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Index STRANGLE WRITES (grouped by stock symbol and ordered by month and strike price) Stock Stock Put and Call Sell Sell Net Option Symbol Price Mon_Strikes Put Call Credit Yield AAPL 199.92 Dec_195.00_200.00 APVXS APVLT 11.45 11.4% AAPL 199.92 Jan10_195.00_200.00 APVMS APVAT 18.25 18.2% AAPL 199.92 Apr10_195.00_200.00 APVPS APVDT 35.35 35.3% AAPL 199.92 Jan11_190.00_200.00 VAAMR VAAAT 61.80 61.8% AAPL 199.92 Jan11_190.00_210.00 VAAMR VAAAU 57.35 54.6% AAPL 199.92 Jan11_185.00_220.00 VAAMQ VAAAV 51.10 46.5% ALXN 43.70 Dec_40.00_45.00 XQNXH XQNLI 1.40 6.2% ALXN 43.70 Jan10_42.50_45.00 XQNMV XQNAI 3.45 15.3% ALXN 43.70 Feb10_40.00_45.00 XQNNH XQNBI 4.10 18.2% ALXN 43.70 May10_40.00_45.00 XQNQH XQNEI 6.55 29.1% ALXN 43.70 Jan11_40.00_45.00 OAOMH OAOAI 11.40 50.7% AMD 6.95 Apr10_6.00_7.00 AMDPI AMDDJ 1.74 49.7% AMD 6.95 Apr10_6.00_8.00 AMDPI AMDDK 1.38 34.5% AMGN 55.38 Dec_55.00_57.50 YAAXK YAALY 2.07 7.2% AMGN 55.38 Apr10_55.00_57.50 YAAPK YAADY 7.75 27.0% AMGN 55.38 Apr10_55.00_60.00 YAAPK YAADL 6.79 22.6% AMKR 5.74 Jan11_5.00_7.50 OMYMA OMYAU 1.90 50.7% AMR 5.47 Feb10_5.00_6.00 AMRNA AMRBI 1.25 41.7% AMR 5.47 May10_5.00_6.00 AMRQA AMREI 1.95 65.0% AMR 5.47 May10_5.00_7.00 AMRQA AMREJ 1.60 45.7% AMR 5.47 Jan11_5.00_7.50 VMRMA VMRAU 2.60 69.3% AMR 5.47 Jan11_5.00_10.00 VMRMA VMRAB 2.10 42.0% AMZN 129.66 Dec_125.00_130.00 QZNXX QZNLY 8.20 12.6% AMZN 129.66 Dec_125.00_135.00 QZNXX QZNLG 6.08 9.0% AMZN 129.66 Jan10_125.00_130.00 QZNMX QZNAY 12.90 19.8% AMZN 129.66 Jan10_125.00_135.00 QZNMX QZNAG 10.65 15.8% AMZN 129.66 Jan10_120.00_140.00 QZNMD QZNAH 7.25 10.4% AMZN 129.66 Apr10_125.00_130.00 QZNPX QZNDY 25.25 38.8% AMZN 129.66 Apr10_125.00_135.00 QZNPX QZNDG 22.95 34.0% AMZN 129.66 Apr10_120.00_140.00 QZNPD QZNDH 18.80 26.9% AMZN 129.66 Apr10_115.00_145.00 QZNPC QZNDI 15.25 21.0% AMZN 129.66 Jan11_125.00_130.00 VFNME VFNAF 45.55 70.1% AMZN 129.66 Jan11_125.00_135.00 VFNME VFNAG 43.40 64.3% AMZN 129.66 Jan11_120.00_140.00 VFNMD VFNAH 38.80 55.4% AMZN 129.66 Jan11_120.00_145.00 VFNMD VFNAI 36.95 51.0% AMZN 129.66 Jan11_115.00_150.00 VFNMC VFNAJ 32.95 43.9% ANSS 39.81 Dec_35.00_40.00 QUSXG QUSLH 1.25 6.2% ANSS 39.81 Jan10_35.00_40.00 QUSMG QUSAH 2.30 11.5% ANSS 39.81 Apr10_35.00_40.00 QUSPG QUSDH 4.85 24.2% ARNA 3.51 Apr10_3.00_4.00 UGGPJ UGGDS 1.15 57.5% ATHR 27.55 Mar10_25.00_30.00 QRAOE QRACF 3.35 22.3% ATHR 27.55 Jun10_25.00_30.00 QRARE QRAFF 5.20 34.7% ATHR 27.55 Jan11_25.00_30.00 ZCAME ZCAAF 8.20 54.7% AXP 40.93 Dec_40.00_41.00 ABZXH ABZLX 2.67 13.0% AXP 40.93 Dec_40.00_42.00 ABZXH ABZLY 2.21 10.5% AXP 40.93 Dec_38.00_43.00 ABZXU ABZLZ 1.30 6.0% AXP 40.93 Jan10_40.00_41.00 ABZMH ABZAX 4.28 20.9% AXP 40.93 Jan10_39.00_42.50 ABZMW ABZAV 3.20 15.1% AXP 40.93 Jan10_37.50_44.00 ABZMA ABZAB 2.20 10.0% AXP 40.93 Apr10_40.00_41.00 ABZPH ABZDX 7.90 38.5% AXP 40.93 Apr10_39.00_42.00 ABZPW ABZDY 7.00 33.3% AXP 40.93 Apr10_38.00_43.00 ABZPU ABZDZ 6.15 28.6% AXP 40.93 Apr10_37.00_44.00 ABZPS ABZDB 5.42 24.6% AXP 40.93 Apr10_36.00_45.00 ABZPD ABZDI 4.72 21.0% AXP 40.93 Jan11_35.00_45.00 VAXMG VAXAI 9.80 43.6% BAC 16.09 Jan10_15.00_17.50 BYOMO BYOAZ 1.13 12.9% BAC 16.09 Feb10_15.00_17.00 BYONO BYOBQ 1.95 22.9% BAC 16.09 May10_15.00_17.00 BYOQO BYOEQ 3.23 38.0% BAC 16.09 May10_14.00_18.00 BYOQN BYOER 2.47 27.4% BAC 16.09 Jan11_15.00_17.50 VBAMC VBAAS 5.33 60.9% BAC 16.09 Jan11_15.00_17.50 VEDMC VEDAW 4.67 53.4% BAC 16.09 Jan11_15.00_20.00 VBAMC VBAAD 4.50 45.0% BRCM 28.76 Dec_28.00_29.00 RBFXB RBFLC 2.00 13.8% BRCM 28.76 Dec_27.00_30.00 RBFXA RBFLF 1.25 8.3% BRCM 28.76 Jan10_28.00_29.00 RBFMB RBFAC 3.10 21.4% BRCM 28.76 Jan10_27.00_30.00 RBFMA RBFAF 2.30 15.3% BRCM 28.76 Jan10_26.00_31.00 RBFMZ RBFAD 1.65 10.6% BRCM 28.76 Feb10_28.00_29.00 RBFNB RBFBC 4.40 30.3% BRCM 28.76 Feb10_28.00_30.00 RBFNB RBFBF 4.00 26.7% BRCM 28.76 Feb10_27.00_31.00 RBFNA RBFBD 3.15 20.3% BRCM 28.76 May10_28.00_29.00 RBFQB RBFEC 6.50 44.8% BRCM 28.76 May10_28.00_30.00 RBFQB RBFEF 6.00 40.0% BRCM 28.76 May10_27.00_31.00 RBFQA RBFED 5.15 33.2% BRCM 28.76 May10_26.00_32.00 RBFQZ RBFEI 4.40 27.5% BRCM 28.76 Jan11_25.00_30.00 VJGME VJGAF 7.90 52.7% BWS 11.04 Feb10_10.00_12.50 BWSNB BWSBV 1.20 19.2% BWS 11.04 May10_10.00_12.50 BWSQB BWSEV 2.20 35.2% CCJ 29.65 Dec_29.00_30.00 CCJXG CCJLF 2.10 14.0% CCJ 29.65 Jan10_29.00_30.00 CCJMG CCJAF 3.20 21.3% CCJ 29.65 Mar10_29.00_30.00 CCJOG CCJCF 5.10 34.0% CCJ 29.65 Jun10_29.00_30.00 CCJRG CCJFF 7.00 46.7% CCJ 29.65 Jan11_25.00_30.00 ZBKME ZBKAF 8.40 56.0% CECO 24.85 Dec_24.00_25.00 CUYXL CUYLE 1.70 13.6% CECO 24.85 Dec_24.00_26.00 CUYXL CUYLM 1.25 9.6% CECO 24.85 Jan10_24.00_25.00 CUYML CUYAE 2.60 20.8% CECO 24.85 Jan10_24.00_26.00 CUYML CUYAM 2.15 16.5% CECO 24.85 Jan10_23.00_27.00 CUYMP CUYAN 1.50 11.1% CECO 24.85 Apr10_24.00_25.00 CUYPL CUYDE 4.90 39.2% CECO 24.85 Apr10_24.00_26.00 CUYPL CUYDM 4.45 34.2% CECO 24.85 Apr10_23.00_27.00 CUYPP CUYDN 3.60 26.7% CECO 24.85 Apr10_22.00_28.00 CUYPO CUYDY 2.95 21.1% CECO 24.85 Jan11_22.50_25.00 XCNMX XCNAE 7.70 61.6% CPKI 12.57 Apr10_12.50_15.00 CUHPV CUHDC 1.95 26.0% CSCO 23.46 Jan10_22.50_24.00 CYQMX CYQAN 1.29 10.8% CSCO 23.46 Apr10_23.00_24.00 CYQPM CYQDN 2.97 24.7% CTSH 43.68 Dec_42.50_45.00 UPUXV UPULI 1.60 7.1% CTSH 43.68 Jan10_40.00_45.00 UPUMH UPUAI 2.35 10.4% CTSH 43.68 Apr10_42.50_45.00 UPUPV UPUDI 6.80 30.2% CTSH 43.68 Apr10_40.00_47.50 UPUPH UPUDY 4.80 20.2% CTSH 43.68 Jan11_40.00_45.00 VJOMH VJOAI 11.60 51.6% CYPB 5.53 Jan11_5.00_7.50 VAYMA VAYAU 1.85 49.3% DELL 14.29 Feb10_14.00_15.00 DLYNP DLYBC 1.68 22.4% DELL 14.29 May10_14.00_15.00 DLYQP DLYEC 2.67 35.6% DELL 14.29 Jan11_12.50_15.00 VPZMV VPZAC 3.61 48.1% EBAY 22.79 Dec_22.00_23.00 QXBXW QXBLG 1.09 9.5% EBAY 22.79 Apr10_22.00_23.00 QXBPW QXBDG 3.61 31.4% EBAY 22.79 Apr10_22.00_24.00 QXBPW QXBDE 3.16 26.3% ENER 10.57 Jan10_9.00_11.00 EQIMJ EQIAK 1.35 24.5% ENER 10.57 Mar10_9.00_11.00 EQIOJ EQICK 2.35 42.7% ENER 10.57 Mar10_9.00_12.00 EQIOJ EQICL 2.05 34.2% ENER 10.57 Mar10_9.00_13.00 EQIOJ EQICM 1.75 26.9% ENER 10.57 Jun10_9.00_11.00 EQIRJ EQIFK 3.25 59.1% ENER 10.57 Jun10_9.00_12.00 EQIRJ EQIFL 2.95 49.2% ENER 10.57 Jun10_9.00_13.00 EQIRJ EQIFM 2.70 41.5% ENER 10.57 Jun10_9.00_14.00 EQIRJ EQIFN 2.45 35.0% ENER 10.57 Jun10_9.00_15.00 EQIRJ EQIFC 2.30 30.7% ENER 10.57 Jan11_10.00_12.50 XYKMB XYKAV 4.90 78.4% ENER 10.57 Jan11_10.00_15.00 XYKMB XYKAC 4.35 58.0% ENER 10.57 Jan11_10.00_17.50 XYKMB XYKAW 4.00 45.7% EXPD 32.18 Jan11_30.00_35.00 XPIMF XPIAG 7.60 43.4% F 8.64 Jan11_7.50_10.00 OKFMU OKFAM 2.62 52.4% FCX 84.57 Dec_80.00_85.00 FHZXP FHZLQ 6.37 15.0% FCX 84.57 Dec_80.00_90.00 FHZXP FHZLR 4.38 9.7% FCX 84.57 Jan10_80.00_85.00 FHZMP FHZAQ 10.25 24.1% FCX 84.57 Jan10_80.00_90.00 FHZMP FHZAR 8.15 18.1% FCX 84.57 Jan10_75.00_95.00 FHZMO FHZAS 5.04 10.6% FCX 84.57 Feb10_80.00_85.00 FHZNP FHZBQ 13.95 32.8% FCX 84.57 Feb10_80.00_90.00 FHZNP FHZBR 11.75 26.1% FCX 84.57 Feb10_75.00_95.00 FHZNO FHZBS 8.25 17.4% FCX 84.57 May10_80.00_85.00 FHZQP FHZEQ 21.30 50.1% FCX 84.57 May10_80.00_90.00 FHZQP FHZER 19.10 42.4% FCX 84.57 May10_75.00_95.00 FHZQO FHZES 15.10 31.8% FCX 84.57 May10_75.00_100.00 FHZQO FHZET 13.55 27.1% FCX 84.57 Jan11_80.00_85.00 OBQMP OBQAQ 32.65 76.8% FCX 84.57 Jan11_80.00_90.00 OBQMP OBQAR 30.55 67.9% FCX 84.57 Jan11_75.00_95.00 OBQMO OBQAS 26.20 55.2% FCX 84.57 Jan11_70.00_100.00 OBQMN OBQAT 22.40 44.8% FRPT 5.22 Jan11_5.00_7.50 ZFGMA ZFGAU 2.15 57.3% GG 43.64 Dec_43.00_44.00 GAGXA GAGLF 3.77 17.1% GG 43.64 Dec_42.00_45.00 GAGXP GAGLI 2.92 13.0% GG 43.64 Dec_41.00_46.00 GAGXE GAGLG 2.24 9.7% GG 43.64 Dec_41.00_47.00 GAGXE GAGLR 1.96 8.3% GG 43.64 Dec_40.00_48.00 GAGXH GAGLT 1.48 6.2% GG 43.64 Jan10_43.00_44.00 GAGMA GAGAF 5.64 25.6% GG 43.64 Jan10_42.00_45.00 GAGMP GAGAI 4.75 21.1% GG 43.64 Jan10_41.00_46.00 GAGME GAGAG 3.98 17.3% GG 43.64 Jan10_41.00_47.00 GAGME GAGAR 3.66 15.6% GG 43.64 Jan10_40.00_48.00 GAGMH GAGAT 3.03 12.6% GG 43.64 Jan10_39.00_49.00 GAGMD GAGAU 2.50 10.2% GG 43.64 Apr10_43.00_44.00 GAGPA GAGDF 9.75 44.3% GG 43.64 Apr10_42.00_45.00 GAGPP GAGDI 8.85 39.3% GG 43.64 Apr10_42.00_46.00 GAGPP GAGDG 8.45 36.7% GG 43.64 Apr10_41.00_47.00 GAGPE GAGDR 7.60 32.3% GG 43.64 Apr10_40.00_48.00 GAGPH GAGDT 6.85 28.5% GG 43.64 Apr10_39.00_49.00 GAGPD GAGDU 6.10 24.9% GG 43.64 Apr10_39.00_50.00 GAGPD GAGDJ 5.86 23.4% GG 43.64 Jan11_40.00_45.00 OPJMH OPJAI 15.00 66.7% GG 43.64 Jan11_40.00_50.00 OPJMH OPJAJ 13.10 52.4% GRS 11.15 Mar10_10.00_12.50 GRSOB GRSCV 1.80 28.8% GRS 11.15 Jun10_10.00_12.50 GRSRB GRSFV 2.70 43.2% INTC 19.24 Jan11_17.50_20.00 VNLMW VNLAD 4.28 42.8% ISIL 12.68 Jan11_12.50_15.00 VCJMV VCJAC 3.50 46.7% JPM 42.46 Dec_42.00_43.00 JPMXU JPMLW 2.68 12.5% JPM 42.46 Dec_41.00_44.00 JPMXR JPMLX 1.89 8.6% JPM 42.46 Jan10_42.00_43.00 JPMMU JPMAW 4.37 20.3% JPM 42.46 Jan10_40.00_44.00 JPMMH JPMAX 3.17 14.4% JPM 42.46 Jan10_39.00_45.00 JPMMQ JPMAI 2.51 11.2% JPM 42.46 Mar10_42.00_43.00 JPMOU JPMCW 6.75 31.4% JPM 42.46 Mar10_41.00_44.00 JPMOR JPMCX 5.85 26.6% JPM 42.46 Mar10_39.00_45.00 JPMOQ JPMCI 4.75 21.1% JPM 42.46 Mar10_38.00_46.00 JPMOC JPMCY 4.04 17.6% JPM 42.46 Jun10_41.00_43.00 JPMRR JPMFW 8.80 40.9% JPM 42.46 Jun10_40.00_44.00 JPMRH JPMFX 7.95 36.1% JPM 42.46 Jun10_39.00_45.00 JPMRQ JPMFI 7.10 31.6% JPM 42.46 Jan11_40.00_45.00 VJPMH VJPAI 11.75 52.2% LAMR 28.61 Dec_25.00_30.00 LJQXE LJQLF 1.15 7.7% LAMR 28.61 Jan10_25.00_30.00 LJQME LJQAF 2.20 14.7% LAMR 28.61 Apr10_25.00_30.00 LJQPE LJQDF 5.05 33.7% LAMR 28.61 Apr10_25.00_35.00 LJQPE LJQDG 3.50 20.0% LAMR 28.61 Jan11_25.00_30.00 ODZME ODZAF 9.80 65.3% LAMR 28.61 Jan11_25.00_35.00 ODZME ODZAG 8.10 46.3% LRCX 34.02 Dec_30.00_35.00 LMQXF LMQLG 1.25 7.1% LRCX 34.02 Jan10_30.00_35.00 LMQMF LMQAG 2.35 13.4% LRCX 34.02 Mar10_30.00_35.00 LMQOF LMQCG 4.30 24.6% LRCX 34.02 Jun10_30.00_35.00 LMQRF LMQFG 6.45 36.9% LRCX 34.02 Jan11_30.00_35.00 VPCMF VPCAG 9.80 56.0% MED 26.69 Dec_25.00_30.00 MEDXE MEDLF 1.50 10.0% MED 26.69 Mar10_25.00_30.00 MEDOE MEDCF 5.75 38.3% MED 26.69 Mar10_25.00_35.00 MEDOE MEDCG 4.45 25.4% MED 26.69 Jun10_25.00_30.00 MEDRE MEDFF 8.10 54.0% MED 26.69 Jun10_25.00_35.00 MEDRE MEDFG 6.60 37.7% MNTA 11.05 Dec_10.00_12.50 QMPXB QMPLV 1.10 17.6% MNTA 11.05 Jan10_10.00_12.50 QMPMB QMPAV 2.35 37.6% MNTA 11.05 Jan10_10.00_15.00 QMPMB QMPAC 1.85 24.7% MNTA 11.05 Mar10_10.00_12.50 QMPOB QMPCV 4.40 70.4% MNTA 11.05 Mar10_10.00_15.00 QMPOB QMPCC 3.80 50.7% MNTA 11.05 Mar10_10.00_17.50 QMPOB QMPCW 3.25 37.1% MNTA 11.05 Jun10_10.00_12.50 QMPRB QMPFV 4.80 76.8% MNTA 11.05 Jun10_10.00_15.00 QMPRB QMPFC 4.20 56.0% MNTA 11.05 Jan11_10.00_12.50 OJAMB OJAAV 5.15 82.4% MNTA 11.05 Jan11_10.00_15.00 OJAMB OJAAC 4.45 59.3% MNTA 11.05 Jan11_10.00_17.50 OJAMB OJAAW 4.00 45.7% MRVL 15.28 Jan10_15.00_16.00 UVMMC UVMAP 1.65 20.6% MRVL 15.28 Feb10_15.00_16.00 UVMNC UVMBP 2.25 28.1% MRVL 15.28 Feb10_15.00_17.50 UVMNC UVMBW 1.75 20.0% MRVL 15.28 May10_15.00_16.00 UVMQC UVMEP 3.45 43.1% MRVL 15.28 May10_15.00_17.00 UVMQC UVMEQ 3.05 35.9% MRVL 15.28 May10_15.00_18.00 UVMQC UVMER 2.75 30.6% MRVL 15.28 May10_15.00_19.00 UVMQC UVMES 2.50 26.3% MRVL 15.28 Jan11_12.50_17.50 OZLMV OZLAW 3.80 43.4% MSFT 29.62 Dec_29.00_30.00 MSQXX MSQLF 1.05 7.0% MSFT 29.62 Jan10_29.00_30.00 MSQMX MSQAF 1.72 11.5% MSFT 29.62 Apr10_29.00_30.00 MSQPX MSQDF 3.46 23.1% NFLX 59.97 Dec_55.00_60.00 QNQXK QNQLL 3.40 11.3% NFLX 59.97 Jan10_55.00_60.00 QNQMK QNQAL 5.45 18.2% NFLX 59.97 Jan10_55.00_65.00 QNQMK QNQAM 3.50 10.8% NFLX 59.97 Mar10_55.00_60.00 QNQOK QNQCL 9.70 32.3% NFLX 59.97 Mar10_55.00_65.00 QNQOK QNQCM 7.70 23.7% NFLX 59.97 Jun10_57.50_60.00 QNQRU QNQFL 14.80 49.3% NFLX 59.97 Jun10_55.00_65.00 QNQRK QNQFM 11.60 35.7% NFLX 59.97 Jan11_55.00_60.00 OOJMK OOJAL 19.50 65.0% NFLX 59.97 Jan11_50.00_65.00 OOJMJ OOJAM 14.90 45.8% NTAP 30.44 Dec_30.00_31.00 NJQXF NJQLA 2.05 13.2% NTAP 30.44 Dec_29.00_32.00 NJQXC NJQLB 1.35 8.4% NTAP 30.44 Jan10_30.00_31.00 NJQMF NJQAA 3.15 20.3% NTAP 30.44 Jan10_29.00_32.00 NJQMC NJQAB 2.40 15.0% NTAP 30.44 Mar10_30.00_31.00 NJQOF NJQCA 5.15 33.2% NTAP 30.44 Mar10_29.00_32.00 NJQOC NJQCB 4.30 26.9% NTAP 30.44 Mar10_28.00_33.00 NJQOT NJQCD 3.45 20.9% NTAP 30.44 Mar10_27.00_34.00 NJQOO NJQCE 2.85 16.8% NTAP 30.44 Jun10_30.00_31.00 NJQRF NJQFA 7.00 45.2% NTAP 30.44 Jun10_29.00_32.00 NJQRC NJQFB 6.10 38.1% NTAP 30.44 Jun10_28.00_33.00 NJQRT NJQFD 5.35 32.4% NVLS 20.96 Dec_20.00_21.00 NLQXD NLQLS 1.25 11.9% NVLS 20.96 Jan10_20.00_21.00 NLQMD NLQAS 2.00 19.0% NVLS 20.96 Mar10_20.00_21.00 NLQOD NLQCS 3.25 31.0% NVLS 20.96 Mar10_19.00_22.50 NLQOR NLQCX 2.25 20.0% NVLS 20.96 Jun10_20.00_21.00 NLQRD NLQFS 4.55 43.3% NVLS 20.96 Jun10_20.00_22.00 NLQRD NLQFM 4.10 37.3% NVLS 20.96 Jun10_19.00_23.00 NLQRR NLQFN 3.30 28.7% NVLS 20.96 Jan11_20.00_22.50 OTNMD OTNAX 5.75 51.1% ORCL 22.34 Jan10_21.00_22.50 ORQMY ORQAJ 1.32 11.7% ORCL 22.34 Mar10_21.00_23.00 ORQOY ORQCZ 1.95 17.0% ORCL 22.34 Jan11_20.00_22.50 VOCMD VOCAX 4.77 42.4% OSTK 15.73 Jan10_15.00_17.50 QKTMC QKTAW 1.55 17.7% OSTK 15.73 Mar10_15.00_17.50 QKTOC QKTCW 3.20 36.6% OSTK 15.73 Mar10_15.00_20.00 QKTOC QKTCD 2.55 25.5% OSTK 15.73 Jun10_15.00_17.50 QKTRC QKTFW 4.45 50.9% OSTK 15.73 Jun10_15.00_20.00 QKTRC QKTFD 3.80 38.0% OSTK 15.73 Jun10_15.00_22.50 QKTRC QKTFX 3.25 28.9% OVTI 12.66 Mar10_12.50_15.00 UCMOV UCMCC 1.90 25.3% OVTI 12.66 Jun10_12.50_15.00 UCMRV UCMFC 2.90 38.7% OVTI 12.66 Jan11_12.50_15.00 VYVMV VYVAC 4.45 59.3% OVTI 12.66 Jan11_12.50_17.50 VYVMV VYVAW 3.85 44.0% PMCS 8.26 Jan11_7.50_10.00 OHXMU OHXAB 2.30 46.0% QCOM 45.10 Dec_44.00_46.00 AAOXG AAOLA 1.54 6.7% QCOM 45.10 Jan10_44.00_46.00 AAOMG AAOAA 2.80 12.2% QCOM 45.10 Apr10_43.00_46.00 AAOPQ AAODA 5.41 23.5% QLGC 18.81 Jan10_17.50_20.00 QLCMW QLCAD 1.15 11.5% QLGC 18.81 Apr10_17.50_20.00 QLCPW QLCDD 2.40 24.0% QLGC 18.81 Jan11_17.50_20.00 VEBMW VEBAD 4.50 45.0% REGN 18.46 Jan10_17.50_20.00 RQPMW RQPAD 1.30 13.0% REGN 18.46 Feb10_17.50_20.00 RQPNW RQPBD 1.90 19.0% REGN 18.46 May10_17.50_20.00 RQPQW RQPED 3.75 37.5% REGN 18.46 May10_17.50_22.50 RQPQW RQPEX 2.95 26.2% RGLD 52.94 Dec_50.00_55.00 MJQXJ MJQLK 2.55 9.3% RGLD 52.94 Jan10_50.00_55.00 MJQMJ MJQAK 4.55 16.5% RGLD 52.94 Apr10_50.00_55.00 MJQPJ MJQDK 9.40 34.2% SBUX 21.41 Jan11_20.00_22.50 VPRMD VPRAX 5.84 51.9% SLXP 23.41 Dec_22.50_25.00 PQNXX PQNLE 1.60 12.8% SLXP 23.41 Jan10_22.50_25.00 PQNMX PQNAE 3.40 27.2% SLXP 23.41 Apr10_22.50_25.00 PQNPX PQNDE 6.80 54.4% SLXP 23.41 Apr10_20.00_30.00 PQNPD PQNDF 4.25 28.3% SNDA 48.39 Dec_45.00_50.00 QKUXI QKULJ 3.90 15.6% SNDA 48.39 Dec_45.00_55.00 QKUXI QKULK 2.45 8.9% SNDA 48.39 Jan10_45.00_50.00 QKUMI QKUAJ 5.75 23.0% SNDA 48.39 Jan10_45.00_55.00 QKUMI QKUAK 4.15 15.1% SNDA 48.39 Jan10_45.00_60.00 QKUMI QKUAL 3.35 11.2% SNDA 48.39 Mar10_45.00_50.00 QKUOI QKUCJ 9.20 36.8% SNDA 48.39 Mar10_45.00_55.00 QKUOI QKUCK 7.50 27.3% SNDA 48.39 Mar10_45.00_60.00 QKUOI QKUCL 6.35 21.2% SNDA 48.39 Mar10_45.00_65.00 QKUOI QKUCM 5.60 17.2% SNDA 48.39 Jun10_45.00_50.00 QKURI QKUFJ 12.50 50.0% SNDA 48.39 Jun10_45.00_55.00 QKURI QKUFK 10.70 38.9% SNDA 48.39 Jun10_45.00_60.00 QKURI QKUFL 9.35 31.2% SNDA 48.39 Jan11_40.00_50.00 OCWMH OCWAJ 15.50 62.0% SNDA 48.39 Jan11_40.00_55.00 OCWMH OCWAK 13.50 49.1% SOHU 54.00 Dec_50.00_55.00 TKZXJ TKZLK 3.10 11.3% SOHU 54.00 Jan10_50.00_55.00 TKZMJ TKZAK 5.45 19.8% SOHU 54.00 Jan10_50.00_60.00 TKZMJ TKZAL 3.70 12.3% SOHU 54.00 Mar10_50.00_55.00 TKZOJ TKZCK 9.30 33.8% SOHU 54.00 Mar10_50.00_60.00 TKZOJ TKZCL 7.40 24.7% SOHU 54.00 Mar10_50.00_65.00 TKZOJ TKZCM 6.05 18.6% SOHU 54.00 Jun10_50.00_55.00 TKZRJ TKZFK 13.00 47.3% SOHU 54.00 Jun10_50.00_60.00 TKZRJ TKZFL 11.00 36.7% SOHU 54.00 Jun10_50.00_65.00 TKZRJ TKZFM 9.50 29.2% SOHU 54.00 Jan11_50.00_55.00 XSSMJ XSSAK 18.50 67.3% SOHU 54.00 Jan11_50.00_60.00 XSSMJ XSSAL 16.40 54.7% TIVO 10.66 Jan10_10.00_12.50 TUKMB TUKAV 1.50 24.0% TIVO 10.66 Feb10_10.00_12.50 TUKNB TUKBV 2.00 32.0% TIVO 10.66 May10_10.00_12.50 TUKQB TUKEV 3.00 48.0% TIVO 10.66 May10_10.00_15.00 TUKQB TUKEC 2.40 32.0% TIVO 10.66 Jan11_10.00_12.50 ZEEMB ZEEAV 4.55 72.8% TIVO 10.66 Jan11_10.00_15.00 ZEEMB ZEEAC 3.90 52.0% TTWO 11.20 Jan10_10.00_12.50 TUOMB TUOAV 1.10 17.6% TTWO 11.20 Mar10_10.00_12.50 TUOOB TUOCV 1.80 28.8% TTWO 11.20 Jun10_10.00_12.50 TUORB TUOFV 2.60 41.6% TTWO 11.20 Jan11_10.00_12.50 OSRMB OSRAV 3.90 62.4% VNDA 10.28 Mar10_10.00_12.50 QDXOB QDXCV 2.15 34.4% VNDA 10.28 Jun10_10.00_12.50 QDXRB QDXFV 3.15 50.4% VNDA 10.28 Jun10_10.00_15.00 QDXRB QDXFC 2.60 34.7% VPHM 7.70 Jan11_7.50_10.00 ZCGMU ZCGAB 2.40 48.0% VRSN 21.56 Jan10_21.00_22.50 QVRMP QVRAX 1.75 15.6% VRSN 21.56 Mar10_21.00_22.50 QVROP QVRCX 3.15 28.0% VRSN 21.56 Jun10_21.00_22.00 QVRRP QVRFT 4.65 42.3% VRSN 21.56 Jun10_20.00_23.00 QVRRD QVRFU 3.80 33.0% VRSN 21.56 Jan11_20.00_22.50 OVSMD OVSAX 5.80 51.6% VRX 33.28 Mar10_30.00_35.00 VRXOF VRXCG 3.25 18.6% VRX 33.28 Jun10_32.50_35.00 VRXRZ VRXFG 6.00 34.3% VRX 33.28 Jan11_30.00_35.00 OYVMF OYVAG 8.30 47.4% YHOO 15.38 Jan10_15.00_16.00 YHQMC YHQAQ 1.14 14.3% YHOO 15.38 Apr10_15.00_16.00 YHQPC YHQDQ 2.27 28.4% Index

Strangle writes involve selling an out-of-the-money put and an out-of-the-money call. This is a neutral strategy. The hope is the stock will remain approximately unchanged. If the price stays below the call strike and above the put strike both options will expire worthless and you will pocket both premiums as income. The yield is calculated by dividing the income by the margin. For this table the margin is assumed to be 50% of the call strike price. Consult your broker for actual margins, which may be 30% or less and typically vary depending on the out-of-the-money distance. With strangle writes, both options are naked. If the stock goes above the call strike price your risk of loss is unlimited. If the stock goes below the put strike price your risk of loss is also enormous, limited only by the fact that the stock cannot go below zero.