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

When to SELL PUT option on Straddle, Stock Symbol: HPQ  Option Symbol: HPQPF

Straddle Discovered on: 03/23/2009 13:55  Purchase Price (Put):   1.20 # Contracts:   1,000*
Total Straddle Cost:   2.90*  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   HPQ   HPQPF   03/23/2009  13:55   1.20    1         03/25/2009  14:46     1.45    0.25   20.8%        50

WORST CASE LOSS: 

AVG DRAWDOWN%:    55.9%
AVG PUT % RANGE:  30.8%% TO:  79.2%% OF:   1.20 OR:   0.37 TO:   0.95