Straddles

In PowerAnalyzer service we provide you with the unique capability to customize your search for the best Straddle.

By clicking on the drop down menus below you can see all the choices available for your customizable searches.


Set Underlying Price Range

<

Price

<

Select Volatility and Time

AND Number of Days to Expiration

Primary Criteria

Secondary Criterions

Probability of Success

<

Option Prices

<

Customize Your Report

Sort By

Sequence



Parameters

    1. Set Underlying Price Range
    • Select Underlying Type (Stocks or Index are your only 2 choices)
    • Set Price Range (10 < Stock < 100  Stocks between $10 and $100)
    2. Select Volatility and Time
    • Select Volatility to be used in calculations (default is 1 Day Implied Volatility, but you can change it to 5 Days, 20 Days or 100 Days Statistical Volatility).
    • Number of Days to Expiration defines, which expiration months will be used.
    3. Primary Criteria. Choose one of the following five. "Estimated return" is always a safe choice.
    • Estimated Profit/Loss - Profit/Loss weighted by probability of each Profit/Loss happening.
    • Estimated Return - Estimated Profit/Loss as a percent to investment. Investment is the total price of the put and the call combined.
    4. Secondary Criterions
    • Probability of Success - Probability that Profit would be greater or equal 0. Set the Probability that you required.
    • Option Price - Set the price range for the Options.
    5. Customize Your Report
    • Sort By - Defines the field that final Report will be Sort by. "Prime criteria" is usually your best choice, since that is what you selected for your Primary Criteria.
    • Sequence: Ascending or descending sort.

    The output below is that of a "Straddle report" generated using the default criteria, except the "Primary Criteria" was set to "Estimated Return." The "Probability of Success" was set to 50% (the default). Note that the output includes a printout of all of your selection criteria before giving you the individual straddles that is has found.

    Users of this report, please be cautioned that a computer analysis does not know if a company has agreed to a takeover offer and if the drop in volatility is caused by this change. We do a great deal to avoid these stocks, we can miss the announcement of merger or acquisition. Users must always do further "homework" after seeing the items on this list to ensure that 1) the indicated option prices are accurate at the current time, and 2) that there is not some fundamental reason, such as a takeover, why these options appear to be inordinately cheap. Remember that something that looks "too good" is probably not real – there is no free lunch on Wall Street.

    Finally, any individual straddle shown below can be analyzed with the instructions shown in the first pages of this user guide.


STRADDLE REPORT.

Set Underlying Price Range

0 < Stock Price < 1000

Select Volatility and Time

1 Day Implied Vol. AND Number of Days to Expiration < 75

Primary Criteria

Estimated Return > 0

Secondary Criterions

Probability of Success > 50

0 < Option Prices < 1000


All data is as of closing on Friday, 07/31/09 .

Copyright © 1996 - 2009 ... EzTrade.com ...All Rights Reserved
Nbr. Symbol Description Est. Return Stock Price Exp. Month Strike Call Price Put Price Prob. 1 Day Impl V.
1 NURO NEUROMETRIX INC 336.46 1.88 09/19/09 2.5 0.2 0.85 76.47 404.47
2 PVX PROVIDENT ENERGY TR 153.68 4.98 08/22/09 5 0.15 0.25 75.1 105.18
3 NCOC NATIONAL COAL CORP 153.14 0.95 09/19/09 2.5 0.15 1.8 59.16 513.88
4 MSCS MSC SOFTWARE CORP 141.17 7.32 09/19/09 7.5 0.15 0.35 74.55 55.72
5 PLUG PLUG POWER INC 125.31 0.79 09/19/09 2.5 0.1 1.85 60.6 518.44
6 HRP HRPT PPTYS TR 115.57 4.82 09/19/09 5 0.25 0.55 70.51 116
7 ALSK ALASKA COMMUNICATIONS SYS GR 104.31 7.41 09/19/09 7.5 0.4 0.45 69.31 78.55
8 CBLI CLEVELAND BIOLABS INC 89.19 4.81 08/22/09 5 0.3 0.5 67.02 157.51
9 BBI BLOCKBUSTER INC 84.97 0.73 09/19/09 2.5 0.05 1.85 61.41 487.12
10 SPSS SPSS INC 81.46 49.48 09/19/09 50 0.2 0.7 66.57 11
11 VM VIRGIN MOBILE USA INC 81.16 4.91 08/22/09 5 0.25 0.25 66.1 95.13
12 GIGM GIGAMEDIA LTD 77.02 4.88 09/19/09 5 0.35 0.55 64.21 106.82
13 ABK AMBAC FINL GROUP INC 76.1 0.75 09/19/09 2.5 0.05 1.85 60.4 474.09
14 MFA MFA FINANCIAL INC 75.98 7.4 09/19/09 7.5 0.35 0.4 65.06 60.36
15 ISLN ISILON SYS INC 74.99 5.21 09/19/09 5 0.7 0.4 61.32 119.32
16 SIFY SIFY TECHNOLOGIES LIMITED 69.87 1.81 09/19/09 2.5 0.2 1.1 58.46 284.17
17 BBW BUILD A BEAR WORKSHOP 68.34 4.75 09/19/09 5 0.25 0.75 63.11 114.72
18 VRS VERSO PAPER CORP 68.27 1.72 09/19/09 2.5 0.35 1.1 56.21 308.41
19 XING QIAO XING UNIVERSAL TELEPHON 66.97 2.23 09/19/09 2.5 0.15 0.55 62.43 158.91
20 ALU ALCATEL-LUCENT 66.88 2.76 09/19/09 2.5 0.4 0.15 58.51 106.19
21 CYB WISDOMTREE TRUST 65.95 25.42 09/19/09 25 0.65 0.25 62.81 19.7
22 ANH ANWORTH MORTGAGE ASSET CP 65.27 7.54 09/19/09 7.5 0.35 0.25 62.71 44.9
23 TRAD TRADESTATION GROUP INC 60.97 7.49 09/19/09 7.5 0.5 0.55 61.27 75.89
24 PWAV POWERWAVE TECHNOLOGIES INC 60.31 1.26 09/19/09 2.5 0.1 1.35 61.9 337.05
25 GIB GROUPE CGI INC 59.01 10.19 09/19/09 10 0.65 0.55 60.54 63.2
26 WRES WARREN RES INC 58.6 2.35 09/19/09 2.5 0.35 0.45 58.32 164.7
27 WEN WENDYS INTL INC 58.38 4.58 09/19/09 5 0.3 0.7 62.2 110.49
28 NTE NAM TAI ELECTRS INC 56.71 4.58 09/19/09 5 0.35 0.85 60.88 129.33
29 MEDX MEDAREX INC 54.5 15.87 09/19/09 16 0.25 0.35 61.04 19.97
30 IRIS IRIS INTL INC 54.15 10.2 09/19/09 10 1.05 0.85 58.35 94.99
31 HIL HILL INTERNATIONAL INC 53.67 4.66 09/19/09 5 0.5 1 58.16 153.13
32 MHGC MORGANS HOTEL GROUP CO 53.03 4.87 09/19/09 5 0.6 0.75 57.6 134.85
33 NOVL NOVELL INC 51.92 4.58 09/19/09 5 0.25 0.65 61.17 95.85
34 SIMG SILICON IMAGE INC 50.8 2.45 09/19/09 2.5 0.25 0.25 58.56 101.28
35 NMTI NMT MED INC 49.27 1.85 09/19/09 2.5 0.1 1.05 57.65 237.22
36 ZZ SEALY CORP 48.3 2.54 09/19/09 2.5 0.45 0.35 54.08 146.68
37 DHT DHT MARITIME INC 47.02 5.03 08/22/09 5 0.3 0.2 58.31 76.03
38 CHRS CHARMING SHOPPES INC 46.46 4.83 09/19/09 5 0.6 0.9 55.58 143.15
39 LF LEAPFROG ENTERPRISES INC 45.97 2.85 09/19/09 2.5 0.6 0.25 50.62 134.66
40 UTSI UTSTARCOM INC 45.02 1.71 09/19/09 2.5 0.1 0.9 61.42 213.83
41 CPWR COMPUWARE CORP 44.31 7.33 09/19/09 7.5 0.45 0.55 58.13 66.23
42 INSP INFOSPACE INC 43.08 7.32 09/19/09 7.5 0.45 0.6 57.78 68.93
43 ONNN ON SEMICONDUCTOR CORP 42.88 7.3 09/19/09 7.5 0.4 0.6 57.93 65.79
44 DYN DYNEGY INC DEL 42.68 2.01 09/19/09 2.5 0.1 0.6 60.57 143.55
45 GSS GOLDEN STAR RES LTD CDA 42.56 2.45 09/19/09 2.5 0.3 0.4 54.76 130.23
46 SUPG SUPERGEN INC 42.33 2.66 09/19/09 2.5 0.4 0.25 52.99 112.27
47 BGCP BGC PARTNERS INC 41.81 4.57 09/19/09 5 0.4 0.85 57.35 122.7
48 ADLR ADOLOR CORP 41.55 1.78 09/19/09 2.5 0.15 0.85 59.66 206.27
49 ENG ENGLOBAL CORP 41.43 4.85 08/22/09 5 0.3 0.5 57.29 118.99
50 DRRX DURECT CORP 41.07 2.3 09/19/09 2.5 0.3 0.5 55.15 151.53
51 CNTF CHINA TECHFAITH WIRLS COMM T 41.05 2.47 09/19/09 2.5 0.4 0.55 51.37 165.93
52 RNWK REALNETWORKS INC 40.75 2.9 09/19/09 2.5 0.55 0.1 51.15 97.04
53 NPBC NATIONAL PENN BANCSHARES INC 40.15 4.98 08/22/09 5 0.25 0.55 56.14 115.63
54 AIB ALLIED IRISH BKS P L C 40.09 4.94 09/19/09 5 0.6 0.65 54.64 115.23
55 ABAT ADVANCED BATTERY TECHNOLOG I 40.04 4.28 09/19/09 5 0.35 1.1 57.87 143.22
56 ISPH INSPIRE PHARMACEUTICALS INC 39.92 4.86 08/22/09 5 0.35 0.45 56.83 117.59
57 AUXL AUXILIUM PHARMACEUTICALS INC 39.91 30.93 08/22/09 30 2.25 1.1 55.62 77.77
58 AATI ADVANCED ANALOGIC TECHNOLOGI 39.71 4.82 09/19/09 5 0.6 0.6 55.45 112.95
59 GSI GENERAL STEEL HOLDINGS INC 39.1 4.75 08/22/09 5 0.3 0.55 57.11 125.28
60 WSII WASTE SERVICES INC DEL 38.99 4.78 09/19/09 5 0.45 0.65 56.03 104.5
61 FLOW FLOW INTL CORP 38.29 2 09/19/09 2.5 0.45 0.7 53.37 215.84
62 ARIA ARIAD PHARMACEUTICALS INC 37.53 1.93 09/19/09 2.5 0.25 0.85 54.98 211.25
63 IO ION GEOPHYSICAL CORP 37.52 2.69 08/22/09 2.5 0.35 0.15 52.63 127.25
64 MZZ PROSHARES TR 37.02 31.69 09/19/09 24 8.1 0.2 50.14 95.77
65 NHWK NIGHTHAWK RADIOLOGY HLDGS IN 36.99 4.84 09/19/09 5 0.55 0.85 53.65 126.96
66 RMIX U S CONCRETE INC 36.98 1.96 09/19/09 2.5 0.15 0.9 55.21 201.3
67 ODP OFFICE DEPOT INC 36.57 4.55 09/19/09 5 0.4 0.8 56.41 114.37
68 LOCM LOCAL COM CORP 36.56 4.17 09/19/09 5 0.4 1.1 57.47 145.84
69 ATV ACORN INTL INC 35.86 4.65 09/19/09 5 0.5 0.9 54.6 129.54
70 CNP CENTERPOINT ENERGY INC 35.78 12.05 09/19/09 12.5 0.25 0.9 56.79 43.11
71 RAS RAIT FINANCIAL TRUST 35.61 1.2 09/19/09 2.5 0.05 1.45 58.41 313.25
72 IRC INLAND REAL ESTATE CORP 34.86 7.38 09/19/09 7.5 0.4 0.8 55 73.64
73 VGZ VISTA GOLD CORP 34 1.87 09/19/09 2.5 0.15 1.2 50.48 244.83
74 MFG MIZUHO FINL GROUP INC 33.76 4.7 08/22/09 5 0.3 0.7 55.41 141.79
75 AHS AMN HEALTHCARE SERVICES INC 33.6 7.28 09/19/09 7.5 0.6 0.75 54.81 82.47
76 AXAS ABRAXAS PETE CORP 33.49 0.96 09/19/09 2.5 0.15 1.75 51.05 386.24
77 CPWM COST PLUS INC CALIF 32.53 1.49 09/19/09 2.5 0.2 1.15 56 265.86
78 ULTR ULTRAPETROL BAHAMAS LTD 32.42 4.51 09/19/09 5 0.45 1.1 53.72 141.04
79 JASO JA SOLAR HOLDINGS CO LTD 32.08 4.81 08/22/09 5 0.35 0.55 54.67 125.34
80 GLG GLG PARTNERS INC 31.55 4.03 09/19/09 5 0.35 1.55 54.6 176.76
81 GU GUSHAN ENVIRONMENTAL ENRGY L 31.3 2.48 08/22/09 2.5 0.2 0.25 53.42 121.92
82 NM NAVIOS MARITIME HOLDINGS INC 31.28 4.76 08/22/09 5 0.2 0.5 55.35 97.62
83 XIDE EXIDE TECHNOLOGIES 30.49 4.87 09/19/09 5 0.65 0.85 51.2 128.62
84 FTK FLOTEK INDS INC DEL 30.42 1.88 09/19/09 2.5 0.15 0.9 54.89 196.69
85 JMBA JAMBA INC 30.21 1.08 09/19/09 2.5 0.15 1.55 54.54 342.85
86 AXYS AXSYS TECHNOLOGIES INC 29.83 53.67 09/19/09 55 0.25 1.55 55.13 13.3
87 OSIR OSIRIS THERAPEUTICS INC 29.81 12.18 08/22/09 12.5 0.9 1.5 53.34 129.93
88 AUDC AUDIOCODES LTD 29.58 2.02 09/19/09 2.5 0.25 0.8 52.6 189.81
89 AAV ADVANTAGE OIL & GAS LTD 29.33 5.2 09/19/09 5 0.55 0.3 51.6 70.5
90 AZ ALLIANZ SE 29.18 9.91 09/19/09 10 0.7 0.75 53.33 63.91
91 ETE ENERGY TRANSFER EQUITY L P 29 29.22 09/19/09 30 0.7 2.1 54.39 41.61
92 AGYS AGILYSYS INC 28.75 4.71 09/19/09 5 0.65 0.85 51.78 130.35
93 HEW HEWITT ASSOCS INC 28.29 29.93 09/19/09 30 1.3 1.35 53.44 38.86
94 AEG AEGON N V 27.89 7.41 09/19/09 7.5 0.55 0.8 52.53 78.09
95 TWB TWEEN BRANDS INC 27.73 7.24 09/19/09 7.5 0.5 0.8 53.37 76.49
96 PKD PARKER DRILLING CO 27.5 4.62 09/19/09 5 0.35 0.7 54.06 93.66
97 HTGC HERCULES TECH GROWTH CAP INC 27.27 9.79 09/19/09 10 0.5 1.05 52.98 67.75
98 CRNT CERAGON NETWORKS LTD 26.75 7.45 08/22/09 7.5 0.35 0.45 52.92 70.83
99 MCCC MEDIACOM COMMUNICATIONS CORP 26.52 4.79 09/19/09 5 0.65 0.85 50.62 126.85
100 ACXM ACXIOM CORP 26.36 9.65 09/19/09 10 0.55 0.85 53.36 61.32