Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 12/17/2014 3.80 0.460 0.470 0.30 6.93
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 12/17/2014 4.00 0.310 0.320 0.28 8.62
Commerzbank Call 2.8...   Call ENEL S.P.A. ... 12/17/2014 2.80 1.40 1.41 0.51 2.86
Commerzbank Put 2.5 ...   Put ENEL S.P.A. ... 12/17/2014 2.50 0.001 0.020 0.68 -7.21
Commerzbank Call 3.2...   Call ENEL S.P.A. ... 12/17/2014 3.20 1.01 1.02 0.41 3.83
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 12/17/2014 3.00 0.001 0.020 0.47 -10.15
Commerzbank Call 3 E...   Call ENEL S.P.A. ... 12/17/2014 3.00 1.20 1.21 0.44 3.32
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 12/17/2014 4.60 0.060 0.070 0.27 14.52
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 12/17/2014 4.00 0.130 0.140 0.31 -9.99
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 12/17/2014 4.40 0.110 0.120 0.27 12.37
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 12/17/2014 3.60 0.630 0.640 0.32 5.63
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 12/17/2014 3.50 0.029 0.039 0.35 -11.94
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 12/17/2014 3.40 0.810 0.820 0.34 4.69
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 12/17/2014 4.50 0.410 0.420 0.30 -6.80
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 12/17/2014 5.40 0.001 0.020 0.35 14.90
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 12/17/2014 5.20 0.004 0.020 0.31 16.46
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 12/17/2014 5.00 0.013 0.023 0.28 17.42
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 12/17/2014 4.80 0.029 0.039 0.27 16.25
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 12/17/2014 4.20 0.200 0.210 0.27 10.62
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 12/17/2014 3.00 0.002 0.020 0.47 -10.15
Commerzbank Call 3 E...   Call ENEL S.P.A. ... 12/17/2014 3.00 1.180 1.190 0.44 3.32
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 12/17/2014 4.00 0.140 0.150 0.31 -9.99
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 12/17/2014 4.40 0.110 0.120 0.27 12.37
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 12/17/2014 3.60 0.610 0.620 0.32 5.63
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 12/17/2014 3.50 0.031 0.041 0.35 -11.94
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 12/17/2014 3.40 0.800 0.810 0.34 4.69
Commerzbank Call 3.2...   Call ENEL S.P.A. ... 12/17/2014 3.20 0.990 1.000 0.41 3.83
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 12/17/2014 3.80 0.450 0.460 0.30 6.93
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 12/17/2014 4.00 0.300 0.310 0.28 8.62
Commerzbank Call 2.8...   Call ENEL S.P.A. ... 12/17/2014 2.80 1.380 1.390 0.51 2.86
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