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

When to SELL CALL option on Straddle, Stock Symbol: GM  Option Symbol: GMCP

Straddle discovered on: 03/19/2009 15:39  Purchase Price (Call):   0.41  # Contracts:     720*
Total Straddle Cost:   0.46*  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  GM    GMCP    03/19/2009  15:39   0.41    1         03/20/2009  10:42     0.51*   0.10   24.4%        35
CALL  GM    GMCP    03/19/2009  15:39   0.41    2         03/20/2009  10:43     0.50*   0.09   22.0%        28
CALL  GM    GMCP    03/19/2009  15:39   0.41    3         03/20/2009  10:45     0.53*   0.12   29.3%        10
CALL  GM    GMCP    03/19/2009  15:39   0.41    4         03/20/2009  10:47     0.54*   0.13   31.7%        20
CALL  GM    GMCP    03/19/2009  15:39   0.41    5         03/20/2009  10:49     0.54*   0.13   31.7%         5
CALL  GM    GMCP    03/19/2009  15:39   0.41    6         03/20/2009  10:59     0.55*   0.14   34.1%         9
CALL  GM    GMCP    03/19/2009  15:39   0.41    7         03/20/2009  11:00     0.53*   0.12   29.3%        10
CALL  GM    GMCP    03/19/2009  15:39   0.41    8         03/20/2009  11:09     0.53*   0.12   29.3%        26
CALL  GM    GMCP    03/19/2009  15:39   0.41    9         03/20/2009  11:11     0.51*   0.10   24.4%         2
CALL  GM    GMCP    03/19/2009  15:39   0.41   10         03/20/2009  11:12     0.51*   0.10   24.4%         1
CALL  GM    GMCP    03/19/2009  15:39   0.41   11         03/20/2009  11:13     0.51*   0.10   24.4%        14
CALL  GM    GMCP    03/19/2009  15:39   0.41   12         03/20/2009  11:15     0.50*   0.09   22.0%         8
CALL  GM    GMCP    03/19/2009  15:39   0.41   13         03/20/2009  11:17     0.50*   0.09   22.0%         3
CALL  GM    GMCP    03/19/2009  15:39   0.41   14         03/20/2009  11:18     0.52*   0.11   26.8%        17
CALL  GM    GMCP    03/19/2009  15:39   0.41   15         03/20/2009  15:52     0.54*   0.13   31.7%        49
CALL  GM    GMCP    03/19/2009  15:39   0.41   16         03/20/2009  15:53     0.56*   0.15   36.6%        43
CALL  GM    GMCP    03/19/2009  15:39   0.41   17         03/20/2009  15:55     0.54*   0.13   31.7%       283
CALL  GM    GMCP    03/19/2009  15:39   0.41   18         03/20/2009  15:57     0.51*   0.10   24.4%        20
CALL  GM    GMCP    03/19/2009  15:39   0.41   19         03/20/2009  15:58     0.52*   0.11   26.8%        30

WORST CASE LOSS: 

AVG DRAWDOWN%:    72.0%
AVG CALL% RANGE:  61.0%% TO:  78.0%% OF:   0.41 OR:   0.25 TO:   0.32