Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BVT Call 210 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 210.00 4.89 5.17 - -
Soc. Generale Call 400 ROG 20.12.2024   Call ROCHE GS 20/12/2024 400.00 0.001 0.093 0.70 13.04
BNP Paribas Put 260 ROG 20.12.2024   Put ROCHE GS 20/12/2024 260.00 - - 0.13 -27.15
BNP Paribas Put 310 RHHVF 20.12.2024   Put Roche Holding Ltd 20/12/2024 310.00 - - 0.86 -3.33
BVT Call 210 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 210.00 4.920 5.200 - -
Soc. Generale Call 260 ROG 20.12.2024   Call ROCHE GS 20/12/2024 260.00 0.400 0.580 0.26 16.94
Soc. Generale Call 450 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 450.00 - - 0.50 24.52
BNP Paribas Put 240 ROG 20.12.2024   Put ROCHE GS 20/12/2024 240.00 - - 0.21 -30.14
BNP Paribas Put 245 RHHVF 20.12.2024   Put Roche Holding Ltd 20/12/2024 245.00 - - 0.33 -18.81
Soc. Generale Call 260 ROG 20.12.2024   Call ROCHE GS 20/12/2024 260.00 0.410 0.600 0.26 16.94
Soc. Generale Call 450 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 450.00 - - 0.50 24.52
BNP Paribas Put 240 ROG 20.12.2024   Put ROCHE GS 20/12/2024 240.00 - - 0.21 -30.14
BNP Paribas Put 245 RHHVF 20.12.2024   Put Roche Holding Ltd 20/12/2024 245.00 - - 0.33 -18.81
BNP Paribas Call 255 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 255.00 - - - -
Soc. Generale Call 280 ROG 20.12.2024   Call ROCHE GS 20/12/2024 280.00 0.036 0.130 0.23 28.85
Soc. Generale Call 350 ROG 20.12.2024   Call ROCHE GS 20/12/2024 350.00 0.001 0.093 0.52 16.69
BNP Paribas Put 280 ROG 20.12.2024   Put ROCHE GS 20/12/2024 280.00 - - - -
BNP Paribas Call 255 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 255.00 - - - -
Soc. Generale Call 280 ROG 20.12.2024   Call ROCHE GS 20/12/2024 280.00 0.039 0.130 0.23 28.85
Soc. Generale Call 350 ROG 20.12.2024   Call ROCHE GS 20/12/2024 350.00 0.001 0.093 0.52 16.69
BNP Paribas Put 280 ROG 20.12.2024   Put ROCHE GS 20/12/2024 280.00 - - - -
BNP Paribas Call 238 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 238.00 - - - -
Soc. Generale Call 250 ROG 20.12.2024   Call ROCHE GS 20/12/2024 250.00 0.88 1.17 0.30 12.13
Soc. Generale Call 240 ROG 20.12.2024   Call ROCHE GS 20/12/2024 240.00 1.64 2.01 0.38 8.62
BNP Paribas Put 220 ROG 20.12.2024   Put ROCHE GS 20/12/2024 220.00 - - 0.31 -24.53
BNP Paribas Call 238 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 238.00 - - - -
Soc. Generale Call 250 ROG 20.12.2024   Call ROCHE GS 20/12/2024 250.00 0.900 1.190 0.30 12.13
Soc. Generale Call 240 ROG 20.12.2024   Call ROCHE GS 20/12/2024 240.00 1.660 2.040 0.38 8.62
BNP Paribas Put 220 ROG 20.12.2024   Put ROCHE GS 20/12/2024 220.00 - - 0.31 -24.53
BNP Paribas Call 218 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 218.00 - - - -
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