Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 5.1 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.10 - - 0.31 10.08
BNP Paribas Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 - - 0.37 7.91
Morgan Stanley Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 - - 0.31 9.98
BNP Paribas Call 3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.00 - - 0.60 2.59
Morgan Stanley Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.80 - - - -
Soc. Generale Put 3.5 RR/ 20.09.2024   Put Rolls-Royce Holdings... 2024-09-20 3.50 0.076 0.095 0.50 -6.39
Morgan Stanley Call 5.4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.40 - - 0.34 10.27
BNP Paribas Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 - - 0.39 7.08
Morgan Stanley Call 4.6 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.60 - - 0.26 9.45
Soc. Generale Put 4 RR/ 20.09.2024   Put Rolls-Royce Holdings... 2024-09-20 4.00 0.170 0.190 0.44 -6.24
Morgan Stanley Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 - - - -
Morgan Stanley Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 - - 0.28 9.74
Morgan Stanley Call 3.25 RRU 20.09.2024   Call ROLLS ROYCE HLDGS LS... 2024-09-20 3.25 - - - -
Morgan Stanley Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 - - 0.53 4.00
Morgan Stanley Call 4.4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.40 - - 0.20 10.03
Morgan Stanley Call 5.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.20 - - 0.32 10.17
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.50 0.320 0.340 0.40 5.90
Morgan Stanley Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.80 - - - -
Soc. Generale Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.50 1.56 1.61 0.53 2.83
Morgan Stanley Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 - - 0.48 3.94
Soc. Generale Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.50 1.560 1.610 0.53 2.83
Morgan Stanley Call 3.75 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.75 - - 0.55 2.94
Soc. Generale Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 0.760 0.800 0.43 4.28
Morgan Stanley Call 5.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.40 - - 0.31 7.93
Soc. Generale Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.50 0.170 0.190 0.48 -4.46
Morgan Stanley Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.00 - - 0.70 -2.96
Soc. Generale Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.50 0.170 0.190 0.48 -4.46
Morgan Stanley Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.20 - - - -
Soc. Generale Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.00 0.088 0.110 0.52 -4.62
Morgan Stanley Call 5.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.30 - - 0.47 4.85