Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 260 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 260.00 - - 0.56 3.68
Citi Call 280 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 280.00 - - 0.51 4.37
Citi Call 320 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 320.00 - - 0.40 6.53
Citi Call 360 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 360.00 - - 0.35 9.33
Citi Call 340 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 340.00 - - 0.37 7.85
Citi Call 380 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 380.00 - - 0.34 10.82
Citi Call 300 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 300.00 - - 0.46 5.23
Citi Call 320 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 320.00 2.600 2.620 0.40 6.53
Citi Call 380 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 380.00 0.540 0.560 0.34 10.82
Citi Call 360 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 360.00 0.980 0.990 0.35 9.33
Citi Call 340 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 340.00 1.650 1.670 0.37 7.85
Citi Call 260 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 260.00 6.850 6.880 0.56 3.68
Citi Call 300 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 300.00 3.800 3.830 0.46 5.23
Citi Call 280 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 280.00 5.230 5.260 0.51 4.37
Citi Call 380 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 380.00 0.770 0.780 0.34 9.16
Citi Call 400 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 400.00 0.440 0.460 0.33 10.35
Citi Call 480 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 480.00 0.027 - 0.29 16.36
Citi Call 360 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 360.00 1.240 1.260 0.35 8.12
Citi Call 320 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 320.00 2.980 3.000 0.40 5.77
Citi Call 280 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 280.00 5.560 5.590 0.46 4.18
Citi Call 260 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 260.00 7.130 7.160 0.54 3.48
Citi Call 340 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 340.00 2.000 2.020 0.37 6.81
Citi Call 280 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 280.00 - - 0.46 4.18
Citi Call 340 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 340.00 - - 0.37 6.81
Citi Call 260 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 260.00 - - 0.54 3.48
Citi Call 380 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 380.00 - - 0.34 9.16
Citi Call 300 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 300.00 - - 0.46 4.75
Citi Call 300 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 300.00 4.160 4.190 0.46 4.75
Citi Call 480 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 480.00 - - 0.29 16.36
Citi Call 400 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 400.00 - - 0.33 10.35