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

When to SELL CALL option on Straddle, Stock Symbol: CVX  Option Symbol: CVXDN

Straddle discovered on: 03/24/2009 15:37  Purchase Price (Call):   2.67  # Contracts:   1,380*
Total Straddle Cost:   5.95*  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  CVX   CVXDN   03/24/2009  15:37   2.67    1         03/26/2009  09:33     3.30    0.63   23.6%        35

WORST CASE LOSS: 

AVG DRAWDOWN%:    49.3%
AVG CALL% RANGE:   0.7%% TO:  79.8%% OF:   2.67 OR:   0.02 TO:   2.13