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

When to SELL PUT option on Straddle, Stock Symbol: CVS  Option Symbol: CVSNY

Straddle Discovered on: 02/17/2009 14:20  Purchase Price (Put):   0.80 # Contracts:     718*
Total Straddle Cost:   1.55*  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   CVS   CVSNY   02/17/2009  14:20   0.80    1         02/18/2009  10:15     0.97    0.17   21.2%         3
PUT   CVS   CVSNY   02/17/2009  14:20   0.80    2         02/18/2009  10:17     1.00    0.20   25.0%         4
PUT   CVS   CVSNY   02/17/2009  14:20   0.80    3         02/18/2009  10:18     1.00    0.20   25.0%         7
PUT   CVS   CVSNY   02/17/2009  14:20   0.80    4         02/18/2009  10:21     1.00    0.20   25.0%         7
PUT   CVS   CVSNY   02/17/2009  14:20   0.80    5         02/18/2009  10:42     1.00    0.20   25.0%       163
PUT   CVS   CVSNY   02/17/2009  14:20   0.80    6         02/18/2009  10:43     1.00    0.20   25.0%       236
PUT   CVS   CVSNY   02/17/2009  14:20   0.80    7         02/18/2009  15:46     1.00    0.20   25.0%         5

WORST CASE LOSS: 

AVG DRAWDOWN%:    10.0%
AVG PUT % RANGE:   3.7%% TO:  18.8%% OF:   0.80 OR:   0.03 TO:   0.15