Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 70 ON 21.06.2024   Call ON Semiconductor 2024-06-21 70.00 0.300 0.310 0.14 21.20
JP Morgan Call 76 ON 31.05.2024   Call ON Semiconductor 2024-05-31 76.00 0.110 0.120 0.91 19.93
JP Morgan Call 74 ON 31.05.2024   Call ON Semiconductor 2024-05-31 74.00 0.190 0.200 0.81 19.82
BVT Call 90 ON 21.06.2024   Call ON Semiconductor 2024-06-21 90.00 0.013 0.023 0.50 19.01
BVT Call 90 ON 21.06.2024   Call ON Semiconductor 2024-06-21 90.00 0.014 0.024 0.50 19.01
BVT Call 88 ON 21.06.2024   Call ON Semiconductor 2024-06-21 88.00 0.025 0.035 0.49 19.00
BVT Call 88 ON 21.06.2024   Call ON Semiconductor 2024-06-21 88.00 0.026 0.036 0.49 19.00
Soc. Generale Call 90 ON 21.06.2024   Call ON Semiconductor 2024-06-21 90.00 0.019 0.029 0.51 18.46
Soc. Generale Call 90 ON 21.06.2024   Call ON Semiconductor 2024-06-21 90.00 0.020 0.030 0.51 18.46
BVT Call 86 ON 21.06.2024   Call ON Semiconductor 2024-06-21 86.00 0.041 0.051 0.48 18.28
BVT Call 86 ON 21.06.2024   Call ON Semiconductor 2024-06-21 86.00 0.042 0.052 0.48 18.28
Soc. Generale Call 88 ON 21.06.2024   Call ON Semiconductor 2024-06-21 88.00 0.030 0.040 0.50 18.09
Soc. Generale Call 88 ON 21.06.2024   Call ON Semiconductor 2024-06-21 88.00 0.031 0.041 0.50 18.09
BVT Call 92 ON 21.06.2024   Call ON Semiconductor 2024-06-21 92.00 0.007 0.021 0.54 17.85
Soc. Generale Call 92 ON 21.06.2024   Call ON Semiconductor 2024-06-21 92.00 0.015 0.025 0.54 17.85
BVT Call 92 ON 21.06.2024   Call ON Semiconductor 2024-06-21 92.00 0.007 0.021 0.54 17.85
Soc. Generale Call 92 ON 21.06.2024   Call ON Semiconductor 2024-06-21 92.00 0.012 0.022 0.54 17.85
BVT Call 85 ON 21.06.2024   Call ON Semiconductor 2024-06-21 85.00 0.052 0.062 0.48 17.80
BVT Call 85 ON 21.06.2024   Call ON Semiconductor 2024-06-21 85.00 0.053 0.063 0.48 17.80
Morgan Stanley Call 80 ON 21.06.2024   Call ON Semiconductor 2024-06-21 80.00 0.084 0.087 0.41 17.76
Morgan Stanley Call 85 ON 21.06.2024   Call ON Semiconductor 2024-06-21 85.00 0.038 0.041 0.48 17.64
BVT Call 84 ON 21.06.2024   Call ON Semiconductor 2024-06-21 84.00 0.064 0.074 0.47 17.49
BVT Call 84 ON 21.06.2024   Call ON Semiconductor 2024-06-21 84.00 0.065 0.075 0.47 17.49
Soc. Generale Call 86 ON 21.06.2024   Call ON Semiconductor 2024-06-21 86.00 0.045 0.055 0.50 17.25
Soc. Generale Call 86 ON 21.06.2024   Call ON Semiconductor 2024-06-21 86.00 0.046 0.056 0.50 17.25
Soc. Generale Call 85 ON 21.06.2024   Call ON Semiconductor 2024-06-21 85.00 0.055 0.065 0.49 16.90
Soc. Generale Call 85 ON 21.06.2024   Call ON Semiconductor 2024-06-21 85.00 0.056 0.066 0.49 16.90
JP Morgan Call 72 ON 31.05.2024   Call ON Semiconductor 2024-05-31 72.00 0.310 0.320 0.80 16.89
BVT Call 94 ON 21.06.2024   Call ON Semiconductor 2024-06-21 94.00 0.004 0.021 0.58 16.88
Soc. Generale Call 94 ON 21.06.2024   Call ON Semiconductor 2024-06-21 94.00 0.006 0.020 0.58 16.88
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