Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Deutsche Bank Call 0.97 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.97 0.250 0.280 0.23 21.74
Soc. Generale Put 0.85 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.85 0.250 0.260 - -
Soc. Generale Put 0.95 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.95 2.90 2.91 - -
BNP Paribas Call 0.9 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.90 2.89 2.92 0.35 9.91
BNP Paribas Put 0.95 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.95 2.95 2.98 - -
BNP Paribas Call 1.1 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.10 0.001 0.050 0.27 22.88
BNP Paribas Call 1 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.00 0.060 0.120 0.22 25.04
BNP Paribas Call 0.95 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.95 0.550 0.580 0.24 18.41
Soc. Generale Put 0.7 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.70 0.093 0.100 0.18 -28.50
Soc. Generale Put 1 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 1.00 7.14 7.15 - -
Deutsche Bank Call 0.94 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.94 0.760 0.790 0.26 16.52
BNP Paribas Put 0.9 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.90 0.750 0.780 - -
BNP Paribas Put 1 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 1.00 7.09 7.15 - -
Deutsche Bank Call 0.96 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.96 0.390 0.420 0.24 19.69
Soc. Generale Put 0.9 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.90 0.720 0.730 - -
Soc. Generale Put 0.8 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.80 0.094 0.100 0.04 -102.18
Soc. Generale Put 0.75 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.75 0.093 0.100 0.11 -43.71
Deutsche Bank Put 0.95 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.95 3.05 3.08 - -
Deutsche Bank Put 0.96 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.96 3.81 3.84 - -
Deutsche Bank Put 0.94 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.94 2.33 2.36 - -
Deutsche Bank Put 0.9 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.90 0.690 0.720 - -
Deutsche Bank Put 0.93 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.93 1.69 1.72 - -
Soc. Generale Put 0.65 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.65 0.096 0.110 0.25 -20.60
Deutsche Bank Put 0.92 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.92 1.20 1.23 - -
Soc. Generale Call 0.75 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.75 16.23 16.24 0.77 3.54
Deutsche Bank Put 0.91 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.91 0.900 0.930 - -
Soc. Generale Call 0.9 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.90 2.88 2.89 0.35 10.00
Soc. Generale Call 1.05 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.05 0.093 0.100 0.26 22.07
Deutsche Bank Put 0.89 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.89 0.520 0.550 - -
Soc. Generale Call 0.95 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.95 0.570 0.580 0.24 18.69
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