SPX Option Chain

Normalized to the Price of the Underlying *

Next Expiry Only

Non-Zero Volumes Only

Under Strike Days Yr,Mo,Strk -----CALLS--07/27---- -------- PUTS -------

Price Price ToEx Unique ID Nor Prem Vol OpInt Nor Prem Vol OpInt

======= ======= ==== =========== ======== ===== ====== ========= ===== ======

100.00 86.77 24 20040800950 -0.2950 2 404 0.0457 316 23157

100.00 89.05 24 20040800975 0.1069 4 684 0.0731 762 66643

100.00 93.62 24 20040801025 0.1982 1333 4848 0.2146 1020 37556

100.00 94.99 24 20040801040 -0.1671 6 590 0.3380 172 6064

100.00 95.91 24 20040801050 0.2530 998 3052 0.4384 6952 41539

100.00 96.82 24 20040801060 0.1982 16 26 0.5937 661 3041

100.00 97.73 24 20040801070 0.5544 6 161 0.8403 149 5052

100.00 98.19 24 20040801075 0.7736 307 4106 0.8403 10712 35638

100.00 98.65 24 20040801080 0.8832 875 1586 0.9682 6340 16300

100.00 99.56 24 20040801090 1.1116 2170 1726 1.2879 3371 10657

100.00 100.02 24 20040801095 1.4340 122 793 1.4916 16 5052

100.00 100.47 24 20040801100 1.0687 6408 17953 1.2175 1286 25412

100.00 100.93 24 20040801105 0.9317 202 2569 0.8979 10 4970

100.00 101.39 24 20040801110 0.7033 771 4895 0.8065 3210 13867

100.00 101.84 24 20040801115 0.5754 2578 5163 0.6878 599 2808

100.00 102.30 24 20040801120 0.4567 636 5469 0.5325 101 3827

100.00 102.76 24 20040801125 0.2923 1856 24315 0.4960 25 16045

100.00 103.21 24 20040801130 0.2466 1620 6409 0.7426 175 2029

100.00 104.13 24 20040801140 0.1279 1954 8643 0.1671 952 4204

100.00 105.04 24 20040801150 0.0685 829 16942 0.1671 25 1757

100.00 109.61 24 20040801200 0.0091 1850 32667 -0.0155 5 116

* Negative premiums result from normalizing intra-day premium with

end-of-day underlying price. This would not occur in your

database, using intra-day underlying price.