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

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

Straddle Discovered on: 02/19/2009 12:24  Purchase Price (Put):   0.33 # Contracts:   4,000*
Total Straddle Cost:   0.91*  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   MBYNV   02/19/2009  12:24   0.33    1         02/20/2009  10:20     0.42    0.09   27.3%        20
PUT   EEM   MBYNV   02/19/2009  12:24   0.33    2         02/20/2009  10:33     0.43    0.10   30.3%        10
PUT   EEM   MBYNV   02/19/2009  12:24   0.33    3         02/20/2009  10:48     0.41    0.08   24.2%        53
PUT   EEM   MBYNV   02/19/2009  12:24   0.33    4         02/20/2009  10:49     0.41    0.08   24.2%        20
PUT   EEM   MBYNV   02/19/2009  12:24   0.33    5         02/20/2009  10:50     0.42    0.09   27.3%        10
PUT   EEM   MBYNV   02/19/2009  12:24   0.33    6         02/20/2009  10:51     0.42    0.09   27.3%        10
PUT   EEM   MBYNV   02/19/2009  12:24   0.33    7         02/20/2009  10:57     0.50    0.17   51.5%         2
PUT   EEM   MBYNV   02/19/2009  12:24   0.33    8         02/20/2009  11:08     0.53    0.20   60.6%        10
PUT   EEM   MBYNV   02/19/2009  12:24   0.33    9         02/20/2009  11:09     0.54    0.21   63.6%         1
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   10         02/20/2009  11:12     0.57    0.24   72.7%         3
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   11         02/20/2009  11:13     0.58    0.25   75.8%         2
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   12         02/20/2009  11:14     0.58    0.25   75.8%         1
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   13         02/20/2009  11:15     0.60    0.27   81.8%         1
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   14         02/20/2009  11:16     0.58    0.25   75.8%         2
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   15         02/20/2009  11:40     0.58    0.25   75.8%         3
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   16         02/20/2009  12:10     0.50    0.17   51.5%         5
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   17         02/20/2009  12:52     0.68    0.35  106.1%         5
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   18         02/20/2009  12:58     0.69    0.36  109.1%         1
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   19         02/20/2009  13:14     0.72    0.39  118.2%        20
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   20         02/20/2009  13:34     0.71    0.38  115.2%        95
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   21         02/20/2009  13:40     0.69    0.36  109.1%         2
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   22         02/20/2009  14:05     0.65    0.32   97.0%         2
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   23         02/20/2009  14:17     0.45    0.12   36.4%        40
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   24         02/20/2009  15:29     0.45    0.12   36.4%       153
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   25         02/20/2009  15:31     0.48    0.15   45.5%       100
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   26         02/20/2009  15:34     0.45    0.12   36.4%         3
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   27         02/20/2009  15:40     0.51    0.18   54.5%         2
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   28         02/20/2009  15:42     0.43    0.10   30.3%         4
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   29         02/20/2009  15:46     0.52    0.19   57.6%         4
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   30         02/20/2009  15:56     0.45    0.12   36.4%         4
PUT   EEM   MBYNV   02/19/2009  12:24   0.33   31         02/20/2009  15:57     0.42    0.09   27.3%        10

WORST CASE LOSS: 

AVG DRAWDOWN%:    76.3%
AVG PUT % RANGE:  72.7%% TO:  78.8%% OF:   0.33 OR:   0.24 TO:   0.26