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 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
AA	1/10	Jul 12, 2010	$11.8966	Straddle @ $12	$1.14	Jun 21, 2010	10.42%	$11	- $130	-11.4%	$10.41	$440	38.59%
			$11.5	Strangle @ $12/$11	$0.67	Jun 22, 2010	10.17%	$11	- $670	-100%	$10.41	- $80	-11.94%
			$10.22	Straddle @ $10	$0.87	Jul 06, 2010	10.66%	$11	$130	14.94%	$10.41	- $450	-51.72%
			$10.55	Strangle @ $11/$10	$0.37	Jul 08, 2010	8.72%	$11	- $370	-100%	$10.41	- $370	-100%
			$10.8201	Straddle @ $11	$0.73	Jul 12, 2010	8.31%	$11	- $730	-100%	$10.41	- $140	-19.17%
ACN	1/10	Jun 24, 2010	$36.37	Straddle @ $35	$3.4	Jun 08, 2010	13.08%	$40.55	$2,140	62.94%	$39	$600	17.64%
			$38.29	Strangle @ $40/$35	$0.85	Jun 15, 2010	10.81%	$40.55	- $300	-35.29%	$39	- $850	-100%
			$39.09	Straddle @ $40	$2.35	Jun 21, 2010	8.31%	$40.55	- $1,800	-76.59%	$39	- $1,350	-57.44%
AIR	4/10	Jul 13, 2010	$17.64	Straddle @ $17.5	$1.45	Jul 13, 2010	9.01%	$17.18	- $1,120	-77.24%	$15.94	$110	7.58%
AM	5/10	Jun 30, 2010	$21.24	Strangle @ $22.5/$20	$1.4	Jun 22, 2010	12.52%	$18.76	- $160	-11.42%	$19.93	- $1,320	-94.28%
			$20.34	Straddle @ $20	$2.25	Jun 28, 2010	12.73%	$18.76	- $1,010	-44.88%	$19.93	- $2,170	-96.44%
AMN	2/10	Jun 24, 2010	$63.66	Straddle @ $65	$7.6	Jun 17, 2010	14.02%	$63.45	- $6,050	-79.6%	$58.63	- $1,230	-16.18%
			$62.86	Strangle @ $65/$60	$4.65	Jun 21, 2010	11.93%	$63.45	- $4,650	-100%	$58.63	- $3,280	-70.53%
ANGO	4/10	Jul 15, 2010	$15.25	Straddle @ $15	$1	Jul 14, 2010	8.19%	$15.3	- $690	-68.99%	$15.3	- $690	-68.99%
APOL	5/10	Jun 30, 2010	$50.13	Straddle @ $50	$6.85	Jun 16, 2010	13.92%	$43.34	- $190	-2.77%	$45.57	- $2,420	-35.32%
			$47.15	Strangle @ $50/$45	$3.45	Jun 24, 2010	13.36%	$43.34	- $1,790	-51.88%	$45.57	- $3,450	-100%
			$44.54	Straddle @ $45	$5.24	Jun 28, 2010	12.79%	$43.34	- $3,580	-68.32%	$45.57	- $4,670	-89.12%
			$42.66	Strangle @ $45/$40	$2.8	Jun 30, 2010	12.79%	$43.34	- $2,800	-100%	$45.57	- $2,220	-79.28%
AVAV	1/10	Jun 24, 2010	$24.68	Straddle @ $25	$2.35	Jun 21, 2010	10.81%	$21.43	$1,220	51.91%	$23.3	- $650	-27.65%
			$23.488	Strangle @ $25/$22.5	$1.6	Jun 23, 2010	13.24%	$21.43	- $520	-32.5%	$23.3	- $1,600	-100%
AYI	1/10	Jun 30, 2010	$44.99	Straddle @ $45	$3.45	Jun 22, 2010	7.69%	$35.2	$6,340	183.76%	$38.62	$2,930	84.92%
			$41.215	Straddle @ $40	$3.7	Jun 29, 2010	11.91%	$35.2	$1,090	29.45%	$38.62	- $2,310	-62.43%
AZZ	2/10	Jun 25, 2010	$39.43	Straddle @ $40	$3.9	Jun 22, 2010	11.31%	$39.44	- $3,330	-85.38%	$38.63	- $2,530	-64.87%
BAC	4/10	Jul 16, 2010	$16.03	Straddle @ $16	$1.12	Jun 21, 2010	7.23%	$13.98	$890	79.46%	$13.98	$890	79.46%
			$13.96	Straddle @ $14	$0.96	Jul 06, 2010	7.16%	$13.98	- $940	-97.91%	$13.98	- $940	-97.91%
			$14.49	Strangle @ $15/$14	$0.47	Jul 07, 2010	6.76%	$13.98	- $450	-95.74%	$13.98	- $450	-95.74%
			$15.5799	Strangle @ $16/$15	$0.32	Jul 13, 2010	5.71%	$13.98	$690	215.62%	$13.98	$690	215.62%
			$15.2699	Straddle @ $15	$0.63	Jul 15, 2010	5.82%	$13.98	$380	60.31%	$13.98	$380	60.31%
BBBY	1/10	Jun 23, 2010	$43.56	Strangle @ $44/$43	$4.15	Jun 09, 2010	10.81%	$39.12	- $260	-6.26%	$36.04	$2,810	67.71%
			$43.98	Straddle @ $44	$4.4	Jun 11, 2010	10.05%	$39.12	$480	10.9%	$36.04	$3,560	80.9%
			$45.18	Straddle @ $45	$4.25	Jun 14, 2010	9.8%	$39.12	$1,630	38.35%	$36.04	$4,710	110.82%
			$45.81	Straddle @ $46	$3.95	Jun 15, 2010	9.02%	$39.12	$2,930	74.17%	$36.04	$6,010	152.15%
			$45.23	Strangle @ $46/$45	$3.2	Jun 16, 2010	8.77%	$39.12	$2,680	83.75%	$36.04	$5,760	180%
			$42.765	Straddle @ $43	$3.75	Jun 18, 2010	9.3%	$39.12	$130	3.46%	$36.04	$3,210	85.6%
			$41.82	Straddle @ $42	$3.55	Jun 21, 2010	8.89%	$39.12	- $660	-18.59%	$36.04	$2,410	67.88%
			$40.59	Strangle @ $41/$40	$3.15	Jun 22, 2010	9.21%	$39.12	- $2,260	-71.74%	$36.04	$810	25.71%
			$41.565	Strangle @ $42/$41	$3.15	Jun 23, 2010	8.92%	$39.12	- $1,260	-40%	$36.04	$1,810	57.46%
BKS	2/10	Jun 28, 2010	$17.26	Straddle @ $17.5	$2.29	Jun 18, 2010	14.65%	$13.27	$1,940	84.71%	$12.27	$2,940	128.38%
			$16.31	Strangle @ $17.5/$15	$0.9	Jun 28, 2010	13.48%	$13.27	$830	92.22%	$12.27	$1,830	203.33%
CMC	1/10	Jun 22, 2010	$15.71	Strangle @ $16/$15	$1.55	Jun 18, 2010	14.38%	$15.37	- $1,550	-100%	$12.81	$630	40.64%
			$15.86	Straddle @ $16	$1.85	Jun 21, 2010	12.54%	$15.37	- $1,210	-65.4%	$12.81	$1,330	71.89%
Summary:				Based on 100% asset allocation on each trade:						379.74%			440.39%
				Based on 10% asset allocation on each trade:						37.97%			44.03%
				Based on 5% asset allocation on each trade:						18.98%			22.01%