Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 3.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.50 1.37 1.39 0.94 3.25
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.80 1.050 1.070 0.64 4.61
BNP Paribas Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.50 0.440 0.450 0.54 7.55
Soc. Generale Put 4 RR/ 20.09.2024   Put Rolls-Royce Holdings... 9/20/2024 4.00 0.091 0.110 0.48 -8.88
Soc. Generale Put 4.5 RR/ 20.09.2024   Put Rolls-Royce Holdings... 9/20/2024 4.50 0.250 0.270 0.41 -7.60
Soc. Generale Put 3.5 RR/ 20.09.2024   Put Rolls-Royce Holdings... 9/20/2024 3.50 0.029 0.048 0.65 -7.78
Soc. Generale Call 6 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 6.00 0.035 0.054 0.84 7.12
Soc. Generale Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.50 1.52 1.54 0.65 2.91
Soc. Generale Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 3.00 0.062 0.081 0.56 -5.37
BNP Paribas Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.00 0.390 0.400 0.46 5.85
BNP Paribas Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.80 0.480 0.490 0.46 5.54
Soc. Generale Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.00 0.400 0.420 0.50 5.43
BNP Paribas Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.20 0.310 0.320 0.46 6.29
Soc. Generale Put 5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 5.00 0.750 0.770 0.39 -3.69
BNP Paribas Call 2.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 2.80 2.21 2.23 0.87 2.11
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 0.660 0.670 0.48 4.91
BNP Paribas Call 3.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.20 1.79 1.81 0.76 2.48
Soc. Generale Put 4.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 4.50 0.450 0.470 0.42 -4.30
Soc. Generale Call 6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 6.00 0.140 0.160 0.47 7.22
Soc. Generale Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 0.670 0.690 0.51 4.63
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.50 0.230 0.250 0.48 6.42
Soc. Generale Put 4 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 4.00 0.250 0.270 0.46 -4.73
BNP Paribas Call 3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.00 2.00 2.02 0.64 2.52
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.20 0.870 0.890 0.49 4.35
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.00 1.050 1.070 0.56 3.70
Soc. Generale Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 3.50 0.130 0.150 0.51 -5.09
BNP Paribas Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.80 1.210 1.230 0.54 3.59
BNP Paribas Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.50 0.190 0.200 0.45 6.93
BNP Paribas Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.50 1.49 1.51 0.68 2.83
BNP Paribas Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.00 1.030 1.050 0.52 3.94