Limit Up Limit Down Pilot Reports August 2015

MIAX Options

Description

Stock Symbol BCE ITB ITB CELG CELG CELG SVXY TWTR TTPH SVXY POM Option Symbol BCE-2016-03-18-C25.00 ITB-2015-09-04-P-25.50 ITB-2015-08-28-P-25.50 CELG-2015-10-16-C130.00 CELG-2015-08-28-C126.00 CELG-2015-08-28-C123.00 SVXY-2015-12-18-C80.00 TWTR-2016-01-15-C40.00 TTPH-2015-09-18-C40.00 SVXY-2015-08-28-P55.00 POM-2015-09-18-P25.00 Trades Reviewed for Error Price Change GT 30 PCT in LULD Price Change GT 30 PCT After LULD Trade Date LULD Start Time Straddle Limit Indicator Executed Volume TW Avg MBBO Spread TW Avg Quote Bid Size TW Avg Quote Ask Size 8/24/2015 9:33:21 AM LIMIT 1 4.91 0.81 9.97 8.2 8.2 N/A 0 0 8/24/2015 9:33:49 AM STRADDLE 40 0.34 0 9.99 1.45 1.35 N/A 0 0 8/24/2015 9:33:49 AM STRADDLE 20 2.07 0 9.98 1.95 1.2 N/A 0 0 8/24/2015 9:35:50 AM STRADDLE 4 2.85 50 10 1 1 N/A 0 0 8/24/2015 9:36:15 AM STRADDLE 2 0.21 0 0 0.71 0.71 N/A 0 0 8/24/2015 9:36:15 AM STRADDLE 2 0.31 0 0 1.1 1.1 N/A 0 0 8/24/2015 9:40:39 AM STRADDLE 2 4.88 8.87 10.95 3.9 3.9 N/A 0 0 8/24/2015 9:41:51 AM LIMIT 3 1.6 0 0 1.04 1.04 N/A 1 0 8/24/2015 9:45:09 AM STRADDLE 1 3.34 10.74 10.78 4.2 4.2 N/A 0 0 8/24/2015 10:04:11 AM STRADDLE 10 2.1 16.66 20 5.1 5.1 N/A 0 0 8/25/2015 11:26:49 AM STRADDLE 13 0.63 0 10.99 0.75 0.75 N/A 0 0 High Execution Price Low Execution Price .