Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
JP Morgan Call 25 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 25.00 0.420 0.620 1.01 7.50
JP Morgan Call 29 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 29.00 0.140 0.440 1.24 7.13
JP Morgan Call 28 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 28.00 0.180 0.480 1.18 7.23
JP Morgan Call 27 BBBY 18.12.2020   Call Bed Bath & Beyond 12/18/2020 27.00 0.240 0.440 1.06 7.89
JP Morgan Call 21.5 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 21.50 2.47 2.62 1.20 3.56
JP Morgan Call 20.5 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 20.50 2.88 3.03 1.23 3.35
JP Morgan Call 22 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 22.00 2.29 2.44 1.19 3.67
JP Morgan Call 23 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 23.00 1.95 2.10 1.17 3.87
JP Morgan Call 17 BBY 15.01.2021   Call BED BATH + BEYOND D... 1/15/2021 17.00 4.65 4.70 1.80 2.44
JP Morgan Call 24 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 24.00 1.66 1.81 1.15 4.06
JP Morgan Call 10 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 10.00 9.96 - - -
JP Morgan Call 26 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 26.00 1.18 1.38 1.14 4.42
JP Morgan Call 25 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 25.00 1.41 1.45 1.14 4.26
JP Morgan Call 19 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 19.00 3.60 3.80 1.28 3.04
JP Morgan Call 21 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 21.00 2.67 2.82 1.21 3.46
JP Morgan Call 27 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 27.00 1.00 1.20 1.13 4.59
JP Morgan Call 28 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 28.00 0.840 1.040 1.13 4.73
JP Morgan Put 10.5 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 10.50 0.080 0.380 1.48 -3.32
JP Morgan Put 6.25 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 6.25 0.026 0.330 2.34 -2.06
JP Morgan Put 11.25 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 11.25 0.100 0.400 1.38 -3.51
JP Morgan Put 7.5 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 7.50 0.034 0.330 2.02 -2.42
JP Morgan Put 7.8 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 7.80 0.037 0.340 1.95 -2.52
JP Morgan Put 9 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 9.00 0.050 0.350 1.72 -2.86
JP Morgan Call 19.5 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 19.50 3.35 3.55 1.26 3.14
JP Morgan Call 18.75 BBBY 15.01.2021   Call Bed Bath & Beyond 1/15/2021 18.75 3.73 3.93 1.29 2.99
JP Morgan Put 6.4 BBY 15.01.2021   Put BED BATH + BEYOND D... 1/15/2021 6.40 0.052 0.140 1.63 -3.49
JP Morgan Put 12.5 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 12.50 0.160 0.460 1.23 -3.82
JP Morgan Put 13 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 13.00 0.200 0.500 1.19 -3.90
JP Morgan Put 14.5 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 14.50 0.330 0.530 1.00 -4.55
JP Morgan Put 15 BBBY 15.01.2021   Put Bed Bath & Beyond 1/15/2021 15.00 0.390 0.590 0.96 -4.59