Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC-HVB WAR. CALL 22 UEI   Call TERNA 6/15/2022 8.00 0.0730 0.0950 0.49 5.22
UniCredit Call 8 TRN 15.06.2022   Call TERNA 6/15/2022 8.00 - - 0.49 5.22
UniCredit Call 8 TRN 15.06.2022   Call TERNA 6/15/2022 8.00 0.073 0.095 0.49 5.22
UniCredit Call 7.9 TRN 15.06.2022   Call TERNA 6/15/2022 7.90 0.080 0.100 0.49 5.19
UniCredit Call 7.9 TRN 15.06.2022   Call TERNA 6/15/2022 7.90 - - 0.49 5.19
UC-HVB WAR. CALL 22 UEI   Call TERNA 6/15/2022 7.90 0.0800 0.1000 0.49 5.19
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 7.80 0.0550 0.0780 0.46 6.18
UniCredit Call 7.8 TRN 16.03.2022   Call TERNA 3/16/2022 7.80 - - 0.46 6.18
UniCredit Call 7.8 TRN 16.03.2022   Call TERNA 3/16/2022 7.80 0.055 0.078 0.46 6.18
UniCredit Call 7.75 TRN 15.06.2022   Call TERNA 6/15/2022 7.75 0.100 0.120 0.50 4.98
UniCredit Call 7.75 TRN 15.06.2022   Call TERNA 6/15/2022 7.75 - - 0.50 4.98
UC-HVB WAR. CALL 22 UEI   Call TERNA 6/15/2022 7.75 0.1000 0.1200 0.50 4.98
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 7.70 0.0630 0.0850 0.46 6.09
UniCredit Call 7.7 TRN 16.03.2022   Call TERNA 3/16/2022 7.70 - - 0.46 6.09
UniCredit Call 7.7 TRN 16.03.2022   Call TERNA 3/16/2022 7.70 0.063 0.085 0.46 6.09
UniCredit Call 7.6 TRN 16.03.2022   Call TERNA 3/16/2022 7.60 0.072 0.094 0.46 5.97
UniCredit Call 7.6 TRN 16.03.2022   Call TERNA 3/16/2022 7.60 - - 0.46 5.97
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 7.60 0.0720 0.0940 0.46 5.97
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 7.50 0.0800 0.1000 0.46 5.92
UC-HVB WAR. CALL 22 UEI   Call TERNA 6/15/2022 7.50 0.1200 0.1500 0.51 4.74
UniCredit Call 7.5 TRN 16.03.2022   Call TERNA 3/16/2022 7.50 - - 0.46 5.92
UniCredit Call 7.5 TRN 15.06.2022   Call TERNA 6/15/2022 7.50 - - 0.51 4.74
UniCredit Call 7.5 TRN 16.03.2022   Call TERNA 3/16/2022 7.50 0.080 0.100 0.46 5.92
UniCredit Call 7.5 TRN 15.06.2022   Call TERNA 6/15/2022 7.50 0.120 0.150 0.51 4.74
UniCredit Call 7.4 TRN 16.03.2022   Call TERNA 3/16/2022 7.40 - - 0.48 5.65
UniCredit Call 7.4 TRN 16.03.2022   Call TERNA 3/16/2022 7.40 0.090 0.120 0.48 5.65
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 7.40 0.0900 0.1200 0.48 5.65
UniCredit Call 7.3 TRN 16.03.2022   Call TERNA 3/16/2022 7.30 - - 0.47 5.71
UC-HVB WAR. CALL 22 UEI   Call TERNA 3/16/2022 7.30 0.1100 0.1300 0.47 5.71
UniCredit Call 7.3 TRN 16.03.2022   Call TERNA 3/16/2022 7.30 0.110 0.130 0.47 5.71