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
A	0/10	Feb 12, 2010	$29.51	Straddle @ $30	$1.71	Feb 09, 2010	7.42%	$29.98	- $1,690	-98.83%	$31.2	- $510	-29.82%
AAN	4/10	Feb 16, 2010	$27.9	Strangle @ $30/$25	$0.8	Jan 27, 2010	13.22%	$29.88	- $800	-100%	$30.12	- $670	-83.75%
			$30.22	Straddle @ $30	$2.15	Feb 15, 2010	7.8%	$29.88	- $2,020	-93.95%	$30.12	- $2,020	-93.95%
AAP	2/10	Feb 17, 2010	$40.36	Straddle @ $40	$2.6	Feb 01, 2010	7.33%	$40.15	- $2,450	-94.23%	$40	- $2,600	-100%
			$42.49	Strangle @ $45/$40	$0.45	Feb 17, 2010	6.96%	$40.15	- $450	-100%	$40	- $450	-100%
AAPL	1/10	Jan 25, 2010	$214.09	Strangle @ $220/$210	$13.75	Jan 19, 2010	9.17%	$205.94	- $9,680	-70.4%	$201.67	- $5,410	-39.34%
			$210.34	Straddle @ $210	$19.14	Jan 20, 2010	9.26%	$205.94	- $15,070	-78.73%	$201.67	- $10,800	-56.42%
			$203.42	Strangle @ $210/$200	$15.1	Jan 22, 2010	10.65%	$205.94	- $15,100	-100%	$201.67	- $15,100	-100%
			$202.65	Straddle @ $200	$20.25	Jan 25, 2010	11.3%	$205.94	- $14,310	-70.66%	$201.67	- $18,580	-91.75%
AB	2/10	Feb 11, 2010	$29.25	Straddle @ $30	$2.45	Jan 20, 2010	10.94%	$25.93	$1,620	66.12%	$26.7	$850	34.69%
			$26.942	Strangle @ $30/$25	$0.45	Feb 03, 2010	12.99%	$25.93	- $450	-100%	$26.7	- $450	-100%
			$25.05	Straddle @ $25	$1.7	Feb 09, 2010	6.98%	$25.93	- $770	-45.29%	$26.7	$0	0%
ABAX	5/10	Jan 28, 2010	$23.47	Strangle @ $25/$22.5	$1.8	Jan 27, 2010	14.18%	$24.08	- $1,800	-100%	$25.48	- $1,310	-72.77%
			$22.89	Straddle @ $22.5	$2.8	Jan 28, 2010	13.93%	$24.08	- $1,220	-43.57%	$25.48	$180	6.42%
ABB	1/10	Feb 18, 2010	$20.04	Straddle @ $20	$1.5	Jan 18, 2010	7.63%	$19.78	- $1,280	-85.33%	$19.78	- $1,280	-85.33%
			$17.89	Straddle @ $17.5	$1	Feb 12, 2010	7.76%	$19.78	$1,280	128%	$19.78	$1,280	128%
			$18.48	Strangle @ $20/$17.5	$0.15	Feb 17, 2010	8.98%	$19.78	- $150	-100%	$19.78	- $150	-100%
ABFS	3/10	Jan 28, 2010	$27.41	Straddle @ $27.5	$3.45	Jan 19, 2010	12.87%	$23.5	$540	15.65%	$25.1	- $1,050	-30.43%
			$26.46	Strangle @ $27.5/$25	$1.7	Jan 27, 2010	11.94%	$23.5	- $190	-11.17%	$25.1	- $1,700	-100%
			$28.72	Strangle @ $30/$27.5	$2.8	Jan 14, 2010	14.17%	$23.5	$1,200	42.85%	$25.1	- $400	-14.28%
ACE	1/10	Feb 02, 2010	$48.11	Strangle @ $50/$45	$1.1	Jan 22, 2010	8.75%	$49.66	- $1,100	-100%	$50.39	- $700	-63.63%
			$49.05	Straddle @ $50	$2.45	Feb 01, 2010	6.93%	$49.66	- $2,100	-85.71%	$50.39	- $2,050	-83.67%
ACF	6/10	Jan 27, 2010	$20.51	Straddle @ $20	$2.4	Jan 18, 2010	14.18%	$20.96	- $1,430	-59.58%	$22.31	- $90	-3.75%
			$21.19	Strangle @ $22.5/$20	$1.25	Jan 19, 2010	12.03%	$20.96	- $1,250	-100%	$22.31	- $1,250	-100%
			$21.835	Straddle @ $22.5	$2.4	Jan 21, 2010	14.01%	$20.96	- $860	-35.83%	$22.31	- $2,200	-91.66%
ACL	1/10	Feb 11, 2010	$153.329	Strangle @ $155/$150	$3.9	Jan 19, 2010	4.7%	$157.52	- $1,370	-35.12%	$159.67	$760	19.48%
			$158.715	Straddle @ $160	$4.7	Feb 02, 2010	3.76%	$157.52	- $2,220	-47.23%	$159.67	- $4,360	-92.76%
			$156.08	Straddle @ $155	$4.5	Feb 05, 2010	3.57%	$157.52	- $1,970	-43.77%	$159.67	$160	3.55%
			$158.13	Strangle @ $160/$155	$1.7	Feb 11, 2010	3.04%	$157.52	- $1,700	-100%	$159.67	- $1,700	-100%
ACLI	5/10	Feb 09, 2010	$16.3	Strangle @ $17.5/$15	$0.85	Feb 08, 2010	13.19%	$20.17	$1,820	214.11%	$22.83	$4,470	525.88%
ACM	1/10	Feb 09, 2010	$28.51	Straddle @ $30	$2.65	Jan 20, 2010	14.48%	$27.47	- $110	-4.15%	$27.66	- $310	-11.69%
			$26.97	Strangle @ $30/$25	$0.44	Feb 03, 2010	12.9%	$27.47	- $440	-100%	$27.66	- $440	-100%
			$24.92	Straddle @ $25	$2	Feb 05, 2010	8.3%	$27.47	$460	23%	$27.66	$660	33%
ACO	5/10	Jan 22, 2010	$29.44	Straddle @ $30	$3.84	Jan 19, 2010	14.97%	$26.82	- $660	-17.18%	$27.37	- $1,210	-31.51%
ACV	1/10	Feb 01, 2010	$28.8	Straddle @ $30	$2.8	Jan 29, 2010	13.85%	$27.84	- $630	-22.5%	$28.02	- $810	-28.92%
ACXM	4/10	Jan 28, 2010	$14.8	Straddle @ $15	$1.7	Jan 25, 2010	12.77%	$14.03	- $720	-42.35%	$16.53	- $160	-9.41%
ADI	1/10	Feb 17, 2010	$29.44	Straddle @ $30	$2.25	Jan 19, 2010	9.51%	$29.57	- $1,820	-80.88%	$29.75	- $2,000	-88.88%
			$26.64	Strangle @ $27.5/$25	$0.9	Feb 04, 2010	9.49%	$29.57	$1,170	129.99%	$29.75	$1,350	150%
			$27.93	Straddle @ $27.5	$1.5	Feb 12, 2010	6.87%	$29.57	$570	37.99%	$29.75	$750	50%
			$28.61	Strangle @ $30/$27.5	$0.55	Feb 16, 2010	6.78%	$29.57	- $550	-100%	$29.75	- $550	-100%
			$31.12	Strangle @ $32.5/$30	$1.35	Jan 11, 2010	8.77%	$29.57	- $920	-68.14%	$29.75	- $1,100	-81.48%
Summary:				Based on 100% asset allocation on each trade:						-165.59%			343.06%
				Based on 10% asset allocation on each trade:						-16.55%			34.3%
				Based on 5% asset allocation on each trade:						-8.27%			17.15%