Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Put 6 TRN 16.06.2021   Put TERNA 6/16/2021 6.00 0.001 - 0.30 -90.15
UniCredit Put 5 TRN 15.12.2021   Put TERNA 12/15/2021 5.00 0.080 0.100 - -
UniCredit Put 5.75 TRN 16.06.2021   Put TERNA 6/16/2021 5.75 0.001 - 0.46 -61.32
UniCredit Call 6.5 TRN 16.03.2022   Call TERNA 3/16/2022 6.50 0.340 0.360 0.53 4.47
UniCredit Call 7.7 TRN 16.03.2022   Call TERNA 3/16/2022 7.70 0.066 0.089 0.44 6.57
UniCredit Call 7.8 TRN 16.03.2022   Call TERNA 3/16/2022 7.80 0.057 0.080 0.44 6.71
UniCredit Call 8 TRN 15.06.2022   Call TERNA 6/15/2022 8.00 0.077 0.100 0.47 5.48
UniCredit Call 7.75 TRN 15.06.2022   Call TERNA 6/15/2022 7.75 0.100 0.130 0.49 5.17
UniCredit Call 6.6 TRN 16.03.2022   Call TERNA 3/16/2022 6.60 0.300 0.320 0.52 4.65
UniCredit Call 7.9 TRN 15.06.2022   Call TERNA 6/15/2022 7.90 0.090 0.110 0.48 5.37
UniCredit Call 6.75 TRN 16.03.2022   Call TERNA 3/16/2022 6.75 0.250 0.270 0.51 4.91
UniCredit Call 5.4 TRN 16.03.2022   Call TERNA 3/16/2022 5.40 1.070 - 0.75 2.79
UniCredit Call 7.2 TRN 16.03.2022   Call TERNA 3/16/2022 7.20 0.140 0.160 0.47 5.67
UniCredit Call 7.1 TRN 16.03.2022   Call TERNA 3/16/2022 7.10 0.160 0.180 0.48 5.50
UniCredit Call 7.3 TRN 16.03.2022   Call TERNA 3/16/2022 7.30 0.120 0.140 0.46 5.88
UniCredit Call 6.25 TRN 16.06.2021   Call TERNA 6/16/2021 6.25 0.220 - 0.83 12.91
UniCredit Call 7.4 TRN 16.03.2022   Call TERNA 3/16/2022 7.40 0.100 0.130 0.46 5.95
UniCredit Call 6.9 TRN 16.03.2022   Call TERNA 3/16/2022 6.90 0.200 0.230 0.49 5.14
UniCredit Call 6 TRN 16.06.2021   Call TERNA 6/16/2021 6.00 0.470 - 0.70 11.44
UniCredit Call 6.5 TRN 15.12.2021   Call TERNA 12/15/2021 6.50 0.260 0.290 0.48 5.69
UniCredit Call 7 TRN 16.06.2021   Call TERNA 6/16/2021 7.00 0.001 - 0.36 77.50
UniCredit Call 7.6 TRN 16.03.2022   Call TERNA 3/16/2022 7.60 0.076 0.100 0.44 6.40
UniCredit Call 7.5 TRN 15.06.2022   Call TERNA 6/15/2022 7.50 0.140 0.160 0.50 4.95
UniCredit Call 6.5 TRN 15.06.2022   Call TERNA 6/15/2022 6.50 0.410 0.430 0.58 3.76
UniCredit Call 7.5 TRN 16.03.2022   Call TERNA 3/16/2022 7.50 0.090 0.110 0.45 6.22
UniCredit Call 5.5 TRN 15.06.2022   Call TERNA 6/15/2022 5.50 0.980 1.120 0.76 2.58
UniCredit Call 7 TRN 15.12.2021   Call TERNA 12/15/2021 7.00 0.120 0.140 0.42 7.33
UniCredit Call 5.8 TRN 16.03.2022   Call TERNA 3/16/2022 5.80 0.720 0.770 0.64 3.38
UniCredit Call 5.8 TRN 16.03.2022   Call TERNA 3/16/2022 5.80 - - 0.64 3.38
UniCredit Call 7 TRN 15.12.2021   Call TERNA 12/15/2021 7.00 - - 0.42 7.33