Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 4.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.30 0.410 0.420 0.08 12.03
Morgan Stanley Call 4.3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.30 0.360 0.370 0.10 13.84
Morgan Stanley Call 4.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.40 0.410 0.420 0.12 9.69
Morgan Stanley Call 4.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.40 0.390 0.400 0.14 10.02
Morgan Stanley Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.50 0.390 0.400 0.15 8.85
Morgan Stanley Call 4.6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.60 0.380 0.390 0.17 8.37
Morgan Stanley Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 0.370 0.380 0.18 9.21
Morgan Stanley Call 4.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.70 0.360 0.370 0.19 7.87
Morgan Stanley Call 4.6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.60 0.350 0.360 0.20 8.74
Morgan Stanley Call 4.4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.40 0.370 0.380 0.20 10.03
Morgan Stanley Call 4.8 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.80 0.350 0.360 0.21 7.68
Morgan Stanley Call 4.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.90 0.330 0.340 0.22 7.57
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.70 0.330 0.340 0.22 8.45
Morgan Stanley Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.340 0.350 0.24 9.62
Morgan Stanley Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 0.310 0.320 0.24 7.32
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.310 0.320 0.24 8.26
Morgan Stanley Call 5.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.10 0.300 0.310 0.25 7.30
Morgan Stanley Call 4.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.90 0.290 0.300 0.25 8.16
Morgan Stanley Call 5.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.20 0.280 0.290 0.26 7.14
Morgan Stanley Call 4.6 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.60 0.310 0.320 0.26 9.45
Morgan Stanley Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.270 0.280 0.26 8.23
Morgan Stanley Call 5.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.30 0.260 0.270 0.26 7.22
Morgan Stanley Call 5.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.40 0.250 0.260 0.27 7.18
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.10 0.250 0.260 0.27 8.17
Morgan Stanley Call 4.7 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.70 0.290 0.300 0.28 9.44
Morgan Stanley Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 0.260 0.270 0.28 9.74
Morgan Stanley Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.20 0.234 0.238 0.29 8.08
Morgan Stanley Call 4.9 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.90 0.234 0.238 0.29 9.96
Morgan Stanley Call 5.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.30 0.220 0.224 0.30 8.01
Morgan Stanley Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.211 0.215 0.31 9.98