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

When to SELL PUT option on Straddle, Stock Symbol: GE  Option Symbol: GEWPI

Straddle Discovered on: 04/02/2009 14:59  Purchase Price (Put):   0.76 # Contracts:     944*
Total Straddle Cost:   1.37*  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   GE    GEWPI   04/02/2009  14:59   0.76    1         04/08/2009  10:38     0.93    0.17   22.4%         1
PUT   GE    GEWPI   04/02/2009  14:59   0.76    2         04/08/2009  10:41     0.94    0.18   23.7%        24
PUT   GE    GEWPI   04/02/2009  14:59   0.76    3         04/08/2009  10:44     0.93    0.17   22.4%        20
PUT   GE    GEWPI   04/02/2009  14:59   0.76    4         04/08/2009  10:45     0.92    0.16   21.1%         2
PUT   GE    GEWPI   04/02/2009  14:59   0.76    5         04/08/2009  10:46     0.92    0.16   21.1%        10
PUT   GE    GEWPI   04/02/2009  14:59   0.76    6         04/08/2009  10:47     0.92    0.16   21.1%        52
PUT   GE    GEWPI   04/02/2009  14:59   0.76    7         04/08/2009  10:48     0.93    0.17   22.4%        30

WORST CASE LOSS: 

AVG DRAWDOWN%:    27.5%
AVG PUT % RANGE:  14.5%% TO:  78.9%% OF:   0.76 OR:   0.11 TO:   0.60