Histrical Straddle Play Analyze Tool

• Lowest Cost: Optionslam.com uses options price at the end of the day. Once the earnings date is confirmed, Optionslam.com will track the straddle cost daily until the earning date to find out the minimum cost of each straddle play.

• Result: Straddles are excercised based on closing price.

• Performance Summary: If a stock has several plays in one calendar month, only the one with best return is used to calculate the final performance.

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	Options Month: 2006 2007 2008 2009 2010 2011 2012 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 Max Cost 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 Cost: N/A More than 19% movement More than 15% movement More than 12.5% movement More than 10% movement More than 7.5% movement More than 5% movement 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	Rate	Earning Date	Price	Straddle Plan	Lowest Cost			One Day Result			Month End Result
					Cost	Date	Perc	Price	Proceed	Return	Price	Proceed	Return
AM	2/10	Dec 22, 2011	$17.55	Straddle @ $17.5	$2.25	Dec 05, 2011	13.1%	$13.39	$1,850	82.22%	$14.2	$1,050	46.66%
			$16.18	Strangle @ $17.5/$15	$0.7	Dec 19, 2011	12.42%	$13.39	$900	128.57%	$14.2	$100	14.28%
APOL	3/10	Jan 05, 2012	$49.54	Strangle @ $50/$49	$4.93	Dec 14, 2011	11.04%	$56.64	$1,710	34.68%	$54.61	- $320	-6.49%
			$50.49	Straddle @ $50	$4.79	Dec 19, 2011	10.45%	$56.64	$1,850	38.62%	$54.61	- $180	-3.75%
			$52.64	Strangle @ $55/$50	$2.54	Dec 22, 2011	9.84%	$56.64	- $890	-35.03%	$54.61	- $2,540	-100%
			$54.5	Straddle @ $55	$4.41	Dec 27, 2011	8.99%	$56.64	- $2,760	-62.58%	$54.61	- $4,010	-90.92%
ATU	1/10	Dec 21, 2011	$20.37	Straddle @ $20	$2.6	Dec 19, 2011	14.58%	$22.47	- $130	-5%	$24.47	$1,860	71.53%
			$20.93	Strangle @ $22.5/$20	$1.35	Dec 20, 2011	13.95%	$22.47	- $1,350	-100%	$24.47	$610	45.18%
AZZ	2/10	Jan 06, 2012	$45.44	Straddle @ $45	$4.2	Jan 02, 2012	10.21%	$45.04	- $4,160	-99.04%	$47.67	- $1,520	-36.19%
BK	0/10	Jan 18, 2012	$19.7	Strangle @ $20/$19	$1.06	Dec 28, 2011	8.93%	$20.3	- $750	-70.75%	$21.28	$220	20.75%
			$19.91	Straddle @ $20	$1.41	Jan 02, 2012	7.53%	$20.3	- $1,100	-78.01%	$21.28	- $120	-8.51%
			$20.55	Strangle @ $21/$20	$0.73	Jan 06, 2012	6.22%	$20.3	- $730	-100%	$21.28	- $440	-60.27%
			$20.74	Straddle @ $21	$1.08	Jan 09, 2012	6.5%	$20.3	- $380	-35.18%	$21.28	- $790	-73.14%
			$21.51	Strangle @ $22.5/$21	$0.44	Jan 17, 2012	6.6%	$20.3	$250	56.81%	$21.28	- $440	-100%
CREE	4/10	Jan 17, 2012	$22.2801	Straddle @ $22	$0.67	Jan 05, 2012	4.26%	$24.45	$1,770	264.17%	$27.19	$4,520	674.62%
			$23.05	Straddle @ $23	$0.22	Jan 13, 2012	1.12%	$24.45	$1,220	554.54%	$27.19	$3,970	1804.54%
			$22.9	Strangle @ $24/$22.5	$1.87	Jan 16, 2012	12.96%	$24.45	- $1,420	-75.93%	$27.19	$1,320	70.58%
			$23.675	Straddle @ $24	$2.49	Jan 17, 2012	11.86%	$24.45	- $2,040	-81.92%	$27.19	$700	28.11%
EDU	1/10	Jan 17, 2012	$22.67	Straddle @ $22.5	$2.65	Jan 06, 2012	12.43%	$24.09	- $1,060	-40%	$23.27	- $1,880	-70.94%
			$22.1	Strangle @ $22.5/$21.25	$1.9	Jan 09, 2012	12.44%	$24.09	- $310	-16.31%	$23.27	- $1,130	-59.47%
			$23.38	Strangle @ $23.75/$22.5	$1.95	Jan 10, 2012	12.06%	$24.09	- $1,610	-82.56%	$23.27	- $1,950	-100%
			$23.885	Straddle @ $23.75	$2.4	Jan 11, 2012	10.59%	$24.09	- $2,060	-85.83%	$23.27	- $1,910	-79.58%
			$24.4403	Strangle @ $25/$23.75	$1.7	Jan 12, 2012	9.77%	$24.09	- $1,700	-100%	$23.27	- $1,210	-71.17%
			$24.8	Straddle @ $25	$2.4	Jan 13, 2012	10.44%	$24.09	- $1,480	-61.66%	$23.27	- $660	-27.5%
EWBC	1/10	Jan 19, 2012	$21.69	Strangle @ $22.5/$20	$0.25	Jan 18, 2012	8.94%	$22.02	- $250	-100%	$22.02	- $250	-100%
FFIV	5/10	Jan 18, 2012	$102.78	Strangle @ $105/$100	$11.3	Dec 19, 2011	13.68%	$120	$3,690	32.65%	$120.27	$3,960	35.04%
			$100.89	Straddle @ $100	$13.6	Dec 21, 2011	14.35%	$120	$6,400	47.05%	$120.27	$6,660	48.97%
			$105.04	Straddle @ $105	$12.45	Jan 05, 2012	11.89%	$120	$2,550	20.48%	$120.27	$2,810	22.57%
			$111.58	Strangle @ $115/$110	$9.69	Jan 09, 2012	11.75%	$120	- $4,680	-48.29%	$120.27	- $4,420	-45.61%
			$109.98	Straddle @ $110	$10.95	Jan 12, 2012	9.97%	$120	- $940	-8.58%	$120.27	- $680	-6.21%
			$106.4	Strangle @ $110/$105	$8.3	Jan 17, 2012	11.17%	$120	$1,690	20.36%	$120.27	$1,960	23.61%
FITB	0/10	Jan 20, 2012	$11.91	Strangle @ $12.5/$11	$0.55	Dec 19, 2011	12.25%	$13.17	$110	19.99%	$13.17	$110	19.99%
			$12.75	Straddle @ $12.5	$0.91	Dec 30, 2011	9.09%	$13.17	- $240	-26.37%	$13.17	- $240	-26.37%
			$13.47	Strangle @ $14/$12.5	$0.23	Jan 09, 2012	8.9%	$13.17	- $230	-100%	$13.17	- $230	-100%
			$13.55	Straddle @ $14	$0.65	Jan 19, 2012	8.03%	$13.17	$180	27.69%	$13.17	$180	27.69%
FUL	1/10	Jan 18, 2012	$25.39	Straddle @ $25	$1.4	Jan 17, 2012	7.01%	$26.32	- $70	-5%	$27.22	$810	57.85%
FULT	1/10	Jan 17, 2012	$10.08	Straddle @ $10	$0.7	Jan 06, 2012	7.63%	$9.77	- $460	-65.71%	$9.49	- $190	-27.14%
IBKR	1/10	Jan 19, 2012	$15.24	Straddle @ $15.71	$0.8	Jan 16, 2012	8.33%	$15.58	- $660	-82.5%	$15.58	- $660	-82.5%
ISRG	1/10	Jan 19, 2012	$427	Strangle @ $430/$420	$35.29	Dec 15, 2011	9.9%	$445.68	- $19,600	-55.53%	$445.68	- $19,600	-55.53%
			$430.62	Straddle @ $430	$38.29	Dec 16, 2011	9.02%	$445.68	- $22,600	-59.02%	$445.68	- $22,600	-59.02%
			$433.94	Strangle @ $440/$430	$32.29	Dec 19, 2011	8.83%	$445.68	- $26,600	-82.37%	$445.68	- $26,600	-82.37%
Summary:				Based on 100% asset allocation on each trade:						479.72%			1800.91%
				Based on 10% asset allocation on each trade:						47.97%			180.09%
				Based on 5% asset allocation on each trade:						23.98%			90.04%