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

When to SELL PUT option on Straddle, Stock Symbol: MS  Option Symbol: MSNV

Straddle Discovered on: 02/12/2009 13:18  Purchase Price (Put):   1.35 # Contracts:   1,000*
Total Straddle Cost:   2.90*  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   MS    MSNV    02/12/2009  13:18   1.35    1         02/17/2009  09:39     1.64    0.29   21.5%        82
PUT   MS    MSNV    02/12/2009  13:18   1.35    2         02/17/2009  09:40     1.70    0.35   25.9%        14
PUT   MS    MSNV    02/12/2009  13:18   1.35    3         02/17/2009  09:45     1.65    0.30   22.2%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35    4         02/17/2009  09:46     1.65    0.30   22.2%        51
PUT   MS    MSNV    02/12/2009  13:18   1.35    5         02/17/2009  09:49     1.70    0.35   25.9%       751
PUT   MS    MSNV    02/12/2009  13:18   1.35    6         02/17/2009  09:50     1.85    0.50   37.0%         9
PUT   MS    MSNV    02/12/2009  13:18   1.35    7         02/17/2009  09:52     1.85    0.50   37.0%        18
PUT   MS    MSNV    02/12/2009  13:18   1.35    8         02/17/2009  09:55     1.65    0.30   22.2%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35    9         02/17/2009  10:07     1.65    0.30   22.2%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35   10         02/17/2009  10:28     1.73    0.38   28.1%         3
PUT   MS    MSNV    02/12/2009  13:18   1.35   11         02/17/2009  10:48     1.70    0.35   25.9%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   12         02/17/2009  11:27     1.70    0.35   25.9%         3
PUT   MS    MSNV    02/12/2009  13:18   1.35   13         02/17/2009  11:31     1.80    0.45   33.3%         4
PUT   MS    MSNV    02/12/2009  13:18   1.35   14         02/17/2009  11:35     1.80    0.45   33.3%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35   15         02/17/2009  11:40     1.90    0.55   40.7%        15
PUT   MS    MSNV    02/12/2009  13:18   1.35   16         02/17/2009  11:43     1.80    0.45   33.3%        25
PUT   MS    MSNV    02/12/2009  13:18   1.35   17         02/17/2009  11:45     1.80    0.45   33.3%        14
PUT   MS    MSNV    02/12/2009  13:18   1.35   18         02/17/2009  11:46     1.80    0.45   33.3%        11
PUT   MS    MSNV    02/12/2009  13:18   1.35   19         02/17/2009  11:48     1.75    0.40   29.6%        25
PUT   MS    MSNV    02/12/2009  13:18   1.35   20         02/17/2009  12:02     1.84    0.49   36.3%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   21         02/17/2009  12:13     1.90    0.55   40.7%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35   22         02/17/2009  12:22     2.00    0.65   48.1%        85
PUT   MS    MSNV    02/12/2009  13:18   1.35   23         02/17/2009  12:28     2.05    0.70   51.9%        40
PUT   MS    MSNV    02/12/2009  13:18   1.35   24         02/17/2009  12:32     2.00    0.65   48.1%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35   25         02/17/2009  12:38     2.05    0.70   51.9%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   26         02/17/2009  13:25     2.21    0.86   63.7%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35   27         02/17/2009  13:27     2.30    0.95   70.4%         3
PUT   MS    MSNV    02/12/2009  13:18   1.35   28         02/17/2009  13:34     2.30    0.95   70.4%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35   29         02/17/2009  13:39     2.30    0.95   70.4%         3
PUT   MS    MSNV    02/12/2009  13:18   1.35   30         02/17/2009  13:42     2.30    0.95   70.4%        25
PUT   MS    MSNV    02/12/2009  13:18   1.35   31         02/17/2009  13:45     2.26    0.91   67.4%        60
PUT   MS    MSNV    02/12/2009  13:18   1.35   32         02/17/2009  13:55     2.40    1.05   77.8%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35   33         02/17/2009  13:56     2.50    1.15   85.2%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35   34         02/17/2009  13:59     2.48    1.13   83.7%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35   35         02/17/2009  14:00     2.45    1.10   81.5%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35   36         02/17/2009  14:01     2.50    1.15   85.2%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35   37         02/17/2009  14:02     2.50    1.15   85.2%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35   38         02/17/2009  14:03     2.55    1.20   88.9%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35   39         02/17/2009  14:10     2.30    0.95   70.4%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   40         02/17/2009  14:47     2.45    1.10   81.5%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35   41         02/17/2009  15:02     2.50    1.15   85.2%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35   42         02/17/2009  15:13     2.50    1.15   85.2%        20
PUT   MS    MSNV    02/12/2009  13:18   1.35   43         02/17/2009  15:27     2.64    1.29   95.6%        21
PUT   MS    MSNV    02/12/2009  13:18   1.35   44         02/17/2009  15:31     2.55    1.20   88.9%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35   45         02/17/2009  15:38     2.35    1.00   74.1%        25
PUT   MS    MSNV    02/12/2009  13:18   1.35   46         02/17/2009  15:48     2.60    1.25   92.6%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35   47         02/18/2009  09:52     2.05    0.70   51.9%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35   48         02/18/2009  10:01     2.40    1.05   77.8%        15
PUT   MS    MSNV    02/12/2009  13:18   1.35   49         02/18/2009  10:04     2.65    1.30   96.3%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   50         02/18/2009  10:15     3.10*   1.75  129.6%         3
PUT   MS    MSNV    02/12/2009  13:18   1.35   51         02/18/2009  10:23     2.80    1.45  107.4%         4
PUT   MS    MSNV    02/12/2009  13:18   1.35   52         02/18/2009  10:25     2.85    1.50  111.1%        23
PUT   MS    MSNV    02/12/2009  13:18   1.35   53         02/18/2009  10:28     2.75    1.40  103.7%        12
PUT   MS    MSNV    02/12/2009  13:18   1.35   54         02/18/2009  10:30     2.70    1.35  100.0%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35   55         02/18/2009  10:35     2.60    1.25   92.6%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   56         02/18/2009  10:50     2.85    1.50  111.1%        25
PUT   MS    MSNV    02/12/2009  13:18   1.35   57         02/18/2009  10:54     2.75    1.40  103.7%         4
PUT   MS    MSNV    02/12/2009  13:18   1.35   58         02/18/2009  10:56     2.95*   1.60  118.5%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   59         02/18/2009  10:57     2.85    1.50  111.1%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35   60         02/18/2009  10:58     2.80    1.45  107.4%        12
PUT   MS    MSNV    02/12/2009  13:18   1.35   61         02/18/2009  11:00     2.90*   1.55  114.8%         4
PUT   MS    MSNV    02/12/2009  13:18   1.35   62         02/18/2009  11:04     2.90*   1.55  114.8%        49
PUT   MS    MSNV    02/12/2009  13:18   1.35   63         02/18/2009  11:11     2.80    1.45  107.4%         4
PUT   MS    MSNV    02/12/2009  13:18   1.35   64         02/18/2009  11:17     2.60    1.25   92.6%         6
PUT   MS    MSNV    02/12/2009  13:18   1.35   65         02/18/2009  11:18     2.55    1.20   88.9%         6
PUT   MS    MSNV    02/12/2009  13:18   1.35   66         02/18/2009  11:20     2.60    1.25   92.6%        17
PUT   MS    MSNV    02/12/2009  13:18   1.35   67         02/18/2009  11:33     2.40    1.05   77.8%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35   68         02/18/2009  11:44     2.00    0.65   48.1%        55
PUT   MS    MSNV    02/12/2009  13:18   1.35   69         02/18/2009  11:51     2.10    0.75   55.6%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   70         02/18/2009  12:27     2.10    0.75   55.6%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   71         02/18/2009  12:48     2.10    0.75   55.6%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35   72         02/18/2009  12:59     2.00    0.65   48.1%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35   73         02/18/2009  13:40     2.22    0.87   64.4%         3
PUT   MS    MSNV    02/12/2009  13:18   1.35   74         02/18/2009  14:03     2.10    0.75   55.6%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   75         02/18/2009  14:39     2.36    1.01   74.8%        13
PUT   MS    MSNV    02/12/2009  13:18   1.35   76         02/18/2009  14:57     2.15    0.80   59.3%        56
PUT   MS    MSNV    02/12/2009  13:18   1.35   77         02/18/2009  15:01     2.05    0.70   51.9%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35   78         02/18/2009  15:02     1.95    0.60   44.4%        50
PUT   MS    MSNV    02/12/2009  13:18   1.35   79         02/18/2009  15:05     1.92    0.57   42.2%         3
PUT   MS    MSNV    02/12/2009  13:18   1.35   80         02/18/2009  15:11     1.90    0.55   40.7%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35   81         02/18/2009  15:21     1.90    0.55   40.7%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   82         02/18/2009  15:52     1.95    0.60   44.4%         3
PUT   MS    MSNV    02/12/2009  13:18   1.35   83         02/18/2009  15:56     1.97    0.62   45.9%         3
PUT   MS    MSNV    02/12/2009  13:18   1.35   84         02/18/2009  15:57     1.90    0.55   40.7%        27
PUT   MS    MSNV    02/12/2009  13:18   1.35   85         02/18/2009  15:58     1.90    0.55   40.7%         4
PUT   MS    MSNV    02/12/2009  13:18   1.35   86         02/19/2009  10:37     1.70    0.35   25.9%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35   87         02/19/2009  10:39     1.65    0.30   22.2%        19
PUT   MS    MSNV    02/12/2009  13:18   1.35   88         02/19/2009  11:01     1.65    0.30   22.2%       131
PUT   MS    MSNV    02/12/2009  13:18   1.35   89         02/19/2009  11:46     1.75    0.40   29.6%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   90         02/19/2009  11:58     1.95    0.60   44.4%        28
PUT   MS    MSNV    02/12/2009  13:18   1.35   91         02/19/2009  12:27     1.99    0.64   47.4%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35   92         02/19/2009  12:43     1.65    0.30   22.2%         3
PUT   MS    MSNV    02/12/2009  13:18   1.35   93         02/19/2009  13:57     1.65    0.30   22.2%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35   94         02/19/2009  14:36     1.70    0.35   25.9%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   95         02/19/2009  15:06     1.94    0.59   43.7%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   96         02/19/2009  15:17     2.10    0.75   55.6%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35   97         02/19/2009  15:18     2.10    0.75   55.6%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35   98         02/19/2009  15:22     2.07    0.72   53.3%       101
PUT   MS    MSNV    02/12/2009  13:18   1.35   99         02/19/2009  15:27     1.80    0.45   33.3%         7
PUT   MS    MSNV    02/12/2009  13:18   1.35  100         02/19/2009  15:45     1.92    0.57   42.2%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35  101         02/19/2009  15:46     1.95    0.60   44.4%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35  102         02/19/2009  15:50     1.80    0.45   33.3%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35  103         02/19/2009  15:55     2.10    0.75   55.6%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35  104         02/19/2009  15:56     2.10    0.75   55.6%        12
PUT   MS    MSNV    02/12/2009  13:18   1.35  105         02/19/2009  15:57     2.10    0.75   55.6%         7
PUT   MS    MSNV    02/12/2009  13:18   1.35  106         02/20/2009  10:11     3.30*   1.95  144.4%        23
PUT   MS    MSNV    02/12/2009  13:18   1.35  107         02/20/2009  10:13     3.10*   1.75  129.6%        20
PUT   MS    MSNV    02/12/2009  13:18   1.35  108         02/20/2009  10:14     2.90*   1.55  114.8%        99
PUT   MS    MSNV    02/12/2009  13:18   1.35  109         02/20/2009  10:15     3.00*   1.65  122.2%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35  110         02/20/2009  10:19     3.00*   1.65  122.2%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35  111         02/20/2009  10:20     3.20*   1.85  137.0%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35  112         02/20/2009  10:22     3.20*   1.85  137.0%         6
PUT   MS    MSNV    02/12/2009  13:18   1.35  113         02/20/2009  10:28     3.20*   1.85  137.0%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35  114         02/20/2009  10:39     3.00*   1.65  122.2%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35  115         02/20/2009  10:44     3.10*   1.75  129.6%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35  116         02/20/2009  10:59     3.20*   1.85  137.0%        50
PUT   MS    MSNV    02/12/2009  13:18   1.35  117         02/20/2009  11:03     3.35*   2.00  148.1%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35  118         02/20/2009  11:04     3.45*   2.10  155.6%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35  119         02/20/2009  11:25     3.80*   2.45  181.5%       210
PUT   MS    MSNV    02/12/2009  13:18   1.35  120         02/20/2009  11:32     3.70*   2.35  174.1%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35  121         02/20/2009  11:42     3.50*   2.15  159.3%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35  122         02/20/2009  11:46     3.40*   2.05  151.9%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35  123         02/20/2009  11:47     3.35*   2.00  148.1%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35  124         02/20/2009  12:06     3.20*   1.85  137.0%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35  125         02/20/2009  13:07     3.50*   2.15  159.3%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35  126         02/20/2009  13:23     3.49*   2.14  158.5%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35  127         02/20/2009  14:03     3.10*   1.75  129.6%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35  128         02/20/2009  14:04     3.10*   1.75  129.6%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35  129         02/20/2009  14:15     2.95*   1.60  118.5%        90
PUT   MS    MSNV    02/12/2009  13:18   1.35  130         02/20/2009  14:16     2.90*   1.55  114.8%        13
PUT   MS    MSNV    02/12/2009  13:18   1.35  131         02/20/2009  14:17     2.55    1.20   88.9%        25
PUT   MS    MSNV    02/12/2009  13:18   1.35  132         02/20/2009  14:18     2.50    1.15   85.2%         4
PUT   MS    MSNV    02/12/2009  13:18   1.35  133         02/20/2009  14:25     2.20    0.85   63.0%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35  134         02/20/2009  14:52     2.00    0.65   48.1%        80
PUT   MS    MSNV    02/12/2009  13:18   1.35  135         02/20/2009  15:01     2.56    1.21   89.6%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35  136         02/20/2009  15:14     2.50    1.15   85.2%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35  137         02/20/2009  15:27     2.60    1.25   92.6%        10
PUT   MS    MSNV    02/12/2009  13:18   1.35  138         02/20/2009  15:33     2.73    1.38  102.2%         5
PUT   MS    MSNV    02/12/2009  13:18   1.35  139         02/20/2009  15:39     2.85    1.50  111.1%         2
PUT   MS    MSNV    02/12/2009  13:18   1.35  140         02/20/2009  15:43     2.75    1.40  103.7%         1
PUT   MS    MSNV    02/12/2009  13:18   1.35  141         02/20/2009  15:45     3.00*   1.65  122.2%         6
PUT   MS    MSNV    02/12/2009  13:18   1.35  142         02/20/2009  15:57     2.65    1.30   96.3%         1

WORST CASE LOSS: 

AVG DRAWDOWN%:    67.6%
AVG PUT % RANGE:  44.4%% TO:  77.8%% OF:   1.35 OR:   0.60 TO:   1.05