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

When to SELL CALL option on Straddle, Stock Symbol: JNPR  Option Symbol: JUXCC

Straddle discovered on: 03/13/2009 14:56  Purchase Price (Call):   0.30  # Contracts:     750*
Total Straddle Cost:   0.85*  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  JNPR  JUXCC   03/13/2009  14:56   0.30    1         03/19/2009  15:27     0.65    0.35  116.7%        20
CALL  JNPR  JUXCC   03/13/2009  14:56   0.30    2         03/19/2009  15:28     0.65    0.35  116.7%        10
CALL  JNPR  JUXCC   03/13/2009  14:56   0.30    3         03/19/2009  15:29     0.65    0.35  116.7%        10
CALL  JNPR  JUXCC   03/13/2009  14:56   0.30    4         03/19/2009  15:30     0.65    0.35  116.7%        20
CALL  JNPR  JUXCC   03/13/2009  14:56   0.30    5         03/19/2009  15:32     0.70    0.40  133.3%         2
CALL  JNPR  JUXCC   03/13/2009  14:56   0.30    6         03/19/2009  15:33     0.70    0.40  133.3%        20
CALL  JNPR  JUXCC   03/13/2009  14:56   0.30    7         03/19/2009  15:50     0.70    0.40  133.3%       102
CALL  JNPR  JUXCC   03/13/2009  14:56   0.30    8         03/20/2009  10:41     0.45    0.15   50.0%        52
CALL  JNPR  JUXCC   03/13/2009  14:56   0.30    9         03/20/2009  10:54     0.40    0.10   33.3%         2

WORST CASE LOSS: 

AVG DRAWDOWN%:    40.8%
AVG CALL% RANGE:  16.7%% TO:  66.7%% OF:   0.30 OR:   0.05 TO:   0.20