Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 90 NOVN 20.12.2024   Call NOVARTIS N 12/20/2024 90.00 - - 0.20 7.44
Soc. Generale Call 110 NOVN 19.12.2025   Call NOVARTIS N 12/19/2025 110.00 0.310 0.350 0.13 10.44
Soc. Generale Call 105 NOVN 20.12.2024   Call NOVARTIS N 12/20/2024 105.00 0.160 0.200 0.16 16.31
Soc. Generale Call 120 NOVN 20.09.2024   Call NOVARTIS N 9/20/2024 120.00 0.001 0.032 0.31 22.44
Goldman Sachs Call 110 NOVN 18.10.2024   Call NOVARTIS N 10/18/2024 110.00 0.033 0.063 0.21 21.27
Soc. Generale Call 120 NOVN 21.03.2025   Call NOVARTIS N 3/21/2025 120.00 0.057 0.088 0.18 15.09
BNP Paribas Call 110 NOVN 19.06.2026   Call NOVARTIS N 6/19/2026 110.00 - - 0.12 9.35
BNP Paribas Call 95 NOVN 20.09.2024   Call NOVARTIS N 9/20/2024 95.00 - - 0.21 13.67
Goldman Sachs Call 120 NOVN 19.06.2026   Call NOVARTIS N 6/19/2026 120.00 0.240 0.310 0.14 9.13
UniCredit Call 110 NVSEF 17.12.2025   Call Novartis AG 12/17/2025 110.00 0.350 0.370 0.09 12.69
Goldman Sachs Call 90 NOVN 21.03.2025   Call NOVARTIS N 3/21/2025 90.00 1.11 1.14 0.16 7.25
Goldman Sachs Call 98 NOVN 16.08.2024   Call NOVARTIS N 8/16/2024 98.00 0.150 0.170 0.24 26.11
Goldman Sachs Call 140 NOVN 20.09.2024   Call NOVARTIS N 9/20/2024 140.00 0.001 0.051 0.57 11.87
BNP Paribas Call 90 NOVN 19.09.2025   Call NOVARTIS N 9/19/2025 90.00 - - 0.10 7.33
UniCredit Call 102 NVSEF 18.12.2024   Call Novartis AG 12/18/2024 102.00 0.260 0.280 0.06 25.35
Soc. Generale Call 140 NOVN 19.06.2026   Call NOVARTIS N 6/19/2026 140.00 0.100 0.130 0.17 9.71
BVT Call 84 NOVN 20.12.2024   Call NOVARTIS N 12/20/2024 84.00 - - 0.32 4.75
BVT Call 98 NOVN 20.09.2024   Call NOVARTIS N 9/20/2024 98.00 - - 0.24 14.63
Soc. Generale Call 100 NOVN 19.06.2026   Call NOVARTIS N 6/19/2026 100.00 0.740 0.810 0.10 8.54
Soc. Generale Call 130 NOVN 19.12.2025   Call NOVARTIS N 12/19/2025 130.00 0.110 0.140 0.17 10.85
BNP Paribas Call 110 NOVN 19.12.2025   Call NOVARTIS N 12/19/2025 110.00 - - 0.13 10.25
Goldman Sachs Call 140 NOVN 20.12.2024   Call NOVARTIS N 12/20/2024 140.00 0.007 0.027 0.34 11.66
BNP Paribas Call 100 NOVN 20.09.2024   Call NOVARTIS N 9/20/2024 100.00 - - 0.18 21.88
Goldman Sachs Call 120 NOVN 19.12.2025   Call NOVARTIS N 12/19/2025 120.00 0.170 0.200 0.16 10.28
Soc. Generale Call 125 NOVN 20.09.2024   Call NOVARTIS N 9/20/2024 125.00 0.001 0.032 0.36 19.82
Goldman Sachs Call 130 NOVN 20.09.2024   Call NOVARTIS N 9/20/2024 130.00 0.002 0.052 0.48 13.61
Goldman Sachs Call 100 NOVN 16.08.2024   Call NOVARTIS N 8/16/2024 100.00 0.060 0.090 0.23 33.73
BNP Paribas Call 105 NOVN 20.09.2024   Call NOVARTIS N 9/20/2024 105.00 - - 0.18 29.23
Goldman Sachs Call 140 NOVN 21.03.2025   Call NOVARTIS N 3/21/2025 140.00 0.018 0.048 0.27 11.16
BNP Paribas Call 80 NVSEF 20.09.2024   Call Novartis AG 9/20/2024 80.00 - - - -
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