Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Goldman Sachs Call 66 SRE 21.06.2024   Call Sempra 2024-06-21 66.00 1.12 1.19 0.48 5.45
Soc. Generale Call 85 SRE 21.06.2024   Call Sempra 2024-06-21 85.00 0.001 0.066 0.22 32.24
Soc. Generale Call 65 SRE 21.06.2024   Call Sempra 2024-06-21 65.00 0.880 - 0.34 5.62
Soc. Generale Call 75 SRE 21.06.2024   Call Sempra 2024-06-21 75.00 0.240 0.480 0.24 13.75
Goldman Sachs Call 70 SRE 19.07.2024   Call Sempra 2024-07-19 70.00 0.770 - 0.25 7.75
Goldman Sachs Call 75 SRE 19.07.2024   Call Sempra 2024-07-19 75.00 0.370 0.420 0.18 13.19
Goldman Sachs Call 85 SRE 19.07.2024   Call Sempra 2024-07-19 85.00 0.018 0.068 0.20 23.91
Goldman Sachs Call 80 SRE 19.07.2024   Call Sempra 2024-07-19 80.00 0.110 0.160 0.17 20.58
Goldman Sachs Call 65 SRE 19.07.2024   Call Sempra 2024-07-19 65.00 1.23 1.30 0.42 4.84
Goldman Sachs Call 90 SRE 19.07.2024   Call Sempra 2024-07-19 90.00 0.002 0.072 0.25 21.18
Soc. Generale Put 50 SRE 20.09.2024   Put Sempra 2024-09-20 50.00 0.001 0.066 0.43 -9.54
Morgan Stanley Call 85 SRE 20.09.2024   Call Sempra 2024-09-20 85.00 0.095 0.123 0.18 16.69
Morgan Stanley Call 95 SRE 20.09.2024   Call Sempra 2024-09-20 95.00 0.032 0.060 0.24 16.12
Morgan Stanley Call 100 SRE 20.09.2024   Call Sempra 2024-09-20 100.00 0.028 0.056 0.28 14.48
Morgan Stanley Call 90 SRE 20.09.2024   Call Sempra 2024-09-20 90.00 0.045 0.073 0.20 17.55
Morgan Stanley Call 70 SRE 20.09.2024   Call Sempra 2024-09-20 70.00 0.860 0.890 0.22 6.75
Morgan Stanley Call 80 SRE 20.09.2024   Call Sempra 2024-09-20 80.00 0.230 0.260 0.18 13.19
Morgan Stanley Call 75 SRE 20.09.2024   Call Sempra 2024-09-20 75.00 0.500 0.530 0.20 9.37
Soc. Generale Put 80 SRE 20.09.2024   Put Sempra 2024-09-20 80.00 0.320 0.510 0.21 -8.97
Soc. Generale Put 70 SRE 20.09.2024   Put Sempra 2024-09-20 70.00 0.063 0.130 0.23 -12.68
Soc. Generale Put 50 SRE 20.09.2024   Put Sempra 2024-09-20 50.00 0.001 0.066 0.43 -9.54
Soc. Generale Put 80 SRE 20.09.2024   Put Sempra 2024-09-20 80.00 0.320 0.510 0.21 -8.97
Soc. Generale Put 70 SRE 20.09.2024   Put Sempra 2024-09-20 70.00 0.063 0.130 0.23 -12.68
Soc. Generale Call 90 SRE 20.12.2024   Call Sempra 2024-12-20 90.00 0.076 0.150 0.19 12.90
Soc. Generale Call 70 SRE 20.12.2024   Call Sempra 2024-12-20 70.00 0.850 1.100 0.21 5.90
Soc. Generale Call 80 SRE 20.12.2024   Call Sempra 2024-12-20 80.00 0.310 0.470 0.19 9.14
Soc. Generale Call 70 SRE 20.12.2024   Call Sempra 2024-12-20 70.00 0.850 1.100 0.21 5.90
Soc. Generale Call 80 SRE 20.12.2024   Call Sempra 2024-12-20 80.00 0.310 0.470 0.19 9.14
Soc. Generale Call 90 SRE 20.12.2024   Call Sempra 2024-12-20 90.00 0.077 0.150 0.19 12.90
Soc. Generale Call 65 SRE 20.12.2024   Call Sempra 2024-12-20 65.00 1.190 1.490 0.21 4.82