Generated on: 01/04/2010 16:04:01 Buy Signals Sell Signals When to SELL PUT option on Straddle, Stock Symbol: JPM Option Symbol: JSANM Straddle Discovered on: 02/10/2009 09:37 Purchase Price (Put): 1.83 # Contracts: 700* Total Straddle Cost: 3.70* 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 JPM JSANM 02/10/2009 09:37 1.83 1 02/10/2009 11:33 2.33 0.50 27.3% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 2 02/10/2009 11:34 2.41 0.58 31.7% 19 PUT JPM JSANM 02/10/2009 09:37 1.83 3 02/10/2009 11:35 2.48 0.65 35.5% 11 PUT JPM JSANM 02/10/2009 09:37 1.83 4 02/10/2009 11:36 2.64 0.81 44.3% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 5 02/10/2009 11:37 2.56 0.73 39.9% 137 PUT JPM JSANM 02/10/2009 09:37 1.83 6 02/10/2009 11:38 2.59 0.76 41.5% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 7 02/10/2009 11:40 2.66 0.83 45.4% 4 PUT JPM JSANM 02/10/2009 09:37 1.83 8 02/10/2009 11:44 2.51 0.68 37.2% 15 PUT JPM JSANM 02/10/2009 09:37 1.83 9 02/10/2009 11:48 2.65 0.82 44.8% 12 PUT JPM JSANM 02/10/2009 09:37 1.83 10 02/10/2009 11:49 2.56 0.73 39.9% 22 PUT JPM JSANM 02/10/2009 09:37 1.83 11 02/10/2009 11:51 2.40 0.57 31.1% 76 PUT JPM JSANM 02/10/2009 09:37 1.83 12 02/10/2009 11:52 2.43 0.60 32.8% 155 PUT JPM JSANM 02/10/2009 09:37 1.83 13 02/10/2009 11:53 2.36 0.53 29.0% 12 PUT JPM JSANM 02/10/2009 09:37 1.83 14 02/10/2009 11:54 2.37 0.54 29.5% 32 PUT JPM JSANM 02/10/2009 09:37 1.83 15 02/10/2009 11:55 2.36 0.53 29.0% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 16 02/10/2009 12:00 2.41 0.58 31.7% 7 PUT JPM JSANM 02/10/2009 09:37 1.83 17 02/10/2009 12:07 2.54 0.71 38.8% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 18 02/10/2009 12:08 2.52 0.69 37.7% 61 PUT JPM JSANM 02/10/2009 09:37 1.83 19 02/10/2009 12:10 2.46 0.63 34.4% 772 * PUT JPM JSANM 02/10/2009 09:37 1.83 20 02/10/2009 12:14 2.38 0.55 30.1% 16 PUT JPM JSANM 02/10/2009 09:37 1.83 21 02/10/2009 12:16 2.43 0.60 32.8% 57 PUT JPM JSANM 02/10/2009 09:37 1.83 22 02/10/2009 12:18 2.45 0.62 33.9% 6 PUT JPM JSANM 02/10/2009 09:37 1.83 23 02/10/2009 12:21 2.55 0.72 39.3% 40 PUT JPM JSANM 02/10/2009 09:37 1.83 24 02/10/2009 12:26 2.51 0.68 37.2% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 25 02/10/2009 12:29 2.60 0.77 42.1% 4 PUT JPM JSANM 02/10/2009 09:37 1.83 26 02/10/2009 12:34 2.59 0.76 41.5% 147 PUT JPM JSANM 02/10/2009 09:37 1.83 27 02/10/2009 12:39 2.60 0.77 42.1% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 28 02/10/2009 12:58 2.41 0.58 31.7% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 29 02/10/2009 13:08 2.59 0.76 41.5% 3 PUT JPM JSANM 02/10/2009 09:37 1.83 30 02/10/2009 13:10 2.57 0.74 40.4% 25 PUT JPM JSANM 02/10/2009 09:37 1.83 31 02/10/2009 13:13 2.68 0.85 46.4% 15 PUT JPM JSANM 02/10/2009 09:37 1.83 32 02/10/2009 13:19 2.76 0.93 50.8% 25 PUT JPM JSANM 02/10/2009 09:37 1.83 33 02/10/2009 13:22 2.93 1.10 60.1% 25 PUT JPM JSANM 02/10/2009 09:37 1.83 34 02/10/2009 13:37 2.75 0.92 50.3% 5 PUT JPM JSANM 02/10/2009 09:37 1.83 35 02/10/2009 13:40 2.69 0.86 47.0% 3 PUT JPM JSANM 02/10/2009 09:37 1.83 36 02/10/2009 13:46 2.64 0.81 44.3% 5 PUT JPM JSANM 02/10/2009 09:37 1.83 37 02/10/2009 14:15 2.72 0.89 48.6% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 38 02/10/2009 14:19 2.75 0.92 50.3% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 39 02/10/2009 14:28 2.81 0.98 53.6% 5 PUT JPM JSANM 02/10/2009 09:37 1.83 40 02/10/2009 14:54 2.95 1.12 61.2% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 41 02/10/2009 15:16 2.92 1.09 59.6% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 42 02/10/2009 15:23 2.95 1.12 61.2% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 43 02/10/2009 15:24 3.00 1.17 63.9% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 44 02/10/2009 15:28 2.90 1.07 58.5% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 45 02/10/2009 15:36 3.00 1.17 63.9% 88 PUT JPM JSANM 02/10/2009 09:37 1.83 46 02/10/2009 15:40 3.08 1.25 68.3% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 47 02/10/2009 15:58 3.15 1.32 72.1% 5 PUT JPM JSANM 02/10/2009 09:37 1.83 48 02/10/2009 15:59 3.20 1.37 74.9% 11 PUT JPM JSANM 02/10/2009 09:37 1.83 49 02/11/2009 09:34 2.60 0.77 42.1% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 50 02/11/2009 09:36 2.43 0.60 32.8% 15 PUT JPM JSANM 02/10/2009 09:37 1.83 51 02/11/2009 09:40 2.29 0.46 25.1% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 52 02/11/2009 09:48 2.30 0.47 25.7% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 53 02/11/2009 09:49 2.20 0.37 20.2% 25 PUT JPM JSANM 02/10/2009 09:37 1.83 54 02/11/2009 09:51 2.21 0.38 20.8% 25 PUT JPM JSANM 02/10/2009 09:37 1.83 55 02/11/2009 10:05 2.27 0.44 24.0% 12 PUT JPM JSANM 02/10/2009 09:37 1.83 56 02/11/2009 10:08 2.29 0.46 25.1% 12 PUT JPM JSANM 02/10/2009 09:37 1.83 57 02/11/2009 10:19 2.25 0.42 23.0% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 58 02/11/2009 10:31 2.20 0.37 20.2% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 59 02/11/2009 10:32 2.24 0.41 22.4% 32 PUT JPM JSANM 02/10/2009 09:37 1.83 60 02/11/2009 10:33 2.20 0.37 20.2% 2 PUT JPM JSANM 02/10/2009 09:37 1.83 61 02/11/2009 10:34 2.26 0.43 23.5% 40 PUT JPM JSANM 02/10/2009 09:37 1.83 62 02/11/2009 13:48 2.37 0.54 29.5% 5 PUT JPM JSANM 02/10/2009 09:37 1.83 63 02/11/2009 14:02 2.26 0.43 23.5% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 64 02/11/2009 14:11 2.25 0.42 23.0% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 65 02/11/2009 14:28 2.26 0.43 23.5% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 66 02/11/2009 14:29 2.30 0.47 25.7% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 67 02/11/2009 14:30 2.35 0.52 28.4% 6 PUT JPM JSANM 02/10/2009 09:37 1.83 68 02/11/2009 14:37 2.24 0.41 22.4% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 69 02/11/2009 14:50 2.20 0.37 20.2% 2 PUT JPM JSANM 02/10/2009 09:37 1.83 70 02/11/2009 15:00 2.20 0.37 20.2% 3 PUT JPM JSANM 02/10/2009 09:37 1.83 71 02/11/2009 15:01 2.22 0.39 21.3% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 72 02/11/2009 15:28 2.21 0.38 20.8% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 73 02/11/2009 15:35 2.25 0.42 23.0% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 74 02/12/2009 09:34 2.90 1.07 58.5% 2 PUT JPM JSANM 02/10/2009 09:37 1.83 75 02/12/2009 09:36 2.86 1.03 56.3% 15 PUT JPM JSANM 02/10/2009 09:37 1.83 76 02/12/2009 09:45 2.82 0.99 54.1% 2 PUT JPM JSANM 02/10/2009 09:37 1.83 77 02/12/2009 09:53 3.08 1.25 68.3% 6 PUT JPM JSANM 02/10/2009 09:37 1.83 78 02/12/2009 09:58 3.05 1.22 66.7% 173 PUT JPM JSANM 02/10/2009 09:37 1.83 79 02/12/2009 09:59 3.00 1.17 63.9% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 80 02/12/2009 10:13 3.00 1.17 63.9% 13 PUT JPM JSANM 02/10/2009 09:37 1.83 81 02/12/2009 10:18 3.20 1.37 74.9% 11 PUT JPM JSANM 02/10/2009 09:37 1.83 82 02/12/2009 10:47 2.87 1.04 56.8% 106 PUT JPM JSANM 02/10/2009 09:37 1.83 83 02/12/2009 10:48 2.84 1.01 55.2% 34 PUT JPM JSANM 02/10/2009 09:37 1.83 84 02/12/2009 11:57 2.80 0.97 53.0% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 85 02/12/2009 12:20 2.60 0.77 42.1% 2 PUT JPM JSANM 02/10/2009 09:37 1.83 86 02/12/2009 12:24 2.66 0.83 45.4% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 87 02/12/2009 12:29 2.55 0.72 39.3% 3 PUT JPM JSANM 02/10/2009 09:37 1.83 88 02/12/2009 13:06 2.80 0.97 53.0% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 89 02/12/2009 13:18 2.85 1.02 55.7% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 90 02/12/2009 13:45 3.03 1.20 65.6% 7 PUT JPM JSANM 02/10/2009 09:37 1.83 91 02/12/2009 13:53 2.90 1.07 58.5% 2 PUT JPM JSANM 02/10/2009 09:37 1.83 92 02/12/2009 15:13 2.76 0.93 50.8% 3 PUT JPM JSANM 02/10/2009 09:37 1.83 93 02/12/2009 15:16 2.70 0.87 47.5% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 94 02/12/2009 15:17 2.71 0.88 48.1% 7 PUT JPM JSANM 02/10/2009 09:37 1.83 95 02/12/2009 15:23 2.51 0.68 37.2% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 96 02/12/2009 15:25 2.45 0.62 33.9% 2 PUT JPM JSANM 02/10/2009 09:37 1.83 97 02/12/2009 15:37 2.38 0.55 30.1% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 98 02/12/2009 15:39 2.40 0.57 31.1% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 99 02/13/2009 09:36 2.32 0.49 26.8% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 100 02/13/2009 09:52 2.42 0.59 32.2% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 101 02/13/2009 09:55 2.43 0.60 32.8% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 102 02/13/2009 10:05 2.28 0.45 24.6% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 103 02/13/2009 10:07 2.29 0.46 25.1% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 104 02/13/2009 10:08 2.20 0.37 20.2% 32 PUT JPM JSANM 02/10/2009 09:37 1.83 105 02/13/2009 10:46 2.22 0.39 21.3% 5 PUT JPM JSANM 02/10/2009 09:37 1.83 106 02/13/2009 11:53 2.59 0.76 41.5% 25 PUT JPM JSANM 02/10/2009 09:37 1.83 107 02/13/2009 12:24 2.50 0.67 36.6% 16 PUT JPM JSANM 02/10/2009 09:37 1.83 108 02/13/2009 13:01 2.52 0.69 37.7% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 109 02/13/2009 13:19 2.56 0.73 39.9% 5 PUT JPM JSANM 02/10/2009 09:37 1.83 110 02/13/2009 13:43 2.41 0.58 31.7% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 111 02/13/2009 14:10 2.20 0.37 20.2% 6 PUT JPM JSANM 02/10/2009 09:37 1.83 112 02/13/2009 14:49 2.29 0.46 25.1% 100 PUT JPM JSANM 02/10/2009 09:37 1.83 113 02/13/2009 15:12 2.38 0.55 30.1% 100 PUT JPM JSANM 02/10/2009 09:37 1.83 114 02/13/2009 15:17 2.39 0.56 30.6% 100 PUT JPM JSANM 02/10/2009 09:37 1.83 115 02/13/2009 15:48 2.26 0.43 23.5% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 116 02/13/2009 15:54 2.32 0.49 26.8% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 117 02/17/2009 09:33 4.06* 2.23 121.9% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 118 02/17/2009 09:35 4.10* 2.27 124.0% 283 PUT JPM JSANM 02/10/2009 09:37 1.83 119 02/17/2009 09:36 4.02* 2.19 119.7% 277 PUT JPM JSANM 02/10/2009 09:37 1.83 120 02/17/2009 09:41 4.40* 2.57 140.4% 2 PUT JPM JSANM 02/10/2009 09:37 1.83 121 02/17/2009 09:46 4.70* 2.87 156.8% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 122 02/17/2009 09:51 4.85* 3.02 165.0% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 123 02/17/2009 09:52 4.45* 2.62 143.2% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 124 02/17/2009 09:58 4.35* 2.52 137.7% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 125 02/17/2009 10:24 4.60* 2.77 151.4% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 126 02/17/2009 10:27 4.70* 2.87 156.8% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 127 02/17/2009 10:35 4.50* 2.67 145.9% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 128 02/17/2009 10:41 4.55* 2.72 148.6% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 129 02/17/2009 10:48 4.55* 2.72 148.6% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 130 02/17/2009 10:52 4.25* 2.42 132.2% 8 PUT JPM JSANM 02/10/2009 09:37 1.83 131 02/17/2009 11:49 4.62* 2.79 152.5% 59 PUT JPM JSANM 02/10/2009 09:37 1.83 132 02/17/2009 11:54 4.65* 2.82 154.1% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 133 02/17/2009 13:01 4.53* 2.70 147.5% 4 PUT JPM JSANM 02/10/2009 09:37 1.83 134 02/17/2009 13:30 4.85* 3.02 165.0% 7 PUT JPM JSANM 02/10/2009 09:37 1.83 135 02/17/2009 14:00 4.65* 2.82 154.1% 2 PUT JPM JSANM 02/10/2009 09:37 1.83 136 02/17/2009 15:00 4.75* 2.92 159.6% 63 PUT JPM JSANM 02/10/2009 09:37 1.83 137 02/17/2009 15:27 5.05* 3.22 176.0% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 138 02/18/2009 10:27 5.65* 3.82 208.7% 4 PUT JPM JSANM 02/10/2009 09:37 1.83 139 02/18/2009 10:36 5.45* 3.62 197.8% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 140 02/18/2009 11:10 5.70* 3.87 211.5% 143 PUT JPM JSANM 02/10/2009 09:37 1.83 141 02/18/2009 11:11 5.65* 3.82 208.7% 16 PUT JPM JSANM 02/10/2009 09:37 1.83 142 02/18/2009 11:16 5.50* 3.67 200.5% 21 PUT JPM JSANM 02/10/2009 09:37 1.83 143 02/18/2009 13:15 5.50* 3.67 200.5% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 144 02/18/2009 13:38 5.60* 3.77 206.0% 7 PUT JPM JSANM 02/10/2009 09:37 1.83 145 02/18/2009 13:39 5.61* 3.78 206.6% 30 PUT JPM JSANM 02/10/2009 09:37 1.83 146 02/18/2009 14:57 5.69* 3.86 210.9% 12 PUT JPM JSANM 02/10/2009 09:37 1.83 147 02/19/2009 09:34 4.80* 2.97 162.3% 79 PUT JPM JSANM 02/10/2009 09:37 1.83 148 02/19/2009 10:37 5.50* 3.67 200.5% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 149 02/19/2009 11:58 5.70* 3.87 211.5% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 150 02/19/2009 12:00 5.75* 3.92 214.2% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 151 02/19/2009 13:02 5.85* 4.02 219.7% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 152 02/19/2009 13:45 5.60* 3.77 206.0% 5 PUT JPM JSANM 02/10/2009 09:37 1.83 153 02/19/2009 15:02 5.70* 3.87 211.5% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 154 02/19/2009 15:42 6.35* 4.52 247.0% 3 PUT JPM JSANM 02/10/2009 09:37 1.83 155 02/19/2009 15:58 6.27* 4.44 242.6% 2 PUT JPM JSANM 02/10/2009 09:37 1.83 156 02/20/2009 10:27 7.18* 5.35 292.3% 14 PUT JPM JSANM 02/10/2009 09:37 1.83 157 02/20/2009 10:50 7.45* 5.62 307.1% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 158 02/20/2009 10:52 7.45* 5.62 307.1% 20 PUT JPM JSANM 02/10/2009 09:37 1.83 159 02/20/2009 11:12 7.75* 5.92 323.5% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 160 02/20/2009 11:59 7.85* 6.02 329.0% 3 PUT JPM JSANM 02/10/2009 09:37 1.83 161 02/20/2009 13:44 7.87* 6.04 330.1% 2 PUT JPM JSANM 02/10/2009 09:37 1.83 162 02/20/2009 14:15 7.30* 5.47 298.9% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 163 02/20/2009 14:18 6.90* 5.07 277.0% 8 PUT JPM JSANM 02/10/2009 09:37 1.83 164 02/20/2009 14:30 7.04* 5.21 284.7% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 165 02/20/2009 14:52 6.10* 4.27 233.3% 4 PUT JPM JSANM 02/10/2009 09:37 1.83 166 02/20/2009 15:24 6.82* 4.99 272.7% 1 PUT JPM JSANM 02/10/2009 09:37 1.83 167 02/20/2009 15:37 7.16* 5.33 291.3% 10 PUT JPM JSANM 02/10/2009 09:37 1.83 168 02/20/2009 15:52 7.02* 5.19 283.6% 6 PUT JPM JSANM 02/10/2009 09:37 1.83 169 02/20/2009 15:56 7.15* 5.32 290.7% 15 WORST CASE LOSS: AVG DRAWDOWN%: 0.0%