Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.70 0.320 0.330 0.22 8.45
Morgan Stanley Call 4.6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.60 0.370 0.380 0.17 8.37
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.300 0.310 0.24 8.26
Morgan Stanley Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.260 0.270 0.26 8.23
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.10 0.244 0.248 0.27 8.17
Morgan Stanley Call 4.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.90 0.280 0.290 0.25 8.16
Morgan Stanley Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.20 0.229 0.233 0.29 8.08
Morgan Stanley Call 5.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.30 0.216 0.220 0.30 8.01
Morgan Stanley Call 5.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.40 0.204 0.208 0.31 7.93
BNP Paribas Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.300 0.310 0.37 7.91
BNP Paribas Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.300 0.310 0.37 7.91
Morgan Stanley Call 4.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.70 0.360 0.370 0.19 7.87
Soc. Generale Call 5.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.50 0.170 0.190 0.44 7.71
Soc. Generale Call 5.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.50 0.170 0.190 0.44 7.71
Morgan Stanley Call 4.8 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.80 0.340 0.350 0.21 7.68
Morgan Stanley Call 4.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.90 0.320 0.330 0.22 7.57
Morgan Stanley Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 0.310 0.320 0.24 7.32
Morgan Stanley Call 5.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.10 0.290 0.300 0.25 7.30
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 5.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.40 0.240 0.250 0.27 7.18
Soc. Generale Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.310 0.330 0.41 7.15
Soc. Generale Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.310 0.330 0.41 7.15
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
BNP Paribas Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 0.390 0.400 0.39 7.08
BNP Paribas Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 0.390 0.400 0.39 7.08
BNP Paribas Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 0.730 0.770 0.52 6.92
BNP Paribas Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 0.740 0.780 0.52 6.92
Soc. Generale Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 0.760 0.780 0.67 6.16
Soc. Generale Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 0.770 0.790 0.67 6.16
BNP Paribas Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.570 0.580 0.39 6.11