Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Put 4....   Put ENEL S.P.A. ... 12/14/2016 4.20 0.250 0.270 0.39 -13.47
Soc. Generale Put 4....   Put ENEL S.P.A. ... 12/14/2016 4.40 0.440 0.460 - -
Soc. Generale Call 3...   Call ENEL S.P.A. ... 12/14/2016 3.40 0.540 0.560 0.97 6.44
Soc. Generale Call 3...   Call ENEL S.P.A. ... 12/14/2016 3.20 0.740 0.760 1.25 4.85
Soc. Generale Call 3...   Call ENEL S.P.A. ... 12/14/2016 3.80 0.150 0.170 0.46 17.60
Soc. Generale Put 3....   Put ENEL S.P.A. ... 12/14/2016 3.40 0.001 0.021 0.99 -17.56
Soc. Generale Put 4....   Put ENEL S.P.A. ... 12/14/2016 4.50 0.540 0.560 - -
Soc. Generale Put 3....   Put ENEL S.P.A. ... 12/14/2016 3.60 0.001 0.021 0.70 -23.83
Soc. Generale Put 3....   Put ENEL S.P.A. ... 12/14/2016 3.80 0.004 0.024 0.41 -35.22
Soc. Generale Call 3...   Call ENEL S.P.A. ... 12/14/2016 3.50 0.440 0.460 0.83 7.71
Soc. Generale Call 3...   Call ENEL S.P.A. ... 12/14/2016 3.60 0.340 0.360 0.69 9.63
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 12/14/2016 3.40 0.530 0.570 1.20 5.92
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 12/14/2016 3.00 0.001 0.020 1.43 -11.81
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 12/14/2016 4.00 0.043 0.050 0.41 30.30
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 12/14/2016 4.80 0.001 0.020 1.17 16.78
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 12/14/2016 3.80 0.150 0.170 0.52 16.05
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 12/14/2016 3.60 0.330 0.370 0.87 8.58
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 12/14/2016 5.00 0.001 0.020 1.35 15.01
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 12/14/2016 3.50 0.001 0.020 0.83 -20.62
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 12/14/2016 4.00 0.084 0.098 0.32 -27.01
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 12/14/2016 4.40 0.001 0.020 0.72 22.94
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 12/14/2016 4.20 0.004 0.020 0.53 31.36
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 12/14/2016 4.50 0.530 0.570 - -
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 12/14/2016 4.60 0.001 0.020 0.98 19.34
Soc. Generale Put 4....   Put ENEL S.P.A. ... 12/14/2016 4.20 - - 0.39 -13.47
Soc. Generale Put 4....   Put ENEL S.P.A. ... 12/14/2016 4.50 - - - -
Soc. Generale Put 4....   Put ENEL S.P.A. ... 12/14/2016 4.40 - - - -
Soc. Generale Call 3...   Call ENEL S.P.A. ... 12/14/2016 3.60 - - 0.69 9.63
Soc. Generale Call 3...   Call ENEL S.P.A. ... 12/14/2016 3.50 - - 0.83 7.71
Soc. Generale Call 3...   Call ENEL S.P.A. ... 12/14/2016 3.20 - - 1.25 4.85
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