 800.0	 326.65
 825.0	 303.55
 850.0	 280.75
 875.0	 258.15
 900.0	 235.95
 925.0	 214.15
 950.0	 192.75
 975.0	 171.95
 995.0	 155.85
1005.0	 147.95
1025.0	 132.65
1050.0	 114.35
1075.0	  97.25
1100.0	  81.35
1125.0	  66.85
1140.0	  58.85
1150.0	  53.95
1175.0	  42.70
1200.0	  33.10
1250.0	  18.65
1300.0	   9.90
1350.0	   5.05
1400.0	   2.65
1450.0	   1.55
1550.0	   0.55

Asset = December S&P500 Option prices (Last quote)(Source: CBOE)
Price of the Underlying = 1126.52 (Last)
Date = 04/02/04
Risk free rate = 0.0089 
Dividend Yield = 0.0178
Days to Expiry = 317 
Number of Prices = 25


