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

When to SELL PUT option on Straddle, Stock Symbol: GLD  Option Symbol: GLDNL

Straddle Discovered on: 02/06/2009 12:08  Purchase Price (Put):   2.50 # Contracts:   4,750*
Total Straddle Cost:   4.70*  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
PUT   GLD   GLDNL   02/06/2009  12:08   2.50    1         02/09/2009  15:33     3.12    0.62   24.8%         1
PUT   GLD   GLDNL   02/06/2009  12:08   2.50    2         02/09/2009  15:34     3.12    0.62   24.8%         4

WORST CASE LOSS: 

AVG DRAWDOWN%:    31.2%
AVG PUT % RANGE:   1.6%% TO:  79.2%% OF:   2.50 OR:   0.04 TO:   1.98