Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 0.280 0.300 0.42 13.36
Soc. Generale Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 0.280 0.300 0.42 13.36
Soc. Generale Call 5.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.50 0.490 0.510 0.42 4.55
Soc. Generale Call 5.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.50 0.490 0.510 0.42 4.55
BNP Paribas Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 0.820 0.840 0.42 5.08
BNP Paribas Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 0.820 0.840 0.42 5.08
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.20 1.010 1.030 0.42 4.01
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.20 1.010 1.030 0.42 4.01
Soc. Generale Put 4.5 RR/ 20.06.2025   Put Rolls-Royce Holdings... 2025-06-20 4.50 0.710 0.730 0.42 -2.59
Soc. Generale Put 4.5 RR/ 20.06.2025   Put Rolls-Royce Holdings... 2025-06-20 4.50 0.710 0.730 0.42 -2.59
Soc. Generale Put 4.5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 2025-03-21 4.50 0.610 0.630 0.41 -3.09
Soc. Generale Put 4.5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 2025-03-21 4.50 0.610 0.630 0.41 -3.09
Soc. Generale Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.320 0.340 0.41 7.15
Soc. Generale Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.320 0.340 0.41 7.15
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 0.800 0.810 0.41 4.52
Soc. Generale Put 4.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 4.50 0.500 0.520 0.41 -3.85
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 0.800 0.810 0.41 4.52
Soc. Generale Put 4.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 4.50 0.500 0.520 0.41 -3.85
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.50 0.330 0.350 0.40 5.90
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.50 0.330 0.350 0.40 5.90
BNP Paribas Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.620 0.630 0.40 5.00
BNP Paribas Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.620 0.630 0.40 5.00
BNP Paribas Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.520 0.530 0.40 5.34
BNP Paribas Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.520 0.530 0.40 5.34
BNP Paribas Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.600 0.610 0.39 6.11
BNP Paribas Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.600 0.610 0.39 6.11
Soc. Generale Put 4.5 RR/ 20.09.2024   Put Rolls-Royce Holdings... 2024-09-20 4.50 0.340 0.360 0.39 -5.66
Soc. Generale Put 4.5 RR/ 20.09.2024   Put Rolls-Royce Holdings... 2024-09-20 4.50 0.340 0.360 0.39 -5.66
BNP Paribas Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 0.420 0.430 0.39 7.08
BNP Paribas Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 0.420 0.430 0.39 7.08