Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 135 PGR 15.12.2022   Call Progressive Corp 12/15/2022 135.00 0.350 0.380 - -
Citi Call 130 PGR 15.12.2022   Call Progressive Corp 12/15/2022 130.00 0.530 0.560 - -
Citi Call 145 PGR 15.12.2022   Call Progressive Corp 12/15/2022 145.00 0.110 0.120 0.10 33.49
Citi Call 125 PGR 15.12.2022   Call Progressive Corp 12/15/2022 125.00 0.690 0.700 - -
Citi Call 150 PGR 15.12.2022   Call Progressive Corp 12/15/2022 150.00 0.056 0.066 0.13 32.32
Citi Call 130 PGR 15.12.2022   Call Progressive Corp 12/15/2022 130.00 0.470 0.480 - -
Citi Call 140 PGR 15.12.2022   Call Progressive Corp 12/15/2022 140.00 0.180 0.190 0.03 53.98
Citi Call 120 PGR 15.12.2022   Call Progressive Corp 12/15/2022 120.00 0.960 0.970 - -
Citi Call 115 PGR 15.12.2022   Call Progressive Corp 12/15/2022 115.00 1.280 1.290 - -
Citi Call 135 PGR 15.12.2022   Call Progressive Corp 12/15/2022 135.00 0.300 0.310 - -
Citi Call 150 PGR 15.12.2022   Call Progressive Corp 12/15/2022 150.00 0.073 0.083 0.13 32.32
Citi Call 145 PGR 15.12.2022   Call Progressive Corp 12/15/2022 145.00 0.130 0.140 0.10 33.49
Citi Call 125 PGR 15.12.2022   Call Progressive Corp 12/15/2022 125.00 0.760 0.790 - -
Citi Call 135 PGR 19.01.2023   Call Progressive Corp 1/19/2023 135.00 0.440 0.470 - -
Citi Call 125 PGR 19.01.2023   Call Progressive Corp 1/19/2023 125.00 0.860 0.890 - -
Citi Call 130 PGR 19.01.2023   Call Progressive Corp 1/19/2023 130.00 0.630 0.660 - -
Citi Call 140 PGR 19.01.2023   Call Progressive Corp 1/19/2023 140.00 0.300 0.330 - -
Citi Call 115 PGR 19.01.2023   Call Progressive Corp 1/19/2023 115.00 1.360 1.370 - -
Citi Call 145 PGR 19.01.2023   Call Progressive Corp 1/19/2023 145.00 0.170 0.180 - -
Citi Call 150 PGR 19.01.2023   Call Progressive Corp 1/19/2023 150.00 0.110 0.120 - -
Citi Call 120 PGR 19.01.2023   Call Progressive Corp 1/19/2023 120.00 1.050 1.060 - -
Citi Call 140 PGR 19.01.2023   Call Progressive Corp 1/19/2023 140.00 0.260 0.270 - -
Citi Call 130 PGR 19.01.2023   Call Progressive Corp 1/19/2023 130.00 0.560 0.570 - -
Citi Call 125 PGR 19.01.2023   Call Progressive Corp 1/19/2023 125.00 0.780 0.790 - -
Citi Call 135 PGR 19.01.2023   Call Progressive Corp 1/19/2023 135.00 0.390 0.400 - -
Citi Call 115 PGR 19.01.2023   Call Progressive Corp 1/19/2023 115.00 1.46 1.49 - -
Citi Call 145 PGR 19.01.2023   Call Progressive Corp 1/19/2023 145.00 0.200 0.210 - -
Citi Call 120 PGR 19.01.2023   Call Progressive Corp 1/19/2023 120.00 1.14 1.17 - -
Citi Call 150 PGR 19.01.2023   Call Progressive Corp 1/19/2023 150.00 0.130 0.140 - -
JP Morgan Put 110 PGR 20.01.2023   Put Progressive Corp 1/20/2023 110.00 0.520 0.670 0.86 -3.22