Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 4.6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.60 0.340 0.350 0.20 8.74
Morgan Stanley Call 4.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.70 0.360 0.370 0.19 7.87
Morgan Stanley Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 0.360 0.370 0.18 9.21
Morgan Stanley Call 4.6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.60 0.370 0.380 0.17 8.37
Morgan Stanley Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.50 0.390 0.400 0.15 8.85
Morgan Stanley Call 4.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.40 0.390 0.400 0.14 10.02
Morgan Stanley Call 4.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.40 0.410 0.420 0.12 9.69
Morgan Stanley Call 4.3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.30 0.360 0.370 0.10 13.84
Morgan Stanley Call 4.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.30 0.410 0.420 0.08 12.03
Morgan Stanley Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 0.440 0.450 - -
Morgan Stanley Call 4.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.10 0.450 0.460 - -
Morgan Stanley Call 4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.00 0.470 0.480 - -
Morgan Stanley Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.20 0.430 0.440 - -
Morgan Stanley Call 4.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.20 0.440 0.450 - -
Morgan Stanley Call 3.9 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.90 0.470 0.480 - -
Morgan Stanley Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 0.470 0.480 - -
Morgan Stanley Call 3.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.90 0.490 0.500 - -
Morgan Stanley Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.80 0.500 0.510 - -
Morgan Stanley Call 3.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 3.90 0.480 0.490 - -
Morgan Stanley Call 3.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 3.70 0.510 0.520 - -
Morgan Stanley Call 4.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.10 0.450 0.460 - -
Morgan Stanley Call 3.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.70 0.520 0.530 - -
Morgan Stanley Call 4.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.30 0.420 0.430 - -
Morgan Stanley Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 0.380 0.390 - -
Morgan Stanley Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.80 0.530 0.540 - -
BNP Paribas Call 3 RRU 21.06.2024   Call ROLLS ROYCE HLDGS LS... 2024-06-21 3.00 - - - -
BNP Paribas Call 2.5 RRU 20.09.2024   Call ROLLS ROYCE HLDGS LS... 2024-09-20 2.50 - - - -
Morgan Stanley Call 3.25 RRU 20.09.2024   Call ROLLS ROYCE HLDGS LS... 2024-09-20 3.25 - - - -
Morgan Stanley Call 3.25 RRU 20.12.2024   Call ROLLS ROYCE HLDGS LS... 2024-12-20 3.25 - - - -
Morgan Stanley Call 3.7 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.70 0.550 0.560 - -