Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Commerzbank Call 3.2...   Call ENEL S.P.A. ... 9/16/2015 3.20 0.730 0.750 0.72 5.06
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 9/16/2015 3.00 0.001 0.020 0.92 -11.96
Commerzbank Put 3.5 ...   Put ENEL S.P.A. ... 9/16/2015 3.50 0.015 0.025 0.54 -17.74
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 9/16/2015 4.00 0.071 0.081 0.37 20.95
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 9/16/2015 4.20 0.017 0.027 0.38 26.20
Commerzbank Call 4.6...   Call ENEL S.P.A. ... 9/16/2015 4.60 0.001 0.020 0.62 18.59
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 9/16/2015 3.40 0.540 0.550 0.55 6.84
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 9/16/2015 4.80 0.001 0.020 0.73 16.24
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 9/16/2015 4.50 0.580 0.590 0.60 -5.44
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 9/16/2015 4.00 0.150 0.160 0.43 -12.41
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 9/16/2015 4.40 0.002 0.020 0.49 22.25
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 9/16/2015 5.00 0.001 0.020 0.83 14.59
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 9/16/2015 5.20 0.001 0.020 0.93 13.36
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 9/16/2015 3.60 0.360 0.370 0.48 9.37
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 9/16/2015 3.80 0.190 0.200 0.41 13.94
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 9/16/2015 5.40 0.001 0.020 1.02 12.40
Commerzbank Call 5.2...   Call ENEL S.P.A. ... 9/16/2015 5.20 0.001 0.020 0.93 13.36
Commerzbank Call 3.6...   Call ENEL S.P.A. ... 9/16/2015 3.60 0.350 0.360 0.48 9.37
Commerzbank Call 3.8...   Call ENEL S.P.A. ... 9/16/2015 3.80 0.180 0.190 0.41 13.94
Commerzbank Call 5.4...   Call ENEL S.P.A. ... 9/16/2015 5.40 0.001 0.020 1.02 12.40
Commerzbank Call 5 E...   Call ENEL S.P.A. ... 9/16/2015 5.00 0.001 0.020 0.83 14.59
Commerzbank Call 4.2...   Call ENEL S.P.A. ... 9/16/2015 4.20 0.015 0.025 0.38 26.20
Commerzbank Call 4.8...   Call ENEL S.P.A. ... 9/16/2015 4.80 0.001 0.020 0.73 16.24
Commerzbank Call 3.4...   Call ENEL S.P.A. ... 9/16/2015 3.40 0.530 0.540 0.55 6.84
Commerzbank Put 3 EN...   Put ENEL S.P.A. ... 9/16/2015 3.00 0.001 0.020 0.92 -11.96
Commerzbank Call 3.2...   Call ENEL S.P.A. ... 9/16/2015 3.20 0.710 0.730 0.72 5.06
Commerzbank Put 4.5 ...   Put ENEL S.P.A. ... 9/16/2015 4.50 0.580 0.590 0.60 -5.44
Commerzbank Put 4 EN...   Put ENEL S.P.A. ... 9/16/2015 4.00 0.150 0.160 0.43 -12.41
Commerzbank Call 4 E...   Call ENEL S.P.A. ... 9/16/2015 4.00 0.065 0.075 0.37 20.95
Commerzbank Call 4.4...   Call ENEL S.P.A. ... 9/16/2015 4.40 0.001 0.020 0.49 22.25
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