Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 0.75 USDCHF 18.06.2021   Call CROSSRATE USD/CHF 6/18/2021 0.75 19.63 19.64 0.73 2.21
Soc. Generale Call 0.95 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.95 3.99 4.00 0.44 4.64
Soc. Generale Call 1.1 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.10 0.370 0.380 0.31 8.49
Soc. Generale Call 0.85 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.85 11.44 11.45 0.59 3.07
Soc. Generale Call 1.05 USDCHF 19.06.2020   Call CROSSRATE USD/CHF 6/19/2020 1.05 0.270 0.280 0.24 13.26
Soc. Generale Call 1 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 1.00 2.58 2.59 0.45 3.99
Soc. Generale Call 0.85 USDCHF 18.06.2021   Call CROSSRATE USD/CHF 6/18/2021 0.85 10.93 10.94 0.60 2.81
Soc. Generale Call 1 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.00 1.87 1.88 0.37 5.95
Soc. Generale Call 1 USDCHF 18.06.2021   Call CROSSRATE USD/CHF 6/18/2021 1.00 2.25 2.26 0.41 4.73
Soc. Generale Call 0.9 USDCHF 18.06.2021   Call CROSSRATE USD/CHF 6/18/2021 0.90 7.13 7.14 0.53 3.29
Soc. Generale Call 1.1 USDCHF 18.06.2021   Call CROSSRATE USD/CHF 6/18/2021 1.10 0.630 0.640 0.35 6.24
Soc. Generale Call 0.75 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 0.75 19.00 19.01 0.73 2.11
Soc. Generale Call 1 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 1.00 0.710 0.720 0.21 22.46
Soc. Generale Call 0.8 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.80 15.84 15.85 0.67 2.65
Soc. Generale Call 1.15 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 1.15 0.026 0.036 0.23 30.18
Soc. Generale Call 1.1 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 1.10 0.910 0.920 0.39 5.02
Soc. Generale Call 1.05 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 1.05 1.40 1.41 0.41 4.63
Soc. Generale Call 0.95 USDCHF 17.12.2021   Call CROSSRATE USD/CHF 12/17/2021 0.95 4.57 4.58 0.50 3.41
Soc. Generale Call 1.1 USDCHF 19.06.2020   Call CROSSRATE USD/CHF 6/19/2020 1.10 0.110 0.120 0.24 14.93
Soc. Generale Call 1.15 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.15 0.270 0.280 0.31 8.75
Soc. Generale Call 0.75 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.75 20.36 20.37 0.74 2.35
Soc. Generale Put 0.6 USDCHF 17.12.2021   Put CROSSRATE USD/CHF 12/17/2021 0.60 0.550 0.560 - -
Soc. Generale Call 0.8 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 0.80 17.66 17.67 0.76 3.70
Soc. Generale Put 0.7 USDCHF 20.12.2019   Put CROSSRATE USD/CHF 12/20/2019 0.70 0.082 0.092 0.31 -20.02
Soc. Generale Put 0.65 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.65 0.240 0.250 - -
Soc. Generale Put 1.05 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 1.05 8.20 8.21 - -
Soc. Generale Call 0.88 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.88 8.92 8.93 0.55 3.41
Soc. Generale Call 0.98 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 0.98 1.77 1.78 0.26 15.21
Soc. Generale Call 0.89 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 0.89 9.48 9.49 0.53 5.73
Soc. Generale Call 0.91 USDCHF 20.12.2019   Call CROSSRATE USD/CHF 12/20/2019 0.91 7.67 7.68 0.48 6.60
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