Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 70 BAC 17.09.2020   Call VERIZON COMM. INC. D... 9/17/2020 70.00 0.001 0.041 0.78 9.20
Citi Call 65 VZ 17.09.2020   Call Verizon Communicatio... 9/17/2020 65.00 0.001 0.041 0.42 14.88
Citi Call 60 VZ 17.09.2020   Call Verizon Communicatio... 9/17/2020 60.00 0.048 0.073 0.31 17.52
Citi Call 55 VZ 17.09.2020   Call Verizon Communicatio... 9/17/2020 55.00 0.300 0.330 0.48 8.34
Citi Call 72.5 BAC 17.09.2020   Call VERIZON COMM. INC. D... 9/17/2020 72.50 0.001 0.041 0.83 8.79
Citi Call 67.5 VZ 17.09.2020   Call Verizon Communicatio... 9/17/2020 67.50 0.001 0.041 0.48 13.39
Citi Call 62.5 VZ 17.09.2020   Call Verizon Communicatio... 9/17/2020 62.50 0.001 0.031 0.33 19.06
Citi Put 55 VZ 17.09.2020   Put Verizon Communicatio... 9/17/2020 55.00 0.039 0.064 0.04 -65.05
Citi Put 50 VZ 17.09.2020   Put Verizon Communicatio... 9/17/2020 50.00 0.001 0.041 0.27 -19.60
Citi Put 45 VZ 17.09.2020   Put Verizon Communicatio... 9/17/2020 45.00 0.001 0.041 0.47 -12.20
Citi Put 40 VZ 17.09.2020   Put Verizon Communicatio... 9/17/2020 40.00 0.001 0.041 0.68 -8.79
Citi Put 60 VZ 17.09.2020   Put Verizon Communicatio... 9/17/2020 60.00 0.210 0.240 - -
Citi Call 57.5 VZ 17.09.2020   Call Verizon Communicatio... 9/17/2020 57.50 0.140 0.170 0.38 11.95
Citi Call 55 VZ 17.09.2020   Call Verizon Communicatio... 9/17/2020 55.00 0.300 0.330 0.48 8.34
Citi Call 65 VZ 17.09.2020   Call Verizon Communicatio... 9/17/2020 65.00 0.001 0.041 0.42 14.88
Citi Call 70 BAC 17.09.2020   Call VERIZON COMM. INC. D... 9/17/2020 70.00 - - 0.78 9.20
Citi Call 62.5 VZ 17.09.2020   Call Verizon Communicatio... 9/17/2020 62.50 0.001 0.031 0.33 19.06
Citi Call 60 VZ 17.09.2020   Call Verizon Communicatio... 9/17/2020 60.00 0.050 0.075 0.31 17.52
Citi Call 67.5 VZ 17.09.2020   Call Verizon Communicatio... 9/17/2020 67.50 0.001 0.041 0.48 13.39
Citi Call 72.5 BAC 17.09.2020   Call VERIZON COMM. INC. D... 9/17/2020 72.50 - - 0.83 8.79
Citi Put 60 VZ 17.09.2020   Put Verizon Communicatio... 9/17/2020 60.00 0.200 0.230 - -
Citi Call 57.5 VZ 17.09.2020   Call Verizon Communicatio... 9/17/2020 57.50 0.140 0.170 0.38 11.95
Citi Put 40 VZ 17.09.2020   Put Verizon Communicatio... 9/17/2020 40.00 0.001 0.041 0.68 -8.79
Citi Put 45 VZ 17.09.2020   Put Verizon Communicatio... 9/17/2020 45.00 0.001 0.041 0.47 -12.20
Citi Put 55 VZ 17.09.2020   Put Verizon Communicatio... 9/17/2020 55.00 0.037 0.062 0.04 -65.05
Citi Put 50 VZ 17.09.2020   Put Verizon Communicatio... 9/17/2020 50.00 0.001 0.041 0.27 -19.60
BNP Paribas Call 50 VZ 18.09.2020   Call Verizon Communicatio... 9/18/2020 50.00 0.700 - 0.71 4.82
BNP Paribas Call 55 VZ 18.09.2020   Call Verizon Communicatio... 9/18/2020 55.00 0.320 0.340 0.49 8.05
BNP Paribas Call 60 VZ 18.09.2020   Call Verizon Communicatio... 9/18/2020 60.00 0.051 0.081 0.36 14.39
Soc. Generale Call 60 VZ 18.09.2020   Call Verizon Communicatio... 9/18/2020 60.00 0.051 0.061 0.31 17.40