Generated on: 10/26/2009 09:34:01 Buy Signals Sell Signals When to SELL PUT option on Straddle, Stock Symbol: XLF Option Symbol: XJZPI Straddle Discovered on: 03/23/2009 13:51 Purchase Price (Put): 0.86 # Contracts: 660* Total Straddle Cost: 1.67* 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 XLF XJZPI 03/23/2009 13:51 0.86 1 03/30/2009 14:33 1.05 0.19 22.1% 194 PUT XLF XJZPI 03/23/2009 13:51 0.86 2 03/30/2009 14:35 1.04 0.18 20.9% 4 PUT XLF XJZPI 03/23/2009 13:51 0.86 3 03/30/2009 14:36 1.04 0.18 20.9% 2 PUT XLF XJZPI 03/23/2009 13:51 0.86 4 03/30/2009 14:39 1.04 0.18 20.9% 161 PUT XLF XJZPI 03/23/2009 13:51 0.86 5 03/30/2009 14:40 1.05 0.19 22.1% 290 PUT XLF XJZPI 03/23/2009 13:51 0.86 6 03/30/2009 14:41 1.06 0.20 23.3% 105 PUT XLF XJZPI 03/23/2009 13:51 0.86 7 03/30/2009 14:42 1.06 0.20 23.3% 1 PUT XLF XJZPI 03/23/2009 13:51 0.86 8 03/30/2009 14:43 1.07 0.21 24.4% 304 PUT XLF XJZPI 03/23/2009 13:51 0.86 9 03/30/2009 14:44 1.08 0.22 25.6% 10 PUT XLF XJZPI 03/23/2009 13:51 0.86 10 03/30/2009 14:46 1.07 0.21 24.4% 10 PUT XLF XJZPI 03/23/2009 13:51 0.86 11 03/30/2009 14:49 1.07 0.21 24.4% 20 PUT XLF XJZPI 03/23/2009 13:51 0.86 12 03/30/2009 14:52 1.06 0.20 23.3% 1 PUT XLF XJZPI 03/23/2009 13:51 0.86 13 03/30/2009 14:53 1.04 0.18 20.9% 21 PUT XLF XJZPI 03/23/2009 13:51 0.86 14 03/30/2009 14:58 1.07 0.21 24.4% 45 PUT XLF XJZPI 03/23/2009 13:51 0.86 15 03/30/2009 14:59 1.08 0.22 25.6% 90 PUT XLF XJZPI 03/23/2009 13:51 0.86 16 03/30/2009 15:00 1.10 0.24 27.9% 20 PUT XLF XJZPI 03/23/2009 13:51 0.86 17 03/30/2009 15:01 1.08 0.22 25.6% 1 PUT XLF XJZPI 03/23/2009 13:51 0.86 18 03/30/2009 15:03 1.08 0.22 25.6% 5 PUT XLF XJZPI 03/23/2009 13:51 0.86 19 03/30/2009 15:07 1.09 0.23 26.7% 6 PUT XLF XJZPI 03/23/2009 13:51 0.86 20 03/30/2009 15:09 1.08 0.22 25.6% 110 PUT XLF XJZPI 03/23/2009 13:51 0.86 21 03/30/2009 15:10 1.06 0.20 23.3% 510 PUT XLF XJZPI 03/23/2009 13:51 0.86 22 03/30/2009 15:11 1.05 0.19 22.1% 40 PUT XLF XJZPI 03/23/2009 13:51 0.86 23 03/30/2009 15:13 1.06 0.20 23.3% 15 PUT XLF XJZPI 03/23/2009 13:51 0.86 24 03/30/2009 15:14 1.06 0.20 23.3% 4 PUT XLF XJZPI 03/23/2009 13:51 0.86 25 03/30/2009 15:15 1.05 0.19 22.1% 50 PUT XLF XJZPI 03/23/2009 13:51 0.86 26 03/30/2009 15:16 1.06 0.20 23.3% 9 PUT XLF XJZPI 03/23/2009 13:51 0.86 27 03/30/2009 15:24 1.04 0.18 20.9% 50 PUT XLF XJZPI 03/23/2009 13:51 0.86 28 03/30/2009 15:27 1.06 0.20 23.3% 1 PUT XLF XJZPI 03/23/2009 13:51 0.86 29 03/30/2009 15:28 1.08 0.22 25.6% 280 PUT XLF XJZPI 03/23/2009 13:51 0.86 30 03/30/2009 15:31 1.07 0.21 24.4% 1 PUT XLF XJZPI 03/23/2009 13:51 0.86 31 03/30/2009 15:32 1.07 0.21 24.4% 10 PUT XLF XJZPI 03/23/2009 13:51 0.86 32 03/30/2009 15:33 1.06 0.20 23.3% 3 PUT XLF XJZPI 03/23/2009 13:51 0.86 33 03/30/2009 15:37 1.07 0.21 24.4% 3 PUT XLF XJZPI 03/23/2009 13:51 0.86 34 03/30/2009 15:38 1.09 0.23 26.7% 488 PUT XLF XJZPI 03/23/2009 13:51 0.86 35 03/30/2009 15:39 1.11 0.25 29.1% 1,227 * PUT XLF XJZPI 03/23/2009 13:51 0.86 36 03/30/2009 15:41 1.10 0.24 27.9% 151 PUT XLF XJZPI 03/23/2009 13:51 0.86 37 03/30/2009 15:43 1.13 0.27 31.4% 5 PUT XLF XJZPI 03/23/2009 13:51 0.86 38 03/30/2009 15:45 1.11 0.25 29.1% 60 PUT XLF XJZPI 03/23/2009 13:51 0.86 39 03/30/2009 15:46 1.13 0.27 31.4% 10 PUT XLF XJZPI 03/23/2009 13:51 0.86 40 03/30/2009 15:47 1.13 0.27 31.4% 20 PUT XLF XJZPI 03/23/2009 13:51 0.86 41 03/30/2009 15:49 1.13 0.27 31.4% 20 PUT XLF XJZPI 03/23/2009 13:51 0.86 42 03/30/2009 15:52 1.09 0.23 26.7% 5,358 * PUT XLF XJZPI 03/23/2009 13:51 0.86 43 03/30/2009 15:54 1.10 0.24 27.9% 12 PUT XLF XJZPI 03/23/2009 13:51 0.86 44 03/30/2009 15:57 1.10 0.24 27.9% 5 PUT XLF XJZPI 03/23/2009 13:51 0.86 45 03/30/2009 15:59 1.10 0.24 27.9% 1 WORST CASE LOSS: AVG DRAWDOWN%: 55.5% AVG PUT % RANGE: 1.2%% TO: 79.1%% OF: 0.86 OR: 0.01 TO: 0.68