Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 285 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 285.00 - - 0.08 58.89
Soc. Generale Call 360 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 360.00 0.001 0.110 0.41 19.47
BVT Call 310 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 310.00 0.017 0.028 0.18 42.82
BVT Call 290 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 290.00 0.102 0.124 0.12 47.02
BNP Paribas Put 250 RHHVF 20.12.2024   Put Roche Holding Ltd 20/12/2024 250.00 - - 0.38 -14.68
BNP Paribas Put 300 RHHVF 20.12.2024   Put Roche Holding Ltd 20/12/2024 300.00 - - 0.78 -3.87
BNP Paribas Call 265 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 265.00 - - - -
BNP Paribas Call 222 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 222.00 - - - -
BNP Paribas Call 242 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 242.00 - - - -
BNP Paribas Put 225 RHHVF 20.12.2024   Put Roche Holding Ltd 20/12/2024 225.00 - - 0.40 -18.27
BNP Paribas Call 290 ROG 20.12.2024   Call ROCHE GS 20/12/2024 290.00 - - 0.22 29.84
BNP Paribas Put 230 RHHVF 20.12.2024   Put Roche Holding Ltd 20/12/2024 230.00 - - 0.38 -18.28
BNP Paribas Call 250 ROG 20.12.2024   Call ROCHE GS 20/12/2024 250.00 - - 0.22 12.92
Morgan Stanley Call 300 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 300.00 0.005 0.040 0.29 18.14
Morgan Stanley Call 280 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 280.00 0.019 0.040 0.10 37.64
Morgan Stanley Call 360 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 360.00 0.002 0.040 0.65 10.05
Morgan Stanley Put 250 RHHVF 20.12.2024   Put Roche Holding Ltd 20/12/2024 250.00 0.020 0.040 0.42 -12.61
Morgan Stanley Call 250 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 250.00 0.192 0.195 - -
Morgan Stanley Call 440 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 440.00 - - 0.98 7.42
Morgan Stanley Call 325 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 325.00 0.002 0.040 0.46 12.98
Morgan Stanley Call 265 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 265.00 0.075 0.078 - -
Morgan Stanley Put 225 RHHVF 20.12.2024   Put Roche Holding Ltd 20/12/2024 225.00 0.005 0.040 0.65 -8.69
BNP Paribas Call 280 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 280.00 - - 0.05 75.92
Morgan Stanley Call 365 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 365.00 0.002 0.040 0.67 9.78
BNP Paribas Put 240 ROG 20.12.2024   Put ROCHE GS 20/12/2024 240.00 - - 0.25 -23.90
BNP Paribas Call 275 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 275.00 - - - -
BNP Paribas Call 310 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 310.00 - - 0.20 36.28
BNP Paribas Call 295 RHHVF 20.12.2024   Call Roche Holding Ltd 20/12/2024 295.00 - - 0.13 50.29
BNP Paribas Put 200 RHHVF 20.12.2024   Put Roche Holding Ltd 20/12/2024 200.00 - - 0.55 -13.69
Goldman Sachs Put 260 ROG 20.12.2024   Put ROCHE GS 20/12/2024 260.00 0.450 0.550 0.23 -17.84
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