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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 AEZS 3.05 19 May '17 50 5.00 2.576 0.80 5 2.50 2.403 0.60 70 45.90 4.98 1.40
2 JDST 15.19 21 Apr '17 22 15.00 1.396 2.25 38 14.00 1.362 1.25 33 23.04 2.76 3.50
3 JDST 15.19 21 Apr '17 22 16.00 1.301 1.75 97 15.00 1.355 1.70 8 22.71 2.66 3.45
4 UVXY 15.61 28 Apr '17 29 16.00 1.175 2.00 103 16.50 1.240 2.54 4 29.08 2.42 4.54
5 UVXY 15.61 5 May '17 36 16.00 1.173 2.18 4 15.50 1.179 2.22 2 28.19 2.35 4.40
6 UVXY 15.61 28 Apr '17 29 16.00 1.175 2.00 103 15.50 1.157 1.91 324 25.05 2.33 3.91
7 UVXY 15.61 5 May '17 36 15.50 1.145 2.34 20 15.00 1.176 1.89 10 27.10 2.32 4.23
8 SHLD 11.75 7 Apr '17 8 11.50 1.018 0.85 48 11.00 1.256 0.43 60 10.89 2.27 1.28
9 UVXY 15.61 28 Apr '17 29 15.50 1.151 2.07 51 15.00 1.114 1.58 42 23.38 2.27 3.65
10 ITCI 16.26 21 Apr '17 22 17.50 1.138 1.40 79 15.00 1.119 0.95 4 14.45 2.26 2.35
11 ACRX 3.10 15 Sep '17 169 5.00 1.099 0.50 10 2.50 1.032 0.45 1 30.65 2.13 0.95
12 AUPH 7.01 19 May '17 50 7.50 0.987 0.85 672 5.00 1.106 0.25 365 15.69 2.09 1.10
13 AVXL 5.76 21 Apr '17 22 7.50 1.091 0.25 86 5.00 0.932 0.10 135 6.08 2.02 0.35
14 NLNK 23.12 16 Jun '17 78 24.00 1.006 4.10 167 23.00 1.012 4.00 17 35.03 2.02 8.10
15 UVXY 15.61 21 Apr '17 22 16.00 0.956 1.31 923 16.50 1.057 2.10 106 21.84 2.01 3.41
16 SHLD 11.75 21 Apr '17 22 12.00 0.714 0.83 221 12.50 1.265 1.81 1 22.47 1.98 2.64
17 SHLD 11.75 21 Apr '17 22 11.50 0.716 1.05 31 11.00 1.256 0.94 318 16.94 1.97 1.99
18 SHLD 11.75 7 Apr '17 8 12.00 0.735 0.55 11 11.50 1.231 0.65 7 10.21 1.97 1.20
19 SHLD 11.75 21 Apr '17 22 12.00 0.714 0.83 221 11.50 1.245 1.20 45 17.28 1.96 2.03
20 UVXY 15.61 21 Apr '17 22 16.00 0.956 1.31 923 15.50 0.990 1.44 162 17.62 1.95 2.75
21 UVXY 15.61 13 Apr '17 14 16.00 0.977 1.04 81 16.50 0.952 1.64 17 17.17 1.93 2.68
22 KPTI 12.78 21 Apr '17 22 12.50 0.894 1.40 27 10.00 1.029 0.15 1 12.13 1.92 1.55
23 GERN 2.21 15 Sep '17 169 3.00 0.974 0.40 68 2.00 0.936 0.40 20 36.20 1.91 0.80
24 RAD 4.42 21 Jul '17 113 4.00 0.945 1.13 267 3.50 0.962 0.40 28 34.62 1.91 1.53
25 CRBP 7.95 21 Apr '17 22 10.00 0.944 0.20 12,878 7.50 0.944 0.40 2,236 7.55 1.89 0.60
26 UVXY 15.61 7 Apr '17 8 16.00 0.890 0.67 1,217 16.50 0.991 1.44 15 13.52 1.88 2.11
27 TXMD 7.06 19 May '17 50 7.50 0.891 0.95 159 5.00 0.990 0.15 141 15.58 1.88 1.10
28 UVXY 15.61 21 Apr '17 22 15.50 0.920 1.47 193 15.00 0.959 1.12 271 16.59 1.88 2.59
29 UVXY 15.61 13 Apr '17 14 16.00 0.977 1.04 81 15.50 0.885 0.97 101 12.88 1.86 2.01
30 AUPH 7.01 20 Oct '17 204 7.50 0.958 1.90 50 5.00 0.895 0.70 15 37.09 1.85 2.60
31 EGLE 5.79 21 Apr '17 22 7.50 1.076 0.30 130 5.00 0.764 0.05 105 6.04 1.84 0.35
32 TXMD 7.06 16 Jun '17 78 7.50 0.905 1.10 19 5.00 0.929 0.15 1 17.71 1.83 1.25
33 CONN 8.95 21 Apr '17 22 9.00 0.912 0.85 5 8.00 0.881 0.30 90 12.85 1.79 1.15
34 UVXY 15.61 7 Apr '17 8 16.00 0.890 0.67 1,217 15.50 0.897 0.75 2,856 9.10 1.79 1.42
35 CRBP 7.95 19 May '17 50 10.00 0.968 0.55 785 7.50 0.799 0.65 124 15.09 1.77 1.20
36 RAD 4.42 21 Jul '17 113 4.50 0.906 0.89 740 4.00 0.859 0.56 1,080 32.81 1.76 1.45
37 FUEL 5.23 19 May '17 50 5.00 0.835 0.85 21 4.00 0.921 0.10 6 18.16 1.76 0.95
38 UVXY 15.61 13 Apr '17 14 15.50 0.893 1.18 88 15.00 0.846 0.68 241 11.92 1.74 1.86
39 BCRX 8.32 16 Jun '17 78 8.00 0.864 1.71 20 7.00 0.863 0.48 1 26.32 1.73 2.19
40 FRED 13.57 21 Apr '17 22 15.00 0.845 0.70 21 12.50 0.867 0.50 97 8.84 1.71 1.20
41 RAD 4.42 21 Jul '17 113 4.50 0.906 0.89 740 5.00 0.802 1.10 345 45.02 1.71 1.99
42 RAD 4.42 13 Apr '17 14 4.50 0.741 0.49 9 4.00 0.965 0.05 10 12.22 1.71 0.54
43 DVAX 6.05 19 May '17 50 7.00 0.878 0.65 10 6.00 0.818 0.65 20 21.49 1.70 1.30
44 GNC 7.34 16 Jun '17 78 7.50 0.829 1.10 1 10.00 0.836 3.00 1 55.86 1.66 4.10
45 IMMU 6.54 21 Apr '17 22 6.00 0.788 0.85 72 5.50 0.869 0.10 33 14.53 1.66 0.95
46 RAD 4.42 18 Aug '17 141 4.50 0.811 0.95 17 4.00 0.840 0.66 523 36.43 1.65 1.61
47 UVXY 15.61 7 Apr '17 8 15.50 0.821 0.84 742 15.00 0.820 0.47 1,486 8.39 1.64 1.31
48 INSY 10.99 19 May '17 50 11.00 0.558 0.95 16 10.00 1.072 1.00 10 17.74 1.63 1.95
49 RAD 4.42 21 Apr '17 22 4.50 0.776 0.49 122 4.00 0.853 0.16 519 14.71 1.63 0.65
50 GNC 7.34 21 Apr '17 22 7.50 0.655 0.50 42 10.00 0.963 2.55 15 41.55 1.62 3.05
51 BCRX 8.32 19 May '17 50 9.00 0.788 0.81 45 8.00 0.827 0.76 20 18.87 1.61 1.57
52 IMMU 6.54 19 May '17 50 6.00 0.812 1.10 2 5.50 0.793 0.20 10 19.88 1.61 1.30
53 VUZI 6.15 21 Jul '17 113 7.50 0.620 0.65 20 5.00 0.977 0.60 20 20.33 1.60 1.25
54 FUEL 5.23 21 Apr '17 22 6.00 0.784 0.25 31 5.00 0.809 0.25 40 9.56 1.59 0.50
55 RAD 4.42 21 Apr '17 22 4.50 0.776 0.49 122 5.00 0.805 0.70 1,309 26.92 1.58 1.19
56 EROS 10.10 21 Apr '17 22 12.50 0.791 0.20 5 10.00 0.788 0.70 69 8.91 1.58 0.90
57 BPT 19.70 21 Apr '17 22 17.50 0.793 2.50 51 15.00 0.784 0.15 15 13.45 1.58 2.65
58 CRC 14.34 19 May '17 50 15.00 0.792 1.50 10 16.00 0.784 2.60 5 28.59 1.58 4.10
59 RAD 4.42 28 Apr '17 29 4.50 0.736 0.40 6 4.00 0.837 0.15 31 12.44 1.57 0.55
60 EROS 10.10 16 Jun '17 78 10.00 0.703 1.45 558 7.50 0.861 0.35 1 17.82 1.56 1.80
61 SGYP 4.66 19 Jan '18 295 5.00 0.799 1.25 62 5.50 0.764 1.65 2 62.23 1.56 2.90
62 NBIX 41.78 21 Apr '17 22 42.00 0.808 3.40 200 41.00 0.753 2.50 16 14.12 1.56 5.90
63 RAD 4.42 18 Aug '17 141 4.50 0.811 0.95 17 5.00 0.747 1.17 60 47.96 1.56 2.12
64 CRC 14.34 21 Apr '17 22 14.00 0.773 1.35 21 13.00 0.775 0.45 12 12.55 1.55 1.80
65 ARRY 9.08 21 Apr '17 22 10.00 0.658 0.30 4 11.00 0.879 1.95 14 24.78 1.54 2.25
66 IMMU 6.54 19 May '17 50 7.00 0.735 0.55 35 6.00 0.802 0.40 31 14.53 1.54 0.95
67 OMER 15.63 21 Apr '17 22 15.00 0.653 1.45 80 14.00 0.864 0.40 92 11.84 1.52 1.85
68 INSY 10.99 21 Apr '17 22 11.00 0.585 0.65 106 10.00 0.915 0.50 2 10.46 1.50 1.15
69 OMER 15.63 19 May '17 50 15.00 0.603 1.85 244 14.00 0.891 1.05 15 18.55 1.49 2.90
70 OMER 15.63 21 Apr '17 22 16.00 0.642 0.85 218 15.00 0.842 0.80 13 10.56 1.48 1.65
71 ANGI 5.75 19 May '17 50 7.50 0.683 0.20 1 5.00 0.799 0.30 52 8.70 1.48 0.50
72 OMER 15.63 19 May '17 50 16.00 0.590 1.45 121 15.00 0.889 1.55 16 19.19 1.48 3.00
73 CRC 14.34 21 Apr '17 22 15.00 0.730 0.95 39 16.00 0.744 2.05 13 20.92 1.47 3.00
74 PES 3.85 15 Sep '17 169 5.00 0.670 0.40 30 2.50 0.801 0.10 35 12.99 1.47 0.50
75 BBRY 6.95 7 Apr '17 8 7.00 0.739 0.30 3,096 7.50 0.729 0.59 60 12.81 1.47 0.89
76 ARRY 9.08 19 May '17 50 9.00 0.758 1.15 14 8.00 0.707 0.35 10 16.52 1.47 1.50
77 ARRY 9.08 19 May '17 50 10.00 0.764 0.75 45 9.00 0.699 0.85 151 17.62 1.46 1.60
78 BBRY 6.95 7 Apr '17 8 7.00 0.739 0.30 3,096 6.50 0.719 0.11 1,124 5.90 1.46 0.41
79 CARA 18.76 21 Apr '17 22 20.00 0.673 0.90 543 17.50 0.785 0.75 289 8.80 1.46 1.65
80 AMD 14.05 5 May '17 36 14.00 0.738 1.33 274 13.50 0.718 0.94 31 16.16 1.46 2.27
81 EPE 4.60 19 May '17 50 5.00 0.670 0.45 100 4.00 0.781 0.10 10 11.96 1.45 0.55
82 ANGI 5.75 18 Aug '17 141 7.50 0.685 0.50 86 5.00 0.745 0.60 90 19.13 1.43 1.10
83 SDLP 3.50 15 Sep '17 169 5.00 0.640 0.25 30 2.50 0.790 0.20 30 12.86 1.43 0.45
84 ZIOP 6.45 21 Jul '17 113 7.00 0.639 0.75 65 8.00 0.789 2.00 110 42.64 1.43 2.75
85 AMD 14.05 5 May '17 36 14.50 0.707 1.09 115 14.00 0.710 1.18 15 16.16 1.42 2.27
86 CLDX 3.60 18 Aug '17 141 4.00 0.728 0.55 21 3.00 0.680 0.20 7 20.83 1.41 0.75
87 CUDA 23.18 21 Apr '17 22 22.50 0.687 2.15 12 20.00 0.717 0.30 1 10.57 1.40 2.45
88 HCLP 16.90 19 May '17 50 15.00 0.678 2.90 20 12.50 0.722 0.15 3 18.05 1.40 3.05
89 CRK 8.85 16 Jun '17 78 9.00 0.669 1.15 7 8.00 0.729 0.65 100 20.34 1.40 1.80
90 FOLD 7.21 21 Jul '17 113 8.00 0.717 1.15 8 7.00 0.673 0.70 62 25.66 1.39 1.85
91 PACB 5.17 16 Jun '17 78 7.50 0.817 0.30 150 5.00 0.569 0.40 25 13.54 1.39 0.70
92 PIR 7.18 21 Apr '17 22 7.00 0.596 0.55 35 6.00 0.786 0.05 15 8.36 1.38 0.60
93 SBLK 12.00 21 Apr '17 22 12.50 0.585 0.65 2 10.00 0.794 0.05 4 5.83 1.38 0.70
94 ARRY 9.08 16 Jun '17 78 10.00 0.687 0.85 1 9.00 0.688 1.05 50 20.93 1.37 1.90
95 BCRX 8.32 21 Apr '17 22 9.00 0.682 0.42 30 8.00 0.683 0.33 12 9.01 1.36 0.75
96 HCLP 16.90 19 May '17 50 17.50 0.664 1.50 29 15.00 0.694 0.75 21 13.31 1.36 2.25
97 SGYP 4.66 19 May '17 50 5.00 0.647 0.40 68 4.50 0.706 0.25 15 13.95 1.35 0.65
98 LABD 10.52 21 Apr '17 22 11.00 0.728 0.65 153 10.00 0.624 0.30 2 9.03 1.35 0.95
99 NQ 4.10 16 Jun '17 78 4.00 0.737 0.69 29 3.50 0.609 0.13 45 20.00 1.35 0.82
100 CUDA 23.18 21 Apr '17 22 25.00 0.678 0.95 42 22.50 0.667 1.10 11 8.84 1.35 2.05
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