Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Goldman Sachs Call 340 RHHVF 21.06.2024   Call Roche Holding Ltd Di... 2024-06-21 340.00 0.002 0.100 0.58 11.19
Goldman Sachs Call 350 RHHVF 21.06.2024   Call Roche Holding Ltd Di... 2024-06-21 350.00 0.001 - 0.40 21.58
Goldman Sachs Put 260 ROG 21.06.2024   Put ROCHE GS 2024-06-21 260.00 3.99 4.02 - -
BVT Put 290 ROG 21.06.2024   Put ROCHE GS 2024-06-21 290.00 7.05 7.06 0.56 -2.72
Goldman Sachs Call 450 RHHVF 21.06.2024   Call Roche Holding Ltd Di... 2024-06-21 450.00 0.001 0.150 0.94 7.37
Morgan Stanley Call 255 RHHVF 21.06.2024   Call Roche Holding Ltd Di... 2024-06-21 255.00 0.004 0.040 0.36 12.99
Goldman Sachs Put 240 ROG 21.06.2024   Put ROCHE GS 2024-06-21 240.00 2.00 2.03 - -
BVT Put 290 ROG 21.06.2024   Put ROCHE GS 2024-06-21 290.00 7.040 7.050 0.56 -2.72
Goldman Sachs Call 220 ROG 21.06.2024   Call ROCHE GS 2024-06-21 220.00 0.710 0.730 0.21 14.71
BVT Call 290 RHHVF 21.06.2024   Call Roche Holding Ltd Di... 2024-06-21 290.00 - - 0.30 23.28
Goldman Sachs Put 200 RHHVF 21.06.2024   Put Roche Holding Ltd Di... 2024-06-21 200.00 0.090 0.120 0.29 -17.29
Morgan Stanley Call 280 RHHVF 21.06.2024   Call Roche Holding Ltd Di... 2024-06-21 280.00 0.002 0.040 0.51 10.00
Goldman Sachs Put 120 RHHVF 21.06.2024   Put Roche Holding Ltd Di... 2024-06-21 120.00 0.010 0.160 1.02 -5.33
BVT Call 290 RHHVF 21.06.2024   Call Roche Holding Ltd Di... 2024-06-21 290.00 - - 0.30 23.28
Morgan Stanley Put 225 RHHVF 21.06.2024   Put Roche Holding Ltd Di... 2024-06-21 225.00 0.081 0.083 0.23 -14.09
Morgan Stanley Call 265 RHHVF 21.06.2024   Call Roche Holding Ltd Di... 2024-06-21 265.00 0.002 0.040 0.42 11.49
Goldman Sachs Put 150 RHHVF 21.06.2024   Put Roche Holding Ltd Di... 2024-06-21 150.00 0.016 0.046 0.66 -8.43
BVT Call 320 RHHVF 21.06.2024   Call Roche Holding Ltd Di... 2024-06-21 320.00 - - 0.40 18.30
BVT Call 270 ROG 21.06.2024   Call ROCHE GS 2024-06-21 270.00 0.006 0.023 0.25 27.42
BVT Call 240 ROG 21.06.2024   Call ROCHE GS 2024-06-21 240.00 0.131 0.141 0.21 22.08
BVT Call 250 ROG 21.06.2024   Call ROCHE GS 2024-06-21 250.00 0.050 0.060 0.22 26.04
BVT Call 320 RHHVF 21.06.2024   Call Roche Holding Ltd Di... 2024-06-21 320.00 - - 0.40 18.30
BVT Call 270 ROG 21.06.2024   Call ROCHE GS 2024-06-21 270.00 0.006 0.023 0.25 27.42
BVT Call 240 ROG 21.06.2024   Call ROCHE GS 2024-06-21 240.00 0.133 0.143 0.21 22.08
BVT Call 250 ROG 21.06.2024   Call ROCHE GS 2024-06-21 250.00 0.052 0.062 0.22 26.04
BVT Call 360 ROG 21.06.2024   Call ROCHE GS 2024-06-21 360.00 0.001 0.023 0.53 14.37
BVT Call 350 ROG 21.06.2024   Call ROCHE GS 2024-06-21 350.00 0.001 0.023 0.51 15.00
BVT Call 220 ROG 21.06.2024   Call ROCHE GS 2024-06-21 220.00 0.73 0.74 0.25 12.43
BVT Call 280 ROG 21.06.2024   Call ROCHE GS 2024-06-21 280.00 0.003 0.023 0.29 24.27
BVT Call 360 ROG 21.06.2024   Call ROCHE GS 2024-06-21 360.00 0.001 0.023 0.53 14.37
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