Generated on: 10/26/2009  09:34:01  Buy Signals  Sell Signals

When to SELL PUT option on Straddle, Stock Symbol: WFT  Option Symbol: WFTOB

Straddle Discovered on: 02/20/2009 10:34  Purchase Price (Put):   1.02 # Contracts:     900*
Total Straddle Cost:   1.95*  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   WFT   WFTOB   02/20/2009  10:34   1.02    1         02/20/2009  13:18     1.25    0.23   22.5%         5
PUT   WFT   WFTOB   02/20/2009  10:34   1.02    2         02/24/2009  10:16     1.35    0.33   32.4%        40
PUT   WFT   WFTOB   02/20/2009  10:34   1.02    3         02/24/2009  10:24     1.25    0.23   22.5%         5
PUT   WFT   WFTOB   02/20/2009  10:34   1.02    4         02/24/2009  10:25     1.25    0.23   22.5%         5
PUT   WFT   WFTOB   02/20/2009  10:34   1.02    5         02/24/2009  12:15     1.25    0.23   22.5%       125
PUT   WFT   WFTOB   02/20/2009  10:34   1.02    6         02/24/2009  12:23     1.25    0.23   22.5%     2,513 *

WORST CASE LOSS: 

AVG DRAWDOWN%:    39.2%
AVG PUT % RANGE:  14.7%% TO:  78.4%% OF:   1.02 OR:   0.15 TO:   0.80