Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 6/15/2016 4.00 0.052 0.062 0.20 -28.89
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 6/15/2016 4.80 0.001 0.020 0.54 18.32
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 6/15/2016 4.50 0.390 0.440 - -
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 6/15/2016 3.00 0.001 0.020 0.86 -11.14
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 6/15/2016 3.40 0.670 0.720 0.89 4.65
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 6/15/2016 4.40 0.002 0.020 0.33 27.15
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 6/15/2016 4.60 0.001 0.020 0.44 21.57
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 6/15/2016 5.20 0.001 0.020 0.72 14.62
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 6/15/2016 4.00 0.140 0.160 0.41 13.35
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 6/15/2016 3.50 0.001 0.020 0.48 -18.62
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 6/15/2016 4.20 0.038 0.048 0.33 21.93
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 6/15/2016 5.00 0.001 0.020 0.63 16.17
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 6/15/2016 3.80 0.290 0.320 0.55 8.49
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 6/15/2016 5.40 0.001 0.020 0.80 13.44
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 6/15/2016 3.60 0.470 0.520 0.75 5.88
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 6/15/2016 4.40 0.002 0.020 0.33 27.15
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 6/15/2016 4.00 0.052 0.062 0.20 -28.89
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 6/15/2016 3.80 0.290 0.320 0.55 8.49
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 6/15/2016 5.40 0.001 0.020 0.80 13.44
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 6/15/2016 4.80 0.001 0.020 0.54 18.32
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 6/15/2016 3.60 0.470 0.520 0.75 5.88
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 6/15/2016 3.00 0.001 0.020 0.86 -11.14
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 6/15/2016 3.50 0.001 0.020 0.48 -18.62
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 6/15/2016 4.20 0.038 0.048 0.33 21.93
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 6/15/2016 3.40 0.670 0.720 0.89 4.65
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 6/15/2016 4.60 0.001 0.020 0.44 21.57
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 6/15/2016 5.20 0.001 0.020 0.72 14.62
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 6/15/2016 4.50 0.390 0.440 - -
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 6/15/2016 4.00 0.140 0.160 0.41 13.35
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 6/15/2016 5.00 0.001 0.020 0.63 16.17
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