Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 4.00 0.470 0.480 - -
BNP Paribas Call 3.2 RRU 21.06.2024   Call ROLLS ROYCE HLDGS LS... 6/21/2024 3.20 - - - -
BNP Paribas Call 3 RRU 21.06.2024   Call ROLLS ROYCE HLDGS LS... 6/21/2024 3.00 - - - -
BNP Paribas Call 2.5 RRU 20.09.2024   Call ROLLS ROYCE HLDGS LS... 9/20/2024 2.50 - - - -
Morgan Stanley Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.80 0.520 0.530 - -
BNP Paribas Call 3.2 RRU 21.06.2024   Call ROLLS ROYCE HLDGS LS... 6/21/2024 3.20 - - - -
BNP Paribas Call 3 RRU 21.06.2024   Call ROLLS ROYCE HLDGS LS... 6/21/2024 3.00 - - - -
BNP Paribas Call 2.5 RRU 20.09.2024   Call ROLLS ROYCE HLDGS LS... 9/20/2024 2.50 - - - -
Morgan Stanley Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.20 0.380 0.390 - -
BNP Paribas Call 2.6 RRU 21.06.2024   Call ROLLS ROYCE HLDGS LS... 6/21/2024 2.60 - - - -
Morgan Stanley Call 3.25 RRU 20.12.2024   Call ROLLS ROYCE HLDGS LS... 12/20/2024 3.25 - - - -
Morgan Stanley Call 3.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 3.90 0.480 0.490 - -
Morgan Stanley Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.00 0.460 0.470 - -
BNP Paribas Call 2.6 RRU 21.06.2024   Call ROLLS ROYCE HLDGS LS... 6/21/2024 2.60 - - - -
Morgan Stanley Call 3.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 3.70 0.510 0.520 - -
Morgan Stanley Call 4.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 4.30 0.420 0.430 - -
Morgan Stanley Call 4.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 4.10 0.450 0.460 - -
Morgan Stanley Call 3.25 RRU 20.09.2024   Call ROLLS ROYCE HLDGS LS... 9/20/2024 3.25 - - - -
Morgan Stanley Call 3.9 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.90 0.470 0.480 - -
Morgan Stanley Call 3.7 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.70 0.540 0.550 - -
Morgan Stanley Call 3.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.70 0.520 0.530 - -
Morgan Stanley Call 3.8 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 3.80 0.500 0.510 - -
Morgan Stanley Call 4.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.10 0.440 0.450 - -
Morgan Stanley Call 4.1 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.10 0.390 0.400 - -
Morgan Stanley Call 4.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 4.20 0.440 0.450 - -
Morgan Stanley Call 3.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.90 0.480 0.490 - -
Morgan Stanley Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.00 0.430 0.440 - -
Morgan Stanley Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.80 0.500 0.510 - -
Morgan Stanley Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.20 0.420 0.430 - -
Soc. Generale Put 4 RR/ 21.06.2024   Put Rolls-Royce Holdings... 6/21/2024 4.00 0.020 0.039 0.52 -16.63