Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 0.88 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.88 4.620 4.630 0.42 7.69
Soc. Generale Call 0.94 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.94 0.870 0.880 0.26 16.02
Soc. Generale Put 0.94 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.94 2.090 2.100 - -
Soc. Generale Put 0.96 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.96 3.440 3.450 - -
Soc. Generale Put 0.75 USDCHF 18.06.2021   Put CROSSRATE USD/CHF 6/18/2021 0.75 0.220 0.230 - -
Soc. Generale Put 0.7 USDCHF 18.06.2021   Put CROSSRATE USD/CHF 6/18/2021 0.70 0.290 0.300 - -
Soc. Generale Put 0.85 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.85 0.230 0.240 - -
Soc. Generale Put 0.95 USDCHF 17.12.2021   Put CROSSRATE USD/CHF 12/17/2021 0.95 5.540 5.550 - -
Soc. Generale Call 1.1 USDCHF 18.06.2021   Call CROSSRATE USD/CHF 6/18/2021 1.10 0.290 0.300 0.33 9.97
Soc. Generale Call 1.05 USDCHF 18.06.2021   Call CROSSRATE USD/CHF 6/18/2021 1.05 0.350 0.360 0.31 10.07
Soc. Generale Call 1.15 USDCHF 18.06.2021   Call CROSSRATE USD/CHF 6/18/2021 1.15 0.280 0.290 0.35 9.56
Soc. Generale Put 0.95 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.95 2.700 2.710 - -
Soc. Generale Put 0.7 USDCHF 17.12.2021   Put CROSSRATE USD/CHF 12/17/2021 0.70 0.610 0.620 - -
Soc. Generale Put 0.65 USDCHF 17.12.2021   Put CROSSRATE USD/CHF 12/17/2021 0.65 0.550 0.560 - -
Soc. Generale Put 0.85 USDCHF 17.12.2021   Put CROSSRATE USD/CHF 12/17/2021 0.85 1.720 1.730 - -
Soc. Generale Put 1 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 1.00 6.910 6.920 - -
Soc. Generale Put 1 USDCHF 18.06.2021   Put CROSSRATE USD/CHF 6/18/2021 1.00 7.820 7.830 - -
Soc. Generale Call 0.75 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.75 16.480 16.490 0.78 3.50
Soc. Generale Call 0.75 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 0.75 16.250 16.260 0.74 2.43
Soc. Generale Call 0.85 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 0.85 7.690 7.700 0.58 3.33
Soc. Generale Call 0.8 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 0.80 11.820 11.830 0.66 2.79
Soc. Generale Put 0.8 USDCHF 17.12.2021   Put CROSSRATE USD/CHF 12/17/2021 0.80 1.040 1.050 - -
Soc. Generale Put 0.7 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.70 0.092 0.100 0.19 -27.20
Soc. Generale Put 1 USDCHF 17.12.2021   Put CROSSRATE USD/CHF 12/17/2021 1.00 8.790 8.800 - -
Soc. Generale Put 0.65 USDCHF 18.06.2021   Put CROSSRATE USD/CHF 6/18/2021 0.65 0.280 0.290 - -
Soc. Generale Put 0.85 USDCHF 18.06.2021   Put CROSSRATE USD/CHF 6/18/2021 0.85 0.820 0.830 - -
Soc. Generale Put 0.9 USDCHF 18.06.2021   Put CROSSRATE USD/CHF 6/18/2021 0.90 1.980 1.990 - -
Soc. Generale Put 1.05 USDCHF 17.12.2021   Put CROSSRATE USD/CHF 12/17/2021 1.05 13.150 13.160 - -
Soc. Generale Put 0.75 USDCHF 17.12.2021   Put CROSSRATE USD/CHF 12/17/2021 0.75 0.740 0.750 - -
Soc. Generale Put 0.75 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.75 0.092 0.100 0.12 -40.43
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