Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.10 0.430 0.450 0.54 4.78
Morgan Stanley Call 4.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.40 0.770 0.790 0.60 3.71
Morgan Stanley Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.00 0.260 0.280 0.87 -2.86
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.70 0.280 0.290 0.28 7.99
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.70 0.600 0.620 0.57 4.20
Morgan Stanley Call 3.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.90 1.16 1.18 0.71 2.91
Morgan Stanley Call 6.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.50 0.221 0.238 0.64 5.08
Morgan Stanley Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.50 1.53 1.55 0.83 2.44
Morgan Stanley Call 3.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.90 0.480 0.490 - -
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.10 0.209 0.218 0.34 7.83
Morgan Stanley Call 4.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.30 0.380 0.390 0.14 10.08
Morgan Stanley Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.20 0.400 0.420 0.55 4.84
Morgan Stanley Call 5.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.40 0.350 0.370 0.55 5.08
Morgan Stanley Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.470 0.490 0.55 4.60
Morgan Stanley Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 0.450 0.460 - -
Morgan Stanley Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.20 0.91 0.93 0.63 3.39
Morgan Stanley Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.20 0.194 0.203 0.35 7.78
Morgan Stanley Call 4.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.40 0.350 0.360 0.20 8.83
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.260 0.270 0.30 7.81
Morgan Stanley Call 4.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.30 0.84 0.86 0.62 3.54
Morgan Stanley Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.80 0.500 0.510 - -
Morgan Stanley Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.50 0.300 0.320 0.70 -3.42
Morgan Stanley Call 5.75 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.75 0.280 0.300 0.56 5.30
Morgan Stanley Call 6.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.20 0.240 0.260 0.61 5.17
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.550 0.570 0.56 4.37
Soc. Generale Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.50 0.140 0.160 0.49 -5.70
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 0.910 0.930 0.57 3.45
Morgan Stanley Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 1.07 1.09 0.68 3.07
Soc. Generale Put 4 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 4.00 0.290 0.310 0.44 -5.49
Soc. Generale Put 5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 5.00 0.860 0.880 0.35 -4.51