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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 ADPT 2.99 21 Apr '17 49 2.50 1.514 0.95 19 1.364 0.30 70 41.81 2.88 1.25
2 UVXY 20.13 16 Jun '17 105 20.00 1.365 5.85 101 1.450 5.90 23 58.37 2.81 11.75
3 ADPT 2.99 19 May '17 77 5.00 1.420 0.35 1 1.016 2.10 22 81.94 2.44 2.45
4 PTX 3.85 19 May '17 77 5.00 1.144 0.55 28 1.290 1.55 40 54.55 2.43 2.10
5 UVXY 20.13 21 Apr '17 49 20.00 1.119 3.40 263 1.191 3.35 480 33.53 2.31 6.75
6 UVXY 20.13 7 Apr '17 35 20.00 1.088 2.88 2 1.137 2.56 36 27.02 2.23 5.44
7 NUGT 8.57 7 Apr '17 35 8.50 1.091 1.20 130 1.105 1.11 1 26.95 2.20 2.31
8 GERN 2.19 16 Jun '17 105 2.00 1.131 0.80 22 0.991 0.30 2,291 50.23 2.12 1.10
9 JONE 3.15 21 Apr '17 49 5.00 1.200 0.15 10 0.914 1.80 50 61.90 2.11 1.95
10 SHLD 7.62 16 Jun '17 105 8.00 0.624 1.03 1 1.286 2.10 5 41.08 1.91 3.13
11 FRED 16.30 21 Apr '17 49 15.00 0.903 2.95 8 0.917 1.30 56 26.07 1.82 4.25
12 VCEL 2.90 21 Apr '17 49 2.50 1.003 0.80 1 0.789 0.05 40 29.31 1.79 0.85
13 HOS 4.35 21 Apr '17 49 4.00 0.832 0.80 10 0.919 0.35 1 26.44 1.75 1.15
14 AUPH 4.81 21 Apr '17 49 5.00 0.755 0.50 494 0.983 0.60 25 22.87 1.74 1.10
15 VUZI 7.35 21 Apr '17 49 5.00 0.715 2.45 279 1.018 0.15 156 35.37 1.73 2.60
16 LGCY 2.41 21 Apr '17 49 2.50 0.819 0.35 20 0.905 0.30 100 26.97 1.72 0.65
17 BPT 18.70 21 Apr '17 49 17.50 0.824 2.55 11 0.890 1.95 40 24.06 1.71 4.50
18 FRED 16.30 21 Apr '17 49 17.50 0.860 1.70 23 0.853 2.60 91 26.38 1.71 4.30
19 MACK 3.10 21 Apr '17 49 3.00 0.554 0.40 20 1.126 0.20 500 19.35 1.68 0.60
20 BCRX 7.68 16 Jun '17 105 8.00 0.813 1.32 11 0.864 1.52 40 36.98 1.68 2.84
21 IMGN 3.44 21 Apr '17 49 3.00 0.835 0.70 100 0.812 0.10 1 23.26 1.65 0.80
22 GNC 8.25 16 Jun '17 105 7.50 0.833 1.85 38 0.785 0.90 62 33.33 1.62 2.75
23 BCRX 7.68 21 Apr '17 49 7.00 0.692 1.30 72 0.912 0.50 25 23.44 1.60 1.80
24 DSX 3.94 16 Jun '17 105 3.00 0.761 1.25 2 0.831 0.20 78 36.80 1.59 1.45
25 GNC 8.25 16 Jun '17 105 10.00 0.767 0.85 33 0.758 2.40 10 39.39 1.52 3.25
26 CLNE 2.54 16 Jun '17 105 2.00 0.777 0.75 20 0.741 0.10 2 33.53 1.52 0.85
27 NMBL 8.63 21 Apr '17 49 7.50 0.781 1.60 5 0.723 0.25 52 21.44 1.50 1.85
28 RIGL 2.86 16 Jun '17 105 2.50 0.691 0.80 8 0.807 0.05 10 29.72 1.50 0.85
29 MUX 3.29 19 May '17 77 4.00 0.657 0.25 124 0.821 0.80 60 31.91 1.48 1.05
30 RAD 5.45 21 Apr '17 49 5.00 0.731 0.84 153 0.738 0.36 9,012 22.02 1.47 1.20
31 IMMU 5.15 19 May '17 77 5.00 0.748 0.90 15 0.700 0.50 100 27.18 1.45 1.40
32 GNC 8.25 21 Apr '17 49 7.50 0.739 1.30 248 0.707 0.45 1,203 21.21 1.45 1.75
33 GV 7.85 16 Jun '17 105 7.50 0.714 1.40 9 0.716 0.90 3 29.30 1.43 2.30
34 KERX 4.82 21 Apr '17 49 5.00 0.705 0.45 295 0.706 0.40 10 17.63 1.41 0.85
35 VXX 17.54 16 Jun '17 105 18.00 0.690 2.41 257 0.717 2.93 152 30.44 1.41 5.34
36 EVC 6.10 19 May '17 77 5.00 0.713 1.55 126 0.666 0.20 7 28.69 1.38 1.75
37 FUEL 3.23 21 Apr '17 49 4.00 0.743 0.20 1 0.634 0.65 20 26.32 1.38 0.85
38 VXX 17.54 19 May '17 77 18.00 0.674 1.98 37 0.702 2.49 142 25.48 1.38 4.47
39 CLNE 2.54 16 Jun '17 105 3.00 0.700 0.25 60 0.654 0.60 8 33.53 1.35 0.85
40 OCLR 9.60 21 Apr '17 49 9.00 0.701 1.35 443 0.640 0.55 973 19.79 1.34 1.90
41 TXMD 6.91 21 Apr '17 49 7.50 0.622 0.45 213 0.713 0.95 220 20.26 1.33 1.40
42 ASNA 4.43 21 Apr '17 49 5.00 0.658 0.25 305 0.676 0.75 40 22.55 1.33 1.00
43 NMBL 8.63 19 May '17 77 7.50 0.668 1.75 60 0.654 0.40 1 24.91 1.32 2.15
44 ATW 10.36 16 Jun '17 105 10.00 0.674 1.75 10 0.634 1.10 10 27.51 1.31 2.85
45 HMY 2.38 19 May '17 77 2.50 0.665 0.30 506 0.643 0.30 10 25.21 1.31 0.60
46 CLD 4.57 21 Apr '17 49 5.00 0.695 0.35 100 0.611 0.65 175 21.88 1.31 1.00
47 SPWR 8.13 21 Apr '17 49 8.00 0.614 0.83 25 0.692 0.71 59 18.94 1.31 1.54
48 SPWR 8.13 7 Apr '17 35 8.50 0.632 0.54 3 0.673 0.87 1 17.34 1.30 1.41
49 SPWR 8.13 16 Jun '17 105 8.00 0.577 1.21 2 0.721 1.14 10 28.91 1.30 2.35
50 AXAS 2.10 16 Jun '17 105 2.50 0.629 0.25 385 0.667 0.45 8 33.25 1.30 0.70
51 DNR 2.65 16 Jun '17 105 2.50 0.675 0.50 1,010 0.621 0.20 1 26.42 1.30 0.70
52 OCLR 9.60 21 Apr '17 49 10.00 0.655 0.80 2,028 0.634 1.05 87 19.27 1.29 1.85
53 AG 8.21 21 Apr '17 49 8.00 0.647 0.90 178 0.635 0.60 335 18.27 1.28 1.50
54 WTW 17.79 21 Apr '17 49 18.00 0.475 1.20 39 0.804 2.00 38 17.99 1.28 3.20
55 CLF 10.12 19 May '17 77 10.00 0.647 1.27 10,344 0.632 1.09 4 23.32 1.28 2.36
56 ASNA 4.43 16 Jun '17 105 5.00 0.641 0.45 52 0.638 0.90 3 30.44 1.28 1.35
57 CENX 14.35 16 Jun '17 105 14.00 0.640 2.17 8 0.627 1.68 9 26.83 1.27 3.85
58 AMD 13.03 21 Apr '17 49 13.00 0.624 1.21 3,721 0.611 1.14 1,827 18.04 1.24 2.35
59 AKS 8.34 16 Jun '17 105 8.00 0.615 1.26 40 0.611 0.89 26 25.78 1.23 2.15
60 EXEL 23.08 21 Apr '17 49 23.00 0.616 2.30 42 0.601 1.80 30 17.76 1.22 4.10
61 NVDQ 7.70 21 Apr '17 49 7.50 0.581 0.90 100 0.628 0.40 5 16.88 1.21 1.30
62 ICON 7.64 19 May '17 77 7.50 0.616 1.00 25 0.592 0.70 93 22.25 1.21 1.70
63 SGYP 5.70 21 Apr '17 49 5.50 0.479 0.75 33 0.729 0.40 384 20.18 1.21 1.15
64 VXX 17.54 21 Apr '17 49 18.00 0.582 1.30 1,713 0.614 1.82 633 17.79 1.20 3.12
65 CLF 10.12 7 Apr '17 35 10.00 0.603 0.83 45 0.591 0.66 12 14.72 1.19 1.49
66 FIT 6.07 19 May '17 77 6.00 0.598 0.72 11 0.590 0.60 312 21.75 1.19 1.32
67 AKS 8.34 21 Apr '17 49 8.00 0.593 0.91 102 0.594 0.54 185 17.39 1.19 1.45
68 GRPN 4.02 19 May '17 77 4.00 0.607 0.50 135 0.574 0.39 7 22.14 1.18 0.89
69 CLF 10.12 21 Apr '17 49 10.00 0.595 0.96 10,575 0.585 0.78 59 17.19 1.18 1.74
70 AMD 13.03 7 Apr '17 35 13.00 0.595 0.98 316 0.586 0.91 355 14.50 1.18 1.89
71 CENX 14.35 21 Apr '17 49 14.00 0.593 1.46 9 0.584 1.00 1 17.14 1.18 2.46
72 ESV 9.91 21 Apr '17 49 9.00 0.591 1.40 110 0.584 0.35 104 17.66 1.18 1.75
73 AMD 13.03 7 Apr '17 35 13.50 0.591 0.76 276 0.579 1.19 65 14.97 1.17 1.95
74 PEIX 7.65 21 Apr '17 49 7.00 0.607 1.10 20 0.557 0.30 2 18.30 1.16 1.40
75 SWN 7.71 16 Jun '17 105 7.00 0.591 1.34 229 0.573 0.57 203 24.77 1.16 1.91
76 CDE 8.18 16 Jun '17 105 9.00 0.593 0.80 30 0.570 1.45 11 27.51 1.16 2.25
77 PVG 9.82 16 Jun '17 105 10.00 0.585 1.20 76 0.573 1.25 10 24.95 1.16 2.45
78 ENDP 12.25 21 Apr '17 49 12.50 0.593 1.10 224 0.565 1.10 147 17.96 1.16 2.20
79 ZIOP 6.48 21 Apr '17 49 6.00 0.457 0.95 12 0.700 0.40 61 20.83 1.16 1.35
80 HDP 9.90 19 May '17 77 10.00 0.549 1.05 60 0.606 1.00 15 20.71 1.15 2.05
81 FOLD 7.79 21 Apr '17 49 7.00 0.582 1.20 55 0.572 0.25 80 18.61 1.15 1.45
82 SSW 8.10 19 May '17 77 7.50 0.707 1.25 46 0.443 0.40 3 20.37 1.15 1.65
83 SWN 7.71 16 Jun '17 105 8.00 0.584 0.85 23 0.565 1.08 364 25.03 1.15 1.93
84 PIR 6.91 16 Jun '17 105 7.00 0.535 0.85 2 0.612 0.85 1 24.60 1.15 1.70
85 VXX 17.54 7 Apr '17 35 18.00 0.555 1.01 70 0.590 1.52 23 14.42 1.14 2.53
86 KND 9.80 19 May '17 77 7.50 0.500 2.60 26 0.643 0.20 1 28.57 1.14 2.80
87 ESV 9.91 21 Apr '17 49 10.00 0.581 0.85 742 0.561 0.80 470 16.65 1.14 1.65
88 BRS 15.43 21 Apr '17 49 15.00 0.596 1.65 17 0.542 0.90 2 16.53 1.14 2.55
89 PVG 9.82 21 Apr '17 49 10.00 0.579 0.80 76 0.558 0.85 100 16.80 1.14 1.65
90 SA 9.95 21 Apr '17 49 9.00 0.527 1.40 1 0.609 0.40 6 18.09 1.14 1.80
91 X 37.74 19 May '17 77 38.00 0.571 3.85 20 0.564 4.00 38 20.80 1.13 7.85
92 SA 9.95 21 Apr '17 49 10.00 0.532 0.80 10 0.602 0.85 8 16.58 1.13 1.65
93 VXX 17.54 13 Apr '17 41 17.50 0.545 1.31 154 0.586 1.32 49 14.99 1.13 2.63
94 SWN 7.71 21 Apr '17 49 8.00 0.567 0.52 141 0.559 0.79 129 16.99 1.13 1.31
95 SWN 7.71 21 Apr '17 49 7.00 0.574 1.05 25 0.543 0.28 122 17.25 1.12 1.33
96 CHK 5.32 19 May '17 77 5.00 0.567 0.72 650 0.546 0.36 6 20.30 1.11 1.08
97 NE 6.76 16 Jun '17 105 7.00 0.568 0.72 70 0.540 0.91 302 24.11 1.11 1.63
98 SSRI 10.52 16 Jun '17 105 10.00 0.558 1.60 13 0.546 0.90 28 23.76 1.10 2.50
99 WFT 5.78 19 May '17 77 6.00 0.570 0.52 37 0.533 0.67 20 20.59 1.10 1.19
100 FOSL 17.42 16 Jun '17 105 17.00 0.526 2.35 8 0.577 1.75 9 23.54 1.10 4.10
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