SBIN CALL OPTIO

CALL OPTION 2500

symbol Date spot price lot size VOLUME PREMIUM TOTAL VOLUME
SBIN 1-Feb-11 2642.4 125 10.01 165 1651.65
SBIN 2-Feb-11 2594.05 125 16.49 127.7 2105.773
SBIN 3-Feb-11 2573.75 125 33.23 175 5815.25
SBIN 4-Feb-11 2651.75 125 60.39 161 9722.79
SBIN 7-Feb-11 2645.8 125 43.51 177.15 7707.7965
SBIN 8-Feb-11 2663.45 125 260.56 150.55 39227.308
SBIN 9-Feb-11 2638.2 125 16.46 111.1 1828.706
SBIN 10-Feb-11 2581 125 3645.98 67.05 244462.959
SBIN 11-Feb-11 2494.1 125 3527.48 113.5 400368.98
SBIN 14-Feb-11 2592.6 125 608.8 192.3 117072.24
SBIN 15-Feb-11 2698.2 125 334.63 234.05 78320.1515
SBIN 16-Feb-11 2736.8 125 68.59 244.25 16753.1075
SBIN 17-Feb-11 2751.05 125 155.41 271.25 42154.9625
SBIN 18-Feb-11 2780.55 125 137.71 245.8 33849.118
SBIN 21-Feb-11 2761.05 125 55.36 300 16608
SBIN 22-Feb-11 2791.85 125 41.2 242 9970.4
SBIN 23-Feb-11 2727.3 125 307.6 122.6 37711.76
SBIN 24-Feb-11 2617.65 125 50.97 0 0
TOTAL 9374.38 1065330.952
BIN CALL OPTIONS FOR THE PERIOD OF FEBRUARY 2011(Expiry
2550 2600 2650
VOLUME PREMIUM TOTAL VOLUME VOLUME PREMIUM TOTAL VOLUME VOLUME
3.33 115 382.95 2993.06 87.3 261294.138 2751.79
23.22 101.35 2353.347 2751.78 76.9 211611.882 4059.11
26.72 125 3340 3312.18 107.75 356887.395 4173.88
23.49 125.05 2937.4245 2055.67 92.65 190457.8255 1991.72
3.36 135 453.6 223.42 102.35 22867.037 1019.29
33.52 128.5 4307.32 1366.9 85.3 116596.57 1156.68
3.29 80 263.2 2150.55 58.5 125807.175 2817.82
3370.24 45.75 154188.48 10987.15 28.95 318077.9925 4329.01
3835.61 78.5 301095.385 10726.03 52.15 559362.4645 2763.67
736.51 150.6 110918.406 5001.76 110.05 550443.688 4703.56
156.56 178 27867.68 934.14 136.8 127790.352 1352.79
82.49 197 16250.53 340.62 147.2 50139.264 158.86
96.99 215.4 20891.646 158.96 173.15 27523.924 131.74
17.17 182 3124.94 266.8 156.9 41860.92 246.38
3.44 200 688 128.44 194.4 24968.736 93.87
0 178.8 0 189.07 130.85 24739.8095 192.18
80.11 77.8 6232.558 875.92 37 32409.04 4530.09
1421.32 0 0 10892.16 0 0 7085.86
9917.37 655295.4665 55354.61 3042838.21 43558.3
RY 2011(Expiry on last Thursday 24th feb)
2650 2700 2750
PREMIUM TOTAL VOLUME VOLUME PREMIUM TOTAL VOLUME VOLUME PREMIUM
64.15 176527.3285 6393.37 45.45 290578.6665 1258.68 31.5
56.45 229136.7595 6464.86 38.8 250836.568 883.18 26.35
79.5 331823.46 7492.07 55.65 416933.6955 1043.78 37.5
69.25 137926.61 8921.88 47 419328.36 1391.19 30.55
73.5 74917.815 7605.88 48.9 371927.532 1065.28 31.75
58 67087.44 9087.21 37.9 344405.259 1512.98 23.05
38.1 107358.942 6900.38 24.4 168369.272 875.06 12.95
17.55 75974.1255 7178.12 10.15 72857.918 1089.02 5.85
32 88437.44 5141.67 18.1 93064.227 630.8 9.5
76.15 358176.094 15501.72 47.3 733231.356 3615.44 27.2
102.45 138593.3355 11152.97 65.75 733307.7775 7999.35 39.55
114.7 18221.242 3100.22 74.1 229726.302 5213.29 46
128.45 16922.003 2427.89 87.1 211469.219 4271.43 52.9
106.6 26264.108 2301.58 68.65 158003.467 4348.13 34.85
150 14080.5 1753.26 102.65 179972.139 3852.9 60.25
85.25 16383.345 1495.15 47.55 71094.3825 4833.3 20.3
13.35 60476.7015 17695.36 3.55 62818.528 7044.52 1.2
0 0 4773.82 0 0 1457.62 0
1938307.2495 125387.4 4807924.669 52385.95
2750 2800
TOTAL VOLUME VOLUME PREMIUM TOTAL VOLUME
39648.42 3159.85 21.4 67620.79
23271.793 1784.4 17.55 31316.22
39141.75 2235.63 24.5 54772.935
42500.8545 2556.55 19.3 49341.415
33822.64 1410.94 19.75 27866.065
34874.189 1687.16 13.55 22861.018
11332.027 1597.73 7.5 11982.975
6370.767 1300.52 3.95 5137.054
5992.6 1324.47 5.5 7284.585
98339.968 4143.11 13.95 57796.3845
316374.2925 10182.45 22.5 229105.125
239811.34 11341.03 25.5 289196.265
225958.647 11797.25 28.2 332682.45
151532.3305 16606.35 17.1 283968.585
232137.225 12900.2 28.8 371525.76
98115.99 9278.88 6.75 62632.44
8453.424 5989.14 0.6 3593.484
0 2411.6 0 0
1607678.2575 101707.3 1908683.5505
 NET PAY OFF OF CALL OPTION HO
CURRENT MARKET PRICE CALL OPTION STRIKE PRICES OPEN INTREST VOLUMES
2617 2500 9374.38
2617 2550 9917.37
2617 2600 55354.60
2617 2650 43558.00
2617 2700 125387.00
2617 2750 52385.95
2617 2800 101707.30

PERCENTAGE VALUE OF TRANSACTION BETWEEN PUT OPTION

HOLDER AND WRITER
1; 15026056.4165; 6%

1
2
2; 220276732.15; 94%

PROFIT OF A HOLDER=CMP-SP*TOTAL VALUES

OF CALL OPTION HOLDER AND WRITER
TOTAL VALUES (PREMIUM) PROFIT OF A HOLDER NET PAY OFF OF HOLDER
1065330.95 124643721.15 123578390.2
655295 43904765 43249469.5335
3042838 51728246 48685408
1938307 0 -1938307
4807924 0 -4807924
1607678 0 -1607678
1908683 0 -1908683
15026056.4165 220276732.15

GRAPH SHOWING THE AMOUNT OF PREMIUM TRANSACTED OF

CALL OPTION

12 S
10
8
6
PUT OPTION
4
2
0
1 2 3 4 5 6
PREMIUM
NET PAY OFF OF WRITER
-123578390.2 S
-43249469.53
-48685408
1938307
4807924
1607678
1908683