options081707 by niusheng11

VIEWS: 490 PAGES: 2

									1-month Straddle Price Data
Period 07/20/07 - 08/17/07
As of 08/17/07
expire Aug                                                                                   As of:    08/17/07                         20-Jul   17-Aug
                                       20-Jul   17-Aug      %                         CALL                      PUT                   Straddle Straddle      %
Stock   Name                            Price     Price   Return    Strike   Option      bid    ask    Option          bid     ask    Midpoint Midpoint    Return
AAPL    APPLE COMPUTER INC             143.75    122.06   -15.09%   145      APV HI      0.00   0.05   APV TI         22.70   23.10      17.70     22.93       30%
ABI     APPLERA CORP                    33.09     31.32    -5.35%   35       ABI HG      0.00   0.10   ABI TG          3.60    3.90       3.35      3.80       13%
ADBE    ADOBE SYS INC                   41.64     40.32    -3.17%   42.5     AEQ HV      0.00   0.05   AEQ TV          2.10    2.25       2.60      2.20      -15%
AIG     AMERICAN INTERNATIONAL GROUP    69.04     65.96    -4.46%   70       AIG HN      0.00   0.05   AIG TN          3.90    4.20       2.90      4.08       41%
AMD     ADVANCED MICRO DEVICES INC      15.50     11.89   -23.29%   15       AMD HC      0.00   0.01   AMD TC          3.10    3.15       1.42      3.13      120%
AMGN    AMGEN INC                       56.18     50.08   -10.86%   55       YAA HK      0.00   0.05   YAA TK          4.90    5.10       3.85      5.03       31%
AMZN    AMAZON COM INC                  71.63     75.02     4.73%   72.5     ZQN HD      2.40   2.60   ZQN TD          0.00    0.05       8.80      2.53      -71%
AZO     AUTOZONE INC                   133.72    118.17   -11.63%   135      AZO HG      0.00   0.10   AZO TG         16.70   17.20       6.45     17.00      164%
BBY     BEST BUY INC                    46.38     43.67    -5.84%   47.5     BBY HW      0.00   0.05   BBY TW          3.80    4.00       2.55      3.93       54%
BBBY    BED BATH & BEYOND INC           36.83     34.25    -7.01%   37.5     BHQ HU      0.00   0.05   BHQ TU          3.20    3.40       2.05      3.33       62%
BHI     BAKER HUGHES INC                82.40     78.61    -4.60%   80       BHI HP      0.00   0.05   BHI TP          1.50    1.70       5.95      1.63      -73%
BZH     BEAZER HOMES USA INC            19.62     11.09   -43.48%   20       BZH HD      0.00   0.05   BZH TD          8.80    9.00       3.50      8.93      155%
CAT     CATERPILLAR INC                 83.20     72.64   -12.69%   85       CAT HQ      0.00   0.01   CAT TQ         12.20   12.75       5.35     12.48      133%
COF     CAPITAL ONE FINL CORP           77.66     68.75   -11.47%   80       COF HP      0.00   0.05   COF TP         10.90   11.50       4.75     11.23      136%
CVX     CHEVRONTEXACO CORP              92.12     84.36    -8.42%   90       CVX HR      0.00   0.05   CVX TR          5.50    5.90       6.05      5.73       -5%
DELL    DELL INC                        29.18     26.32    -9.80%   30       DLQ HF      0.00   0.05   DLQ TF          3.60    3.80       1.90      3.73       96%
DNA     GENENTECH INC                   75.15     72.62    -3.37%   75       DWN HO      0.00   0.05   DWN TO          2.35    2.55       3.40      2.48      -27%
EBAY    EBAY INC                        33.53     34.14     1.82%   32.5     XBA HZ      1.55   1.70   XBA TZ          0.00    0.05       2.30      1.65      -28%
ELX     EMULEX CORP                     23.40     18.43   -21.24%   22.5     ELX HX      0.00   0.05   ELX TX          4.00    4.20       2.45      4.13       68%
GLW     CORNING INC                     26.53     23.00   -13.31%   25       GLW HE      0.00   0.05   GLW TE          2.00    2.10       2.40      2.08      -14%
GS      GOLDMAN SACHS GROUP INC        205.94    175.00   -15.02%   210      GPY HB      0.00   0.05   GPY TB         34.60   35.30      15.50     34.98      126%
IBM     INTERNATIONAL BUSINESS MACHS   114.81    110.90    -3.41%   115      IBM HC      0.00   0.05   IBM TC          4.10    4.60       5.10      4.38      -14%
ITW     ILLINOIS TOOLS WKS INC          57.09     52.87    -7.39%   55       ITW HK      0.00   0.05   ITW TK          2.05    2.20       3.45      2.15      -38%
JBL     JABIL CURCUIT INC               24.47     22.42    -8.38%   25       JBL HE      0.00   0.10   JBL TE          2.55    2.70       1.90      2.68       41%
JNJ     JOHNSON & JOHNSON               61.79     62.02     0.37%   60       JNJ HL      1.90   2.00   JNJ TL          0.00    0.05       2.90      1.98      -32%
JPM     JP MORGAN CHASE & CO            47.56     47.01    -1.16%   47.5     JPM HW      0.00   0.05   JPM TW          0.35    0.55       3.10      0.48      -85%
KLAC    KLA-TENCOR CORP                 61.91     59.49    -3.91%   62.5     KCQ HZ      0.00   0.05   KCQ TZ          2.95    3.20       4.90      3.10      -37%
LEH     LEHMAN BROTHERS INC             68.29     58.11   -14.91%   70       LES HN      0.00   0.05   LES TN         11.70   12.30       6.00     12.03      100%
LLY     LILLY ELI & CO                  56.03     55.81    -0.39%   55       LLY HK      0.65   0.80   LLY TK          0.00    0.05       2.85      0.75      -74%
LM      LEGG MASON INC                  99.66     88.80   -10.90%   100      LM HT       0.00   0.05   LM TT          11.10   11.50       7.20     11.33       57%
LXK     LEXMARK INTL INC                45.43     37.10   -18.34%   45       LXK HI      0.00   0.05   LXK TI          7.80    8.00       3.60      7.93      120%
MER     MERRILL LYNCH & CO INC          80.04     76.04    -5.00%   80       MER HP      0.00   0.05   MER TP          3.80    4.00       6.40      3.93      -39%
MMM     3M CO                           90.21     87.83    -2.64%   90       MNZ HR      0.00   0.05   MNZ TR          2.15    2.35       4.70      2.28      -52%
NKE     NIKE INC                        58.52     54.47    -6.92%   60       NKE HL      0.00   0.05   NKE TL          5.50    5.70       3.25      5.63       73%
NOC     NORTHROP GRUMMAN                77.70     77.72     0.03%   80       NOC HP      0.00   0.05   NOC TP          2.15    2.50       3.70      2.35      -36%
NVLS    NOVELLUS SYS INC                31.54     27.26   -13.57%   32.5     NLQ HZ      0.00   0.05   NLQ TZ          5.10    5.40       2.35      5.28      124%
QCOM    QUALCOMM INC                    43.00     37.54   -12.70%   42.5     AAO HV      0.00   0.05   AAO TV          4.90    5.10       3.35      5.03       50%
QLGC    QLOGIC CORP                     17.72     12.10   -31.72%   17.5     QLC HW      0.00   0.05   QLC TW          5.30    5.50       1.35      5.43      302%
RIMM    RESEARCH IN MOTION LTD         230.52    221.25    -4.02%   230      RFY HF      0.00   0.05   RFY TF          9.20    9.80      21.00      9.53      -55%
SAP     SAP AKTIENGESELLSHAFT           55.22     52.47    -4.98%   55       SAP HK      0.00   0.05   SAP TK          2.40    2.60       3.15      2.53      -20%
TXN     TEXAS INSTRS INC                38.01     33.09   -12.94%   37.5     TXN HU      0.00   0.01   TXN TU          4.35    4.50       2.79      4.43       59%
UTX     UNITED TECHNOLOGIES CORP        76.03     73.82    -2.91%   75       UTX HO      0.00   0.05   UTX TO          1.10    1.25       4.10      1.20      -71%
XLNX    XILINX INC                      27.26     24.46   -10.27%   27.5     XLQ HY      0.00   0.05   XLQ TY          2.95    3.20       1.75      3.10       77%
XOM     EXXON MOBIL CORP                91.94     84.14    -8.48%   90       XOM HR      0.00   0.05   XOM TR          5.90    6.20       5.70      6.08        7%
YHOO    YAHOO INC                       25.35     23.54    -7.14%   25       YHQ HE      0.00   0.05   YHQ TE          1.40    1.50       1.85      1.48      -20%
        same:                                                   0                                                                                                 0
        declined:                                              41                                                                                                20
        increased:                                              4                                                                                                25
        simple avg:                                       -9.23%                                                                                            31.88%
$ weight-avg:   -9.23%   31.88%

								
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