Current Straddle Positions For Earnings

• Straddle Cost: Optionslam.com only uses delayed Options quotes and do not guarantee the accuracy of the quotations. Options middle price between asking and bid is used to calculate the straddle cost.

• Break Even Requirement: The break even movement requirements are calculated based on the closing price of the previous trading day. It is not calculated real time.

• Performance vs Past Earnings: This is calculated based on the difference between break even movements and past earnings performance.

• Outperform Rating: One star will be rewarded if any past one-day earnings movement outperformed the break even requirement.

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	Sort the Report by: Earning Date Performance vs Past Earnings Break Even Movement Straddle Cost Optionslam Earnings Star Rating: 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 Star out of 10 Current Cost vs previous 10 earnings movements: N/A Outperform 10 out of 10 Outperform 9 out of 10 Outperform 8 out of 10 Outperform 7 out of 10 Outperform 6 out of 10 Outperform 5 out of 10 Outperform 4 out of 10 Outperform 3 out of 10 Outperform 2 out of 10 Outperform 1 out of 10 Break Even Requirement N/A Less than 19% movement Less than 18% movement Less than 17% movement Less than 16% movement Less than 15% movement Less than 14% movement Less than 13% movement Less than 12% movement Less than 11% movement Less than 10% movement Less than 7.5% movement Less than 5% movement Minimum 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 Minimum Volume: No Minimum 50,000 100,000 200,000 500,000 750,000 1,000,000 Max Results To Display: 10 30 50 100 200 500 Annoucement Time: N/A After Market Close Before Market Open 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	Closing Price	Avg Volume	Earning Date	Straddle Plan	Cost	Break Even Requirement	Movement Percentage	Performance vs Past 10 earnings	Outperform Rating	Volatility Rating
CLC	$34.35	200,660	Mar 17, 2010 AC	Straddle @ $35	$1.9	$2.54	7.39%	+29.5%	7/10	3/10
GS	$171.94	13,354,242	Apr 12, 2010 AC	Strangle @ $175/$170	$10.3	$13.36	7.77%	+2.72%	4/10	3/10
ATU	$19.74	476,817	Mar 17, 2010 BO	Straddle @ $20	$1.45	$1.71	8.66%	+10.52%	4/10	3/10
HIBB	$24.6	198,080	Mar 12, 2010 BO	Straddle @ $25	$1.8	$2.19	8.9%	+25.28%	7/10	3/10
WSM	$24.2325	2,279,807	Mar 15, 2010 AC	Strangle @ $25/$22.5	$0.5	$2.23	9.19%	+21.48%	5/10	3/10
AIR	$25.44	262,524	Mar 16, 2010 AC	Straddle @ $25	$2	$2.44	9.59%	+23.81%	6/10	4/10
BAC	$17.1899	222,230,242	Apr 16, 2010 AC	Straddle @ $17	$1.52	$1.7	9.88%	+10.28%	4/10	4/10
SMTS	$17.84	68,000	Mar 17, 2010 BO	Straddle @ $17.5	$1.45	$1.78	9.97%	+31.19%	5/10	3/10
STRL	$20.9	91,378	Mar 15, 2010 BO	Strangle @ $22.5/$20	$0.5	$2.1	10.03%	+21.74%	5/10	5/10
ISRG	$358.305	554,559	Apr 15, 2010 AC	Straddle @ $360	$34.79	$36.49	10.18%	+66.03%	8/10	6/10
ZUMZ	$19.9538	309,382	Mar 11, 2010 AC	Straddle @ $20	$2	$2.04	10.22%	+44.36%	8/10	6/10
SIG	$29.95	403,259	Mar 25, 2010 BO	Straddle @ $30	$3.05	$3.09	10.31%	+0.28%	4/10	3/10
SPWRA	$21.01	2,375,868	Mar 18, 2010 AC	Straddle @ $21	$2.2	$2.21	10.51%	+46.36%	6/10	6/10
CTRN	$29.41	127,639	Mar 12, 2010 BO	Straddle @ $30	$2.54	$3.13	10.64%	+80.2%	7/10	5/10
SNX	$30	253,411	Mar 25, 2010 AC	Straddle @ $30	$3.25	$3.25	10.83%	+16.01%	5/10	3/10
RHT	$29.81	2,078,061	Mar 24, 2010 AC	Straddle @ $30	$3.15	$3.34	11.2%	-2.43%	4/10	3/10
KIRK	$18.62	214,707	Mar 12, 2010 BO	Strangle @ $20/$17.5	$0.75	$2.12	11.38%	+55.18%	7/10	7/10
RIMM	$75.01	13,756,107	Mar 31, 2010 AC	Straddle @ $75	$8.6	$8.61	11.47%	+35.3%	8/10	5/10
ESC	$20.94	80,392	Mar 15, 2010 AC	Strangle @ $22.5/$20	$0.85	$2.41	11.5%	+10.79%	6/10	5/10
PVH	$46.23	605,950	Mar 22, 2010 AC	Straddle @ $45	$4.15	$5.37	11.61%	-25.78%	3/10	3/10
APOL	$63.28	3,505,866	Mar 29, 2010 BO	Strangle @ $65/$60	$4.5	$7.78	12.29%	+51.45%	7/10	6/10
DSW	$29.11	340,107	Mar 16, 2010 BO	Straddle @ $30	$2.7	$3.59	12.33%	+3.74%	4/10	3/10
MDRX	$19.535	1,312,790	Apr 09, 2010 AC	Straddle @ $20	$1.95	$2.41	12.33%	+17.93%	5/10	4/10
AIRM	$27.64	95,665	Mar 11, 2010 AC	Strangle @ $30/$25	$0.8	$3.44	12.44%	+1.11%	5/10	4/10
HITK	$25.5	299,165	Mar 11, 2010 BO	Straddle @ $25	$2.75	$3.25	12.74%	+53.98%	6/10	5/10
TPX	$30.61	1,493,442	Apr 12, 2010 AC	Straddle @ $30	$3.3	$3.91	12.77%	+44.99%	5/10	5/10
GCI	$16.085	6,145,588	Apr 12, 2010 AC	Straddle @ $16	$2.1	$2.18	13.55%	-10.68%	4/10	4/10
LUFK	$74.32	148,040	Apr 12, 2010 AC	Straddle @ $75	$9.39	$10.08	13.56%	-22.79%	4/10	3/10
JBL	$17.2099	3,699,628	Mar 23, 2010 AC	Straddle @ $17.5	$2.04	$2.34	13.59%	+14.06%	5/10	5/10
LNN	$42.28	196,173	Apr 05, 2010 AC	Strangle @ $45/$40	$3.05	$5.76	13.62%	+22.56%	6/10	5/10
UFPI	$39.01	126,366	Apr 14, 2010 AC	Straddle @ $40	$4.4	$5.39	13.81%	-2.31%	4/10	4/10
PBY	$10.05	299,033	Apr 05, 2010 AC	Straddle @ $10	$1.35	$1.4	13.93%	+3.71%	4/10	4/10
PLCM	$28.51	1,439,438	Apr 12, 2010 AC	Straddle @ $30	$2.85	$4.34	15.22%	-25.6%	2/10	4/10
WGO	$14.44	387,790	Mar 18, 2010 AC	Straddle @ $15	$1.65	$2.2	15.23%	+19.53%	5/10	7/10
KHD	$13.88	335,754	Mar 22, 2010 AC	Strangle @ $15/$12.5	$0.75	$2.13	15.34%	-9.47%	3/10	4/10
RVBD	$28.78	1,550,738	Apr 16, 2010 AC	Straddle @ $30	$3.35	$4.57	15.87%	+5.07%	5/10	6/10