Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 0.250 0.270 0.38 14.74
BNP Paribas Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 0.250 0.290 0.38 14.74
BNP Paribas Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.310 0.320 0.37 7.91
BNP Paribas Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.300 0.310 0.37 7.91
Morgan Stanley Call 5.4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.40 0.125 0.129 0.34 10.27
Morgan Stanley Call 5.3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.30 0.140 0.144 0.33 10.25
Morgan Stanley Call 5.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.20 0.157 0.161 0.32 10.17
Morgan Stanley Call 5.1 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.10 0.177 0.181 0.31 10.08
Morgan Stanley Call 5.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.40 0.201 0.205 0.31 7.93
Morgan Stanley Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.200 0.204 0.31 9.98
Morgan Stanley Call 5.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.30 0.212 0.216 0.30 8.01
Morgan Stanley Call 4.9 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.90 0.225 0.229 0.29 9.96
Morgan Stanley Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.20 0.225 0.229 0.29 8.08
Morgan Stanley Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 0.250 0.260 0.28 9.74
Morgan Stanley Call 4.7 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.70 0.280 0.290 0.28 9.44
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.10 0.240 0.244 0.27 8.17
Morgan Stanley Call 5.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.40 0.250 0.260 0.27 7.18
Morgan Stanley Call 5.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.30 0.260 0.270 0.26 7.22
Morgan Stanley Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.260 0.270 0.26 8.23
Morgan Stanley Call 4.6 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.60 0.310 0.320 0.26 9.45
Morgan Stanley Call 5.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.20 0.280 0.290 0.26 7.14
Morgan Stanley Call 4.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.90 0.280 0.290 0.25 8.16
Morgan Stanley Call 5.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.10 0.290 0.300 0.25 7.30
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.300 0.310 0.24 8.26
Morgan Stanley Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 0.310 0.320 0.24 7.32
Morgan Stanley Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.340 0.350 0.24 9.62
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.70 0.320 0.330 0.22 8.45
Morgan Stanley Call 4.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.90 0.330 0.340 0.22 7.57
Morgan Stanley Call 4.8 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.80 0.340 0.350 0.21 7.68
Morgan Stanley Call 4.4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.40 0.370 0.380 0.20 10.03