Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Put 0.905 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.91 0.056 0.066 - -
Soc. Generale Put 1.01 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 1.01 2.66 2.67 - -
Soc. Generale Put 0.93 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.93 0.130 0.140 - -
Soc. Generale Call 0.975 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 0.98 1.57 1.58 0.25 14.16
Soc. Generale Call 0.965 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 0.97 2.23 2.24 0.28 12.08
Soc. Generale Call 1.005 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 1.01 0.360 0.370 0.19 23.77
Soc. Generale Call 0.96 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 0.96 2.59 2.60 0.30 10.92
Soc. Generale Call 0.94 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 0.94 4.20 4.21 0.36 8.73
Soc. Generale Call 0.92 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 0.92 5.94 5.95 0.42 7.06
Soc. Generale Put 0.7 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.70 0.047 0.057 0.23 -24.18
BNP Paribas Call 1.025 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 1.03 0.190 0.220 0.18 25.98
BNP Paribas Put 0.875 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.88 0.001 0.050 0.02 -191.27
BNP Paribas Call 0.975 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 0.98 1.85 1.88 0.28 12.85
BNP Paribas Put 0.85 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.85 0.001 0.050 0.05 -90.83
Soc. Generale Put 0.945 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.95 0.230 0.240 - -
Soc. Generale Put 0.995 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 1.00 1.66 1.67 - -
Soc. Generale Put 0.925 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.93 0.100 0.110 - -
Deutsche Bank Put 0.99 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.99 1.40 1.44 - -
Deutsche Bank Put 0.96 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.96 0.430 0.470 - -
Deutsche Bank Put 0.98 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.98 0.950 0.990 - -
Soc. Generale Put 1.015 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 1.02 3.06 3.07 - -
Deutsche Bank Call 1.01 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 1.01 0.270 0.310 0.18 24.76
Deutsche Bank Put 0.92 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.92 0.110 0.150 - -
Deutsche Bank Put 0.95 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.95 0.300 0.340 - -
Deutsche Bank Call 1.02 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 1.02 0.150 0.190 0.17 27.82
Deutsche Bank Call 0.99 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 0.99 0.780 0.820 0.22 18.49
Deutsche Bank Call 1.03 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 1.03 0.090 0.130 0.17 29.82
Soc. Generale Put 1.025 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 1.03 3.89 3.90 - -
Soc. Generale Put 1.02 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 1.02 3.47 3.48 - -
Deutsche Bank Put 0.93 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.93 0.160 0.200 - -
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