Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.590 0.600 0.39 6.11
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.50 0.330 0.350 0.40 5.90
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.50 0.330 0.350 0.40 5.90
Soc. Generale Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.610 0.630 0.44 5.57
Soc. Generale Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.600 0.620 0.44 5.57
BNP Paribas Call 3.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.80 1.000 1.040 0.60 5.50
BNP Paribas Call 3.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.80 0.990 1.030 0.60 5.50
BNP Paribas Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.520 0.530 0.40 5.34
BNP Paribas Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.520 0.530 0.40 5.34
Morgan Stanley Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.700 0.710 0.47 5.21
Morgan Stanley Call 6.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.20 0.330 0.340 0.50 5.21
Morgan Stanley Call 6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.00 0.360 0.370 0.50 5.14
BNP Paribas Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 0.820 0.840 0.42 5.08
BNP Paribas Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 0.810 0.830 0.42 5.08
BNP Paribas Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.620 0.630 0.40 5.00
BNP Paribas Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.620 0.630 0.40 5.00
Morgan Stanley Call 5.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.40 0.490 0.500 0.47 4.94
Soc. Generale Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.540 0.560 0.43 4.94
Soc. Generale Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.540 0.560 0.43 4.94
Morgan Stanley Call 5.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.30 0.520 0.530 0.47 4.85
Morgan Stanley Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.20 0.560 0.570 0.46 4.78
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.10 0.600 0.610 0.46 4.71
Morgan Stanley Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.640 0.650 0.46 4.60
BNP Paribas Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 1.000 1.020 0.43 4.56
BNP Paribas Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 0.990 1.010 0.43 4.56
Soc. Generale Call 5.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.50 0.490 0.510 0.42 4.55
Soc. Generale Call 5.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.50 0.490 0.510 0.42 4.55
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 0.800 0.810 0.41 4.52
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 0.800 0.810 0.41 4.52
Morgan Stanley Call 4.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.90 0.690 0.700 0.46 4.50