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# Stock Stock
Price
Stock
Volume
Expiry Days Strike Call Put Net
IVol
IVol Price Volume IVol Price Volume
1 SHLD 8.86 1.4M 19 Jan '18 203 9.00 0.540 1.37 36 1.585 4.03 4 -1.0447
2 SHLD 8.86 1.4M 15 Sep '17 77 9.00 0.614 0.94 122 1.517 2.50 65 -0.9025
3 SHLD 8.86 1.4M 21 Jul '17 21 9.00 0.617 0.46 178 1.321 1.20 173 -0.7034
4 SHLD 8.86 1.4M 18 Aug '17 49 9.00 0.658 0.79 10 1.339 1.80 20 -0.6804
5 SHLD 8.86 1.4M 21 Jul '17 21 8.50 0.538 0.65 1 1.159 0.79 19 -0.6205
6 AREX 3.37 1.5M 20 Oct '17 112 3.00 0.550 0.60 42 1.117 0.60 37 -0.5668
7 VUZI 6.55 405K 20 Oct '17 112 7.50 0.543 0.45 40 1.106 2.20 13 -0.5633
8 PMTS 2.85 276K 15 Dec '17 168 5.00 0.577 0.05 50 1.138 2.52 10 -0.5611
9 AVXL 5.32 287K 21 Jul '17 21 7.50 0.993 0.05 43 1.542 2.40 400 -0.5492
10 TOO 2.87 1.9M 21 Jul '17 21 2.00 0.792 0.88 10 1.340 0.05 796 -0.5477
11 SNAP 17.77 6.0M 18 Aug '17 49 18.00 0.498 1.19 129 1.033 2.80 91 -0.5354
12 VUZI 6.55 405K 19 Jan '18 203 7.50 0.532 0.70 101 1.063 2.65 16 -0.5309
13 BPT 21.60 300K 15 Sep '17 77 20.00 0.386 1.70 149 0.910 3.10 22 -0.5238
14 VUZI 6.55 405K 20 Oct '17 112 5.00 0.443 1.65 37 0.954 0.57 26 -0.5112
15 VUZI 6.55 405K 19 Jan '18 203 5.00 0.415 1.75 42 0.917 0.88 87 -0.5012
16 RAD 2.95 103.1M 14 Jul '17 14 2.50 0.643 0.47 164 1.137 0.08 549 -0.4947
17 VHC 4.55 280K 19 Jan '18 203 5.00 0.767 0.87 671 1.239 1.92 67 -0.4720
18 RAD 2.95 103.1M 7 Jul '17 7 2.50 0.640 0.45 125 1.111 0.03 2,809 -0.4717
19 SHLD 8.86 1.4M 7 Jul '17 7 8.50 0.594 0.50 207 1.065 0.35 431 -0.4710
20 RAD 2.95 103.1M 18 Aug '17 49 2.50 0.369 0.47 1,030 0.766 0.13 633 -0.3974
21 EMES 9.01 406K 7 Jul '17 7 9.00 0.996 0.50 1 0.613 0.30 20 0.3825
22 ZN 3.43 756K 18 Aug '17 49 2.50 1.333 1.15 10 1.707 0.35 25 -0.3735
23 BPT 21.60 300K 21 Jul '17 21 22.50 0.450 0.25 346 0.822 2.87 6 -0.3713
24 SHLD 8.86 1.4M 7 Jul '17 7 9.00 0.535 0.20 52 0.906 0.52 10 -0.3704
25 SNAP 17.77 6.0M 20 Oct '17 112 18.00 0.422 1.56 60 0.789 3.20 14 -0.3674
26 ZN 3.43 756K 15 Dec '17 168 5.00 0.949 0.45 46 1.299 2.33 4 -0.3504
27 TOO 2.87 1.9M 18 Aug '17 49 3.00 0.845 0.30 112 1.193 0.57 26 -0.3481
28 AVEO 2.22 9.0M 21 Jul '17 21 2.50 1.187 0.15 54 1.524 0.50 17 -0.3368
29 NAT 6.34 1.2M 20 Oct '17 112 6.00 0.436 0.66 3 0.768 0.95 362 -0.3313
30 VUZI 6.55 405K 21 Jul '17 21 7.50 0.567 0.08 47 0.894 1.19 20 -0.3274
31 SNAP 17.77 6.0M 28 Jul '17 28 18.00 0.384 0.65 34 0.706 1.51 16 -0.3216
32 TOO 2.87 1.9M 17 Nov '17 140 3.00 0.795 0.51 10 1.106 0.85 4 -0.3111
33 NAT 6.34 1.2M 18 Aug '17 49 6.00 0.362 0.53 2 0.673 0.45 152 -0.3109
34 WATT 16.26 281K 19 Jan '18 203 15.00 0.551 3.25 4 0.860 3.30 2 -0.3087
35 RAD 2.95 103.1M 7 Jul '17 7 3.00 0.689 0.09 7,685 0.997 0.19 696 -0.3082
36 AVXL 5.32 287K 19 Jan '18 203 5.00 0.777 1.35 5 1.082 1.45 409 -0.3051
37 VHC 4.55 280K 18 Aug '17 49 5.00 1.087 0.55 11 1.390 1.20 12 -0.3025
38 RH 64.52 1.3M 18 Aug '17 49 65.00 0.485 4.36 21 0.775 7.55 1 -0.2899
39 UVXY 9.74 48.5M 18 Jan '19 567 10.00 1.142 5.10 6 1.431 6.10 61 -0.2897
40 SNAP 17.77 6.0M 21 Jul '17 21 18.00 0.355 0.50 639 0.638 1.21 116 -0.2832
41 VUZI 6.55 405K 21 Jul '17 21 5.00 0.668 1.55 300 0.950 0.07 50 -0.2818
42 UMC 2.44 5.3M 21 Jul '17 21 2.50 0.513 0.07 28 0.794 0.25 101 -0.2804
43 SNAP 17.77 6.0M 14 Jul '17 14 18.00 0.344 0.38 71 0.623 0.99 59 -0.2789
44 SNAP 17.77 6.0M 19 Jan '18 203 18.00 0.451 2.30 50 0.729 3.91 14 -0.2788
45 SNAP 17.77 6.0M 21 Jul '17 21 17.50 0.313 0.68 45 0.581 0.85 583 -0.2675
46 GERN 2.77 705K 21 Jul '17 21 3.00 0.599 0.07 1 0.338 0.25 10 0.2608
47 NAT 6.34 1.2M 19 Jan '18 203 7.00 0.412 0.38 14 0.667 1.85 30 -0.2555
48 ESV 5.16 22.0M 21 Jul '17 21 6.00 0.629 0.07 305 0.379 0.85 2 0.2500
49 VSLR 5.85 666K 21 Jul '17 21 5.00 0.494 0.85 8 0.743 0.10 110 -0.2494
50 NAT 6.34 1.2M 20 Oct '17 112 7.00 0.421 0.28 43 0.669 1.45 30 -0.2485
51 QIWI 24.68 262K 21 Jul '17 21 25.00 0.994 2.20 1 1.240 3.10 7 -0.2469
52 AKBA 14.37 759K 21 Jul '17 21 12.50 0.747 2.17 1 0.504 0.10 2 0.2430
53 BZUN 22.17 1.3M 21 Jul '17 21 20.00 0.844 3.00 2 0.603 0.42 7 0.2413
54 AMRN 4.03 2.9M 21 Jul '17 21 4.00 0.585 0.24 65 0.821 0.30 32 -0.2357
55 WATT 16.26 281K 17 Nov '17 140 17.50 0.606 1.95 6 0.840 4.10 4 -0.2345
56 PIR 5.18 4.1M 21 Jul '17 21 6.00 0.428 0.02 31 0.661 0.90 24 -0.2326
57 RH 64.52 1.3M 21 Jul '17 21 65.00 0.482 2.75 120 0.712 4.65 77 -0.2305
58 CHRS 14.35 709K 21 Jul '17 21 15.00 0.443 0.35 45 0.670 1.30 15 -0.2272
59 RH 64.52 1.3M 15 Sep '17 77 65.00 0.568 6.50 15 0.795 9.60 15 -0.2265
60 EMES 9.01 406K 7 Jul '17 7 9.50 0.666 0.15 70 0.440 0.55 3 0.2257
61 SNAP 17.77 6.0M 18 Jan '19 567 18.00 0.450 4.03 2 0.673 5.60 3 -0.2229
62 BDSI 2.80 442K 18 Aug '17 49 3.00 0.683 0.20 25 0.906 0.49 10 -0.2225
63 NVCR 17.30 520K 21 Jul '17 21 15.00 0.406 2.35 1 0.625 0.22 2 -0.2196
64 GNC 8.43 1.4M 19 Jan '18 203 10.00 0.591 0.95 522 0.808 3.02 70 -0.2163
65 DRIP 22.78 376K 21 Jul '17 21 22.00 0.681 1.88 12 0.896 1.55 3 -0.2151
66 RAD 2.95 103.1M 20 Oct '17 112 2.50 0.523 0.59 33 0.738 0.25 341 -0.2146
67 UVXY 9.74 48.5M 19 Jan '18 203 10.00 1.203 3.30 57 1.417 4.08 71 -0.2138
68 TSRO 139.86 734K 7 Jul '17 7 140.00 0.593 4.51 6 0.379 3.00 3 0.2135
69 GPRO 8.13 1.8M 19 Jan '18 203 8.00 0.393 1.02 158 0.588 1.32 140 -0.1951
70 RAD 2.95 103.1M 21 Jul '17 21 2.50 0.737 0.49 1,264 0.929 0.08 3,111 -0.1921
71 ANF 12.44 3.1M 7 Jul '17 7 12.00 0.563 0.64 1 0.372 0.09 11 0.1914
72 GPRO 8.13 1.8M 21 Jul '17 21 8.00 0.370 0.35 263 0.560 0.37 142 -0.1907
73 PIR 5.18 4.1M 21 Jul '17 21 5.00 0.341 0.28 270 0.528 0.17 142 -0.1866
74 SGMO 8.80 953K 21 Jul '17 21 8.00 0.808 1.12 2 0.625 0.20 150 0.1822
75 WATT 16.26 281K 18 Aug '17 49 15.00 0.581 2.05 5 0.762 1.18 21 -0.1810
76 GNC 8.43 1.4M 15 Sep '17 77 10.00 0.691 0.54 99 0.870 2.37 90 -0.1796
77 GNC 8.43 1.4M 15 Sep '17 77 7.50 0.662 1.50 31 0.835 0.80 5 -0.1729
78 GNC 8.43 1.4M 15 Dec '17 168 7.50 0.619 1.85 10 0.791 1.25 5 -0.1722
79 HIMX 8.20 2.8M 15 Sep '17 77 8.00 0.485 0.82 141 0.648 0.86 20 -0.1633
80 DDR 9.07 8.3M 20 Oct '17 112 7.50 0.593 1.90 6 0.430 0.27 10 0.1628
81 AXON 23.19 304K 20 Oct '17 112 22.50 2.593 12.40 12 2.432 11.05 14 0.1605
82 RAD 2.95 103.1M 21 Jul '17 21 3.00 0.717 0.18 1,489 0.877 0.28 1,677 -0.1598
83 GPRO 8.13 1.8M 7 Jul '17 7 8.50 0.385 0.05 257 0.538 0.47 29 -0.1538
84 SBGL 4.63 3.6M 21 Jul '17 21 5.00 0.470 0.08 1 0.318 0.40 24 0.1522
85 HIMX 8.20 2.8M 18 Aug '17 49 8.00 0.502 0.70 7 0.653 0.68 10 -0.1511
86 TGI 31.60 720K 21 Jul '17 21 30.00 0.552 2.55 3 0.401 0.55 22 0.1507
87 CMC 19.43 3.0M 18 Aug '17 49 19.00 0.525 1.63 6 0.375 0.90 1 0.1499
88 OCUL 9.27 734K 21 Jul '17 21 10.00 1.736 1.25 446 1.590 1.85 10 0.1461
89 WATT 16.26 281K 21 Jul '17 21 15.00 0.529 1.57 27 0.675 0.50 74 -0.1459
90 SNAP 17.77 6.0M 7 Jul '17 7 18.00 0.336 0.23 1,245 0.482 0.60 180 -0.1456
91 CLDR 16.02 703K 16 Feb '18 231 15.00 0.538 3.20 10 0.682 2.79 20 -0.1441
92 SA 10.80 443K 18 Aug '17 49 11.00 0.420 0.57 27 0.565 1.00 50 -0.1440
93 TNA 55.75 2.8M 7 Jul '17 7 55.50 0.495 1.65 74 0.352 0.96 25 0.1436
94 TQQQ 97.66 4.1M 7 Jul '17 7 97.50 0.579 3.20 2 0.436 2.27 25 0.1429
95 GNC 8.43 1.4M 21 Jul '17 21 7.50 0.573 1.05 85 0.714 0.20 209 -0.1415
96 CNAT 5.76 1.3M 18 Aug '17 49 5.00 0.973 1.20 17 0.833 0.34 10 0.1403
97 EGO 2.64 6.8M 21 Jul '17 21 2.50 0.382 0.18 13 0.521 0.07 100 -0.1397
98 HCLP 10.85 938K 21 Jul '17 21 10.00 0.808 1.30 90 0.668 0.33 40 0.1397
99 IAG 5.16 4.5M 21 Jul '17 21 5.00 0.540 0.35 14 0.401 0.12 63 0.1390
100 SPWR 9.34 2.5M 7 Jul '17 7 9.00 0.409 0.42 30 0.548 0.14 114 -0.1390
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