Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 95 NOVN 20.06.2024   Call NOVARTIS N 2024-06-20 95.00 0.120 - 0.20 35.65
Citi Call 95 NOVN 20.06.2024   Call NOVARTIS N 2024-06-20 95.00 - - 0.20 35.65
Soc. Generale Call 90 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 90.00 0.390 0.640 0.42 12.06
Goldman Sachs Call 105 NVSEF 21.06.2024   Call Novartis AG 2024-06-21 105.00 - - 0.33 31.96
BVT Call 98 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 98.00 0.025 0.043 0.23 40.62
Goldman Sachs Call 94 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 94.00 0.170 0.200 0.24 26.07
BVT Call 84 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 84.00 1.160 1.300 0.84 5.88
BVT Put 85 NOVN 21.06.2024   Put NOVARTIS N 2024-06-21 85.00 0.006 0.029 0.37 -28.10
BVT Call 90 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 90.00 0.550 0.690 0.54 10.06
Soc. Generale Call 120 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 120.00 0.001 0.031 0.72 17.08
Goldman Sachs Call 88 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 88.00 0.730 0.780 0.46 10.16
BVT Call 92 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 92.00 0.350 0.480 0.43 13.21
BVT Put 84 NOVN 21.06.2024   Put NOVARTIS N 2024-06-21 84.00 0.005 0.029 0.40 -26.12
BVT Put 86 NOVN 21.06.2024   Put NOVARTIS N 2024-06-21 86.00 0.006 0.029 0.34 -30.42
BVT Put 95 NOVN 21.06.2024   Put NOVARTIS N 2024-06-21 95.00 0.117 0.184 0.20 -26.53
BVT Call 85 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 85.00 1.060 1.200 0.80 6.27
BVT Call 88 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 88.00 0.750 0.890 0.65 8.05
BVT Call 96 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 96.00 0.074 0.123 0.25 29.47
BVT Put 80 NVSEF 21.06.2024   Put Novartis AG 2024-06-21 80.00 - - 0.61 -18.16
BVT Put 92 NOVN 21.06.2024   Put NOVARTIS N 2024-06-21 92.00 0.030 0.046 0.18 -43.10
BVT Call 86 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 86.00 0.960 1.100 0.75 6.74
BVT Call 94 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 94.00 0.184 0.280 0.33 19.16
BVT Put 88 NOVN 21.06.2024   Put NOVARTIS N 2024-06-21 88.00 0.008 0.029 0.27 -36.62
BVT Call 75 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 75.00 2.080 2.220 1.27 3.72
BVT Call 95 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 95.00 0.116 0.187 0.28 24.54
BVT Call 92 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 92.00 0.360 0.490 0.43 13.21
BVT Put 78 NVSEF 21.06.2024   Put Novartis AG 2024-06-21 78.00 - - 0.68 -16.59
BVT Put 82 NVSEF 21.06.2024   Put Novartis AG 2024-06-21 82.00 - - 0.55 -20.04
BVT Call 84 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 84.00 1.160 1.300 0.84 5.88
BVT Call 90 NOVN 21.06.2024   Call NOVARTIS N 2024-06-21 90.00 0.550 0.690 0.54 10.06
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