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

When to SELL PUT option on Straddle, Stock Symbol: GM  Option Symbol: GMOP

Straddle Discovered on: 02/24/2009 10:34  Purchase Price (Put):   1.03 # Contracts:   1,750*
Total Straddle Cost:   1.19*  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   GM    GMOP    02/24/2009  10:34   1.03    1         03/06/2009  11:31     1.28*   0.25   24.3%         8
PUT   GM    GMOP    02/24/2009  10:34   1.03    2         03/06/2009  11:33     1.28*   0.25   24.3%        10
PUT   GM    GMOP    02/24/2009  10:34   1.03    3         03/06/2009  11:34     1.24*   0.21   20.4%       166
PUT   GM    GMOP    02/24/2009  10:34   1.03    4         03/06/2009  11:35     1.25*   0.22   21.4%        50
PUT   GM    GMOP    02/24/2009  10:34   1.03    5         03/06/2009  11:38     1.24*   0.21   20.4%        21
PUT   GM    GMOP    02/24/2009  10:34   1.03    6         03/06/2009  11:39     1.24*   0.21   20.4%         9
PUT   GM    GMOP    02/24/2009  10:34   1.03    7         03/06/2009  11:40     1.30*   0.27   26.2%       418
PUT   GM    GMOP    02/24/2009  10:34   1.03    8         03/06/2009  11:41     1.32*   0.29   28.2%       425
PUT   GM    GMOP    02/24/2009  10:34   1.03    9         03/06/2009  11:42     1.33*   0.30   29.1%        52
PUT   GM    GMOP    02/24/2009  10:34   1.03   10         03/06/2009  13:35     1.25*   0.22   21.4%       170
PUT   GM    GMOP    02/24/2009  10:34   1.03   11         03/06/2009  13:36     1.25*   0.22   21.4%        15
PUT   GM    GMOP    02/24/2009  10:34   1.03   12         03/06/2009  13:55     1.25*   0.22   21.4%        14
PUT   GM    GMOP    02/24/2009  10:34   1.03   13         03/06/2009  13:56     1.27*   0.24   23.3%        36
PUT   GM    GMOP    02/24/2009  10:34   1.03   14         03/06/2009  13:59     1.25*   0.22   21.4%        10

WORST CASE LOSS: 

AVG DRAWDOWN%:    50.9%
AVG PUT % RANGE:   1.0%% TO:  79.6%% OF:   1.03 OR:   0.01 TO:   0.82