 800.0
 825.0
 850.0
 875.0
 900.0
 925.0
 950.0
 975.0
 995.0
1005.0
1025.0
1050.0
1075.0
1100.0
1125.0
1140.0
1150.0
1175.0
1200.0
1250.0
1300.0
1350.0
1400.0
1450.0
1550.0


Asset = December S&P500 Options strike prices (Source: CBOE)
Price of the Underlying = 1135.26 (Close)
Date = 05/02/04
Risk free rate = 0.0089 
Dividend Yield = 0.0178
Days to Expiry = 316 
Number of Prices = 25
