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 15:30 Purchase Price (Put): 3.27 # Contracts: 1,270* Total Straddle Cost: 5.90* 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 CVX CVXPN 03/24/2009 15:30 3.27 1 03/30/2009 09:31 4.00 0.73 22.3% 1 PUT CVX CVXPN 03/24/2009 15:30 3.27 2 03/30/2009 09:40 4.20 0.93 28.4% 26 PUT CVX CVXPN 03/24/2009 15:30 3.27 3 03/30/2009 09:44 4.20 0.93 28.4% 20 PUT CVX CVXPN 03/24/2009 15:30 3.27 4 03/30/2009 09:46 4.17 0.90 27.5% 2 PUT CVX CVXPN 03/24/2009 15:30 3.27 5 03/30/2009 09:47 4.20 0.93 28.4% 3 PUT CVX CVXPN 03/24/2009 15:30 3.27 6 03/30/2009 09:49 4.30 1.03 31.5% 2 PUT CVX CVXPN 03/24/2009 15:30 3.27 7 03/30/2009 09:54 4.20 0.93 28.4% 2 PUT CVX CVXPN 03/24/2009 15:30 3.27 8 03/30/2009 10:05 4.40 1.13 34.6% 2 PUT CVX CVXPN 03/24/2009 15:30 3.27 9 03/30/2009 11:16 4.40 1.13 34.6% 2 PUT CVX CVXPN 03/24/2009 15:30 3.27 10 03/30/2009 12:14 4.80 1.53 46.8% 1 PUT CVX CVXPN 03/24/2009 15:30 3.27 11 03/30/2009 13:35 4.80 1.53 46.8% 3 PUT CVX CVXPN 03/24/2009 15:30 3.27 12 03/30/2009 13:58 5.00 1.73 52.9% 2 PUT CVX CVXPN 03/24/2009 15:30 3.27 13 03/30/2009 14:42 5.10 1.83 56.0% 5 PUT CVX CVXPN 03/24/2009 15:30 3.27 14 03/30/2009 15:25 4.70 1.43 43.7% 111 PUT CVX CVXPN 03/24/2009 15:30 3.27 15 03/30/2009 15:26 4.70 1.43 43.7% 46 PUT CVX CVXPN 03/24/2009 15:30 3.27 16 03/30/2009 15:40 4.92 1.65 50.5% 300 PUT CVX CVXPN 03/24/2009 15:30 3.27 17 03/30/2009 15:41 4.90 1.63 49.8% 300 PUT CVX CVXPN 03/24/2009 15:30 3.27 18 03/30/2009 15:58 4.60 1.33 40.7% 8 PUT CVX CVXPN 03/24/2009 15:30 3.27 19 04/01/2009 09:32 5.00 1.73 52.9% 6 PUT CVX CVXPN 03/24/2009 15:30 3.27 20 04/01/2009 09:34 4.80 1.53 46.8% 2 PUT CVX CVXPN 03/24/2009 15:30 3.27 21 04/01/2009 09:37 4.80 1.53 46.8% 20 PUT CVX CVXPN 03/24/2009 15:30 3.27 22 04/01/2009 09:51 4.70 1.43 43.7% 2 PUT CVX CVXPN 03/24/2009 15:30 3.27 23 04/01/2009 09:57 4.70 1.43 43.7% 10 PUT CVX CVXPN 03/24/2009 15:30 3.27 24 04/01/2009 10:17 4.30 1.03 31.5% 31 PUT CVX CVXPN 03/24/2009 15:30 3.27 25 04/01/2009 10:20 4.00 0.73 22.3% 8 PUT CVX CVXPN 03/24/2009 15:30 3.27 26 04/01/2009 10:26 4.00 0.73 22.3% 30 PUT CVX CVXPN 03/24/2009 15:30 3.27 27 04/01/2009 10:34 4.10 0.83 25.4% 10 PUT CVX CVXPN 03/24/2009 15:30 3.27 28 04/01/2009 10:35 4.00 0.73 22.3% 8 PUT CVX CVXPN 03/24/2009 15:30 3.27 29 04/01/2009 11:11 4.00 0.73 22.3% 8 PUT CVX CVXPN 03/24/2009 15:30 3.27 30 04/01/2009 11:16 4.00 0.73 22.3% 10 PUT CVX CVXPN 03/24/2009 15:30 3.27 31 04/16/2009 09:51 4.10 0.83 25.4% 1 PUT CVX CVXPN 03/24/2009 15:30 3.27 32 04/16/2009 12:07 4.50 1.23 37.6% 1 PUT CVX CVXPN 03/24/2009 15:30 3.27 33 04/16/2009 14:24 4.30 1.03 31.5% 10 PUT CVX CVXPN 03/24/2009 15:30 3.27 34 04/16/2009 15:57 4.00 0.73 22.3% 10 WORST CASE LOSS: AVG DRAWDOWN%: 65.5% AVG PUT % RANGE: 48.9%% TO: 79.5%% OF: 3.27 OR: 1.60 TO: 2.60