November 20, 2006 - November 24, 2006

ISE SENTIMENT INDEX (ISEE) FOR   11/13/2006 - 11/17/2006
 Date Index
11/17/2006 118
11/16/2006 131
11/15/2006 145
11/14/2006 135
11/13/2006 145

ECONOMIC EVENTS
Release Date Release Time Indicator Period
11-20-0610:00
 Index of Leading Economic Indicators
 Oct.
11-21-06 none
11-22-068:30
 Initial Jobless Claims
 Latest week.
11-23-06 none
11-24-06 none

EXPECTED EARNINGS ANNOUNCEMENTS
Date Symbol
11/20/2006CYBX
11/20/2006PRX
11/20/2006JWN
11/20/2006MDT
11/20/2006BCSI
11/20/2006BOL
11/20/2006UTSI
11/20/2006STP
11/21/2006CBRL
11/21/2006CWTR
11/21/2006DE
11/21/2006DG
11/21/2006GME
11/21/2006HNZ
11/21/2006BRCD
11/22/2006DBRN
11/22/2006PDCO

MAJOR MARKET EVENTS
Date Event
11/23/2006 Thanksgiving Day. All US markets will be closed.
11/24/2006 US equities and options markets will close at 1 PM today.

MARKET BENCHMARKS
Benchmark Symbol Level 21-dma 50-dma 200-dma
Dow Jones Industrial Average INDU 12,342.56 12,130.45 11,894.69 11,341.51
S&P; 500 Index SPX 1,401.20 1,381.41 1,356.31 1,300.14
S&P; 500 Index Futures SP1601 1,391.60 1,378.51 1,350.57 1,301.20
NASDAQ 100 Index NDX 1,800.67 1,742.22 1,695.99 1,631.27
S&P; 100 Index OEX 652.60 642.80 629.80 596.77

ISE MOST ACTIVE CALL SERIES FOR   11/13/2006 - 11/17/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   Altria Group Inc. 1 MO Nov, 2006 85 51,434
2   Halliburton Company 4 HAL Jan, 2007 30 28,973
3   Home Depot Inc. 3 HD Nov, 2006 37.5 25,804
4   Microsoft Corporation 10 WMF Jan, 2008 27.5 25,000
5   iShares Russell 2000 Index Fund 7 IOW Nov, 2006 78 24,560
6   iShares Russell 2000 Index Fund 7 IOW Nov, 2006 79 21,242
7   Rambus Inc. 5 BNQ Nov, 2006 20 21,036
8   iShares Russell 2000 Index Fund 7 IOW Nov, 2006 76 16,624
9   Wal-Mart Stores Inc. 8 WMT Nov, 2006 47.5 16,301
10   Dell Computer Corporation 1 DLQ Nov, 2006 25 16,165

ISE MOST ACTIVE PUT SERIES FOR   11/13/2006 - 11/17/2006
 Rank   Issuer   Bin   Option Symbol   Expiration   Strike   Volume 
1   iShares Russell 2000 Index Fund 7 IOW Dec, 2006 77 36,151
2   Intel Corporation 6 NQ Apr, 2007 22.5 25,295
3   iShares Russell 2000 Index Fund 7 IOW Dec, 2006 76 22,656
4   Altria Group Inc. 1 MO Jan, 2007 75 20,640
5   Amazon.Com, Inc. 4 ZQN Dec, 2006 40 14,129
6   Home Depot Inc. 3 HD Nov, 2006 35 13,727
7   Altria Group Inc. 1 MO Nov, 2006 80 13,029
8   iShares Russell 2000 Index Fund 7 IOW Nov, 2006 78 12,966
9   Dell Computer Corporation 1 DLQ Nov, 2006 25 12,399
10   Wal-Mart Stores Inc. 8 WMT Nov, 2006 45 12,117


Copyright 2007. International Securities Exchange, Inc. and Fullman Technologies Inc. All rights reserved. The ISE globe logo is a registered trademark of International Securities Exchange, Inc.

The information provided herein is protected by copyright and intellectual property laws. It may be displayed and printed for your personal, non-commercial use only. You may not reproduce, retransmit, distribute, disseminate, sell, publish, broadcast or circulate the information to anyone, without our express written consent. The information provided herein is made accessible by us, but written or created by a number of professional investment researchers and other services and is subject to change without notice. The information provided herein comes from sources that we believe are reliable, but we do not make any guaranty or warranty regarding the accuracy of the information. The information provided herein has not been written, reviewed, edited or in any way endorsed by us. No statement in the information provided herein is to be construed as a recommendation to purchase or sell a security, or to provide investment advice. Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options. This document may be obtained from the International Securities Exchange or The Options Clearing Corporation. Seek independent advice from your professional investment adviser before relying on any information provided herein.


© 2007 International Securities Exchange Holdings, Inc. All Rights Reserved. Terms and Conditions | Privacy Policy
Best viewed with Internet Explorer 6.0 and Netscape 7.2. Flash Player 7 or higher is also required for portions of this site.