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C A L L     O P T I O N STRIKE LTP OPEN INTEREST CHOI 5200.00 1577.00 600 0 5800.00 1125.00 0 0 6000.00 983.00 1600 -1000 6100.00 1179.70 0 0 6200.00 935.00 900 0 6300.00 521.65 5300 100 6400.00 439.55 8800 -1500 6500.00 342.15 22200 -1500 6600.00 256.25 25600 -700 6700.00 176.25 48000 -3000 6800.00 112.75 105300 22600 6900.00 68.95 136600 -14300 7000.00 42.65 262800 23800 7100.00 27.45 231000 -3300 7200.00 18.10 434000 -97600 7300.00 13.25 137800 -22400 7400.00 10.35 99000 -11300 7500.00 8.30 264600 -36400 7600.00 6.70 84900 2600 7700.00 5.30 71100 -4600 7800.00 3.80 104400 -16400 8000.00 2.65 180900 -16800 8200.00 546.65 0 0 8400.00 2.05 26100 -4600 Total OI 2251500	CMP 6826.40	P U T     O P T I O N STRIKE LTP OPEN INTEREST CHOI 5200.00 1.00 2000 0 5800.00 1.00 6200 -2500 6000.00 1.90 200 0 6100.00 0.85 6100 -100 6200.00 3.70 2600 0 6300.00 2.55 78900 -3300 6400.00 4.50 25700 800 6500.00 6.50 51100 2400 6600.00 8.70 32700 0 6700.00 11.60 170700 -10600 6800.00 18.85 375800 -80200 6900.00 28.10 106600 -25800 7000.00 47.30 102000 6200 7100.00 83.65 71200 -21800 7200.00 131.00 94300 -31400 7300.00 217.25 161900 -41800 7400.00 288.55 50700 -17900 7500.00 393.10 48000 -5300 7600.00 493.40 8100 -300 7700.00 333.75 4500 0 7800.00 656.20 14900 -5300 8000.00 747.15 2600 -2000 8200.00 605.00 1900 0 8400.00 972.00 14700 -100 Total OI 1437000		RESULT   -0.63 0 -1.05 0 -0.55 -1.71 -2.5 -4.84 -4.18 -4.32 -3.19 -4.28 -4.26 -0.26 3 22.23 9.07 11.12 2.29 0.75 6.25 0.98 0.77 9.49		UPC 1.63	PCR 0.64