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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 7.65 17 Mar '17 86 8.00 1.371 1.91 199 1.397 2.21 37 53.85 2.77 4.12
2 UVXY 7.65 17 Feb '17 58 8.00 1.290 1.44 185 1.300 1.71 12 41.17 2.59 3.15
3 NUGT 5.99 17 Feb '17 58 6.00 1.245 1.25 41 1.235 1.00 10 37.56 2.48 2.25
4 LGCY 2.20 17 Mar '17 86 2.50 1.080 0.40 200 1.199 0.55 10 43.18 2.28 0.95
5 CLMT 4.05 17 Feb '17 58 4.00 1.204 0.55 9 1.016 0.30 20 20.99 2.22 0.85
6 SDRL 3.53 17 Feb '17 58 4.00 1.003 0.40 145 1.164 0.85 48 35.41 2.17 1.25
7 SHLD 9.89 17 Mar '17 86 10.00 0.807 1.51 20 1.021 1.90 59 34.48 1.83 3.41
8 DYN 8.35 17 Mar '17 86 10.00 0.771 0.75 19,429 0.779 2.20 15 35.33 1.55 2.95
9 AG 7.01 17 Feb '17 58 7.00 0.770 0.90 54 0.771 0.80 46 24.25 1.54 1.70
10 CLF 9.18 17 Feb '17 58 9.00 0.744 1.18 33 0.749 0.98 85 23.53 1.49 2.16
11 GPRO 8.90 17 Feb '17 58 9.00 0.541 0.79 26 0.947 1.33 85 23.82 1.49 2.12
12 JUNO 18.03 17 Feb '17 58 17.50 0.729 2.45 14 0.694 1.55 24 22.19 1.42 4.00
13 MUX 2.74 17 Feb '17 58 3.00 0.746 0.25 20 0.665 0.40 10 23.72 1.41 0.65
14 WATT 17.48 17 Feb '17 58 17.50 0.544 1.60 38 0.864 2.30 5 22.31 1.41 3.90
15 NE 6.23 17 Feb '17 58 6.00 0.713 0.82 23 0.692 0.56 156 22.15 1.41 1.38
16 GRPN 3.61 17 Feb '17 58 3.50 0.705 0.46 7 0.697 0.33 9 21.88 1.40 0.79
17 FIT 7.36 17 Feb '17 58 7.00 0.678 1.00 321 0.710 0.62 610 22.01 1.39 1.62
18 NE 6.23 17 Mar '17 86 6.00 0.701 0.95 15 0.672 0.68 114 26.16 1.37 1.63
19 VXX 23.83 17 Mar '17 86 24.00 0.677 3.05 226 0.682 3.20 70 26.23 1.36 6.25
20 GRPN 3.61 17 Feb '17 58 4.00 0.681 0.26 100 0.673 0.61 70 24.10 1.35 0.87
21 WFT 4.96 17 Feb '17 58 5.00 0.664 0.53 361 0.678 0.54 283 21.57 1.34 1.07
22 CDE 9.01 17 Mar '17 86 9.00 0.673 1.25 6 0.666 1.10 5 26.08 1.34 2.35
23 FSM 5.13 17 Feb '17 58 5.00 0.726 0.70 5 0.613 0.40 1 21.44 1.34 1.10
24 CDE 9.01 17 Feb '17 58 9.00 0.662 1.10 30 0.669 0.90 48 22.20 1.33 2.00
25 WLL 12.12 17 Mar '17 86 12.00 0.683 1.70 102 0.628 1.35 112 25.17 1.31 3.05
26 GGB 3.19 17 Mar '17 86 3.00 0.673 0.60 16 0.629 0.20 27 25.08 1.30 0.80
27 KGC 2.98 17 Feb '17 58 3.00 0.643 0.30 180 0.654 0.31 74 20.47 1.30 0.61
28 CDE 9.01 17 Feb '17 58 10.00 0.677 0.70 30 0.612 1.45 10 23.86 1.29 2.15
29 INSY 9.26 17 Feb '17 58 10.00 0.604 0.70 60 0.681 1.40 1 22.68 1.29 2.10
30 AMD 11.47 17 Feb '17 58 11.00 0.651 1.43 573 0.634 0.88 274 20.14 1.28 2.31
31 AKS 10.89 17 Feb '17 58 11.00 0.636 1.06 83 0.645 1.17 92 20.48 1.28 2.23
32 CONN 14.20 17 Feb '17 58 14.00 0.625 1.55 4 0.648 1.30 20 20.07 1.27 2.85
33 GNC 13.00 17 Mar '17 86 12.50 0.645 1.95 9 0.626 1.25 2 24.62 1.27 3.20
34 VXX 23.83 17 Feb '17 58 24.00 0.636 2.34 541 0.634 2.48 335 20.23 1.27 4.82
35 AKS 10.89 17 Mar '17 86 11.00 0.622 1.27 138 0.645 1.40 2 24.52 1.27 2.67
36 SWN 10.98 17 Mar '17 86 10.00 0.633 1.86 132 0.621 0.81 16 24.32 1.25 2.67
37 AUY 2.56 17 Feb '17 58 2.50 0.627 0.29 3 0.615 0.21 1 19.53 1.24 0.50
38 X 36.47 17 Feb '17 58 36.00 0.633 3.90 76 0.606 3.25 34 19.61 1.24 7.15
39 AGI 6.06 17 Mar '17 86 7.50 0.636 0.40 7 0.597 1.55 1 32.18 1.23 1.95
40 SWN 10.98 17 Feb '17 58 10.00 0.617 1.63 19 0.611 0.55 34 19.85 1.23 2.18
41 SWN 10.98 17 Mar '17 86 11.00 0.620 1.32 62 0.600 1.27 38 23.59 1.22 2.59
42 SWN 10.98 17 Feb '17 58 11.00 0.608 1.06 907 0.591 1.02 209 18.94 1.20 2.08
43 PVG 7.11 17 Mar '17 86 7.00 0.619 0.95 18 0.576 0.70 2 23.21 1.20 1.65
44 OAS 15.94 17 Feb '17 58 16.00 0.613 1.60 101 0.580 1.40 31 18.82 1.19 3.00
45 X 36.47 17 Mar '17 86 36.00 0.610 4.55 19 0.581 3.80 22 22.90 1.19 8.35
46 CENX 9.62 17 Mar '17 86 10.00 0.607 1.00 13 0.582 1.28 6 23.70 1.19 2.28
47 FEYE 12.54 17 Mar '17 86 13.00 0.596 1.29 139 0.576 1.53 61 22.49 1.17 2.82
48 THC 14.88 17 Feb '17 58 15.00 0.552 1.40 60 0.608 1.35 15 18.48 1.16 2.75
49 HIMX 5.97 17 Feb '17 58 6.00 0.595 0.60 20 0.563 0.50 48 18.43 1.16 1.10
50 HIMX 5.97 17 Mar '17 86 6.00 0.558 0.70 12 0.594 0.65 20 22.61 1.15 1.35
51 HL 5.28 17 Mar '17 86 5.00 0.573 0.73 17 0.574 0.43 164 21.97 1.15 1.16
52 PVG 7.11 17 Mar '17 86 8.00 0.581 0.50 3 0.556 1.30 7 25.32 1.14 1.80
53 HTZ 22.45 17 Feb '17 58 22.50 0.582 2.10 26 0.554 1.95 10 18.04 1.14 4.05
54 OCN 5.72 17 Feb '17 58 6.00 0.595 0.45 30 0.535 0.60 10 18.36 1.13 1.05
55 TECK 21.08 17 Feb '17 58 21.00 0.572 1.96 9 0.559 1.81 44 17.88 1.13 3.77
56 INFN 8.71 17 Feb '17 58 9.00 0.596 0.75 10 0.531 0.85 100 18.37 1.13 1.60
57 HL 5.28 17 Feb '17 58 5.00 0.566 0.63 20 0.560 0.32 52 17.99 1.13 0.95
58 PAAS 14.43 17 Feb '17 58 14.00 0.587 1.60 21 0.533 0.95 52 17.67 1.12 2.55
59 CHK 7.43 17 Feb '17 58 7.00 0.552 0.88 107 0.552 0.43 311 17.63 1.10 1.31
60 HZNP 16.00 17 Feb '17 58 16.00 0.571 1.60 20 0.532 1.25 38 17.81 1.10 2.85
61 KANG 13.83 17 Mar '17 86 15.00 0.563 1.15 974 0.537 2.00 374 22.78 1.10 3.15
62 ANF 12.84 17 Mar '17 86 13.00 0.562 1.24 33 0.537 1.50 52 21.34 1.10 2.74
63 PAAS 14.43 17 Feb '17 58 15.00 0.563 1.15 70 0.533 1.45 30 18.02 1.10 2.60
64 TWTR 17.08 17 Feb '17 58 17.00 0.558 1.56 351 0.529 1.37 946 17.15 1.09 2.93
65 P 13.28 17 Mar '17 86 13.00 0.544 1.56 306 0.543 1.21 94 20.86 1.09 2.77
66 S 8.41 17 Feb '17 58 8.00 0.550 0.95 230 0.535 0.50 21 17.24 1.08 1.45
67 GLNG 23.76 17 Mar '17 86 22.50 0.536 3.20 34 0.528 1.75 4 20.83 1.06 4.95
68 CSOD 42.07 17 Feb '17 58 40.00 0.532 4.70 33 0.524 2.40 69 16.88 1.06 7.10
69 YELP 38.75 17 Feb '17 58 39.00 0.538 3.30 81 0.515 3.10 6 16.52 1.05 6.40
70 JCP 9.05 17 Feb '17 58 9.00 0.527 0.79 515 0.524 0.71 73 16.57 1.05 1.50
71 FCX 14.05 17 Feb '17 58 14.00 0.530 1.21 262 0.519 1.12 171 16.58 1.05 2.33
72 TZA 19.20 17 Feb '17 58 19.00 0.494 1.71 353 0.554 1.49 12 16.67 1.05 3.20
73 MDR 7.65 17 Feb '17 58 7.00 0.535 1.05 685 0.512 0.30 10 17.65 1.05 1.35
74 FCX 14.05 17 Mar '17 86 14.00 0.524 1.46 152 0.512 1.35 111 20.00 1.04 2.81
75 VALE 7.91 17 Mar '17 86 8.00 0.516 0.76 243 0.518 0.83 59 20.10 1.03 1.59
76 SGMS 15.10 17 Feb '17 58 16.00 0.527 0.95 40 0.506 1.65 10 17.22 1.03 2.60
77 TWTR 17.08 17 Mar '17 86 17.00 0.528 1.82 812 0.505 1.60 1,052 20.02 1.03 3.42
78 CSOD 42.07 17 Feb '17 58 42.50 0.523 3.40 32 0.504 3.50 6 16.40 1.03 6.90
79 SAND 3.37 17 Mar '17 86 4.00 0.499 0.15 252 0.527 0.60 6 22.26 1.03 0.75
80 DB 18.71 17 Feb '17 58 19.00 0.481 1.35 157 0.544 1.70 364 16.30 1.02 3.05
81 GLNG 23.76 17 Mar '17 86 25.00 0.509 1.90 103 0.506 3.00 108 20.62 1.02 4.90
82 UNG 9.00 17 Feb '17 58 9.00 0.504 0.75 311 0.504 0.68 48 15.89 1.01 1.43
83 HOV 2.87 17 Feb '17 58 3.00 0.514 0.25 200 0.492 0.25 20 17.42 1.01 0.50
84 GDXJ 28.18 17 Feb '17 58 28.00 0.506 2.45 85 0.491 2.00 327 15.79 1.00 4.45
85 AU 9.83 17 Feb '17 58 10.00 0.513 0.80 14 0.484 0.80 11 16.28 1.00 1.60
86 RH 32.55 17 Feb '17 58 32.50 0.479 2.60 6 0.514 2.55 3 15.82 0.99 5.15
87 PBR 9.93 17 Mar '17 86 10.00 0.495 0.93 14 0.497 0.95 10 18.93 0.99 1.88
88 PBR 9.93 17 Feb '17 58 10.00 0.489 0.76 110 0.503 0.81 209 15.81 0.99 1.57
89 NVDA 105.83 17 Feb '17 58 105.00 0.500 8.85 788 0.491 7.75 260 15.69 0.99 16.60
90 DO 19.19 17 Mar '17 86 17.50 0.505 2.86 10 0.484 0.99 20 20.06 0.99 3.85
91 PSTG 11.64 17 Feb '17 58 12.50 0.512 0.65 18 0.473 1.30 1 16.75 0.99 1.95
92 MPEL 15.57 17 Feb '17 58 16.00 0.492 1.10 10 0.468 1.30 10 15.41 0.96 2.40
93 AMBC 22.72 17 Feb '17 58 22.50 0.484 1.90 40 0.476 1.45 27 14.74 0.96 3.35
94 NBR 16.71 17 Mar '17 86 16.00 0.470 1.93 12 0.484 1.14 8 18.37 0.95 3.07
95 MT 7.59 17 Mar '17 86 8.00 0.482 0.55 35 0.470 0.92 64 19.37 0.95 1.47
96 DDD 14.69 17 Feb '17 58 15.00 0.466 0.96 40 0.485 1.29 1 15.32 0.95 2.25
97 NVDA 105.83 17 Mar '17 86 105.00 0.475 10.20 310 0.471 8.95 119 18.10 0.95 19.15
98 NBR 16.71 17 Feb '17 58 16.00 0.482 1.68 1 0.463 0.86 50 15.20 0.95 2.54
99 AEM 38.23 17 Feb '17 58 38.00 0.477 3.05 21 0.462 2.63 34 14.86 0.94 5.68
100 ANF 12.84 17 Feb '17 58 13.00 0.476 0.91 59 0.462 1.02 52 15.03 0.94 1.93
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