Expensive Calls Report Date: 08-13 08-12 08-11 08-10 08-09 08-06

Screener:		Straddles Strangles Bull Calls Bear Calls Bull Puts Bear Puts Diagonal Call Spreads Diagonal Put Spreads Calendar Call Spreads Calendar Put Spreads Expensive Calls Expensive Puts Volatility Skew
Symbol		Expiration				Min Price				Min Volume		Moneyness		# Results		Sort By	One Per Underlying
		ANY 2010-Aug 2010-Sep 2010-Oct 2010-Nov 2010-Dec 2011-Jan 2011-Feb 2011-Mar 2011-Apr 2011-May 2011-Jun 2011-Jul 2012-Jan				2 15 40				200K 1M 5M		ALL ITM OTM		25 40 100		Volatility Time Premium

# Stock Stock Price Short Leg Time Value % of Stock Months Implied Volatility ROI (If called) Symbol Expiry Strike P/C Price 1 TASR 3.87 TASR Aug '10 2.50 C 1.45 2.07 0.000 2.83 3.31% 2 ARNA 6.63 ARNA Sep '10 6.00 C 2.40 26.70 1.000 2.73 41.84% 3 ARNA 6.63 ARNA Sep '10 7.00 C 1.93 29.03 1.000 2.57 48.78% 4 JAZZ 10.38 JAZZ Aug '10 10.00 C 1.52 11.03 0.000 2.37 12.93% 5 ARNA 6.63 ARNA Oct '10 6.00 C 2.65 30.47 2.000 2.30 50.75% 6 ARNA 6.63 ARNA Oct '10 7.00 C 2.23 33.56 2.000 2.20 58.91% 7 BIOD 4.08 BIOD Dec '10 5.00 C 1.70 41.67 4.000 2.14 110.08% 8 AVNR 3.11 AVNR Dec '10 2.50 C 1.62 32.64 4.000 2.10 68.35% 9 HTCH 3.17 HTCH Aug '10 2.50 C 0.75 2.52 0.000 1.96 3.31% 10 ALXA 2.56 ALXA Dec '10 2.50 C 1.10 40.63 4.000 1.89 71.23% 11 COCO 6.66 COCO Aug '10 6.00 C 1.00 5.11 0.000 1.76 6.01% 12 ARNA 6.63 ARNA Jan '11 6.00 C 3.05 36.50 5.000 1.71 67.60% 13 ONP 4.33 ONP Aug '10 5.00 C 0.17 4.04 0.000 1.67 20.34% 14 BEE 3.88 BEE Sep '10 2.50 C 1.55 4.38 1.000 1.65 7.30% 15 SVNT 14.36 SVNT Sep '10 14.00 C 3.01 18.45 1.000 1.63 23.35% 16 CBLI 3.77 CBLI Oct '10 2.50 C 1.60 8.75 2.000 1.61 15.21% 17 PGNX 4.45 PGNX Aug '10 5.00 C 0.20 4.49 0.000 1.61 17.65% 18 CBLI 3.77 CBLI Sep '10 5.00 C 0.33 8.62 1.000 1.49 45.14% 19 ONP 4.33 ONP Sep '10 5.00 C 0.55 12.70 1.000 1.48 32.28% 20 SVNT 14.36 SVNT Sep '10 15.00 C 2.30 16.02 1.000 1.45 24.38% 21 MNTA 16.15 MNTA Aug '10 16.00 C 1.30 7.12 0.000 1.38 7.74% 22 MNTA 16.15 MNTA Aug '10 17.50 C 0.70 4.33 0.000 1.36 13.27% 23 ID 8.66 ID Aug '10 7.50 C 1.35 2.19 0.000 1.35 2.60% 24 MNKD 6.53 MNKD Jan '11 6.00 C 2.43 29.10 5.000 1.33 46.34% 25 JAZZ 10.38 JAZZ Sep '10 10.00 C 1.85 14.16 1.000 1.32 17.23% 26 SOMX 3.45 SOMX Sep '10 4.00 C 0.35 10.14 1.000 1.28 29.03% 27 STXS 3.29 STXS Sep '10 2.50 C 0.95 4.86 1.000 1.27 6.84% 28 ENTR 7.06 ENTR Sep '10 5.00 C 2.30 3.40 1.000 1.26 5.04% 29 MNTA 16.15 MNTA Sep '10 16.00 C 2.50 14.55 1.000 1.23 17.22% 30 ONP 4.33 ONP Nov '10 5.00 C 0.85 19.63 3.000 1.22 43.68% 31 ITMN 10.11 ITMN Jan '11 10.00 C 3.23 30.81 5.000 1.21 45.24% 32 VVUS 5.33 VVUS Dec '10 6.00 C 1.27 23.83 4.000 1.21 47.78% 33 VVUS 5.33 VVUS Dec '10 5.00 C 1.60 23.83 4.000 1.20 34.05% 34 DCTH 7.49 DCTH Aug '10 7.00 C 0.76 3.60 0.000 1.19 4.01% 35 BIOD 4.08 BIOD Sep '10 5.00 C 0.30 7.35 1.000 1.19 32.28% 36 ARNA 6.63 ARNA Aug '10 6.00 C 0.80 2.56 0.000 1.18 2.92% 37 NPD 2.90 NPD Mar '11 2.50 C 0.80 13.79 7.000 1.17 19.05% 38 VVUS 5.33 VVUS Jan '11 6.00 C 1.40 26.27 5.000 1.16 52.67% 39 LZB 7.11 LZB Aug '10 7.50 C 0.30 4.22 0.000 1.16 10.13% 40 WAVX 2.09 WAVX Jan '11 2.50 C 0.50 23.92 5.000 1.15 57.23%

Try the new report