Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 - - 0.48 5.20
BNP Paribas Call 2.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 2.80 - - 0.98 1.97
BNP Paribas Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 - - 0.45 5.91
Soc. Generale Put 5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 5.00 0.330 0.360 0.41 -6.87
BNP Paribas Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.20 - - 0.45 6.38
BNP Paribas Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.80 - - 0.66 3.00
BNP Paribas Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.50 - - 0.41 7.88
BNP Paribas Call 3.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.20 - - 0.85 2.28
Soc. Generale Put 4 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 4.00 0.078 0.097 0.54 -7.35
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.20 - - 0.57 3.68
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 1.51 1.58 0.59 3.36
Soc. Generale Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.50 0.034 0.053 0.62 -7.10
Soc. Generale Put 4.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 4.50 0.170 0.190 0.47 -7.23
Soc. Generale Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.00 0.012 0.031 0.73 -6.55
Soc. Generale Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.50 2.07 2.14 0.72 2.63
BNP Paribas Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.50 - - 0.74 2.60
BNP Paribas Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 - - 0.61 3.32
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 - - 0.51 4.39
BNP Paribas Call 6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.00 - - 0.39 10.08
Soc. Generale Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.600 0.650 0.46 5.82
Soc. Generale Call 6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.00 0.160 0.180 0.43 8.90
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.50 0.310 0.340 0.42 7.71
BNP Paribas Call 3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.00 - - 0.91 2.12
Soc. Generale Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 1.01 1.07 0.51 4.39
Soc. Generale Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 1.010 1.070 0.51 4.39
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.50 0.310 0.340 0.42 7.71
Soc. Generale Put 4.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 4.50 0.170 0.190 0.47 -7.23
Soc. Generale Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.600 0.650 0.46 5.82
BNP Paribas Call 5.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.80 - - 0.41 8.75
Soc. Generale Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.50 2.070 2.140 0.72 2.63