Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Put 4....   Put ENEL S.P.A. ... 3/15/2017 4.80 0.730 0.750 - -
Soc. Generale Put 4....   Put ENEL S.P.A. ... 3/15/2017 4.60 0.540 0.560 - -
Soc. Generale Put 5 ...   Put ENEL S.P.A. ... 3/15/2017 5.00 0.930 0.950 - -
Soc. Generale Put 4....   Put ENEL S.P.A. ... 3/15/2017 4.40 0.360 0.380 - -
Soc. Generale Put 4....   Put ENEL S.P.A. ... 3/15/2017 4.20 0.220 0.240 - -
Soc. Generale Call 4...   Call ENEL S.P.A. ... 3/15/2017 4.40 0.029 0.049 0.32 15.72
Soc. Generale Put 3....   Put ENEL S.P.A. ... 3/15/2017 3.60 0.026 0.046 0.27 -16.90
Soc. Generale Put 3....   Put ENEL S.P.A. ... 3/15/2017 3.20 0.001 0.021 0.39 -14.36
Soc. Generale Put 3....   Put ENEL S.P.A. ... 3/15/2017 3.80 0.059 0.079 0.21 -17.73
Soc. Generale Call 4...   Call ENEL S.P.A. ... 3/15/2017 4.20 0.090 0.110 0.35 12.31
Soc. Generale Put 3....   Put ENEL S.P.A. ... 3/15/2017 3.40 0.009 0.029 0.32 -15.88
Soc. Generale Call 3...   Call ENEL S.P.A. ... 3/15/2017 3.20 0.950 0.970 0.81 3.48
Soc. Generale Call 3...   Call ENEL S.P.A. ... 3/15/2017 3.80 0.350 0.370 0.49 6.76
Soc. Generale Call 4...   Call ENEL S.P.A. ... 3/15/2017 4.00 0.190 0.210 0.39 9.41
Soc. Generale Call 3...   Call ENEL S.P.A. ... 3/15/2017 3.40 0.750 0.770 0.69 4.19
Soc. Generale Put 4....   Put ENEL S.P.A. ... 3/15/2017 4.50 0.450 0.470 - -
Soc. Generale Call 3...   Call ENEL S.P.A. ... 3/15/2017 3.60 0.550 0.570 0.62 4.97
Soc. Generale Put 4 ...   Put ENEL S.P.A. ... 3/15/2017 4.00 0.120 0.140 0.15 -18.53
Soc. Generale Call 3...   Call ENEL S.P.A. ... 3/15/2017 3.50 0.650 0.670 0.69 4.41
Soc. Generale Put 3 ...   Put ENEL S.P.A. ... 3/15/2017 3.00 0.001 0.021 0.48 -11.80
Soc. Generale Put 3....   Put ENEL S.P.A. ... 3/15/2017 3.50 0.016 0.036 0.30 -16.46
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 3/15/2017 5.40 0.001 0.020 0.51 12.75
Commerzbank Call 5.6...   Call ENEL S.P.A. ... 3/15/2017 5.60 0.001 0.020 0.56 11.93
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 3/15/2017 5.20 0.001 0.020 0.47 13.77
Commerzbank Put 2.5 ...   Put ENEL S.P.A. ... 3/15/2017 2.50 0.001 0.020 0.73 -8.07
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 3/15/2017 3.00 0.001 0.020 0.48 -12.01
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 3/15/2017 3.40 0.730 0.770 0.75 3.97
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 3/15/2017 4.50 0.440 0.470 - -
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 3/15/2017 4.00 0.120 0.130 0.11 -23.06
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 3/15/2017 3.50 0.013 0.023 0.25 -20.61
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