Generated on: 01/04/2010 16:04:01 Buy Signals Sell Signals When to SELL PUT option on Straddle, Stock Symbol: CVX Option Symbol: CVXPN Straddle Discovered on: 03/24/2009 14:47 Purchase Price (Put): 3.10 # Contracts: 5,000* Total Straddle Cost: 5.85* 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 CVX CVXPN 03/24/2009 14:47 3.10 1 03/25/2009 14:37 3.80 0.70 22.6% 1 PUT CVX CVXPN 03/24/2009 14:47 3.10 2 03/25/2009 14:53 3.90 0.80 25.8% 3 PUT CVX CVXPN 03/24/2009 14:47 3.10 3 03/25/2009 15:25 3.90 0.80 25.8% 1 PUT CVX CVXPN 03/24/2009 14:47 3.10 4 03/25/2009 15:32 3.80 0.70 22.6% 90 PUT CVX CVXPN 03/24/2009 14:47 3.10 5 03/25/2009 15:36 3.80 0.70 22.6% 180 PUT CVX CVXPN 03/24/2009 14:47 3.10 6 03/30/2009 09:30 3.80 0.70 22.6% 191 PUT CVX CVXPN 03/24/2009 14:47 3.10 7 03/30/2009 09:31 4.00 0.90 29.0% 1 PUT CVX CVXPN 03/24/2009 14:47 3.10 8 03/30/2009 09:40 4.20 1.10 35.5% 26 PUT CVX CVXPN 03/24/2009 14:47 3.10 9 03/30/2009 09:44 4.20 1.10 35.5% 20 PUT CVX CVXPN 03/24/2009 14:47 3.10 10 03/30/2009 09:46 4.17 1.07 34.5% 2 PUT CVX CVXPN 03/24/2009 14:47 3.10 11 03/30/2009 09:47 4.20 1.10 35.5% 3 PUT CVX CVXPN 03/24/2009 14:47 3.10 12 03/30/2009 09:49 4.30 1.20 38.7% 2 PUT CVX CVXPN 03/24/2009 14:47 3.10 13 03/30/2009 09:54 4.20 1.10 35.5% 2 PUT CVX CVXPN 03/24/2009 14:47 3.10 14 03/30/2009 10:05 4.40 1.30 41.9% 2 PUT CVX CVXPN 03/24/2009 14:47 3.10 15 03/30/2009 11:16 4.40 1.30 41.9% 2 PUT CVX CVXPN 03/24/2009 14:47 3.10 16 03/30/2009 12:14 4.80 1.70 54.8% 1 PUT CVX CVXPN 03/24/2009 14:47 3.10 17 03/30/2009 13:35 4.80 1.70 54.8% 3 PUT CVX CVXPN 03/24/2009 14:47 3.10 18 03/30/2009 13:58 5.00 1.90 61.3% 2 PUT CVX CVXPN 03/24/2009 14:47 3.10 19 03/30/2009 14:42 5.10 2.00 64.5% 5 PUT CVX CVXPN 03/24/2009 14:47 3.10 20 03/30/2009 15:25 4.70 1.60 51.6% 111 PUT CVX CVXPN 03/24/2009 14:47 3.10 21 03/30/2009 15:26 4.70 1.60 51.6% 46 PUT CVX CVXPN 03/24/2009 14:47 3.10 22 03/30/2009 15:40 4.92 1.82 58.7% 300 PUT CVX CVXPN 03/24/2009 14:47 3.10 23 03/30/2009 15:41 4.90 1.80 58.1% 300 PUT CVX CVXPN 03/24/2009 14:47 3.10 24 03/30/2009 15:58 4.60 1.50 48.4% 8 PUT CVX CVXPN 03/24/2009 14:47 3.10 25 04/01/2009 09:32 5.00 1.90 61.3% 6 PUT CVX CVXPN 03/24/2009 14:47 3.10 26 04/01/2009 09:34 4.80 1.70 54.8% 2 PUT CVX CVXPN 03/24/2009 14:47 3.10 27 04/01/2009 09:37 4.80 1.70 54.8% 20 PUT CVX CVXPN 03/24/2009 14:47 3.10 28 04/01/2009 09:51 4.70 1.60 51.6% 2 PUT CVX CVXPN 03/24/2009 14:47 3.10 29 04/01/2009 09:57 4.70 1.60 51.6% 10 PUT CVX CVXPN 03/24/2009 14:47 3.10 30 04/01/2009 10:17 4.30 1.20 38.7% 31 PUT CVX CVXPN 03/24/2009 14:47 3.10 31 04/01/2009 10:20 4.00 0.90 29.0% 8 PUT CVX CVXPN 03/24/2009 14:47 3.10 32 04/01/2009 10:26 4.00 0.90 29.0% 30 PUT CVX CVXPN 03/24/2009 14:47 3.10 33 04/01/2009 10:34 4.10 1.00 32.3% 10 PUT CVX CVXPN 03/24/2009 14:47 3.10 34 04/01/2009 10:35 4.00 0.90 29.0% 8 PUT CVX CVXPN 03/24/2009 14:47 3.10 35 04/01/2009 11:11 4.00 0.90 29.0% 8 PUT CVX CVXPN 03/24/2009 14:47 3.10 36 04/01/2009 11:16 4.00 0.90 29.0% 10 PUT CVX CVXPN 03/24/2009 14:47 3.10 37 04/01/2009 11:29 3.90 0.80 25.8% 20 PUT CVX CVXPN 03/24/2009 14:47 3.10 38 04/01/2009 11:47 3.90 0.80 25.8% 15 PUT CVX CVXPN 03/24/2009 14:47 3.10 39 04/01/2009 13:06 3.80 0.70 22.6% 12 PUT CVX CVXPN 03/24/2009 14:47 3.10 40 04/16/2009 09:45 3.80 0.70 22.6% 2 PUT CVX CVXPN 03/24/2009 14:47 3.10 41 04/16/2009 09:47 3.90 0.80 25.8% 2 PUT CVX CVXPN 03/24/2009 14:47 3.10 42 04/16/2009 09:51 4.10 1.00 32.3% 1 PUT CVX CVXPN 03/24/2009 14:47 3.10 43 04/16/2009 12:07 4.50 1.40 45.2% 1 PUT CVX CVXPN 03/24/2009 14:47 3.10 44 04/16/2009 14:24 4.30 1.20 38.7% 10 PUT CVX CVXPN 03/24/2009 14:47 3.10 45 04/16/2009 15:20 3.78 0.68 21.9% 2 PUT CVX CVXPN 03/24/2009 14:47 3.10 46 04/16/2009 15:37 3.90 0.80 25.8% 2 PUT CVX CVXPN 03/24/2009 14:47 3.10 47 04/16/2009 15:57 4.00 0.90 29.0% 10 WORST CASE LOSS: AVG DRAWDOWN%: 66.9% AVG PUT % RANGE: 51.6%% TO: 79.0%% OF: 3.10 OR: 1.60 TO: 2.45