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 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
AIR	4/10	Jul 13, 2010	$17.795	Straddle @ $17.5	$0.9	$0.55	$1.45	8.28%	@Open	$17.48	$0.3	$0.42	$0.72	-50%
									@Close	$17.11	$0.2	$0.55	$0.75	-48.27%
AM	5/10	Jun 30, 2010	$19.63	Straddle @ $20	$0.95	$1.3	$2.25	11.25%	@Open	$18.28	$0.17	$1.87	$2.05	-8.88%
									@Close	$18.94	$0.35	$1.42	$1.77	-21.11%
ANGO	4/10	Jul 15, 2010	$15.34	Straddle @ $15	$0.7	$0.45	$1.15	7.66%	@Open	$15.59	$2.45	$0.97	$3.42	197.82%
									@Close	$15.34	$2.45	$0.32	$2.77	141.3%
APOL	5/10	Jun 30, 2010	$42.86	Straddle @ $45	$1.49	$3.6	$5.09	11.31%	@Open	$42.76	$0.81	$3.17	$3.99	-21.61%
									@Close	$43.06	$0.91	$2.83	$3.74	-26.42%
BKS	2/10	Jun 28, 2010	$16.3	Straddle @ $17.5	$0.45	$1.75	$2.2	12.57%	@Open	$13.77	$0.07	$3.75	$3.82	73.86%
									@Close	$13.54	$0.07	$4.05	$4.12	87.5%
FINL	4/10	Jun 24, 2010	$14.53	Straddle @ $15	$0.9	$1.35	$2.25	15%	@Open	$14.58	$0.6	$0.97	$1.57	-30%
									@Close	$14.59	$0.55	$0.95	$1.5	-33.33%
GBX	4/10	Jul 08, 2010	$10.5	Straddle @ $10	$0.95	$0.5	$1.45	14.5%	@Open	$11.43	$1.57	$0.05	$1.62	12.06%
									@Close	$11.46	$1.55	$0.05	$1.6	10.34%
HITK	5/10	Jul 13, 2010	$22.69	Straddle @ $22.5	$1	$0.8	$1.8	8%	@Open	$21.54	$0.12	$1.05	$1.17	-34.72%
									@Close	$21.09	$0.07	$1.45	$1.52	-15.27%
JBL	4/10	Jun 22, 2010	$13.65	Straddle @ $14	$0.7	$1.05	$1.75	12.5%	@Open	$14.74	$1.12	$0.4	$1.52	-12.85%
									@Close	$14.9	$1.12	$0.4	$1.52	-12.85%
LEN	2/10	Jun 24, 2010	$14.73	Straddle @ $15	$0.53	$1.26	$1.79	11.93%	@Open	$14.82	$0.69	$0.86	$1.55	-13.4%
									@Close	$14.69	$0.60	$0.94	$1.54	-13.68%
LNN	4/10	Jun 30, 2010	$32.75	Straddle @ $35	$0.7	$3	$3.7	10.57%	@Open	$33.65	$0.52	$2	$2.52	-31.75%
									@Close	$32.22	$0.3	$3.05	$3.35	-9.45%
MON	2/10	Jun 30, 2010	$47.34	Straddle @ $47.5	$1.53	$1.98	$3.51	7.38%	@Open	$46.77	$1.06	$1.99	$3.05	-13.1%
									@Close	$46.59	$0.95	$2.1	$3.05	-13.1%
MU	2/10	Jun 28, 2010	$10.0025	Straddle @ $10	$0.51	$0.52	$1.03	10.3%	@Open	$8.85	$0.08	$1.25	$1.34	30.09%
									@Close	$8.73	$0.08	$1.34	$1.43	38.83%
NXY	2/10	Jul 15, 2010	$21.315	Straddle @ $22.5	$0.05	$1.4	$1.45	6.44%	@Open	$20.66	$0.27	$2.15	$2.42	67.24%
									@Close	$20.04	$0.2	$2.57	$2.77	91.37%
PLCM	3/10	Jul 15, 2010	$31.615	Straddle @ $32.5	$0.55	$1.55	$2.1	6.46%	@Open	$29.37	$0.4	$3.75	$4.15	97.61%
									@Close	$29.02	$0.3	$3.8	$4.1	95.23%
RHT	3/10	Jun 22, 2010	$30.92	Straddle @ $31	$1.5	$1.5	$3	9.67%	@Open	$31.31	$1.3	$1	$2.3	-23.33%
									@Close	$31.37	$1.3	$1	$2.3	-23.33%
RIMM	3/10	Jun 24, 2010	$58.39	Straddle @ $60	$2.72	$4.3	$7.02	11.7%	@Open	$54.65	$0.36	$5.7	$6.06	-13.6%
									@Close	$52.77	$0.22	$7.4	$7.62	8.61%
UFPI	3/10	Jul 14, 2010	$32.73	Straddle @ $35	$0.3	$2.7	$3	8.57%	@Open	$30.76	$0.05	$4.2	$4.25	41.66%
									@Close	$31.19	$0.02	$3.85	$3.87	29.16%
VMI	2/10	Jul 15, 2010	$78.65	Straddle @ $80	$1.15	$2.55	$3.7	4.62%	@Open	$74.44	$1.35	$7.2	$8.55	131.08%
									@Close	$72.31	$0.9	$7.65	$8.55	131.08%
WOR	4/10	Jun 29, 2010	$13.13	Straddle @ $12.5	$1.15	$0.45	$1.6	12.8%	@Open	$13.27	$1.15	$0.27	$1.42	-10.93%
									@Close	$13.39	$1.15	$0.27	$1.42	-10.93%
XRTX	6/10	Jun 30, 2010	$14.09	Straddle @ $15	$0.75	$1.65	$2.4	16%	@Open	$12.9	$0.17	$2.2	$2.37	-1.04%
									@Close	$12.69	$0.17	$2.4	$2.57	7.29%
Summary:									@Open:		386.21%	@Close:		412.97%