Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC WAR. CALL 03/25 IES   Call INTESA SANPAOLO 3/19/2025 4.00 0.1200 0.1500 0.20 11.06
UniCredit Call 4 IES 19.03.2025   Call INTESA SANPAOLO 3/19/2025 4.00 0.120 0.150 0.20 11.06
UniCredit Call 4 IES 19.03.2025   Call INTESA SANPAOLO 3/19/2025 4.00 0.120 0.150 0.20 11.06
Morgan Stanley Call 5 IES 21.03.2025   Call INTESA SANPAOLO 3/21/2025 5.00 - - 0.30 10.97
UniCredit Call 3.7 IES 18.12.2024   Call INTESA SANPAOLO 12/18/2024 3.70 - - 0.24 10.81
UC WAR. CALL 12/24 IES   Call INTESA SANPAOLO 12/18/2024 3.70 0.1900 0.2200 0.24 10.81
UniCredit Call 3.7 IES 18.12.2024   Call INTESA SANPAOLO 12/18/2024 3.70 0.190 0.220 0.24 10.81
UC WAR. CALL 06/25 IES   Call INTESA SANPAOLO 6/18/2025 4.50 0.0510 0.0800 0.21 10.76
UniCredit Call 4.5 IES 18.06.2025   Call INTESA SANPAOLO 6/18/2025 4.50 0.050 0.079 0.21 10.76
UniCredit Call 4.5 IES 18.06.2025   Call INTESA SANPAOLO 6/18/2025 4.50 0.051 0.080 0.21 10.76
UniCredit Call 4.8 IES 18.06.2025   Call INTESA SANPAOLO 6/18/2025 4.80 0.026 0.055 0.23 10.74
UC WAR. CALL 06/25 IES   Call INTESA SANPAOLO 6/18/2025 4.80 0.0260 0.0550 0.23 10.74
UniCredit Call 4.8 IES 18.06.2025   Call INTESA SANPAOLO 6/18/2025 4.80 - - 0.23 10.74
DZ Bank Call 4.25 IES 20.06.2025   Call INTESA SANPAOLO 6/20/2025 4.25 0.090 0.120 0.19 10.61
DZ Bank Call 4.25 IES 20.06.2025   Call INTESA SANPAOLO 6/20/2025 4.25 - - 0.19 10.61
Morgan Stanley Call 4.5 IES 20.06.2025   Call INTESA SANPAOLO 6/20/2025 4.50 - - 0.21 10.56
Morgan Stanley Call 4.25 IES 20.06.2025   Call INTESA SANPAOLO 6/20/2025 4.25 - - 0.19 10.43
Morgan Stanley Call 4.75 IES 20.06.2025   Call INTESA SANPAOLO 6/20/2025 4.75 - - 0.24 10.31
UniCredit Call 3.8 IES 19.03.2025   Call INTESA SANPAOLO 3/19/2025 3.80 - - 0.19 10.08
UC WAR. CALL 03/25 IES   Call INTESA SANPAOLO 3/19/2025 3.80 0.1900 0.2200 0.19 10.08
UniCredit Call 3.8 IES 19.03.2025   Call INTESA SANPAOLO 3/19/2025 3.80 0.190 0.220 0.19 10.08
Morgan Stanley Call 3.75 IES 21.03.2025   Call INTESA SANPAOLO 3/21/2025 3.75 - - 0.18 10.01
Morgan Stanley Call 5 IES 20.06.2025   Call INTESA SANPAOLO 6/20/2025 5.00 - - 0.26 10.00
UC WAR. CALL 06/25 IES   Call INTESA SANPAOLO 6/18/2025 4.20 0.1000 0.1300 0.20 9.93
UniCredit Call 4.2 IES 18.06.2025   Call INTESA SANPAOLO 6/18/2025 4.20 - - 0.20 9.93
UniCredit Call 4.2 IES 18.06.2025   Call INTESA SANPAOLO 6/18/2025 4.20 0.100 0.130 0.20 9.93
Soc. Generale Call 3.85 IES 20.03.2025   Call INTESA SANPAOLO 3/20/2025 3.85 - - 0.20 9.85
UniCredit Call 4.8 IES 17.09.2025   Call INTESA SANPAOLO 9/17/2025 4.80 - - 0.21 9.73
UC WAR. CALL 09/25 IES   Call INTESA SANPAOLO 9/17/2025 4.80 0.0450 0.0740 0.21 9.73
UniCredit Call 4.8 IES 17.09.2025   Call INTESA SANPAOLO 9/17/2025 4.80 0.045 0.074 0.21 9.73
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