Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BVT Put 88 SREN 20.12.2024   Put SWISS RE N 20/12/2024 88.00 - - 0.49 -15.74
BVT Put 80 SREN 20.12.2024   Put SWISS RE N 20/12/2024 80.00 - - 0.62 -12.58
BVT Put 96 SREN 20.12.2024   Put SWISS RE N 20/12/2024 96.00 - - 0.39 -18.15
BVT Put 100 SREN 20.12.2024   Put SWISS RE N 20/12/2024 100.00 - - 0.35 -19.40
BVT Put 85 SREN 20.12.2024   Put SWISS RE N 20/12/2024 85.00 - - 0.53 -14.41
BVT Put 95 SREN 20.12.2024   Put SWISS RE N 20/12/2024 95.00 - - 0.40 -17.90
BVT Put 110 SREN 20.12.2024   Put SWISS RE N 20/12/2024 110.00 - - 0.27 -19.53
BVT Put 120 SREN 20.12.2024   Put SWISS RE N 20/12/2024 120.00 - - 0.26 -13.18
BVT Put 115 SREN 20.12.2024   Put SWISS RE N 20/12/2024 115.00 - - 0.26 -16.55
BVT Put 105 SREN 20.12.2024   Put SWISS RE N 20/12/2024 105.00 - - 0.30 -20.62
BVT Put 75 SSREF 20.12.2024   Put Swiss Re Ltd 20/12/2024 75.00 - - 0.79 -9.94
Goldman Sachs Put 80 SSREF 20.12.2024   Put Swiss Re Ltd 20/12/2024 80.00 - - 0.91 -7.31
Goldman Sachs Call 100 SSREF 20.12.2024   Call Swiss Re Ltd 20/12/2024 100.00 - - - -
Goldman Sachs Call 140 SSREF 20.12.2024   Call Swiss Re Ltd 20/12/2024 140.00 - - 0.26 24.10
Goldman Sachs Call 150 SSREF 20.12.2024   Call Swiss Re Ltd 20/12/2024 150.00 - - 0.37 18.93
Goldman Sachs Call 120 SSREF 20.12.2024   Call Swiss Re Ltd 20/12/2024 120.00 - - - -
Goldman Sachs Put 100 SSREF 20.12.2024   Put Swiss Re Ltd 20/12/2024 100.00 - - 0.53 -12.10
Goldman Sachs Call 150 SREN 17.01.2025   Call SWISS RE N 17/01/2025 150.00 - - 0.36 15.33
Goldman Sachs Call 120 SREN 17.01.2025   Call SWISS RE N 17/01/2025 120.00 - - 0.24 13.23
Goldman Sachs Call 140 SREN 17.01.2025   Call SWISS RE N 17/01/2025 140.00 - - 0.29 17.47
Goldman Sachs Put 60 SREN 17.01.2025   Put SWISS RE N 17/01/2025 60.00 - - 0.98 -5.20
Goldman Sachs Put 100 SREN 17.01.2025   Put SWISS RE N 17/01/2025 100.00 - - 0.34 -13.47
Goldman Sachs Put 80 SREN 17.01.2025   Put SWISS RE N 17/01/2025 80.00 - - 0.59 -8.82
Goldman Sachs Call 110 SREN 17.01.2025   Call SWISS RE N 17/01/2025 110.00 - - 0.25 8.86
Goldman Sachs Call 130 SREN 17.01.2025   Call SWISS RE N 17/01/2025 130.00 - - 0.23 19.06
Goldman Sachs Put 90 SREN 17.01.2025   Put SWISS RE N 17/01/2025 90.00 - - 0.46 -10.86
Goldman Sachs Put 110 SREN 17.01.2025   Put SWISS RE N 17/01/2025 110.00 - - 0.26 -14.75
Goldman Sachs Put 90 SREN 21.03.2025   Put SWISS RE N 21/03/2025 90.00 - - 0.36 -9.31
BVT Put 120 SREN 21.03.2025   Put SWISS RE N 21/03/2025 120.00 - - 0.25 -7.95
BVT Put 95 SREN 21.03.2025   Put SWISS RE N 21/03/2025 95.00 - - 0.30 -11.27
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