Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.50 - - 0.63 4.37
BNP Paribas Call 3 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.00 - - 0.82 3.04
BNP Paribas Call 3.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.80 - - 0.56 5.55
BNP Paribas Call 3.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.20 - - 0.73 3.49
Soc. Generale Put 3 RR/ 21.06.2024   Put Rolls-Royce Holdings... 2024-06-21 3.00 - - 0.54 -8.33
Soc. Generale Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 - - 0.54 6.26
Soc. Generale Put 3.5 RR/ 21.06.2024   Put Rolls-Royce Holdings... 2024-06-21 3.50 - - 0.45 -8.01
Soc. Generale Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.50 - - 0.65 4.30
Soc. Generale Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 - - 0.49 8.63
BNP Paribas Call 2.4 RR/ 21.06.2024   Call ROLLS ROYCE HLDGS LS... 2024-06-21 2.40 - - 0.79 2.05
BNP Paribas Call 1.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 1.80 - - 1.58 1.65
BNP Paribas Call 2.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 2.20 - - 1.29 1.94
BNP Paribas Call 2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 2.00 - - 1.41 1.79
BNP Paribas Call 2.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 2.50 - - 1.09 2.25
BNP Paribas Call 2.6 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 2.60 - - 1.03 2.38
BNP Paribas Call 2.8 RR/ 21.06.2024   Call ROLLS ROYCE HLDGS LS... 2024-06-21 2.80 - - 0.93 2.66
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.00 - - 0.51 9.68
Soc. Generale Put 4 RR/ 21.06.2024   Put Rolls-Royce Holdings... 2024-06-21 4.00 - - 0.37 -6.98
BNP Paribas Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 - - 0.51 6.56
BNP Paribas Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 - - 0.47 8.97
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.50 - - 0.55 10.10
BNP Paribas Call 4.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.80 - - 0.51 9.17
BNP Paribas Call 4.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.20 - - 0.48 7.68
Soc. Generale Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.00 0.370 0.400 0.54 6.26
Soc. Generale Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 0.140 0.160 0.49 8.63
Soc. Generale Put 3 RR/ 21.06.2024   Put Rolls-Royce Holdings... 2024-06-21 3.00 0.032 0.055 0.54 -8.33
Soc. Generale Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 3.50 0.750 0.790 0.65 4.30
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.00 0.054 0.077 0.51 9.68
Soc. Generale Put 4 RR/ 21.06.2024   Put Rolls-Royce Holdings... 2024-06-21 4.00 0.300 0.320 0.37 -6.98
Soc. Generale Put 3.5 RR/ 21.06.2024   Put Rolls-Royce Holdings... 2024-06-21 3.50 0.110 0.130 0.45 -8.01