Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 3/18/2015 5.20 0.001 0.020 0.47 14.29
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 3/18/2015 5.40 0.001 0.020 0.51 13.45
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 3/18/2015 4.50 0.520 0.540 0.41 -5.36
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 3/18/2015 4.00 0.200 0.210 0.33 11.15
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 3/18/2015 3.80 0.320 0.330 0.41 7.54
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 3/18/2015 3.60 0.460 0.480 0.46 5.99
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 3/18/2015 4.00 0.190 0.200 0.38 -8.94
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 3/18/2015 3.00 0.004 0.020 0.55 -11.23
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 3/18/2015 3.50 0.042 0.052 0.43 -11.53
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 3/18/2015 4.20 0.110 0.120 0.33 13.30
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 3/18/2015 4.80 0.010 0.020 0.36 17.79
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 3/18/2015 4.60 0.025 0.035 0.34 17.49
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 3/18/2015 5.00 0.003 0.020 0.42 15.76
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 3/18/2015 4.40 0.054 0.064 0.33 15.84
Commerzbank Call 3.2...   Call ENEL S.P.A. ... 3/18/2015 3.20 0.820 0.840 0.58 4.05
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 3/18/2015 3.40 0.630 0.650 0.32 6.04
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 3/18/2015 3.00 0.004 0.020 0.55 -11.23
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 3/18/2015 5.40 0.001 0.020 0.51 13.45
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 3/18/2015 4.60 0.025 0.035 0.34 17.49
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 3/18/2015 4.50 0.520 0.540 0.41 -5.36
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 3/18/2015 3.60 0.460 0.480 0.46 5.99
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 3/18/2015 5.20 0.001 0.020 0.47 14.29
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 3/18/2015 5.00 0.003 0.020 0.42 15.76
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 3/18/2015 3.50 0.042 0.052 0.43 -11.53
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 3/18/2015 4.20 0.110 0.120 0.33 13.30
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 3/18/2015 4.40 0.054 0.064 0.33 15.84
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 3/18/2015 4.00 0.200 0.210 0.33 11.15
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 3/18/2015 3.80 0.320 0.330 0.41 7.54
Commerzbank Call 3.2...   Call ENEL S.P.A. ... 3/18/2015 3.20 0.820 0.840 0.58 4.05
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 3/18/2015 3.40 0.630 0.650 0.32 6.04
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