Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
JP Morgan Call 27 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 27.00 0.074 0.370 1.06 10.78
JP Morgan Call 28 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 28.00 0.056 0.360 1.11 10.61
JP Morgan Call 26 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 26.00 0.100 0.400 1.00 11.09
JP Morgan Call 20 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 20.00 1.14 1.34 0.91 7.35
JP Morgan Call 19.5 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 19.50 1.37 1.57 0.93 6.81
JP Morgan Call 21.5 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 21.50 0.630 0.830 0.89 8.89
JP Morgan Call 20.5 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 20.50 0.940 1.140 0.90 7.90
JP Morgan Call 23 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 23.00 0.330 0.530 0.89 10.32
JP Morgan Call 25 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 25.00 0.150 0.450 0.96 10.91
JP Morgan Call 29 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 29.00 0.045 0.350 1.20 10.02
JP Morgan Put 20 BBBY 18.12.2020   Put Bed Bath & Beyond 12/18/2020 20.00 0.910 1.110 0.67 -8.66
JP Morgan Put 19 BBBY 18.12.2020   Put Bed Bath & Beyond 12/18/2020 19.00 0.560 0.760 0.72 -9.50
JP Morgan Put 17.5 BBBY 18.12.2020   Put Bed Bath & Beyond 12/18/2020 17.50 0.240 0.440 0.78 -10.71
JP Morgan Put 22 BBBY 18.12.2020   Put Bed Bath & Beyond 12/18/2020 22.00 1.92 2.12 0.57 -6.74
JP Morgan Put 23 BBBY 18.12.2020   Put Bed Bath & Beyond 12/18/2020 23.00 2.57 2.77 0.37 -6.25
JP Morgan Put 25 BBBY 18.12.2020   Put Bed Bath & Beyond 12/18/2020 25.00 4.03 4.33 - -
JP Morgan Put 24 BBBY 18.12.2020   Put Bed Bath & Beyond 12/18/2020 24.00 3.28 3.58 - -
JP Morgan Put 21 BBBY 18.12.2020   Put Bed Bath & Beyond 12/18/2020 21.00 1.36 1.56 0.63 -7.66
JP Morgan Put 26 BBBY 18.12.2020   Put Bed Bath & Beyond 12/18/2020 26.00 4.81 5.11 - -
JP Morgan Put 18.5 BBBY 18.12.2020   Put Bed Bath & Beyond 12/18/2020 18.50 0.430 0.630 0.74 -9.94
JP Morgan Put 18 BBBY 18.12.2020   Put Bed Bath & Beyond 12/18/2020 18.00 0.320 0.520 0.75 -10.42
JP Morgan Put 19.5 BBBY 18.12.2020   Put Bed Bath & Beyond 12/18/2020 19.50 0.720 0.920 0.70 -8.99
JP Morgan Put 19.5 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 19.50 1.78 1.98 0.71 -4.49
JP Morgan Put 23 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 23.00 3.53 3.73 0.44 -4.11
JP Morgan Put 22 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 22.00 2.97 3.17 0.56 -4.13
JP Morgan Put 10 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 10.00 0.070 0.370 1.24 -4.93
JP Morgan Put 17.5 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 17.50 1.08 1.28 0.79 -4.81
JP Morgan Put 8.75 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 8.75 0.040 0.340 1.41 -4.42
JP Morgan Put 20.5 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 20.50 2.22 2.42 0.65 -4.33
JP Morgan Put 25 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 25.00 4.79 4.99 - -