Long Call

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Expiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to Expiry

Stock Price$ 381.75Stock Price$ 381.75Stock Price$ 381.75

Strike Price$ 350.00Strike Price$ 380.00Strike Price$ 400.00

Option Price$ 46.70Option Price$ 27.90Option Price$ 18.25

Number of contracts1Number of contracts1Number of contracts1

Total Premium$ 4,670.00Total Premium$ 2,790.00Total Premium$ 1,825.00

Break Even$ 396.70Break Even$ 407.90Break Even$ 418.25

Time Value$ 14.95Time Value$ 26.15Time Value$ 36.50

Intrinsic Value$ 31.75Intrinsic Value$ 1.75Intrinsic Value$ (18.25)

% increase to break even3.92%% increase to break even6.85%% increase to break even9.56%

Maximum Loss$ (4,670.00)Maximum Loss$ (2,790.00)Maximum Loss$ (1,825.00)

Maximum GainUnlimitedMaximum GainUnlimitedMaximum GainUnlimited

Ending Price450Ending Price450Ending Price450

Gain per contract$ 53.30Gain per contract$ 42.10Gain per contract$ 31.75Total Gain$ 5,330.00Total Gain$ 4,210.00Total Gain$ 3,175.00

Percentage Gain114.13%Percentage Gain150.90%Percentage Gain173.97%

Long Put

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Expiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to Expiry

Stock Price$ 381.75Stock Price$ 381.75Stock Price$ 381.75

Strike Price$ 350.00Strike Price$ 380.00Strike Price$ 400.00

Option Price$ 14.00Option Price$ 24.75Option Price$ 35.00

Number of contracts1Number of contracts1Number of contracts1

Total Premium$ 1,400.00Total Premium$ 2,475.00Total Premium$ 3,500.00

Break Even$ 336.00Break Even$ 355.25Break Even$ 365.00

Time Value$ 14.00Time Value$ 24.75Time Value$ 16.75

Intrinsic Value$ - 0Intrinsic Value$ - 0Intrinsic Value$ 18.25

% decrease to break even-11.98%% decrease to break even-6.94%% decrease to break even-4.39%

Maximum Loss$ (1,400.00)Maximum Loss$ (2,475.00)Maximum Loss$ (3,500.00)

Maximum GainUnlimitedMaximum GainUnlimitedMaximum GainUnlimited

Ending Price320Ending Price320Ending Price320

Gain per contract$ 16.00Gain per contract$ 35.25Gain per contract$ 45.00Total Gain$ 1,600.00Total Gain$ 3,525.00Total Gain$ 4,500.00

Percentage Gain114.29%Percentage Gain142.42%Percentage Gain128.57%

Short Call

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Expiry Date15-Jul-11-87 Days to ExpiryExpiry Date15-Jul-11-87 Days to ExpiryExpiry Date15-Jul-11-87 Days to Expiry

Stock Price$ 134.77Stock Price$ 134.77Stock Price$ 134.77

Strike Price$ 128.00Strike Price$ 135.00Strike Price$ 139.00

Option Price$ 8.20Option Price$ 3.36Option Price$ 1.52

Number of contracts5Number of contracts5Number of contracts5

Total Premium$ 4,100.00Total Premium$ 1,680.00Total Premium$ 760.00

Break Even$ 136.20Break Even$ 138.36Break Even$ 140.52

Time Value$ 1.43Time Value$ 3.59Time Value$ 1.52

Intrinsic Value$ 6.77Intrinsic Value$ (0.23)Intrinsic Value$ - 0

% increase to break even1.06%% increase to break even2.66%% increase to break even4.27%

Maximum LossUnlimitedMaximum LossUnlimitedMaximum LossUnlimited

Maximum Gain$ 4,100.00Maximum Gain$ 1,680.00Maximum Gain$ 760.00

Ending Price140Ending Price130Ending Price145

Loss per contract$ (3.80)Gain per contract$ 3.36Loss per contract$ (4.48)Total Loss$ (1,900.00)Total Gain$ 1,680.00Total Loss$ (2,240.00)

Percentage Loss-46.34%Percentage Gain100.00%Percentage Loss-294.74%

Short Put

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Expiry Date15-Jul-11-87 Days to ExpiryExpiry Date15-Jul-11-87 Days to ExpiryExpiry Date15-Jul-11-87 Days to Expiry

Stock Price$ 130.60Stock Price$ 134.77Stock Price$ 134.77

Strike Price$ 132.00Strike Price$ 135.00Strike Price$ 135.00

Option Price$ 2.26Option Price$ 4.31Option Price$ 4.31

Number of contracts5Number of contracts5Number of contracts5

Total Premium$ 1,130.00Total Premium$ 2,155.00Total Premium$ 2,155.00

Break Even$ 129.74Break Even$ 130.69Break Even$ 130.69

Time Value$ 0.86Time Value$ 4.08Time Value$ 4.08

Intrinsic Value$ 1.40Intrinsic Value$ 0.23Intrinsic Value$ 0.23

% decrease to break even-0.66%% decrease to break even-3.03%% decrease to break even-3.03%

% Return if expired1.71%% Return if expired3.19%% Return if expired3.19%

% Return p.a.-7.18%% Return p.a.-13.39%% Return p.a.-13.39%

Maximum LossUnlimitedMaximum LossUnlimitedMaximum LossUnlimited

Maximum Gain$ 1,130.00Maximum Gain$ 2,155.00Maximum Gain$ 2,155.00

Ending Price128Ending Price115Ending Price140

Loss per contract$ (1.74)Loss per contract$ (15.69)Gain per contract$ 4.31Total Loss$ (870.00)Total Loss$ (7,845.00)Total Gain$ 2,155.00

Percentage Loss-76.99%Percentage Loss-364.04%Percentage Gain100.00%

Covered Put

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Expiry Date21-Oct-1111 Days to ExpiryExpiry Date15-Jul-11-87 Days to ExpiryExpiry Date11-Apr-11-182 Days to Expiry

Current Price34.13Current Price34.13Current Price81.76

Strike Price28Strike Price29Strike Price75

Option Premium1.4Option Premium0.8Option Premium6.45

% Return5.00%% Return2.76%% Return8.60%% Return p.a.165.91%% Return p.a.-11.57%% Return p.a.-17.25%

Breakeven26.6Breakeven28.2Breakeven68.55% decline to B/E-22.06%% decline to B/E-17.37%% decline to B/E-16.16%

Number of Contracts5Number of Contracts10Number of Contracts3Total Premium rec'd$ 700.00Total Premium rec'd$ 800.00Total Premium rec'd$ 1,935.00

Covered Call

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Expiry Date15-Jul-11-87 Days to ExpiryExpiry Date15-Jul-11-87 Days to ExpiryExpiry Date20-May-11-143 Days to ExpiryExpiry Date16-Sep-11-24 Days to Expiry

Stock Price134.77Stock Price134.77Stock Price134.77Stock Price134.77

Strike Price135Strike Price139Strike Price139Strike Price139

Option Premium3.31Option Premium1.48Option Premium0.21Option Premium3.03

% Return if exercised2.63%% Return if exercised4.24%% Return if exercised3.29%% Return if exercised5.39%% Return p.a.-11.02%% Return p.a.-17.78%% Return p.a.-8.41%% Return p.a.-81.93%

% Return if expired2.46%% Return if expired1.10%% Return if expired0.16%% Return if expired2.25%% Return p.a.-10.30%% Return p.a.-4.61%% Return p.a.-0.40%% Return p.a.-34.19%

Breakeven131.46Breakeven133.29Breakeven134.56Breakeven131.74% decline to B/E-2.46%% decline to B/E-1.10%% decline to B/E-0.16%% decline to B/E-2.25%

Number of Contracts4Number of Contracts4Number of Contracts4Number of Contracts4Total Premium rec'd$ 1,324.00Total Premium rec'd$ 592.00Total Premium rec'd$ 84.00Total Premium rec'd$ 1,212.00

Ending Price130Ending Price140Ending Price128Ending Price135

Loss per contract$ (1.46)Gain per contract$ 6.71Loss per contract$ (6.56)Gain per contract$ 3.26Total Loss$ (584.00)Total Gain$ 2,684.00Total Loss$ (2,624.00)Total Gain$ 1,304.00

Percentage Loss-1.08%Percentage Gain4.98%Percentage Loss-4.87%Percentage Gain2.42%

Diagonal Call Spread

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11

Expiry Date17-Jun-11-115 Days to ExpiryExpiry Date17-Jun-11-115 Days to ExpiryExpiry Date19-Aug-11-52 Days to ExpiryExpiry Date15-Jul-11-87 Days to ExpiryExpiry Date LEAP16-Mar-12158 Days to ExpiryExpiry Date LEAP16-Mar-12158 Days to ExpiryExpiry Date LEAP16-Mar-12158 Days to ExpiryExpiry Date LEAP16-Mar-12158 Days to Expiry

Current Price134.86Current Price134.86Current Price134.86Current Price134.33

Strike Price LEAP70Strike Price LEAP70Strike Price LEAP70Strike Price LEAP70

Strike Price sold call135Strike Price sold call138Strike Price sold call138Strike Price sold call135

Option Premium LEAP64.8Option Premium LEAP64.8Option Premium LEAP64.8Option Premium LEAP64.37

Option Premium sold call2.44Option Premium sold call1.03Option Premium sold call2.76Option Premium sold call2.28

Capital at Risk$ 6,236.00Capital at Risk$ 6,377.00Capital at Risk$ 6,204.00Capital at Risk$ 6,772.00

% Return if exercised3.98%% Return if exercised6.44%% Return if exercised9.10%% Return if exercised4.58%% Return p.a.-12.64%% Return p.a.-20.42%% Return p.a.-63.91%% Return p.a.-19.23%

% Return if expired3.77%% Return if expired1.59%% Return if expired4.26%% Return if expired3.54%% Return p.a.-11.95%% Return p.a.-5.04%% Return p.a.-29.90%% Return p.a.-14.86%

Breakeven132.42Breakeven133.83Breakeven132.1Breakeven132.05% decline to B/E-1.81%% decline to B/E-0.76%% decline to B/E-2.05%% decline to B/E-1.70%

Number of Contracts4Number of Contracts4Number of Contracts4Number of Contracts4Total Premium rec'd$ 976.00Total Premium rec'd$ 412.00Total Premium rec'd$ 1,104.00Total Premium rec'd$ 912.00

COMPARISON WITH REGULAR COVERED CALLCOMPARISON WITH REGULAR COVERED CALLCOMPARISON WITH REGULAR COVERED CALLCOMPARISON WITH REGULAR COVERED CALL

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Expiry Date17-Jun-11-115 Days to ExpiryExpiry Date17-Jun-11-115 Days to ExpiryExpiry Date19-Aug-11-52 Days to ExpiryExpiry Date15-Jul-11-87 Days to Expiry

Current Price134.86Current Price134.86Current Price134.86Current Price134.33

Strike Price135Strike Price138Strike Price138Strike Price135

Option Premium2.44Option Premium1.03Option Premium2.76Option Premium2.28

% Return if exercised1.91%% Return if exercised3.09%% Return if exercised4.37%% Return if exercised2.20%% Return p.a.-6.07%% Return p.a.-9.81%% Return p.a.-30.71%% Return p.a.-9.21%

% Return if expired1.81%% Return if expired0.76%% Return if expired2.05%% Return if expired1.70%% Return p.a.-5.74%% Return p.a.-2.42%% Return p.a.-14.37%% Return p.a.-7.12%

Breakeven132.42Breakeven133.83Breakeven132.1Breakeven132.05% decline to B/E-1.81%% decline to B/E-0.76%% decline to B/E-2.05%% decline to B/E-1.70%

Number of Contracts4Number of Contracts4Number of Contracts4Number of Contracts4Total Premium rec'd$ 976.00Total Premium rec'd$ 412.00Total Premium rec'd$ 1,104.00Total Premium rec'd$ 912.00

Debit SpreadsCurrent Price830BEAR PUT SPREADCurrent Price830BEAR PUT SPREADCONTRACTS = 10CONTRACTS = 10

BidAskMidpointBidAskMidpoint

-3.61%8000.700.850.775-3.01%8051.101.401.250-3.01%8051.101.401.250-2.41%8101.702.001.850

(5.00)0.475(5.00)0.600

$ (475)$ 4,525.00$ (600)$ 4,400.00% Return>952.63%% Return>733.33%

Current Price2400BULL CALL SPREADCurrent Price2400BULL CALL SPREADCONTRACTS = 5CONTRACTS = 5

BidAskMidpointBidAskMidpoint

3.13%24753.503.603.5503.33%24802.802.902.8503.33%24802.802.902.8504.17%25001.902.001.950

(5.00)0.700(20.00)0.900

$ (350)$ 2,150.00$ (450)$ 9,550.00% Return>614.29%% Return>2122.22%

Current Price840BULL CALL SPREADCurrent Price840BULL CALL SPREADCONTRACTS = 20CONTRACTS = 20

BidAskMidpointBidAskMidpoint

2.38%8600.250.300.2754.17%8750.100.150.1254.17%8750.100.150.1254.76%8800.050.070.060

(15.00)0.150(5.00)0.065

$ (300)$ 29,700.00$ (130)$ 9,870.00% Return>9900.00%% Return>7592.31%

Credit SpreadsCurrent Price785RUTBEAR CALL SPREADCurrent Price87.69CLFBEAR CALL SPREADCONTRACTS = 5CONTRACTS = 2

BidAskMidpointBidAskMidpoint

7.64%8452.082.082.0802.63%904.024.024.0208.28%8501.631.631.6308.34%952.372.372.370

(5.00)0.450(5.00)1.650

$ (2,275)$ 225.00$ (670)$ 330.00% Return>9.89%% Return>49.25%

Current Price648.15RUTBEAR CALL SPREADCurrent Price648.15RUTBULL PUT SPREADCONTRACTS = 10CONTRACTS = 10

BidAskMidpointBidAskMidpoint

13.40%7352.753.403.075-24.40%4904.004.304.15014.94%7452.002.352.175-22.86%5004.504.904.700

(10.00)0.900(10.00)0.550

$ (9,100)$ 900.00$ (9,450)$ 550.00% Return>9.89%% Return>5.82%

Current Price55CLFBEAR CALL SPREADCurrent Price55.25CLFBULL PUT SPREADCONTRACTS = 40CONTRACTS = 40

BidAskMidpointBidAskMidpoint

9.09%600.240.270.255-22.17%430.110.130.12012.73%620.060.080.070-18.55%450.190.210.200

(2.00)0.185(2.00)0.080

$ (7,260)$ 740.00$ (7,680)$ 320.00% Return>10.19%% Return>4.17%

Call Ratio Spread

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Expiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to Expiry

Stock Price$ 121.30Stock Price$ 43.00Stock Price$ 43.00

Long Call Strike$ 119.00Long Call Strike$ 40.00Long Call Strike$ 40.00

Long Call Price$ 7.18Long Call Price$ 4.00Long Call Price$ 4.00

Short Calls$ 123.00Short Calls$ 45.00Short Calls$ 45.00

Short Calls Price$ 4.77Short Calls Price$ 2.00Short Calls Price$ 2.00

Number of Long call contracts1Number of Long call contracts1Number of Long call contracts1

Number of Short call contracts2Number of Short call contracts2Number of Short call contracts2

Premium$ 2.36CreditPremium$ - 0DebitPremium$ - 0Debit

Total Premium$ 236.00CreditTotal Premium$ - 0DebitTotal Premium$ - 0Debit

Upside Break Even$ 129.36Upside Break Even$ 50.00Upside Break Even$ 50.00

Downside Break Even$ 116.64Downside Break Even$ 40.00Downside Break Even$ 40.00

Upside Max LossUnlimitedUpside Max LossUnlimitedUpside Max LossUnlimited

Downside Max Loss$ 236.00Downside Max Loss$ - 0Downside Max Loss$ - 0

Maximum Gain$ 636.00Maximum Gain$ 500.00Maximum Gain$ 500.00

Put Ratio Spread

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Expiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to Expiry

Stock Price$ 121.30Stock Price$ 48.00Stock Price$ 48.00

Long Put Strike$ 123.00Long Put Strike$ 50.00Long Put Strike$ 50.00

Long Put Price$ 7.00Long Put Price$ 4.00Long Put Price$ 4.00

Short Puts$ 119.00Short Puts$ 45.00Short Puts$ 45.00

Short Puts Price$ 5.38Short Puts Price$ 2.00Short Puts Price$ 2.00

Number of Long Put contracts1Number of Long Put contracts1Number of Long Put contracts1

Number of Short Put contracts2Number of Short Put contracts2Number of Short Put contracts2

Premium$ 3.76CreditPremium$ - 0DebitPremium$ - 0Debit

Total Premium$ 376.00CreditTotal Premium$ - 0DebitTotal Premium$ - 0Debit

Downside Break Even$ 111.24Downside Break Even$ 40.00Downside Break Even$ 40.00

Upside Break Even$ 126.76Upside Break Even$ 50.00Upside Break Even$ 50.00

Upside Max Loss$ 376.00Upside Max Loss$ - 0Upside Max Loss$ - 0

Downside Max LossUnlimitedDownside Max LossUnlimitedDownside Max LossUnlimited

Maximum Gain$ 776.00Maximum Gain$ 500.00Maximum Gain$ 500.00

Call Ratio Backspread

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Expiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to Expiry

Stock Price$ 121.30Stock Price$ 43.00Stock Price$ 43.00

Short Call Strike$ 119.00Short Call Strike$ 40.00Short Call Strike$ 40.00

Short Call Price$ 7.18Short Call Price$ 4.00Short Call Price$ 4.00

Long Calls$ 123.00Long Calls$ 45.00Long Calls$ 45.00

Long Calls Price$ 4.77Long Calls Price$ 2.00Long Calls Price$ 2.00

Number of Short call contracts1Number of Short call contracts1Number of Short call contracts1

Number of Long call contracts2Number of Long call contracts2Number of Long call contracts2

Premium$ (2.36)DebitPremium$ - 0DebitPremium$ - 0Debit

Total Premium$ (236.00)DebitTotal Premium$ - 0DebitTotal Premium$ - 0Debit

Upside Break Even$ 129.36Upside Break Even$ 50.00Upside Break Even$ 50.00

Downside Break Even$ 116.64Downside Break Even$ 40.00Downside Break Even$ 40.00

Upside Max GainUnlimitedUpside Max GainUnlimitedUpside Max GainUnlimited

Downside Max Gain$ (236.00)Downside Max Gain$ - 0Downside Max Gain$ - 0

Maximum Loss$ (636.00)Maximum Loss$ (500.00)Maximum Loss$ (500.00)

Put Ratio Backspread

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Expiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to Expiry

Stock Price$ 121.30Stock Price$ 48.00Stock Price$ 48.00

Short Put Strike$ 123.00Short Put Strike$ 50.00Short Put Strike$ 50.00

Short Put Price$ 7.00Short Put Price$ 4.00Short Put Price$ 4.00

Long Puts$ 119.00Long Puts$ 45.00Long Puts$ 45.00

Long Puts Price$ 5.38Long Puts Price$ 2.00Long Puts Price$ 2.00

Number of Short Put contracts1Number of Short Put contracts1Number of Short Put contracts1

Number of Long Put contracts2Number of Long Put contracts2Number of Long Put contracts2

Premium$ (3.76)DebitPremium$ - 0DebitPremium$ - 0Debit

Total Premium$ (376.00)DebitTotal Premium$ - 0DebitTotal Premium$ - 0Debit

Upside Break Even$ 126.76Upside Break Even$ 50.00Upside Break Even$ 50.00

Downside Break Even$ 111.24Downside Break Even$ 50.00Downside Break Even$ 50.00

Upside Max Gain$ (376.00)Upside Max Gain$ - 0Upside Max Gain$ - 0

Downside Max GainUnlimitedDownside Max GainUnlimitedDownside Max GainUnlimited

Maximum Loss$ (776.00)Maximum Loss$ (500.00)Maximum Loss$ (500.00)

Delta Neutral

Today's Date10-Oct-11Today's Date10-Oct-11Today's Date10-Oct-11Expiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to ExpiryExpiry Date18-Nov-1139 Days to Expiry

Stock Price$ 350.00Stock Price$ 350.00Stock Price$ 350.00

Put Strike Price$ 300.00Put Strike Price$ 300.00Put Strike Price$ 300.00

Put Option Price$ 5.70Put Option Price$ 5.70Put Option Price$ 5.70

Number of contracts2Number of contracts2Number of contracts2

Total Premium$ 1,140.00Total Premium$ 1,140.00Total Premium$ 1,140.00

Option Delta $ 0.13Option Delta $ 0.13Option Delta $ 0.13

Position Delta$ 26.60Position Delta$ 26.60Position Delta$ 26.60

Shares to Sell(27.00)Shares to Sell(27.00)Shares to Sell(27.00)

Net delta$ (0.40)Net delta$ (0.40)Net delta$ (0.40)

Credit from sold shares$ 9,450.00Credit from sold shares$ 9,450.00Credit from sold shares$ 9,450.00

Ending Price300Ending Price350Ending Price280

Gain per option contract$ 5.70Gain per option contract$ 5.70Loss per option contract$ (14.30)Total Option Gain$ 1,140.00Total Option Gain$ 1,140.00Total Option Loss$ (2,860.00)

Gain per share$ 50.00Loss per share$ - 0Gain per share$ 70.00Total Option Gain$ 1,350.00Total Option Loss$ - 0Total Option Gain$ 1,890.00

Total Gain$ 2,490.00Total Gain$ 1,140.00Total Gain$ (970.00)