Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BVT Call 29 LDO 20.03.2025   Call LEONARDO 3/20/2025 29.00 0.830 0.980 0.36 8.33
BVT Call 22 LDO 20.03.2025   Call LEONARDO 3/20/2025 22.00 4.54 4.90 0.49 4.05
Soc. Generale Call 22 LDO 20.03.2025   Call LEONARDO 3/20/2025 22.00 0.460 0.480 0.40 4.58
BNP Paribas Put 22 LDO 20.03.2025   Put LEONARDO 3/20/2025 22.00 - - 0.37 -6.83
Soc. Generale Call 25 LDO 20.03.2025   Call LEONARDO 3/20/2025 25.00 0.250 0.270 0.38 6.10
Soc. Generale Call 22 LDO 20.03.2025   Call LEONARDO 3/20/2025 22.00 0.460 0.480 0.43 4.43
Soc. Generale Put 22 LDO 20.03.2025   Put LEONARDO 3/20/2025 22.00 0.067 0.077 0.38 -6.67
Soc. Generale Call 26 LDO 20.03.2025   Call LEONARDO 3/20/2025 26.00 0.200 0.220 0.36 6.82
Soc. Generale Call 26 LDO 20.03.2025   Call LEONARDO 3/20/2025 26.00 0.200 0.220 0.36 6.82
BVT Call 21 LDO 20.03.2025   Call LEONARDO 3/20/2025 21.00 5.38 5.76 0.53 3.60
BVT Put 17 LDO 20.03.2025   Put LEONARDO 3/20/2025 17.00 - - 0.47 -7.23
BVT Put 22 LDO 20.03.2025   Put LEONARDO 3/20/2025 22.00 - - 0.37 -6.72
BVT Call 21 LDO 20.03.2025   Call LEONARDO 3/20/2025 21.00 - - 0.53 3.60
BVT Put 18 LDO 20.03.2025   Put LEONARDO 3/20/2025 18.00 0.206 0.226 0.45 -7.21
BVT Put 24 LDO 20.03.2025   Put LEONARDO 3/20/2025 24.00 - - 0.35 -6.11
Soc. Generale Put 24 LDO 20.03.2025   Put LEONARDO 3/20/2025 24.00 0.120 0.130 0.36 -5.93
BVT Call 28 LDO 20.03.2025   Call LEONARDO 3/20/2025 28.00 - - 0.36 7.80
BVT Call 24 LDO 20.03.2025   Call LEONARDO 3/20/2025 24.00 - - 0.40 5.39
BVT Put 19 LDO 20.03.2025   Put LEONARDO 3/20/2025 19.00 - - 0.42 -7.32
BVT Call 22 LDO 20.03.2025   Call LEONARDO 3/20/2025 22.00 - - 0.49 4.05
BVT Call 29 LDO 20.03.2025   Call LEONARDO 3/20/2025 29.00 - - 0.36 8.33
BVT Put 16 LDO 20.03.2025   Put LEONARDO 3/20/2025 16.00 - - 0.50 -7.18
BVT Put 18 LDO 20.03.2025   Put LEONARDO 3/20/2025 18.00 - - 0.45 -7.21
BVT Call 23 LDO 20.03.2025   Call LEONARDO 3/20/2025 23.00 - - 0.43 4.76
BVT Call 25 LDO 20.03.2025   Call LEONARDO 3/20/2025 25.00 - - 0.40 5.77
Soc. Generale Call 23 LDO 20.03.2025   Call LEONARDO 3/20/2025 23.00 0.380 0.400 0.41 4.93
BNP Paribas Put 18 LDO 20.03.2025   Put LEONARDO 3/20/2025 18.00 - - 0.47 -6.82
Soc. Generale Put 20 LDO 20.03.2025   Put LEONARDO 3/20/2025 20.00 0.035 0.045 0.41 -6.97
BNP Paribas Call 18 LDO 20.03.2025   Call LEONARDO 3/20/2025 18.00 - - 0.58 2.85
Soc. Generale Call 20 LDO 20.03.2025   Call LEONARDO 3/20/2025 20.00 0.620 0.640 0.45 3.67
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