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
ACF	$24.125	3,924,955	Aug 03, 2010 AC	Straddle @ $24	$0.6	$0.72	2.98%	+139.41%	10/10	6/10
STST	$34.49	1,085,962	Aug 12, 2010 AC	Straddle @ $35	$0.85	$1.35	3.91%	+50.1%	7/10	3/10
DTG	$49.9699	886,072	Aug 03, 2010 BO	Straddle @ $50	$2.35	$2.38	4.76%	+98.28%	9/10	4/10
PSYS	$33.12	1,036,358	Aug 04, 2010 AC	Straddle @ $32.5	$1	$1.61	4.86%	+104.15%	9/10	4/10
ADCT	$12.7	8,607,620	Aug 04, 2010 AC	Straddle @ $12.5	$0.44	$0.64	5.03%	+103.96%	10/10	4/10
FCN	$35.09	1,045,046	Aug 06, 2010 AC	Straddle @ $35	$2.4	$2.49	7.09%	+64.54%	8/10	3/10
GGP	$13.92	2,018,986	Aug 02, 2010 AC	Straddle @ $14	$0.95	$1.02	7.32%	+72.58%	4/10	3/9
UVV	$44.54	281,693	Aug 04, 2010 AC	Straddle @ $45	$2.84	$3.31	7.43%	+9.41%	4/10	3/10
MA	$209.15	1,800,686	Aug 03, 2010 BO	Straddle @ $210	$15.1	$15.94	7.62%	+26.44%	7/10	3/10
WX	$14.97	705,281	Aug 09, 2010 AC	Straddle @ $15	$1.14	$1.17	7.81%	+68.2%	4/10	3/10
ESE	$29.98	154,020	Aug 03, 2010 AC	Straddle @ $30	$2.5	$2.51	8.36%	+12.17%	4/10	3/10
SAM	$69.5	169,395	Aug 03, 2010 AC	Straddle @ $70	$5.4	$5.9	8.48%	+81.1%	7/10	3/10
HANS	$42	874,679	Aug 05, 2010 AC	Straddle @ $42	$3.65	$3.64	8.66%	+47.43%	9/10	4/10
COH	$36.78	4,344,472	Aug 03, 2010 BO	Straddle @ $37	$3	$3.21	8.72%	+2.86%	4/10	3/10
OSK	$34.07	1,159,609	Aug 02, 2010 BO	Straddle @ $34	$3.1	$3.17	9.3%	+15.16%	4/10	3/10
CRM	$98.72	2,588,339	Aug 20, 2010 AC	Straddle @ $100	$8	$9.28	9.4%	+24.17%	6/10	3/10
PFG	$25.495	3,548,437	Aug 02, 2010 AC	Strangle @ $26/$25	$1.9	$2.4	9.41%	+51.53%	5/10	4/10
DKS	$26.17	1,449,253	Aug 16, 2010 AC	Straddle @ $26	$2.29	$2.47	9.43%	+26.27%	5/10	4/10
AMMD	$22.43	766,604	Aug 03, 2010 AC	Straddle @ $22.5	$2.04	$2.12	9.44%	+16.74%	5/10	3/10
NEU	$107.6	136,716	Aug 03, 2010 AC	Strangle @ $110/$105	$7.8	$10.39	9.65%	+35.31%	6/10	4/10
PUK	$17.36	478,786	Aug 12, 2010 AC	Straddle @ $17.5	$1.55	$1.69	9.73%	-8.63%	4/10	3/10
MIDD	$57.78	119,427	Aug 13, 2010 AC	Strangle @ $60/$55	$2.84	$5.63	9.74%	+29.06%	8/10	4/10
WFMI	$37.94	2,067,700	Aug 03, 2010 AC	Straddle @ $38	$3.65	$3.71	9.77%	+67.29%	7/10	6/10
DHI	$10.95	8,143,660	Aug 03, 2010 BO	Straddle @ $11	$1.03	$1.08	9.86%	+56.92%	6/10	3/10
BGC	$26.53	780,383	Aug 02, 2010 AC	Strangle @ $27/$26	$2.1	$2.63	9.91%	+56.21%	9/10	4/10
HIG	$23.31	6,900,265	Aug 04, 2010 AC	Strangle @ $24/$23	$1.63	$2.32	9.94%	+54.49%	4/10	4/10
EMS	$44.73	446,944	Aug 03, 2010 BO	Straddle @ $45	$4.2	$4.47	9.99%	+6.62%	6/10	3/10
CLR	$45.545	935,804	Aug 04, 2010 AC	Straddle @ $45	$4.05	$4.59	10.07%	+11.99%	6/10	4/10
TIE	$22.03	4,047,227	Aug 02, 2010 AC	Straddle @ $22	$2.2	$2.23	10.11%	-9.36%	4/10	3/10
OCR	$24.6	817,158	Aug 05, 2010 BO	Straddle @ $25	$2.1	$2.5	10.16%	+36.79%	7/10	4/10
AAWW	$58.76	282,930	Aug 03, 2010 BO	Strangle @ $60/$57.5	$4.75	$6	10.21%	+7.76%	5/10	4/10
ANR	$37.91	3,537,162	Aug 04, 2010 BO	Straddle @ $38	$3.8	$3.89	10.26%	+28.69%	6/10	4/10
GRMN	$28.43	1,426,646	Aug 04, 2010 BO	Strangle @ $29/$28	$2.36	$2.93	10.3%	+52.6%	8/10	7/10
HUN	$10.52	3,330,518	Aug 05, 2010 BO	Strangle @ $11/$10	$0.6	$1.11	10.55%	-14.71%	3/10	3/10
MSTR	$82.35	133,376	Aug 02, 2010 AC	Strangle @ $85/$80	$6.05	$8.7	10.56%	+15.41%	6/10	4/10
PL	$22.38	692,762	Aug 04, 2010 BO	Straddle @ $22.5	$2.25	$2.37	10.58%	+17.87%	4/10	3/10
SVR	$22.32	652,351	Aug 02, 2010 AC	Straddle @ $22.5	$2.2	$2.37	10.61%	+69.52%	7/10	5/10
JRCC	$17.51	755,013	Aug 06, 2010 BO	Straddle @ $17.5	$1.85	$1.86	10.62%	+22.12%	5/10	3/10
CTRP	$40	3,045,632	Aug 09, 2010 AC	Straddle @ $40	$4.25	$4.25	10.62%	+50.58%	7/10	4/10
TRW	$34.8	1,605,737	Aug 04, 2010 BO	Straddle @ $35	$3.55	$3.75	10.77%	+67.64%	8/10	7/10