Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 1.025 USDCHF 20.09.2019   Call CROSSRATE USD/CHF 9/20/2019 1.03 0.001 0.050 0.20 93.72
BNP Paribas Call 1.075 USDCHF 20.09.2019   Call CROSSRATE USD/CHF 9/20/2019 1.08 0.001 0.050 0.37 55.35
Soc. Generale Put 0.95 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 0.95 0.063 0.073 0.19 -92.88
BNP Paribas Call 1 USDCHF 20.09.2019   Call CROSSRATE USD/CHF 9/20/2019 1.00 0.040 0.100 0.12 125.18
BNP Paribas Put 0.95 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 0.95 0.001 0.050 0.17 -105.82
BNP Paribas Put 0.925 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 0.93 0.001 0.050 0.27 -70.58
BNP Paribas Put 1 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 1.00 1.10 1.16 - -
BNP Paribas Put 0.875 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 0.88 0.001 0.050 0.47 -43.58
Soc. Generale Put 1.035 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 1.04 4.20 4.21 - -
Soc. Generale Put 0.985 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 0.99 0.300 0.310 0.04 -191.07
Soc. Generale Put 1.025 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 1.03 3.29 3.30 - -
Soc. Generale Put 0.945 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 0.95 0.063 0.073 0.21 -84.46
Soc. Generale Put 1.05 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 1.05 5.57 5.58 - -
Soc. Generale Put 1.005 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 1.01 1.48 1.49 - -
Soc. Generale Put 1.055 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 1.06 6.02 6.03 - -
Soc. Generale Put 1.045 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 1.05 5.11 5.12 - -
Soc. Generale Put 0.925 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 0.93 0.063 0.073 0.29 -62.82
Soc. Generale Put 0.975 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 0.98 0.099 0.110 0.08 -173.92
Soc. Generale Put 1.015 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 1.02 2.38 2.39 - -
Soc. Generale Put 0.995 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 1.00 0.730 0.740 - -
Soc. Generale Put 0.965 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 0.97 0.065 0.075 0.12 -134.97
Soc. Generale Put 0.955 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 0.96 0.063 0.073 0.16 -103.46
Soc. Generale Put 1.04 USDCHF 20.09.2019   Put CROSSRATE USD/CHF 9/20/2019 1.04 4.65 4.66 - -
Soc. Generale Call 1.03 USDCHF 20.09.2019   Call CROSSRATE USD/CHF 9/20/2019 1.03 0.063 0.073 0.24 77.20
Soc. Generale Call 0.975 USDCHF 20.09.2019   Call CROSSRATE USD/CHF 9/20/2019 0.98 1.41 1.42 0.24 36.94
Soc. Generale Call 1.005 USDCHF 20.09.2019   Call CROSSRATE USD/CHF 9/20/2019 1.01 0.084 0.094 0.14 111.45
Soc. Generale Call 1.055 USDCHF 20.09.2019   Call CROSSRATE USD/CHF 9/20/2019 1.06 0.063 0.073 0.33 58.55
Soc. Generale Call 1.035 USDCHF 20.09.2019   Call CROSSRATE USD/CHF 9/20/2019 1.04 0.063 0.073 0.25 72.35
Soc. Generale Call 1.04 USDCHF 20.09.2019   Call CROSSRATE USD/CHF 9/20/2019 1.04 0.063 0.073 0.27 68.19
Soc. Generale Call 0.965 USDCHF 20.09.2019   Call CROSSRATE USD/CHF 9/20/2019 0.97 2.30 2.31 0.30 26.32
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