Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Goldman Sachs Put 150 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 150.00 0.001 0.500 2.42 -3.38
Goldman Sachs Call 300 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 300.00 14.88 15.18 2.13 2.25
Soc. Generale Call 280 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 280.00 16.100 - 2.04 2.20
Soc. Generale Call 280 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 280.00 16.22 - 2.04 2.20
JP Morgan Put 305 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 305.00 0.001 1.000 1.69 -3.51
Goldman Sachs Put 200 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 200.00 0.001 0.500 1.67 -5.28
Goldman Sachs Call 350 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 350.00 10.31 10.61 1.66 2.93
JP Morgan Put 310 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 310.00 0.001 1.000 1.63 -3.62
JP Morgan Put 315 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 315.00 0.001 1.000 1.58 -3.74
UC WAR. CALL 06/24 VX1   Call VERTEX PHARMAC. D... 2024-06-19 350.00 10.260 - 1.55 3.14
UniCredit Call 350 VX1 19.06.2024   Call VERTEX PHARMAC. D... 2024-06-19 350.00 10.11 - 1.55 3.14
UniCredit Call 350 VX1 19.06.2024   Call VERTEX PHARMAC. D... 2024-06-19 350.00 10.260 - 1.55 3.14
JP Morgan Put 320 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 320.00 0.001 1.000 1.52 -3.86
JP Morgan Put 325 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 325.00 0.001 1.000 1.47 -3.99
JP Morgan Put 330 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 330.00 0.001 1.000 1.42 -4.12
JP Morgan Put 335 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 335.00 0.001 1.000 1.37 -4.26
JP Morgan Put 305 VRTX 19.07.2024   Put Vertex Pharmaceutica... 2024-07-19 305.00 0.001 1.000 1.34 -3.02
JP Morgan Put 340 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 340.00 0.002 1.000 1.32 -4.41
Goldman Sachs Put 260 VRTX 21.06.2024   Put Vertex Pharmaceutica... 2024-06-21 260.00 0.001 0.300 1.31 -6.71
JP Morgan Call 370 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 370.00 8.48 - 1.29 3.67
JP Morgan Put 345 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 345.00 0.002 1.000 1.26 -4.57
JP Morgan Put 310 VRTX 19.07.2024   Put Vertex Pharmaceutica... 2024-07-19 310.00 0.002 1.000 1.26 -3.27
UC WAR. CALL 06/24 VX1   Call VERTEX PHARMAC. D... 2024-06-19 390.00 6.660 - 1.23 4.20
UniCredit Call 390 VX1 19.06.2024   Call VERTEX PHARMAC. D... 2024-06-19 390.00 6.660 - 1.23 4.20
UniCredit Call 390 VX1 19.06.2024   Call VERTEX PHARMAC. D... 2024-06-19 390.00 6.51 - 1.23 4.20
Goldman Sachs Put 250 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 250.00 0.001 0.500 1.23 -7.17
JP Morgan Put 315 VRTX 19.07.2024   Put Vertex Pharmaceutica... 2024-07-19 315.00 0.002 1.000 1.22 -3.36
Soc. Generale Put 250 VRTX 21.06.2024   Put Vertex Pharmaceutica... 2024-06-21 250.00 0.001 0.097 1.22 -7.92
Soc. Generale Put 250 VRTX 21.06.2024   Put Vertex Pharmaceutica... 2024-06-21 250.00 0.001 0.097 1.22 -7.92
Goldman Sachs Put 280 VRTX 21.06.2024   Put Vertex Pharmaceutica... 2024-06-21 280.00 0.001 0.300 1.16 -7.54
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