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: 03/25/2009 13:40  Purchase Price (Call):   1.40  # Contracts:     850*
Total Straddle Cost:   3.20*  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   03/25/2009  13:40   1.40    1         03/26/2009  15:42     1.69    0.29   20.7%         1
CALL  EFA   EFEDM   03/25/2009  13:40   1.40    2         04/02/2009  09:40     1.90    0.50   35.7%       200
CALL  EFA   EFEDM   03/25/2009  13:40   1.40    3         04/02/2009  09:49     1.90    0.50   35.7%         8
CALL  EFA   EFEDM   03/25/2009  13:40   1.40    4         04/02/2009  11:37     2.35    0.95   67.9%       100
CALL  EFA   EFEDM   03/25/2009  13:40   1.40    5         04/02/2009  15:30     2.30    0.90   64.3%         9
CALL  EFA   EFEDM   03/25/2009  13:40   1.40    6         04/03/2009  10:56     1.80    0.40   28.6%        30
CALL  EFA   EFEDM   03/25/2009  13:40   1.40    7         04/03/2009  12:21     2.00    0.60   42.9%         9
CALL  EFA   EFEDM   03/25/2009  13:40   1.40    8         04/03/2009  15:07     2.05    0.65   46.4%         1
CALL  EFA   EFEDM   03/25/2009  13:40   1.40    9         04/16/2009  09:55     1.95    0.55   39.3%         6
CALL  EFA   EFEDM   03/25/2009  13:40   1.40   10         04/16/2009  11:03     1.75    0.35   25.0%       225
CALL  EFA   EFEDM   03/25/2009  13:40   1.40   11         04/16/2009  11:11     1.87    0.47   33.6%        27
CALL  EFA   EFEDM   03/25/2009  13:40   1.40   12         04/16/2009  15:39     2.40    1.00   71.4%         3
CALL  EFA   EFEDM   03/25/2009  13:40   1.40   13         04/16/2009  15:51     2.25    0.85   60.7%         2
CALL  EFA   EFEDM   03/25/2009  13:40   1.40   14         04/16/2009  15:55     2.25    0.85   60.7%         2

WORST CASE LOSS: 

AVG DRAWDOWN%:    63.4%
AVG CALL% RANGE:  35.7%% TO:  79.3%% OF:   1.40 OR:   0.50 TO:   1.11