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
AAN	4/10	Feb 16, 2010	$30.41	Straddle @ $30	$1.3	$0.95	$2.25	7.5%	@Open	$29.68	$0.32	$0.62	$0.95	-57.77%
									@Close	$29.88	$0.3	$0.5	$0.8	-64.44%
AAP	2/10	Feb 17, 2010	$43.05	Straddle @ $45	$0.3	$2.55	$2.85	6.33%	@Open	$39.64	$0.02	$5.3	$5.32	86.84%
									@Close	$40.27	$0.02	$4.85	$4.87	71.05%
ABAX	5/10	Jan 28, 2010	$22.44	Straddle @ $22.5	$1.4	$1.35	$2.75	12.22%	@Open	$24.26	$2.17	$0.3	$2.47	-10%
									@Close	$24.05	$1.87	$0.45	$2.32	-15.45%
ABFS	3/10	Jan 28, 2010	$26.31	Straddle @ $27.5	$0.9	$2.2	$3.1	11.27%	@Open	$25.96	N/A	N/A	N/A	-100%
									@Close	$23.77	$0.17	$3.85	$4.02	29.83%
ACF	6/10	Jan 27, 2010	$20.74	Straddle @ $22.5	$0.5	$2.25	$2.75	12.22%	@Open	$21.3	N/A	N/A	N/A	-100%
									@Close	$20.68	$0.2	$1.97	$2.17	-20.9%
ACLI	5/10	Feb 09, 2010	$16.21	Straddle @ $17.5	$0.35	$1.75	$2.1	12%	@Open	$19.99	$0.25	$1.62	$1.87	-10.71%
									@Close	$20.51	$3.07	$0.12	$3.2	52.38%
ACXM	4/10	Jan 28, 2010	$13.84	Straddle @ $15	$0.45	$1.55	$2	13.33%	@Open	$13.95	N/A	N/A	N/A	-100%
									@Close	$14.18	$0.22	$1.05	$1.27	-36.24%
ADVS	4/10	Feb 01, 2010	$38.34	Straddle @ $40	$0.9	$2.5	$3.4	8.49%	@Open	$38.63	$0.5	$1.95	$2.45	-27.94%
									@Close	$38.5	$0.37	$2.02	$2.4	-29.41%
AINV	2/10	Feb 08, 2010	$10.26	Straddle @ $10	$0.55	$0.35	$0.9	9%	@Open	$9.99	$0.27	$0.32	$0.6	-33.33%
									@Close	$9.82	$0.17	$0.32	$0.5	-44.44%
AIT	3/10	Jan 20, 2010	$24.31	Strangle @ $25/$22.5	$1.25	$1	$2.25	14.73%	@Open	$24.3	N/A	N/A	N/A	-100%
									@Close	$23.45	$0.85	$0.97	$1.82	-18.88%
AIZ	3/10	Feb 03, 2010	$31.79	Straddle @ $32.5	$0.75	$1.6	$2.35	7.23%	@Open	$32.34	$0.67	$1.57	$2.25	-4.25%
									@Close	$31.96	$0.4	$1	$1.4	-40.42%
AKAM	5/10	Feb 03, 2010	$26.57	Straddle @ $27	$1.03	$1.46	$2.49	9.22%	@Open	$25.63	$0.28	$1.65	$1.94	-22.08%
									@Close	$25.56	$0.26	$1.69	$1.95	-21.68%
ALGN	9/10	Jan 27, 2010	$16.4	Straddle @ $17.5	$0.65	$1.8	$2.45	14%	@Open	$16.69	N/A	N/A	N/A	-100%
									@Close	$18.3	$1.22	$0.37	$1.6	-34.69%
ALTR	3/10	Jan 26, 2010	$21.05	Straddle @ $21	$0.8	$0.75	$1.55	7.38%	@Open	$21.19	N/A	N/A	N/A	-100%
									@Close	$22.33	$1.52	$0.22	$1.75	12.9%
AMB	2/10	Feb 02, 2010	$24.54	Straddle @ $25	$0.75	$1.25	$2	8%	@Open	$24.75	$0.67	$0.97	$1.65	-17.5%
									@Close	$24.7	$0.7	$0.95	$1.65	-17.5%
AMMD	3/10	Feb 16, 2010	$18.77	Straddle @ $20	$0.25	$1.5	$1.75	8.75%	@Open	$18.33	$0.05	$1.67	$1.72	-1.42%
									@Close	$18.11	$0.05	$1.92	$1.97	12.85%
AMSC	5/10	Feb 02, 2010	$39.6	Straddle @ $40	$2.25	$2.65	$4.9	12.25%	@Open	$37.42	$0.65	$3.25	$3.9	-20.4%
									@Close	$36.36	$0.4	$4.05	$4.45	-9.18%
AMZN	4/10	Jan 28, 2010	$126.46	Straddle @ $130	$5.85	$9.4	$15.25	11.73%	@Open	$128.55	$4.05	$5.42	$9.47	-37.86%
									@Close	$124.32	$2.32	$8	$10.32	-32.32%
ANR	4/10	Feb 09, 2010	$40.515	Straddle @ $40	$2.15	$1.65	$3.8	9.5%	@Open	$42.57	$3.2	$0.65	$3.85	1.31%
									@Close	$42.25	$2.92	$0.67	$3.6	-5.26%
APH	2/10	Jan 21, 2010	$42.81	Straddle @ $45	$0.55	$2.75	$3.3	7.33%	@Open	$42.5	N/A	N/A	N/A	-100%
									@Close	$41.26	$0.17	$4	$4.17	26.51%
APKT	5/10	Feb 02, 2010	$10.7	Straddle @ $10	$1.1	$0.35	$1.45	14.5%	@Open	$13.6	$3.6	$0.02	$3.62	149.99%
									@Close	$13.74	$3.7	$0.02	$3.72	156.89%
ARBA	6/10	Jan 28, 2010	$11.83	Straddle @ $12.5	$0.4	$1.1	$1.5	12%	@Open	$13.1	$0.85	$0.25	$1.1	-26.66%
									@Close	$12.5	$0.57	$0.4	$0.97	-35%
ARM	4/10	Feb 02, 2010	$10.04	Straddle @ $10	$0.7	$0.7	$1.4	13.99%	@Open	$9.84	$0.5	$0.67	$1.17	-16.07%
									@Close	$10.76	$1.02	$0.32	$1.35	-3.57%
ARUN	4/10	Feb 18, 2010	$10.99	Straddle @ $10	$1.05	$0.1	$1.15	11.5%	@Open	$12.15	$2.22	$0.07	$2.3	100%
									@Close	$12.19	$2.25	$0.07	$2.32	102.17%
ARW	3/10	Feb 03, 2010	$27.225	Straddle @ $27.5	$0.8	$0.85	$1.65	6%	@Open	$26.61	$0.3	$1.07	$1.37	-16.66%
									@Close	$26.1	$0.2	$1.35	$1.55	-6.06%
ASEI	2/10	Feb 09, 2010	$76.06	Straddle @ $75	$3.1	$2.1	$5.2	6.93%	@Open	$75.9	$1.75	$1.22	$2.97	-42.78%
									@Close	$75.14	$1.57	$1.55	$3.12	-39.9%
ASF	4/10	Feb 11, 2010	$22.8	Straddle @ $22.5	$0.95	$0.7	$1.65	7.33%	@Open	$17.91	$0.02	$4.55	$4.57	177.27%
									@Close	$17.21	$0.02	$5.25	$5.27	219.69%
ASH	2/10	Jan 26, 2010	$39.73	Straddle @ $40	$1.65	$1.95	$3.6	9%	@Open	$39.63	N/A	N/A	N/A	-100%
									@Close	$42.98	$3.55	$0.6	$4.15	15.27%
ASIA	4/10	Jan 28, 2010	$24.5	Straddle @ $25	$1.65	$2.05	$3.7	14.8%	@Open	$24.85	N/A	N/A	N/A	-100%
									@Close	$23.99	$1.22	$2.17	$3.4	-8.1%
ATR	2/10	Feb 10, 2010	$35.3	Straddle @ $35	$1.5	$1	$2.5	7.14%	@Open	$36.94	$1.7	$0.42	$2.12	-15%
									@Close	$37.68	$2.35	$0.02	$2.37	-5%
AXE	5/10	Feb 02, 2010	$41.12	Straddle @ $40	$2.7	$1.4	$4.1	10.25%	@Open	$39.82	$1.25	$1.35	$2.6	-36.58%
									@Close	$40.81	$1.52	$0.8	$2.32	-43.29%
B	3/10	Feb 18, 2010	$16.57	Straddle @ $17.5	$0.1	$1.05	$1.15	6.57%	@Open	$15.98	$0.2	$1.75	$1.95	69.56%
									@Close	$16.25	$0.22	$1.52	$1.75	52.17%
BAC	4/10	Jan 20, 2010	$16.34	Straddle @ $17	$0.39	$1.03	$1.42	8.35%	@Open	$16.32	N/A	N/A	N/A	-100%
									@Close	$16.38	$0.34	$0.92	$1.27	-10.56%
BBBB	3/10	Feb 03, 2010	$40.465	Straddle @ $40	$2.05	$1.6	$3.65	9.12%	@Open	$38.9	$0.67	$1.72	$2.4	-34.24%
									@Close	$38.9	$0.65	$1.85	$2.5	-31.5%
BEAV	3/10	Feb 02, 2010	$22.775	Straddle @ $22.5	$1.35	$1.1	$2.45	10.88%	@Open	$24.49	$2.22	$0.25	$2.47	1.02%
									@Close	$25.05	$2.75	$0.1	$2.85	16.32%
BG	2/10	Feb 04, 2010	$60.44	Straddle @ $60	$2.5	$2.25	$4.75	7.91%	@Open	$57.68	$0.92	$3.4	$4.32	-8.94%
									@Close	$58.63	$1.27	$2.85	$4.12	-13.15%
BGC	4/10	Feb 11, 2010	$28.19	Straddle @ $30	$0.7	$2.55	$3.25	10.83%	@Open	$25	$0.05	$5.1	$5.15	58.46%
									@Close	$24.37	$0.02	$5.5	$5.52	70%
BIDU	2/10	Feb 09, 2010	$436.93	Straddle @ $440	$16.2	$19.4	$35.6	8.09%	@Open	$473.66	$36.55	$3.17	$39.72	11.58%
									@Close	$482	$43.6	$1.85	$45.45	27.66%
BJRI	2/10	Feb 11, 2010	$21.11	Strangle @ $22.5/$20	$0.2	$0.35	$0.55	8.47%	@Open	$20.25	$0.05	$0.4	$0.45	-18.18%
									@Close	$20.59	$0.05	$0.27	$0.32	-40.9%
BK	2/10	Jan 20, 2010	$29.31	Straddle @ $30	$0.65	$1.4	$2.05	6.83%	@Open	$29.53	N/A	N/A	N/A	-100%
									@Close	$30.78	$1.2	$0.47	$1.67	-18.29%
BMI	4/10	Feb 04, 2010	$36.69	Strangle @ $40/$35	$0.65	$1.2	$1.85	11.6%	@Open	$34.9	$0.1	$1.17	$1.27	-31.08%
									@Close	$36.05	$0.12	$0.75	$0.87	-52.7%
Summary:									@Open:		-933.42%	@Close:		166.86%