Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.50 - - 0.55 10.99
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.50 0.022 0.041 0.55 10.99
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.00 0.052 0.071 0.49 10.89
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.00 - - 0.49 10.89
BNP Paribas Call 4.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.80 - - 0.47 10.63
BNP Paribas Call 4.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.80 0.066 0.100 0.47 10.63
BNP Paribas Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 0.140 0.150 0.44 9.90
Soc. Generale Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 0.130 0.160 0.44 9.90
BNP Paribas Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 - - 0.44 9.90
Soc. Generale Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 - - 0.44 9.90
Morgan Stanley Call 3.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.90 - - 0.11 10.00
Morgan Stanley Call 3.9 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.90 - - 0.16 9.56
Morgan Stanley Call 4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.00 - - 0.12 9.08
Morgan Stanley Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 - - 0.21 8.88
Morgan Stanley Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 - - 0.16 8.74
Morgan Stanley Call 4.1 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.10 - - 0.26 8.03
BNP Paribas Call 4.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.20 - - 0.47 7.90
BNP Paribas Call 4.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.20 0.270 0.280 0.47 7.90
Morgan Stanley Call 4.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.10 - - 0.15 8.32
Morgan Stanley Call 4.4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.40 - - 0.29 8.30
Morgan Stanley Call 4.9 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.90 - - 0.35 8.29
Morgan Stanley Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 - - 0.34 8.28
Morgan Stanley Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 - - 0.36 8.28
Morgan Stanley Call 5.1 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.10 - - 0.37 8.28
Morgan Stanley Call 4.6 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.60 - - 0.32 8.27
Morgan Stanley Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 - - 0.31 8.27
Morgan Stanley Call 4.7 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.70 - - 0.33 8.27
Morgan Stanley Call 4.3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.30 - - 0.28 8.23
Morgan Stanley Call 5.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.20 - - 0.38 8.22
Morgan Stanley Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 - - 0.27 8.22