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
TKLC	$10.99	687,863	Feb 06, 2012 AC	Straddle @ $11	$0.1	$0.1	0.9%	+124.97%	10/10	5/10
MSTR	$127.11	165,473	Feb 08, 2012 AC	Strangle @ $130/$125	$5.6	$8.48	6.67%	+69.21%	9/10	5/10
CSCO	$20.15	41,508,956	Feb 08, 2012 AC	Straddle @ $20	$1.38	$1.52	7.54%	+13.92%	4/10	3/10
SKX	$13.0707	751,575	Feb 15, 2012 AC	Straddle @ $13	$1.05	$1.12	8.56%	+38.72%	7/10	4/10
GT	$13.82	4,653,590	Feb 14, 2012 BO	Straddle @ $14	$1.1	$1.27	9.18%	+35.85%	7/10	4/10
WCG	$60.54	515,226	Feb 15, 2012 BO	Straddle @ $60	$5.25	$5.78	9.53%	+17.78%	5/10	3/10
GRMN	$41.39	1,140,892	Feb 22, 2012 BO	Strangle @ $42/$41	$3.41	$4.01	9.68%	+6.61%	3/10	3/10
IPHS	$51.27	142,663	Feb 06, 2012 AC	Straddle @ $50	$3.8	$5.07	9.88%	-2.19%	4/10	4/10
ARRS	$12.22	810,187	Feb 08, 2012 AC	Straddle @ $12.5	$0.95	$1.22	9.98%	-5.61%	4/10	3/10
THOR	$30.8	705,453	Feb 08, 2012 AC	Straddle @ $31	$2.9	$3.09	10.02%	+30.84%	7/10	5/10
PCLN	$543.05	761,604	Feb 27, 2012 AC	Strangle @ $545/$540	$53.09	$56.14	10.33%	+18.81%	5/10	4/10
HAR	$45.15	613,682	Feb 07, 2012 BO	Straddle @ $45	$4.55	$4.69	10.38%	+48.21%	7/10	7/10
HUN	$13.89	4,828,695	Feb 16, 2012 BO	Straddle @ $14	$1.4	$1.5	10.79%	-1.59%	3/10	3/10
POL	$15.33	624,292	Feb 17, 2012 BO	Straddle @ $15	$1.35	$1.67	10.89%	+0.05%	3/10	3/10
CSC	$27.92	1,913,621	Feb 08, 2012 BO	Straddle @ $27.5	$2.65	$3.07	10.99%	-24.99%	4/10	4/10
TRLG	$37	224,656	Feb 09, 2012 AC	Straddle @ $37	$4.09	$4.1	11.08%	+41.79%	7/10	7/10
DF	$10.74	1,718,178	Feb 15, 2012 BO	Straddle @ $11	$0.95	$1.2	11.17%	+29.26%	5/10	4/10
WTW	$72.87	1,468,882	Feb 14, 2012 AC	Straddle @ $72.5	$7.8	$8.17	11.21%	+25.01%	3/10	3/10
ARUN	$24.31	2,302,997	Feb 16, 2012 AC	Strangle @ $25/$24	$2.04	$2.74	11.27%	+37.87%	8/10	5/10
BGC	$34.04	804,097	Feb 08, 2012 AC	Straddle @ $34	$3.8	$3.84	11.28%	+29.6%	8/10	5/10
ATML	$10.4	8,252,570	Feb 08, 2012 AC	Strangle @ $11/$10	$0.6	$1.19	11.44%	+2.79%	4/10	4/10
CGX	$55.5	47,075	Feb 08, 2012 BO	Straddle @ $55	$5.9	$6.39	11.51%	-4.82%	4/10	3/10
TRW	$41.5875	1,397,560	Feb 16, 2012 BO	Straddle @ $40	$3.3	$4.88	11.73%	-21.38%	3/10	3/10
DDS	$47.43	910,048	Feb 24, 2012 AC	Strangle @ $48/$47	$5.05	$5.61	11.82%	+12.66%	6/10	5/10
AKAM	$33.46	4,147,109	Feb 08, 2012 AC	Strangle @ $34/$33	$3.43	$3.96	11.83%	+36.66%	8/10	7/10
INCY	$17.655	1,752,060	Feb 15, 2012 BO	Straddle @ $17.5	$1.95	$2.1	11.89%	-34.05%	3/10	3/10
VCLK	$18.5615	727,182	Feb 07, 2012 AC	Straddle @ $18	$1.65	$2.21	11.9%	+7.31%	5/10	4/10
RRGB	$32.68	141,278	Feb 16, 2012 BO	Strangle @ $35/$30	$1.25	$3.93	12.02%	+10.65%	5/10	5/10
PTRY	$12.17	201,934	Feb 07, 2012 BO	Straddle @ $12.5	$1.14	$1.48	12.16%	+15.03%	5/10	5/10
RBCN	$12.01	451,934	Feb 13, 2012 AC	Straddle @ $12	$1.5	$1.5	12.48%	-11.05%	3/10	3/10
NTGR	$40.92	332,319	Feb 07, 2012 AC	Straddle @ $40	$4.34	$5.27	12.87%	+6.42%	5/10	3/10
ULTA	$78.44	787,824	Mar 05, 2012 AC	Strangle @ $80/$75	$6.8	$10.23	13.04%	-15.09%	4/10	4/10
VCI	$24.52	1,040,058	Feb 16, 2012 AC	Straddle @ $25	$2.75	$3.23	13.17%	+17.72%	3/10	3/10
CRM	$123.32	2,987,841	Feb 22, 2012 AC	Strangle @ $125/$120	$13.35	$16.66	13.5%	-22.44%	3/10	3/10
REV	$16.56	46,326	Feb 13, 2012 AC	Strangle @ $17.5/$15	$0.7	$2.25	13.58%	+4%	3/10	3/10
SCSS	$27.62	1,022,987	Feb 08, 2012 AC	Strangle @ $30/$25	$1.14	$3.76	13.61%	+39.24%	7/10	7/10
DY	$23.58	324,909	Feb 29, 2012 AC	Strangle @ $25/$22.5	$1.8	$3.22	13.65%	-4.83%	5/10	5/10
JAZZ	$47.94	819,504	Feb 24, 2012 AC	Straddle @ $48	$6.5	$6.56	13.68%	+22.12%	4/10	4/10
CSTR	$50	996,436	Feb 06, 2012 AC	Straddle @ $50	$6.9	$6.89	13.78%	+24.05%	5/10	5/10
ATHN	$61.39	795,973	Feb 15, 2012 AC	Straddle @ $60	$7.1	$8.49	13.82%	+6.48%	5/10	5/10