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# Stock Stock
Price
Expiry Days Short Call Short Put % of
Stock
IVol
Sum
Price
Strike IVol Price Volume Strike IVol Price Volume
1 BCRX 6.45 17 Feb '17 21 6.00 1.863 1.35 53 5.00 1.766 0.30 5 25.58 3.63 1.65
2 BCRX 6.45 17 Feb '17 21 7.00 1.711 0.85 164 6.00 1.724 0.68 10 23.72 3.44 1.53
3 TRVN 6.59 17 Feb '17 21 7.50 1.477 0.75 12 5.00 1.830 0.35 100 16.69 3.31 1.10
4 BCEI 2.51 21 Apr '17 84 5.00 1.447 0.45 5 2.50 1.615 0.55 132 39.84 3.06 1.00
5 IMMU 4.65 17 Feb '17 21 4.50 1.381 0.75 3 4.00 1.580 0.35 1,364 23.66 2.96 1.10
6 JNUG 8.36 3 Feb '17 7 8.50 1.436 0.65 1,440 9.00 1.472 0.95 391 19.14 2.91 1.60
7 JNUG 8.36 17 Feb '17 21 8.00 1.400 1.35 159 7.50 1.496 0.65 15 23.92 2.90 2.00
8 JNUG 8.36 3 Feb '17 7 8.00 1.428 0.90 585 7.50 1.465 0.25 1,914 13.76 2.89 1.15
9 JNUG 8.36 3 Mar '17 35 8.50 1.323 1.45 401 9.00 1.565 1.75 10 38.28 2.89 3.20
10 JNUG 8.36 3 Feb '17 7 8.50 1.436 0.65 1,440 8.00 1.416 0.45 167 13.16 2.85 1.10
11 JNUG 8.36 17 Feb '17 21 8.50 1.362 1.10 70 8.00 1.466 0.90 174 23.92 2.83 2.00
12 IMMU 4.65 17 Feb '17 21 5.00 1.325 0.50 5 4.50 1.498 0.40 111 19.35 2.82 0.90
13 JNUG 8.36 17 Feb '17 21 8.50 1.362 1.10 70 9.00 1.457 1.45 10 30.50 2.82 2.55
14 JNUG 8.36 10 Feb '17 14 8.00 1.347 1.20 6 7.50 1.468 0.50 71 20.33 2.81 1.70
15 JNUG 8.36 10 Feb '17 14 8.50 1.322 0.95 27 8.00 1.443 0.70 16 19.74 2.76 1.65
16 RAD 6.93 17 Feb '17 21 6.50 1.116 1.10 223 6.00 1.446 0.42 4,071 21.93 2.56 1.52
17 IMMU 4.65 17 Feb '17 21 5.00 1.325 0.50 5 5.50 1.198 0.95 1 31.18 2.52 1.45
18 NAK 3.00 17 Feb '17 21 2.00 1.444 1.10 28 3.00 1.013 0.25 50 45.00 2.46 1.35
19 CRBP 6.75 17 Mar '17 49 7.50 1.129 0.90 513 5.00 1.319 0.30 60 17.78 2.45 1.20
20 IMMU 4.65 17 Mar '17 49 4.50 1.279 1.00 2 4.00 1.165 0.35 20 29.03 2.44 1.35
21 RAD 6.93 3 Feb '17 7 7.00 1.129 0.45 4,784 6.50 1.310 0.10 638 7.94 2.44 0.55
22 TRVN 6.59 16 Jun '17 140 7.50 1.157 1.75 120 5.00 1.248 0.75 10 37.94 2.41 2.50
23 RAD 6.93 17 Feb '17 21 7.00 1.014 0.70 13,844 6.50 1.325 0.56 3,334 18.18 2.34 1.26
24 SDRL 2.86 21 Jul '17 175 3.00 0.834 0.70 20 2.50 1.441 0.80 113 52.45 2.28 1.50
25 NAK 3.00 18 Aug '17 203 3.00 1.153 1.05 130 2.00 1.096 0.30 167 45.00 2.25 1.35
26 NAK 3.00 18 Aug '17 203 2.00 1.207 1.50 2 3.00 1.038 0.85 12 78.33 2.25 2.35
27 NAK 3.00 18 Aug '17 203 4.00 1.123 0.75 1,017 2.00 1.096 0.30 167 35.00 2.22 1.05
28 MACK 3.07 17 Mar '17 49 4.00 0.934 0.20 10 5.00 1.284 1.80 1 65.15 2.22 2.00
29 NAK 3.00 19 May '17 112 4.00 1.136 0.50 28 2.00 1.076 0.15 120 21.67 2.21 0.65
30 NAK 3.00 17 Feb '17 21 3.00 1.048 0.35 151 4.00 1.162 1.00 1 45.00 2.21 1.35
31 NAK 3.00 19 May '17 112 4.00 1.136 0.50 28 3.00 1.073 0.65 12 38.33 2.21 1.15
32 IMMU 4.65 17 Mar '17 49 5.00 1.015 0.70 12 4.50 1.180 0.70 40 30.11 2.19 1.40
33 ADPT 7.79 17 Feb '17 21 10.00 1.149 0.35 1 7.50 1.044 0.55 27 11.55 2.19 0.90
34 NAK 3.00 19 May '17 112 2.00 1.109 1.30 35 3.00 1.073 0.65 12 65.00 2.18 1.95
35 NAK 3.00 19 May '17 112 3.00 1.102 0.80 16 2.00 1.076 0.15 120 31.67 2.18 0.95
36 NAK 3.00 18 Aug '17 203 4.00 1.123 0.75 1,017 3.00 1.038 0.85 12 53.33 2.16 1.60
37 SDRL 2.86 19 Jan '18 357 2.50 0.674 1.10 10 2.00 1.487 0.85 104 68.18 2.16 1.95
38 NAK 3.00 17 Mar '17 49 4.00 1.183 0.25 93 3.00 0.975 0.40 128 21.67 2.16 0.65
39 NAK 3.00 19 May '17 112 3.00 1.102 0.80 16 4.00 1.048 1.35 10 71.67 2.15 2.15
40 NAK 3.00 18 Aug '17 203 3.00 1.153 1.05 130 4.00 0.975 1.50 24 85.00 2.13 2.55
41 GPRO 10.07 3 Feb '17 7 10.50 0.835 0.32 576 11.00 1.183 1.10 5 14.10 2.02 1.42
42 UVXY 23.83 3 Mar '17 35 24.00 1.004 3.05 31 23.50 1.014 2.65 5 23.92 2.02 5.70
43 FEYE 12.60 3 Feb '17 7 13.00 1.008 0.55 867 12.50 0.980 0.60 60 9.13 1.99 1.15
44 SDRL 2.86 17 Mar '17 49 3.00 0.833 0.35 29 2.50 1.152 0.25 120 20.98 1.99 0.60
45 UVXY 23.83 17 Feb '17 21 24.00 0.970 2.16 720 24.50 1.012 2.65 54 20.18 1.98 4.81
46 AMD 10.67 3 Feb '17 7 11.00 0.979 0.45 2,662 11.50 1.002 1.10 45 14.53 1.98 1.55
47 AMD 10.67 3 Feb '17 7 11.00 0.979 0.45 2,662 10.50 0.994 0.49 1,372 8.81 1.97 0.94
48 ARLZ 4.29 17 Mar '17 49 5.00 1.020 0.40 70 4.00 0.952 0.35 2 17.48 1.97 0.75
49 AMD 10.67 3 Feb '17 7 10.50 0.960 0.67 2,621 10.00 0.996 0.28 1,697 8.90 1.96 0.95
50 FEYE 12.60 3 Feb '17 7 12.50 0.994 0.77 24 12.00 0.960 0.39 65 9.21 1.95 1.16
51 GPRO 10.07 3 Feb '17 7 10.50 0.835 0.32 576 10.00 1.109 0.55 99 8.64 1.94 0.87
52 UVXY 23.83 17 Feb '17 21 24.00 0.970 2.16 720 23.50 0.970 2.01 52 17.50 1.94 4.17
53 CRUS 60.69 3 Feb '17 7 60.50 0.961 3.50 27 60.00 0.971 2.80 1,039 10.38 1.93 6.30
54 GPRO 10.07 3 Feb '17 7 10.00 0.874 0.55 849 9.50 1.056 0.31 82 8.54 1.93 0.86
55 NAK 3.00 17 Mar '17 49 2.00 0.944 1.20 10 3.00 0.975 0.40 128 53.33 1.92 1.60
56 SDRL 2.86 17 Feb '17 21 3.00 0.797 0.20 299 3.50 1.118 0.70 2 31.47 1.91 0.90
57 UVXY 23.83 17 Feb '17 21 23.50 0.952 2.34 170 23.00 0.944 1.71 67 17.00 1.90 4.05
58 SGYP 6.27 21 Apr '17 84 7.00 0.978 0.95 282 6.00 0.902 0.85 39 28.71 1.88 1.80
59 SGYP 6.27 17 Feb '17 21 6.00 0.947 0.75 910 5.50 0.931 0.20 592 15.15 1.88 0.95
60 AKAO 15.74 17 Feb '17 21 17.50 0.959 0.95 287 15.00 0.912 0.90 295 11.75 1.87 1.85
61 SHLD 7.42 17 Feb '17 21 7.50 0.700 0.61 4 7.00 1.167 0.52 135 15.23 1.87 1.13
62 SGYP 6.27 21 Apr '17 84 6.00 0.953 1.30 264 5.50 0.914 0.60 138 30.30 1.87 1.90
63 SGYP 6.27 17 Feb '17 21 7.00 0.994 0.35 1,347 6.00 0.851 0.35 179 11.16 1.84 0.70
64 SDRL 2.86 17 Feb '17 21 3.00 0.797 0.20 299 2.50 1.047 0.10 15 10.49 1.84 0.30
65 UVXY 23.83 10 Feb '17 14 24.00 0.908 1.63 34 24.50 0.925 2.00 11 15.23 1.83 3.63
66 SHLD 7.42 17 Feb '17 21 7.50 0.700 0.61 4 8.00 1.126 1.02 3,078 21.97 1.83 1.63
67 SGYP 6.27 17 Mar '17 49 7.00 0.953 0.70 214 6.00 0.871 0.55 157 19.94 1.82 1.25
68 MACK 3.07 17 Mar '17 49 4.00 0.934 0.20 10 3.00 0.847 0.25 22 14.66 1.78 0.45
69 CARA 13.88 17 Mar '17 49 15.00 0.809 1.40 11 12.50 0.971 0.90 7 16.57 1.78 2.30
70 GNC 8.83 17 Feb '17 21 10.00 0.827 0.40 251 7.50 0.922 0.20 22 6.80 1.75 0.60
71 X 33.77 3 Feb '17 7 33.50 0.868 1.77 424 33.00 0.879 1.25 451 8.94 1.75 3.02
72 X 33.77 3 Feb '17 7 34.00 0.867 1.53 685 33.50 0.879 1.48 188 8.91 1.75 3.01
73 DSX 4.06 17 Mar '17 49 4.00 0.799 0.55 10 3.00 0.942 0.10 515 16.01 1.74 0.65
74 X 33.77 3 Feb '17 7 34.00 0.867 1.53 685 34.50 0.864 1.99 115 10.42 1.73 3.52
75 ARLZ 4.29 16 Jun '17 140 5.00 0.897 0.75 2 4.00 0.829 0.60 3 31.47 1.73 1.35
76 YRCW 15.14 17 Feb '17 21 15.00 0.826 1.31 2 14.00 0.874 0.63 1 12.81 1.70 1.94
77 WFT 5.26 3 Feb '17 7 5.50 0.849 0.17 1,013 5.00 0.840 0.12 19,091 5.51 1.69 0.29
78 AKAO 15.74 17 Feb '17 21 15.00 0.883 1.85 133 12.50 0.800 0.05 40 12.07 1.68 1.90
79 UVXY 23.83 3 Feb '17 7 24.00 0.820 1.02 1,714 24.50 0.857 1.47 613 10.45 1.68 2.49
80 CARA 13.88 17 Feb '17 21 15.00 0.814 0.70 197 12.50 0.851 0.35 46 7.56 1.67 1.05
81 WTI 3.05 21 Jul '17 175 4.00 0.698 0.55 130 3.00 0.947 0.60 50 37.70 1.65 1.15
82 SEDG 13.20 17 Feb '17 21 13.00 0.796 1.20 1 12.00 0.843 0.45 30 12.50 1.64 1.65
83 YRCW 15.14 17 Feb '17 21 16.00 0.829 0.89 16 15.00 0.805 1.02 1 12.62 1.63 1.91
84 VRX 13.47 3 Mar '17 35 13.00 0.798 1.70 5 12.50 0.831 0.78 28 18.41 1.63 2.48
85 UVXY 23.83 3 Feb '17 7 24.00 0.820 1.02 1,714 23.50 0.801 0.87 365 7.93 1.62 1.89
86 GNC 8.83 17 Mar '17 49 10.00 0.752 0.60 153 7.50 0.860 0.45 762 11.89 1.61 1.05
87 TWLO 29.44 10 Feb '17 14 29.00 0.821 2.19 70 28.50 0.788 1.31 17 11.89 1.61 3.50
88 WATT 13.61 17 Feb '17 21 15.00 0.753 0.50 471 12.50 0.854 0.55 40 7.71 1.61 1.05
89 ZIOP 5.78 21 Apr '17 84 6.00 0.627 0.65 100 5.00 0.973 0.50 22 19.90 1.60 1.15
90 ELGX 6.75 19 May '17 112 7.50 0.706 1.00 3 5.00 0.893 0.30 3 19.26 1.60 1.30
91 AMD 10.67 10 Feb '17 14 10.50 0.788 0.75 564 10.00 0.800 0.35 69 10.31 1.59 1.10
92 GPRO 10.07 17 Feb '17 21 10.50 0.568 0.39 523 11.00 1.013 1.45 76 18.27 1.58 1.84
93 ARRY 11.19 17 Mar '17 49 12.00 0.779 1.00 35 11.00 0.800 1.10 1 18.77 1.58 2.10
94 UA 25.52 3 Feb '17 7 26.00 0.747 0.90 86 25.50 0.831 0.95 4 7.25 1.58 1.85
95 INSY 9.99 17 Feb '17 21 10.00 0.633 0.80 22 9.00 0.944 0.30 1 11.01 1.58 1.10
96 CLF 9.02 10 Feb '17 14 9.00 0.782 0.57 182 8.50 0.791 0.31 14 9.76 1.57 0.88
97 TWLO 29.44 10 Feb '17 14 29.50 0.778 1.94 643 29.00 0.794 1.53 12 11.79 1.57 3.47
98 AMD 10.67 10 Feb '17 14 11.00 0.771 0.53 515 11.50 0.801 1.17 2 15.93 1.57 1.70
99 KERX 4.80 17 Mar '17 49 5.00 0.776 0.50 445 4.50 0.793 0.35 10 17.71 1.57 0.85
100 AMD 10.67 10 Feb '17 14 11.00 0.771 0.53 515 10.50 0.795 0.56 21 10.22 1.57 1.09
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