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

When to SELL PUT option on Straddle, Stock Symbol: EFA  Option Symbol: EFEPM

Straddle Discovered on: 03/25/2009 13:40  Purchase Price (Put):   1.80 # Contracts:     850*
Total Straddle Cost:   3.20*  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   EFA   EFEPM   03/25/2009  13:40   1.80    1         03/30/2009  11:04     2.90    1.10   61.1%        68

WORST CASE LOSS: 

AVG DRAWDOWN%:    50.8%
AVG PUT % RANGE:  41.1%% TO:  66.7%% OF:   1.80 OR:   0.74 TO:   1.20