Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.20 0.420 0.430 0.48 4.64
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.10 0.450 0.460 0.48 4.62
Soc. Generale Call 5.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.50 0.360 0.380 0.43 4.58
Soc. Generale Call 5.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.50 0.370 0.390 0.43 4.58
Morgan Stanley Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.00 0.480 0.490 0.48 4.55
Morgan Stanley Call 6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 6.00 0.380 0.390 0.47 4.49
Morgan Stanley Call 6.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 6.20 0.360 0.370 0.48 4.48
Soc. Generale Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 0.590 0.610 0.43 4.45
Soc. Generale Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 0.580 0.600 0.43 4.45
Morgan Stanley Call 4.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.90 0.510 0.520 0.48 4.42
Soc. Generale Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.00 0.730 0.750 0.48 4.41
Soc. Generale Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.00 0.740 0.760 0.48 4.41
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.80 0.540 0.550 0.47 4.37
Morgan Stanley Call 5.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.40 0.490 0.500 0.44 4.36
Morgan Stanley Call 5.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.30 0.520 0.530 0.44 4.28
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.70 0.580 0.590 0.47 4.27
BNP Paribas Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.50 1.010 1.030 0.70 4.26
BNP Paribas Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.50 1.020 1.040 0.70 4.26
Morgan Stanley Call 5.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.20 0.550 0.560 0.44 4.26
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.80 0.880 0.900 0.46 4.20
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.80 0.880 0.900 0.46 4.20
Morgan Stanley Call 5.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.10 0.580 0.590 0.44 4.20
Morgan Stanley Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.00 0.800 0.810 0.52 4.16
Morgan Stanley Call 4.6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.60 0.630 0.640 0.48 4.14
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.20 0.750 0.760 0.43 4.12
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.20 0.760 0.770 0.43 4.12
Morgan Stanley Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.00 0.610 0.620 0.44 4.09
Morgan Stanley Call 4.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 4.90 0.650 0.660 0.43 4.04
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.00 0.530 0.550 0.44 4.04
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.00 0.530 0.550 0.44 4.04