Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 12/17/2014 4.20 0.007 0.020 0.35 23.53
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 12/17/2014 4.60 0.001 0.020 0.55 16.54
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 12/17/2014 3.80 0.089 0.099 0.32 16.63
Commerzbank Call 2.8...   Call ENEL S.P.A. ... 12/17/2014 2.80 0.950 0.970 0.84 3.53
Commerzbank Put 2.5 ...   Put ENEL S.P.A. ... 12/17/2014 2.50 0.001 0.020 1.05 -8.39
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 12/17/2014 4.00 0.290 0.310 0.33 -10.39
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 12/17/2014 3.00 0.001 0.020 0.65 -12.96
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 12/17/2014 3.50 0.035 0.045 0.35 -19.82
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 12/17/2014 4.50 0.760 0.780 0.48 -4.68
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 12/17/2014 5.00 0.001 0.020 0.72 13.41
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 12/17/2014 4.80 0.001 0.020 0.64 14.73
Commerzbank Call 3 E...   Call ENEL S.P.A. ... 12/17/2014 3.00 0.750 0.770 0.75 4.22
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 12/17/2014 5.20 0.001 0.020 0.79 12.39
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 12/17/2014 4.40 0.001 0.020 0.46 19.18
Commerzbank Call 3.2...   Call ENEL S.P.A. ... 12/17/2014 3.20 0.550 0.570 0.59 5.46
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 12/17/2014 3.40 0.370 0.390 0.47 7.43
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 12/17/2014 3.60 0.210 0.220 0.36 11.25
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 12/17/2014 5.40 0.001 0.020 0.86 11.58
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 12/17/2014 4.00 0.028 0.038 0.32 21.53
Commerzbank Call 2.8...   Call ENEL S.P.A. ... 12/17/2014 2.80 0.950 0.970 0.84 3.53
Commerzbank Call 3.2...   Call ENEL S.P.A. ... 12/17/2014 3.20 0.550 0.570 0.59 5.46
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 12/17/2014 4.20 0.007 0.020 0.35 23.53
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 12/17/2014 4.00 0.028 0.038 0.32 21.53
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 12/17/2014 3.80 0.089 0.099 0.32 16.63
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 12/17/2014 4.60 0.001 0.020 0.55 16.54
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 12/17/2014 4.00 0.290 0.310 0.33 -10.39
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 12/17/2014 5.00 0.001 0.020 0.72 13.41
Commerzbank Put 2.5 ...   Put ENEL S.P.A. ... 12/17/2014 2.50 0.001 0.020 1.05 -8.39
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 12/17/2014 4.80 0.001 0.020 0.64 14.73
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 12/17/2014 4.50 0.760 0.780 0.48 -4.68
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