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

When to SELL CALL option on Straddle, Stock Symbol: NKE  Option Symbol: NKECI

Straddle discovered on: 03/20/2009 14:46  Purchase Price (Call):   0.14  # Contracts:   1,000*
Total Straddle Cost:   0.42*  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  NKE   NKECI   03/20/2009  14:46   0.14    1         03/20/2009  14:49     0.20    0.06   42.9%       162
CALL  NKE   NKECI   03/20/2009  14:46   0.14    2         03/20/2009  14:52     0.18    0.04   28.6%         1
CALL  NKE   NKECI   03/20/2009  14:46   0.14    3         03/20/2009  14:53     0.20    0.06   42.9%        57
CALL  NKE   NKECI   03/20/2009  14:46   0.14    4         03/20/2009  15:00     0.25    0.11   78.6%        10
CALL  NKE   NKECI   03/20/2009  14:46   0.14    5         03/20/2009  15:03     0.30    0.16  114.3%        15
CALL  NKE   NKECI   03/20/2009  14:46   0.14    6         03/20/2009  15:04     0.25    0.11   78.6%        20
CALL  NKE   NKECI   03/20/2009  14:46   0.14    7         03/20/2009  15:07     0.25    0.11   78.6%       100
CALL  NKE   NKECI   03/20/2009  14:46   0.14    8         03/20/2009  15:09     0.20    0.06   42.9%         2
CALL  NKE   NKECI   03/20/2009  14:46   0.14    9         03/20/2009  15:13     0.20    0.06   42.9%       434
CALL  NKE   NKECI   03/20/2009  14:46   0.14   10         03/20/2009  15:21     0.20    0.06   42.9%         1
CALL  NKE   NKECI   03/20/2009  14:46   0.14   11         03/20/2009  15:22     0.19    0.05   35.7%         1
CALL  NKE   NKECI   03/20/2009  14:46   0.14   12         03/20/2009  15:24     0.20    0.06   42.9%        30
CALL  NKE   NKECI   03/20/2009  14:46   0.14   13         03/20/2009  15:25     0.20    0.06   42.9%        60
CALL  NKE   NKECI   03/20/2009  14:46   0.14   14         03/20/2009  15:36     0.30    0.16  114.3%        12
CALL  NKE   NKECI   03/20/2009  14:46   0.14   15         03/20/2009  15:38     0.25    0.11   78.6%         8
CALL  NKE   NKECI   03/20/2009  14:46   0.14   16         03/20/2009  15:39     0.20    0.06   42.9%         5
CALL  NKE   NKECI   03/20/2009  14:46   0.14   17         03/20/2009  15:42     0.20    0.06   42.9%         5
CALL  NKE   NKECI   03/20/2009  14:46   0.14   18         03/20/2009  15:48     0.20    0.06   42.9%        10

WORST CASE LOSS: 

AVG DRAWDOWN%:    65.5%
AVG CALL% RANGE:  35.7%% TO:  71.4%% OF:   0.14 OR:   0.05 TO:   0.10