Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 4.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.90 0.270 0.280 0.25 7.25
Morgan Stanley Call 4.6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.60 0.270 0.280 0.24 7.98
Morgan Stanley Call 4.8 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.80 0.280 0.290 0.24 7.26
Morgan Stanley Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 0.290 0.300 0.23 8.14
Morgan Stanley Call 4.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.70 0.300 0.310 0.22 7.49
Morgan Stanley Call 4.3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.30 0.260 0.270 0.22 9.90
Morgan Stanley Call 4.6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.60 0.320 0.330 0.21 7.59
Morgan Stanley Call 4.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.40 0.310 0.320 0.21 8.40
Morgan Stanley Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.50 0.330 0.340 0.19 7.98
Morgan Stanley Call 4.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.30 0.340 0.350 0.19 8.54
Morgan Stanley Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 0.290 0.300 0.18 10.76
Morgan Stanley Call 4.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.40 0.350 0.360 0.17 8.26
Morgan Stanley Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.20 0.360 0.370 0.16 9.19
Morgan Stanley Call 4.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.30 0.370 0.380 0.15 8.71
Morgan Stanley Call 4.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.20 0.380 0.390 0.11 9.90
Morgan Stanley Call 4.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.10 0.380 0.390 0.11 10.56
Morgan Stanley Call 4.1 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.10 0.300 0.310 0.10 13.78
Morgan Stanley Call 3.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 3.90 0.430 0.440 - -
Morgan Stanley Call 3.7 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.70 0.490 0.500 - -
Morgan Stanley Call 3.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.90 0.430 0.440 - -
Morgan Stanley Call 4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.00 0.420 0.430 - -
Morgan Stanley Call 3.8 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 3.80 0.450 0.460 - -
Morgan Stanley Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 0.350 0.360 - -
Morgan Stanley Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.80 0.450 0.460 - -
Morgan Stanley Call 3.25 RR/ 20.09.2024   Call ROLLS ROYCE HLDGS LS... 2024-09-20 3.25 - - - -
BNP Paribas Call 2.5 RR/L 20.09.2024   Call ROLLS ROYCE HLDGS LS... 2024-09-20 2.50 - - - -
BNP Paribas Call 3 RR/L 21.06.2024   Call ROLLS ROYCE HLDGS LS... 2024-06-21 3.00 - - - -
BNP Paribas Call 2.6 RR/L 21.06.2024   Call ROLLS ROYCE HLDGS LS... 2024-06-21 2.60 - - - -
Morgan Stanley Call 3.9 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.90 0.390 0.400 - -
Morgan Stanley Call 3.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 3.70 0.470 0.480 - -