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

When to SELL CALL option on Straddle, Stock Symbol: UTX  Option Symbol: UTXDI

Straddle discovered on: 03/26/2009 12:39  Purchase Price (Call):   1.75  # Contracts:     766*
Total Straddle Cost:   3.79*  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  UTX   UTXDI   03/26/2009  12:39   1.75    1         03/26/2009  14:24     2.15    0.40   22.9%         1
CALL  UTX   UTXDI   03/26/2009  12:39   1.75    2         03/26/2009  14:38     2.15    0.40   22.9%        24
CALL  UTX   UTXDI   03/26/2009  12:39   1.75    3         03/26/2009  15:30     2.20    0.45   25.7%        20
CALL  UTX   UTXDI   03/26/2009  12:39   1.75    4         03/26/2009  15:32     2.15    0.40   22.9%        45
CALL  UTX   UTXDI   03/26/2009  12:39   1.75    5         03/26/2009  15:34     2.20    0.45   25.7%        35
CALL  UTX   UTXDI   03/26/2009  12:39   1.75    6         03/26/2009  15:37     2.20    0.45   25.7%         1
CALL  UTX   UTXDI   03/26/2009  12:39   1.75    7         03/26/2009  15:38     2.20    0.45   25.7%         6
CALL  UTX   UTXDI   03/26/2009  12:39   1.75    8         03/26/2009  15:39     2.20    0.45   25.7%         4
CALL  UTX   UTXDI   03/26/2009  12:39   1.75    9         03/26/2009  15:40     2.30    0.55   31.4%         5
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   10         03/26/2009  15:43     2.30    0.55   31.4%         6
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   11         03/26/2009  15:49     2.21    0.46   26.3%        43
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   12         03/26/2009  15:52     2.20    0.45   25.7%       220
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   13         03/26/2009  15:57     2.15    0.40   22.9%         3
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   14         04/02/2009  11:20     2.20    0.45   25.7%         1
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   15         04/02/2009  11:35     2.20    0.45   25.7%         1
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   16         04/02/2009  12:17     2.20    0.45   25.7%         1
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   17         04/02/2009  12:26     2.25    0.50   28.6%       196
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   18         04/02/2009  12:34     2.30    0.55   31.4%         3
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   19         04/02/2009  12:37     2.30    0.55   31.4%        10
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   20         04/02/2009  12:47     2.30    0.55   31.4%         5
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   21         04/02/2009  13:23     2.35    0.60   34.3%         7
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   22         04/02/2009  13:42     2.30    0.55   31.4%         3
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   23         04/02/2009  14:08     2.35    0.60   34.3%        50
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   24         04/02/2009  14:29     2.40    0.65   37.1%         4
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   25         04/02/2009  14:30     2.50    0.75   42.9%        13
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   26         04/02/2009  14:42     2.60    0.85   48.6%        70
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   27         04/02/2009  15:05     2.40    0.65   37.1%         5
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   28         04/02/2009  15:28     2.49    0.74   42.3%         2
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   29         04/02/2009  15:42     2.40    0.65   37.1%         1
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   30         04/02/2009  15:50     2.25    0.50   28.6%         2
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   31         04/03/2009  09:30     2.20    0.45   25.7%        20
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   32         04/16/2009  11:49     2.25    0.50   28.6%         5
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   33         04/16/2009  11:55     2.20    0.45   25.7%         2
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   34         04/16/2009  12:04     2.25    0.50   28.6%         9
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   35         04/16/2009  12:23     2.27    0.52   29.7%         1
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   36         04/16/2009  12:26     2.21    0.46   26.3%         9
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   37         04/16/2009  12:29     2.20    0.45   25.7%        15
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   38         04/16/2009  14:08     2.30    0.55   31.4%        10
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   39         04/16/2009  14:14     2.25    0.50   28.6%         8
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   40         04/16/2009  14:16     2.20    0.45   25.7%         1
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   41         04/16/2009  14:49     2.65    0.90   51.4%         4
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   42         04/16/2009  15:10     2.85    1.10   62.9%        20
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   43         04/16/2009  15:11     2.89    1.14   65.1%         1
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   44         04/16/2009  15:12     2.87    1.12   64.0%        50
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   45         04/16/2009  15:20     2.80    1.05   60.0%        22
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   46         04/16/2009  15:26     2.75    1.00   57.1%         5
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   47         04/16/2009  15:29     2.75    1.00   57.1%         9
CALL  UTX   UTXDI   03/26/2009  12:39   1.75   48         04/16/2009  15:34     2.70    0.95   54.3%         1

WORST CASE LOSS: 

AVG DRAWDOWN%:    55.4%
AVG CALL% RANGE:  34.3%% TO:  78.9%% OF:   1.75 OR:   0.60 TO:   1.38