Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 5.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.20 0.224 0.228 0.27 7.12
Morgan Stanley Call 5.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.30 0.211 0.215 0.28 7.07
Morgan Stanley Call 5.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.40 0.200 0.204 0.29 7.03
Soc. Generale Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 0.480 0.500 0.57 6.61
Soc. Generale Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 0.470 0.490 0.57 6.61
BNP Paribas Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.380 0.390 0.40 6.21
BNP Paribas Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.390 0.400 0.40 6.21
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.50 0.230 0.250 0.41 5.89
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.50 0.220 0.240 0.41 5.89
Soc. Generale Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.400 0.420 0.44 5.74
Soc. Generale Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.400 0.420 0.44 5.74
BNP Paribas Call 3.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.80 0.670 0.690 0.58 5.68
BNP Paribas Call 3.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.80 0.670 0.690 0.58 5.68
BNP Paribas Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.360 0.370 0.40 5.41
BNP Paribas Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.360 0.370 0.40 5.41
Morgan Stanley Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.470 0.480 0.47 5.34
BNP Paribas Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 0.560 0.570 0.42 5.29
BNP Paribas Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 0.570 0.580 0.42 5.29
BNP Paribas Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.430 0.440 0.40 5.14
BNP Paribas Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.430 0.440 0.40 5.14
Soc. Generale Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.380 0.400 0.43 5.06
Soc. Generale Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.380 0.400 0.43 5.06
Morgan Stanley Call 6.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.20 0.260 0.270 0.53 4.90
Morgan Stanley Call 6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.00 0.280 0.290 0.52 4.90
Morgan Stanley Call 5.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.40 0.370 0.380 0.49 4.77
BNP Paribas Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 0.710 0.730 0.43 4.77
BNP Paribas Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 0.700 0.720 0.43 4.77
Morgan Stanley Call 5.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.30 0.400 0.410 0.48 4.73
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 0.570 0.580 0.41 4.65
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 0.570 0.580 0.41 4.65