Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 6.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 6.20 0.480 0.490 0.49 4.31
Morgan Stanley Call 6.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.20 0.330 0.340 0.50 5.21
Morgan Stanley Call 6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.00 0.350 0.360 0.50 5.14
Morgan Stanley Call 6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 6.00 0.510 0.520 0.48 4.29
Soc. Generale Call 5.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.50 0.180 0.200 0.44 7.71
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.50 0.020 0.039 0.60 17.48
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.50 0.330 0.350 0.40 5.90
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.50 0.020 0.039 0.60 17.48
Soc. Generale Call 5.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.50 0.180 0.200 0.44 7.71
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.50 0.330 0.350 0.40 5.90
Soc. Generale Call 5.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.50 0.490 0.510 0.42 4.55
Soc. Generale Call 5.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.50 0.490 0.510 0.42 4.55
Morgan Stanley Call 5.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.40 0.240 0.250 0.27 7.18
Morgan Stanley Call 5.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.40 0.660 0.670 0.46 4.05
Morgan Stanley Call 5.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.40 0.207 0.211 0.31 7.93
Morgan Stanley Call 5.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.40 0.490 0.500 0.47 4.94
Morgan Stanley Call 5.4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.40 0.138 0.142 0.34 10.27
Morgan Stanley Call 5.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.30 0.700 0.710 0.46 4.00
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 5.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.30 0.520 0.530 0.47 4.85
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 5.3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.30 0.153 0.157 0.33 10.25
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 5.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.20 0.170 0.174 0.32 10.17
Morgan Stanley Call 5.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.20 0.740 0.750 0.46 3.91
Morgan Stanley Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.20 0.550 0.560 0.46 4.78
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 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 5.1 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.10 0.190 0.194 0.31 10.08
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.10 0.590 0.600 0.46 4.71