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

When to SELL PUT option on Straddle, Stock Symbol: PFE  Option Symbol: PFEOM

Straddle Discovered on: 02/23/2009 11:31  Purchase Price (Put):   0.83 # Contracts:   2,600*
Total Straddle Cost:   1.20*  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   PFE   PFEOM   02/23/2009  11:31   0.83    1         02/23/2009  15:23     1.00    0.17   20.5%         9
PUT   PFE   PFEOM   02/23/2009  11:31   0.83    2         02/23/2009  15:31     1.01    0.18   21.7%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83    3         02/23/2009  15:32     1.00    0.17   20.5%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83    4         02/24/2009  10:19     1.00    0.17   20.5%        11
PUT   PFE   PFEOM   02/23/2009  11:31   0.83    5         02/24/2009  10:21     1.05    0.22   26.5%        22
PUT   PFE   PFEOM   02/23/2009  11:31   0.83    6         02/24/2009  10:23     1.06    0.23   27.7%        20
PUT   PFE   PFEOM   02/23/2009  11:31   0.83    7         02/24/2009  10:26     1.06    0.23   27.7%        14
PUT   PFE   PFEOM   02/23/2009  11:31   0.83    8         02/24/2009  10:31     1.03    0.20   24.1%         4
PUT   PFE   PFEOM   02/23/2009  11:31   0.83    9         02/25/2009  13:13     1.15    0.32   38.6%       100
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   10         02/25/2009  13:27     1.17    0.34   41.0%         3
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   11         02/25/2009  13:37     1.12    0.29   34.9%       150
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   12         02/25/2009  15:48     1.00    0.17   20.5%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   13         02/25/2009  15:51     1.01    0.18   21.7%       100
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   14         02/26/2009  09:35     1.01    0.18   21.7%        12
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   15         02/26/2009  10:08     1.01    0.18   21.7%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   16         02/26/2009  10:53     1.05    0.22   26.5%         8
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   17         02/26/2009  11:44     1.07    0.24   28.9%        90
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   18         02/26/2009  11:45     1.09    0.26   31.3%        85
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   19         02/26/2009  12:08     1.02    0.19   22.9%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   20         02/26/2009  12:25     1.10    0.27   32.5%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   21         02/26/2009  13:09     1.15    0.32   38.6%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   22         02/26/2009  13:10     1.20*   0.37   44.6%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   23         02/26/2009  13:12     1.20*   0.37   44.6%         2
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   24         02/26/2009  13:27     1.20*   0.37   44.6%       210
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   25         02/26/2009  13:47     1.16    0.33   39.8%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   26         02/26/2009  14:36     1.20*   0.37   44.6%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   27         02/26/2009  14:55     1.20*   0.37   44.6%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   28         02/26/2009  15:12     1.25*   0.42   50.6%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   29         02/26/2009  15:39     1.38*   0.55   66.3%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   30         02/26/2009  15:42     1.39*   0.56   67.5%        47
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   31         02/26/2009  15:51     1.38*   0.55   66.3%        20
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   32         02/26/2009  15:56     1.40*   0.57   68.7%        21
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   33         02/26/2009  15:57     1.40*   0.57   68.7%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   34         02/26/2009  15:58     1.41*   0.58   69.9%        11
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   35         02/27/2009  09:59     1.70*   0.87  104.8%        44
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   36         02/27/2009  10:00     1.68*   0.85  102.4%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   37         02/27/2009  10:02     1.70*   0.87  104.8%        17
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   38         02/27/2009  10:08     1.66*   0.83  100.0%       390
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   39         02/27/2009  10:12     1.63*   0.80   96.4%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   40         02/27/2009  10:16     1.64*   0.81   97.6%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   41         02/27/2009  10:22     1.56*   0.73   88.0%        27
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   42         02/27/2009  10:24     1.62*   0.79   95.2%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   43         02/27/2009  10:38     1.61*   0.78   94.0%         3
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   44         02/27/2009  11:22     1.65*   0.82   98.8%        22
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   45         02/27/2009  11:35     1.63*   0.80   96.4%        50
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   46         02/27/2009  11:38     1.63*   0.80   96.4%        22
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   47         02/27/2009  11:46     1.58*   0.75   90.4%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   48         02/27/2009  12:01     1.57*   0.74   89.2%        45
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   49         02/27/2009  12:05     1.56*   0.73   88.0%        30
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   50         02/27/2009  12:22     1.59*   0.76   91.6%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   51         02/27/2009  12:36     1.60*   0.77   92.8%        12
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   52         02/27/2009  13:26     1.59*   0.76   91.6%       100
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   53         02/27/2009  13:47     1.60*   0.77   92.8%        58
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   54         02/27/2009  13:51     1.57*   0.74   89.2%        32
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   55         02/27/2009  13:58     1.58*   0.75   90.4%        24
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   56         02/27/2009  14:42     1.68*   0.85  102.4%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   57         02/27/2009  14:48     1.68*   0.85  102.4%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   58         02/27/2009  15:20     1.74*   0.91  109.6%        92
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   59         02/27/2009  15:30     1.68*   0.85  102.4%       120
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   60         02/27/2009  15:31     1.68*   0.85  102.4%        46
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   61         02/27/2009  15:37     1.69*   0.86  103.6%        44
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   62         02/27/2009  15:40     1.70*   0.87  104.8%        24
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   63         03/02/2009  09:33     2.10*   1.27  153.0%         6
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   64         03/02/2009  09:34     2.07*   1.24  149.4%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   65         03/02/2009  09:51     2.05*   1.22  147.0%        12
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   66         03/02/2009  09:53     2.00*   1.17  141.0%        62
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   67         03/02/2009  10:04     1.95*   1.12  134.9%         2
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   68         03/02/2009  10:08     1.97*   1.14  137.3%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   69         03/02/2009  10:17     1.97*   1.14  137.3%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   70         03/02/2009  10:22     1.95*   1.12  134.9%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   71         03/02/2009  10:29     1.98*   1.15  138.6%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   72         03/02/2009  10:31     2.00*   1.17  141.0%        20
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   73         03/02/2009  10:35     1.94*   1.11  133.7%        54
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   74         03/02/2009  10:36     1.92*   1.09  131.3%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   75         03/02/2009  11:12     2.05*   1.22  147.0%        38
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   76         03/02/2009  11:15     2.07*   1.24  149.4%        40
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   77         03/02/2009  11:20     2.07*   1.24  149.4%        30
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   78         03/02/2009  11:21     2.08*   1.25  150.6%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   79         03/02/2009  11:22     2.07*   1.24  149.4%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   80         03/02/2009  11:23     2.07*   1.24  149.4%       197
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   81         03/02/2009  11:24     2.07*   1.24  149.4%        14
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   82         03/02/2009  11:25     2.08*   1.25  150.6%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   83         03/02/2009  11:27     2.09*   1.26  151.8%        20
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   84         03/02/2009  11:30     2.10*   1.27  153.0%        30
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   85         03/02/2009  11:31     2.15*   1.32  159.0%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   86         03/02/2009  11:33     2.16*   1.33  160.2%        50
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   87         03/02/2009  11:35     2.15*   1.32  159.0%       156
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   88         03/02/2009  11:37     2.15*   1.32  159.0%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   89         03/02/2009  11:38     2.16*   1.33  160.2%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   90         03/02/2009  11:40     2.17*   1.34  161.4%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   91         03/02/2009  11:41     2.16*   1.33  160.2%        11
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   92         03/02/2009  11:45     2.16*   1.33  160.2%        95
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   93         03/02/2009  11:46     2.16*   1.33  160.2%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   94         03/02/2009  11:47     2.15*   1.32  159.0%        28
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   95         03/02/2009  11:51     2.21*   1.38  166.3%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   96         03/02/2009  11:52     2.23*   1.40  168.7%        20
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   97         03/02/2009  12:02     2.23*   1.40  168.7%        29
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   98         03/02/2009  12:26     2.24*   1.41  169.9%         4
PUT   PFE   PFEOM   02/23/2009  11:31   0.83   99         03/02/2009  12:31     2.20*   1.37  165.1%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  100         03/02/2009  12:49     2.24*   1.41  169.9%         9
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  101         03/02/2009  13:54     2.18*   1.35  162.7%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  102         03/02/2009  14:48     2.16*   1.33  160.2%       150
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  103         03/02/2009  15:24     2.30*   1.47  177.1%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  104         03/02/2009  15:33     2.22*   1.39  167.5%         2
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  105         03/02/2009  15:51     2.40*   1.57  189.2%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  106         03/02/2009  15:56     2.39*   1.56  188.0%         2
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  107         03/02/2009  15:58     2.38*   1.55  186.7%        47
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  108         03/03/2009  09:42     2.15*   1.32  159.0%        40
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  109         03/03/2009  09:43     2.02*   1.19  143.4%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  110         03/03/2009  09:51     2.04*   1.21  145.8%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  111         03/03/2009  10:14     1.96*   1.13  136.1%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  112         03/03/2009  11:09     2.12*   1.29  155.4%       112
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  113         03/03/2009  11:10     2.13*   1.30  156.6%         2
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  114         03/03/2009  11:11     2.15*   1.32  159.0%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  115         03/03/2009  11:24     2.22*   1.39  167.5%       100
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  116         03/03/2009  11:30     2.16*   1.33  160.2%       100
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  117         03/03/2009  11:31     2.18*   1.35  162.7%       200
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  118         03/03/2009  11:37     2.17*   1.34  161.4%       165
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  119         03/03/2009  11:51     2.30*   1.47  177.1%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  120         03/03/2009  13:21     2.18*   1.35  162.7%        20
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  121         03/03/2009  14:36     2.06*   1.23  148.2%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  122         03/04/2009  09:55     2.10*   1.27  153.0%         6
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  123         03/04/2009  10:00     1.95*   1.12  134.9%         6
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  124         03/04/2009  10:06     1.86*   1.03  124.1%         3
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  125         03/04/2009  10:41     1.89*   1.06  127.7%        24
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  126         03/04/2009  10:42     1.86*   1.03  124.1%         4
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  127         03/04/2009  12:02     1.73*   0.90  108.4%        15
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  128         03/04/2009  13:15     1.77*   0.94  113.3%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  129         03/04/2009  13:45     1.67*   0.84  101.2%        50
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  130         03/04/2009  13:46     1.66*   0.83  100.0%        40
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  131         03/04/2009  13:58     1.67*   0.84  101.2%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  132         03/04/2009  14:02     1.64*   0.81   97.6%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  133         03/04/2009  14:16     1.58*   0.75   90.4%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  134         03/04/2009  14:21     1.58*   0.75   90.4%        15
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  135         03/04/2009  14:33     1.55*   0.72   86.7%         2
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  136         03/04/2009  14:49     1.45*   0.62   74.7%         2
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  137         03/04/2009  14:58     1.48*   0.65   78.3%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  138         03/04/2009  15:00     1.45*   0.62   74.7%        20
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  139         03/04/2009  15:08     1.45*   0.62   74.7%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  140         03/04/2009  15:23     1.45*   0.62   74.7%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  141         03/05/2009  09:30     1.74*   0.91  109.6%        20
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  142         03/05/2009  09:35     1.58*   0.75   90.4%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  143         03/05/2009  09:36     1.70*   0.87  104.8%       128
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  144         03/05/2009  09:39     1.69*   0.86  103.6%         6
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  145         03/05/2009  10:55     1.65*   0.82   98.8%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  146         03/05/2009  10:57     1.64*   0.81   97.6%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  147         03/05/2009  11:05     1.64*   0.81   97.6%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  148         03/05/2009  11:26     1.65*   0.82   98.8%        50
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  149         03/05/2009  13:38     1.59*   0.76   91.6%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  150         03/05/2009  15:04     1.39*   0.56   67.5%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  151         03/05/2009  15:06     1.42*   0.59   71.1%        15
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  152         03/06/2009  09:38     1.46*   0.63   75.9%       152
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  153         03/06/2009  11:30     1.60*   0.77   92.8%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  154         03/06/2009  13:18     1.54*   0.71   85.5%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  155         03/06/2009  13:34     1.56*   0.73   88.0%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  156         03/06/2009  14:04     1.58*   0.75   90.4%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  157         03/06/2009  14:08     1.57*   0.74   89.2%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  158         03/06/2009  14:15     1.60*   0.77   92.8%        15
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  159         03/06/2009  14:19     1.65*   0.82   98.8%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  160         03/06/2009  14:34     1.58*   0.75   90.4%         5
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  161         03/06/2009  14:35     1.59*   0.76   91.6%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  162         03/06/2009  14:36     1.58*   0.75   90.4%        16
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  163         03/06/2009  14:38     1.59*   0.76   91.6%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  164         03/06/2009  14:43     1.62*   0.79   95.2%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  165         03/06/2009  14:47     1.58*   0.75   90.4%         4
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  166         03/06/2009  14:49     1.59*   0.76   91.6%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  167         03/06/2009  15:07     1.58*   0.75   90.4%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  168         03/06/2009  15:20     1.58*   0.75   90.4%         2
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  169         03/06/2009  15:39     1.56*   0.73   88.0%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  170         03/10/2009  10:08     1.24*   0.41   49.4%        24
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  171         03/10/2009  10:30     1.20*   0.37   44.6%        12
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  172         03/10/2009  10:35     1.29*   0.46   55.4%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  173         03/10/2009  10:40     1.32*   0.49   59.0%         1
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  174         03/10/2009  11:21     1.31*   0.48   57.8%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  175         03/10/2009  11:53     1.34*   0.51   61.4%         4
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  176         03/10/2009  12:19     1.24*   0.41   49.4%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  177         03/10/2009  12:43     1.22*   0.39   47.0%        60
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  178         03/10/2009  13:38     1.29*   0.46   55.4%        12
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  179         03/10/2009  14:18     1.31*   0.48   57.8%         2
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  180         03/10/2009  14:40     1.18    0.35   42.2%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  181         03/10/2009  14:41     1.17    0.34   41.0%        22
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  182         03/10/2009  14:42     1.17    0.34   41.0%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  183         03/10/2009  15:05     1.10    0.27   32.5%        60
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  184         03/10/2009  15:07     1.07    0.24   28.9%        20
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  185         03/10/2009  15:10     1.05    0.22   26.5%        20
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  186         03/10/2009  15:40     1.03    0.20   24.1%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  187         03/10/2009  15:54     1.06    0.23   27.7%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  188         03/10/2009  15:55     1.05    0.22   26.5%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  189         03/11/2009  09:41     1.10    0.27   32.5%         2
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  190         03/11/2009  09:56     1.00    0.17   20.5%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  191         03/11/2009  10:08     1.13    0.30   36.1%        11
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  192         03/11/2009  10:18     1.23*   0.40   48.2%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  193         03/11/2009  11:14     1.27*   0.44   53.0%        20
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  194         03/11/2009  12:41     1.29*   0.46   55.4%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  195         03/11/2009  12:50     1.20*   0.37   44.6%       150
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  196         03/11/2009  14:19     1.28*   0.45   54.2%         2
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  197         03/11/2009  15:08     1.26*   0.43   51.8%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  198         03/11/2009  15:33     1.24*   0.41   49.4%        10
PUT   PFE   PFEOM   02/23/2009  11:31   0.83  199         03/11/2009  15:47     1.22*   0.39   47.0%         8

WORST CASE LOSS: 

AVG DRAWDOWN%:    39.0%
AVG PUT % RANGE:  14.5%% TO:  79.5%% OF:   0.83 OR:   0.12 TO:   0.66