Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 3/18/2015 4.40 0.036 0.046 0.33 12.74
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 3/18/2015 4.00 0.120 0.130 0.33 9.88
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 3/18/2015 3.80 0.190 0.200 0.34 8.65
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 3/18/2015 5.20 0.001 0.020 0.43 11.86
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 3/18/2015 4.50 0.820 0.840 0.36 -3.72
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 3/18/2015 3.60 0.290 0.300 0.35 7.34
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 3/18/2015 5.00 0.003 0.020 0.39 12.77
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 3/18/2015 4.80 0.008 0.020 0.35 13.93
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 3/18/2015 4.60 0.018 0.028 0.33 13.76
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 3/18/2015 3.00 0.040 0.050 0.41 -9.20
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 3/18/2015 5.40 0.001 0.020 0.46 11.12
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 3/18/2015 4.00 0.420 0.430 0.34 -5.54
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 3/18/2015 3.50 0.150 0.160 0.35 -7.84
Commerzbank Call 3.2...   Call ENEL S.P.A. ... 3/18/2015 3.20 0.560 0.580 0.40 4.98
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 3/18/2015 3.40 0.420 0.430 0.36 6.11
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 3/18/2015 4.20 0.066 0.076 0.32 11.53
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 3/18/2015 4.20 0.066 0.076 0.32 11.53
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 3/18/2015 4.40 0.036 0.046 0.33 12.74
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 3/18/2015 4.00 0.120 0.130 0.33 9.88
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 3/18/2015 3.80 0.190 0.200 0.34 8.65
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 3/18/2015 3.60 0.290 0.300 0.35 7.34
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 3/18/2015 5.20 0.001 0.020 0.43 11.86
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 3/18/2015 4.50 0.820 0.840 0.36 -3.72
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 3/18/2015 4.00 0.420 0.430 0.34 -5.54
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 3/18/2015 4.80 0.008 0.020 0.35 13.93
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 3/18/2015 5.00 0.003 0.020 0.39 12.77
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 3/18/2015 4.60 0.018 0.028 0.33 13.76
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 3/18/2015 3.00 0.040 0.050 0.41 -9.20
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 3/18/2015 3.50 0.150 0.160 0.35 -7.84
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 3/18/2015 5.40 0.001 0.020 0.46 11.12
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