2011

December 2011

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
December 30, 2011 1,557 203,595 142,727 346,322 195,693 $ 0.0046
December 29, 2011 1,557 216,714 150,488 367,202 214,866 $ 0.0046
December 28, 2011 1,557 180,449 225,293 405,742 209,010 $ 0.0038
December 27, 2011 1,557 198,044 155,569 353,613 203,890 $ 0.0046
December 23, 2011 1,557 218,594 160,969 379,563 215,754 $ 0.0046
December 22, 2011 1,557 264,286 198,357 462,643 289,956 $ 0.0047
December 21, 2011 1,560 267,634 196,683 464,317 239,809 $ 0.0044
December 20, 2011 1,560 340,421 218,780 559,201 325,517 $ 0.0050
December 19, 2011 1,559 353,705 218,705 572,410 353,386 $ 0.0061
December 16, 2011 1,560 318,118 255,078 573,196 303,948 $ 0.0056
December 15, 2011 1,559 260,039 207,424 467,463 242,188 $ 0.0068
December 14, 2011 1,559 358,126 306,568 664,694 347,160 $ 0.0059
December 13, 2011 1,559 325,002 257,548 582,550 295,120 $ 0.0052
December 12, 2011 1,559 305,759 243,430 549,189 302,107 $ 0.0157
December 9, 2011 1,560 280,871 263,641 544,512 292,237 $ 0.0038
December 8, 2011 1,560 313,907 249,116 563,023 289,484 $ 0.0037
December 7, 2011 1,560 269,480 227,086 496,566 250,298 $ 0.0042
December 6, 2011 1,560 295,071 208,974 504,045 254,335 $ 0.0049
December 5, 2011 1,560 303,428 225,356 528,784 249,568 $ 0.0048
December 2, 2011 1,560 317,648 257,197 574,845 291,008 $ 0.0053
December 1, 2011 1,560 268,890 197,467 466,357 233,840 $ 0.0050

November 2011

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
November 30, 2011 1,560 414,034 264,568 678,602 351,526 $ 0.0047
November 29, 2011 1,561 282,446 194,405 476,851 236,275 $ 0.0053
November 28, 2011 1,561 355,367 250,817 606,184 325,198 $ 0.0082
November 25, 2011 1,561 211,750 128,000 339,750 195,694 $ 0.0066
November 23, 2011 1,561 325,448 249,562 575,010 297,991 $ 0.0059
November 22, 2011 1,561 315,227 219,608 534,835 285,487 $ 0.0068
November 21, 2011 1,563 404,465 288,058 692,523 363,450 $ 0.0049
November 18, 2011 1,563 290,347 309,420 599,767 295,336 $ 0.0084
November 17, 2011 1,563 403,143 343,467 746,610 339,464 $ 0.0063
November 16, 2011 1,563 300,847 254,445 555,292 295,437 $ 0.0072
November 15, 2011 1,563 281,855 228,209 510,064 246,375 $ 0.0051
November 14, 2011 1,563 259,093 218,545 477,638 240,389 $ 0.0047
November 11, 2011 1,563 323,981 266,188 590,169 313,917 $ 0.0065
November 10, 2011 1,563 302,937 274,493 577,430 290,640 $ 0.0062
November 9, 2011 1,563 321,292 332,544 653,836 276,235 $ 0.0071
November 8, 2011 1,562 278,189 232,683 510,872 238,858 $ 0.0062
November 7, 2011 1,563 262,852 204,237 467,089 232,005 $ 0.0065
November 4, 2011 1,563 269,604 244,524 514,128 273,751 $ 0.0065
November 3, 2011 1,563 316,449 262,410 578,859 314,461 $ 0.0058
November 2, 2011 1,563 289,547 249,882 539,429 265,838 $ 0.0079
November 1, 2011 1,563 423,636 454,464 878,100 398,504 $ 0.0062

October 2011

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
October 31, 2011 1,563 236,573 225,474 462,047 275,475 $ 0.0056
October 28, 2011 1,566 340,293 247,156 587,449 327,383 $ 0.0070
October 27, 2011 1,566 585,309 434,699 1,020,008 574,292 $ 0.0090
October 26, 2011 1,566 304,217 266,474 570,691 322,448 $ 0.0062
October 25, 2011 1,566 313,889 302,097 615,986 335,911 $ 0.0059
October 24, 2011 1,566 386,647 291,524 678,171 385,527 $ 0.0057
October 21, 2011 1,566 385,392 309,310 694,702 364,821 $ 0.0048
October 20, 2011 1,566 311,153 293,848 605,001 294,301 $ 0.0049
October 19, 2011 1,566 312,232 290,703 602,935 250,922 $ 0.0051
October 18, 2011 1,567 333,858 315,221 649,079 307,468 $ 0.0053
October 17, 2011 1,567 304,011 276,722 580,733 297,267 $ 0.0047
October 14, 2011 1,567 354,851 299,484 654,335 350,944 $ 0.0053
October 13, 2011 1,567 268,453 282,421 550,874 275,721 $ 0.0041
October 12, 2011 1,567 385,636 387,225 772,861 368,984 $ 0.0047
October 11, 2011 1,567 258,975 235,045 494,020 250,862 $ 0.0051
October 10, 2011 1,567 321,942 266,493 588,435 336,184 $ 0.0045
October 7, 2011 1,567 309,307 286,957 596,264 310,791 $ 0.0049
October 6, 2011 1,567 373,336 307,021 680,357 374,816 $ 0.0051
October 5, 2011 1,571 403,471 304,591 708,062 291,644 $ 0.0048
October 4, 2011 1,571 509,708 462,615 972,323 416,117 $ 0.0068
October 3, 2011 1,571 400,060 424,325 824,385 358,648 $ 0.0058

September 2011

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
September 30, 2011 1,571 284,996 302,830 587,826 258,046 $ 0.0074
September 29, 2011 1,571 302,543 301,163 603,706 264,552 $ 0.0077
September 28, 2011 1,571 258,856 264,545 523,401 226,262 $ 0.0050
September 27, 2011 1,573 352,204 297,560 649,764 305,795 $ 0.0059
September 26, 2011 1,573 364,570 282,292 646,862 282,297 $ 0.0071
September 23, 2011 1,573 437,741 333,421 771,162 316,716 $ 0.0052
September 22, 2011 1,573 564,627 492,094 1,056,721 462,727 $ 0.0080
September 21, 2011 1,573 335,952 278,840 614,792 246,648 $ 0.0064
September 20, 2011 1,573 340,029 258,343 598,372 286,241 $ 0.0061
September 19, 2011 1,561 334,102 288,424 622,526 301,377 $ 0.0053
September 18, 2011 1,561 341,422 277,451 618,873 291,083 $ 0.0063
September 15, 2011 1,561 313,126 253,727 566,853 280,468 $ 0.0070
September 14, 2011 1,561 307,212 255,568 562,780 287,878 $ 0.0061
September 13, 2011 1,561 256,507 212,591 469,098 193,147 $ 0.0047
September 12, 2011 1,561 333,976 298,768 632,744 287,663 $ 0.0067
September 9, 2011 1,561 296,134 329,601 625,735 233,267 $ 0.0054
September 8, 2011 1,561 269,265 255,098 524,363 280,823 $ 0.0053
September 7, 2011 1,565 313,299 253,590 566,889 298,859 $ 0.0069
September 6, 2011 1,565 349,779 334,683 684,462 315,404 $ 0.0069
September 2, 2011 1,565 320,597 289,994 610,591 328,331 $ 0.0055
September 1, 2011 1,565 271,919 259,078 530,997 234,663 $ 0.0067

August 2011

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
August 31, 2011 1,565 341,053 305,338 646,391 289,659 $ 0.0068
August 30, 2011 1,565 317,424 269,345 586,769 265,680 $ 0.0101
August 25, 2011 1,572 427,225 371,074 798,299 344,472 $ 0.0053
August 24, 2011 1,572 398,253 332,040 730,293 324,813 $ 0.0055
August 23, 2011 1,572 454,256 357,351 811,607 363,008 $ 0.0058
August 22, 2011 1,574 426,938 325,069 752,007 314,988 $ 0.0070
August 19, 2011 1,574 428,762 398,476 827,238 344,146 $ 0.0095
August 18, 2011 1,576 504,245 445,491 949,736 357,704 $ 0.0117
August 17, 2011 1,575 307,554 266,578 574,132 240,900 $ 0.0064
August 16, 2011 1,576 298,297 253,659 551,956 231,233 $ 0.0065
August 15, 2011 1,576 366,062 275,147 641,209 279,351 $ 0.0067
August 12, 2011 1,576 361,175 314,294 675,469 315,258 $ 0.0069
August 11, 2011 1,575 531,019 426,080 957,099 388,505 $ 0.0092
August 10, 2011 1,575 521,635 489,214 1,010,849 344,505 $ 0.0121
August 9, 2011 1,575 674,330 310,544 984,874 427,286 $ 0.0164
August 8, 2011 1,575 784,462 779,499 1,563,961 625,669 $ 0.0136
August 5, 2011 1,575 707,239 678,798 1,386,037 481,866 $ 0.0126
August 4, 2011 1,575 709,231 594,033 1,303,264 598,099 $ 0.0082
August 3, 2011 1,575 539,072 389,241 928,313 441,845 $ 0.0064
August 2, 2011 1,575 456,682 332,953 789,635 418,490 $ 0.0051
August 1, 2011 1,575 440,296 324,333 764,629 350,900 $ 0.0067

July 2011

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
July 29, 2011 1,575 389,033 334,246 723,279 342,833 $ 0.0063
July 28, 2011 1,575 326,423 258,914 585,337 282,792 $ 0.0063
July 27, 2011 1,575 388,595 310,805 699,400 346,289 $ 0.0066
July 26, 2011 1,575 308,764 207,659 516,423 260,978 $ 0.0068
July 25, 2011 1,577 313,817 245,475 559,292 302,658 $ 0.0065
July 22, 2011 1,577 371,724 268,842 640,566 374,287 $ 0.0065
July 21, 2011 1,577 440,880 306,884 747,764 387,781 $ 0.0064
July 20, 2011 1,577 386,599 255,937 642,536 383,108 $ 0.0065
July 19, 2011 1,578 449,558 255,411 704,969 412,582 $ 0.0062
July 18, 2011 1,568 426,532 275,082 701,614 386,131 $ 0.0052
July 15, 2011 1,568 338,507 265,980 604,487 306,648 $ 0.0075
July 14, 2011 1,569 332,084 274,578 606,662 309,451 $ 0.0066
July 13, 2011 1,569 360,937 249,143 610,080 354,500 $ 0.0057
July 12, 2011 1,569 290,539 231,800 522,339 280,754 $ 0.0050
July 11, 2011 1,571 320,933 276,830 597,763 331,734 $ 0.0048
July 8, 2011 1,571 254,099 230,514 484,613 271,995 $ 0.0055
July 7, 2011 1,571 322,028 222,273 544,301 338,211 $ 0.0067
July 6, 2011 1,571 225,792 167,138 392,930 235,885 $ 0.0061
July 5, 2011 1,571 233,469 163,956 397,425 240,453 $ 0.0055
July 1, 2011 1,572 265,588 200,502 466,090 260,157 $ 0.0068

June 2011

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
June 30, 2011 1,574 253,377 191,221 444,598 280,627 $ 0.0060
June 29, 2011 1,574 247,274 193,627 440,901 285,748 $ 0.0073
June 28, 2011 1,573 196,496 141,430 337,926 203,330 $ 0.0066
June 27, 2011 1,573 186,754 130,809 317,563 187,537 $ 0.0058
June 24, 2011 1,573 181,879 147,355 329,234 197,019 $ 0.0063
June 23, 2011 1,573 269,340 218,606 487,946 276,824 $ 0.0064
June 22, 2011 1,573 245,498 141,008 386,506 244,517 $ 0.0059
June 21, 2011 1,573 262,978 174,362 437,340 259,508 $ 0.0059
June 20, 2011 1,574 266,407 152,662 419,069 260,565 $ 0.0055
June 17, 2011 1,574 226,534 233,605 460,139 252,609 $ 0.0078
June 16, 2011 1,575 213,674 220,573 434,247 230,593 $ 0.0093
June 15, 2011 1,579 202,251 201,064 403,315 249,280 $ 0.0054
June 14, 2011 1,579 181,669 139,680 321,349 193,225 $ 0.0044
June 13, 2011 1,579 199,977 157,152 357,129 205,612 $ 0.0063
June 10, 2011 1,579 232,850 206,881 439,731 220,290 $ 0.0064
June 9, 2011 1,579 192,818 154,834 347,652 208,475 $ 0.0065
June 8, 2011 1,579 251,539 173,750 425,289 276,776 $ 0.0057
June 7, 2011 1,579 214,737 175,464 390,201 260,390 $ 0.0079
June 6, 2011 1,579 253,084 188,389 441,473 297,762 $ 0.0053
June 3, 2011 1,579 218,736 190,929 409,665 262,436 $ 0.0061
June 2, 2011 1,581 224,209 161,195 385,404 259,698 $ 0.0059
June 1, 2011 1,581 248,838 183,860 432,698 277,862 $ 0.0052

May 2011

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
May 31, 2011 1,581 206,137 148,237 354,374 247,153 $ 0.0057
May 27, 2011 1,581 204,031 129,943 333,974 223,421 $ 0.0055
May 26, 2011 1,581 209,392 128,482 337,874 217,424 $ 0.0052
May 25, 2011 1,581 215,883 122,010 337,893 223,900 $ 0.0045
May 24, 2011 1,581 233,471 140,781 374,252 251,441 $ 0.0051
May 23, 2011 1,581 251,294 170,231 421,525 261,185 $ 0.0060
May 20, 2011 1,554 202,802 159,662 362,464 200,956 $ 0.0054
May 19, 2011 1,554 177,795 125,850 303,645 177,475 $ 0.0064
May 18, 2011 1,554 255,607 171,999 427,606 286,245 $ 0.0073
May 17, 2011 1,555 356,813 218,677 575,490 401,818 $ 0.0094
May 16, 2011 1,555 250,008 181,963 431,971 282,103 $ 0.0080
May 13, 2011 1,555 247,282 182,487 429,769 266,585 $ 0.0077
May 12, 2011 1,556 280,418 227,655 508,073 317,495 $ 0.0078
May 11, 2011 1,556 300,175 213,765 513,940 337,529 $ 0.0072
May 10, 2011 1,556 238,504 163,314 401,818 278,724 $ 0.0064
May 9, 2011 1,556 221,156 160,271 381,427 251,359 $ 0.0083
May 6, 2011 1,556 303,509 228,059 531,568 334,020 $ 0.0072
May 5, 2011 1,556 346,129 266,436 612,565 401,644 $ 0.0129
May 4, 2011 1,559 223,616 167,878 391,494 232,449 $ 0.0095
May 3, 2011 1,559 331,642 217,069 548,711 363,301 $ 0.0092
May 2, 2011 1,559 270,984 150,783 421,767 266,844 $ 0.0098

April 2011

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
April 29, 2011 1,559 304,770 177,990 482,760 332,380 $ 0.0084
April 28, 2011 1,559 326,120 201,864 527,984 354,329 $ 0.0082
April 27, 2011 1,559 305,657 207,992 513,649 341,039 $ 0.0089
April 26, 2011 1,556 331,400 185,700 517,100 348,021 $ 0.0087
April 25, 2011 1,556 254,875 160,168 415,043 280,306 $ 0.0079
April 21, 2011 1,556 303,896 181,389 485,283 326,545 $ 0.0093
April 20, 2011 1,527 384,653 198,712 583,365 402,513 $ 0.0076
April 19, 2011 1,528 272,679 139,574 412,253 265,913 $ 0.0093
April 18, 2011 1,528 337,372 215,054 552,426 356,355 $ 0.0091
April 15, 2011 1,532 244,915 173,557 418,472 255,433 $ 0.0101
April 14, 2011 1,532 291,656 168,828 460,484 306,283 $ 0.0090
April 13, 2011 1,532 234,459 150,393 384,852 244,632 $ 0.0084
April 12, 2011 1,532 255,322 193,857 449,179 285,133 $ 0.0098
April 11, 2011 1,532 249,723 140,721 390,444 253,466 $ 0.0096
April 8, 2011 1,532 232,562 143,904 376,466 250,394 $ 0.0098
April 7, 2011 1,532 222,010 143,426 365,436 228,762 $ 0.0095
April 6, 2011 1,532 270,420 161,953 432,373 290,291 $ 0.0087
April 5, 2011 1,532 241,503 143,702 385,205 255,222 $ 0.0103
April 4, 2011 1,532 219,441 120,303 339,744 241,366 $ 0.0101
April 1, 2011 1,532 231,308 155,076 386,384 247,780 $ 0.0126

March 2011

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
March 31, 2011 1,532 209,843 119,553 329,396 216,732 $ 0.0090
March 30, 2011 1,532 260,990 134,913 395,903 268,344 $ 0.0115
March 29, 2011 1,532 180,670 115,669 296,339 189,876 $ 0.0088
March 28, 2011 1,545 147,227 86,135 233,362 135,661 $ 0.0126
March 25, 2011 1,545 259,549 159,804 419,353 301,675 $ 0.0085
March 24, 2011 1,545 280,159 157,775 437,934 297,968 $ 0.0087
March 23, 2011 1,461 232,237 139,723 371,960 238,994 $ 0.0113
March 22, 2011 1,461 220,410 132,752 353,162 237,214 $ 0.0088
March 21, 2011 1,461 366,773 161,677 528,450 355,732 $ 0.0089
March 18, 2011 1,461 294,714 197,184 491,898 302,999 $ 0.0114
March 17, 2011 1,461 256,750 213,620 470,370 285,795 $ 0.0118
March 16, 2011 1,461 324,544 300,537 625,081 326,605 $ 0.0132
March 15, 2011 1,461 336,981 256,371 593,352 353,782 $ 0.0109
March 14, 2011 1,461 241,823 163,904 405,727 255,967 $ 0.0083
March 11, 2011 1,461 228,172 168,466 396,638 257,325 $ 0.0107
March 10, 2011 1,461 349,824 264,590 614,414 372,845 $ 0.0106
March 9, 2011 1,461 234,867 151,054 385,921 247,791 $ 0.0091
March 8, 2011 1,461 308,608 170,824 479,432 331,473 $ 0.0068
March 7, 2011 1,461 274,899 180,987 455,886 302,464 $ 0.0086
March 4, 2011 1,462 243,067 148,923 391,990 259,898 $ 0.0089
March 3, 2011 1,462 282,604 170,777 453,381 296,530 $ 0.0095
March 2, 2011 1,462 243,226 148,796 392,022 247,633 $ 0.0088
March 1, 2011 1,462 274,955 193,162 468,117 311,669 $ 0.0095

February 2011

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
February 28, 2011 1,462 268,633 149,782 418,415 283,141 $ 0.0095
February 25, 2011 1,463 305,713 188,206 493,919 327,430 $ 0.0095
February 24, 2011 1,463 322,650 200,491 523,141 316,075 $ 0.0099
February 23, 2011 1,463 389,276 239,628 628,904 399,405 $ 0.0115
February 22, 2011 1,464 470,012 276,849 746,861 501,385 $ 0.0106
February 18, 2011 1,464 323,530 191,517 515,047 338,013 $ 0.0105
February 17, 2011 1,464 249,994 141,999 391,993 238,492 $ 0.0127
February 16, 2011 1,464 299,788 157,437 457,225 289,081 $ 0.0114
February 15, 2011 1,464 249,145 152,699 401,844 266,528 $ 0.0109
February 14, 2011 1,464 291,971 164,071 456,042 317,681 $ 0.0100
February 11, 2011 1,464 473,873 166,512 640,385 437,755 $ 0.0108
February 10, 2011 1,464 304,573 198,230 502,803 322,008 $ 0.0108
February 9, 2011 1,464 286,694 182,384 469,078 301,809 $ 0.0108
February 8, 2011 1,464 274,989 163,114 438,103 272,616 $ 0.0099
February 7, 2011 1,464 331,618 175,692 507,310 318,948 $ 0.0098
February 4, 2011 1,464 317,587 176,862 494,449 308,040 $ 0.0102
February 3, 2011 1,464 318,794 181,843 500,637 304,846 $ 0.0093
February 2, 2011 1,464 305,494 157,375 462,869 283,238 $ 0.0089
February 1, 2011 1,464 399,476 230,850 630,326 430,274 $ 0.0074

January 2011

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
January 31, 2011 1,464 295,705 177,988 473,693 315,166 $ 0.0088
January 28, 2011 1,464 407,751 281,235 688,986 453,795 $ 0.0087
January 27, 2011 1,464 303,398 175,921 479,319 272,620 $ 0.0091
January 26, 2011 1,464 350,889 190,278 541,167 309,702 $ 0.0094
January 25, 2011 1,464 380,130 227,775 607,905 358,132 $ 0.0079
January 24, 2011 1,464 464,573 221,444 686,017 447,001 $ 0.0084
January 21, 2011 1,464 432,107 246,809 678,916 416,345 $ 0.0078
January 20, 2011 1,464 359,189 262,414 621,603 355,308 $ 0.0110
January 19, 2011 1,464 369,428 236,066 605,494 362,297 $ 0.0085
January 18, 2011 1,464 474,561 210,925 685,486 430,834 $ 0.0077
January 14, 2011 1,464 451,858 224,632 676,490 434,984 $ 0.0068
January 13, 2011 1,464 387,386 201,072 588,458 383,208 $ 0.0070
January 12, 2011 1,464 477,556 193,916 671,472 412,910 $ 0.0062
January 11, 2011 1,464 335,932 163,381 499,313 327,111 $ 0.0080
January 10, 2011 1,464 304,580 166,135 470,715 310,820 $ 0.0077
January 7, 2011 1,464 411,102 235,281 646,383 412,575 $ 0.0068
January 6, 2011 1,423 412,612 202,052 614,664 376,658 $ 0.0081
January 5, 2011 1,423 414,461 187,907 602,368 381,990 $ 0.0075
January 4, 2011 1,425 360,580 192,637 553,217 369,088 $ 0.0085
January 3, 2011 1,423 417,747 194,511 612,258 401,351 $ 0.0063