Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 0.450 0.480 0.46 4.27
Soc. Generale Put 5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 2025-03-21 5.00 1.020 1.050 0.36 -3.46
BNP Paribas Call 4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.00 0.95 1.01 0.51 3.14
BNP Paribas Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 0.420 0.450 0.43 4.55
Morgan Stanley Call 4.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.20 0.400 0.410 - -
Morgan Stanley Call 3.8 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 3.80 0.480 0.490 - -
Morgan Stanley Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.50 0.350 0.360 0.18 8.38
Morgan Stanley Call 5.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.30 0.510 0.530 0.53 3.96
Morgan Stanley Call 4.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.90 0.650 0.670 0.53 3.64
Morgan Stanley Call 4.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.40 0.89 0.91 0.58 3.08
Morgan Stanley Call 4.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.70 0.730 0.750 0.55 3.44
Morgan Stanley Call 5.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.40 0.215 0.224 0.33 6.69
Morgan Stanley Call 6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 6.00 0.360 0.380 0.54 4.27
Morgan Stanley Call 4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.00 1.18 1.20 0.64 2.66
Morgan Stanley Call 5.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.10 0.570 0.590 0.53 3.80
Morgan Stanley Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 0.270 0.280 0.27 7.11
Morgan Stanley Call 4.6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.60 0.330 0.340 0.21 7.74
Morgan Stanley Call 4.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.90 0.280 0.290 0.26 7.18
Morgan Stanley Call 3.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 3.70 0.500 0.510 - -
Morgan Stanley Call 5.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.30 0.226 0.235 0.31 6.79
Morgan Stanley Call 4.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.30 0.96 0.98 0.59 2.99
Morgan Stanley Put 4 RR/ 21.03.2025   Put Rolls-Royce Holdings... 2025-03-21 4.00 0.580 0.600 0.55 -2.90
Morgan Stanley Call 4.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.10 0.420 0.430 - -
Morgan Stanley Call 4.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.70 0.310 0.320 0.23 7.47
Morgan Stanley Call 5.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.10 0.250 0.260 0.29 6.92
Morgan Stanley Call 3.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 3.90 0.460 0.470 - -
Morgan Stanley Call 4.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.30 0.380 0.390 0.08 11.10
Morgan Stanley Call 4.8 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.80 0.690 0.710 0.54 3.52
Morgan Stanley Call 6.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 6.20 0.340 0.360 0.55 4.30
Morgan Stanley Call 3.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 3.90 1.26 1.28 0.67 2.56