Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 25 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 25.00 0.630 0.730 0.60 6.35
Citi Call 26 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 26.00 0.350 0.450 0.55 7.39
Citi Call 30 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 30.00 0.020 0.120 0.52 9.48
Citi Call 24 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 24.00 1.05 1.15 0.66 5.39
Citi Put 19 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 19.00 0.140 0.240 0.14 -22.31
Citi Put 24 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 24.00 1.09 1.19 - -
Citi Put 20 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 20.00 0.200 0.300 0.06 -38.24
Citi Put 23 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 23.00 0.720 0.820 - -
Citi Put 26 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 26.00 2.24 2.34 - -
Citi Put 22 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 22.00 0.470 0.570 - -
Citi Put 18 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 18.00 0.090 0.190 0.20 -17.24
Citi Put 19 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 19.00 0.140 0.240 0.14 -22.31
Citi Call 22 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 22.00 2.300 2.400 0.83 3.91
Citi Call 27 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 27.00 0.180 0.280 0.52 8.27
Citi Call 28 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 28.00 0.090 0.190 0.51 8.91
Citi Put 18 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 18.00 0.090 0.190 0.20 -17.24
Citi Put 21 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 21.00 0.310 0.410 - -
Citi Put 24 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 24.00 1.090 1.190 - -
Citi Put 22 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 22.00 0.470 0.570 - -
Citi Put 23 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 23.00 0.720 0.820 - -
Citi Put 26 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 26.00 2.240 2.340 - -
Citi Put 20 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 20.00 0.200 0.300 0.06 -38.24
Citi Call 24 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 24.00 1.050 1.150 0.66 5.39
Citi Call 30 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 30.00 0.020 0.120 0.52 9.48
Citi Call 25 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 25.00 0.630 0.730 0.60 6.35
Citi Call 29 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 29.00 0.050 0.150 0.51 9.29
Citi Call 31 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 31.00 0.010 0.110 0.54 9.33
Citi Call 32 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 32.00 0.010 0.110 0.56 9.00
Citi Call 26 ABLZF 18.03.2021   Call Abb Ltd 3/18/2021 26.00 0.350 0.450 0.55 7.39
Citi Put 21 ABBN 18.03.2021   Put ABB LTD N 3/18/2021 21.00 0.310 0.410 - -
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