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

When to SELL PUT option on Straddle, Stock Symbol: TEVA  Option Symbol: TVQOI

Straddle Discovered on: 02/26/2009 10:24  Purchase Price (Put):   1.05 # Contracts:     612*
Total Straddle Cost:   2.55*  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   TEVA  TVQOI   02/26/2009  10:24   1.05    1         02/26/2009  14:46     1.50    0.45   42.9%        13
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05    2         02/26/2009  14:55     1.65    0.60   57.1%        11
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05    3         02/26/2009  14:57     1.70    0.65   61.9%         5
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05    4         02/26/2009  15:14     1.70    0.65   61.9%         5
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05    5         02/26/2009  15:16     1.75    0.70   66.7%         2
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05    6         02/26/2009  15:17     1.75    0.70   66.7%         5
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05    7         02/26/2009  15:18     1.80    0.75   71.4%         7
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05    8         02/26/2009  15:20     1.90    0.85   81.0%        49
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05    9         02/26/2009  15:25     1.83    0.78   74.3%        10
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   10         02/26/2009  15:55     1.55    0.50   47.6%         6
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   11         02/27/2009  10:01     1.60    0.55   52.4%       129
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   12         02/27/2009  10:34     1.53    0.48   45.7%         2
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   13         02/27/2009  11:41     1.40    0.35   33.3%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   14         02/27/2009  12:39     1.55    0.50   47.6%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   15         02/27/2009  13:32     1.35    0.30   28.6%         4
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   16         02/27/2009  15:06     1.35    0.30   28.6%         6
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   17         02/27/2009  15:20     1.45    0.40   38.1%        40
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   18         03/02/2009  09:40     2.19    1.14  108.6%        10
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   19         03/02/2009  10:39     2.00    0.95   90.5%         4
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   20         03/02/2009  11:45     2.25    1.20  114.3%         2
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   21         03/02/2009  12:13     2.40    1.35  128.6%         3
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   22         03/02/2009  14:16     1.90    0.85   81.0%        12
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   23         03/02/2009  14:29     1.95    0.90   85.7%        10
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   24         03/02/2009  14:48     1.90    0.85   81.0%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   25         03/02/2009  14:50     1.90    0.85   81.0%         6
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   26         03/02/2009  15:50     2.25    1.20  114.3%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   27         03/03/2009  11:15     2.55*   1.50  142.9%        20
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   28         03/03/2009  11:19     2.51    1.46  139.0%        10
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   29         03/03/2009  11:23     2.50    1.45  138.1%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   30         03/03/2009  12:27     2.55*   1.50  142.9%         5
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   31         03/03/2009  13:22     2.26    1.21  115.2%        69
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   32         03/03/2009  15:19     2.00    0.95   90.5%        80
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   33         03/04/2009  11:03     2.10    1.05  100.0%        10
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   34         03/04/2009  15:56     1.77    0.72   68.6%         2
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   35         03/05/2009  09:48     2.00    0.95   90.5%         9
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   36         03/05/2009  09:58     2.15    1.10  104.8%         5
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   37         03/05/2009  10:31     2.10    1.05  100.0%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   38         03/05/2009  12:10     2.05    1.00   95.2%         2
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   39         03/05/2009  12:46     1.95    0.90   85.7%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   40         03/05/2009  14:33     1.85    0.80   76.2%        20
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   41         03/05/2009  15:02     1.65    0.60   57.1%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   42         03/05/2009  15:13     1.50    0.45   42.9%        14
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   43         03/05/2009  15:35     1.65    0.60   57.1%         4
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   44         03/05/2009  15:46     1.65    0.60   57.1%         2
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   45         03/06/2009  09:31     1.30    0.25   23.8%         2
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   46         03/06/2009  09:47     1.40    0.35   33.3%        61
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   47         03/06/2009  12:32     1.40    0.35   33.3%        34
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   48         03/06/2009  13:17     1.45    0.40   38.1%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   49         03/06/2009  13:24     1.50    0.45   42.9%        31
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   50         03/06/2009  15:04     1.60    0.55   52.4%        56
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   51         03/06/2009  15:20     1.63    0.58   55.2%         2
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   52         03/10/2009  10:52     2.10    1.05  100.0%         2
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   53         03/10/2009  11:00     2.25    1.20  114.3%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   54         03/10/2009  11:58     2.20    1.15  109.5%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   55         03/10/2009  12:33     2.19    1.14  108.6%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   56         03/11/2009  11:02     1.65    0.60   57.1%       201
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   57         03/11/2009  11:44     1.95    0.90   85.7%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   58         03/11/2009  14:08     2.25    1.20  114.3%        10
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   59         03/11/2009  14:09     2.25    1.20  114.3%        10
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   60         03/11/2009  14:11     2.35    1.30  123.8%        10
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   61         03/11/2009  14:14     2.35    1.30  123.8%        60
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   62         03/11/2009  14:16     2.45    1.40  133.3%        10
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   63         03/11/2009  14:23     2.35    1.30  123.8%        10
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   64         03/11/2009  14:25     2.20    1.15  109.5%         1
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   65         03/11/2009  14:27     2.35    1.30  123.8%         6
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   66         03/11/2009  15:17     2.00    0.95   90.5%        11
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   67         03/11/2009  15:42     1.85    0.80   76.2%        11
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   68         03/11/2009  15:54     1.85    0.80   76.2%         5
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   69         03/19/2009  15:00     1.40    0.35   33.3%        10
PUT   TEVA  TVQOI   02/26/2009  10:24   1.05   70         03/19/2009  15:58     1.30    0.25   23.8%         5

WORST CASE LOSS: 

AVG DRAWDOWN%:    59.7%
AVG PUT % RANGE:  42.9%% TO:  76.2%% OF:   1.05 OR:   0.45 TO:   0.80