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

When to SELL CALL option on Straddle, Stock Symbol: RIO  Option Symbol: RXOCP

Straddle discovered on: 03/20/2009 14:39  Purchase Price (Call):   0.06  # Contracts:     783*
Total Straddle Cost:   0.19*  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  RIO   RXOCP   03/20/2009  14:39   0.06    1         03/20/2009  15:10     0.09    0.03   50.0%       301
CALL  RIO   RXOCP   03/20/2009  14:39   0.06    2         03/20/2009  15:11     0.08    0.02   33.3%        30
CALL  RIO   RXOCP   03/20/2009  14:39   0.06    3         03/20/2009  15:12     0.08    0.02   33.3%         2
CALL  RIO   RXOCP   03/20/2009  14:39   0.06    4         03/20/2009  15:25     0.08    0.02   33.3%        52

WORST CASE LOSS: 

AVG DRAWDOWN%:    42.4%
AVG CALL% RANGE:  16.7%% TO:  66.7%% OF:   0.06 OR:   0.01 TO:   0.04