Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
JP Morgan Call 180 TSM 09.08.2024   Call Taiwan Semiconductor... 2024-08-09 180.00 0.150 0.160 0.69 20.63
BVT Call 200 TSM 16.08.2024   Call Taiwan Semiconductor... 2024-08-16 200.00 0.008 0.023 0.63 20.49
BVT Call 200 TSM 16.08.2024   Call Taiwan Semiconductor... 2024-08-16 200.00 0.011 0.023 0.63 20.49
BVT Call 155 TSM 21.03.2025   Call Taiwan Semiconductor... 2025-03-21 155.00 0.530 0.540 0.07 20.42
BVT Call 155 TSM 21.03.2025   Call Taiwan Semiconductor... 2025-03-21 155.00 0.540 0.550 0.07 20.42
BVT Call 165 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 165.00 0.240 0.250 0.23 20.21
BVT Call 165 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 165.00 0.250 0.260 0.23 20.21
BVT Call 175 TSM 16.08.2024   Call Taiwan Semiconductor... 2024-08-16 175.00 0.238 0.248 0.49 20.19
BVT Call 175 TSM 16.08.2024   Call Taiwan Semiconductor... 2024-08-16 175.00 0.270 0.280 0.49 20.19
BVT Call 160 TSM 19.12.2025   Call Taiwan Semiconductor... 2025-12-19 160.00 0.490 0.500 0.05 20.01
BVT Call 160 TSM 19.12.2025   Call Taiwan Semiconductor... 2025-12-19 160.00 0.500 0.510 0.05 20.01
BVT Call 165 TSM 21.03.2025   Call Taiwan Semiconductor... 2025-03-21 165.00 0.260 0.270 0.10 20.00
BVT Call 165 TSM 21.03.2025   Call Taiwan Semiconductor... 2025-03-21 165.00 0.270 0.280 0.10 20.00
JP Morgan Call 170 TSM 16.08.2024   Call Taiwan Semiconductor... 2024-08-16 170.00 - - 0.46 19.84
Soc. Generale Call 200 TSM 16.08.2024   Call Taiwan Semiconductor... 2024-08-16 200.00 0.016 0.026 0.64 19.80
Soc. Generale Call 200 TSM 16.08.2024   Call Taiwan Semiconductor... 2024-08-16 200.00 0.020 0.030 0.64 19.80
BVT Call 165 TSM 20.12.2024   Call Taiwan Semiconductor... 2024-12-20 165.00 0.250 0.260 0.14 19.56
BVT Call 165 TSM 20.12.2024   Call Taiwan Semiconductor... 2024-12-20 165.00 0.250 0.260 0.14 19.56
JP Morgan Call 190 TSM 09.08.2024   Call Taiwan Semiconductor... 2024-08-09 190.00 0.040 0.050 0.80 19.54
Goldman Sachs Call 170 TSM 16.08.2024   Call Taiwan Semiconductor... 2024-08-16 170.00 0.350 0.370 0.48 19.11
Morgan Stanley Call 155 TSM 20.12.2024   Call Taiwan Semiconductor... 2024-12-20 155.00 5.24 5.27 0.10 19.04
BVT Call 170 TSM 19.12.2025   Call Taiwan Semiconductor... 2025-12-19 170.00 0.260 0.270 0.07 18.95
BVT Call 170 TSM 19.12.2025   Call Taiwan Semiconductor... 2025-12-19 170.00 0.270 0.280 0.07 18.95
BVT Call 170 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 170.00 0.204 0.214 0.27 18.93
BVT Call 170 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 170.00 0.214 0.224 0.27 18.93
BVT Call 155 TSM 20.12.2024   Call Taiwan Semiconductor... 2024-12-20 155.00 0.530 0.540 0.10 18.90
BVT Call 155 TSM 20.12.2024   Call Taiwan Semiconductor... 2024-12-20 155.00 0.540 0.550 0.10 18.90
BVT Call 205 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 205.00 0.038 0.048 0.38 18.75
BVT Call 205 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 205.00 0.042 0.052 0.38 18.75
Soc. Generale Call 205 TSM 16.08.2024   Call Taiwan Semiconductor... 2024-08-16 205.00 0.011 0.024 0.69 18.60
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