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

When to SELL CALL option on Straddle, Stock Symbol: EFA  Option Symbol: EFEDM

Straddle discovered on: 03/24/2009 11:41  Purchase Price (Call):   1.48  # Contracts:   5,000*
Total Straddle Cost:   3.32*  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  EFA   EFEDM   03/24/2009  11:41   1.48    1         04/02/2009  09:40     1.90    0.42   28.4%       200
CALL  EFA   EFEDM   03/24/2009  11:41   1.48    2         04/02/2009  09:49     1.90    0.42   28.4%         8
CALL  EFA   EFEDM   03/24/2009  11:41   1.48    3         04/02/2009  11:37     2.35    0.87   58.8%       100
CALL  EFA   EFEDM   03/24/2009  11:41   1.48    4         04/02/2009  15:30     2.30    0.82   55.4%         9
CALL  EFA   EFEDM   03/24/2009  11:41   1.48    5         04/03/2009  10:56     1.80    0.32   21.6%        30
CALL  EFA   EFEDM   03/24/2009  11:41   1.48    6         04/03/2009  12:21     2.00    0.52   35.1%         9
CALL  EFA   EFEDM   03/24/2009  11:41   1.48    7         04/03/2009  15:07     2.05    0.57   38.5%         1
CALL  EFA   EFEDM   03/24/2009  11:41   1.48    8         04/16/2009  09:55     1.95    0.47   31.8%         6
CALL  EFA   EFEDM   03/24/2009  11:41   1.48    9         04/16/2009  11:11     1.87    0.39   26.4%        27
CALL  EFA   EFEDM   03/24/2009  11:41   1.48   10         04/16/2009  15:39     2.40    0.92   62.2%         3
CALL  EFA   EFEDM   03/24/2009  11:41   1.48   11         04/16/2009  15:51     2.25    0.77   52.0%         2
CALL  EFA   EFEDM   03/24/2009  11:41   1.48   12         04/16/2009  15:55     2.25    0.77   52.0%         2

WORST CASE LOSS: 

AVG DRAWDOWN%:    61.9%
AVG CALL% RANGE:  33.8%% TO:  77.7%% OF:   1.48 OR:   0.50 TO:   1.15