Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 70 SRE 20.09.2024   Call Sempra 2024-09-20 70.00 0.650 0.680 0.24 7.36
Morgan Stanley Call 90 SRE 20.12.2024   Call Sempra 2024-12-20 90.00 0.098 0.111 0.22 11.87
Morgan Stanley Call 95 SRE 20.09.2024   Call Sempra 2024-09-20 95.00 0.050 0.059 0.31 13.13
Morgan Stanley Call 100 SRE 20.09.2024   Call Sempra 2024-09-20 100.00 0.048 0.056 0.36 11.95
Morgan Stanley Call 100 SRE 20.12.2024   Call Sempra 2024-12-20 100.00 0.068 0.078 0.28 10.62
Morgan Stanley Call 75 SRE 21.03.2025   Call Sempra 2025-03-21 75.00 0.570 0.640 0.22 6.40
Morgan Stanley Call 100 SRE 21.03.2025   Call Sempra 2025-03-21 100.00 0.099 0.106 0.25 9.54
Morgan Stanley Call 80 SRE 20.12.2024   Call Sempra 2024-12-20 80.00 0.280 0.290 0.20 9.71
Morgan Stanley Call 90 SRE 21.06.2024   Call Sempra 2024-06-21 90.00 - - 0.87 13.90
Morgan Stanley Call 95 SRE 21.03.2025   Call Sempra 2025-03-21 95.00 0.117 0.130 0.23 9.69
Morgan Stanley Call 80 SRE 21.03.2025   Call Sempra 2025-03-21 80.00 0.360 0.420 0.21 7.59
Morgan Stanley Call 80 SRE 20.09.2024   Call Sempra 2024-09-20 80.00 0.157 0.167 0.20 13.95
Morgan Stanley Call 85 SRE 21.06.2024   Call Sempra 2024-06-21 85.00 - - 0.72 16.15
Morgan Stanley Call 95 SRE 21.06.2024   Call Sempra 2024-06-21 95.00 - - 1.00 12.39
Morgan Stanley Call 75 SRE 20.12.2024   Call Sempra 2024-12-20 75.00 0.490 0.500 0.21 7.94
Morgan Stanley Call 95 SRE 20.12.2024   Call Sempra 2024-12-20 95.00 0.076 0.088 0.25 11.38
Morgan Stanley Call 75 SRE 21.06.2024   Call Sempra 2024-06-21 75.00 - - 0.90 9.04
Morgan Stanley Call 75 SRE 20.09.2024   Call Sempra 2024-09-20 75.00 0.330 0.360 0.22 10.26
Morgan Stanley Call 85 SRE 20.12.2024   Call Sempra 2024-12-20 85.00 0.156 0.168 0.20 11.45
Morgan Stanley Call 70 SRE 20.12.2024   Call Sempra 2024-12-20 70.00 0.790 0.800 0.22 6.24
Morgan Stanley Call 85 SRE 21.03.2025   Call Sempra 2025-03-21 85.00 0.230 0.270 0.21 8.70
Morgan Stanley Call 80 SRE 21.06.2024   Call Sempra 2024-06-21 80.00 - - 0.62 16.79
Morgan Stanley Call 90 SRE 20.09.2024   Call Sempra 2024-09-20 90.00 0.054 0.065 0.26 14.60
Morgan Stanley Call 90 SRE 21.03.2025   Call Sempra 2025-03-21 90.00 0.155 0.179 0.22 9.44
Morgan Stanley Call 70 SRE 21.03.2025   Call Sempra 2025-03-21 70.00 0.860 0.930 0.23 5.28
Citi Call 75 SRE 20.06.2024   Call Sempra 2024-06-20 75.00 - - 1.05 7.93
Citi Call 70 SRE 16.01.2025   Call Sempra 2025-01-16 70.00 0.820 - 0.21 6.22
Citi Call 85 SRE 16.01.2025   Call Sempra 2025-01-16 85.00 0.350 - 0.19 11.16
Citi Call 75 SRE 20.06.2024   Call Sempra 2024-06-20 75.00 - - 1.05 7.93
Soc. Generale Call 92 SRE 20.03.2026   Call Sempra 2026-03-20 92.00 0.350 0.370 0.19 6.47