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

When to SELL PUT option on Straddle, Stock Symbol: RIO  Option Symbol: RXOOP

Straddle Discovered on: 03/11/2009 11:49  Purchase Price (Put):   0.95 # Contracts:   1,992*
Total Straddle Cost:   1.61*  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   RIO   RXOOP   03/11/2009  11:49   0.95    1         03/12/2009  11:06     1.17    0.22   23.2%       345
PUT   RIO   RXOOP   03/11/2009  11:49   0.95    2         03/12/2009  11:25     1.23    0.28   29.5%        10
PUT   RIO   RXOOP   03/11/2009  11:49   0.95    3         03/12/2009  11:27     1.24    0.29   30.5%        10
PUT   RIO   RXOOP   03/11/2009  11:49   0.95    4         03/12/2009  11:28     1.23    0.28   29.5%        10
PUT   RIO   RXOOP   03/11/2009  11:49   0.95    5         03/12/2009  11:30     1.21    0.26   27.4%        20
PUT   RIO   RXOOP   03/11/2009  11:49   0.95    6         03/12/2009  11:31     1.21    0.26   27.4%        10
PUT   RIO   RXOOP   03/11/2009  11:49   0.95    7         03/12/2009  11:41     1.16    0.21   22.1%        10

WORST CASE LOSS: 

AVG DRAWDOWN%:    23.5%
AVG PUT % RANGE:   3.2%% TO:  78.9%% OF:   0.95 OR:   0.03 TO:   0.75