Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.50 1.58 1.60 0.48 2.97
BNP Paribas Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.50 1.570 1.590 0.48 2.97
Morgan Stanley Call 4.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.70 0.970 0.980 0.48 3.49
Morgan Stanley Call 4.8 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.80 0.920 0.930 0.47 3.57
Morgan Stanley Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.670 0.680 0.47 5.21
Morgan Stanley Call 4.6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.60 0.840 0.850 0.47 4.08
Morgan Stanley Call 4.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.90 0.870 0.880 0.47 3.66
Morgan Stanley Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 0.820 0.830 0.47 3.76
Morgan Stanley Call 5.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.40 0.480 0.490 0.47 4.94
Soc. Generale Put 3.5 RR/ 20.06.2025   Put Rolls-Royce Holdings... 2025-06-20 3.50 0.320 0.340 0.47 -2.96
Soc. Generale Put 3.5 RR/ 20.06.2025   Put Rolls-Royce Holdings... 2025-06-20 3.50 0.320 0.340 0.47 -2.96
Morgan Stanley Call 5.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.10 0.770 0.780 0.47 3.83
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.70 0.780 0.790 0.47 4.23
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.80 1.16 1.18 0.47 4.00
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.80 1.150 1.170 0.47 4.00
Morgan Stanley Call 5.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.30 0.510 0.520 0.47 4.85
Morgan Stanley Call 5.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.20 0.730 0.740 0.46 3.91
Morgan Stanley Call 5.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.40 0.660 0.670 0.46 4.05
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.00 0.052 0.071 0.46 18.62
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.00 0.051 0.070 0.46 18.62
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.720 0.730 0.46 4.36
Morgan Stanley Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.20 0.540 0.550 0.46 4.78
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 1.14 1.16 0.46 3.53
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 1.140 1.160 0.46 3.53
Morgan Stanley Call 5.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.30 0.700 0.710 0.46 4.00
Soc. Generale Put 3.5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 2025-03-21 3.50 0.240 0.260 0.46 -3.61
Soc. Generale Put 3.5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 2025-03-21 3.50 0.240 0.260 0.46 -3.61
Morgan Stanley Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.630 0.640 0.46 4.60
Morgan Stanley Call 4.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.90 0.670 0.680 0.46 4.50
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.10 0.590 0.600 0.46 4.71