Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 3.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.50 1.170 1.190 0.57 3.29
Soc. Generale Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 0.490 0.510 0.57 6.61
Soc. Generale Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 0.480 0.500 0.57 6.61
Morgan Stanley Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.50 0.350 0.360 0.56 -3.18
BNP Paribas Call 3.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.20 1.460 1.480 0.56 2.97
BNP Paribas Call 3.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.20 1.45 1.47 0.56 2.97
Morgan Stanley Put 3.5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 2025-03-21 3.50 0.440 0.450 0.56 -2.52
BNP Paribas Call 2.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 2.80 1.960 1.980 0.56 2.31
BNP Paribas Call 2.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 2.80 1.95 1.97 0.56 2.31
Morgan Stanley Call 3.75 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.75 1.20 1.21 0.55 3.01
Soc. Generale Put 3 RR/ 20.09.2024   Put Rolls-Royce Holdings... 2024-09-20 3.00 0.051 0.070 0.54 -5.99
Soc. Generale Put 3 RR/ 20.09.2024   Put Rolls-Royce Holdings... 2024-09-20 3.00 0.052 0.071 0.54 -5.99
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.50 0.008 0.027 0.54 15.20
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.50 0.008 0.027 0.54 15.20
Morgan Stanley Call 3.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.90 1.08 1.09 0.53 3.20
Morgan Stanley Call 6.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.20 0.260 0.270 0.53 4.90
BNP Paribas Call 3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.00 1.75 1.77 0.53 2.50
BNP Paribas Call 3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.00 1.760 1.780 0.53 2.50
Soc. Generale Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.50 1.29 1.31 0.53 2.91
Soc. Generale Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.50 1.300 1.320 0.53 2.91
Soc. Generale Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.00 0.120 0.140 0.53 -4.17
Soc. Generale Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.00 0.120 0.140 0.53 -4.17
Morgan Stanley Put 4 RR/ 21.03.2025   Put Rolls-Royce Holdings... 2025-03-21 4.00 0.620 0.630 0.52 -2.43
Morgan Stanley Call 6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.00 0.280 0.290 0.52 4.90
Morgan Stanley Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 1.000 1.010 0.52 3.34
Morgan Stanley Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 0.810 0.820 0.52 4.16
Morgan Stanley Call 4.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.10 0.930 0.940 0.51 3.47
BNP Paribas Call 3.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.20 1.560 1.580 0.51 2.71
BNP Paribas Call 3.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.20 1.56 1.58 0.51 2.71
BNP Paribas Call 3.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.50 1.160 1.180 0.51 3.51