Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
JP Morgan Call 80 ON 18.10.2024   Call ON Semiconductor 2024-10-18 80.00 0.490 0.520 0.46 5.66
JP Morgan Call 90 ON 18.10.2024   Call ON Semiconductor 2024-10-18 90.00 0.250 0.290 0.47 6.50
JP Morgan Call 85 ON 20.12.2024   Call ON Semiconductor 2024-12-20 85.00 0.530 0.570 0.48 4.79
JP Morgan Call 85 ON 18.10.2024   Call ON Semiconductor 2024-10-18 85.00 0.350 0.380 0.44 6.47
JP Morgan Call 70 ON 20.09.2024   Call ON Semiconductor 2024-09-20 70.00 0.800 0.830 0.43 5.49
JP Morgan Call 80 ON 20.12.2024   Call ON Semiconductor 2024-12-20 80.00 0.680 0.720 0.48 4.49
JP Morgan Call 75 ON 18.10.2024   Call ON Semiconductor 2024-10-18 75.00 0.670 0.700 0.47 5.08
JP Morgan Call 90 ON 20.12.2024   Call ON Semiconductor 2024-12-20 90.00 0.410 0.450 0.47 5.13
JP Morgan Call 95 ON 20.12.2024   Call ON Semiconductor 2024-12-20 95.00 0.320 0.360 0.46 5.65
JP Morgan Call 100 ON 20.12.2024   Call ON Semiconductor 2024-12-20 100.00 0.250 0.300 0.46 5.88
JP Morgan Call 85 ON 16.01.2026   Call ON Semiconductor 2026-01-16 85.00 1.41 1.50 0.49 2.71
JP Morgan Call 100 ON 18.10.2024   Call ON Semiconductor 2024-10-18 100.00 0.130 0.180 0.47 7.40
JP Morgan Call 105 ON 18.10.2024   Call ON Semiconductor 2024-10-18 105.00 0.089 0.140 0.50 7.22
JP Morgan Call 75 ON 20.12.2024   Call ON Semiconductor 2024-12-20 75.00 0.860 0.900 0.48 4.14
JP Morgan Call 105 ON 16.01.2026   Call ON Semiconductor 2026-01-16 105.00 0.910 1.010 0.51 2.91
JP Morgan Call 65 ON 20.09.2024   Call ON Semiconductor 2024-09-20 65.00 1.08 1.11 0.49 4.35
JP Morgan Call 70 ON 18.10.2024   Call ON Semiconductor 2024-10-18 70.00 0.89 0.92 0.48 4.54
JP Morgan Call 105 ON 20.12.2024   Call ON Semiconductor 2024-12-20 105.00 0.190 0.240 0.47 6.04
JP Morgan Call 70 ON 16.01.2026   Call ON Semiconductor 2026-01-16 70.00 1.95 2.04 0.54 2.25
JP Morgan Call 75 ON 16.01.2026   Call ON Semiconductor 2026-01-16 75.00 1.75 1.84 0.54 2.35
JP Morgan Call 90 ON 16.01.2026   Call ON Semiconductor 2026-01-16 90.00 1.26 1.35 0.52 2.66
JP Morgan Call 80 ON 16.01.2026   Call ON Semiconductor 2026-01-16 80.00 1.57 1.66 0.53 2.45
JP Morgan Call 155 ON 17.01.2025   Call ON Semiconductor 2025-01-17 155.00 0.025 0.130 0.61 5.34
JP Morgan Call 95 ON 16.01.2026   Call ON Semiconductor 2026-01-16 95.00 1.13 1.22 0.48 2.90
JP Morgan Call 110 ON 16.01.2026   Call ON Semiconductor 2026-01-16 110.00 0.810 0.910 0.49 3.13
JP Morgan Call 100 ON 16.01.2026   Call ON Semiconductor 2026-01-16 100.00 1.01 1.11 0.49 2.98
JP Morgan Call 105 ON 21.06.2024   Call ON Semiconductor 2024-06-21 105.00 - - 1.17 10.85
JP Morgan Call 65 ON 18.10.2024   Call ON Semiconductor 2024-10-18 65.00 1.16 1.19 0.42 4.47
JP Morgan Call 65 ON 20.06.2025   Call ON Semiconductor 2025-06-20 65.00 1.76 1.82 0.53 2.58
JP Morgan Call 82 ON 21.06.2024   Call ON Semiconductor 2024-06-21 82.00 0.027 0.077 0.61 16.71
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