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C A L L     O P T I O N STRIKE LTP OPEN INTEREST CHOI 700.00 119.00 54000 0 720.00 108.30 8250 0 740.00 93.65 10500 0 750.00 62.90 200250 12750 760.00 58.00 52500 -2250 770.00 43.20 146250 65250 780.00 33.85 186750 99000 790.00 25.40 141000 -4500 800.00 17.00 736500 75000 810.00 10.35 688500 501750 820.00 6.15 1572000 861750 830.00 3.60 3152250 1779000 840.00 2.05 3489000 749250 850.00 1.30 5802750 200250 860.00 0.95 6678000 -435000 870.00 0.70 7605750 -384750 880.00 0.50 4107750 -852000 890.00 0.45 2046000 -681000 900.00 0.40 7966500 -154500 910.00 0.35 1253250 -244500 920.00 0.25 1341750 -219750 930.00 0.20 1071750 -70500 940.00 0.15 1326750 -92250 950.00 0.15 281250 9000 960.00 0.20 691500 -169500 980.00 0.10 616500 -93000 Total OI 51227250	CMP 813.00	P U T     O P T I O N STRIKE LTP OPEN INTEREST CHOI 700.00 0.10 18000 -1500 720.00 0.10 87000 -70500 740.00 0.15 151500 0 750.00 0.25 333750 1500 760.00 0.20 96750 -18000 770.00 0.25 693750 -114000 780.00 0.15 124500 0 790.00 0.25 312000 -6750 800.00 0.25 454500 2250 810.00 0.30 269250 -18000 820.00 0.50 1019250 -101250 830.00 0.60 693750 -144000 840.00 0.80 600750 -8250 850.00 1.25 1311000 18000 860.00 2.15 1249500 -6750 870.00 4.00 3601500 -675000 880.00 7.35 1600500 -53250 890.00 12.85 1851000 -640500 900.00 20.25 1524750 -522000 910.00 28.95 2471250 -260250 920.00 37.90 2096250 -212250 930.00 47.85 1659000 -241500 940.00 58.05 1109250 -183750 950.00 66.55 381750 -75750 960.00 77.90 280500 -18000 980.00 86.80 486000 -46500 Total OI 24797250		RESULT   -4.28 -0.59 -0.64 -8.34 -2.02 -4.1 -4.2 -2.34 -8.27 -4.7 -6.11 -7.29 -4.45 -3.94 -2.44 6.05 6.47 15.24 18.46 47.4 52.74 52.78 42.8 16.91 14.48 28.08		UPC 4.38	PCR 0.48