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

When to SELL PUT option on Straddle, Stock Symbol: EEM  Option Symbol: MBYNW

Straddle Discovered on: 02/18/2009 10:43  Purchase Price (Put):   1.21 # Contracts:   7,500*
Total Straddle Cost:   1.42*  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   EEM   MBYNW   02/18/2009  10:43   1.21    1         02/20/2009  11:39     1.55*   0.34   28.1%         1
PUT   EEM   MBYNW   02/18/2009  10:43   1.21    2         02/20/2009  12:09     1.47*   0.26   21.5%         2
PUT   EEM   MBYNW   02/18/2009  10:43   1.21    3         02/20/2009  13:03     1.64*   0.43   35.5%         7
PUT   EEM   MBYNW   02/18/2009  10:43   1.21    4         02/20/2009  13:15     1.79*   0.58   47.9%       200
PUT   EEM   MBYNW   02/18/2009  10:43   1.21    5         02/20/2009  13:16     1.81*   0.60   49.6%       300
PUT   EEM   MBYNW   02/18/2009  10:43   1.21    6         02/20/2009  13:17     1.79*   0.58   47.9%       200
PUT   EEM   MBYNW   02/18/2009  10:43   1.21    7         02/20/2009  13:20     1.79*   0.58   47.9%         7
PUT   EEM   MBYNW   02/18/2009  10:43   1.21    8         02/20/2009  15:40     1.51*   0.30   24.8%        20

WORST CASE LOSS: 

AVG DRAWDOWN%:    65.7%
AVG PUT % RANGE:  45.5%% TO:  78.5%% OF:   1.21 OR:   0.55 TO:   0.95