Options Workbook

8/11/2019 Options Workbook

1/26

http://www.cpearson.com/excel/distinctvalues.aspx

http://www.optiontradingtips.com/resources/index.html
http://www.cpearson.com/excel/distinctvalues.aspxhttp://www.optiontradingtips.com/resources/index.htmlhttp://www.optiontradingtips.com/resources/index.htmlhttp://www.cpearson.com/excel/distinctvalues.aspx


2/26

s_call p_call b_call a_call oi_call vol_call expiry_call strike_call

QCOM110325C00035000 15.70 17.95 0.00 40627.00 35.00

QCOM110325C00040000 10.75 13.00 0.00 40627.00 40.00

QCOM110325C 7.40 5.95 7.15 0.00 2.00 40627.00 45.00

QCOM110325C00048000 3.55 4.60 0.00 40627.00 48.00

QCOM110325C 3.00 2.95 3.00 64.00 13.00 40627.00 49.00

QCOM110325C 2.22 2.13 2.20 17.00 700.00 40627.00 50.00QCOM110325C 0.65 0.62 0.66 963.00 1479.00 40627.00 52.50

QCOM110325C 0.09 0.08 0.10 615.00 298.00 40627.00 55.00

QCOM110325C00057500 0.08 0.00 40627.00 57.50

QCOM110325C00060000 0.10 0.00 40627.00 60.00

QCOM110325C00065000 0.09 0.00 40627.00 65.00

QCOM110325C00070000 0.09 0.00 40627.00 70.00

QCOM110325C00075000 0.09 0.00 40627.00 75.00

QCOM110416C00020000 31.35 32.70 0.00 40649.00 20.00

QCOM110416C 36.60 28.85 30.25 477.00 40649.00 22.50

QCOM110416C 33.95 26.35 27.75 746.00 40649.00 25.00

QCOM110416C 21.50 21.55 22.15 680.00 4.00 40649.00 30.00

QCOM110416C 19.85 19.10 19.60 453.00 40649.00 32.50

QCOM110416C 19.35 17.60 18.35 286.00 40649.00 34.00QCOM110416C 16.75 16.65 17.35 229.00 40649.00 35.00

QCOM110416C 16.40 15.65 16.40 143.00 40649.00 36.00

QCOM110416C 20.45 14.60 15.95 81.00 40649.00 37.00

QCOM110416C 13.90 13.65 14.10 1775.00 52.00 40649.00 38.00

QCOM110416C 13.05 12.70 13.45 202.00 10.00 40649.00 39.00

QCOM110416C 11.75 11.70 12.45 768.00 13.00 40649.00 40.00

QCOM110416C 11.00 10.75 11.05 38.00 29.00 40649.00 41.00

QCOM110416C 10.10 9.80 10.55 135.00 40649.00 42.00

QCOM110416C 8.30 8.90 9.40 209.00 40649.00 43.00

QCOM110416C 7.53 7.90 8.60 312.00 40649.00 44.00

QCOM110416C 7.30 7.00 7.10 802.00 56.00 40649.00 45.00

QCOM110416C 7.55 6.15 6.70 556.00 31.00 40649.00 46.00

QCOM110416C 4.95 5.30 5.35 220.00 3.00 40649.00 47.00

QCOM110416C 4.60 4.45 4.55 6527.00 266.00 40649.00 48.00

QCOM110416C 3.75 3.65 3.75 2438.00 94.00 40649.00 49.00

QCOM110416C 3.05 2.97 3.05 9075.00 2626.00 40649.00 50.00

QCOM110416C 1.51 1.50 1.53 16401.00 3960.00 40649.00 52.50

QCOM110416C 0.62 0.60 0.62 26591.00 4571.00 40649.00 55.00

QCOM110416C 0.20 0.18 0.20 12897.00 1386.00 40649.00 57.50

QCOM110416C 0.06 0.04 0.05 32619.00 3255.00 40649.00 60.00

QCOM110416C 0.02 0.02 21065.00 68.00 40649.00 62.50

QCOM110416C 0.01 0.01 10055.00 40649.00 65.00

QCOM110416C 0.01 0.01 2313.00 40649.00 70.00

QCOM110521C00030000 21.65 23.00 0.00 40684.00 30.00

QCOM110521C 17.05 16.80 17.35 61.00 87.00 40684.00 35.00QCOM110521C 12.25 12.10 12.20 25.00 155.00 40684.00 40.00

QCOM110521C 7.95 7.70 7.75 714.00 114.00 40684.00 45.00

QCOM110521C 6.20 6.10 6.15 331.00 48.00 40684.00 47.00

QCOM110521C 5.35 5.30 5.40 25414.00 134.00 40684.00 48.00

QCOM110521C 4.95 4.60 4.70 322.00 34.00 40684.00 49.00

QCOM110521C 4.00 3.95 4.05 1856.00 246.00 40684.00 50.00

QCOM110521C 2.60 2.55 2.59 4576.00 757.00 40684.00 52.50


3/26

QCOM110521C 1.50 1.52 1.55 21388.00 890.00 40684.00 55.00

QCOM110521C 0.87 0.82 0.85 5607.00 1717.00 40684.00 57.50

QCOM110521C 0.44 0.40 0.42 13309.00 631.00 40684.00 60.00

QCOM110521C 0.19 0.18 0.20 5855.00 31.00 40684.00 62.50

QCOM110521C 0.09 0.08 0.10 4625.00 26.00 40684.00 65.00

QCOM110521C 0.08 0.01 0.02 1645.00 40684.00 70.00

QCOM110521C 0.04 0.02 58.00 40684.00 75.00QCOM110716C 26.30 26.50 28.10 33.00 40740.00 25.00

QCOM110716C00030000 20.65 23.20 0.00 40740.00 30.00

QCOM110716C00035000 16.85 18.30 0.00 40740.00 35.00

QCOM110716C 12.25 12.35 13.05 545.00 6.00 40740.00 40.00

QCOM110716C 10.50 10.20 10.60 1243.00 12.00 40740.00 42.50

QCOM110716C 14.35 8.90 9.35 315.00 40740.00 44.00

QCOM110716C 9.20 8.15 8.25 556.00 5.00 40740.00 45.00

QCOM110716C 8.05 7.40 7.45 292.00 40740.00 46.00

QCOM110716C 6.20 6.60 6.75 1138.00 7.00 40740.00 47.00

QCOM110716C 7.00 5.95 6.00 648.00 1.00 40740.00 48.00

QCOM110716C 5.40 5.25 5.35 1844.00 6.00 40740.00 49.00

QCOM110716C 4.70 4.65 4.70 2811.00 104.00 40740.00 50.00

QCOM110716C 3.38 3.30 3.35 3620.00 6879.00 40740.00 52.50QCOM110716C 2.28 2.21 2.26 9557.00 829.00 40740.00 55.00

QCOM110716C 1.44 1.42 1.46 15851.00 793.00 40740.00 57.50

QCOM110716C 0.96 0.88 0.91 5196.00 298.00 40740.00 60.00

QCOM110716C 0.59 0.52 0.55 2510.00 103.00 40740.00 62.50

QCOM110716C 0.28 0.30 0.32 9512.00 275.00 40740.00 65.00

QCOM110716C 0.10 0.10 0.12 17031.00 116.00 40740.00 70.00

QCOM110716C 0.05 0.02 0.05 644.00 6.00 40740.00 75.00

QCOM110716C 0.05 0.01 0.03 140.00 40740.00 80.00

QCOM110716C00085000 0.05 0.00 40740.00 85.00

QCOM111022C00025000 26.50 28.20 0.00 40838.00 25.00

QCOM111022C 27.40 21.80 23.35 10.00 40838.00 30.00

QCOM111022C 19.20 17.35 18.00 216.00 40838.00 35.00

QCOM111022C 14.24 12.95 13.60 81.00 15.00 40838.00 40.00

QCOM111022C 9.35 8.90 9.45 306.00 40838.00 45.00

QCOM111022C 8.30 8.35 8.55 105.00 40838.00 46.00

QCOM111022C 7.70 7.70 7.80 178.00 40838.00 47.00

QCOM111022C 7.55 7.05 7.15 170.00 40838.00 48.00

QCOM111022C 6.55 6.45 6.55 402.00 11.00 40838.00 49.00

QCOM111022C 6.15 5.85 5.95 1012.00 60.00 40838.00 50.00

QCOM111022C 4.65 4.55 4.65 1651.00 146.00 40838.00 52.50

QCOM111022C 3.50 3.45 3.55 1365.00 44.00 40838.00 55.00

QCOM111022C 2.70 2.54 2.61 1635.00 125.00 40838.00 57.50

QCOM111022C 1.86 1.84 1.91 1562.00 19.00 40838.00 60.00

QCOM111022C 1.34 1.31 1.37 2221.00 47.00 40838.00 62.50

QCOM111022C 1.02 0.93 0.96 1493.00 5.00 40838.00 65.00QCOM111022C 0.75 0.64 0.67 372.00 11.00 40838.00 67.50

QCOM111022C 0.56 0.44 0.47 5325.00 20.00 40838.00 70.00

QCOM111022C 0.24 0.21 0.23 626.00 1.00 40838.00 75.00

QCOM111022C 0.11 0.09 0.12 278.00 27.00 40838.00 80.00

QCOM111022C 0.06 0.04 0.06 20.00 40838.00 85.00

QCOM120121C 39.65 33.30 36.70 49.00 40929.00 17.50

QCOM120121C 34.00 31.65 32.60 178.00 40929.00 20.00


4/26

QCOM120121C 30.30 29.05 31.15 5.00 40929.00 22.50

QCOM120121C 26.05 26.80 27.60 126.00 40929.00 25.00

QCOM120121C 22.10 22.10 22.90 2250.00 2.00 40929.00 30.00

QCOM120121C 17.50 17.60 17.75 8567.00 11.00 40929.00 35.00

QCOM120121C 13.50 13.40 13.55 7246.00 52.00 40929.00 40.00

QCOM120121C 11.75 11.45 11.65 2095.00 5.00 40929.00 42.50

QCOM120121C 9.95 9.70 9.85 5236.00 182.00 40929.00 45.00QCOM120121C 8.50 8.10 8.25 2326.00 35.00 40929.00 47.50

QCOM120121C 6.70 6.65 6.75 13044.00 504.00 40929.00 50.00

QCOM120121C 5.60 5.35 5.45 4189.00 298.00 40929.00 52.50

QCOM120121C 4.30 4.25 4.35 7056.00 333.00 40929.00 55.00

QCOM120121C 3.60 3.35 3.45 2604.00 74.00 40929.00 57.50

QCOM120121C 2.73 2.60 2.64 9507.00 99.00 40929.00 60.00

QCOM120121C 2.40 1.96 2.03 1346.00 5.00 40929.00 62.50

QCOM120121C 1.51 1.47 1.53 3012.00 105.00 40929.00 65.00

QCOM120121C 0.85 0.82 0.86 4613.00 424.00 40929.00 70.00

QCOM120121C 0.45 0.44 0.48 1128.00 40929.00 75.00

QCOM120121C 0.25 0.24 0.27 780.00 20.00 40929.00 80.00

QCOM120121C 0.15 0.13 0.16 679.00 132.00 40929.00 85.00

QCOM130119C 28.00 26.55 27.60 140.00 41293.00 25.00QCOM130119C 23.30 22.05 23.65 353.00 2.00 41293.00 30.00

QCOM130119C 19.60 18.10 19.05 1255.00 41293.00 35.00

QCOM130119C 15.50 14.95 15.80 5610.00 14.00 41293.00 40.00

QCOM130119C 12.35 11.90 12.65 3202.00 106.00 41293.00 45.00

QCOM130119C 9.50 9.30 9.55 6575.00 15.00 41293.00 50.00

QCOM130119C 6.90 7.00 7.20 3900.00 11.00 41293.00 55.00

QCOM130119C 5.40 5.20 5.55 952.00 541.00 41293.00 60.00

QCOM130119C 4.00 3.75 4.10 2232.00 10.00 41293.00 65.00

QCOM130119C 2.60 2.68 2.84 2374.00 22.00 41293.00 70.00

QCOM130119C 2.00 1.77 2.02 217.00 260.00 41293.00 75.00

QCOM130119C 1.61 1.28 1.45 419.00 41293.00 80.00

QCOM130119C 0.98 0.96 1.05 241.00 1.00 41293.00 85.00


5/26

s_put p_put b_put a_put oi_put vol_put expiry_put

QCOM110325P00035000 0.05 0.00 40627.00

QCOM110 0.02 0.02 200.00 40627.00

QCOM110 0.08 0.05 0.07 2.00 34.00 40627.00

QCOM110 0.18 0.20 0.22 66.00 176.00 40627.00

QCOM110 0.40 0.31 0.34 365.00 324.00 40627.00

QCOM110 0.52 0.49 0.52 330.00 342.00 40627.00QCOM110 1.38 1.40 1.51 479.00 522.00 40627.00

QCOM110 3.25 3.40 3.50 265.00 95.00 40627.00

QCOM110 5.75 5.80 6.15 10.00 20.00 40627.00

QCOM110325P00060 7.20 9.30 0.00 40627.00

QCOM110325P00065 11.90 14.55 0.00 40627.00

QCOM110325P00070 16.90 19.55 0.00 40627.00

QCOM110325P00075 21.80 24.60 0.00 40627.00

QCOM110 0.05 0.05 940.00 40649.00

QCOM110 0.05 0.05 1050.00 40649.00

QCOM110 0.02 0.01 1844.00 40649.00

QCOM110 0.01 0.02 2477.00 40649.00

QCOM110 0.01 0.01 0.02 1884.00 7.00 40649.00

QCOM110 0.02 0.01 0.03 1352.00 11.00 40649.00QCOM110 0.02 0.02 0.03 1282.00 98.00 40649.00

QCOM110 0.05 0.03 0.05 1710.00 28.00 40649.00

QCOM110 0.05 0.05 0.06 2489.00 13.00 40649.00

QCOM110 0.06 0.06 0.07 10128.00 118.00 40649.00

QCOM110 0.10 0.08 0.10 7231.00 24.00 40649.00

QCOM110 0.12 0.11 0.13 19307.00 101.00 40649.00

QCOM110 0.16 0.14 0.16 7395.00 20.00 40649.00

QCOM110 0.20 0.18 0.20 9940.00 342.00 40649.00

QCOM110 0.24 0.23 0.25 8594.00 39.00 40649.00

QCOM110 0.31 0.30 0.32 1481.00 25.00 40649.00

QCOM110 0.42 0.38 0.40 6949.00 210.00 40649.00

QCOM110 0.51 0.49 0.51 4354.00 119.00 40649.00

QCOM110 0.64 0.63 0.65 8636.00 416.00 40649.00

QCOM110 0.82 0.80 0.83 20255.00 283.00 40649.00

QCOM110 1.01 1.01 1.05 4841.00 466.00 40649.00

QCOM110 1.32 1.30 1.34 20470.00 3659.00 40649.00

QCOM110 2.33 2.33 2.36 14420.00 3586.00 40649.00

QCOM110 3.90 3.90 3.95 9448.00 1656.00 40649.00

QCOM110 6.00 5.95 6.05 5104.00 76.00 40649.00

QCOM110 8.20 8.30 8.45 2196.00 21.00 40649.00

QCOM110 10.20 10.75 11.60 732.00 40649.00

QCOM110 13.40 13.25 13.80 22.00 6.00 40649.00

QCOM110 12.60 17.95 18.80 220.00 40649.00

QCOM110 0.09 0.08 0.10 750.00 40684.00

QCOM110 0.25 0.20 0.22 809.00 218.00 40684.00QCOM110 0.46 0.45 0.48 968.00 77.00 40684.00

QCOM110 1.04 1.02 1.04 1448.00 4499.00 40684.00

QCOM110 1.39 1.41 1.43 106.00 40684.00

QCOM110 1.60 1.66 1.68 4026.00 134.00 40684.00

QCOM110 1.96 1.95 1.97 4169.00 774.00 40684.00

QCOM110 2.30 2.29 2.31 4031.00 538.00 40684.00

QCOM110 3.30 3.35 3.40 9030.00 1255.00 40684.00


6/26

QCOM110 4.60 4.80 4.85 7185.00 225.00 40684.00

QCOM110 6.25 6.60 6.65 6912.00 90.00 40684.00

QCOM110 8.15 8.55 8.80 2157.00 8.00 40684.00

QCOM110 11.70 10.70 11.60 1350.00 40684.00

QCOM110 10.85 13.15 14.25 290.00 40684.00

QCOM110 18.75 18.00 19.20 240.00 40684.00

QCOM110521P00075 23.00 25.35 0.00 40684.00QCOM110 0.08 0.08 0.09 1901.00 40.00 40740.00

QCOM110 0.19 0.19 0.21 617.00 64.00 40740.00

QCOM110 0.40 0.41 0.42 527.00 98.00 40740.00

QCOM110 0.78 0.82 0.86 1023.00 38.00 40740.00

QCOM110 1.15 1.16 1.20 6200.00 7.00 40740.00

QCOM110 1.50 1.42 1.46 1883.00 61.00 40740.00

QCOM110 1.59 1.64 1.67 11163.00 50.00 40740.00

QCOM110 1.87 1.88 1.91 594.00 60.00 40740.00

QCOM110 2.07 2.13 2.17 1389.00 17.00 40740.00

QCOM110 2.43 2.43 2.48 1281.00 191.00 40740.00

QCOM110 2.74 2.78 2.81 1240.00 47.00 40740.00

QCOM110 3.15 3.10 3.20 9026.00 6245.00 40740.00

QCOM110 4.23 4.25 4.35 4654.00 182.00 40740.00QCOM110 5.40 5.70 5.80 2262.00 212.00 40740.00

QCOM110 7.05 7.40 7.50 1309.00 240.00 40740.00

QCOM110 9.25 9.35 9.45 546.00 59.00 40740.00

QCOM110 11.30 11.45 11.60 310.00 52.00 40740.00

QCOM110 14.55 13.15 14.55 629.00 40740.00

QCOM110 18.20 18.20 19.45 232.00 40740.00

QCOM110 21.35 23.10 25.35 98.00 40740.00

QCOM110716P00080 26.60 30.45 0.00 40740.00

QCOM110716P00085 31.15 35.50 0.00 40740.00

QCOM111 0.30 0.27 0.29 723.00 13.00 40838.00

QCOM111 0.62 0.52 0.54 605.00 40838.00

QCOM111 0.93 0.92 0.95 1360.00 5.00 40838.00

QCOM111 1.58 1.60 1.64 2064.00 40838.00

QCOM111 2.80 2.72 2.79 1178.00 35.00 40838.00

QCOM111 2.93 3.00 3.10 595.00 20.00 40838.00

QCOM111 3.40 3.35 3.45 949.00 5.00 40838.00

QCOM111 3.75 3.70 3.75 573.00 10.00 40838.00

QCOM111 4.15 4.05 4.20 460.00 5.00 40838.00

QCOM111 4.35 4.50 4.60 893.00 30.00 40838.00

QCOM111 5.85 5.70 5.80 1146.00 20.00 40838.00

QCOM111 6.76 7.10 7.20 882.00 50.00 40838.00

QCOM111 8.50 8.65 8.80 1305.00 79.00 40838.00

QCOM111 10.39 10.50 10.60 371.00 4.00 40838.00

QCOM111 10.45 12.40 12.55 174.00 40838.00

QCOM111 13.93 14.05 14.65 179.00 40838.00QCOM111 14.60 16.20 17.55 128.00 40838.00

QCOM111 13.45 18.25 20.30 144.00 40838.00

QCOM111022P00075 22.65 25.15 0.00 40838.00

QCOM111 28.50 28.10 28.85 0.00 10.00 40838.00

QCOM111 33.15 32.90 34.95 10.00 40838.00

QCOM120 0.20 0.20 0.23 2105.00 40929.00

QCOM120 0.33 0.28 0.31 1857.00 40929.00


7/26

QCOM120 0.43 0.38 0.41 2393.00 40929.00

QCOM120 0.51 0.50 0.53 2545.00 32.00 40929.00

QCOM120 0.85 0.83 0.85 9280.00 40929.00

QCOM120 1.38 1.36 1.40 8319.00 24.00 40929.00

QCOM120 2.22 2.22 2.27 11472.00 41.00 40929.00

QCOM120 2.90 2.81 2.86 2203.00 2.00 40929.00

QCOM120 3.50 3.50 3.60 5042.00 30.00 40929.00QCOM120 4.35 4.40 4.50 4748.00 80.00 40929.00

QCOM120 5.35 5.45 5.55 2663.00 217.00 40929.00

QCOM120 6.45 6.65 6.75 3455.00 15.00 40929.00

QCOM120 8.10 8.05 8.15 2677.00 41.00 40929.00

QCOM120 10.05 9.60 9.70 1066.00 40929.00

QCOM120 11.15 11.35 11.45 2067.00 40929.00

QCOM120 13.10 13.25 13.35 705.00 1.00 40929.00

QCOM120 15.50 15.20 15.35 490.00 10.00 40929.00

QCOM120 20.00 19.40 19.75 150.00 16.00 40929.00

QCOM120 20.15 23.15 25.55 60.00 40929.00

QCOM120 22.60 28.10 30.60 1.00 40929.00

QCOM120121P00085 32.85 35.10 0.00 40929.00

QCOM130 1.30 1.24 1.32 1283.00 41293.00QCOM130 2.25 2.03 2.22 532.00 41293.00

QCOM130 3.10 3.05 3.20 438.00 9.00 41293.00

QCOM130 4.35 4.45 4.75 658.00 120.00 41293.00

QCOM130 6.20 6.25 6.65 638.00 10.00 41293.00

QCOM130 8.55 8.45 8.90 637.00 527.00 41293.00

QCOM130 11.60 11.10 11.25 256.00 41293.00

QCOM130 14.50 14.10 14.65 346.00 7.00 41293.00

QCOM130 17.60 17.75 17.95 91.00 1.00 41293.00

QCOM130 16.80 20.30 22.60 72.00 41293.00

QCOM130119P00075 24.40 26.85 0.00 41293.00

QCOM130 23.70 28.70 31.40 15.00 41293.00

QCOM130119P00085 33.25 36.60 0.00 41293.00


8/26

strike_put Expiry strikes

35.00 03/25/11 42.00

40.00 04/16/11 43.00

45.00 05/21/11 44.00

48.00 07/16/11 45.00

49.00 10/22/11 42.50

50.00 01/21/12 46.0052.50 01/19/13 48.00

55.00 47.00

57.50 49.00

60.00 50.00

65.00 55.00

70.00 52.50

75.00 57.50

20.00 60.00

22.50

25.00

30.00

32.50

34.0035.00

36.00

37.00

38.00

39.00

40.00

41.00

42.00

43.00

44.00

45.00

46.00

47.00

48.00

49.00

50.00

52.50

55.00

57.50

60.00

62.50

65.00

70.00

30.00

35.0040.00

45.00

47.00

48.00

49.00

50.00

52.50


9/26

55.00

57.50

60.00

62.50

65.00

70.00

75.0025.00

30.00

35.00

40.00

42.50

44.00

45.00

46.00

47.00

48.00

49.00

50.00

52.5055.00

57.50

60.00

62.50

65.00

70.00

75.00

80.00

85.00

25.00

30.00

35.00

40.00

45.00

46.00

47.00

48.00

49.00

50.00

52.50

55.00

57.50

60.00

62.50

65.0067.50

70.00

75.00

80.00

85.00

17.50

20.00


10/26

22.50

25.00

30.00

35.00

40.00

42.50

45.0047.50

50.00

52.50

55.00

57.50

60.00

62.50

65.00

70.00

75.00

80.00

85.00

25.0030.00

35.00

40.00

45.00

50.00

55.00

60.00

65.00

70.00

75.00

80.00

85.00


11/26

1 go to quotes tab, input stock symbol and click get price button

2 On "quotes" tab, change the parameters and filter the options you

would like to see in quotes panel, and click "filter options" button

3 On "Strategy" tab, fill in your strategy leg by leg, and then change the

parameters to calculate the theoritical value and get the theoritical

P/L. Also change the parameters in the plot area and you will get a a

view in 3D chart.

4 the spreadsheet is recommened to be used in manual calculation

mode.


12/26

Leg1 Leg2 Leg3 Leg4 Leg5 Leg6 Leg7 Leg8 Leg9

Contracts -1

Type p

Strike 52.5

Expiry 4/16

last 2.33 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00Theo. Value 2.33 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Override Premium

Premium Inve 2.33 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Theta 0.04 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Vega -0.05 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Rho 1.78 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Gamma -0.08 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Delta 0.55 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00

Imp. Vol 37%

Parameters latest values

S_assumed 51.71 51.71

ValuationDate 3/23 3/23DiscountRate -0.17% 1.3% 1.5% 1.5%

IV 37% 0.37

Vol Skew to-do

Plot area name overide range latest values

RowParamete S_assu 51.710 20% 51.710

ColParameter IV 0.365 20% 0.365

bspr ice 41.368 45.505 47.573 49.642 51.710 53.778 55.847 57.915 59.984

0.292 -8.808 -4.706 -2.754 -1.013 0.374 1.329 1.886 2.160 2.273

0.322 -8.809 -4.731 -2.818 -1.127 0.225 1.181 1.771 2.088 2.237

0.336 -8.810 -4.747 -2.854 -1.187 0.150 1.107 1.711 2.048 2.214

0.351 -8.812 -4.765 -2.892 -1.247 0.075 1.032 1.650 2.006 2.189

0.365 -8.814 -4.785 -2.932 -1.309 0.000 0.957 1.587 1.962 2.162

0.380 -8.817 -4.807 -2.974 -1.371 -0.075 0.882 1.524 1.915 2.132

0.395 -8.820 -4.831 -3.018 -1.434 -0.150 0.806 1.459 1.867 2.100

0.409 -8.824 -4.858 -3.063 -1.498 -0.226 0.731 1.393 1.816 2.066

0.424 -8.829 -4.886 -3.110 -1.563 -0.301 0.655 1.327 1.764 2.029

0.438 -8.835 -4.915 -3.158 -1.628 -0.376 0.579 1.260 1.711 1.991

Graph Increme 3%

max 2.273

min ##### 8.84


13/26

Leg10 Total

4/15

0.00 -2.330.00 -2.33

0.00 -2.33

0.00 0.04

0.00 -0.05

0.00 1.78

0.00 -0.08

0.00 0.55

0.37

0.00 P/L

62.052

2.314

2.298

2.287

2.274

2.259 0.002.242

2.223

2.202

2.179

2.153

41.

368

47.

573

51.

710

55.

847

59.

984

-10.000

-8.000

-6.000

-4.000

-2.000

0.000

2.000

4.000

bsprice

0.

336

0.

380

0.

424

-10.000

-8.000

-6.000

-4.000

-2.000

0.000

2.000

4.000

bsprice 0.292 0.322 0.336 0.351 0.365 0.380 0.395 0.409 0.424

41.368 45.505 47.573 49.642 51.710

53.778 55.847 57.915 59.984 62.052


14/26

Ticker qcom Index S&P 50 P/E 23.83 EPS (tt 2.17 Insider

underlyi 51.71 Market 85.00B Forwar 15.86 EPS ne 3.26 Insider

Income 3.58B PEG 1.51 EPS ne 0.80 Inst Ow

Sales 11.67B P/S 7.28 EPS thi 105.80 Inst Tra

Book/sh13.91 P/B 3.72 EPS ne 7.24% ROA

Cash/s 6.39 P/C 8.09 EPS ne 15.78% ROE

Dividen 0.76 P/FCF 68.38 EPS pa 9.13% ROIDividen 1.47% Quick R2.98 Sales p 14.14% Gross

Employ 17500 Current 3.13 Sales Q 25.39% Oper. M

Optiona Yes Debt/Eq0.05 EPS Q/ 42.75% Profit M

Shortab Yes LT Debt 0.00 Earning Apr 20 Payout

Recom 2.00 SMA20 -8.32% SMA50 -5.68% SMA20

from to range

4/16/11 7/16/11 20%

Delta IV mid b a oi vol expiry strike mid b

0.90 70% 10.175 9.8 10.55 135 04/16/11 42 0.19 0.18

0.89 63% 9.15 8.9 9.4 209 04/16/11 43 0.24 0.23

0.87 61% 8.25 7.9 8.6 312 04/16/11 44 0.31 0.3

0.89 47% 7.05 7 7.1 802 56 04/16/11 45 0.39 0.38

0.82 54% 6.425 6.15 6.7 556 31 04/16/11 46 0.5 0.490.82 45% 5.325 5.3 5.35 220 3 04/16/11 47 0.64 0.63

0.77 43% 4.5 4.45 4.55 6527 266 04/16/11 48 0.815 0.8

0.72 41% 3.7 3.65 3.75 2438 94 04/16/11 49 1.03 1.01

0.65 40% 3.01 2.97 3.05 9075 2626 04/16/11 50 1.32 1.3

0.45 36% 1.515 1.5 1.53 16401 3960 04/16/11 52.5 2.345 2.33

0.25 34% 0.61 0.6 0.62 26591 4571 04/16/11 55 3.925 3.9

0.10 32% 0.19 0.18 0.2 12897 1386 04/16/11 57.5 6 5.95

0.03 31% 0.045 0.04 0.05 32619 3255 04/16/11 60 8.375 8.3

0.81 44% 7.725 7.7 7.75 714 114 05/21/11 45 1.03 1.02

0.74 41% 6.125 6.1 6.15 331 48 05/21/11 47 1.42 1.41

0.71 40% 5.35 5.3 5.4 25414 134 05/21/11 48 1.67 1.66

0.66 39% 4.65 4.6 4.7 322 34 05/21/11 49 1.96 1.95

0.62 38% 4 3.95 4.05 1856 246 05/21/11 50 2.3 2.29

0.49 36% 2.57 2.55 2.59 4576 757 05/21/11 52.5 3.375 3.35

0.35 34% 1.535 1.52 1.55 21388 890 05/21/11 55 4.825 4.8

0.23 33% 0.835 0.82 0.85 5607 1717 05/21/11 57.5 6.625 6.6

0.13 32% 0.41 0.4 0.42 13309 631 05/21/11 60 8.675 8.55

0.83 42% 10.4 10.2 10.6 1243 12 07/16/11 42.5 1.18 1.16

0.80 40% 9.125 8.9 9.35 315 07/16/11 44 1.44 1.42

0.78 37% 8.2 8.15 8.25 556 5 07/16/11 45 1.655 1.64

0.75 36% 7.425 7.4 7.45 292 07/16/11 46 1.895 1.88

0.72 35% 6.675 6.6 6.75 1138 7 07/16/11 47 2.15 2.13

0.68 35% 5.975 5.95 6 648 1 07/16/11 48 2.455 2.43

0.65 34% 5.3 5.25 5.35 1844 6 07/16/11 49 2.795 2.78

0.61 33% 4.675 4.65 4.7 2811 104 07/16/11 50 3.15 3.10.50 32% 3.325 3.3 3.35 3620 6879 07/16/11 52.5 4.3 4.25

0.39 31% 2.235 2.21 2.26 9557 829 07/16/11 55 5.75 5.7

0.29 30% 1.44 1.42 1.46 15851 793 07/16/11 57.5 7.45 7.4

0.20 29% 0.895 0.88 0.91 5196 298 07/16/11 60 9.4 9.35

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26/26

Puts

04/16/11 05/21/11 07/16/11

#N/A #N/A 81% 0.552763 #N/A #N/A #N/A #N/A

#N/A #N/A 83% 0.531615 #N/A #N/A #N/A #N/A

#N/A #N/A 85% 0.513745 #N/A 0.396562 #N/A #N/A

#N/A #N/A 87% 0.49242 0.439767 0.388407 #N/A #N/A

#N/A #N/A 82% #N/A #N/A 0.411513 #N/A #N/A#N/A #N/A 89% 0.474236 #N/A 0.380224 #N/A #N/A

#N/A #N/A 93% 0.438228 0.402 0.363462 #N/A #N/A

#N/A #N/A 91% 0.456366 0.413727 0.370792 #N/A #N/A

#N/A #N/A 95% 0.41922 0.390674 0.356364 #N/A #N/A

#N/A #N/A 97% 0.404904 0.380452 0.3475 #N/A #N/A

#N/A #N/A 106% 0.341231 0.339211 0.32544 #N/A #N/A

#N/A #N/A 102% 0.36827 0.356938 0.334168 #N/A #N/A

#N/A #N/A 111% 0.326017 0.325428 0.317849 #N/A #N/A

#N/A #N/A 116% 0.34039 0.307029 0.314713 #N/A #N/A

#VALUE! #VALUE! #VALUE! #N/A #N/A #N/A #VALUE! #VALUE!



#VALUE! #VALUE! #VALUE! #N/A #N/A #N/A #VALUE! #VALUE!#VALUE! #VALUE! #VALUE! #N/A #N/A #N/A #VALUE! #VALUE!


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