Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.70 - - 0.47 4.27
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 - - 0.47 4.37
Morgan Stanley Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 - - 0.47 5.34
Soc. Generale Put 3.5 RR/ 20.06.2025   Put Rolls-Royce Holdings... 2025-06-20 3.50 - - 0.47 -2.71
Soc. Generale Put 3.5 RR/ 20.06.2025   Put Rolls-Royce Holdings... 2025-06-20 3.50 0.390 0.410 0.47 -2.71
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 0.880 0.920 0.47 3.61
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 - - 0.47 3.61
Soc. Generale Put 3.5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 2025-03-21 3.50 - - 0.47 -3.26
Soc. Generale Put 3.5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 2025-03-21 3.50 0.300 0.320 0.47 -3.26
Soc. Generale Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.50 0.230 0.250 0.47 -4.15
Soc. Generale Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.50 - - 0.47 -4.15
Morgan Stanley Call 6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 6.00 - - 0.47 4.49
Morgan Stanley Call 3.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 3.90 - - 0.46 3.09
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.80 - - 0.46 4.20
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.80 0.870 0.890 0.46 4.20
Soc. Generale Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.50 0.740 0.780 0.46 3.56
Soc. Generale Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.50 - - 0.46 3.56
Morgan Stanley Call 4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.00 - - 0.46 3.19
Morgan Stanley Call 4.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.10 - - 0.46 3.27
Morgan Stanley Call 4.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.20 - - 0.45 3.40
Soc. Generale Put 4 RR/ 20.06.2025   Put Rolls-Royce Holdings... 2025-06-20 4.00 - - 0.45 -2.53
Soc. Generale Put 4 RR/ 20.06.2025   Put Rolls-Royce Holdings... 2025-06-20 4.00 0.590 0.610 0.45 -2.53
BNP Paribas Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.80 - - 0.45 3.52
BNP Paribas Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.80 1.030 1.050 0.45 3.52
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.00 0.030 0.050 0.45 15.86
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.00 - - 0.45 15.86
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 - - 0.44 4.04
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 0.520 0.550 0.44 4.04
Morgan Stanley Call 4.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.30 - - 0.44 3.50
Morgan Stanley Call 4.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.40 - - 0.44 3.58