Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 4.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.30 - - 0.19 8.54
Morgan Stanley Call 4.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.40 - - 0.21 8.40
Morgan Stanley Call 4.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.40 - - 0.17 8.26
Morgan Stanley Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 - - 0.23 8.14
Soc. Generale Call 5.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.50 0.100 0.120 0.43 8.04
Soc. Generale Call 5.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.50 0.100 0.120 0.43 8.04
Morgan Stanley Call 4.6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.60 - - 0.24 7.98
Morgan Stanley Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.50 - - 0.19 7.98
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.70 - - 0.26 7.90
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 - - 0.27 7.87
BNP Paribas Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.190 0.200 0.39 7.80
BNP Paribas Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 - - 0.39 7.80
Morgan Stanley Call 4.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.90 - - 0.28 7.79
Morgan Stanley Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 - - 0.29 7.72
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.10 - - 0.30 7.64
Morgan Stanley Call 4.6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.60 - - 0.21 7.59
Morgan Stanley Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.20 - - 0.31 7.57
Morgan Stanley Call 4.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.70 - - 0.22 7.49
Morgan Stanley Call 5.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.30 - - 0.32 7.49
Morgan Stanley Call 5.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.40 - - 0.33 7.42
Soc. Generale Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.190 0.210 0.41 7.37
Soc. Generale Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.200 0.220 0.41 7.37
BNP Paribas Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 - - 0.39 7.28
BNP Paribas Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 0.260 0.270 0.39 7.28
Morgan Stanley Call 4.8 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.80 - - 0.24 7.26
Morgan Stanley Call 4.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.90 - - 0.25 7.25
Morgan Stanley Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 - - 0.25 7.23
BNP Paribas Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 - - 0.51 7.16
BNP Paribas Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 0.470 0.490 0.51 7.16
Morgan Stanley Call 5.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.10 - - 0.26 7.16