Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Commerzbank Call 2.8...   Call ENEL S.P.A. ... 12/17/2014 2.80 1.39 1.41 0.54 2.83
Commerzbank Put 2.5 ...   Put ENEL S.P.A. ... 12/17/2014 2.50 0.001 0.020 0.63 -7.27
Commerzbank Call 3 E...   Call ENEL S.P.A. ... 12/17/2014 3.00 1.19 1.21 0.46 3.28
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 12/17/2014 3.00 0.003 0.020 0.44 -10.29
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 12/17/2014 5.40 0.001 0.020 0.34 14.61
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 12/17/2014 4.50 0.420 0.430 0.29 -6.39
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 12/17/2014 4.80 0.033 0.043 0.26 15.75
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 12/17/2014 5.20 0.005 0.020 0.30 16.08
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 12/17/2014 5.00 0.015 0.025 0.27 16.95
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 12/17/2014 4.20 0.210 0.220 0.27 10.13
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 12/17/2014 4.60 0.067 0.077 0.26 13.91
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 12/17/2014 4.40 0.120 0.130 0.27 11.88
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 12/17/2014 4.00 0.150 0.160 0.30 -9.28
Commerzbank Call 3.2...   Call ENEL S.P.A. ... 12/17/2014 3.20 1.00 1.02 0.42 3.79
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 12/17/2014 3.40 0.810 0.830 0.37 4.52
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 12/17/2014 3.50 0.035 0.045 0.34 -11.20
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 12/17/2014 3.60 0.630 0.650 0.34 5.46
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 12/17/2014 3.80 0.470 0.480 0.30 6.76
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 12/17/2014 4.00 0.320 0.330 0.28 8.48
Commerzbank Call 2.8...   Call ENEL S.P.A. ... 12/17/2014 2.80 1.390 1.410 0.54 2.83
Commerzbank Put 2.5 ...   Put ENEL S.P.A. ... 12/17/2014 2.50 0.001 0.020 0.63 -7.27
Commerzbank Call 3 E...   Call ENEL S.P.A. ... 12/17/2014 3.00 1.190 1.210 0.46 3.28
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 12/17/2014 3.00 0.003 0.020 0.44 -10.29
Commerzbank Call 3.2...   Call ENEL S.P.A. ... 12/17/2014 3.20 1.000 1.020 0.42 3.79
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 12/17/2014 3.40 0.810 0.830 0.37 4.52
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 12/17/2014 5.40 0.001 0.020 0.34 14.61
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 12/17/2014 3.50 0.035 0.045 0.34 -11.20
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 12/17/2014 3.60 0.630 0.650 0.34 5.46
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 12/17/2014 3.80 0.470 0.480 0.30 6.76
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 12/17/2014 4.00 0.320 0.330 0.28 8.48
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