Buy Jan 30 calls for 1.30.
Stop loss is a close a bit below point C.
Updated February 9 2014
Apologies — I mixed up 2 posts. The above chart is correct, but the ticker should be TSN. I am deciding, that for this strategy, that stop losses triggers when price goes down significantly for a few days. To the point it’s very unlikely to ever be profitable. Assuming the environment is basically a bull market. The reason why is the call that cost 1.30 could have been sold for at least 2.50 in January. Instead, it was sold for about a 50% loss.