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C A L L     O P T I O N STRIKE LTP OPEN INTEREST CHOI 4000.00 1040.00 500 0 4100.00 623.00 0 0 4200.00 555.00 0 0 4300.00 750.00 125 0 4400.00 1251.85 1125 0 4500.00 1180.00 19000 0 4600.00 950.00 24375 -625 4700.00 854.85 70250 4375 4800.00 749.95 121375 -1000 4900.00 656.75 134375 -2875 5000.00 564.60 152375 -5875 5100.00 464.75 71125 -8875 5200.00 370.45 49500 -4000 5300.00 276.10 34250 -3125 5400.00 194.75 71250 -12000 5500.00 122.20 86500 -19500 5600.00 79.35 123875 14125 5700.00 52.05 218625 27250 5800.00 37.40 353000 16375 5900.00 26.10 209000 54500 6000.00 19.40 428375 87250 6100.00 14.00 86750 11875 6200.00 11.35 200375 35250 6300.00 9.35 20500 20500 6400.00 7.65 96250 40875 Total OI 2572875	CMP 5553.85	P U T     O P T I O N STRIKE LTP OPEN INTEREST CHOI 4000.00 0.70 35625 -12750 4100.00 0.80 2000 -125 4200.00 0.95 24250 1375 4300.00 1.95 34500 -1250 4400.00 1.85 20625 -9125 4500.00 1.70 169625 -8625 4600.00 2.95 64125 -11375 4700.00 3.85 111375 -9250 4800.00 5.10 138375 -12250 4900.00 7.05 198375 -22750 5000.00 9.50 285125 -18125 5100.00 12.50 114625 -9250 5200.00 16.55 118125 -10375 5300.00 23.75 134375 1750 5400.00 37.60 170500 -29000 5500.00 69.60 175125 -57500 5600.00 123.00 104000 -73125 5700.00 198.45 87375 -58375 5800.00 277.20 39125 -6125 5900.00 371.00 16125 750 6000.00 470.35 5250 -6000 6100.00 1518.25 0 0 6200.00 445.40 2000 0 6300.00 1129.60 0 0 6400.00 1805.05 0 0 Total OI 2050625		RESULT   -0.33 0 0.02 -0.02 -0.91 -14.75 -15.31 -39.75 -60.21 -57.9 -55.55 -21.08 -10.92 -4.18 -4.98 1.08 1.98 3.97 -1.57 0.35 -3.89 -0.81 -0.92 -0.13 -0.49		UPC 0.16	PCR 0.8