Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 36 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 36.00 2.13 2.17 1.04 2.61
Citi Call 36 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 36.00 - - 1.04 2.61
Citi Call 37 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 37.00 2.03 2.07 0.99 2.73
Citi Call 37 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 37.00 - - 0.99 2.73
Citi Call 38 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 38.00 1.93 1.97 0.94 2.87
Citi Call 38 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 38.00 - - 0.94 2.87
Citi Call 39 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 39.00 1.83 1.87 0.89 3.02
Citi Call 39 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 39.00 - - 0.89 3.02
Citi Call 40 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 40.00 1.73 1.77 0.85 3.18
Citi Call 40 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 40.00 - - 0.85 3.18
Citi Call 41 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 41.00 1.63 1.67 0.80 3.37
Citi Call 41 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 41.00 - - 0.80 3.37
Citi Call 42 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 42.00 1.53 1.57 0.75 3.58
Citi Call 42 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 42.00 - - 0.75 3.58
Citi Call 43 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 43.00 1.43 1.47 0.71 3.81
Citi Call 43 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 43.00 - - 0.71 3.81
Citi Call 44 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 44.00 1.33 1.37 0.74 3.99
Citi Call 44 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 44.00 - - 0.74 3.99
Citi Call 45 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 45.00 1.23 1.27 0.69 4.28
Citi Call 45 FRE 15....   Call FRESENIUS SE+CO.KGAA... 6/15/2015 45.00 - - 0.69 4.28
Citi Put 35 FRE 15.0...   Put FRESENIUS SE+CO.KGAA... 6/15/2015 35.00 0.001 0.025 1.22 -7.77
Citi Put 35 FRE 15.0...   Put FRESENIUS SE+CO.KGAA... 6/15/2015 35.00 - - 1.22 -7.77
Citi Put 36 FRE 15.0...   Put FRESENIUS SE+CO.KGAA... 6/15/2015 36.00 0.001 0.025 1.16 -8.15
Citi Put 36 FRE 15.0...   Put FRESENIUS SE+CO.KGAA... 6/15/2015 36.00 - - 1.16 -8.15
Citi Put 32 FRE 15.0...   Put FRESENIUS SE+CO.KGAA... 6/15/2015 32.00 0.001 0.025 1.41 -6.75
Citi Put 32 FRE 15.0...   Put FRESENIUS SE+CO.KGAA... 6/15/2015 32.00 - - 1.41 -6.75
Citi Put 34 FRE 15.0...   Put FRESENIUS SE+CO.KGAA... 6/15/2015 34.00 0.001 0.025 1.28 -7.41
Citi Put 34 FRE 15.0...   Put FRESENIUS SE+CO.KGAA... 6/15/2015 34.00 - - 1.28 -7.41
Citi Put 38 FRE 15.0...   Put FRESENIUS SE+CO.KGAA... 6/15/2015 38.00 0.001 0.025 1.05 -9.00
Citi Put 38 FRE 15.0...   Put FRESENIUS SE+CO.KGAA... 6/15/2015 38.00 - - 1.05 -9.00
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