Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BVT Put 270 ROG 21.06.2024   Put ROCHE GS 2024-06-21 270.00 3.68 3.69 0.52 -4.88
Morgan Stanley Call 270 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 270.00 0.001 0.040 0.52 12.71
Goldman Sachs Call 500 RHHVF 20.12.2024   Call Roche Holding Ltd 2024-12-20 500.00 - - 0.51 7.12
Goldman Sachs Call 500 RHHVF 20.12.2024   Call Roche Holding Ltd 2024-12-20 500.00 0.010 - 0.51 7.12
Goldman Sachs Put 150 ROG 20.09.2024   Put ROCHE GS 2024-09-20 150.00 0.040 - 0.51 -7.51
Morgan Stanley Call 420 RHHVF 20.12.2024   Call Roche Holding Ltd 2024-12-20 420.00 0.003 0.040 0.50 6.32
Morgan Stanley Call 340 RHHVF 20.09.2024   Call Roche Holding Ltd 2024-09-20 340.00 0.003 0.040 0.49 7.95
Goldman Sachs Call 400 RHHVF 20.09.2024   Call Roche Holding Ltd 2024-09-20 400.00 0.010 - 0.48 9.74
Soc. Generale Call 300 ROG 21.06.2024   Call ROCHE GS 2024-06-21 300.00 0.001 0.054 0.48 18.90
Soc. Generale Call 300 ROG 21.06.2024   Call ROCHE GS 2024-06-21 300.00 0.001 0.054 0.48 18.90
Morgan Stanley Call 400 RHHVF 20.12.2024   Call Roche Holding Ltd 2024-12-20 400.00 0.004 0.040 0.47 6.62
Morgan Stanley Call 265 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 265.00 0.002 0.040 0.47 13.58
BVT Call 310 ROG 21.06.2024   Call ROCHE GS 2024-06-21 310.00 0.001 0.024 0.46 21.24
BVT Call 310 ROG 21.06.2024   Call ROCHE GS 2024-06-21 310.00 0.001 0.024 0.46 21.24
Goldman Sachs Put 140 RHHVF 20.12.2024   Put Roche Holding Ltd 2024-12-20 140.00 0.057 - 0.46 -6.18
Morgan Stanley Call 330 RHHVF 20.09.2024   Call Roche Holding Ltd 2024-09-20 330.00 0.003 0.040 0.46 8.31
Goldman Sachs Put 200 RHHVF 21.06.2024   Put Roche Holding Ltd 2024-06-21 200.00 0.027 - 0.46 -15.80
Morgan Stanley Call 380 RHHVF 20.12.2024   Call Roche Holding Ltd 2024-12-20 380.00 0.004 0.040 0.44 7.00
Goldman Sachs Call 350 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 350.00 0.001 - 0.44 29.30
BVT Put 260 ROG 21.06.2024   Put ROCHE GS 2024-06-21 260.00 2.69 2.70 0.44 -6.31
BVT Put 260 ROG 21.06.2024   Put ROCHE GS 2024-06-21 260.00 2.680 2.700 0.44 -6.31
Morgan Stanley Call 375 RHHVF 20.12.2024   Call Roche Holding Ltd 2024-12-20 375.00 0.004 0.040 0.43 7.10
Morgan Stanley Call 320 RHHVF 20.09.2024   Call Roche Holding Ltd 2024-09-20 320.00 0.003 0.040 0.43 8.74
Goldman Sachs Call 450 RHHVF 20.12.2024   Call Roche Holding Ltd 2024-12-20 450.00 0.010 - 0.43 8.53
Morgan Stanley Call 260 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 260.00 0.003 0.040 0.42 14.66
UniCredit Call 340 RHHVF 19.06.2024   Call Roche Holding Ltd 2024-06-19 340.00 - - 0.42 31.20
UC WAR. CALL 06/24 RHO5   Call Roche Holding Ltd 2024-06-19 340.00 0.0010 - 0.42 31.20
UniCredit Call 340 RHHVF 19.06.2024   Call Roche Holding Ltd 2024-06-19 340.00 - - 0.42 31.20
Morgan Stanley Call 370 RHHVF 20.12.2024   Call Roche Holding Ltd 2024-12-20 370.00 0.005 0.040 0.42 7.21
Goldman Sachs Put 150 RHHVF 20.12.2024   Put Roche Holding Ltd 2024-12-20 150.00 0.070 - 0.42 -6.69
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