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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 VSTM 3.43 15 Sep '17 17 5.00 2.990 0.50 1,206 2.50 1.761 0.05 3 16.03 4.75 0.55
2 ZN 3.28 15 Dec '17 108 5.00 1.106 0.40 200 2.50 1.759 0.45 13 25.91 2.87 0.85
3 ACRX 3.20 20 Oct '17 52 5.00 1.589 0.35 60 2.50 1.248 0.20 10 17.19 2.84 0.55
4 AXON 19.89 15 Sep '17 17 20.00 1.229 2.20 39 17.50 1.368 0.95 17 15.84 2.60 3.15
5 ACRX 3.20 15 Dec '17 108 5.00 1.390 0.55 190 2.50 1.149 0.35 5 28.12 2.54 0.90
6 PANW 130.08 1 Sep '17 3 130.00 1.232 6.10 96 129.00 1.302 5.25 20 8.73 2.53 11.35
7 PANW 130.08 1 Sep '17 3 131.00 1.242 5.65 55 130.00 1.274 5.75 25 8.76 2.52 11.40
8 UVXY 31.07 1 Sep '17 3 31.50 1.197 1.16 770 32.00 1.288 1.92 1,898 9.91 2.49 3.08
9 TLRD 11.94 15 Sep '17 17 11.00 1.263 1.75 58 10.00 1.198 0.40 17 18.01 2.46 2.15
10 UVXY 31.07 1 Sep '17 3 31.50 1.197 1.16 770 31.00 1.234 1.34 2,143 8.05 2.43 2.50
11 TLRD 11.94 15 Sep '17 17 12.00 1.192 1.20 91 11.00 1.220 0.80 14 16.75 2.41 2.00
12 UVXY 31.07 8 Sep '17 10 31.50 1.163 2.24 296 31.00 1.210 2.29 235 14.58 2.37 4.53
13 UVXY 31.07 8 Sep '17 10 31.50 1.163 2.24 296 32.00 1.206 2.88 626 16.48 2.37 5.12
14 WATT 9.38 20 Oct '17 52 7.50 1.079 2.55 1 5.00 1.288 0.10 30 28.25 2.37 2.65
15 CIEN 23.87 1 Sep '17 3 23.50 1.161 1.22 115 23.00 1.187 0.62 103 7.71 2.35 1.84
16 CIEN 23.87 1 Sep '17 3 24.00 1.160 0.95 363 23.50 1.185 0.79 112 7.29 2.34 1.74
17 UVXY 31.07 8 Sep '17 10 31.00 1.141 2.43 227 30.50 1.192 2.09 79 14.55 2.33 4.52
18 UVXY 31.07 1 Sep '17 3 31.00 1.118 1.33 2,882 30.50 1.200 1.04 1,291 7.63 2.32 2.37
19 KONA 2.90 15 Dec '17 108 5.00 1.158 0.40 4 2.50 1.095 0.30 25 24.14 2.25 0.70
20 CGI 4.75 15 Dec '17 108 5.00 1.004 1.05 201 2.50 1.231 0.15 5 25.26 2.23 1.20
21 JMEI 3.12 19 Jan '18 143 5.00 1.118 0.50 6 2.50 1.081 0.40 150 28.85 2.20 0.90
22 AVEO 3.37 15 Sep '17 17 4.00 1.103 0.15 879 3.00 1.095 0.10 95 7.42 2.20 0.25
23 CBI 11.90 1 Sep '17 3 12.00 1.037 0.55 86 11.50 1.119 0.20 66 6.30 2.16 0.75
24 ARRY 9.39 15 Sep '17 17 9.00 0.974 1.00 57 8.00 1.091 0.20 10 12.78 2.06 1.20
25 CBI 11.90 1 Sep '17 3 11.50 0.993 0.80 28 11.00 1.067 0.10 58 7.56 2.06 0.90
26 WATT 9.38 15 Sep '17 17 10.00 1.014 0.60 239 7.50 1.023 0.10 228 7.46 2.04 0.70
27 AMBA 54.23 1 Sep '17 3 54.50 0.993 1.95 77 55.00 1.034 2.25 3 7.74 2.03 4.20
28 OCUL 6.20 15 Dec '17 108 7.50 0.920 0.95 50 5.00 1.104 0.55 10 24.19 2.02 1.50
29 WATT 9.38 20 Oct '17 52 10.00 0.956 1.15 376 7.50 1.062 0.55 17 18.12 2.02 1.70
30 ADMP 5.15 15 Dec '17 108 5.00 0.820 1.05 78 2.50 1.194 0.10 460 22.33 2.01 1.15
31 AMBA 54.23 1 Sep '17 3 54.00 1.001 2.15 65 53.50 1.011 1.50 1 6.73 2.01 3.65
32 AMBA 54.23 1 Sep '17 3 54.50 0.993 1.95 77 54.00 0.983 1.75 29 6.82 1.98 3.70
33 ABEO 11.25 15 Sep '17 17 12.50 0.984 0.60 239 10.00 0.975 0.30 20 8.00 1.96 0.90
34 WATT 9.38 17 Nov '17 80 10.00 0.970 1.55 30 7.50 0.984 0.75 25 24.52 1.95 2.30
35 JNUG 21.38 1 Sep '17 3 21.00 0.771 0.98 530 20.50 1.164 0.28 210 5.89 1.93 1.26
36 NTNX 22.19 15 Sep '17 17 20.00 0.929 3.10 109 17.50 0.955 0.15 113 14.65 1.88 3.25
37 CBI 11.90 22 Sep '17 24 11.50 0.928 1.35 2 11.00 0.953 0.60 22 16.39 1.88 1.95
38 GCO 25.30 15 Sep '17 17 25.00 0.923 2.25 521 22.50 0.944 0.75 15 11.86 1.87 3.00
39 MVIS 2.25 16 Feb '18 171 3.00 0.938 0.40 10 2.00 0.909 0.35 1 33.33 1.85 0.75
40 ARRY 9.39 15 Sep '17 17 10.00 0.920 0.60 36 9.00 0.922 0.50 20 11.71 1.84 1.10
41 GCO 25.30 15 Sep '17 17 30.00 0.869 0.55 195 25.00 0.970 1.75 6 9.09 1.84 2.30
42 XXII 2.19 19 Jan '18 143 3.00 0.831 0.30 31 2.00 1.004 0.40 25 31.96 1.84 0.70
43 CBI 11.90 8 Sep '17 10 11.50 0.916 1.05 50 11.00 0.904 0.25 2 10.92 1.82 1.30
44 FRAN 7.46 15 Sep '17 17 8.00 0.874 0.45 224 7.00 0.927 0.35 4,670 10.72 1.80 0.80
45 CBI 11.90 15 Sep '17 17 11.50 0.855 1.20 9 11.00 0.920 0.45 7 13.87 1.77 1.65
46 EROS 9.55 15 Dec '17 108 7.50 0.758 2.80 100 5.00 1.015 0.15 400 30.89 1.77 2.95
47 ANW 5.10 15 Dec '17 108 5.00 0.639 0.85 20 2.50 1.133 0.10 10 18.63 1.77 0.95
48 CVNA 15.74 15 Sep '17 17 16.00 0.751 1.05 30 15.00 1.013 0.75 4 11.44 1.76 1.80
49 NTNX 22.19 15 Sep '17 17 22.50 0.885 1.60 474 20.00 0.878 0.70 120 10.37 1.76 2.30
50 CBI 11.90 15 Sep '17 17 12.00 0.851 0.90 45 11.50 0.911 0.65 752 13.03 1.76 1.55
51 MDXG 15.64 15 Sep '17 17 15.00 0.796 1.50 15 12.50 0.952 0.15 4 10.55 1.75 1.65
52 GUSH 15.96 20 Oct '17 52 16.00 0.842 2.10 2 15.00 0.893 1.55 15 22.87 1.74 3.65
53 FOLD 13.86 20 Oct '17 52 13.00 0.887 2.35 45 12.00 0.839 0.80 112 22.73 1.73 3.15
54 CBI 11.90 15 Sep '17 17 12.00 0.851 0.90 45 12.50 0.847 1.20 6 17.65 1.70 2.10
55 EROS 9.55 20 Oct '17 52 10.00 0.791 1.05 100 7.50 0.901 0.35 1,004 14.66 1.69 1.40
56 SGYP 2.98 20 Oct '17 52 3.00 0.869 0.40 70 2.50 0.823 0.10 3 16.78 1.69 0.50
57 FRED 6.21 20 Oct '17 52 7.50 0.721 0.30 20 10.00 0.971 3.80 2 66.02 1.69 4.10
58 HOS 2.66 15 Dec '17 108 3.00 0.649 0.35 2 2.00 1.039 0.20 5 20.68 1.69 0.55
59 CBI 11.90 22 Sep '17 24 12.00 0.819 1.05 3 11.50 0.869 0.75 151 15.13 1.69 1.80
60 GUSH 15.96 15 Sep '17 17 15.00 0.790 1.70 84 14.00 0.893 0.35 54 12.84 1.68 2.05
61 FOLD 13.86 15 Sep '17 17 13.00 0.831 1.55 56 12.00 0.830 0.20 5 12.63 1.66 1.75
62 MDXG 15.64 20 Oct '17 52 15.00 0.832 2.30 1 12.50 0.827 0.55 4 18.22 1.66 2.85
63 EDIT 20.88 15 Sep '17 17 20.00 0.865 2.10 206 17.50 0.787 0.20 40 11.02 1.65 2.30
64 JUNO 43.81 15 Sep '17 17 42.50 0.836 3.90 1,290 40.00 0.810 1.35 1,855 11.98 1.65 5.25
65 STON 6.50 20 Oct '17 52 7.50 0.654 0.35 53 5.00 0.990 0.20 22 8.46 1.64 0.55
66 CHS 7.83 15 Sep '17 17 8.00 0.838 0.50 497 7.00 0.803 0.20 139 8.94 1.64 0.70
67 SDLP 3.39 16 Mar '18 199 5.00 0.727 0.50 2 2.50 0.909 0.30 10 23.60 1.64 0.80
68 CHS 7.83 15 Sep '17 17 8.00 0.838 0.50 497 9.00 0.789 1.25 22 22.35 1.63 1.75
69 CLDX 2.44 19 Jan '18 143 3.00 0.878 0.40 86 2.00 0.748 0.15 100 22.54 1.63 0.55
70 HTZ 18.92 15 Sep '17 17 17.50 0.737 2.05 741 15.00 0.886 0.15 63 11.63 1.62 2.20
71 CTRP 52.16 1 Sep '17 3 52.50 0.811 1.45 325 52.00 0.812 1.35 747 5.37 1.62 2.80
72 CASC 3.63 17 Nov '17 80 4.00 0.798 0.50 2 3.00 0.822 0.20 10 19.28 1.62 0.70
73 GUSH 15.96 15 Sep '17 17 16.00 0.778 1.15 66 15.00 0.838 0.65 110 11.28 1.62 1.80
74 MDXG 15.64 15 Dec '17 108 15.00 0.776 3.00 16 12.50 0.836 1.20 38 26.85 1.61 4.20
75 HTZ 18.92 19 Jan '18 143 17.50 0.785 4.40 32 15.00 0.827 1.80 174 32.77 1.61 6.20
76 HTZ 18.92 20 Oct '17 52 17.50 0.773 2.95 29 15.00 0.837 0.70 103 19.29 1.61 3.65
77 DG 76.89 1 Sep '17 3 76.50 0.811 2.55 104 76.00 0.798 1.70 41 5.53 1.61 4.25
78 NUGT 38.60 1 Sep '17 3 39.00 0.776 0.95 1,762 38.50 0.828 1.02 330 5.10 1.60 1.97
79 OCLR 8.42 1 Sep '17 3 8.50 0.546 0.20 7 9.00 1.057 0.55 15 8.91 1.60 0.75
80 CALA 16.30 15 Sep '17 17 17.50 0.793 0.80 60 15.00 0.801 0.40 4 7.36 1.59 1.20
81 NUGT 38.60 1 Sep '17 3 39.00 0.776 0.95 1,762 39.50 0.818 1.59 217 6.58 1.59 2.54
82 DG 76.89 1 Sep '17 3 77.00 0.785 2.30 27 76.50 0.808 1.95 11 5.53 1.59 4.25
83 SDLP 3.39 15 Dec '17 108 5.00 0.747 0.25 100 2.50 0.845 0.15 9 11.80 1.59 0.40
84 PGNX 6.43 15 Sep '17 17 7.00 0.884 0.35 545 6.00 0.705 0.15 99 7.78 1.59 0.50
85 FOLD 13.86 19 Jan '18 143 13.00 0.795 3.20 57 12.00 0.794 1.45 6 33.55 1.59 4.65
86 CTRP 52.16 1 Sep '17 3 52.00 0.806 1.70 859 51.50 0.777 1.10 58 5.37 1.58 2.80
87 APRN 5.17 29 Sep '17 31 5.50 0.720 0.35 32 5.00 0.858 0.35 1 13.54 1.58 0.70
88 BLCM 10.10 15 Sep '17 17 12.50 0.851 0.15 19 10.00 0.722 0.50 95 6.44 1.57 0.65
89 NUGT 38.60 1 Sep '17 3 38.50 0.738 1.18 312 38.00 0.834 0.79 1,435 5.10 1.57 1.97
90 DUST 22.13 1 Sep '17 3 22.00 0.793 0.80 356 21.50 0.779 0.30 191 4.97 1.57 1.10
91 FNSR 24.71 15 Sep '17 17 24.00 0.774 2.10 68 23.00 0.797 0.90 33 12.14 1.57 3.00
92 DG 76.89 1 Sep '17 3 77.00 0.785 2.30 27 77.50 0.782 2.40 5 6.11 1.57 4.70
93 FOLD 13.86 19 Jan '18 143 14.00 0.787 2.75 110 13.00 0.774 2.05 1 34.63 1.56 4.80
94 NUGT 38.60 6 Oct '17 38 39.00 0.762 3.75 14 38.50 0.799 3.80 16 19.56 1.56 7.55
95 CLDR 18.52 15 Sep '17 17 20.00 0.689 0.60 7 17.50 0.872 0.75 2 7.29 1.56 1.35
96 MDXG 15.64 15 Sep '17 17 17.50 0.763 0.60 61 15.00 0.789 0.70 64 8.31 1.55 1.30
97 ZOES 13.14 15 Dec '17 108 12.50 0.708 2.40 30 10.00 0.842 0.85 107 24.73 1.55 3.25
98 FNSR 24.71 15 Sep '17 17 25.00 0.753 1.55 105 24.00 0.793 1.15 95 10.93 1.55 2.70
99 SGMO 12.80 17 Nov '17 80 13.00 0.757 1.85 60 12.00 0.789 1.25 420 24.22 1.55 3.10
100 RAD 2.34 20 Oct '17 52 2.50 0.722 0.20 1,337 2.00 0.820 0.10 108 12.82 1.54 0.30
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