Generated on: 01/04/2010  16:04:01  Buy Signals  Sell Signals

When to SELL CALL option on Straddle, Stock Symbol: EEM  Option Symbol: MBYBW

Straddle discovered on: 02/18/2009 10:43  Purchase Price (Call):   0.21  # Contracts:   7,500*
Total Straddle Cost:   1.42*  Minimum Return on Investment:  20.0%

NOTE: An asterisk in the Price column indicates the Price is higher than the Total Straddle Cost (profit)
NOTE: An asterisk in the Volume column indicates the Volume is greater than or equal to the # Contracts purchased in the Straddle

TYPE  SYM   OPT SYM BUY DATE    TIME  AMT    #SELL SIG    SELL DATE   TIME    PRICE   PROFIT$ PROFIT%   VOLUME
CALL  EEM   MBYBW   02/18/2009  10:43   0.21    1         02/18/2009  11:24     0.27    0.06   28.6%        25
CALL  EEM   MBYBW   02/18/2009  10:43   0.21    2         02/18/2009  11:28     0.27    0.06   28.6%        62
CALL  EEM   MBYBW   02/18/2009  10:43   0.21    3         02/18/2009  11:42     0.27    0.06   28.6%        20
CALL  EEM   MBYBW   02/18/2009  10:43   0.21    4         02/18/2009  11:44     0.27    0.06   28.6%        27
CALL  EEM   MBYBW   02/18/2009  10:43   0.21    5         02/18/2009  11:46     0.28    0.07   33.3%        39
CALL  EEM   MBYBW   02/18/2009  10:43   0.21    6         02/18/2009  11:48     0.28    0.07   33.3%        19
CALL  EEM   MBYBW   02/18/2009  10:43   0.21    7         02/18/2009  11:50     0.26    0.05   23.8%       339
CALL  EEM   MBYBW   02/18/2009  10:43   0.21    8         02/18/2009  11:51     0.27    0.06   28.6%       409
CALL  EEM   MBYBW   02/18/2009  10:43   0.21    9         02/18/2009  11:52     0.26    0.05   23.8%        11
CALL  EEM   MBYBW   02/18/2009  10:43   0.21   10         02/18/2009  11:55     0.26    0.05   23.8%       176
CALL  EEM   MBYBW   02/18/2009  10:43   0.21   11         02/18/2009  11:56     0.26    0.05   23.8%       152
CALL  EEM   MBYBW   02/18/2009  10:43   0.21   12         02/18/2009  12:03     0.26    0.05   23.8%       215
CALL  EEM   MBYBW   02/18/2009  10:43   0.21   13         02/18/2009  12:10     0.28    0.07   33.3%         7
CALL  EEM   MBYBW   02/18/2009  10:43   0.21   14         02/18/2009  12:11     0.29    0.08   38.1%        30
CALL  EEM   MBYBW   02/18/2009  10:43   0.21   15         02/18/2009  13:02     0.27    0.06   28.6%        12
CALL  EEM   MBYBW   02/18/2009  10:43   0.21   16         02/19/2009  09:37     0.31    0.10   47.6%        40
CALL  EEM   MBYBW   02/18/2009  10:43   0.21   17         02/19/2009  09:44     0.31    0.10   47.6%        52
CALL  EEM   MBYBW   02/18/2009  10:43   0.21   18         02/19/2009  09:46     0.31    0.10   47.6%         2
CALL  EEM   MBYBW   02/18/2009  10:43   0.21   19         02/19/2009  09:51     0.26    0.05   23.8%       477
CALL  EEM   MBYBW   02/18/2009  10:43   0.21   20         02/19/2009  09:56     0.26    0.05   23.8%     1,402
CALL  EEM   MBYBW   02/18/2009  10:43   0.21   21         02/19/2009  10:04     0.28    0.07   33.3%        10

WORST CASE LOSS: 

AVG DRAWDOWN%:    40.6%
AVG CALL% RANGE:   4.8%% TO:  76.2%% OF:   0.21 OR:   0.01 TO:   0.16