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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 9.96 4 Aug '17 30 10.00 1.331 1.58 459 1.430 1.49 29 30.82 2.76 3.07
2 UVXY 9.96 15 Sep '17 72 10.00 1.303 2.33 272 1.410 2.38 138 47.29 2.71 4.71
3 UVXY 9.96 18 Aug '17 44 10.00 1.313 1.93 1,445 1.381 1.86 483 38.05 2.69 3.79
4 UVXY 9.96 4 Aug '17 30 9.50 1.337 1.74 15 1.356 1.15 114 29.02 2.69 2.89
5 UVXY 9.96 11 Aug '17 37 10.00 1.323 1.74 60 1.364 1.65 4 34.04 2.69 3.39
6 IPCI 2.38 20 Oct '17 107 2.50 1.022 0.50 36 1.492 0.80 71 54.62 2.51 1.30
7 ZN 3.87 18 Aug '17 44 2.50 0.862 1.45 1 1.575 0.15 35 41.34 2.44 1.60
8 FMSA 3.84 18 Aug '17 44 3.50 1.075 0.85 7 1.252 0.40 100 32.55 2.33 1.25
9 SHLD 8.69 15 Sep '17 72 9.00 0.683 0.96 21 1.552 2.30 46 37.51 2.23 3.26
10 SHLD 8.69 18 Aug '17 44 9.00 0.692 0.84 7 1.411 1.80 48 30.38 2.10 2.64
11 LPCN 3.98 18 Aug '17 44 5.00 0.926 0.25 10 1.139 1.20 10 36.43 2.06 1.45
12 CRC 8.15 18 Aug '17 44 9.00 0.951 0.85 130 0.997 1.55 10 29.45 1.95 2.40
13 NUGT 28.95 15 Sep '17 72 29.00 0.901 4.70 1 0.953 4.80 4 32.82 1.85 9.50
14 HTZ 11.03 18 Aug '17 44 10.00 0.893 1.95 80 0.916 0.85 252 25.39 1.81 2.80
15 SN 6.88 18 Aug '17 44 7.00 0.875 0.90 2 0.903 0.85 15 25.44 1.78 1.75
16 AREX 3.28 20 Oct '17 107 3.00 0.582 0.70 20 1.176 0.55 2 38.11 1.76 1.25
17 NUGT 28.95 18 Aug '17 44 29.00 0.856 3.50 26 0.895 3.55 7 24.35 1.75 7.05
18 GNC 8.58 18 Aug '17 44 10.00 0.807 0.50 25 0.930 1.90 20 27.97 1.74 2.40
19 FRED 7.37 18 Aug '17 44 7.50 0.811 0.90 856 0.911 0.80 100 23.07 1.72 1.70
20 FRED 7.37 15 Sep '17 72 7.50 0.797 1.10 30 0.925 1.00 32 28.49 1.72 2.10
21 TK 7.39 20 Oct '17 107 5.00 1.056 2.65 25 0.654 0.10 10 37.21 1.71 2.75
22 IMGN 7.30 18 Aug '17 44 8.00 0.799 0.65 132 0.911 1.20 250 25.34 1.71 1.85
23 HTZ 11.03 18 Aug '17 44 12.50 0.825 0.75 229 0.867 2.15 134 26.29 1.69 2.90
24 WLL 5.34 18 Aug '17 44 5.00 0.855 0.80 1,156 0.834 0.43 682 23.03 1.69 1.23
25 CRR 6.83 18 Aug '17 44 7.00 0.766 0.75 10 0.878 0.85 10 23.43 1.64 1.60
26 SN 6.88 20 Oct '17 107 6.00 0.760 1.65 1 0.866 0.75 10 34.88 1.63 2.40
27 GNC 8.58 15 Sep '17 72 7.50 0.804 1.85 4 0.822 0.60 6 28.55 1.63 2.45
28 GNC 8.58 18 Aug '17 44 7.50 0.769 1.60 35 0.852 0.45 26 23.89 1.62 2.05
29 RAD 2.48 11 Aug '17 37 2.50 0.887 0.29 227 0.729 0.19 27 19.35 1.62 0.48
30 GNC 8.58 15 Sep '17 72 10.00 0.735 0.70 178 0.878 2.10 7 32.63 1.61 2.80
31 SBLK 9.38 18 Aug '17 44 10.00 0.770 0.85 20 0.833 1.20 10 21.86 1.60 2.05
32 AMD 13.19 4 Aug '17 30 13.00 0.808 1.35 249 0.795 1.05 126 18.20 1.60 2.40
33 WLL 5.34 15 Sep '17 72 5.00 0.809 0.94 790 0.794 0.55 212 27.90 1.60 1.49
34 FRED 7.37 20 Oct '17 107 7.50 0.794 1.30 7 0.808 1.25 35 34.60 1.60 2.55
35 ACHN 5.15 18 Aug '17 44 5.00 0.924 0.80 66 0.672 0.35 22 22.33 1.60 1.15
36 HTZ 11.03 20 Oct '17 107 10.00 0.764 2.45 56 0.829 1.30 17 34.00 1.59 3.75
37 AMD 13.19 4 Aug '17 30 13.50 0.793 1.12 160 0.791 1.32 28 18.50 1.58 2.44
38 ALDR 11.90 18 Aug '17 44 12.50 0.788 1.20 19 0.790 1.50 4 22.69 1.58 2.70
39 WFT 3.95 18 Aug '17 44 4.00 0.791 0.42 489 0.774 0.44 41 21.77 1.57 0.86
40 SM 16.42 18 Aug '17 44 15.00 0.782 2.60 33 0.781 1.05 26 22.23 1.56 3.65
41 ARRY 8.99 18 Aug '17 44 8.00 0.786 1.55 3 0.754 0.40 3 21.69 1.54 1.95
42 AUPH 6.35 20 Oct '17 107 7.50 0.763 0.70 301 0.769 1.65 30 37.01 1.53 2.35
43 HTZ 11.03 20 Oct '17 107 12.50 0.750 1.35 53 0.768 2.70 34 36.72 1.52 4.05
44 AMD 13.19 18 Aug '17 44 13.00 0.770 1.50 3,035 0.749 1.24 444 20.77 1.52 2.74
45 CARA 15.30 18 Aug '17 44 17.50 0.715 0.95 2,622 0.792 3.00 12 25.82 1.51 3.95
46 CARA 15.30 18 Aug '17 44 15.00 0.690 1.70 114 0.811 1.50 490 20.92 1.50 3.20
47 SGYP 4.60 20 Oct '17 107 5.00 0.735 0.60 48 0.765 0.90 100 32.61 1.50 1.50
48 SM 16.42 18 Aug '17 44 17.50 0.763 1.35 111 0.729 2.20 123 21.62 1.49 3.55
49 SNAP 17.32 11 Aug '17 37 17.00 0.520 1.39 57 0.971 1.77 427 18.24 1.49 3.16
50 HCLP 10.45 15 Sep '17 72 10.00 0.755 1.70 5 0.729 1.00 20 25.84 1.48 2.70
51 RAD 2.48 18 Aug '17 44 2.50 0.755 0.30 536 0.727 0.25 1,189 22.18 1.48 0.55
52 OCLR 9.26 18 Aug '17 44 9.00 0.740 1.20 5 0.733 0.75 10 21.06 1.47 1.95
53 EROS 11.80 15 Sep '17 72 12.50 0.734 1.35 100 0.737 1.75 109 26.27 1.47 3.10
54 HCLP 10.45 18 Aug '17 44 10.00 0.736 1.35 15 0.733 0.75 3 20.10 1.47 2.10
55 SNAP 17.32 18 Aug '17 44 17.00 0.489 1.39 1,642 0.971 2.07 1,863 19.98 1.46 3.46
56 SGYP 4.60 18 Aug '17 44 4.50 0.696 0.65 38 0.762 0.35 70 21.74 1.46 1.00
57 SPN 10.22 15 Sep '17 72 10.00 0.749 1.50 312 0.706 1.10 1 25.44 1.45 2.60
58 ACHN 5.15 15 Sep '17 72 5.00 0.807 0.85 58 0.639 0.40 2 24.27 1.45 1.25
59 RAD 2.48 4 Aug '17 30 2.50 0.703 0.25 40 0.739 0.16 89 16.53 1.44 0.41
60 OAS 8.03 18 Aug '17 44 8.00 0.708 0.85 128 0.728 0.70 121 19.30 1.44 1.55
61 RAD 2.48 20 Oct '17 107 2.00 0.750 0.73 127 0.680 0.13 59 34.68 1.43 0.86
62 VRX 17.14 18 Aug '17 44 17.00 0.720 1.78 375 0.704 1.58 127 19.60 1.42 3.36
63 ASNA 2.14 15 Sep '17 72 2.50 0.653 0.15 2 0.754 0.45 2 28.04 1.41 0.60
64 RAD 2.48 20 Oct '17 107 2.50 0.728 0.45 1,169 0.676 0.35 577 32.26 1.40 0.80
65 CLF 6.88 18 Aug '17 44 7.00 0.696 0.62 442 0.692 0.72 542 19.48 1.39 1.34
66 JCP 4.70 18 Aug '17 44 5.00 0.662 0.33 728 0.725 0.62 578 20.21 1.39 0.95
67 AMD 13.19 15 Sep '17 72 13.00 0.697 1.73 2,857 0.684 1.48 594 24.34 1.38 3.21
68 GRPN 3.81 18 Aug '17 44 3.50 0.700 0.54 94 0.680 0.20 122 19.42 1.38 0.74
69 AKS 6.29 18 Aug '17 44 6.00 0.699 0.77 53 0.664 0.41 35 18.76 1.36 1.18
70 GRPN 3.81 18 Aug '17 44 4.00 0.690 0.29 87 0.672 0.45 9 19.42 1.36 0.74
71 KTOS 11.82 18 Aug '17 44 10.00 0.696 2.25 195 0.654 0.30 87 21.57 1.35 2.55
72 AMD 13.19 20 Oct '17 107 13.00 0.684 2.05 537 0.661 1.73 378 28.66 1.34 3.78
73 FIT 5.32 18 Aug '17 44 5.00 0.670 0.67 14 0.671 0.32 18 18.61 1.34 0.99
74 ACIA 40.38 18 Aug '17 44 40.00 0.631 3.90 10 0.710 3.60 73 18.57 1.34 7.50
75 CRZO 16.55 18 Aug '17 44 15.00 0.677 2.45 1 0.663 0.70 147 19.04 1.34 3.15
76 OAS 8.03 18 Aug '17 44 9.00 0.674 0.45 135 0.666 1.30 54 21.79 1.34 1.75
77 VXX 12.92 18 Aug '17 44 13.00 0.661 1.15 2,130 0.673 1.24 3,653 18.50 1.33 2.39
78 VXX 12.92 15 Sep '17 72 13.00 0.657 1.49 351 0.676 1.56 179 23.61 1.33 3.05
79 VXX 12.92 20 Oct '17 107 13.00 0.653 1.81 17 0.680 1.90 32 28.72 1.33 3.71
80 ZIOP 6.31 18 Aug '17 44 6.00 0.599 0.80 2 0.733 0.40 7 19.02 1.33 1.20
81 AFSI 14.90 15 Sep '17 72 12.50 0.672 3.20 4 0.650 0.60 9 25.50 1.32 3.80
82 NE 3.77 18 Aug '17 44 4.00 0.645 0.25 3 0.676 0.46 16 18.83 1.32 0.71
83 ADMP 5.55 18 Aug '17 44 5.00 0.590 0.90 68 0.729 0.15 40 18.92 1.32 1.05
84 BZUN 24.56 20 Oct '17 107 25.00 0.658 3.40 1,187 0.656 3.50 9 28.09 1.31 6.90
85 SPWR 8.57 18 Aug '17 44 9.00 0.622 0.60 31 0.691 1.01 44 18.79 1.31 1.61
86 VXX 12.92 4 Aug '17 30 13.00 0.645 0.93 139 0.655 0.99 166 14.86 1.30 1.92
87 ESV 5.29 15 Sep '17 72 5.00 0.660 0.80 10 0.640 0.40 11 22.68 1.30 1.20
88 AKS 6.29 15 Sep '17 72 6.00 0.658 0.89 119 0.637 0.53 113 22.58 1.30 1.42
89 VXX 12.92 11 Aug '17 37 13.00 0.638 1.04 230 0.657 1.10 5 16.56 1.30 2.14
90 SRPT 35.26 18 Aug '17 44 35.00 0.652 3.40 608 0.635 2.77 12 17.50 1.29 6.17
91 VRX 17.14 4 Aug '17 30 17.00 0.661 1.37 8 0.625 1.10 10 14.41 1.29 2.47
92 BITA 28.26 18 Aug '17 44 25.00 0.660 4.60 1 0.625 0.95 1 19.64 1.29 5.55
93 NBR 7.76 15 Sep '17 72 7.00 0.632 1.29 3 0.651 0.49 9 22.94 1.28 1.78
94 AFSI 14.90 18 Aug '17 44 15.00 0.653 1.40 1 0.629 1.30 8 18.12 1.28 2.70
95 NVCR 18.15 18 Aug '17 44 17.50 0.609 2.00 6 0.672 1.15 60 17.36 1.28 3.15
96 FOSL 10.27 15 Sep '17 72 10.00 0.647 1.40 5 0.633 0.95 9 22.88 1.28 2.35
97 RIC 7.15 18 Aug '17 44 7.50 0.672 0.55 3 0.602 0.75 20 18.18 1.27 1.30
98 CLF 6.88 15 Sep '17 72 7.00 0.642 0.74 47 0.628 0.82 95 22.67 1.27 1.56
99 SHOP 88.11 18 Aug '17 44 85.00 0.647 9.60 25 0.623 5.90 13 17.59 1.27 15.50
100 IMMU 9.16 18 Aug '17 44 9.00 0.648 0.95 74 0.622 0.65 35 17.46 1.27 1.60
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