Straddle Play on Earnings Day

• Price Before Earning: Asking Price is used at Market Close.
• Price at Open: Mid Price between Bidding and Asking Price is used between 10am-10:30am after Earnings news.
• Price at Close: Mid Price between Bidding and Asking Price is used between 3:00pm-3:30pm after Earnings news.

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	Options Month: 2006 2007 2008 2009 2010 2011 2012 1 2 3 4 5 6 7 8 9 10 11 12 Optionslam Rating of 10 previous Earnings: N/A 10 stars out of 10 9 Stars out of 10 8 Stars out of 10 7 Stars out of 10 6 Stars out of 10 5 Stars out of 10 4 Stars out of 10 3 Stars out of 10 2 Stars out of 10 1 Stars out of 10 Straddle Cost: No Maximum Less Than 19% Less Than 18% Less Than 17% Less Than 16% Less Than 15% Less Than 14% Less Than 13% Less Than 12% Less Than 11% Less Than 10% Less Than 9% Less Than 5% Minimum Cost: No Minimum More Than 19% More Than 15% More Than 9% More Than 5% Minimum Stock Price: No Minimum $5.00 $10.00 $20.00 $30.00 $40.00 $50.00 $60.00 $70.00 Maximum Price: No Maximum $20.00 $30.00 $40.00 $50.00 $60.00 $70.00 $80.00 $90.00 $100.00 Max Results To Display: 10 20 30 40 50 100 200 500 Paid Members have full access to the custom settings and all features of this screening tool. Please login to your personal account first. E-mail: Password: Requires a pay membership for this feature

Symbol	Volatility Rate	Earning Date	Price	Strike	Before Earning					After Earning
					Call	Put	Total	Percent		Price	Call	Put	Total	Gain/Loss
APOL	3/10	Jan 05, 2012	$53.43	Straddle @ $55	$1.97	$3.55	$5.52	10.03%	@Open	$56.82	$2.44	$0.83	$3.27	-40.76%
									@Close	$56.54	$2.26	$0.78	$3.04	-44.83%
CREE	4/10	Jan 17, 2012	$23.57	Straddle @ $24	$0.98	$1.44	$2.42	10.08%	@Open	$23.71	$0.30	$0.59	$0.89	-63.01%
									@Close	$24.24	$0.53	$0.23	$0.77	-68.18%
FFIV	5/10	Jan 18, 2012	$108.22	Straddle @ $110	$4.3	$6.05	$10.35	9.4%	@Open	$119.38	$9.62	$0.03	$9.66	-6.66%
									@Close	$120.65	$10.67	$0.03	$10.70	3.42%
PLXS	3/10	Jan 18, 2012	$32.9	Straddle @ $35	$0.7	$2.7	$3.4	9.71%	@Open	$37.83	$2.9	$0.07	$2.97	-12.5%
									@Close	$36.37	$1.32	$0.12	$1.45	-57.35%
RECN	2/10	Jan 04, 2012	$11	Strangle @ $12.5/$10	$0.1	$0.2	$0.3	13.77%	@Open	$9.81	$0.02	$0.32	$0.35	16.66%
									@Close	$10.18	$0.02	$0.25	$0.27	-8.33%
RHT	2/10	Dec 19, 2011	$46.0125	Strangle @ $47/$46	$2.4	$2.8	$5.2	12.25%	@Open	$42.59	$0.55	$4.3	$4.85	-6.73%
									@Close	$41.96	$0.35	$4.6	$4.95	-4.8%
SANM	4/10	Jan 18, 2012	$10.445	Straddle @ $11	$0.25	$0.85	$1.1	10%	@Open	$9.75	$0.02	$1.27	$1.3	18.18%
									@Close	$10.18	$0.02	$0.82	$0.85	-22.72%
SFSF	2/10	Jan 17, 2012	$39.9	Straddle @ $40	$0.05	$0.1	$0.15	0.37%	@Open	$39.92	$0.02	$0.05	$0.07	-50%
									@Close	$39.92	$0.02	$0.05	$0.07	-50%
SLM	2/10	Jan 18, 2012	$14.16	Straddle @ $14	$0.47	$0.22	$0.69	4.92%	@Open	$14.73	$0.74	$0.03	$0.77	12.31%
									@Close	$14.53	$0.6	$0.04	$0.64	-7.24%
SWKS	2/10	Jan 19, 2012	$19.235	Straddle @ $19	$1.05	$0.85	$1.9	9.99%	@Open	$20.67	$2.07	$0.45	$2.52	32.89%
									@Close	$21.32	$2.65	$0.3	$2.95	55.26%
XRTX	4/10	Jan 05, 2012	$14.16	Straddle @ $15	$0.45	$1.3	$1.75	11.66%	@Open	$14.10	$0.17	$1.07	$1.25	-28.57%
									@Close	$14.77	$0.35	$0.62	$0.97	-44.28%
ZOLL	4/10	Jan 19, 2012	$64.4	Straddle @ $65	$3.1	$4.1	$7.2	11.07%	@Open	$68.71	$5.8	$2.1	$7.9	9.72%
									@Close	$67.52	$4.9	$2.07	$6.97	-3.12%
Summary:									@Open:		-118.47%	@Close:		-252.17%