Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 112.5 TSM 20.09.2024   Call Taiwan Semiconductor... 20/09/2024 112.50 7.11 - 1.25 2.12
Soc. Generale Call 128 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 128.00 5.56 5.69 1.25 3.16
Soc. Generale Call 128 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 128.00 5.590 5.720 1.25 3.16
JP Morgan Call 140 TSM 16.08.2024   Call Taiwan Semiconductor... 16/08/2024 140.00 - - 1.24 3.02
JP Morgan Call 80 TSM 17.01.2025   Call Taiwan Semiconductor... 17/01/2025 80.00 10.23 - 1.24 1.51
Goldman Sachs Put 130 TSM 19.07.2024   Put Taiwan Semiconductor... 19/07/2024 130.00 0.010 0.110 1.23 -12.57
Soc. Generale Call 130 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 130.00 5.38 5.51 1.23 3.26
Soc. Generale Call 130 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 130.00 5.410 5.540 1.23 3.26
Goldman Sachs Call 140 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 140.00 4.48 4.58 1.21 3.80
BVT Put 120 TSM 19.07.2024   Put Taiwan Semiconductor... 19/07/2024 120.00 - - 1.19 -13.40
BVT Put 120 TSM 19.07.2024   Put Taiwan Semiconductor... 19/07/2024 120.00 - - 1.19 -13.40
Morgan Stanley Call 70 TSM 17.01.2025   Call Taiwan Semiconductor... 17/01/2025 70.00 11.11 - 1.18 1.47
BVT Call 135 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 135.00 4.95 5.02 1.18 3.54
BVT Call 135 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 135.00 4.970 5.040 1.18 3.54
Soc. Generale Put 130 TSM 19.07.2024   Put Taiwan Semiconductor... 19/07/2024 130.00 0.001 0.034 1.18 -13.58
Soc. Generale Put 130 TSM 19.07.2024   Put Taiwan Semiconductor... 19/07/2024 130.00 0.001 0.034 1.18 -13.58
JP Morgan Call 88 TSM 17.01.2025   Call Taiwan Semiconductor... 17/01/2025 88.00 9.53 - 1.16 1.59
BVT Put 130 TSM 19.07.2024   Put Taiwan Semiconductor... 19/07/2024 130.00 0.005 0.026 1.15 -13.99
BVT Put 130 TSM 19.07.2024   Put Taiwan Semiconductor... 19/07/2024 130.00 0.005 0.026 1.15 -13.99
Soc. Generale Call 132 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 132.00 5.19 5.32 1.15 3.39
Soc. Generale Call 132 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 132.00 5.220 5.350 1.15 3.39
Soc. Generale Call 134 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 134.00 5.01 5.14 1.14 3.51
Soc. Generale Call 134 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 134.00 5.040 5.170 1.14 3.51
JP Morgan Call 148 TSM 16.08.2024   Call Taiwan Semiconductor... 16/08/2024 148.00 - - 1.14 3.40
BVT Call 110 TSM 20.12.2024   Call Taiwan Semiconductor... 20/12/2024 110.00 - - 1.13 1.81
BVT Call 110 TSM 20.12.2024   Call Taiwan Semiconductor... 20/12/2024 110.00 - - 1.13 1.81
Morgan Stanley Call 122.5 TSM 20.09.2024   Call Taiwan Semiconductor... 20/09/2024 122.50 6.21 - 1.13 2.36
JP Morgan Put 120 TSM 19.07.2024   Put Taiwan Semiconductor... 19/07/2024 120.00 - - 1.12 -14.75
Soc. Generale Call 136 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 136.00 4.83 4.96 1.12 3.63
Soc. Generale Call 136 TSM 19.07.2024   Call Taiwan Semiconductor... 19/07/2024 136.00 4.850 4.980 1.12 3.63
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