Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Goldman Sachs Call 80 SRE 19.07.2024   Call Sempra 2024-07-19 80.00 - - 0.20 24.09
Morgan Stanley Call 90 SRE 21.06.2024   Call Sempra 2024-06-21 90.00 0.021 0.050 0.52 16.20
Soc. Generale Call 98 SRE 19.06.2026   Call Sempra 2026-06-19 98.00 0.270 0.360 0.20 6.38
Morgan Stanley Call 80 SRE 20.09.2024   Call Sempra 2024-09-20 80.00 0.147 0.177 0.20 13.30
Soc. Generale Put 50 SRE 20.09.2024   Put Sempra 2024-09-20 50.00 0.001 0.066 0.43 -9.93
Morgan Stanley Call 85 SRE 20.12.2024   Call Sempra 2024-12-20 85.00 0.139 0.169 0.20 11.11
Soc. Generale Call 85 SRE 20.12.2024   Call Sempra 2024-12-20 85.00 0.110 0.190 0.18 12.69
Morgan Stanley Call 70 SRE 20.12.2024   Call Sempra 2024-12-20 70.00 0.780 0.810 0.22 6.13
Soc. Generale Call 75 SRE 21.06.2024   Call Sempra 2024-06-21 75.00 0.063 0.240 0.19 22.69
Morgan Stanley Call 80 SRE 21.03.2025   Call Sempra 2025-03-21 80.00 0.350 0.430 0.21 7.45
Soc. Generale Call 92 SRE 20.03.2026   Call Sempra 2026-03-20 92.00 0.310 0.420 0.19 6.60
Morgan Stanley Call 95 SRE 21.03.2025   Call Sempra 2025-03-21 95.00 0.095 0.131 0.22 9.82
Soc. Generale Call 84 SRE 20.03.2026   Call Sempra 2026-03-20 84.00 0.500 0.650 0.19 5.75
Morgan Stanley Call 75 SRE 20.09.2024   Call Sempra 2024-09-20 75.00 0.330 0.380 0.22 9.96
Soc. Generale Call 102 SRE 20.03.2026   Call Sempra 2026-03-20 102.00 0.180 0.250 0.20 7.37
Morgan Stanley Call 85 SRE 21.06.2024   Call Sempra 2024-06-21 85.00 0.022 0.051 0.39 20.06
Soc. Generale Call 98 SRE 20.03.2026   Call Sempra 2026-03-20 98.00 0.220 0.310 0.20 6.89
Morgan Stanley Call 95 SRE 21.06.2024   Call Sempra 2024-06-21 95.00 0.021 0.049 0.63 13.97
Soc. Generale Call 72 SRE 20.03.2026   Call Sempra 2026-03-20 72.00 0.950 1.160 0.17 4.72
Morgan Stanley Call 100 SRE 21.03.2025   Call Sempra 2025-03-21 100.00 0.078 0.107 0.24 9.72
Soc. Generale Call 100 SRE 20.03.2026   Call Sempra 2026-03-20 100.00 0.200 0.280 0.20 7.05
Morgan Stanley Call 90 SRE 20.09.2024   Call Sempra 2024-09-20 90.00 0.041 0.075 0.26 14.16
Soc. Generale Call 68 SRE 19.12.2025   Call Sempra 2025-12-19 68.00 1.090 1.330 0.17 4.55
Morgan Stanley Put 75 SRE 21.03.2025   Put Sempra 2025-03-21 75.00 0.490 0.520 0.25 -5.56
Soc. Generale Call 98 SRE 19.12.2025   Call Sempra 2025-12-19 98.00 0.170 0.240 0.19 7.79
Morgan Stanley Call 75 SRE 21.06.2024   Call Sempra 2024-06-21 75.00 0.155 0.184 0.26 17.74
Soc. Generale Call 100 SRE 19.12.2025   Call Sempra 2025-12-19 100.00 0.150 0.220 0.19 8.05
Morgan Stanley Call 70 SRE 21.03.2025   Call Sempra 2025-03-21 70.00 0.850 0.940 0.23 5.21
Soc. Generale Call 86 SRE 19.12.2025   Call Sempra 2025-12-19 86.00 0.380 0.510 0.19 6.58
Morgan Stanley Call 100 SRE 20.09.2024   Call Sempra 2024-09-20 100.00 0.034 0.065 0.35 11.52