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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 DVAX 9.60 18 Aug '17 44 10.00 2.046 2.55 205 9.00 2.029 2.20 10 49.48 4.08 4.75
2 OCUL 10.18 21 Jul '17 16 12.50 1.892 0.90 296 10.00 1.921 1.35 118 22.10 3.81 2.25
3 OCUL 10.18 21 Jul '17 16 10.00 1.921 1.75 242 7.50 1.868 0.40 187 21.12 3.79 2.15
4 UVXY 9.96 7 Jul '17 2 10.00 1.357 0.39 11,120 10.50 1.816 0.68 14,514 10.74 3.17 1.07
5 UVXY 9.96 28 Jul '17 23 10.00 1.327 1.38 459 10.50 1.428 1.69 56 30.82 2.75 3.07
6 UVXY 9.96 11 Aug '17 37 10.00 1.323 1.74 60 10.50 1.419 2.05 50 38.05 2.74 3.79
7 UVXY 9.96 4 Aug '17 30 10.00 1.331 1.58 459 10.50 1.408 1.86 3 34.54 2.74 3.44
8 UVXY 9.96 21 Jul '17 16 10.00 1.269 1.05 1,484 10.50 1.435 1.45 62 25.10 2.70 2.50
9 UVXY 9.96 4 Aug '17 30 10.00 1.331 1.58 459 9.50 1.356 1.15 114 27.41 2.69 2.73
10 UVXY 9.96 11 Aug '17 37 10.00 1.323 1.74 60 9.50 1.363 1.33 50 30.82 2.69 3.07
11 UVXY 9.96 14 Jul '17 9 10.00 1.233 0.79 2,175 10.50 1.447 1.13 503 19.28 2.68 1.92
12 UVXY 9.96 28 Jul '17 23 10.00 1.327 1.38 459 9.50 1.327 0.98 58 23.69 2.65 2.36
13 UVXY 9.96 4 Aug '17 30 9.50 1.337 1.74 15 9.00 1.240 0.85 67 26.00 2.58 2.59
14 UVXY 9.96 7 Jul '17 2 10.00 1.357 0.39 11,120 9.50 1.191 0.15 5,663 5.42 2.55 0.54
15 UVXY 9.96 21 Jul '17 16 10.00 1.269 1.05 1,484 9.50 1.238 0.77 253 18.27 2.51 1.82
16 SHLD 8.69 7 Jul '17 2 9.00 1.273 0.29 69 8.50 1.184 0.15 39 5.06 2.46 0.44
17 UVXY 9.96 14 Jul '17 9 10.00 1.233 0.79 2,175 9.50 1.212 0.50 1,920 12.95 2.44 1.29
18 UVXY 9.96 28 Jul '17 23 9.50 1.232 1.51 24 9.00 1.208 0.67 98 21.89 2.44 2.18
19 FMSA 3.84 18 Aug '17 44 4.00 1.115 0.60 1 3.50 1.252 0.40 100 26.04 2.37 1.00
20 ZN 3.87 15 Sep '17 72 5.00 0.860 0.45 5 2.50 1.479 0.15 50 15.50 2.34 0.60
21 FMSA 3.84 18 Aug '17 44 3.50 1.075 0.85 7 3.00 1.230 0.20 1 27.34 2.30 1.05
22 UVXY 9.96 21 Jul '17 16 9.50 1.150 1.23 52 9.00 1.154 0.49 636 17.27 2.30 1.72
23 VHC 4.50 21 Jul '17 16 5.00 1.086 0.25 10 4.00 1.215 0.15 3 8.89 2.30 0.40
24 UVXY 9.96 14 Jul '17 9 9.50 1.118 0.99 1,051 9.00 1.118 0.25 1,213 12.45 2.24 1.24
25 CGI 3.00 15 Dec '17 163 5.00 1.170 0.55 4 2.50 1.049 0.35 10 30.00 2.22 0.90
26 RAD 2.48 14 Jul '17 9 2.50 0.832 0.14 852 3.00 1.367 0.37 251 20.56 2.20 0.51
27 SHLD 8.69 14 Jul '17 9 9.00 0.977 0.46 66 8.50 1.154 0.45 22 10.47 2.13 0.91
28 FMSA 3.84 21 Jul '17 16 4.00 0.991 0.35 157 3.50 1.124 0.15 120 13.02 2.11 0.50
29 JNUG 17.18 7 Jul '17 2 17.00 0.900 0.71 305 16.50 1.184 0.25 256 5.59 2.08 0.96
30 VHC 4.50 18 Aug '17 44 5.00 1.025 0.60 40 4.00 1.058 0.30 40 20.00 2.08 0.90
31 JNUG 17.18 7 Jul '17 2 17.50 0.903 0.42 590 17.00 1.161 0.36 230 4.54 2.06 0.78
32 GNW 3.73 15 Sep '17 72 3.50 0.939 0.90 1 3.00 1.108 0.26 10 31.10 2.05 1.16
33 CRC 8.15 18 Aug '17 44 8.00 1.009 1.25 9 7.00 1.036 0.50 75 21.47 2.05 1.75
34 JNUG 17.18 21 Jul '17 16 17.50 0.936 1.34 51 17.00 1.080 1.27 22 15.19 2.02 2.61
35 AMRN 4.25 21 Jul '17 16 4.50 1.048 0.36 30 4.00 0.929 0.15 44 12.00 1.98 0.51
36 ZN 3.87 15 Dec '17 163 5.00 0.825 0.55 199 2.50 1.141 0.35 1 23.26 1.97 0.90
37 SHLD 8.69 21 Jul '17 16 9.00 0.816 0.50 152 8.50 1.147 0.71 1,281 13.92 1.96 1.21
38 FRED 7.37 21 Jul '17 16 7.50 0.988 0.65 422 10.00 0.946 2.55 634 43.42 1.93 3.20
39 AMRN 4.25 15 Dec '17 163 4.00 0.997 1.25 12,979 3.50 0.929 0.50 10 41.18 1.93 1.75
40 DUST 32.27 7 Jul '17 2 32.50 1.015 0.95 11 32.00 0.873 0.55 3 4.65 1.89 1.50
41 SHLD 8.69 14 Jul '17 9 8.50 0.881 0.72 30 8.00 1.005 0.19 13 10.47 1.89 0.91
42 HTZ 11.03 18 Aug '17 44 10.00 0.893 1.95 80 7.50 0.985 0.15 20 19.04 1.88 2.10
43 BLCM 11.91 18 Aug '17 44 12.50 0.937 1.40 31 10.00 0.931 0.50 60 15.95 1.87 1.90
44 CRC 8.15 21 Jul '17 16 9.00 0.850 0.35 10 10.00 0.970 1.85 60 26.99 1.82 2.20
45 BLCM 11.91 21 Jul '17 16 12.50 0.878 0.65 32 10.00 0.940  0 5 5.46 1.82 0.65
46 OMER 20.48 18 Aug '17 44 20.00 0.856 2.90 67 19.00 0.961 1.80 7 22.95 1.82 4.70
47 SHLD 8.69 21 Jul '17 16 8.50 0.668 0.72 200 8.00 1.148 0.48 117 13.81 1.82 1.20
48 OMER 20.48 21 Jul '17 16 21.00 0.835 1.40 28 20.00 0.971 1.15 17 12.45 1.81 2.55
49 CNAT 6.20 19 Jan '18 198 7.50 0.924 1.35 12 5.00 0.870 0.80 10 34.68 1.79 2.15
50 NUGT 28.95 7 Jul '17 2 29.00 0.859 0.73 1,370 28.50 0.913 0.52 334 4.32 1.77 1.25
51 CBI 19.31 7 Jul '17 2 19.50 0.854 0.45 188 19.00 0.911 0.30 116 3.88 1.76 0.75
52 CBI 19.31 7 Jul '17 2 19.00 0.801 0.70 254 18.50 0.959 0.15 123 4.40 1.76 0.85
53 HTZ 11.03 18 Aug '17 44 12.50 0.825 0.75 229 15.00 0.936 4.10 21 43.97 1.76 4.85
54 AMD 13.19 7 Jul '17 2 13.50 0.857 0.21 22,499 14.00 0.893 0.87 369 8.19 1.75 1.08
55 NUGT 28.95 7 Jul '17 2 29.00 0.859 0.73 1,370 29.50 0.891 1.04 110 6.11 1.75 1.77
56 HTZ 11.03 18 Aug '17 44 12.50 0.825 0.75 229 10.00 0.916 0.85 252 14.51 1.74 1.60
57 CRC 8.15 17 Nov '17 135 9.00 0.865 1.50 4 10.00 0.874 2.90 1 53.99 1.74 4.40
58 CRC 8.15 21 Jul '17 16 9.00 0.850 0.35 10 8.00 0.887 0.45 60 9.82 1.74 0.80
59 MVIS 2.15 17 Nov '17 135 3.00 0.885 0.30 13 2.00 0.849 0.30 10 27.91 1.73 0.60
60 NUGT 28.95 4 Aug '17 30 29.00 0.850 2.82 3 29.50 0.883 3.15 1 20.62 1.73 5.97
61 CBI 19.31 7 Jul '17 2 19.50 0.854 0.45 188 20.00 0.874 0.85 22 6.73 1.73 1.30
62 NUGT 28.95 4 Aug '17 30 28.50 0.845 3.05 1 28.00 0.881 2.36 3 18.69 1.73 5.41
63 SGYP 4.60 21 Jul '17 16 5.00 0.774 0.20 540 5.50 0.949 0.85 10 22.83 1.72 1.05
64 NUGT 28.95 7 Jul '17 2 28.50 0.828 1.01 753 28.00 0.894 0.34 687 4.66 1.72 1.35
65 CEMP 4.50 20 Oct '17 107 4.00 0.966 1.20 10 4.50 0.749 0.60 1 40.00 1.71 1.80
66 ALDR 11.90 21 Jul '17 16 12.50 0.801 0.60 51 10.00 0.905 0.15 2 6.30 1.71 0.75
67 NUGT 28.95 28 Jul '17 23 29.00 0.837 2.44 37 28.50 0.864 2.22 8 16.10 1.70 4.66
68 WLL 5.34 28 Jul '17 23 5.50 0.803 0.40 104 5.00 0.871 0.27 460 12.55 1.67 0.67
69 AMD 13.19 7 Jul '17 2 13.50 0.857 0.21 22,499 13.00 0.817 0.21 9,802 3.18 1.67 0.42
70 FRED 7.37 15 Sep '17 72 7.50 0.797 1.10 30 5.00 0.873 0.15 80 16.96 1.67 1.25
71 CRR 6.83 18 Aug '17 44 7.00 0.766 0.75 10 6.00 0.903 0.40 50 16.84 1.67 1.15
72 CEMP 4.50 21 Jul '17 16 4.00 1.135 0.85 5 4.50 0.533 0.15 3 22.22 1.67 1.00
73 GNC 8.58 18 Aug '17 44 10.00 0.807 0.50 25 7.50 0.852 0.45 26 11.07 1.66 0.95
74 NUGT 28.95 21 Jul '17 16 29.00 0.800 1.93 280 28.50 0.842 1.74 29 12.68 1.64 3.67
75 NUGT 28.95 21 Jul '17 16 28.50 0.800 2.18 42 28.00 0.835 1.51 58 12.75 1.64 3.69
76 AREX 3.28 20 Oct '17 107 3.00 0.582 0.70 20 2.00 1.050 0.10 12 24.39 1.63 0.80
77 NUGT 28.95 14 Jul '17 9 28.50 0.803 1.71 238 28.00 0.826 1.02 40 9.43 1.63 2.73
78 NUGT 28.95 14 Jul '17 9 29.00 0.799 1.45 581 29.50 0.825 1.76 101 11.09 1.62 3.21
79 AUPH 6.35 20 Oct '17 107 7.50 0.763 0.70 301 5.00 0.861 0.40 15 17.32 1.62 1.10
80 NUGT 28.95 14 Jul '17 9 29.00 0.799 1.45 581 28.50 0.823 1.23 20 9.26 1.62 2.68
81 WLL 5.34 28 Jul '17 23 5.50 0.803 0.40 104 6.00 0.816 0.84 12 23.22 1.62 1.24
82 ACHN 5.15 18 Aug '17 44 6.00 0.940 0.45 867 5.00 0.672 0.35 22 15.53 1.61 0.80
83 CBI 19.31 14 Jul '17 9 19.00 0.760 1.15 19 18.50 0.848 0.55 4 8.80 1.61 1.70
84 FRED 7.37 20 Oct '17 107 7.50 0.794 1.30 7 10.00 0.812 3.00 68 58.34 1.61 4.30
85 VXX 12.92 7 Jul '17 2 13.00 0.688 0.23 13,146 13.50 0.915 0.70 1,422 7.20 1.60 0.93
86 CUDA 23.10 21 Jul '17 16 22.50 0.800 1.85 6 20.00 0.802 0.35 32 9.52 1.60 2.20
87 CEMP 4.50 19 Jan '18 198 4.50 0.841 1.20 5 4.00 0.760 0.65 10 41.11 1.60 1.85
88 CARA 15.30 17 Nov '17 135 17.50 0.747 2.20 49 15.00 0.849 2.75 37 32.35 1.60 4.95
89 SM 16.42 18 Aug '17 44 15.00 0.782 2.60 33 12.50 0.808 0.30 60 17.66 1.59 2.90
90 AMD 13.19 4 Aug '17 30 13.50 0.793 1.12 160 13.00 0.795 1.05 126 16.45 1.59 2.17
91 HTZ 11.03 20 Oct '17 107 12.50 0.750 1.35 53 10.00 0.829 1.30 17 24.03 1.58 2.65
92 AMD 13.19 4 Aug '17 30 13.50 0.793 1.12 160 14.00 0.785 1.62 149 20.77 1.58 2.74
93 CBI 19.31 21 Jul '17 16 19.00 0.775 1.45 209 18.50 0.802 0.85 20 11.91 1.58 2.30
94 ADMP 5.55 18 Aug '17 44 7.50 0.847 0.30 11 5.00 0.729 0.15 40 8.11 1.58 0.45
95 WLL 5.34 14 Jul '17 9 5.50 0.788 0.20 614 5.00 0.787 0.11 170 5.81 1.58 0.31
96 SN 6.88 20 Oct '17 107 7.00 0.709 1.05 15 6.00 0.866 0.75 10 26.16 1.57 1.80
97 SN 6.88 20 Oct '17 107 7.00 0.709 1.05 15 8.00 0.864 1.90 60 42.88 1.57 2.95
98 BDSI 2.80 15 Dec '17 163 3.00 0.748 0.60 12 2.00 0.824  0 5 21.43 1.57 0.60
99 IMGN 7.30 21 Jul '17 16 8.00 0.754 0.25 220 7.00 0.814 0.25 71 6.85 1.57 0.50
100 SN 6.88 21 Jul '17 16 7.00 0.703 0.45 85 6.00 0.863 0.10 10 7.99 1.57 0.55
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