.40 4.10
34 CARA 12.60 20 Oct '17 52 15.00 0.571 0.40 11 0.818 3.00 5 26.98 1.39 3.40
35 SN 4.13 20 Oct '17 52 4.00 0.624 0.50 1,002 0.758 0.35 200 20.58 1.38 0.85
36 WLL 4.36 20 Oct '17 52 4.50 0.693 0.40 840 0.680 0.52 47 21.10 1.37 0.92
37 NTNX 22.19 20 Oct '17 52 20.00 0.689 3.50 54 0.670 1.15 1 20.96 1.36 4.65
38 TAHO 4.41 20 Oct '17 52 5.00 0.645 0.25 1 0.711 0.75 113 22.68 1.36 1.00
39 SGMO 12.80 20 Oct '17 52 12.00 0.648 1.80 138 0.705 0.80 17 20.31 1.35 2.60
40 SGMO 12.80 20 Oct '17 52 13.00 0.669 1.30 10 0.671 1.30 111 20.31 1.34 2.60
41 NE 3.44 20 Oct '17 52 3.00 0.669 0.69 14 0.671 0.12 9 23.55 1.34 0.81
42 TXMD 5.97 20 Oct '17 52 6.00 0.683 0.80 8 0.651 0.55 10 22.61 1.33 1.35
43 CRZO 12.46 20 Oct '17 52 10.00 0.661 2.85 4 0.672 0.25 945 24.88 1.33 3.10
44 SM 12.84 20 Oct '17 52 12.50 0.668 1.50 311 0.664 1.05 591 19.86 1.33 2.55
45 BZUN 26.56 20 Oct '17 52 30.00 0.657 1.50 55 0.675 4.80 17 23.72 1.33 6.30
46 NTNX 22.19 20 Oct '17 52 22.50 0.670 2.15 159 0.660 2.30 32 20.05 1.33 4.45
47 ESV 4.60 20 Oct '17 52 4.00 0.689 0.85 25 0.626 0.15 11 21.74 1.31 1.00
48 IMMU 11.52 17 Nov '17 80 12.00 0.651 1.35 4 0.664 1.60 40 25.61 1.31 2.95
49 OSTK 21.40 20 Oct '17 52 20.00 0.670 3.00 37 0.643 1.25 11 19.86 1.31 4.25
50 BZUN 26.56 20 Oct '17 52 25.00 0.651 3.40 56 0.661 1.80 114 19.58 1.31 5.20
51 OAS 6.95 20 Oct '17 52 6.00 0.628 1.25 16 0.667 0.20 14 20.86 1.30 1.45
52 IMMU 11.52 20 Oct '17 52 11.00 0.656 1.55 13 0.633 0.80 31 20.40 1.29 2.35
53 REN 28.67 20 Oct '17 52 28.00 0.646 3.20 41 0.634 2.35 7 19.36 1.28 5.55
54 SM 12.84 20 Oct '17 52 15.00 0.625 0.55 282 0.651 2.55 195 24.14 1.28 3.10
55 FTR 13.55 20 Oct '17 52 13.00 0.602 1.25 15 0.668 1.20 5 18.08 1.27 2.45
56 EXK 2.38 17 Nov '17 80 2.50 0.629 0.25 35 0.632 0.30 2 23.11 1.26 0.55
57 CRZO 12.46 20 Oct '17 52 12.50 0.623 1.25 693 0.630 1.15 199 19.26 1.25 2.40
58 GNC 8.27 20 Oct '17 52 10.00 0.599 0.25 62 0.653 1.95 101 26.60 1.25 2.20
59 JCP 3.84 17 Nov '17 80 4.00 0.581 0.38 37 0.668 0.47 1 22.14 1.25 0.85
60 GNC 8.27 20 Oct '17 52 7.50 0.542 1.30 5 0.701 0.40 30 20.56 1.24 1.70
61 ALDR 9.65 20 Oct '17 52 10.00 0.619 0.95 8 0.620 1.00 1 20.21 1.24 1.95
62 VRX 13.24 17 Nov '17 80 13.00 0.622 1.67 203 0.615 1.36 143 22.89 1.24 3.03
63 MUX 2.58 17 Nov '17 80 3.00 0.665 0.20 139 0.569 0.50 50 27.13 1.23 0.70
64 SNAP 14.99 17 Nov '17 80 15.00 0.613 1.72 138 0.613 1.70 66 22.82 1.23 3.42
65 SWN 5.44 20 Oct '17 52 5.00 0.684 0.86 115 0.542 0.23 140 20.04 1.23 1.09
66 OAS 6.95 17 Nov '17 80 7.00 0.603 0.85 65 0.618 0.80 1 23.74 1.22 1.65
67 CAR 33.46 17 Nov '17 80 33.00 0.622 4.20 15 0.596 3.30 2 22.41 1.22 7.50
68 NAT 4.65 20 Oct '17 52 4.00 0.574 0.70 24 0.643 0.10 20 17.20 1.22 0.80
69 FENG 4.78 20 Oct '17 52 5.00 0.544 0.40 2 0.671 0.50 20 18.83 1.22 0.90
70 CHK 3.64 17 Nov '17 80 4.00 0.598 0.29 143 0.602 0.62 42 25.00 1.20 0.91
71 ESV 4.60 20 Oct '17 52 5.00 0.625 0.30 599 0.575 0.60 336 19.57 1.20 0.90
72 CHK 3.64 6 Oct '17 38 3.50 0.597 0.36 100 0.598 0.15 183 14.01 1.20 0.51
73 PETS 36.97 20 Oct '17 52 35.00 0.606 4.50 18 0.587 2.10 121 17.85 1.19 6.60
74 OAS 6.95 20 Oct '17 52 7.00 0.595 0.65 77 0.597 0.60 14 17.99 1.19 1.25
75 ZIOP 6.46 20 Oct '17 52 6.00 0.575 0.90 194 0.616 0.30 3 18.58 1.19 1.20
76 ZIOP 6.46 20 Oct '17 52 7.00 0.574 0.40 786 0.613 0.85 23 19.35 1.19 1.25
77 ICON 5.58 17 Nov '17 80 7.50 0.583 0.15 1 0.597 2.00 5 38.53 1.18 2.15
78 FIT 5.93 17 Nov '17 80 6.00 0.592 0.64 303 0.582 0.67 25 22.09 1.17 1.31
79 STRL 11.99 20 Oct '17 52 10.00 0.610 2.55 16 0.561 0.15 4 22.52 1.17 2.70
80 VSLR 4.95 20 Oct '17 52 5.00 0.533 0.40 5 0.636 0.40 12 16.16 1.17 0.80
81 CHK 3.64 20 Oct '17 52 4.00 0.573 0.19 1,760 0.594 0.52 501 19.51 1.17 0.71
82 AG 6.85 20 Oct '17 52 7.00 0.597 0.60 1,030 0.570 0.65 305 18.25 1.17 1.25
83 AKS 5.50 20 Oct '17 52 5.00 0.607 0.78 140 0.559 0.23 54 18.36 1.17 1.01
84 HDP 16.33 17 Nov '17 80 15.00 0.592 2.60 10 0.569 1.00 2 22.05 1.16 3.60
85 CORT 15.09 17 Nov '17 80 15.00 0.608 1.80 32 0.552 1.40 24 21.21 1.16 3.20
86 UCO 14.84 20 Oct '17 52 15.00 0.572 1.24 67 0.573 1.29 9 17.05 1.14 2.53
87 OCLR 8.42 20 Oct '17 52 8.00 0.583 1.00 1 0.560 0.45 50 17.22 1.14 1.45
88 CLF 8.13 17 Nov '17 80 8.00 0.587 1.05 72 0.543 0.71 22 21.65 1.13 1.76
89 CHS 7.83 20 Oct '17 52 8.00 0.573 0.65 20 0.555 0.75 93 17.88 1.13 1.40
90 AMC 12.85 20 Oct '17 52 12.00 0.534 1.45 5 0.592 0.65 3 16.34 1.13 2.10
91 KERX 7.20 20 Oct '17 52 7.00 0.556 0.75 2 0.568 0.45 5 16.67 1.12 1.20
92 AMD 12.15 17 Nov '17 80 12.00 0.569 1.37 289 0.555 1.16 215 20.82 1.12 2.53
93 SLCA 26.54 20 Oct '17 52 26.00 0.571 2.55 61 0.546 1.85 69 16.58 1.12 4.40
94 SLCA 26.54 20 Oct '17 52 27.00 0.567 2.10 26 0.543 2.35 10 16.77 1.11 4.45
95 JCP 3.84 20 Oct '17 52 3.50 0.502 0.50 96 0.595 0.18 33 17.71 1.10 0.68
96 AMC 12.85 20 Oct '17 52 13.00 0.539 0.95 220 0.554 1.15 74 16.34 1.09 2.10
97 CENX 19.28 20 Oct '17 52 19.00 0.544 1.78 35 0.549 1.38 14 16.39 1.09 3.16
98 TRVG 14.86 20 Oct '17 52 15.00 0.587 1.45 24 0.504 1.15 21 17.50 1.09 2.60
99 CENX 19.28 20 Oct '17 52 20.00 0.539 1.33 31 0.548 1.93 11 16.91 1.09 3.26
100 AKS 5.50 20 Oct '17 52 6.00 0.541 0.27 756 0.537 0.75 244 18.55 1.08 1.02
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