Limit Up Limit Down Pilot Reports May 2015

MIAX Options

Description

Appendix A Obvious and Catastrophic Errors During Limit and Straddle States For the month of May 2015, the Exchange collected the following dataset containing the data for each Straddle and Limit State in optionable stocks. Stock Symbol CRM YELP AVP AVP AVP AVP BRCM Option Symbol CRM-2015-0508-C-65.50 YELP-2015-0515-C-45.00 AVP-2015-0515-C-7.00 AVP-2015-0515-P-7.50 AVP-2015-0619-P-10.00 AVP-2015-0522-C-9.50 BRCM-2015-0619-C-48.00 Price Change GT 30 PCT After LULD Executed Volume TW Avg MBBO Spread TW Avg Quote Bid Size TW Avg Quote Ask Size High Execution Price Low Execution Price Trades Reviewed for Error Price Change GT 30 PCT in LULD STRADDLE 10 4.9 0.35 9.9 10.3 10.3 N/A 0 0 2015/5/7 12:58:32 STRADDLE 368 4.88 0 4.46 0.05 0.05 N/A 0 0 2015/5/14 11:36:25 STRADDLE 40 0.3 0 10.61 0.25 0.2 N/A 0 0 2015/5/14 11:36:25 STRADDLE 17 4.85 0.16 10 0.5 0.5 N/A 0 0 2015/5/14 11:36:25 STRADDLE 11 4.75 4.84 10 3 3 N/A 0 0 2015/5/14 11:45:15 LIMIT 15 4.9 0 0 0.4 0.4 N/A 0 0 2015/5/27 13:58:36 STRADDLE 25 4.96 0.47 9.89 2.55 2.55 N/A 1 1 LULD Start Time Straddle Limit Indicator 2015/5/5 14:55:18 .