Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 4.8 RRU 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 - - - -
Morgan Stanley Call 5.2 RRU 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.20 - - - -
Morgan Stanley Call 4 RRU 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 - - - -
Morgan Stanley Call 4.4 RRU 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.40 - - - -
BNP Paribas Call 3.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.50 1.500 1.540 1.35 3.51
BNP Paribas Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 0.920 0.960 0.94 5.42
BNP Paribas Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.057 0.100 0.62 17.06
BNP Paribas Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 0.150 0.170 0.55 15.98
BNP Paribas Call 3 RRU 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.00 - - - -
BNP Paribas Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.380 0.420 0.65 10.21
BNP Paribas Call 5.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.20 0.012 0.100 0.81 14.05
BNP Paribas Call 3.8 RRU 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.80 - - - -
BNP Paribas Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 0.690 0.730 0.82 6.74
BNP Paribas Call 3.2 RRU 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.20 - - - -
BNP Paribas Call 2.8 RRU 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 2.80 - - - -
Soc. Generale Put 3 RR/ 20.09.2024   Put Rolls-Royce Holdings... 2024-09-20 3.00 0.001 0.020 1.68 -8.82
Soc. Generale Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 0.910 1.050 1.00 5.29
BNP Paribas Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 - - 0.82 6.74
BNP Paribas Call 3.2 RRU 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.20 - - - -
Soc. Generale Put 5 RR/ 20.09.2024   Put Rolls-Royce Holdings... 2024-09-20 5.00 0.270 0.320 0.43 -12.16
BNP Paribas Call 3 RRU 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.00 - - - -
BNP Paribas Call 5.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.20 - - 0.81 14.05
BNP Paribas Call 3.8 RRU 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.80 - - - -
Soc. Generale Call 3.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.50 1.49 1.63 1.43 3.45
BNP Paribas Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 - - 0.65 10.21
Soc. Generale Call 5.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.50 0.004 0.023 0.65 22.39
BNP Paribas Call 2.8 RRU 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 2.80 - - - -
Soc. Generale Put 4 RR/ 20.09.2024   Put Rolls-Royce Holdings... 2024-09-20 4.00 0.006 0.025 0.79 -16.90
Soc. Generale Put 3.5 RR/ 20.09.2024   Put Rolls-Royce Holdings... 2024-09-20 3.50 0.001 0.020 1.19 -12.20
Soc. Generale Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.062 0.086 0.53 20.67