Generated on: 01/04/2010 16:04:01 Buy Signals Sell Signals When to SELL CALL option on Straddle, Stock Symbol: JPM Option Symbol: JSACU Straddle discovered on: 03/04/2009 11:32 Purchase Price (Call): 1.55 # Contracts: 740* Total Straddle Cost: 3.55* 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 JPM JSACU 03/04/2009 11:32 1.55 1 03/12/2009 12:15 1.89 0.34 21.9% 43 CALL JPM JSACU 03/04/2009 11:32 1.55 2 03/12/2009 12:16 1.90 0.35 22.6% 61 CALL JPM JSACU 03/04/2009 11:32 1.55 3 03/12/2009 14:06 1.90 0.35 22.6% 12 CALL JPM JSACU 03/04/2009 11:32 1.55 4 03/12/2009 14:13 2.00 0.45 29.0% 40 CALL JPM JSACU 03/04/2009 11:32 1.55 5 03/12/2009 14:14 2.01 0.46 29.7% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 6 03/12/2009 14:15 2.04 0.49 31.6% 21 CALL JPM JSACU 03/04/2009 11:32 1.55 7 03/12/2009 14:16 2.04 0.49 31.6% 29 CALL JPM JSACU 03/04/2009 11:32 1.55 8 03/12/2009 14:18 2.09 0.54 34.8% 20 CALL JPM JSACU 03/04/2009 11:32 1.55 9 03/12/2009 14:19 2.10 0.55 35.5% 125 CALL JPM JSACU 03/04/2009 11:32 1.55 10 03/12/2009 14:20 2.15 0.60 38.7% 41 CALL JPM JSACU 03/04/2009 11:32 1.55 11 03/12/2009 14:22 2.08 0.53 34.2% 20 CALL JPM JSACU 03/04/2009 11:32 1.55 12 03/12/2009 14:23 2.16 0.61 39.4% 6 CALL JPM JSACU 03/04/2009 11:32 1.55 13 03/12/2009 14:28 2.22 0.67 43.2% 11 CALL JPM JSACU 03/04/2009 11:32 1.55 14 03/12/2009 14:29 2.26 0.71 45.8% 33 CALL JPM JSACU 03/04/2009 11:32 1.55 15 03/12/2009 14:30 2.19 0.64 41.3% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 16 03/12/2009 14:33 2.21 0.66 42.6% 4 CALL JPM JSACU 03/04/2009 11:32 1.55 17 03/12/2009 14:34 2.22 0.67 43.2% 2 CALL JPM JSACU 03/04/2009 11:32 1.55 18 03/12/2009 14:36 2.24 0.69 44.5% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 19 03/12/2009 14:37 2.30 0.75 48.4% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 20 03/12/2009 14:39 2.24 0.69 44.5% 21 CALL JPM JSACU 03/04/2009 11:32 1.55 21 03/12/2009 14:40 2.32 0.77 49.7% 12 CALL JPM JSACU 03/04/2009 11:32 1.55 22 03/12/2009 14:41 2.32 0.77 49.7% 28 CALL JPM JSACU 03/04/2009 11:32 1.55 23 03/12/2009 14:42 2.41 0.86 55.5% 101 CALL JPM JSACU 03/04/2009 11:32 1.55 24 03/12/2009 14:45 2.55 1.00 64.5% 33 CALL JPM JSACU 03/04/2009 11:32 1.55 25 03/12/2009 14:46 2.52 0.97 62.6% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 26 03/12/2009 14:48 2.52 0.97 62.6% 7 CALL JPM JSACU 03/04/2009 11:32 1.55 27 03/12/2009 14:49 2.54 0.99 63.9% 20 CALL JPM JSACU 03/04/2009 11:32 1.55 28 03/12/2009 14:50 2.56 1.01 65.2% 4 CALL JPM JSACU 03/04/2009 11:32 1.55 29 03/12/2009 14:52 2.56 1.01 65.2% 4 CALL JPM JSACU 03/04/2009 11:32 1.55 30 03/12/2009 14:53 2.56 1.01 65.2% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 31 03/12/2009 14:54 2.52 0.97 62.6% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 32 03/12/2009 14:56 2.47 0.92 59.4% 50 CALL JPM JSACU 03/04/2009 11:32 1.55 33 03/12/2009 14:57 2.50 0.95 61.3% 7 CALL JPM JSACU 03/04/2009 11:32 1.55 34 03/12/2009 14:58 2.55 1.00 64.5% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 35 03/12/2009 14:59 2.48 0.93 60.0% 4 CALL JPM JSACU 03/04/2009 11:32 1.55 36 03/12/2009 15:00 2.45 0.90 58.1% 88 CALL JPM JSACU 03/04/2009 11:32 1.55 37 03/12/2009 15:02 2.38 0.83 53.5% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 38 03/12/2009 15:05 2.32 0.77 49.7% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 39 03/12/2009 15:09 2.45 0.90 58.1% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 40 03/12/2009 15:12 2.41 0.86 55.5% 34 CALL JPM JSACU 03/04/2009 11:32 1.55 41 03/12/2009 15:13 2.52 0.97 62.6% 47 CALL JPM JSACU 03/04/2009 11:32 1.55 42 03/12/2009 15:17 2.57 1.02 65.8% 7 CALL JPM JSACU 03/04/2009 11:32 1.55 43 03/12/2009 15:25 2.40 0.85 54.8% 156 CALL JPM JSACU 03/04/2009 11:32 1.55 44 03/12/2009 15:27 2.50 0.95 61.3% 50 CALL JPM JSACU 03/04/2009 11:32 1.55 45 03/12/2009 15:29 2.54 0.99 63.9% 1,080 * CALL JPM JSACU 03/04/2009 11:32 1.55 46 03/12/2009 15:30 2.55 1.00 64.5% 25 CALL JPM JSACU 03/04/2009 11:32 1.55 47 03/12/2009 15:35 2.60 1.05 67.7% 20 CALL JPM JSACU 03/04/2009 11:32 1.55 48 03/12/2009 15:36 2.61 1.06 68.4% 7 CALL JPM JSACU 03/04/2009 11:32 1.55 49 03/12/2009 15:37 2.66 1.11 71.6% 15 CALL JPM JSACU 03/04/2009 11:32 1.55 50 03/12/2009 15:39 2.75 1.20 77.4% 2 CALL JPM JSACU 03/04/2009 11:32 1.55 51 03/12/2009 15:41 2.70 1.15 74.2% 13 CALL JPM JSACU 03/04/2009 11:32 1.55 52 03/12/2009 15:42 2.63 1.08 69.7% 34 CALL JPM JSACU 03/04/2009 11:32 1.55 53 03/12/2009 15:43 2.63 1.08 69.7% 20 CALL JPM JSACU 03/04/2009 11:32 1.55 54 03/12/2009 15:44 2.68 1.13 72.9% 13 CALL JPM JSACU 03/04/2009 11:32 1.55 55 03/12/2009 15:45 2.75 1.20 77.4% 13 CALL JPM JSACU 03/04/2009 11:32 1.55 56 03/12/2009 15:46 2.77 1.22 78.7% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 57 03/12/2009 15:51 2.56 1.01 65.2% 36 CALL JPM JSACU 03/04/2009 11:32 1.55 58 03/12/2009 15:52 2.64 1.09 70.3% 34 CALL JPM JSACU 03/04/2009 11:32 1.55 59 03/12/2009 15:53 2.60 1.05 67.7% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 60 03/12/2009 15:54 2.66 1.11 71.6% 122 CALL JPM JSACU 03/04/2009 11:32 1.55 61 03/12/2009 15:55 2.70 1.15 74.2% 110 CALL JPM JSACU 03/04/2009 11:32 1.55 62 03/12/2009 15:56 2.59 1.04 67.1% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 63 03/12/2009 15:57 2.55 1.00 64.5% 15 CALL JPM JSACU 03/04/2009 11:32 1.55 64 03/13/2009 09:30 3.00 1.45 93.5% 25 CALL JPM JSACU 03/04/2009 11:32 1.55 65 03/13/2009 09:31 3.00 1.45 93.5% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 66 03/13/2009 09:32 2.65 1.10 71.0% 60 CALL JPM JSACU 03/04/2009 11:32 1.55 67 03/13/2009 09:34 2.70 1.15 74.2% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 68 03/13/2009 09:35 2.84 1.29 83.2% 36 CALL JPM JSACU 03/04/2009 11:32 1.55 69 03/13/2009 09:36 3.05 1.50 96.8% 18 CALL JPM JSACU 03/04/2009 11:32 1.55 70 03/13/2009 09:37 2.67 1.12 72.3% 127 CALL JPM JSACU 03/04/2009 11:32 1.55 71 03/13/2009 09:40 3.00 1.45 93.5% 8 CALL JPM JSACU 03/04/2009 11:32 1.55 72 03/13/2009 09:41 3.20 1.65 106.5% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 73 03/13/2009 09:42 3.05 1.50 96.8% 30 CALL JPM JSACU 03/04/2009 11:32 1.55 74 03/13/2009 09:43 2.93 1.38 89.0% 6 CALL JPM JSACU 03/04/2009 11:32 1.55 75 03/13/2009 09:45 3.05 1.50 96.8% 20 CALL JPM JSACU 03/04/2009 11:32 1.55 76 03/13/2009 09:48 3.15 1.60 103.2% 4 CALL JPM JSACU 03/04/2009 11:32 1.55 77 03/13/2009 09:49 3.10 1.55 100.0% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 78 03/13/2009 09:50 3.20 1.65 106.5% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 79 03/13/2009 09:51 3.02 1.47 94.8% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 80 03/13/2009 09:53 2.94 1.39 89.7% 4 CALL JPM JSACU 03/04/2009 11:32 1.55 81 03/13/2009 09:54 3.00 1.45 93.5% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 82 03/13/2009 09:57 3.05 1.50 96.8% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 83 03/13/2009 09:59 3.28 1.73 111.6% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 84 03/13/2009 10:00 3.30 1.75 112.9% 8 CALL JPM JSACU 03/04/2009 11:32 1.55 85 03/13/2009 10:03 3.45 1.90 122.6% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 86 03/13/2009 10:04 3.33 1.78 114.8% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 87 03/13/2009 10:05 3.30 1.75 112.9% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 88 03/13/2009 10:07 3.50 1.95 125.8% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 89 03/13/2009 10:08 3.60* 2.05 132.3% 8 CALL JPM JSACU 03/04/2009 11:32 1.55 90 03/13/2009 10:09 3.57* 2.02 130.3% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 91 03/13/2009 10:11 3.65* 2.10 135.5% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 92 03/13/2009 10:12 3.55* 2.00 129.0% 152 CALL JPM JSACU 03/04/2009 11:32 1.55 93 03/13/2009 10:13 3.45 1.90 122.6% 100 CALL JPM JSACU 03/04/2009 11:32 1.55 94 03/13/2009 10:14 3.55* 2.00 129.0% 137 CALL JPM JSACU 03/04/2009 11:32 1.55 95 03/13/2009 10:15 3.60* 2.05 132.3% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 96 03/13/2009 10:16 3.65* 2.10 135.5% 104 CALL JPM JSACU 03/04/2009 11:32 1.55 97 03/13/2009 10:17 3.60* 2.05 132.3% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 98 03/13/2009 10:19 3.50 1.95 125.8% 111 CALL JPM JSACU 03/04/2009 11:32 1.55 99 03/13/2009 10:21 3.65* 2.10 135.5% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 100 03/13/2009 10:23 3.60* 2.05 132.3% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 101 03/13/2009 10:27 3.50 1.95 125.8% 100 CALL JPM JSACU 03/04/2009 11:32 1.55 102 03/13/2009 10:29 3.35 1.80 116.1% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 103 03/13/2009 10:31 3.30 1.75 112.9% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 104 03/13/2009 10:33 3.40 1.85 119.4% 20 CALL JPM JSACU 03/04/2009 11:32 1.55 105 03/13/2009 10:34 3.50 1.95 125.8% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 106 03/13/2009 10:35 3.50 1.95 125.8% 99 CALL JPM JSACU 03/04/2009 11:32 1.55 107 03/13/2009 10:53 3.25 1.70 109.7% 215 CALL JPM JSACU 03/04/2009 11:32 1.55 108 03/13/2009 11:08 2.99 1.44 92.9% 80 CALL JPM JSACU 03/04/2009 11:32 1.55 109 03/13/2009 11:14 3.00 1.45 93.5% 21 CALL JPM JSACU 03/04/2009 11:32 1.55 110 03/13/2009 11:15 3.05 1.50 96.8% 8 CALL JPM JSACU 03/04/2009 11:32 1.55 111 03/13/2009 11:24 3.25 1.70 109.7% 42 CALL JPM JSACU 03/04/2009 11:32 1.55 112 03/13/2009 11:35 3.20 1.65 106.5% 8 CALL JPM JSACU 03/04/2009 11:32 1.55 113 03/13/2009 11:44 3.20 1.65 106.5% 20 CALL JPM JSACU 03/04/2009 11:32 1.55 114 03/13/2009 11:47 3.00 1.45 93.5% 13 CALL JPM JSACU 03/04/2009 11:32 1.55 115 03/13/2009 11:50 2.99 1.44 92.9% 20 CALL JPM JSACU 03/04/2009 11:32 1.55 116 03/13/2009 11:55 2.93 1.38 89.0% 6 CALL JPM JSACU 03/04/2009 11:32 1.55 117 03/13/2009 12:00 3.10 1.55 100.0% 8 CALL JPM JSACU 03/04/2009 11:32 1.55 118 03/13/2009 12:06 2.95 1.40 90.3% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 119 03/13/2009 12:09 2.83 1.28 82.6% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 120 03/13/2009 12:12 2.79 1.24 80.0% 40 CALL JPM JSACU 03/04/2009 11:32 1.55 121 03/13/2009 12:16 2.65 1.10 71.0% 8 CALL JPM JSACU 03/04/2009 11:32 1.55 122 03/13/2009 12:39 2.73 1.18 76.1% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 123 03/13/2009 12:41 2.77 1.22 78.7% 45 CALL JPM JSACU 03/04/2009 11:32 1.55 124 03/13/2009 12:44 2.85 1.30 83.9% 30 CALL JPM JSACU 03/04/2009 11:32 1.55 125 03/13/2009 12:47 2.91 1.36 87.7% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 126 03/13/2009 12:53 2.76 1.21 78.1% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 127 03/13/2009 12:54 2.70 1.15 74.2% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 128 03/13/2009 12:56 2.76 1.21 78.1% 4 CALL JPM JSACU 03/04/2009 11:32 1.55 129 03/13/2009 13:05 2.76 1.21 78.1% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 130 03/13/2009 13:11 2.80 1.25 80.6% 6 CALL JPM JSACU 03/04/2009 11:32 1.55 131 03/13/2009 13:25 3.00 1.45 93.5% 20 CALL JPM JSACU 03/04/2009 11:32 1.55 132 03/13/2009 13:33 3.00 1.45 93.5% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 133 03/13/2009 13:45 3.05 1.50 96.8% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 134 03/13/2009 13:56 2.95 1.40 90.3% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 135 03/13/2009 14:00 2.97 1.42 91.6% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 136 03/13/2009 14:11 3.03 1.48 95.5% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 137 03/13/2009 14:38 2.83 1.28 82.6% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 138 03/13/2009 14:43 2.75 1.20 77.4% 2 CALL JPM JSACU 03/04/2009 11:32 1.55 139 03/13/2009 15:05 2.80 1.25 80.6% 15 CALL JPM JSACU 03/04/2009 11:32 1.55 140 03/13/2009 15:13 2.75 1.20 77.4% 87 CALL JPM JSACU 03/04/2009 11:32 1.55 141 03/13/2009 15:15 2.83 1.28 82.6% 100 CALL JPM JSACU 03/04/2009 11:32 1.55 142 03/13/2009 15:16 2.85 1.30 83.9% 100 CALL JPM JSACU 03/04/2009 11:32 1.55 143 03/13/2009 15:19 2.95 1.40 90.3% 100 CALL JPM JSACU 03/04/2009 11:32 1.55 144 03/13/2009 15:21 2.95 1.40 90.3% 100 CALL JPM JSACU 03/04/2009 11:32 1.55 145 03/13/2009 15:27 3.10 1.55 100.0% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 146 03/13/2009 15:36 3.05 1.50 96.8% 2 CALL JPM JSACU 03/04/2009 11:32 1.55 147 03/19/2009 14:43 4.05* 2.50 161.3% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 148 03/19/2009 15:11 4.23* 2.68 172.9% 22 CALL JPM JSACU 03/04/2009 11:32 1.55 149 03/19/2009 15:26 4.10* 2.55 164.5% 50 CALL JPM JSACU 03/04/2009 11:32 1.55 150 03/19/2009 15:32 4.27* 2.72 175.5% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 151 03/19/2009 15:51 4.05* 2.50 161.3% 60 CALL JPM JSACU 03/04/2009 11:32 1.55 152 03/19/2009 15:52 4.09* 2.54 163.9% 8 CALL JPM JSACU 03/04/2009 11:32 1.55 153 03/20/2009 10:43 2.54 0.99 63.9% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 154 03/20/2009 11:05 2.78 1.23 79.4% 18 CALL JPM JSACU 03/04/2009 11:32 1.55 155 03/20/2009 11:06 2.80 1.25 80.6% 42 CALL JPM JSACU 03/04/2009 11:32 1.55 156 03/20/2009 11:21 2.50 0.95 61.3% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 157 03/20/2009 11:23 2.47 0.92 59.4% 2 CALL JPM JSACU 03/04/2009 11:32 1.55 158 03/20/2009 11:24 2.48 0.93 60.0% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 159 03/20/2009 11:28 2.53 0.98 63.2% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 160 03/20/2009 11:45 2.72 1.17 75.5% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 161 03/20/2009 12:05 2.69 1.14 73.5% 4 CALL JPM JSACU 03/04/2009 11:32 1.55 162 03/20/2009 12:33 3.22 1.67 107.7% 2 CALL JPM JSACU 03/04/2009 11:32 1.55 163 03/20/2009 13:00 2.79 1.24 80.0% 35 CALL JPM JSACU 03/04/2009 11:32 1.55 164 03/20/2009 13:08 2.87 1.32 85.2% 4 CALL JPM JSACU 03/04/2009 11:32 1.55 165 03/20/2009 13:21 2.74 1.19 76.8% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 166 03/20/2009 13:23 2.66 1.11 71.6% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 167 03/20/2009 13:38 2.82 1.27 81.9% 20 CALL JPM JSACU 03/04/2009 11:32 1.55 168 03/20/2009 13:43 2.63 1.08 69.7% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 169 03/20/2009 13:47 2.59 1.04 67.1% 2 CALL JPM JSACU 03/04/2009 11:32 1.55 170 03/20/2009 14:04 2.42 0.87 56.1% 41 CALL JPM JSACU 03/04/2009 11:32 1.55 171 03/20/2009 14:16 2.49 0.94 60.6% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 172 03/20/2009 14:17 2.50 0.95 61.3% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 173 03/20/2009 14:51 2.67 1.12 72.3% 3 CALL JPM JSACU 03/04/2009 11:32 1.55 174 03/20/2009 14:58 2.85 1.30 83.9% 26 CALL JPM JSACU 03/04/2009 11:32 1.55 175 03/20/2009 15:01 2.96 1.41 91.0% 10 CALL JPM JSACU 03/04/2009 11:32 1.55 176 03/20/2009 15:06 2.94 1.39 89.7% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 177 03/20/2009 15:19 2.72 1.17 75.5% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 178 03/20/2009 15:20 2.65 1.10 71.0% 35 CALL JPM JSACU 03/04/2009 11:32 1.55 179 03/20/2009 15:21 2.79 1.24 80.0% 2 CALL JPM JSACU 03/04/2009 11:32 1.55 180 03/20/2009 15:22 2.83 1.28 82.6% 1 CALL JPM JSACU 03/04/2009 11:32 1.55 181 03/20/2009 15:25 3.11 1.56 100.6% 2 CALL JPM JSACU 03/04/2009 11:32 1.55 182 03/20/2009 15:26 2.95 1.40 90.3% 16 CALL JPM JSACU 03/04/2009 11:32 1.55 183 03/20/2009 15:36 2.98 1.43 92.3% 5 CALL JPM JSACU 03/04/2009 11:32 1.55 184 03/20/2009 15:47 2.65 1.10 71.0% 26 CALL JPM JSACU 03/04/2009 11:32 1.55 185 03/20/2009 15:49 2.45 0.90 58.1% 256 CALL JPM JSACU 03/04/2009 11:32 1.55 186 03/20/2009 15:52 2.59 1.04 67.1% 6 CALL JPM JSACU 03/04/2009 11:32 1.55 187 03/20/2009 15:53 2.56 1.01 65.2% 8 CALL JPM JSACU 03/04/2009 11:32 1.55 188 03/20/2009 15:54 2.50 0.95 61.3% 8 WORST CASE LOSS: AVG DRAWDOWN%: 51.1% AVG CALL% RANGE: 15.5%% TO: 79.4%% OF: 1.55 OR: 0.24 TO: 1.23