Script Price Gamma 1% of Price 0.75% 0.

50%
421.15 -124.65 4.2115 3.158625 2.10575
 1%
20% Equity Buy/Sell 25% Equity Buy/Sell 33%
1 -105.0 1 -131.2 1

407 105.0 404 131.2 400

408 105.0 405 131.2 401
409 105.0 406 131.2 403
409 105.0 407 131.2 404
410 105.0 409 131.2 406
411 105.0 410 131.2 407
412 105.0 411 131.2 409
413 105.0 412 131.2 410
414 105.0 413 131.2 411
414 105.0 414 131.2 413
415 105.0 415 131.2 414
416 105.0 416 131.2 416
416.9385 105.0 416.9385 131.2 416.9385
421.15 421.15 421.15
425.3615 -105.0 425.3615 -131.2 425.3615
426 -105.0 426 -131.2 427
427 -105.0 427 -131.2 428
428 -105.0 429 -131.2 430
429 -105.0 430 -131.2 431
430 -105.0 431 -131.2 432
430 -105.0 432 -131.2 434
431 -105.0 433 -131.2 435
432 -105.0 434 -131.2 437
433 -105.0 435 -131.2 438
434 -105.0 436 -131.2 439
435 -105.0 437 -131.2 441
435 -105.0 438 -131.2 442
436 -105.0 439 -131.2 444
437 -105.0 440 -131.2 445
438 -105.0 441 -131.2 446
439 -105.0 442 -131.2 448
 0.75%
Equity Buy/Sell 20% Equity Buy/Sell 25% Equity Buy/Sell
-175.0

175.0
175.0
175.0
175.0
175.0
175.0
175.0
175.0
175.0
175.0
175.0
175.0
175.0

-175.0
-175.0
-175.0
-175.0
-175.0
-175.0
-175.0
-175.0
-175.0
-175.0
-175.0
-175.0
-175.0
-175.0
-175.0
-175.0
-175.0
 0.50%
33% Equity Buy/Sell 20% Equity Buy/Sell 25% Equity Buy/Sell
33% Equity Buy/Sell