Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 165 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 165.00 0.230 0.240 0.48 18.12
Soc. Generale Call 162 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 162.00 - - 0.45 18.09
Soc. Generale Call 162 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 162.00 0.320 0.330 0.45 18.09
BVT Call 160 TSM 20.06.2025   Call Taiwan Semiconductor... 6/20/2025 160.00 - - 0.08 17.95
BVT Call 160 TSM 20.06.2025   Call Taiwan Semiconductor... 6/20/2025 160.00 - - 0.08 17.95
Soc. Generale Call 210 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 210.00 - - 0.80 17.93
Soc. Generale Call 210 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 210.00 0.001 0.024 0.80 17.93
Morgan Stanley Call 200 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 200.00 - - 0.75 17.81
JP Morgan Call 205 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 205.00 - - 0.78 17.80
BNP Paribas Call 200 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 200.00 - - 0.75 17.68
BNP Paribas Call 200 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 200.00 0.001 0.041 0.75 17.68
JP Morgan Call 208 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 208.00 - - 0.80 17.67
JP Morgan Call 160 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 160.00 - - 0.43 17.53
BVT Call 175 TSM 27.09.2024   Call Taiwan Semiconductor... 9/27/2024 175.00 - - 0.47 17.51
BVT Call 175 TSM 27.09.2024   Call Taiwan Semiconductor... 9/27/2024 175.00 - - 0.47 17.51
JP Morgan Call 210 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 210.00 - - 0.81 17.42
BVT Call 175 TSM 19.12.2025   Call Taiwan Semiconductor... 12/19/2025 175.00 - - 0.09 17.30
BVT Call 175 TSM 19.12.2025   Call Taiwan Semiconductor... 12/19/2025 175.00 - - 0.09 17.30
BVT Call 160 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 160.00 - - 0.44 17.24
BVT Call 160 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 160.00 - - 0.44 17.24
JP Morgan Call 162 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 162.00 - - 0.46 17.23
Morgan Stanley Call 160 TSM 21.03.2025   Call Taiwan Semiconductor... 3/21/2025 160.00 - - 0.10 17.19
BVT Call 175 TSM 20.12.2024   Call Taiwan Semiconductor... 12/20/2024 175.00 - - 0.21 17.12
BVT Call 175 TSM 20.12.2024   Call Taiwan Semiconductor... 12/20/2024 175.00 - - 0.21 17.12
Soc. Generale Call 215 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 215.00 - - 0.85 17.01
Soc. Generale Call 215 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 215.00 0.001 0.025 0.85 17.01
BVT Call 220 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 220.00 - - 0.88 16.92
BVT Call 220 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 220.00 - - 0.88 16.92
Soc. Generale Call 160 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 160.00 - - 0.45 16.85
Soc. Generale Call 160 TSM 20.09.2024   Call Taiwan Semiconductor... 9/20/2024 160.00 0.390 0.400 0.45 16.85
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