Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 60 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 60.00 0.001 0.020 1.01 11.87
JP Morgan Put 45 DAL 20.09.2024   Put Delta Air Lines Inc 2024-09-20 45.00 0.270 0.280 0.44 -9.54
BNP Paribas Put 35 DAL 20.09.2024   Put Delta Air Lines Inc 2024-09-20 35.00 0.001 0.091 1.10 -7.22
Soc. Generale Put 35 DAL 20.09.2024   Put Delta Air Lines Inc 2024-09-20 35.00 0.003 0.020 0.68 -14.75
BNP Paribas Call 42 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 42.00 0.150 0.160 0.44 13.50
Soc. Generale Call 38 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 38.00 0.430 0.440 0.56 7.34
Soc. Generale Call 48 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 48.00 0.010 0.020 0.48 21.41
BNP Paribas Call 48 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 48.00 0.006 0.091 0.80 10.81
Soc. Generale Call 39.5 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 39.50 0.620 0.630 0.49 9.26
BNP Paribas Put 50 DAL 20.09.2024   Put Delta Air Lines Inc 2024-09-20 50.00 - - - -
Soc. Generale Call 34 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 34.00 0.770 - 0.61 4.80
Soc. Generale Call 40 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 40.00 0.270 0.280 1.12 6.31
JP Morgan Call 55 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 55.00 - - 1.01 11.97
BNP Paribas Put 40 DAL 20.09.2024   Put Delta Air Lines Inc 2024-09-20 40.00 0.043 0.091 0.58 -12.30
Soc. Generale Call 45 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 45.00 0.047 0.057 0.44 18.19
Soc. Generale Call 30 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 30.00 1.12 - - -
Soc. Generale Call 44.5 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 44.50 0.058 0.068 0.44 17.35
BNP Paribas Call 50 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 50.00 - - 1.24 7.90
Soc. Generale Call 42 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 42.00 0.150 0.160 0.47 12.66
Soc. Generale Call 36 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 36.00 0.590 - 0.49 6.18
BNP Paribas Call 45 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 45.00 0.041 0.091 0.56 13.86
Soc. Generale Put 40 DAL 20.09.2024   Put Delta Air Lines Inc 2024-09-20 40.00 0.048 0.058 0.48 -15.81
Soc. Generale Call 52 DAL 20.09.2024   Call Delta Air Lines Inc 2024-09-20 52.00 0.001 0.020 0.67 16.34
JP Morgan Call 42 DAL 27.09.2024   Call Delta Air Lines Inc 2024-09-27 42.00 0.230 0.240 0.57 8.93
JP Morgan Put 40 DAL 27.09.2024   Put Delta Air Lines Inc 2024-09-27 40.00 0.110 0.120 0.57 -9.99
JP Morgan Put 42 DAL 27.09.2024   Put Delta Air Lines Inc 2024-09-27 42.00 0.180 0.190 0.50 -9.82
JP Morgan Call 46 DAL 27.09.2024   Call Delta Air Lines Inc 2024-09-27 46.00 0.078 0.088 - -
JP Morgan Call 44 DAL 27.09.2024   Call Delta Air Lines Inc 2024-09-27 44.00 0.140 0.150 0.51 11.70
JP Morgan Call 42 DAL 18.10.2024   Call Delta Air Lines Inc 2024-10-18 42.00 0.250 0.260 0.44 8.32
JP Morgan Put 42 DAL 18.10.2024   Put Delta Air Lines Inc 2024-10-18 42.00 0.190 0.200 0.39 -9.21
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