Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 1.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 1.80 - - 1.61 1.64
BNP Paribas Call 1.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 1.80 2.740 2.760 1.61 1.64
BNP Paribas Call 2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 2.00 2.510 2.530 1.45 1.78
BNP Paribas Call 2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 2.00 - - 1.45 1.78
BNP Paribas Call 2.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 2.20 - - 1.30 1.94
BNP Paribas Call 2.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 2.20 2.280 2.300 1.30 1.94
BNP Paribas Call 2.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 2.50 1.930 1.950 1.12 2.23
BNP Paribas Call 2.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 2.50 - - 1.12 2.23
BNP Paribas Call 2.6 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 2.60 - - 1.04 2.36
BNP Paribas Call 2.6 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 2.60 1.820 1.840 1.04 2.36
BNP Paribas Call 3 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.00 1.370 1.390 0.83 2.99
BNP Paribas Call 3 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.00 - - 0.83 2.99
BNP Paribas Call 2.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 2.50 - - 0.75 2.13
BNP Paribas Call 2.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 2.50 2.000 2.020 0.75 2.13
Morgan Stanley Put 3 RR/ 20.09.2024   Put Rolls-Royce Holdings... 2024-09-20 3.00 - - 0.70 -3.47
BNP Paribas Call 3.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.20 - - 0.76 3.39
BNP Paribas Call 3.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.20 1.150 1.170 0.76 3.39
Morgan Stanley Call 3.25 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.25 - - 0.71 2.70
Morgan Stanley Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.00 - - 0.66 -2.66
Soc. Generale Put 3 RR/ 21.06.2024   Put Rolls-Royce Holdings... 2024-06-21 3.00 - - 0.64 -8.31
Soc. Generale Put 3 RR/ 21.06.2024   Put Rolls-Royce Holdings... 2024-06-21 3.00 0.023 0.042 0.64 -8.31
Morgan Stanley Call 3.25 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.25 - - 0.65 2.45
BNP Paribas Call 2.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 2.80 - - 0.68 2.42
BNP Paribas Call 2.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 2.80 1.680 1.700 0.68 2.42
Morgan Stanley Call 3.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.50 - - 0.63 3.11
BNP Paribas Call 3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.00 - - 0.63 2.68
BNP Paribas Call 3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.00 1.480 1.500 0.63 2.68
BNP Paribas Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.50 0.840 0.860 0.64 4.30
Soc. Generale Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.50 0.830 0.890 0.65 4.23
Soc. Generale Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.50 - - 0.65 4.23