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# Stock Stock
Price
Stock
Volume
Expiry Days Strike Call Put Net
IVol
IVol Price Volume IVol Price Volume
1 SYNT 18.12 813K 21 Apr '17 50 17.50 5.504 1.23 2 0.627 0.68 56 4.8769
2 CXRX 2.06 802K 17 Mar '17 15 2.50 1.439 0.10 7 0.660 0.45 526 0.7793
3 SHLD 7.77 850K 19 Jan '18 323 8.00 0.548 1.50 56 1.276 3.65 21 -0.7277
4 SHLD 7.77 850K 16 Jun '17 106 8.00 0.643 0.97 2 1.279 2.24 5 -0.6357
5 FTR 2.81 57.4M 17 Mar '17 15 2.50 1.111 0.35 4 0.481 0.03 19 0.6304
6 VUZI 6.90 255K 21 Jul '17 141 5.00 0.444 2.00 2 1.055 0.75 35 -0.6114
7 SBGL 7.71 2.0M 21 Jul '17 141 7.50 0.526 1.10 22 1.029 1.80 15 -0.5021
8 AUPH 4.53 47.7M 21 Apr '17 50 2.50 1.633 2.20 1,495 1.139 0.05 192 0.4940
9 BOFI 29.64 2.0M 17 Mar '17 15 25.00 1.151 5.50 15 0.660 0.17 1,580 0.4916
10 EXK 3.30 8.2M 17 Mar '17 15 5.00 1.340 0.03 10 0.852 1.70 20 0.4877
11 LBIO 8.05 475K 17 Mar '17 15 7.50 1.101 1.00 112 1.583 0.74 1 -0.4825
12 SDLP 3.90 3.0M 17 Mar '17 15 5.00 0.847 0.03 55 1.312 1.21 10 -0.4644
13 INSY 12.07 1.2M 17 Mar '17 15 13.00 0.713 0.35 7 1.164 1.70 2 -0.4516
14 GPRO 9.27 1.8M 21 Jul '17 141 9.00 0.365 0.97 16 0.801 1.66 32 -0.4366
15 AG 8.24 6.3M 10 Mar '17 8 8.50 1.032 0.39 2 0.612 0.45 27 0.4197
16 PMTS 4.70 716K 17 Mar '17 15 5.00 0.974 0.25 11 0.556 0.40 15 0.4179
17 SHLD 7.77 850K 21 Apr '17 50 8.00 0.693 0.69 1 1.109 1.40 10 -0.4163
18 ADPT 2.79 12.5M 17 Mar '17 15 5.00 1.718 0.03 234 2.132 2.27 1,426 -0.4141
19 FTR 2.81 57.4M 18 Jan '19 687 2.50 0.720 0.62 40 0.306 0.65 1,407 0.4136
20 AUPH 4.53 47.7M 21 Jul '17 141 2.50 1.231 2.34 287 0.819 0.10 12 0.4117
21 IMMU 5.18 4.5M 17 Mar '17 15 5.50 1.000 0.29 296 0.601 0.45 2 0.3997
22 IMGN 3.58 5.1M 17 Mar '17 15 3.00 1.276 0.70 32 0.879 0.05 70 0.3970
23 NTNX 31.12 1.5M 21 Apr '17 50 35.00 0.663 1.65 183 1.059 7.30 11 -0.3961
24 WTI 2.79 6.7M 21 Apr '17 50 2.00 1.216 0.93 80 0.825 0.05 236 0.3911
25 RDUS 41.70 454K 17 Mar '17 15 40.00 1.013 4.26 1 0.633 1.35 1 0.3798
26 NTNX 31.12 1.5M 21 Jul '17 141 30.00 0.497 4.35 5 0.876 6.00 2 -0.3794
27 TTPH 6.09 984K 17 Mar '17 15 5.00 0.556 1.10 23 0.933 0.08 6 -0.3779
28 CXRX 2.06 802K 19 May '17 78 2.50 1.180 0.30 70 1.551 0.88 5 -0.3707
29 SSW 8.13 2.3M 17 Mar '17 15 7.50 0.974 0.98 50 0.611 0.15 83 0.3625
30 IMMR 10.69 351K 17 Mar '17 15 12.50 0.771 0.15 8 0.414 1.82 20 0.3568
31 WTW 17.89 3.9M 21 Apr '17 50 18.00 0.493 1.25 65 0.840 2.27 37 -0.3470
32 WTW 17.89 3.9M 21 Jul '17 141 18.00 0.462 2.00 15 0.807 3.60 2 -0.3453
33 GPRO 9.27 1.8M 21 Apr '17 50 9.00 0.347 0.61 1 0.691 0.80 53 -0.3443
34 RUN 5.48 1.0M 17 Mar '17 15 5.00 1.064 0.73 105 0.726 0.12 20 0.3381
35 CLNE 2.61 2.3M 17 Mar '17 15 3.00 1.041 0.09 115 0.706 0.42 15 0.3355
36 INSY 12.07 1.2M 17 Mar '17 15 12.00 0.889 0.90 40 1.220 1.15 4 -0.3309
37 SALT 7.50 1.1M 17 Mar '17 15 7.50 0.743 0.45 50 0.412 0.25 120 0.3302
38 FGEN 25.20 1.0M 17 Mar '17 15 30.00 0.823 0.35 102 0.504 4.85 51 0.3186
39 CMRE 6.14 1.9M 17 Mar '17 15 6.00 0.642 0.39 2 0.327 0.10 4 0.3154
40 UAN 5.24 299K 19 May '17 78 7.50 0.459 0.03 2 0.770 2.44 12 -0.3110
41 SALT 7.50 1.1M 21 Apr '17 50 7.50 0.898 0.99 20 0.589 0.65 10 0.3093
42 NTNX 31.12 1.5M 17 Mar '17 15 35.00 0.892 0.93 897 1.198 5.50 10 -0.3065
43 LXU 10.88 604K 17 Mar '17 15 10.00 0.929 1.30 22 0.625 0.20 10 0.3033
44 EXK 3.30 8.2M 19 May '17 78 5.00 0.740 0.07 447 0.438 1.70 15 0.3018
45 PTX 3.62 1.6M 19 May '17 78 2.50 0.908 1.25 7 1.208 0.25 5 -0.3000
46 IMGN 3.58 5.1M 17 Mar '17 15 4.00 1.042 0.15 337 0.743 0.50 31 0.3000
47 IMMU 5.18 4.5M 17 Mar '17 15 5.00 0.982 0.50 169 0.683 0.20 530 0.2994
48 ESPR 29.33 1.1M 17 Mar '17 15 30.00 1.179 2.50 1 0.880 2.46 2 0.2992
49 SSW 8.13 2.3M 18 Aug '17 169 7.50 0.728 1.40 67 0.432 0.93 40 0.2960
50 WTW 17.89 3.9M 10 Mar '17 8 17.50 0.549 0.79 1 0.844 0.70 1 -0.2945
51 WTW 17.89 3.9M 17 Mar '17 15 18.00 0.533 0.72 6 0.824 1.25 94 -0.2905
52 AMRN 3.17 3.7M 15 Dec '17 288 3.00 1.032 1.18 10 0.744 0.71 10 0.2877
53 SHLD 7.77 850K 17 Mar '17 15 8.00 0.795 0.40 12 1.083 0.81 40 -0.2871
54 PTLA 37.54 2.1M 17 Mar '17 15 40.00 0.636 1.00 57 0.351 2.74 4 0.2856
55 PTCT 10.58 7.6M 21 Apr '17 50 10.00 1.089 1.95 3 0.805 0.95 1,269 0.2839
56 OPK 7.42 16.6M 17 Mar '17 15 7.00 0.765 0.69 52 0.486 0.12 20 0.2789
57 NKTR 14.79 6.4M 17 Mar '17 15 14.00 1.090 1.70 178 0.811 0.60 158 0.2788
58 EXK 3.30 8.2M 19 May '17 78 2.50 0.951 1.00 4 0.672 0.09 3 0.2784
59 SHLD 7.77 850K 10 Mar '17 8 7.50 0.820 0.52 3 1.095 0.37 7 -0.2755
60 EDZ 19.63 1.2M 17 Mar '17 15 20.00 0.481 0.60 29 0.753 1.40 2 -0.2722
61 TICC 7.25 2.2M 17 Mar '17 15 7.50 0.337 0.10 20 0.606 0.50 8 -0.2697
62 NTNX 31.12 1.5M 21 Apr '17 50 30.00 0.668 3.60 56 0.933 3.65 59 -0.2651
63 SSI 2.12 8.3M 21 Jul '17 141 2.50 1.475 0.55 105 1.211 0.95 3 0.2641
64 WTW 17.89 3.9M 17 Mar '17 15 17.50 0.588 1.05 19 0.850 1.03 52 -0.2625
65 AGIO 51.03 456K 21 Apr '17 50 55.00 0.686 3.60 1 0.424 5.67 10 0.2611
66 RAD 5.77 17.6M 10 Mar '17 8 6.00 0.589 0.11 598 0.330 0.26 100 0.2592
67 SRPT 32.63 7.4M 17 Mar '17 15 33.00 0.784 1.90 131 0.527 1.59 6 0.2576
68 ANF 13.32 20.0M 10 Mar '17 8 13.00 0.678 0.58 239 0.423 0.27 309 0.2547
69 UVXY 21.43 21.9M 19 Jan '18 323 21.00 1.301 9.99 10 1.554 11.07 10 -0.2530
70 IAG 3.63 9.0M 17 Mar '17 15 3.50 0.796 0.30 50 0.543 0.10 40 0.2526
71 SSW 8.13 2.3M 19 May '17 78 7.50 0.690 1.10 15 0.442 0.50 8 0.2482
72 PDLI 2.04 3.0M 17 Mar '17 15 2.00 0.480 0.10 3 0.729 0.10 35 -0.2482
73 LABD 10.25 8.5M 17 Mar '17 15 10.00 0.754 0.75 107 1.002 0.70 11 -0.2478
74 YRD 25.40 376K 17 Mar '17 15 25.00 0.708 1.65 5 0.955 1.75 3 -0.2474
75 BTE 3.53 2.1M 21 Apr '17 50 5.00 0.757 0.06 40 0.514 1.48 10 0.2425
76 GES 12.93 1.7M 17 Mar '17 15 13.00 0.711 0.60 198 0.470 0.65 138 0.2406
77 LXRX 15.07 1.6M 17 Mar '17 15 17.50 0.669 0.15 172 0.428 2.45 10 0.2406
78 CHRS 24.80 1.1M 19 May '17 78 22.50 0.983 5.50 3 0.743 2.20 1 0.2401
79 AERI 48.25 647K 17 Mar '17 15 45.00 0.918 5.32 1 0.678 1.25 5 0.2399
80 ZIOP 6.31 1.5M 21 Apr '17 50 6.00 0.585 0.70 21 0.823 0.60 400 -0.2384
81 BPT 18.30 996K 15 Sep '17 197 17.50 0.580 2.64 11 0.810 4.30 20 -0.2301
82 ENDP 12.29 12.4M 10 Mar '17 8 12.00 0.828 0.75 4 0.599 0.30 61 0.2293
83 ERX 34.49 1.7M 10 Mar '17 8 34.50 0.641 1.30 20 0.415 0.85 20 0.2259
84 DVAX 6.45 4.8M 17 Mar '17 15 6.00 0.650 0.60 16 0.873 0.25 144 -0.2231
85 LPG 10.12 365K 17 Mar '17 15 10.00 0.847 0.75 8 0.625 0.45 379 0.2225
86 MUX 3.19 5.9M 19 May '17 78 4.00 0.769 0.20 172 0.546 0.90 12 0.2222
87 CARA 16.76 3.1M 17 Mar '17 15 15.00 1.361 2.76 291 1.144 0.75 84 0.2162
88 GERN 2.20 2.2M 16 Jun '17 106 2.00 0.759 0.45 13 0.971 0.34 20 -0.2118
89 BLDR 15.15 6.5M 17 Mar '17 15 15.00 0.552 0.75 18 0.345 0.35 50 0.2065
90 SSI 2.12 8.3M 17 Mar '17 15 2.50 1.315 0.10 393 1.112 0.45 148 0.2035
91 BKS 9.05 2.0M 17 Mar '17 15 10.00 0.536 0.10 90 0.334 0.97 91 0.2013
92 GNW 4.05 3.3M 17 Mar '17 15 4.00 0.720 0.26 188 0.921 0.28 28 -0.2011
93 TOO 4.95 1.9M 18 Aug '17 169 5.00 0.343 0.44 3 0.542 0.75 50 -0.1995
94 ANW 10.55 1.0M 17 Mar '17 15 10.00 0.704 0.90 66 0.504 0.20 1 0.1994
95 BTG 2.93 9.8M 21 Jul '17 141 2.50 0.677 0.70 5 0.480 0.15 667 0.1976
96 ACRX 3.20 310K 16 Jun '17 106 2.50 0.774 0.90 7 0.971 0.30 20 -0.1969
97 LXRX 15.07 1.6M 21 Jul '17 141 15.00 0.747 2.80 14 0.550 2.00 170 0.1965
98 ZIOP 6.31 1.5M 17 Mar '17 15 6.00 0.754 0.55 20 0.559 0.15 50 0.1948
99 CEMP 3.85 2.9M 21 Apr '17 50 3.50 1.034 0.75 13 0.840 0.30 10 0.1939
100 BPT 18.30 996K 17 Mar '17 15 20.00 0.898 0.70 528 1.091 2.67 116 -0.1936
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