Spero di aver capito il problema.Prova così:

codice:
SELECT SDATE, SPOT, STRIKE, SETTLEMENT
FROM `OPT_FTSEMIB`
WHERE TYPE = "P"
AND STRIKE =13500
AND STRIKE =14000
AND STRIKE=14500
AND STRIKE=15000
AND EXPIRY = "MAR13" 
AND EXPIRE="DEC12"
AND SDATE = "2012-11-02"
LIMIT 0 , 30
Saluti.