Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC WAR. CALL 03/25 NOT   Call NOVARTIS N 19/03/2025 115.00 0.0640 0.0710 0.23 11.68
BVT Call 84 NOVN 20.09.2024   Call NOVARTIS N 20/09/2024 84.00 1.490 1.500 2.65 4.99
BVT Call 92 NOVN 20.12.2024   Call NOVARTIS N 20/12/2024 92.00 0.820 0.830 0.28 7.62
Goldman Sachs Call 120 NOVN 19.12.2025   Call NOVARTIS N 19/12/2025 120.00 0.140 0.170 0.16 10.55
UniCredit Call 115 NOVN 19.03.2025   Call NOVARTIS N 19/03/2025 115.00 0.064 0.071 0.23 11.68
BVT Call 100 NOVN 20.09.2024   Call NOVARTIS N 20/09/2024 100.00 0.017 0.031 0.49 48.57
BVT Call 96 NOVN 20.12.2024   Call NOVARTIS N 20/12/2024 96.00 0.500 0.510 0.24 9.93
Goldman Sachs Call 140 NOVN 20.12.2024   Call NOVARTIS N 20/12/2024 140.00 0.003 0.053 0.42 11.74
UniCredit Call 115 NOVN 19.03.2025   Call NOVARTIS N 19/03/2025 115.00 0.064 0.071 0.23 11.68
BVT Call 100 NOVN 20.09.2024   Call NOVARTIS N 20/09/2024 100.00 0.017 0.031 0.49 48.57
BVT Call 96 NOVN 20.12.2024   Call NOVARTIS N 20/12/2024 96.00 0.510 0.520 0.24 9.93
Goldman Sachs Call 140 NOVN 21.03.2025   Call NOVARTIS N 21/03/2025 140.00 0.009 0.029 0.30 11.48
UC WAR. CALL 12/24 NOT   Call NOVARTIS N 18/12/2024 98.00 0.3800 0.3900 0.24 11.13
BVT Call 86 NOVN 20.12.2024   Call NOVARTIS N 20/12/2024 86.00 1.37 1.38 0.37 5.33
BVT Call 92 NOVN 20.09.2024   Call NOVARTIS N 20/09/2024 92.00 0.640 0.650 1.64 8.82
Goldman Sachs Call 80 NOVN 21.03.2025   Call NOVARTIS N 21/03/2025 80.00 1.98 2.01 0.26 4.41
UniCredit Call 98 NOVN 18.12.2024   Call NOVARTIS N 18/12/2024 98.00 0.380 0.390 0.24 11.13
BVT Call 86 NOVN 20.12.2024   Call NOVARTIS N 20/12/2024 86.00 1.370 1.380 0.37 5.33
BVT Call 92 NOVN 20.09.2024   Call NOVARTIS N 20/09/2024 92.00 0.640 0.650 1.64 8.82
Goldman Sachs Call 150 NOVN 21.03.2025   Call NOVARTIS N 21/03/2025 150.00 0.006 0.026 0.34 10.50
UniCredit Call 98 NOVN 18.12.2024   Call NOVARTIS N 18/12/2024 98.00 0.380 0.390 0.24 11.13
BVT Call 98 NOVN 20.12.2024   Call NOVARTIS N 20/12/2024 98.00 0.380 0.390 0.23 11.37
BVT Call 75 NOVN 20.09.2024   Call NOVARTIS N 20/09/2024 75.00 2.44 2.45 3.36 3.58
Goldman Sachs Call 105 NOVN 20.09.2024   Call NOVARTIS N 20/09/2024 105.00 0.001 0.071 1.05 24.87
UC WAR. CALL 06/25 NOT   Call NOVARTIS N 18/06/2025 120.00 0.0650 0.0720 0.22 10.66
BVT Call 98 NOVN 20.12.2024   Call NOVARTIS N 20/12/2024 98.00 0.380 0.390 0.23 11.37
BVT Call 75 NOVN 20.09.2024   Call NOVARTIS N 20/09/2024 75.00 2.440 2.450 3.36 3.58
Goldman Sachs Call 120 NOVN 18.10.2024   Call NOVARTIS N 18/10/2024 120.00 0.001 0.051 0.49 16.48
UniCredit Call 120 NOVN 18.06.2025   Call NOVARTIS N 18/06/2025 120.00 0.065 0.072 0.22 10.66
BVT Call 85 NOVN 20.09.2024   Call NOVARTIS N 20/09/2024 85.00 1.38 1.39 2.50 5.30
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