Contract: Mar-2005 450 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 450    309.000 0 0 49.29 38.09 759.000
04-Jan-2005 Mar-2005 450    295.000 0 0 46.89 39.05 745.000
05-Jan-2005 Mar-2005 450    296.000 0 0 46.69 38.93 746.000
06-Jan-2005 Mar-2005 450    285.000 0 0 46.69 37.71 735.000
07-Jan-2005 Mar-2005 450    280.000 0 0 45.29 34.71 730.000

Contract: Mar-2005 450 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 450     0 0 49.29 38.09 759.000
04-Jan-2005 Mar-2005 450     0 0 46.89 39.05 745.000
05-Jan-2005 Mar-2005 450     0 0 46.69 38.93 746.000
06-Jan-2005 Mar-2005 450     0 0 46.69 37.71 735.000
07-Jan-2005 Mar-2005 450     0 0 45.29 34.71 730.000

Contract: Mar-2005 475 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 475    284.000 0 0 49.49 38.09 759.000
04-Jan-2005 Mar-2005 475    270.000 0 0 47.09 39.05 745.000
05-Jan-2005 Mar-2005 475    271.000 0 0 46.89 38.93 746.000
06-Jan-2005 Mar-2005 475    260.000 0 0 46.89 37.71 735.000
07-Jan-2005 Mar-2005 475    255.000 0 0 45.49 34.71 730.000

Contract: Mar-2005 475 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 475     0 500 49.49 38.09 759.000
04-Jan-2005 Mar-2005 475     0 500 47.09 39.05 745.000
05-Jan-2005 Mar-2005 475     0 500 46.89 38.93 746.000
06-Jan-2005 Mar-2005 475     0 500 46.89 37.71 735.000
07-Jan-2005 Mar-2005 475     0 500 45.49 34.71 730.000

Contract: Mar-2005 500 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 500    259.000 0 0 49.49 38.09 759.000
04-Jan-2005 Mar-2005 500    245.000 0 0 47.09 39.05 745.000
05-Jan-2005 Mar-2005 500    246.000 0 0 46.89 38.93 746.000
06-Jan-2005 Mar-2005 500    235.000 0 0 46.89 37.71 735.000
07-Jan-2005 Mar-2005 500    230.000 0 0 45.49 34.71 730.000

Contract: Mar-2005 500 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 500     0 0 49.49 38.09 759.000
04-Jan-2005 Mar-2005 500     0 0 47.09 39.05 745.000
05-Jan-2005 Mar-2005 500     0 0 46.89 38.93 746.000
06-Jan-2005 Mar-2005 500     0 0 46.89 37.71 735.000
07-Jan-2005 Mar-2005 500     0 0 45.49 34.71 730.000

Contract: Mar-2005 525 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 525    235.000 0 0 49.49 38.09 759.000
04-Jan-2005 Mar-2005 525    221.000 0 0 47.09 39.05 745.000
05-Jan-2005 Mar-2005 525    222.000 0 0 46.89 38.93 746.000
06-Jan-2005 Mar-2005 525    211.000 0 0 46.89 37.71 735.000
07-Jan-2005 Mar-2005 525    206.000 0 0 45.49 34.71 730.000

Contract: Mar-2005 525 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 525    1.000 0 200 49.49 38.09 759.000
04-Jan-2005 Mar-2005 525    1.000 0 200 47.09 39.05 745.000
05-Jan-2005 Mar-2005 525    1.000 0 200 46.89 38.93 746.000
06-Jan-2005 Mar-2005 525    1.000 0 200 46.89 37.71 735.000
07-Jan-2005 Mar-2005 525    1.000 0 200 45.49 34.71 730.000

Contract: Mar-2005 550 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 550    210.000 0 0 49.49 38.09 759.000
04-Jan-2005 Mar-2005 550    196.000 0 0 47.09 39.05 745.000
05-Jan-2005 Mar-2005 550    197.000 0 0 46.89 38.93 746.000
06-Jan-2005 Mar-2005 550    186.000 0 0 46.89 37.71 735.000
07-Jan-2005 Mar-2005 550    181.000 0 0 45.49 34.71 730.000

Contract: Mar-2005 550 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 550    1.000 0 550 49.49 38.09 759.000
04-Jan-2005 Mar-2005 550    1.000 0 550 47.09 39.05 745.000
05-Jan-2005 Mar-2005 550    1.000 0 550 46.89 38.93 746.000
06-Jan-2005 Mar-2005 550    1.000 0 550 46.89 37.71 735.000
07-Jan-2005 Mar-2005 550    1.000 0 550 45.49 34.71 730.000

Contract: Mar-2005 575 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 575    187.000 0 0 49.12 38.09 759.000
04-Jan-2005 Mar-2005 575    172.000 0 0 46.72 39.05 745.000
05-Jan-2005 Mar-2005 575    173.000 0 0 46.52 38.93 746.000
06-Jan-2005 Mar-2005 575    163.000 0 0 46.52 37.71 735.000
07-Jan-2005 Mar-2005 575    157.000 0 0 45.12 34.71 730.000

Contract: Mar-2005 575 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 575    3.000 0 960 49.12 38.09 759.000
04-Jan-2005 Mar-2005 575    2.000 0 960 46.72 39.05 745.000
05-Jan-2005 Mar-2005 575    2.000 0 960 46.52 38.93 746.000
06-Jan-2005 Mar-2005 575    3.000 0 960 46.52 37.71 735.000
07-Jan-2005 Mar-2005 575    2.000 0 960 45.12 34.71 730.000

Contract: Mar-2005 600 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 600    162.000 0 400 45.03 38.09 759.000
04-Jan-2005 Mar-2005 600    148.000 0 400 43.63 39.05 745.000
05-Jan-2005 Mar-2005 600    149.000 0 400 43.43 38.93 746.000
06-Jan-2005 Mar-2005 600    139.000 0 400 43.43 37.71 735.000
07-Jan-2005 Mar-2005 600    133.000 0 400 41.83 34.71 730.000

Contract: Mar-2005 600 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 600    3.000 0 800 45.03 38.09 759.000
04-Jan-2005 Mar-2005 600    3.000 0 800 43.63 39.05 745.000
05-Jan-2005 Mar-2005 600    3.000 0 800 43.43 38.93 746.000
06-Jan-2005 Mar-2005 600    4.000 0 800 43.43 37.71 735.000
07-Jan-2005 Mar-2005 600    3.000 0 800 41.83 34.71 730.000

Contract: Mar-2005 625 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 625    138.000 0 125 40.88 38.09 759.000
04-Jan-2005 Mar-2005 625    125.000 0 125 40.88 39.05 745.000
05-Jan-2005 Mar-2005 625    126.000 0 125 40.68 38.93 746.000
06-Jan-2005 Mar-2005 625    116.000 0 125 40.68 37.71 735.000
07-Jan-2005 Mar-2005 625    110.000 0 125 39.08 34.71 730.000

Contract: Mar-2005 625 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 625    4.000 0 320 40.88 38.09 759.000
04-Jan-2005 Mar-2005 625    5.000 0 320 40.88 39.05 745.000
05-Jan-2005 Mar-2005 625    5.000 0 320 40.68 38.93 746.000
06-Jan-2005 Mar-2005 625    6.000 0 320 40.68 37.71 735.000
07-Jan-2005 Mar-2005 625    5.000 0 320 39.08 34.71 730.000

Contract: Mar-2005 650 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 650    115.000 0 900 38.39 38.09 759.000
04-Jan-2005 Mar-2005 650    102.000 0 900 38.39 39.05 745.000
05-Jan-2005 Mar-2005 650    103.000 0 900 38.19 38.93 746.000
06-Jan-2005 Mar-2005 650    93.000 0 900 38.19 37.71 735.000
07-Jan-2005 Mar-2005 650    88.000 0 900 36.79 34.71 730.000

Contract: Mar-2005 650 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 650    6.000 0 100 38.39 38.09 759.000
04-Jan-2005 Mar-2005 650    7.000 0 100 38.39 39.05 745.000
05-Jan-2005 Mar-2005 650    7.000 0 100 38.19 38.93 746.000
06-Jan-2005 Mar-2005 650    8.000 0 100 38.19 37.71 735.000
07-Jan-2005 Mar-2005 650    8.000 0 100 36.79 34.71 730.000

Contract: Mar-2005 675 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 675    94.000 0 600 37.51 38.09 759.000
04-Jan-2005 Mar-2005 675    82.000 0 600 37.51 39.05 745.000
05-Jan-2005 Mar-2005 675    82.000 0 600 36.91 38.93 746.000
06-Jan-2005 Mar-2005 675    73.000 0 600 37.31 37.71 735.000
07-Jan-2005 Mar-2005 675    68.000 0 600 35.91 34.71 730.000

Contract: Mar-2005 675 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 675    10.000 0 110 37.51 38.09 759.000
04-Jan-2005 Mar-2005 675    12.000 0 110 37.51 39.05 745.000
05-Jan-2005 Mar-2005 675    11.000 0 110 36.91 38.93 746.000
06-Jan-2005 Mar-2005 675    13.000 0 110 37.31 37.71 735.000
07-Jan-2005 Mar-2005 675    13.000 0 110 35.91 34.71 730.000

Contract: Mar-2005 700 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 700    74.000 0 645 37.13 38.09 759.000
04-Jan-2005 Mar-2005 700    64.000 0 645 36.73 39.05 745.000
05-Jan-2005 Mar-2005 700    63.000 0 645 36.13 38.93 746.000
06-Jan-2005 Mar-2005 700    56.000 0 645 36.53 37.71 735.000
07-Jan-2005 Mar-2005 700    51.000 0 645 35.13 34.71 730.000

Contract: Mar-2005 700 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 700    15.000 0 266 37.13 38.09 759.000
04-Jan-2005 Mar-2005 700    19.000 0 266 36.73 39.05 745.000
05-Jan-2005 Mar-2005 700    17.000 0 266 36.13 38.93 746.000
06-Jan-2005 Mar-2005 700 21.000 21.000 21.000 21.000 100 266 36.53 37.71 735.000
07-Jan-2005 Mar-2005 700 20.000 20.000 20.000 21.000 31 366 35.13 34.71 730.000

Contract: Mar-2005 725 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 725    58.000 0 300 37.42 38.09 759.000
04-Jan-2005 Mar-2005 725    49.000 0 300 37.42 39.05 745.000
05-Jan-2005 Mar-2005 725    49.000 0 300 37.22 38.93 746.000
06-Jan-2005 Mar-2005 725    42.000 0 300 37.22 37.71 735.000
07-Jan-2005 Mar-2005 725 34.000 34.000 34.000 36.000 27 300 34.62 34.71 730.000

Contract: Mar-2005 725 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 725    24.000 0 875 37.42 38.09 759.000
04-Jan-2005 Mar-2005 725    29.000 0 875 37.42 39.05 745.000
05-Jan-2005 Mar-2005 725    28.000 0 875 37.22 38.93 746.000
06-Jan-2005 Mar-2005 725    32.000 0 875 37.22 37.71 735.000
07-Jan-2005 Mar-2005 725 27.000 27.000 27.000 31.000 27 875 34.62 34.71 730.000

Contract: Mar-2005 750 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 750    45.000 0 2680 37.85 38.09 759.000
04-Jan-2005 Mar-2005 750    38.000 0 2680 39.45 39.05 745.000
05-Jan-2005 Mar-2005 750    38.000 0 2680 39.25 38.93 746.000
06-Jan-2005 Mar-2005 750    32.000 0 2680 38.45 37.71 735.000
07-Jan-2005 Mar-2005 750 25.000 28.000 25.000 26.000 1400 2680 35.05 34.71 730.000

Contract: Mar-2005 750 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 750    36.000 0 200 37.85 38.09 759.000
04-Jan-2005 Mar-2005 750    43.000 0 200 39.45 39.05 745.000
05-Jan-2005 Mar-2005 750    42.000 0 200 39.25 38.93 746.000
06-Jan-2005 Mar-2005 750 40.000 40.000 40.000 47.000 1 200 38.45 37.71 735.000
07-Jan-2005 Mar-2005 750 41.000 41.000 41.000 46.000 200 201 35.05 34.71 730.000

Contract: Mar-2005 775 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 775    34.000 0 100 38.52 38.09 759.000
04-Jan-2005 Mar-2005 775    30.000 0 100 40.92 39.05 745.000
05-Jan-2005 Mar-2005 775    29.000 0 100 40.72 38.93 746.000
06-Jan-2005 Mar-2005 775    23.000 0 100 39.12 37.71 735.000
07-Jan-2005 Mar-2005 775    19.000 0 100 36.72 34.71 730.000

Contract: Mar-2005 775 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 775    50.000 0 380 38.52 38.09 759.000
04-Jan-2005 Mar-2005 775    60.000 0 380 40.92 39.05 745.000
05-Jan-2005 Mar-2005 775    58.000 0 380 40.72 38.93 746.000
06-Jan-2005 Mar-2005 775    63.000 0 380 39.12 37.71 735.000
07-Jan-2005 Mar-2005 775    64.000 0 380 36.72 34.71 730.000

Contract: Mar-2005 800 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 800    26.000 0 2600 39.52 38.09 759.000
04-Jan-2005 Mar-2005 800    24.000 0 2600 43.12 39.05 745.000
05-Jan-2005 Mar-2005 800    23.000 0 2600 42.92 38.93 746.000
06-Jan-2005 Mar-2005 800    16.000 0 2600 39.48 37.71 735.000
07-Jan-2005 Mar-2005 800 12.000 12.000 12.000 13.000 100 2600 37.72 34.71 730.000

Contract: Mar-2005 800 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 800    67.000 0 100 39.52 38.09 759.000
04-Jan-2005 Mar-2005 800    79.000 0 100 43.12 39.05 745.000
05-Jan-2005 Mar-2005 800    77.000 0 100 42.92 38.93 746.000
06-Jan-2005 Mar-2005 800    81.000 0 100 39.48 37.71 735.000
07-Jan-2005 Mar-2005 800 79.000 79.000 79.000 83.000 100 100 37.72 34.71 730.000

Contract: Mar-2005 825 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 825    21.000 0 881 41.74 38.09 759.000
04-Jan-2005 Mar-2005 825    17.000 0 881 43.34 39.05 745.000
05-Jan-2005 Mar-2005 825    17.000 0 881 43.14 38.93 746.000
06-Jan-2005 Mar-2005 825    11.000 0 881 39.7 37.71 735.000
07-Jan-2005 Mar-2005 825    9.000 0 881 38.14 34.71 730.000

Contract: Mar-2005 825 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 825    87.000 0 0 41.74 38.09 759.000
04-Jan-2005 Mar-2005 825    97.000 0 0 43.34 39.05 745.000
05-Jan-2005 Mar-2005 825    96.000 0 0 43.14 38.93 746.000
06-Jan-2005 Mar-2005 825    101.000 0 0 39.7 37.71 735.000
07-Jan-2005 Mar-2005 825    104.000 0 0 38.14 34.71 730.000

Contract: Mar-2005 850 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 850    16.000 0 750 43.05 38.09 759.000
04-Jan-2005 Mar-2005 850    13.000 0 750 43.65 39.05 745.000
05-Jan-2005 Mar-2005 850    12.000 0 750 43.45 38.93 746.000
06-Jan-2005 Mar-2005 850    8.000 0 750 40.02 37.71 735.000
07-Jan-2005 Mar-2005 850    6.000 0 750 38.65 34.71 730.000

Contract: Mar-2005 850 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 850    107.000 0 0 43.05 38.09 759.000
04-Jan-2005 Mar-2005 850    118.000 0 0 43.65 39.05 745.000
05-Jan-2005 Mar-2005 850    116.000 0 0 43.45 38.93 746.000
06-Jan-2005 Mar-2005 850    123.000 0 0 40.02 37.71 735.000
07-Jan-2005 Mar-2005 850    126.000 0 0 38.65 34.71 730.000

Contract: Mar-2005 875 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 875    12.000 0 200 43.9 38.09 759.000
04-Jan-2005 Mar-2005 875    9.000 0 200 43.9 39.05 745.000
05-Jan-2005 Mar-2005 875    9.000 0 200 43.7 38.93 746.000
06-Jan-2005 Mar-2005 875 8.000 8.000 8.000 5.000 100 200 40.26 37.71 735.000
07-Jan-2005 Mar-2005 875    4.000 0 200 38.9 34.71 730.000

Contract: Mar-2005 875 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 875    128.000 0 0 43.9 38.09 759.000
04-Jan-2005 Mar-2005 875    139.000 0 0 43.9 39.05 745.000
05-Jan-2005 Mar-2005 875    138.000 0 0 43.7 38.93 746.000
06-Jan-2005 Mar-2005 875    145.000 0 0 40.26 37.71 735.000
07-Jan-2005 Mar-2005 875    149.000 0 0 38.9 34.71 730.000

Contract: Mar-2005 900 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 900    9.000 0 100 44.31 38.09 759.000
04-Jan-2005 Mar-2005 900    7.000 0 100 44.31 39.05 745.000
05-Jan-2005 Mar-2005 900    6.000 0 100 44.11 38.93 746.000
06-Jan-2005 Mar-2005 900    4.000 0 100 40.67 37.71 735.000
07-Jan-2005 Mar-2005 900    3.000 0 100 39.31 34.71 730.000

Contract: Mar-2005 900 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 900    150.000 0 0 44.31 38.09 759.000
04-Jan-2005 Mar-2005 900    162.000 0 0 44.31 39.05 745.000
05-Jan-2005 Mar-2005 900    160.000 0 0 44.11 38.93 746.000
06-Jan-2005 Mar-2005 900    169.000 0 0 40.67 37.71 735.000
07-Jan-2005 Mar-2005 900    173.000 0 0 39.31 34.71 730.000

Contract: Mar-2005 925 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 925    7.000 0 0 44.9 38.09 759.000
04-Jan-2005 Mar-2005 925    5.000 0 0 44.5 39.05 745.000
05-Jan-2005 Mar-2005 925    4.000 0 0 44.3 38.93 746.000
06-Jan-2005 Mar-2005 925    2.000 0 0 40.87 37.71 735.000
07-Jan-2005 Mar-2005 925    2.000 0 0 39.5 34.71 730.000

Contract: Mar-2005 925 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 925    173.000 0 0 44.9 38.09 759.000
04-Jan-2005 Mar-2005 925    185.000 0 0 44.5 39.05 745.000
05-Jan-2005 Mar-2005 925    183.000 0 0 44.3 38.93 746.000
06-Jan-2005 Mar-2005 925    192.000 0 0 40.87 37.71 735.000
07-Jan-2005 Mar-2005 925    197.000 0 0 39.5 34.71 730.000

Contract: Mar-2005 950 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 950    5.000 0 0 44.88 38.09 759.000
04-Jan-2005 Mar-2005 950    3.000 0 0 44.48 39.05 745.000
05-Jan-2005 Mar-2005 950    3.000 0 0 44.28 38.93 746.000
06-Jan-2005 Mar-2005 950    1.000 0 0 40.85 37.71 735.000
07-Jan-2005 Mar-2005 950    1.000 0 0 39.48 34.71 730.000

Contract: Mar-2005 950 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 950    196.000 0 0 44.88 38.09 759.000
04-Jan-2005 Mar-2005 950    208.000 0 0 44.48 39.05 745.000
05-Jan-2005 Mar-2005 950    207.000 0 0 44.28 38.93 746.000
06-Jan-2005 Mar-2005 950    216.000 0 0 40.85 37.71 735.000
07-Jan-2005 Mar-2005 950    221.000 0 0 39.48 34.71 730.000

Contract: Mar-2005 975 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 975    3.000 0 0 44.88 38.09 759.000
04-Jan-2005 Mar-2005 975    2.000 0 0 44.48 39.05 745.000
05-Jan-2005 Mar-2005 975    2.000 0 0 44.28 38.93 746.000
06-Jan-2005 Mar-2005 975    1.000 0 0 40.85 37.71 735.000
07-Jan-2005 Mar-2005 975    1.000 0 0 39.48 34.71 730.000

Contract: Mar-2005 975 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 975    219.000 0 0 44.88 38.09 759.000
04-Jan-2005 Mar-2005 975    232.000 0 0 44.48 39.05 745.000
05-Jan-2005 Mar-2005 975    231.000 0 0 44.28 38.93 746.000
06-Jan-2005 Mar-2005 975    241.000 0 0 40.85 37.71 735.000
07-Jan-2005 Mar-2005 975    246.000 0 0 39.48 34.71 730.000

Contract: Mar-2005 1000 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 1000    2.000 0 0 44.88 38.09 759.000
04-Jan-2005 Mar-2005 1000    1.000 0 0 44.48 39.05 745.000
05-Jan-2005 Mar-2005 1000    1.000 0 0 44.28 38.93 746.000
06-Jan-2005 Mar-2005 1000    1.000 0 0 40.85 37.71 735.000
07-Jan-2005 Mar-2005 1000     0 0 39.48 34.71 730.000

Contract: Mar-2005 1000 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 1000    243.000 0 0 44.88 38.09 759.000
04-Jan-2005 Mar-2005 1000    256.000 0 0 44.48 39.05 745.000
05-Jan-2005 Mar-2005 1000    255.000 0 0 44.28 38.93 746.000
06-Jan-2005 Mar-2005 1000    266.000 0 0 40.85 37.71 735.000
07-Jan-2005 Mar-2005 1000    270.000 0 0 39.48 34.71 730.000

Contract: Mar-2005 1050 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 1050    1.000 0 0 44.88 38.09 759.000
04-Jan-2005 Mar-2005 1050    1.000 0 0 44.48 39.05 745.000
05-Jan-2005 Mar-2005 1050    1.000 0 0 44.28 38.93 746.000
06-Jan-2005 Mar-2005 1050     0 0 40.85 37.71 735.000
07-Jan-2005 Mar-2005 1050     0 0 39.48 34.71 730.000

Contract: Mar-2005 1050 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 1050    292.000 0 0 44.88 38.09 759.000
04-Jan-2005 Mar-2005 1050    306.000 0 0 44.48 39.05 745.000
05-Jan-2005 Mar-2005 1050    305.000 0 0 44.28 38.93 746.000
06-Jan-2005 Mar-2005 1050    315.000 0 0 40.85 37.71 735.000
07-Jan-2005 Mar-2005 1050    320.000 0 0 39.48 34.71 730.000

Contract: Mar-2005 1100 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 1100     0 0 41.88 38.09 759.000
04-Jan-2005 Mar-2005 1100     0 0 41.48 39.05 745.000
05-Jan-2005 Mar-2005 1100     0 0 41.28 38.93 746.000
06-Jan-2005 Mar-2005 1100     0 0 37.85 37.71 735.000
07-Jan-2005 Mar-2005 1100     0 0 39.88 34.71 730.000

Contract: Mar-2005 1100 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2005 1100    341.000 0 0 41.88 38.09 759.000
04-Jan-2005 Mar-2005 1100    355.000 0 0 41.48 39.05 745.000
05-Jan-2005 Mar-2005 1100    354.000 0 0 41.28 38.93 746.000
06-Jan-2005 Mar-2005 1100    365.000 0 0 37.85 37.71 735.000
07-Jan-2005 Mar-2005 1100    370.000 0 0 39.88 34.71 730.000

Contract: May-2005 450 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 450    330.000 0 0 35.27 33.67 780.000
04-Jan-2005 May-2005 450    318.000 0 0 33.47 30.99 768.000
05-Jan-2005 May-2005 450    319.000 0 0 33.67 31.63 769.000
06-Jan-2005 May-2005 450    309.000 0 0 33.67 31.23 759.000
07-Jan-2005 May-2005 450    303.000 0 0 33.67 30.99 753.000

Contract: May-2005 450 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 450     0 0 35.27 33.67 780.000
04-Jan-2005 May-2005 450     0 0 33.47 30.99 768.000
05-Jan-2005 May-2005 450     0 0 33.67 31.63 769.000
06-Jan-2005 May-2005 450     0 0 33.67 31.23 759.000
07-Jan-2005 May-2005 450     0 0 33.67 30.99 753.000

Contract: May-2005 475 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 475    305.000 0 0 35.27 33.67 780.000
04-Jan-2005 May-2005 475    293.000 0 0 33.47 30.99 768.000
05-Jan-2005 May-2005 475    294.000 0 0 33.67 31.63 769.000
06-Jan-2005 May-2005 475    284.000 0 0 33.67 31.23 759.000
07-Jan-2005 May-2005 475    278.000 0 0 33.67 30.99 753.000

Contract: May-2005 475 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 475     0 0 35.27 33.67 780.000
04-Jan-2005 May-2005 475     0 0 33.47 30.99 768.000
05-Jan-2005 May-2005 475     0 0 33.67 31.63 769.000
06-Jan-2005 May-2005 475     0 0 33.67 31.23 759.000
07-Jan-2005 May-2005 475     0 0 33.67 30.99 753.000

Contract: May-2005 500 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 500    280.000 0 0 35.27 33.67 780.000
04-Jan-2005 May-2005 500    268.000 0 0 33.47 30.99 768.000
05-Jan-2005 May-2005 500    269.000 0 0 33.67 31.63 769.000
06-Jan-2005 May-2005 500    259.000 0 0 33.67 31.23 759.000
07-Jan-2005 May-2005 500    253.000 0 0 33.67 30.99 753.000

Contract: May-2005 500 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 500     0 0 35.27 33.67 780.000
04-Jan-2005 May-2005 500     0 0 33.47 30.99 768.000
05-Jan-2005 May-2005 500     0 0 33.67 31.63 769.000
06-Jan-2005 May-2005 500     0 0 33.67 31.23 759.000
07-Jan-2005 May-2005 500     0 0 33.67 30.99 753.000

Contract: May-2005 525 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 525    256.000 0 0 35.07 33.67 780.000
04-Jan-2005 May-2005 525    244.000 0 0 33.27 30.99 768.000
05-Jan-2005 May-2005 525    245.000 0 0 33.47 31.63 769.000
06-Jan-2005 May-2005 525    235.000 0 0 33.47 31.23 759.000
07-Jan-2005 May-2005 525    229.000 0 0 33.47 30.99 753.000

Contract: May-2005 525 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 525    1.000 0 0 35.07 33.67 780.000
04-Jan-2005 May-2005 525    1.000 0 0 33.27 30.99 768.000
05-Jan-2005 May-2005 525    1.000 0 0 33.47 31.63 769.000
06-Jan-2005 May-2005 525    1.000 0 0 33.47 31.23 759.000
07-Jan-2005 May-2005 525    1.000 0 0 33.47 30.99 753.000

Contract: May-2005 550 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 550    232.000 0 0 34.87 33.67 780.000
04-Jan-2005 May-2005 550    219.000 0 0 33.07 30.99 768.000
05-Jan-2005 May-2005 550    220.000 0 0 33.27 31.63 769.000
06-Jan-2005 May-2005 550    211.000 0 0 33.27 31.23 759.000
07-Jan-2005 May-2005 550    205.000 0 0 33.27 30.99 753.000

Contract: May-2005 550 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 550    2.000 0 0 34.87 33.67 780.000
04-Jan-2005 May-2005 550    1.000 0 0 33.07 30.99 768.000
05-Jan-2005 May-2005 550    1.000 0 0 33.27 31.63 769.000
06-Jan-2005 May-2005 550    2.000 0 0 33.27 31.23 759.000
07-Jan-2005 May-2005 550    2.000 0 0 33.27 30.99 753.000

Contract: May-2005 575 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 575    208.000 0 0 34.87 33.67 780.000
04-Jan-2005 May-2005 575    196.000 0 0 33.07 30.99 768.000
05-Jan-2005 May-2005 575    197.000 0 0 33.27 31.63 769.000
06-Jan-2005 May-2005 575    187.000 0 0 33.27 31.23 759.000
07-Jan-2005 May-2005 575    181.000 0 0 33.27 30.99 753.000

Contract: May-2005 575 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 575    3.000 0 0 34.87 33.67 780.000
04-Jan-2005 May-2005 575    3.000 0 0 33.07 30.99 768.000
05-Jan-2005 May-2005 575    3.000 0 0 33.27 31.63 769.000
06-Jan-2005 May-2005 575    3.000 0 0 33.27 31.23 759.000
07-Jan-2005 May-2005 575    3.000 0 0 33.27 30.99 753.000

Contract: May-2005 600 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 600    185.000 0 0 34.87 33.67 780.000
04-Jan-2005 May-2005 600    173.000 0 0 33.07 30.99 768.000
05-Jan-2005 May-2005 600    174.000 0 0 33.27 31.63 769.000
06-Jan-2005 May-2005 600    164.000 0 0 33.27 31.23 759.000
07-Jan-2005 May-2005 600    159.000 0 0 33.27 30.99 753.000

Contract: May-2005 600 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 600    5.000 0 0 34.87 33.67 780.000
04-Jan-2005 May-2005 600    5.000 0 0 33.07 30.99 768.000
05-Jan-2005 May-2005 600    5.000 0 0 33.27 31.63 769.000
06-Jan-2005 May-2005 600 6.000 6.000 6.000 5.000 158 0 33.27 31.23 759.000
07-Jan-2005 May-2005 600    6.000 0 158 33.27 30.99 753.000

Contract: May-2005 625 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 625    163.000 0 300 34.47 33.67 780.000
04-Jan-2005 May-2005 625    150.000 0 300 32.67 30.99 768.000
05-Jan-2005 May-2005 625    151.000 0 300 32.87 31.63 769.000
06-Jan-2005 May-2005 625    142.000 0 300 32.87 31.23 759.000
07-Jan-2005 May-2005 625    137.000 0 300 32.87 30.99 753.000

Contract: May-2005 625 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 625    8.000 0 0 34.47 33.67 780.000
04-Jan-2005 May-2005 625    7.000 0 0 32.67 30.99 768.000
05-Jan-2005 May-2005 625    7.000 0 0 32.87 31.63 769.000
06-Jan-2005 May-2005 625    8.000 0 0 32.87 31.23 759.000
07-Jan-2005 May-2005 625    9.000 0 0 32.87 30.99 753.000

Contract: May-2005 650 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 650    141.000 0 350 33.27 33.67 780.000
04-Jan-2005 May-2005 650    128.000 0 350 31.47 30.99 768.000
05-Jan-2005 May-2005 650    129.000 0 350 31.67 31.63 769.000
06-Jan-2005 May-2005 650    121.000 0 350 31.67 31.23 759.000
07-Jan-2005 May-2005 650    116.000 0 350 31.67 30.99 753.000

Contract: May-2005 650 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 650    11.000 0 300 33.27 33.67 780.000
04-Jan-2005 May-2005 650    10.000 0 300 31.47 30.99 768.000
05-Jan-2005 May-2005 650    10.000 0 300 31.67 31.63 769.000
06-Jan-2005 May-2005 650    12.000 0 300 31.67 31.23 759.000
07-Jan-2005 May-2005 650    13.000 0 300 31.67 30.99 753.000

Contract: May-2005 675 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 675    120.000 0 100 32.87 33.67 780.000
04-Jan-2005 May-2005 675    108.000 0 100 31.07 30.99 768.000
05-Jan-2005 May-2005 675    109.000 0 100 31.27 31.63 769.000
06-Jan-2005 May-2005 675    101.000 0 100 31.27 31.23 759.000
07-Jan-2005 May-2005 675    96.000 0 100 31.27 30.99 753.000

Contract: May-2005 675 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 675    15.000 0 600 32.87 33.67 780.000
04-Jan-2005 May-2005 675 17.000 17.000 17.000 15.000 100 600 31.07 30.99 768.000
05-Jan-2005 May-2005 675    15.000 0 700 31.27 31.63 769.000
06-Jan-2005 May-2005 675    17.000 0 700 31.27 31.23 759.000
07-Jan-2005 May-2005 675    18.000 0 700 31.27 30.99 753.000

Contract: May-2005 700 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 700    102.000 0 50 32.47 33.67 780.000
04-Jan-2005 May-2005 700    90.000 0 50 30.67 30.99 768.000
05-Jan-2005 May-2005 700    91.000 0 50 30.87 31.63 769.000
06-Jan-2005 May-2005 700    83.000 0 50 30.87 31.23 759.000
07-Jan-2005 May-2005 700    79.000 0 50 30.87 30.99 753.000

Contract: May-2005 700 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 700    22.000 0 600 32.47 33.67 780.000
04-Jan-2005 May-2005 700 26.000 26.000 26.000 22.000 50 600 30.67 30.99 768.000
05-Jan-2005 May-2005 700 21.000 21.000 21.000 22.000 50 600 30.87 31.63 769.000
06-Jan-2005 May-2005 700    24.000 0 600 30.87 31.23 759.000
07-Jan-2005 May-2005 700    26.000 0 600 30.87 30.99 753.000

Contract: May-2005 725 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 725    85.000 0 0 32.67 33.67 780.000
04-Jan-2005 May-2005 725    73.000 0 0 30.27 30.99 768.000
05-Jan-2005 May-2005 725    75.000 0 0 30.87 31.63 769.000
06-Jan-2005 May-2005 725    68.000 0 0 30.87 31.23 759.000
07-Jan-2005 May-2005 725    64.000 0 0 30.87 30.99 753.000

Contract: May-2005 725 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 725    30.000 0 0 32.67 33.67 780.000
04-Jan-2005 May-2005 725    30.000 0 0 30.27 30.99 768.000
05-Jan-2005 May-2005 725    31.000 0 0 30.87 31.63 769.000
06-Jan-2005 May-2005 725    34.000 0 0 30.87 31.23 759.000
07-Jan-2005 May-2005 725    36.000 0 0 30.87 30.99 753.000

Contract: May-2005 750 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 750    71.000 0 200 33.07 33.67 780.000
04-Jan-2005 May-2005 750 52.000 52.000 52.000 59.000 70 200 30.27 30.99 768.000
05-Jan-2005 May-2005 750 64.000 64.000 64.000 60.000 50 270 30.87 31.63 769.000
06-Jan-2005 May-2005 750    54.000 0 320 30.87 31.23 759.000
07-Jan-2005 May-2005 750    51.000 0 320 30.87 30.99 753.000

Contract: May-2005 750 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 750    41.000 0 400 33.07 33.67 780.000
04-Jan-2005 May-2005 750    41.000 0 400 30.27 30.99 768.000
05-Jan-2005 May-2005 750    41.000 0 400 30.87 31.63 769.000
06-Jan-2005 May-2005 750    45.000 0 400 30.87 31.23 759.000
07-Jan-2005 May-2005 750 44.000 44.000 44.000 48.000 100 400 30.87 30.99 753.000

Contract: May-2005 775 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 775    59.000 0 0 33.47 33.67 780.000
04-Jan-2005 May-2005 775 48.000 48.000 48.000 49.000 100 0 31.27 30.99 768.000
05-Jan-2005 May-2005 775    50.000 0 100 31.87 31.63 769.000
06-Jan-2005 May-2005 775    45.000 0 100 31.87 31.23 759.000
07-Jan-2005 May-2005 775    42.000 0 100 31.87 30.99 753.000

Contract: May-2005 775 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 775    54.000 0 100 33.47 33.67 780.000
04-Jan-2005 May-2005 775    56.000 0 100 31.27 30.99 768.000
05-Jan-2005 May-2005 775    56.000 0 100 31.87 31.63 769.000
06-Jan-2005 May-2005 775    61.000 0 100 31.87 31.23 759.000
07-Jan-2005 May-2005 775    64.000 0 100 31.87 30.99 753.000

Contract: May-2005 800 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 800    50.000 0 200 34.47 33.67 780.000
04-Jan-2005 May-2005 800    41.000 0 200 32.67 30.99 768.000
05-Jan-2005 May-2005 800    42.000 0 200 33.07 31.63 769.000
06-Jan-2005 May-2005 800    37.000 0 200 33.07 31.23 759.000
07-Jan-2005 May-2005 800    34.000 0 200 33.07 30.99 753.000

Contract: May-2005 800 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 800    70.000 0 100 34.47 33.67 780.000
04-Jan-2005 May-2005 800    73.000 0 100 32.67 30.99 768.000
05-Jan-2005 May-2005 800    73.000 0 100 33.07 31.63 769.000
06-Jan-2005 May-2005 800    78.000 0 100 33.07 31.23 759.000
07-Jan-2005 May-2005 800    81.000 0 100 33.07 30.99 753.000

Contract: May-2005 825 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 825    43.000 0 200 36.07 33.67 780.000
04-Jan-2005 May-2005 825    35.000 0 200 34.27 30.99 768.000
05-Jan-2005 May-2005 825 41.000 41.000 41.000 35.000 5 200 34.67 31.63 769.000
06-Jan-2005 May-2005 825    31.000 0 205 34.67 31.23 759.000
07-Jan-2005 May-2005 825 31.000 31.000 31.000 29.000 50 205 34.67 30.99 753.000

Contract: May-2005 825 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 825    88.000 0 0 36.07 33.67 780.000
04-Jan-2005 May-2005 825    92.000 0 0 34.27 30.99 768.000
05-Jan-2005 May-2005 825    91.000 0 0 34.67 31.63 769.000
06-Jan-2005 May-2005 825    97.000 0 0 34.67 31.23 759.000
07-Jan-2005 May-2005 825    101.000 0 0 34.67 30.99 753.000

Contract: May-2005 850 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 850    38.000 0 250 38.07 33.67 780.000
04-Jan-2005 May-2005 850    31.000 0 250 36.27 30.99 768.000
05-Jan-2005 May-2005 850    30.000 0 250 36.07 31.63 769.000
06-Jan-2005 May-2005 850    27.000 0 250 36.07 31.23 759.000
07-Jan-2005 May-2005 850 26.000 26.000 26.000 25.000 50 250 36.07 30.99 753.000

Contract: May-2005 850 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 850    108.000 0 0 38.07 33.67 780.000
04-Jan-2005 May-2005 850    113.000 0 0 36.27 30.99 768.000
05-Jan-2005 May-2005 850    111.000 0 0 36.07 31.63 769.000
06-Jan-2005 May-2005 850    118.000 0 0 36.07 31.23 759.000
07-Jan-2005 May-2005 850    122.000 0 0 36.07 30.99 753.000

Contract: May-2005 875 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 875    34.000 0 0 40.23 33.67 780.000
04-Jan-2005 May-2005 875    27.000 0 0 38.43 30.99 768.000
05-Jan-2005 May-2005 875    26.000 0 0 37.23 31.63 769.000
06-Jan-2005 May-2005 875    23.000 0 0 37.23 31.23 759.000
07-Jan-2005 May-2005 875    21.000 0 0 37.23 30.99 753.000

Contract: May-2005 875 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 875    129.000 0 0 40.23 33.67 780.000
04-Jan-2005 May-2005 875    134.000 0 0 38.43 30.99 768.000
05-Jan-2005 May-2005 875    132.000 0 0 37.23 31.63 769.000
06-Jan-2005 May-2005 875    139.000 0 0 37.23 31.23 759.000
07-Jan-2005 May-2005 875    143.000 0 0 37.23 30.99 753.000

Contract: May-2005 900 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 900    30.000 0 250 41.72 33.67 780.000
04-Jan-2005 May-2005 900    24.000 0 250 39.92 30.99 768.000
05-Jan-2005 May-2005 900 23.000 25.000 23.000 22.000 120 250 38.52 31.63 769.000
06-Jan-2005 May-2005 900    20.000 0 370 38.52 31.23 759.000
07-Jan-2005 May-2005 900    18.000 0 370 38.52 30.99 753.000

Contract: May-2005 900 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 900    150.000 0 0 41.72 33.67 780.000
04-Jan-2005 May-2005 900    156.000 0 0 39.92 30.99 768.000
05-Jan-2005 May-2005 900    153.000 0 0 38.52 31.63 769.000
06-Jan-2005 May-2005 900    161.000 0 0 38.52 31.23 759.000
07-Jan-2005 May-2005 900    165.000 0 0 38.52 30.99 753.000

Contract: May-2005 925 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 925    26.000 0 0 42.52 33.67 780.000
04-Jan-2005 May-2005 925    21.000 0 0 40.72 30.99 768.000
05-Jan-2005 May-2005 925    19.000 0 0 39.32 31.63 769.000
06-Jan-2005 May-2005 925    16.000 0 0 39.32 31.23 759.000
07-Jan-2005 May-2005 925    15.000 0 0 39.32 30.99 753.000

Contract: May-2005 925 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 925    171.000 0 0 42.52 33.67 780.000
04-Jan-2005 May-2005 925    178.000 0 0 40.72 30.99 768.000
05-Jan-2005 May-2005 925    175.000 0 0 39.32 31.63 769.000
06-Jan-2005 May-2005 925    182.000 0 0 39.32 31.23 759.000
07-Jan-2005 May-2005 925    187.000 0 0 39.32 30.99 753.000

Contract: May-2005 950 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 950    22.000 0 0 43.03 33.67 780.000
04-Jan-2005 May-2005 950    17.000 0 0 41.23 30.99 768.000
05-Jan-2005 May-2005 950    16.000 0 0 39.83 31.63 769.000
06-Jan-2005 May-2005 950    14.000 0 0 39.83 31.23 759.000
07-Jan-2005 May-2005 950    12.000 0 0 39.83 30.99 753.000

Contract: May-2005 950 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 950    192.000 0 0 43.03 33.67 780.000
04-Jan-2005 May-2005 950    199.000 0 0 41.23 30.99 768.000
05-Jan-2005 May-2005 950    197.000 0 0 39.83 31.63 769.000
06-Jan-2005 May-2005 950    205.000 0 0 39.83 31.23 759.000
07-Jan-2005 May-2005 950    209.000 0 0 39.83 30.99 753.000

Contract: May-2005 975 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 975    19.000 0 0 43.49 33.67 780.000
04-Jan-2005 May-2005 975    15.000 0 0 41.69 30.99 768.000
05-Jan-2005 May-2005 975    13.000 0 0 40.29 31.63 769.000
06-Jan-2005 May-2005 975    11.000 0 0 40.29 31.23 759.000
07-Jan-2005 May-2005 975    10.000 0 0 40.29 30.99 753.000

Contract: May-2005 975 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 975    214.000 0 0 43.49 33.67 780.000
04-Jan-2005 May-2005 975    222.000 0 0 41.69 30.99 768.000
05-Jan-2005 May-2005 975    219.000 0 0 40.29 31.63 769.000
06-Jan-2005 May-2005 975    227.000 0 0 40.29 31.23 759.000
07-Jan-2005 May-2005 975    232.000 0 0 40.29 30.99 753.000

Contract: May-2005 1000 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 1000    16.000 0 100 44.16 33.67 780.000
04-Jan-2005 May-2005 1000    12.000 0 100 42.36 30.99 768.000
05-Jan-2005 May-2005 1000    11.000 0 100 40.96 31.63 769.000
06-Jan-2005 May-2005 1000 11.000 11.000 11.000 10.000 158 100 40.96 31.23 759.000
07-Jan-2005 May-2005 1000    9.000 0 200 40.96 30.99 753.000

Contract: May-2005 1000 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2005 1000    236.000 0 0 44.16 33.67 780.000
04-Jan-2005 May-2005 1000    244.000 0 0 42.36 30.99 768.000
05-Jan-2005 May-2005 1000    242.000 0 0 40.96 31.63 769.000
06-Jan-2005 May-2005 1000    251.000 0 0 40.96 31.23 759.000
07-Jan-2005 May-2005 1000    256.000 0 0 40.96 30.99 753.000

Contract: Jul-2005 450 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 450    350.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 450    338.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 450    339.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 450    329.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 450    323.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 450 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 450     0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 450     0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 450     0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 450     0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 450     0 0 32.17 32.26 773.000

Contract: Jul-2005 475 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 475    325.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 475    313.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 475    314.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 475    304.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 475    298.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 475 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 475     0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 475     0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 475     0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 475     0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 475     0 0 32.17 32.26 773.000

Contract: Jul-2005 500 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 500    301.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 500    289.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 500    290.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 500    280.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 500    274.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 500 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 500    1.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 500    1.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 500    1.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 500    1.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 500    1.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 525 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 525    276.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 525    264.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 525    266.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 525    256.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 525    250.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 525 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 525    1.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 525    1.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 525    2.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 525    2.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 525    2.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 550 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 550    252.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 550    241.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 550    242.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 550    232.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 550    226.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 550 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 550    2.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 550    3.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 550    3.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 550    3.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 550    3.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 575 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 575    229.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 575    217.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 575    218.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 575    209.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 575    203.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 575 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 575    4.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 575    4.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 575    4.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 575    5.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 575    5.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 600 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 600    206.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 600    195.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 600    196.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 600    187.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 600    181.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 600 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 600    6.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 600    7.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 600    7.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 600    8.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 600    8.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 625 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 625    184.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 625    173.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 625    175.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 625    166.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 625    160.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 625 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 625    9.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 625    10.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 625    11.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 625    12.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 625    12.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 650 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 650    163.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 650    153.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 650    154.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 650    146.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 650    141.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 650 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 650    13.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 650    15.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 650    15.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 650    17.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 650    18.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 675 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 675    144.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 675    134.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 675    135.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 675    127.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 675    122.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 675 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 675    19.000 0 50 31.67 31.87 800.000
04-Jan-2005 Jul-2005 675    21.000 0 50 31.67 31.82 788.000
05-Jan-2005 Jul-2005 675    21.000 0 50 32.17 32.33 789.000
06-Jan-2005 Jul-2005 675    23.000 0 50 32.17 32.29 779.000
07-Jan-2005 Jul-2005 675    24.000 0 50 32.17 32.26 773.000

Contract: Jul-2005 700 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 700    125.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 700    116.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 700    118.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 700    110.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 700    106.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 700 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 700    25.000 0 300 31.67 31.87 800.000
04-Jan-2005 Jul-2005 700 30.000 30.000 30.000 28.000 100 300 31.67 31.82 788.000
05-Jan-2005 Jul-2005 700    29.000 0 400 32.17 32.33 789.000
06-Jan-2005 Jul-2005 700    31.000 0 400 32.17 32.29 779.000
07-Jan-2005 Jul-2005 700    33.000 0 400 32.17 32.26 773.000

Contract: Jul-2005 725 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 725    109.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 725    100.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 725    102.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 725    95.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 725    90.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 725 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 725    34.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 725    37.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 725    38.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 725    41.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 725    42.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 750 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 750    94.000 0 0 31.67 31.87 800.000
04-Jan-2005 Jul-2005 750    86.000 0 0 31.67 31.82 788.000
05-Jan-2005 Jul-2005 750    87.000 0 0 32.17 32.33 789.000
06-Jan-2005 Jul-2005 750    81.000 0 0 32.17 32.29 779.000
07-Jan-2005 Jul-2005 750    77.000 0 0 32.17 32.26 773.000

Contract: Jul-2005 750 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 750    44.000 0 1 31.67 31.87 800.000
04-Jan-2005 Jul-2005 750    48.000 0 1 31.67 31.82 788.000
05-Jan-2005 Jul-2005 750    48.000 0 1 32.17 32.33 789.000
06-Jan-2005 Jul-2005 750    52.000 0 1 32.17 32.29 779.000
07-Jan-2005 Jul-2005 750    54.000 0 1 32.17 32.26 773.000

Contract: Jul-2005 775 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 775    80.000 0 1 31.77 31.87 800.000
04-Jan-2005 Jul-2005 775    73.000 0 1 31.77 31.82 788.000
05-Jan-2005 Jul-2005 775    74.000 0 1 32.27 32.33 789.000
06-Jan-2005 Jul-2005 775    68.000 0 1 32.27 32.29 779.000
07-Jan-2005 Jul-2005 775    65.000 0 1 32.27 32.26 773.000

Contract: Jul-2005 775 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 775    55.000 0 0 31.77 31.87 800.000
04-Jan-2005 Jul-2005 775    60.000 0 0 31.77 31.82 788.000
05-Jan-2005 Jul-2005 775    60.000 0 0 32.27 32.33 789.000
06-Jan-2005 Jul-2005 775    64.000 0 0 32.27 32.29 779.000
07-Jan-2005 Jul-2005 775    67.000 0 0 32.27 32.26 773.000

Contract: Jul-2005 800 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 800    68.000 0 0 31.87 31.87 800.000
04-Jan-2005 Jul-2005 800    62.000 0 0 31.87 31.82 788.000
05-Jan-2005 Jul-2005 800    63.000 0 0 32.37 32.33 789.000
06-Jan-2005 Jul-2005 800    58.000 0 0 32.37 32.29 779.000
07-Jan-2005 Jul-2005 800    54.000 0 0 32.37 32.26 773.000

Contract: Jul-2005 800 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 800    68.000 0 0 31.87 31.87 800.000
04-Jan-2005 Jul-2005 800    74.000 0 0 31.87 31.82 788.000
05-Jan-2005 Jul-2005 800    74.000 0 0 32.37 32.33 789.000
06-Jan-2005 Jul-2005 800    79.000 0 0 32.37 32.29 779.000
07-Jan-2005 Jul-2005 800    81.000 0 0 32.37 32.26 773.000

Contract: Jul-2005 825 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 825    58.000 0 0 32.17 31.87 800.000
04-Jan-2005 Jul-2005 825    52.000 0 0 32.17 31.82 788.000
05-Jan-2005 Jul-2005 825    53.000 0 0 32.67 32.33 789.000
06-Jan-2005 Jul-2005 825    49.000 0 0 32.67 32.29 779.000
07-Jan-2005 Jul-2005 825    46.000 0 0 32.67 32.26 773.000

Contract: Jul-2005 825 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 825    83.000 0 0 32.17 31.87 800.000
04-Jan-2005 Jul-2005 825    89.000 0 0 32.17 31.82 788.000
05-Jan-2005 Jul-2005 825    89.000 0 0 32.67 32.33 789.000
06-Jan-2005 Jul-2005 825    95.000 0 0 32.67 32.29 779.000
07-Jan-2005 Jul-2005 825    98.000 0 0 32.67 32.26 773.000

Contract: Jul-2005 850 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 850    49.000 0 0 32.47 31.87 800.000
04-Jan-2005 Jul-2005 850    44.000 0 0 32.47 31.82 788.000
05-Jan-2005 Jul-2005 850    45.000 0 0 32.97 32.33 789.000
06-Jan-2005 Jul-2005 850    41.000 0 0 32.97 32.29 779.000
07-Jan-2005 Jul-2005 850    39.000 0 0 32.97 32.26 773.000

Contract: Jul-2005 850 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 850    99.000 0 0 32.47 31.87 800.000
04-Jan-2005 Jul-2005 850    106.000 0 0 32.47 31.82 788.000
05-Jan-2005 Jul-2005 850    106.000 0 0 32.97 32.33 789.000
06-Jan-2005 Jul-2005 850    112.000 0 0 32.97 32.29 779.000
07-Jan-2005 Jul-2005 850    116.000 0 0 32.97 32.26 773.000

Contract: Jul-2005 875 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 875    42.000 0 0 32.67 31.87 800.000
04-Jan-2005 Jul-2005 875    37.000 0 0 32.67 31.82 788.000
05-Jan-2005 Jul-2005 875    38.000 0 0 33.17 32.33 789.000
06-Jan-2005 Jul-2005 875    34.000 0 0 33.17 32.29 779.000
07-Jan-2005 Jul-2005 875    32.000 0 0 33.17 32.26 773.000

Contract: Jul-2005 875 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 875    117.000 0 0 32.67 31.87 800.000
04-Jan-2005 Jul-2005 875    124.000 0 0 32.67 31.82 788.000
05-Jan-2005 Jul-2005 875    124.000 0 0 33.17 32.33 789.000
06-Jan-2005 Jul-2005 875    130.000 0 0 33.17 32.29 779.000
07-Jan-2005 Jul-2005 875    134.000 0 0 33.17 32.26 773.000

Contract: Jul-2005 900 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 900    35.000 0 0 32.87 31.87 800.000
04-Jan-2005 Jul-2005 900    31.000 0 0 32.87 31.82 788.000
05-Jan-2005 Jul-2005 900    32.000 0 0 33.37 32.33 789.000
06-Jan-2005 Jul-2005 900    29.000 0 0 33.37 32.29 779.000
07-Jan-2005 Jul-2005 900    27.000 0 0 33.37 32.26 773.000

Contract: Jul-2005 900 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 900    135.000 0 0 32.87 31.87 800.000
04-Jan-2005 Jul-2005 900    143.000 0 0 32.87 31.82 788.000
05-Jan-2005 Jul-2005 900    143.000 0 0 33.37 32.33 789.000
06-Jan-2005 Jul-2005 900    150.000 0 0 33.37 32.29 779.000
07-Jan-2005 Jul-2005 900    154.000 0 0 33.37 32.26 773.000

Contract: Jul-2005 925 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 925    29.000 0 0 33.07 31.87 800.000
04-Jan-2005 Jul-2005 925    26.000 0 0 33.07 31.82 788.000
05-Jan-2005 Jul-2005 925    27.000 0 0 33.57 32.33 789.000
06-Jan-2005 Jul-2005 925    24.000 0 0 33.57 32.29 779.000
07-Jan-2005 Jul-2005 925    22.000 0 0 33.57 32.26 773.000

Contract: Jul-2005 925 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 925    154.000 0 0 33.07 31.87 800.000
04-Jan-2005 Jul-2005 925    163.000 0 0 33.07 31.82 788.000
05-Jan-2005 Jul-2005 925    163.000 0 0 33.57 32.33 789.000
06-Jan-2005 Jul-2005 925    170.000 0 0 33.57 32.29 779.000
07-Jan-2005 Jul-2005 925    174.000 0 0 33.57 32.26 773.000

Contract: Jul-2005 950 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 950    25.000 0 0 33.47 31.87 800.000
04-Jan-2005 Jul-2005 950    22.000 0 0 33.47 31.82 788.000
05-Jan-2005 Jul-2005 950    23.000 0 0 33.97 32.33 789.000
06-Jan-2005 Jul-2005 950    20.000 0 0 33.97 32.29 779.000
07-Jan-2005 Jul-2005 950    19.000 0 0 33.97 32.26 773.000

Contract: Jul-2005 950 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 950    175.000 0 0 33.47 31.87 800.000
04-Jan-2005 Jul-2005 950    184.000 0 0 33.47 31.82 788.000
05-Jan-2005 Jul-2005 950    184.000 0 0 33.97 32.33 789.000
06-Jan-2005 Jul-2005 950    191.000 0 0 33.97 32.29 779.000
07-Jan-2005 Jul-2005 950    196.000 0 0 33.97 32.26 773.000

Contract: Jul-2005 975 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 975    21.000 0 0 33.77 31.87 800.000
04-Jan-2005 Jul-2005 975    18.000 0 0 33.77 31.82 788.000
05-Jan-2005 Jul-2005 975    19.000 0 0 34.27 32.33 789.000
06-Jan-2005 Jul-2005 975    17.000 0 0 34.27 32.29 779.000
07-Jan-2005 Jul-2005 975    16.000 0 0 34.27 32.26 773.000

Contract: Jul-2005 975 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 975    196.000 0 0 33.77 31.87 800.000
04-Jan-2005 Jul-2005 975    205.000 0 0 33.77 31.82 788.000
05-Jan-2005 Jul-2005 975    205.000 0 0 34.27 32.33 789.000
06-Jan-2005 Jul-2005 975    213.000 0 0 34.27 32.29 779.000
07-Jan-2005 Jul-2005 975    218.000 0 0 34.27 32.26 773.000

Contract: Jul-2005 1000 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 1000    18.000 0 0 34.07 31.87 800.000
04-Jan-2005 Jul-2005 1000    15.000 0 0 34.07 31.82 788.000
05-Jan-2005 Jul-2005 1000    16.000 0 0 34.57 32.33 789.000
06-Jan-2005 Jul-2005 1000    14.000 0 0 34.57 32.29 779.000
07-Jan-2005 Jul-2005 1000    13.000 0 0 34.57 32.26 773.000

Contract: Jul-2005 1000 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2005 1000    218.000 0 0 34.07 31.87 800.000
04-Jan-2005 Jul-2005 1000    227.000 0 0 34.07 31.82 788.000
05-Jan-2005 Jul-2005 1000    227.000 0 0 34.57 32.33 789.000
06-Jan-2005 Jul-2005 1000    235.000 0 0 34.57 32.29 779.000
07-Jan-2005 Jul-2005 1000    240.000 0 0 34.57 32.26 773.000

Contract: Sep-2005 450 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 450    370.000 0 0 33.32 32.67 819.000
04-Jan-2005 Sep-2005 450    357.000 0 0 33.32 32.09 806.000
05-Jan-2005 Sep-2005 450    359.000 0 0 36.52 35.61 808.000
06-Jan-2005 Sep-2005 450    349.000 0 0 35.42 33.83 798.000
07-Jan-2005 Sep-2005 450    343.000 0 0 35.42 33.83 792.000

Contract: Sep-2005 450 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 450    1.000 0 0 33.32 32.67 819.000
04-Jan-2005 Sep-2005 450    1.000 0 0 33.32 32.09 806.000
05-Jan-2005 Sep-2005 450    1.000 0 0 36.52 35.61 808.000
06-Jan-2005 Sep-2005 450    1.000 0 0 35.42 33.83 798.000
07-Jan-2005 Sep-2005 450    1.000 0 0 35.42 33.83 792.000

Contract: Sep-2005 475 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 475    345.000 0 0 33.32 32.67 819.000
04-Jan-2005 Sep-2005 475    332.000 0 0 33.32 32.09 806.000
05-Jan-2005 Sep-2005 475    335.000 0 0 36.52 35.61 808.000
06-Jan-2005 Sep-2005 475    325.000 0 0 35.42 33.83 798.000
07-Jan-2005 Sep-2005 475    319.000 0 0 35.42 33.83 792.000

Contract: Sep-2005 475 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 475    1.000 0 0 33.32 32.67 819.000
04-Jan-2005 Sep-2005 475    1.000 0 0 33.32 32.09 806.000
05-Jan-2005 Sep-2005 475    2.000 0 0 36.52 35.61 808.000
06-Jan-2005 Sep-2005 475    2.000 0 0 35.42 33.83 798.000
07-Jan-2005 Sep-2005 475    2.000 0 0 35.42 33.83 792.000

Contract: Sep-2005 500 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 500    321.000 0 0 33.32 32.67 819.000
04-Jan-2005 Sep-2005 500    308.000 0 0 33.32 32.09 806.000
05-Jan-2005 Sep-2005 500    312.000 0 0 36.52 35.61 808.000
06-Jan-2005 Sep-2005 500    301.000 0 0 35.42 33.83 798.000
07-Jan-2005 Sep-2005 500    295.000 0 0 35.42 33.83 792.000

Contract: Sep-2005 500 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 500    2.000 0 0 33.32 32.67 819.000
04-Jan-2005 Sep-2005 500    2.000 0 0 33.32 32.09 806.000
05-Jan-2005 Sep-2005 500    4.000 0 0 36.52 35.61 808.000
06-Jan-2005 Sep-2005 500    3.000 0 0 35.42 33.83 798.000
07-Jan-2005 Sep-2005 500    3.000 0 0 35.42 33.83 792.000

Contract: Sep-2005 525 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 525    297.000 0 0 33.32 32.67 819.000
04-Jan-2005 Sep-2005 525    285.000 0 0 33.32 32.09 806.000
05-Jan-2005 Sep-2005 525    288.000 0 0 36.52 35.61 808.000
06-Jan-2005 Sep-2005 525    278.000 0 0 35.42 33.83 798.000
07-Jan-2005 Sep-2005 525    272.000 0 0 35.42 33.83 792.000

Contract: Sep-2005 525 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 525    3.000 0 0 33.32 32.67 819.000
04-Jan-2005 Sep-2005 525    4.000 0 0 33.32 32.09 806.000
05-Jan-2005 Sep-2005 525    5.000 0 0 36.52 35.61 808.000
06-Jan-2005 Sep-2005 525    5.000 0 0 35.42 33.83 798.000
07-Jan-2005 Sep-2005 525    5.000 0 0 35.42 33.83 792.000

Contract: Sep-2005 550 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 550    274.000 0 0 33.32 32.67 819.000
04-Jan-2005 Sep-2005 550    262.000 0 0 33.32 32.09 806.000
05-Jan-2005 Sep-2005 550    266.000 0 0 36.52 35.61 808.000
06-Jan-2005 Sep-2005 550    256.000 0 0 35.42 33.83 798.000
07-Jan-2005 Sep-2005 550    250.000 0 0 35.42 33.83 792.000

Contract: Sep-2005 550 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 550    5.000 0 0 33.32 32.67 819.000
04-Jan-2005 Sep-2005 550    6.000 0 0 33.32 32.09 806.000
05-Jan-2005 Sep-2005 550    8.000 0 0 36.52 35.61 808.000
06-Jan-2005 Sep-2005 550    8.000 0 0 35.42 33.83 798.000
07-Jan-2005 Sep-2005 550    8.000 0 0 35.42 33.83 792.000

Contract: Sep-2005 575 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 575    251.000 0 0 33.32 32.67 819.000
04-Jan-2005 Sep-2005 575    239.000 0 0 33.32 32.09 806.000
05-Jan-2005 Sep-2005 575    244.000 0 0 36.52 35.61 808.000
06-Jan-2005 Sep-2005 575    234.000 0 0 35.42 33.83 798.000
07-Jan-2005 Sep-2005 575    228.000 0 0 35.42 33.83 792.000

Contract: Sep-2005 575 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 575    7.000 0 0 33.32 32.67 819.000
04-Jan-2005 Sep-2005 575    8.000 0 0 33.32 32.09 806.000
05-Jan-2005 Sep-2005 575    11.000 0 0 36.52 35.61 808.000
06-Jan-2005 Sep-2005 575    11.000 0 0 35.42 33.83 798.000
07-Jan-2005 Sep-2005 575    11.000 0 0 35.42 33.83 792.000

Contract: Sep-2005 600 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 600    228.000 0 0 32.02 32.67 819.000
04-Jan-2005 Sep-2005 600    216.000 0 0 32.02 32.09 806.000
05-Jan-2005 Sep-2005 600    222.000 0 0 35.22 35.61 808.000
06-Jan-2005 Sep-2005 600    211.000 0 0 34.12 33.83 798.000
07-Jan-2005 Sep-2005 600    206.000 0 0 34.12 33.83 792.000

Contract: Sep-2005 600 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 600    9.000 0 0 32.02 32.67 819.000
04-Jan-2005 Sep-2005 600    10.000 0 0 32.02 32.09 806.000
05-Jan-2005 Sep-2005 600    14.000 0 0 35.22 35.61 808.000
06-Jan-2005 Sep-2005 600    13.000 0 0 34.12 33.83 798.000
07-Jan-2005 Sep-2005 600    14.000 0 0 34.12 33.83 792.000

Contract: Sep-2005 625 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 625    207.000 0 0 32.02 32.67 819.000
04-Jan-2005 Sep-2005 625    196.000 0 0 32.02 32.09 806.000
05-Jan-2005 Sep-2005 625    202.000 0 0 35.22 35.61 808.000
06-Jan-2005 Sep-2005 625    191.000 0 0 34.12 33.83 798.000
07-Jan-2005 Sep-2005 625    186.000 0 0 34.12 33.83 792.000

Contract: Sep-2005 625 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 625    13.000 0 0 32.02 32.67 819.000
04-Jan-2005 Sep-2005 625    15.000 0 0 32.02 32.09 806.000
05-Jan-2005 Sep-2005 625    19.000 0 0 35.22 35.61 808.000
06-Jan-2005 Sep-2005 625    18.000 0 0 34.12 33.83 798.000
07-Jan-2005 Sep-2005 625    19.000 0 0 34.12 33.83 792.000

Contract: Sep-2005 650 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 650    187.000 0 0 31.92 32.67 819.000
04-Jan-2005 Sep-2005 650    176.000 0 0 31.92 32.09 806.000
05-Jan-2005 Sep-2005 650    182.000 0 0 35.12 35.61 808.000
06-Jan-2005 Sep-2005 650    172.000 0 0 34.02 33.83 798.000
07-Jan-2005 Sep-2005 650    167.000 0 0 34.02 33.83 792.000

Contract: Sep-2005 650 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 650    18.000 0 0 31.92 32.67 819.000
04-Jan-2005 Sep-2005 650    20.000 0 0 31.92 32.09 806.000
05-Jan-2005 Sep-2005 650    24.000 0 0 35.12 35.61 808.000
06-Jan-2005 Sep-2005 650    24.000 0 0 34.02 33.83 798.000
07-Jan-2005 Sep-2005 650    25.000 0 0 34.02 33.83 792.000

Contract: Sep-2005 675 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 675    168.000 0 0 31.92 32.67 819.000
04-Jan-2005 Sep-2005 675    157.000 0 0 31.92 32.09 806.000
05-Jan-2005 Sep-2005 675    164.000 0 0 35.12 35.61 808.000
06-Jan-2005 Sep-2005 675    154.000 0 0 34.02 33.83 798.000
07-Jan-2005 Sep-2005 675    150.000 0 0 34.02 33.83 792.000

Contract: Sep-2005 675 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 675    24.000 0 0 31.92 32.67 819.000
04-Jan-2005 Sep-2005 675    26.000 0 0 31.92 32.09 806.000
05-Jan-2005 Sep-2005 675    31.000 0 0 35.12 35.61 808.000
06-Jan-2005 Sep-2005 675    31.000 0 0 34.02 33.83 798.000
07-Jan-2005 Sep-2005 675    33.000 0 0 34.02 33.83 792.000

Contract: Sep-2005 700 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 700    150.000 0 300 31.83 32.67 819.000
04-Jan-2005 Sep-2005 700    140.000 0 300 31.83 32.09 806.000
05-Jan-2005 Sep-2005 700    147.000 0 300 35.03 35.61 808.000
06-Jan-2005 Sep-2005 700    138.000 0 300 33.93 33.83 798.000
07-Jan-2005 Sep-2005 700    133.000 0 300 33.93 33.83 792.000

Contract: Sep-2005 700 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 700    31.000 0 200 31.83 32.67 819.000
04-Jan-2005 Sep-2005 700    34.000 0 200 31.83 32.09 806.000
05-Jan-2005 Sep-2005 700    39.000 0 200 35.03 35.61 808.000
06-Jan-2005 Sep-2005 700    40.000 0 200 33.93 33.83 798.000
07-Jan-2005 Sep-2005 700    41.000 0 200 33.93 33.83 792.000

Contract: Sep-2005 725 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 725    133.000 0 0 31.73 32.67 819.000
04-Jan-2005 Sep-2005 725    123.000 0 0 31.73 32.09 806.000
05-Jan-2005 Sep-2005 725    131.000 0 0 34.93 35.61 808.000
06-Jan-2005 Sep-2005 725    122.000 0 0 33.83 33.83 798.000
07-Jan-2005 Sep-2005 725    118.000 0 0 33.83 33.83 792.000

Contract: Sep-2005 725 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 725    39.000 0 0 31.73 32.67 819.000
04-Jan-2005 Sep-2005 725    42.000 0 0 31.73 32.09 806.000
05-Jan-2005 Sep-2005 725    48.000 0 0 34.93 35.61 808.000
06-Jan-2005 Sep-2005 725    49.000 0 0 33.83 33.83 798.000
07-Jan-2005 Sep-2005 725    51.000 0 0 33.83 33.83 792.000

Contract: Sep-2005 750 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 750    117.000 0 0 31.63 32.67 819.000
04-Jan-2005 Sep-2005 750    108.000 0 0 31.63 32.09 806.000
05-Jan-2005 Sep-2005 750    117.000 0 0 34.83 35.61 808.000
06-Jan-2005 Sep-2005 750    108.000 0 0 33.73 33.83 798.000
07-Jan-2005 Sep-2005 750    104.000 0 0 33.73 33.83 792.000

Contract: Sep-2005 750 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 750    48.000 0 200 31.63 32.67 819.000
04-Jan-2005 Sep-2005 750    52.000 0 200 31.63 32.09 806.000
05-Jan-2005 Sep-2005 750    59.000 0 200 34.83 35.61 808.000
06-Jan-2005 Sep-2005 750    60.000 0 200 33.73 33.83 798.000
07-Jan-2005 Sep-2005 750    62.000 0 200 33.73 33.83 792.000

Contract: Sep-2005 775 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 775    104.000 0 0 31.83 32.67 819.000
04-Jan-2005 Sep-2005 775    95.000 0 0 31.83 32.09 806.000
05-Jan-2005 Sep-2005 775    104.000 0 0 34.93 35.61 808.000
06-Jan-2005 Sep-2005 775    95.000 0 0 33.83 33.83 798.000
07-Jan-2005 Sep-2005 775    91.000 0 0 33.83 33.83 792.000

Contract: Sep-2005 775 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 775    60.000 0 0 31.83 32.67 819.000
04-Jan-2005 Sep-2005 775    64.000 0 0 31.83 32.09 806.000
05-Jan-2005 Sep-2005 775    71.000 0 0 34.93 35.61 808.000
06-Jan-2005 Sep-2005 775    72.000 0 0 33.83 33.83 798.000
07-Jan-2005 Sep-2005 775    74.000 0 0 33.83 33.83 792.000

Contract: Sep-2005 800 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 800    91.000 0 0 31.83 32.67 819.000
04-Jan-2005 Sep-2005 800    83.000 0 0 31.83 32.09 806.000
05-Jan-2005 Sep-2005 800    92.000 0 0 35.03 35.61 808.000
06-Jan-2005 Sep-2005 800    83.000 0 0 33.83 33.83 798.000
07-Jan-2005 Sep-2005 800    80.000 0 0 33.83 33.83 792.000

Contract: Sep-2005 800 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 800    72.000 0 0 31.83 32.67 819.000
04-Jan-2005 Sep-2005 800    77.000 0 0 31.83 32.09 806.000
05-Jan-2005 Sep-2005 800    84.000 0 0 35.03 35.61 808.000
06-Jan-2005 Sep-2005 800    85.000 0 0 33.83 33.83 798.000
07-Jan-2005 Sep-2005 800    88.000 0 0 33.83 33.83 792.000

Contract: Sep-2005 825 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 825    82.000 0 0 32.93 32.67 819.000
04-Jan-2005 Sep-2005 825    75.000 0 0 32.93 32.09 806.000
05-Jan-2005 Sep-2005 825    86.000 0 0 36.83 35.61 808.000
06-Jan-2005 Sep-2005 825    79.000 0 0 36.53 33.83 798.000
07-Jan-2005 Sep-2005 825    76.000 0 0 36.53 33.83 792.000

Contract: Sep-2005 825 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 825    88.000 0 0 32.93 32.67 819.000
04-Jan-2005 Sep-2005 825    94.000 0 0 32.93 32.09 806.000
05-Jan-2005 Sep-2005 825    103.000 0 0 36.83 35.61 808.000
06-Jan-2005 Sep-2005 825    106.000 0 0 36.53 33.83 798.000
07-Jan-2005 Sep-2005 825    109.000 0 0 36.53 33.83 792.000

Contract: Sep-2005 850 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 850    74.000 0 0 33.83 32.67 819.000
04-Jan-2005 Sep-2005 850    67.000 0 0 33.83 32.09 806.000
05-Jan-2005 Sep-2005 850 86.000 86.000 86.000 80.000 150 0 38.33 35.61 808.000
06-Jan-2005 Sep-2005 850    76.000 0 150 38.83 33.83 798.000
07-Jan-2005 Sep-2005 850    73.000 0 150 38.83 33.83 792.000

Contract: Sep-2005 850 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 850    105.000 0 0 33.83 32.67 819.000
04-Jan-2005 Sep-2005 850    111.000 0 0 33.83 32.09 806.000
05-Jan-2005 Sep-2005 850    122.000 0 0 38.33 35.61 808.000
06-Jan-2005 Sep-2005 850    128.000 0 0 38.83 33.83 798.000
07-Jan-2005 Sep-2005 850    131.000 0 0 38.83 33.83 792.000

Contract: Sep-2005 875 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 875    67.000 0 0 34.93 32.67 819.000
04-Jan-2005 Sep-2005 875    61.000 0 0 34.93 32.09 806.000
05-Jan-2005 Sep-2005 875    74.000 0 0 39.53 35.61 808.000
06-Jan-2005 Sep-2005 875    71.000 0 0 40.43 33.83 798.000
07-Jan-2005 Sep-2005 875    68.000 0 0 40.43 33.83 792.000

Contract: Sep-2005 875 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 875    123.000 0 0 34.93 32.67 819.000
04-Jan-2005 Sep-2005 875    130.000 0 0 34.93 32.09 806.000
05-Jan-2005 Sep-2005 875    141.000 0 0 39.53 35.61 808.000
06-Jan-2005 Sep-2005 875    148.000 0 0 40.43 33.83 798.000
07-Jan-2005 Sep-2005 875    151.000 0 0 40.43 33.83 792.000

Contract: Sep-2005 900 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 900    62.000 0 300 35.93 32.67 819.000
04-Jan-2005 Sep-2005 900    56.000 0 300 35.93 32.09 806.000
05-Jan-2005 Sep-2005 900    69.000 0 300 40.73 35.61 808.000
06-Jan-2005 Sep-2005 900    67.000 0 300 41.93 33.83 798.000
07-Jan-2005 Sep-2005 900    64.000 0 300 41.93 33.83 792.000

Contract: Sep-2005 900 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 900    143.000 0 0 35.93 32.67 819.000
04-Jan-2005 Sep-2005 900    150.000 0 0 35.93 32.09 806.000
05-Jan-2005 Sep-2005 900    161.000 0 0 40.73 35.61 808.000
06-Jan-2005 Sep-2005 900    169.000 0 0 41.93 33.83 798.000
07-Jan-2005 Sep-2005 900    172.000 0 0 41.93 33.83 792.000

Contract: Sep-2005 925 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 925    57.000 0 0 36.93 32.67 819.000
04-Jan-2005 Sep-2005 925    51.000 0 0 36.93 32.09 806.000
05-Jan-2005 Sep-2005 925    64.000 0 0 41.83 35.61 808.000
06-Jan-2005 Sep-2005 925    64.000 0 0 43.43 33.83 798.000
07-Jan-2005 Sep-2005 925    61.000 0 0 43.43 33.83 792.000

Contract: Sep-2005 925 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 925    163.000 0 0 36.93 32.67 819.000
04-Jan-2005 Sep-2005 925    170.000 0 0 36.93 32.09 806.000
05-Jan-2005 Sep-2005 925    181.000 0 0 41.83 35.61 808.000
06-Jan-2005 Sep-2005 925    191.000 0 0 43.43 33.83 798.000
07-Jan-2005 Sep-2005 925    194.000 0 0 43.43 33.83 792.000

Contract: Sep-2005 950 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 950    53.000 0 0 38.33 32.67 819.000
04-Jan-2005 Sep-2005 950    48.000 0 0 38.33 32.09 806.000
05-Jan-2005 Sep-2005 950    60.000 0 0 43.03 35.61 808.000
06-Jan-2005 Sep-2005 950    60.000 0 0 44.63 33.83 798.000
07-Jan-2005 Sep-2005 950    57.000 0 0 44.63 33.83 792.000

Contract: Sep-2005 950 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 950    184.000 0 0 38.33 32.67 819.000
04-Jan-2005 Sep-2005 950    192.000 0 0 38.33 32.09 806.000
05-Jan-2005 Sep-2005 950    202.000 0 0 43.03 35.61 808.000
06-Jan-2005 Sep-2005 950    212.000 0 0 44.63 33.83 798.000
07-Jan-2005 Sep-2005 950    215.000 0 0 44.63 33.83 792.000

Contract: Sep-2005 975 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 975    51.000 0 0 39.83 32.67 819.000
04-Jan-2005 Sep-2005 975    46.000 0 0 39.83 32.09 806.000
05-Jan-2005 Sep-2005 975    57.000 0 0 44.53 35.61 808.000
06-Jan-2005 Sep-2005 975    57.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 975    55.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 975 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 975    207.000 0 0 39.83 32.67 819.000
04-Jan-2005 Sep-2005 975    215.000 0 0 39.83 32.09 806.000
05-Jan-2005 Sep-2005 975    224.000 0 0 44.53 35.61 808.000
06-Jan-2005 Sep-2005 975    234.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 975    238.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 1000 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 1000    49.000 0 0 41.43 32.67 819.000
04-Jan-2005 Sep-2005 1000    44.000 0 0 41.43 32.09 806.000
05-Jan-2005 Sep-2005 1000    55.000 0 0 46.13 35.61 808.000
06-Jan-2005 Sep-2005 1000 47.000 47.000 47.000 54.000 3 0 47.23 33.83 798.000
07-Jan-2005 Sep-2005 1000    52.000 0 3 47.23 33.83 792.000

Contract: Sep-2005 1000 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Sep-2005 1000    230.000 0 0 41.43 32.67 819.000
04-Jan-2005 Sep-2005 1000    238.000 0 0 41.43 32.09 806.000
05-Jan-2005 Sep-2005 1000    247.000 0 0 46.13 35.61 808.000
06-Jan-2005 Sep-2005 1000    256.000 0 0 47.23 33.83 798.000
07-Jan-2005 Sep-2005 1000    260.000 0 0 47.23 33.83 792.000

Contract: Sep-2005 1050 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
06-Jan-2005 Sep-2005 1050    42.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 1050    40.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 1050 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
06-Jan-2005 Sep-2005 1050    294.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 1050    298.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 1100 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
06-Jan-2005 Sep-2005 1100    34.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 1100    33.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 1100 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
06-Jan-2005 Sep-2005 1100    336.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 1100    341.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 1150 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
06-Jan-2005 Sep-2005 1150    28.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 1150    27.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 1150 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
06-Jan-2005 Sep-2005 1150    380.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 1150    385.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 1200 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
06-Jan-2005 Sep-2005 1200    23.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 1200    21.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 1200 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
06-Jan-2005 Sep-2005 1200    425.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 1200    429.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 1250 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
06-Jan-2005 Sep-2005 1250    18.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 1250    17.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 1250 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
06-Jan-2005 Sep-2005 1250    470.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 1250    475.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 1300 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
06-Jan-2005 Sep-2005 1300    15.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 1300    14.000 0 0 46.13 33.83 792.000

Contract: Sep-2005 1300 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
06-Jan-2005 Sep-2005 1300    517.000 0 0 46.13 33.83 798.000
07-Jan-2005 Sep-2005 1300    522.000 0 0 46.13 33.83 792.000

Contract: Nov-2005 450 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 450    387.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 450    374.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 450    375.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 450    365.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 450    360.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 450 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 450    1.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 450    1.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 450    1.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 450    1.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 450    1.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 475 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 475    362.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 475    350.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 475    351.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 475    341.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 475    336.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 475 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 475    1.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 475    2.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 475    2.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 475    2.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 475    2.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 500 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 500    338.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 500    326.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 500    327.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 500    317.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 500    312.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 500 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 500    2.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 500    3.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 500    3.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 500    3.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 500    3.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 525 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 525    315.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 525    302.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 525    303.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 525    293.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 525    289.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 525 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 525    4.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 525    4.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 525    4.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 525    4.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 525    5.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 550 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 550    292.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 550    279.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 550    280.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 550    271.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 550    266.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 550 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 550    6.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 550    6.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 550    6.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 550    7.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 550    7.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 575 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 575    269.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 575    257.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 575    258.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 575    249.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 575    244.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 575 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 575    8.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 575    9.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 575    9.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 575    10.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 575    10.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 600 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 600    247.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 600    236.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 600    236.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 600    227.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 600    223.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 600 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 600    11.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 600    13.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 600    12.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 600    13.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 600    14.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 625 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 625    227.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 625    215.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 625    216.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 625    207.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 625    203.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 625 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 625    16.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 625    17.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 625    17.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 625    18.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 625    19.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 650 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 650    207.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 650    196.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 650    196.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 650    188.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 650    184.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 650 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 650    21.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 650    23.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 650    22.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 650    24.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 650    25.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 675 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 675    188.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 675    177.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 675    178.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 675    170.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 675    166.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 675 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 675    27.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 675    29.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 675    29.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 675    31.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 675    32.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 700 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 700    170.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 700    160.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 700    161.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 700    153.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 700    149.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 700 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 700    34.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 700    37.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 700    37.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 700    39.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 700    40.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 725 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 725    153.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 725    144.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 725    144.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 725    137.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 725    133.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 725 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 725    42.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 725    46.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 725    45.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 725    48.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 725    49.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 750 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 750    138.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 750    129.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 750    129.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 750    122.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 750    119.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 750 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 750    52.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 750    56.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 750    55.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 750    58.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 750    60.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 775 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 775    123.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 775    115.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 775    115.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 775    109.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 775    106.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 775 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 775    62.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 775    67.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 775    66.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 775    70.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 775    72.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 800 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 800    110.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 800    102.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 800    103.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 800    97.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 800    94.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 800 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 800    74.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 800    79.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 800    79.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 800    83.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 800    85.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 825 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 825    98.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 825    91.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 825    91.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 825    85.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 825    83.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 825 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 825    87.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 825    93.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 825    92.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 825    96.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 825    99.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 850 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 850    87.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 850    80.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 850    80.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 850    75.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 850    73.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 850 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 850    101.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 850    107.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 850    106.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 850    111.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 850    114.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 875 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 875    77.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 875    71.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 875    71.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 875    66.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 875    64.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 875 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 875    116.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 875    123.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 875    122.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 875    127.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 875    130.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 900 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 900    68.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 900    62.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 900    62.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 900    58.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 900    56.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 900 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 900    132.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 900    139.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 900    138.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 900    144.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 900    147.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 925 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 925    60.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 925    54.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 925    55.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 925    51.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 925    49.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 925 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 925    149.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 925    156.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 925    156.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 925    162.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 925    165.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 950 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 950    53.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 950    48.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 950    48.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 950    44.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 950    42.000 0 0 31.43 31.43 809.000

Contract: Nov-2005 950 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Nov-2005 950    167.000 0 0 31.43 31.43 836.000
04-Jan-2005 Nov-2005 950    175.000 0 0 31.43 31.43 823.000
05-Jan-2005 Nov-2005 950    174.000 0 0 31.43 31.43 824.000
06-Jan-2005 Nov-2005 950    180.000 0 0 31.43 31.43 814.000
07-Jan-2005 Nov-2005 950    183.000 0 0 31.43 31.43 809.000

Contract: Jan-2006 450 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 450    403.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 450    391.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 450    391.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 450    382.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 450    377.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 450 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 450    1.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 450    2.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 450    1.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 450    2.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 450    2.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 475 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 475    379.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 475    366.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 475    367.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 475    358.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 475    353.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 475 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 475    2.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 475    2.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 475    2.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 475    3.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 475    3.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 500 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 500    355.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 500    343.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 500    344.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 500    334.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 500    329.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 500 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 500    3.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 500    4.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 500    4.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 500    4.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 500    4.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 525 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 525    332.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 525    320.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 525    321.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 525    311.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 525    306.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 525 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 525    5.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 525    6.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 525    6.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 525    6.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 525    6.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 550 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 550    309.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 550    297.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 550    298.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 550    289.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 550    284.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 550 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 550    7.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 550    8.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 550    8.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 550    9.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 550    9.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 575 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 575    287.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 575    275.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 575    276.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 575    267.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 575    262.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 575 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 575    10.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 575    11.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 575    11.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 575    12.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 575    12.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 600 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 600    266.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 600    254.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 600    255.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 600    246.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 600    242.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 600 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 600    14.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 600    15.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 600    15.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 600    16.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 600    17.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 625 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 625    246.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 625    234.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 625    235.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 625    226.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 625    222.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 625 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 625    19.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 625    20.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 625    20.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 625    21.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 625    22.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 650 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 650    226.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 650    215.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 650    216.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 650    207.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 650    203.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 650 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 650    24.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 650    26.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 650    26.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 650    27.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 650    28.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 675 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 675    207.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 675    197.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 675    197.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 675    189.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 675    185.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 675 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 675    30.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 675    33.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 675    32.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 675    34.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 675    35.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 700 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 700    190.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 700    180.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 700    180.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 700    172.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 700    168.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 700 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 700    38.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 700    41.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 700    40.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 700    42.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 700    43.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 725 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 725    173.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 725    163.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 725    164.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 725    157.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 725    153.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 725 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 725    46.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 725    49.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 725    49.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 725    52.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 725    53.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 750 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 750    158.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 750    148.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 750    149.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 750    142.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 750    138.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 750 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 750    56.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 750    59.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 750    59.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 750    62.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 750    63.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 775 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 775    143.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 775    134.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 775    135.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 775    128.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 775    125.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 775 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 775    66.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 775    70.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 775    70.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 775    73.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 775    75.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 800 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 800    130.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 800    121.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 800    122.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 800    115.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 800    112.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 800 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 800    78.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 800    82.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 800    82.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 800    85.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 800    87.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 825 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 825    117.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 825    109.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 825    110.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 825    104.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 825    101.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 825 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 825    90.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 825    95.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 825    95.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 825    99.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 825    101.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 850 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 850    106.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 850    98.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 850    99.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 850    93.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 850    90.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 850 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 850    104.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 850    109.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 850    109.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 850    113.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 850    115.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 875 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 875    95.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 875    88.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 875    88.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 875    83.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 875    81.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 875 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 875    118.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 875    124.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 875    123.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 875    128.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 875    131.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 900 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 900    85.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 900    79.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 900    79.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 900    74.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 900    72.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 900 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 900    133.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 900    140.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 900    139.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 900    144.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 900    147.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 925 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 925    76.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 925    70.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 925    71.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 925    66.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 925    64.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 925 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 925    149.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 925    156.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 925    156.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 925    161.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 925    164.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 950 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 950    68.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 950    63.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 950    63.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 950    59.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 950    57.000 0 0 31.43 31.43 825.000

Contract: Jan-2006 950 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jan-2006 950    166.000 0 0 31.43 31.43 852.000
04-Jan-2005 Jan-2006 950    174.000 0 0 31.43 31.43 839.000
05-Jan-2005 Jan-2006 950    173.000 0 0 31.43 31.43 840.000
06-Jan-2005 Jan-2006 950    179.000 0 0 31.43 31.43 830.000
07-Jan-2005 Jan-2006 950    182.000 0 0 31.43 31.43 825.000

Contract: Mar-2006 450 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 450    418.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 450    408.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 450    409.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 450    400.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 450    395.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 450 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 450    2.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 450    2.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 450    2.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 450    2.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 450    2.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 475 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 475    394.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 475    384.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 475    385.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 475    376.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 475    372.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 475 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 475    3.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 475    3.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 475    3.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 475    3.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 475    4.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 500 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 500    370.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 500    361.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 500    362.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 500    353.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 500    348.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 500 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 500    4.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 500    5.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 500    5.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 500    5.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 500    5.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 525 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 525    347.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 525    338.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 525    339.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 525    330.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 525    325.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 525 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 525    6.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 525    7.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 525    7.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 525    7.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 525    7.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 550 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 550    325.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 550    316.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 550    317.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 550    308.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 550    303.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 550 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 550    9.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 550    10.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 550    10.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 550    10.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 550    10.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 575 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 575    303.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 575    294.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 575    295.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 575    287.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 575    282.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 575 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 575    12.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 575    13.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 575    13.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 575    14.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 575    14.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 600 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 600    282.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 600    273.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 600    274.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 600    266.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 600    261.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 600 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 600    16.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 600    17.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 600    17.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 600    18.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 600    18.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 625 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 625    262.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 625    253.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 625    254.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 625    246.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 625    242.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 625 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 625    21.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 625    22.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 625    22.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 625    23.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 625    24.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 650 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 650    243.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 650    234.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 650    235.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 650    227.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 650    223.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 650 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 650    27.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 650    28.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 650    28.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 650    29.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 650    30.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 675 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 675    224.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 675    216.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 675    217.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 675    209.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 675    205.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 675 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 675    33.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 675    35.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 675    35.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 675    36.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 675    37.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 700 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 700    207.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 700    199.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 700    199.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 700    192.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 700    188.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 700 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 700    41.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 700    43.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 700    42.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 700    44.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 700    45.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 725 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 725    190.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 725    182.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 725    183.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 725    176.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 725    172.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 725 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 725    49.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 725    51.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 725    51.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 725    53.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 725    54.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 750 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 750    174.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 750    167.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 750    168.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 750    161.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 750    158.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 750 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 750    58.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 750    61.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 750    61.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 750    63.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 750    65.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 775 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 775    160.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 775    153.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 775    153.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 775    147.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 775    144.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 775 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 775    69.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 775    72.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 775    71.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 775    74.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 775    76.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 800 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 800    146.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 800    140.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 800    140.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 800    134.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 800    131.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 800 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 800    80.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 800    84.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 800    83.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 800    86.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 800    88.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 825 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 825    133.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 825    127.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 825    128.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 825    122.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 825    119.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 825 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 825    92.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 825    96.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 825    96.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 825    99.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 825    101.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 850 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 850    122.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 850    116.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 850    116.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 850    111.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 850    108.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 850 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 850    106.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 850    110.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 850    109.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 850    113.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 850    115.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 875 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 875    111.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 875    105.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 875    105.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 875    100.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 875    98.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 875 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 875    120.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 875    124.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 875    123.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 875    127.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 875    130.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 900 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 900    100.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 900    95.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 900    96.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 900    91.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 900    88.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 900 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 900    134.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 900    139.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 900    139.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 900    143.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 900    145.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 925 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 925    91.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 925    86.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 925    87.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 925    82.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 925    80.000 0 0 31.43 31.43 843.000

Contract: Mar-2006 925 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Mar-2006 925    150.000 0 0 31.43 31.43 866.000
04-Jan-2005 Mar-2006 925    155.000 0 0 31.43 31.43 856.000
05-Jan-2005 Mar-2006 925    155.000 0 0 31.43 31.43 857.000
06-Jan-2005 Mar-2006 925    159.000 0 0 31.43 31.43 848.000
07-Jan-2005 Mar-2006 925    162.000 0 0 31.43 31.43 843.000

Contract: May-2006 450 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 450    429.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 450    417.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 450    418.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 450    417.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 450    412.000 0 0 31.43 31.43 859.000

Contract: May-2006 450 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 450    3.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 450    3.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 450    3.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 450    3.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 450    3.000 0 0 31.43 31.43 859.000

Contract: May-2006 475 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 475    405.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 475    393.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 475    394.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 475    393.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 475    388.000 0 0 31.43 31.43 859.000

Contract: May-2006 475 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 475    4.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 475    4.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 475    4.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 475    4.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 475    4.000 0 0 31.43 31.43 859.000

Contract: May-2006 500 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 500    382.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 500    370.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 500    371.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 500    370.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 500    365.000 0 0 31.43 31.43 859.000

Contract: May-2006 500 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 500    6.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 500    6.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 500    6.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 500    6.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 500    6.000 0 0 31.43 31.43 859.000

Contract: May-2006 525 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 525    359.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 525    348.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 525    349.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 525    348.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 525    343.000 0 0 31.43 31.43 859.000

Contract: May-2006 525 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 525    8.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 525    9.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 525    9.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 525    9.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 525    9.000 0 0 31.43 31.43 859.000

Contract: May-2006 550 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 550    337.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 550    326.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 550    327.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 550    326.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 550    321.000 0 0 31.43 31.43 859.000

Contract: May-2006 550 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 550    11.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 550    12.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 550    12.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 550    12.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 550    12.000 0 0 31.43 31.43 859.000

Contract: May-2006 575 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 575    316.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 575    305.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 575    306.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 575    305.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 575    300.000 0 0 31.43 31.43 859.000

Contract: May-2006 575 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 575    15.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 575    16.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 575    16.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 575    16.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 575    16.000 0 0 31.43 31.43 859.000

Contract: May-2006 600 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 600    295.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 600    284.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 600    285.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 600    284.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 600    280.000 0 0 31.43 31.43 859.000

Contract: May-2006 600 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 600    19.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 600    20.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 600    20.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 600    20.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 600    21.000 0 0 31.43 31.43 859.000

Contract: May-2006 625 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 625    275.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 625    265.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 625    266.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 625    265.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 625    260.000 0 0 31.43 31.43 859.000

Contract: May-2006 625 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 625    24.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 625    26.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 625    26.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 625    26.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 625    26.000 0 0 31.43 31.43 859.000

Contract: May-2006 650 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 650    256.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 650    246.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 650    247.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 650    246.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 650    242.000 0 0 31.43 31.43 859.000

Contract: May-2006 650 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 650    30.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 650    32.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 650    32.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 650    32.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 650    33.000 0 0 31.43 31.43 859.000

Contract: May-2006 675 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 675    238.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 675    228.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 675    229.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 675    228.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 675    224.000 0 0 31.43 31.43 859.000

Contract: May-2006 675 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 675    37.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 675    39.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 675    39.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 675    39.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 675    40.000 0 0 31.43 31.43 859.000

Contract: May-2006 700 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 700    221.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 700    211.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 700    212.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 700    211.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 700    207.000 0 0 31.43 31.43 859.000

Contract: May-2006 700 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 700    45.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 700    47.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 700    47.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 700    47.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 700    48.000 0 0 31.43 31.43 859.000

Contract: May-2006 725 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 725    204.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 725    195.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 725    196.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 725    195.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 725    191.000 0 0 31.43 31.43 859.000

Contract: May-2006 725 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 725    53.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 725    56.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 725    56.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 725    56.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 725    57.000 0 0 31.43 31.43 859.000

Contract: May-2006 750 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 750    189.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 750    180.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 750    181.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 750    180.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 750    176.000 0 0 31.43 31.43 859.000

Contract: May-2006 750 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 750    63.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 750    66.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 750    66.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 750    66.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 750    67.000 0 0 31.43 31.43 859.000

Contract: May-2006 775 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 775    174.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 775    166.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 775    166.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 775    166.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 775    162.000 0 0 31.43 31.43 859.000

Contract: May-2006 775 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 775    73.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 775    77.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 775    76.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 775    77.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 775    78.000 0 0 31.43 31.43 859.000

Contract: May-2006 800 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 800    161.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 800    153.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 800    153.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 800    152.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 800    149.000 0 0 31.43 31.43 859.000

Contract: May-2006 800 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 800    85.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 800    89.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 800    88.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 800    88.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 800    90.000 0 0 31.43 31.43 859.000

Contract: May-2006 825 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 825    148.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 825    140.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 825    141.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 825    140.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 825    137.000 0 0 31.43 31.43 859.000

Contract: May-2006 825 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 825    97.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 825    101.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 825    101.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 825    101.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 825    103.000 0 0 31.43 31.43 859.000

Contract: May-2006 850 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 850    136.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 850    129.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 850    129.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 850    128.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 850    125.000 0 0 31.43 31.43 859.000

Contract: May-2006 850 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 850    110.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 850    115.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 850    114.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 850    114.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 850    116.000 0 0 31.43 31.43 859.000

Contract: May-2006 900 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 900    114.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 900    108.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 900    108.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 900    108.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 900    105.000 0 0 31.43 31.43 859.000

Contract: May-2006 900 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 900    138.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 900    144.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 900    143.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 900    144.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 900    146.000 0 0 31.43 31.43 859.000

Contract: May-2006 925 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 925    105.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 925    99.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 925    99.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 925    98.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 925    96.000 0 0 31.43 31.43 859.000

Contract: May-2006 925 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 May-2006 925    154.000 0 0 31.43 31.43 876.000
04-Jan-2005 May-2006 925    160.000 0 0 31.43 31.43 864.000
05-Jan-2005 May-2006 925    159.000 0 0 31.43 31.43 865.000
06-Jan-2005 May-2006 925    159.000 0 0 31.43 31.43 864.000
07-Jan-2005 May-2006 925    162.000 0 0 31.43 31.43 859.000

Contract: Jul-2006 650 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 650    256.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 650    247.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 650    248.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 650    247.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 650    243.000 0 0 30 30 859.000

Contract: Jul-2006 650 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 650    32.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 650    33.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 650    33.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 650    33.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 650    34.000 0 0 30 30 859.000

Contract: Jul-2006 675 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 675    238.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 675    230.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 675    230.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 675    229.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 675    225.000 0 0 30 30 859.000

Contract: Jul-2006 675 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 675    39.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 675    41.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 675    40.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 675    40.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 675    41.000 0 0 30 30 859.000

Contract: Jul-2006 700 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 700    221.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 700    213.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 700    213.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 700    213.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 700    209.000 0 0 30 30 859.000

Contract: Jul-2006 700 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 700    47.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 700    49.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 700    48.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 700    49.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 700    50.000 0 0 30 30 859.000

Contract: Jul-2006 725 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 725    204.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 725    197.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 725    197.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 725    197.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 725    193.000 0 0 30 30 859.000

Contract: Jul-2006 725 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 725    55.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 725    58.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 725    57.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 725    58.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 725    59.000 0 0 30 30 859.000

Contract: Jul-2006 750 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 750    189.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 750    182.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 750    182.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 750    182.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 750    178.000 0 0 30 30 859.000

Contract: Jul-2006 750 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 750    65.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 750    68.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 750    67.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 750    68.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 750    69.000 0 0 30 30 859.000

Contract: Jul-2006 775 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 775    175.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 775    168.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 775    168.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 775    167.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 775    164.000 0 0 30 30 859.000

Contract: Jul-2006 775 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 775    76.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 775    79.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 775    78.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 775    78.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 775    80.000 0 0 30 30 859.000

Contract: Jul-2006 800 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 800    161.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 800    154.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 800    155.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 800    154.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 800    151.000 0 0 30 30 859.000

Contract: Jul-2006 800 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 800    87.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 800    90.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 800    90.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 800    90.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 800    92.000 0 0 30 30 859.000

Contract: Jul-2006 825 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 825    148.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 825    142.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 825    143.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 825    142.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 825    139.000 0 0 30 30 859.000

Contract: Jul-2006 825 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 825    99.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 825    103.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 825    103.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 825    103.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 825    105.000 0 0 30 30 859.000

Contract: Jul-2006 850 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 850    137.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 850    131.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 850    131.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 850    130.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 850    127.000 0 0 30 30 859.000

Contract: Jul-2006 850 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 850    113.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 850    117.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 850    116.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 850    116.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 850    118.000 0 0 30 30 859.000

Contract: Jul-2006 875 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 875    126.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 875    120.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 875    120.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 875    120.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 875    117.000 0 0 30 30 859.000

Contract: Jul-2006 875 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 875    127.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 875    131.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 875    130.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 875    131.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 875    133.000 0 0 30 30 859.000

Contract: Jul-2006 900 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 900    115.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 900    110.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 900    110.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 900    110.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 900    107.000 0 0 30 30 859.000

Contract: Jul-2006 900 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 900    141.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 900    146.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 900    145.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 900    146.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 900    148.000 0 0 30 30 859.000

Contract: Jul-2006 950 Calls
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 950    97.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 950    92.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 950    92.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 950    92.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 950    89.000 0 0 30 30 859.000

Contract: Jul-2006 950 Puts
TimeStamp DeliveryDate Strike Open High Low Close Volume OI Volatility ATM Vol Underlying
03-Jan-2005 Jul-2006 950    173.000 0 0 30 30 874.000
04-Jan-2005 Jul-2006 950    178.000 0 0 30 30 864.000
05-Jan-2005 Jul-2006 950    177.000 0 0 30 30 865.000
06-Jan-2005 Jul-2006 950    178.000 0 0 30 30 864.000
07-Jan-2005 Jul-2006 950    180.000 0 0 30 30 859.000