Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 3/16/2016 3.60 0.087 0.097 0.43 11.64
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 3/16/2016 5.20 0.001 0.020 0.80 10.44
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 3/16/2016 5.40 0.001 0.020 0.85 9.90
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 3/16/2016 3.80 0.035 0.045 0.40 14.88
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 3/16/2016 3.50 0.220 0.240 0.35 -10.44
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 3/16/2016 3.00 0.059 0.069 0.49 -11.84
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 3/16/2016 4.50 1.080 1.130 - -
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 3/16/2016 4.40 0.001 0.020 0.54 14.27
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 3/16/2016 4.60 0.001 0.020 0.61 12.92
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 3/16/2016 4.00 0.011 0.021 0.39 17.74
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 3/16/2016 5.00 0.001 0.020 0.74 11.09
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 3/16/2016 4.00 0.600 0.640 - -
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 3/16/2016 4.80 0.001 0.020 0.68 11.90
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 3/16/2016 3.40 0.180 0.190 0.48 8.71
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 3/16/2016 4.20 0.006 0.020 0.46 16.16
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 3/16/2016 4.50 1.080 1.130 - -
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 3/16/2016 5.20 0.001 0.020 0.80 10.44
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 3/16/2016 5.40 0.001 0.020 0.85 9.90
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 3/16/2016 3.40 0.180 0.190 0.48 8.71
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 3/16/2016 5.00 0.001 0.020 0.74 11.09
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 3/16/2016 3.80 0.035 0.045 0.40 14.88
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 3/16/2016 4.60 0.001 0.020 0.61 12.92
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 3/16/2016 4.00 0.600 0.640 - -
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 3/16/2016 3.00 0.059 0.069 0.49 -11.84
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 3/16/2016 4.40 0.001 0.020 0.54 14.27
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 3/16/2016 3.50 0.220 0.240 0.35 -10.44
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 3/16/2016 4.80 0.001 0.020 0.68 11.90
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 3/16/2016 4.00 0.011 0.021 0.39 17.74
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 3/16/2016 3.60 0.087 0.097 0.43 11.64
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 3/16/2016 4.20 0.006 0.020 0.46 16.16
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