Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 135 AXP 18.06.2020   Call American Express Co 6/18/2020 135.00 0.001 0.039 0.87 15.47
Citi Call 125 AXP 18.06.2020   Call American Express Co 6/18/2020 125.00 0.005 0.039 0.66 19.33
Citi Put 90 AXP 18.06.2020   Put American Express Co 6/18/2020 90.00 0.001 0.039 0.62 -18.85
Citi Call 100 AXP 18.06.2020   Call American Express Co 6/18/2020 100.00 0.950 0.960 1.08 6.23
Citi Call 145 AXP 18.06.2020   Call American Express Co 6/18/2020 145.00 0.001 0.039 1.05 13.25
Citi Call 115 AXP 18.06.2020   Call American Express Co 6/18/2020 115.00 0.160 0.170 0.70 14.05
Citi Call 155 AXP 18.06.2020   Call American Express Co 6/18/2020 155.00 0.001 0.039 1.22 11.78
Citi Call 160 AXP 18.06.2020   Call American Express Co 6/18/2020 160.00 0.001 0.039 1.29 11.22
Citi Put 100 AEC1 18.06.2020   Put AMER. EXPRESS DL... 6/18/2020 100.00 - - 0.83 -6.10
Citi Put 120 AEC1 18.06.2020   Put AMER. EXPRESS DL... 6/18/2020 120.00 - - - -
Citi Put 110 AEC1 18.06.2020   Put AMER. EXPRESS DL... 6/18/2020 110.00 - - 0.84 -4.36
Citi Call 105 AXP 18.06.2020   Call American Express Co 6/18/2020 105.00 0.600 0.610 0.90 8.20
Citi Call 140 AXP 18.06.2020   Call American Express Co 6/18/2020 140.00 0.001 0.039 0.96 14.23
Citi Call 135 AXP 18.06.2020   Call American Express Co 6/18/2020 135.00 0.001 0.039 0.87 15.47
Citi Call 120 AXP 18.06.2020   Call American Express Co 6/18/2020 120.00 0.069 0.079 0.66 17.17
Citi Call 110 AXP 18.06.2020   Call American Express Co 6/18/2020 110.00 0.340 0.350 0.79 10.70
Citi Put 80 AXP 18.06.2020   Put American Express Co 6/18/2020 80.00 0.001 0.039 0.97 -12.60
Citi Call 115 AXP 18.06.2020   Call American Express Co 6/18/2020 115.00 0.160 0.170 0.70 14.05
Citi Call 125 AXP 18.06.2020   Call American Express Co 6/18/2020 125.00 0.005 0.039 0.66 19.33
Citi Call 100 AXP 18.06.2020   Call American Express Co 6/18/2020 100.00 0.950 0.960 1.08 6.23
Citi Call 130 AXP 18.06.2020   Call American Express Co 6/18/2020 130.00 0.001 0.039 0.77 17.10
Citi Put 90 AXP 18.06.2020   Put American Express Co 6/18/2020 90.00 0.001 0.039 0.62 -18.85
Citi Call 145 AXP 18.06.2020   Call American Express Co 6/18/2020 145.00 0.001 0.039 1.05 13.25
Citi Call 150 AXP 18.06.2020   Call American Express Co 6/18/2020 150.00 0.001 0.039 1.14 12.45
Citi Put 100 AEC1 18.06.2020   Put AMER. EXPRESS DL... 6/18/2020 100.00 1.020 - 0.83 -6.10
Citi Put 110 AEC1 18.06.2020   Put AMER. EXPRESS DL... 6/18/2020 110.00 1.84 - 0.84 -4.36
Citi Put 120 AEC1 18.06.2020   Put AMER. EXPRESS DL... 6/18/2020 120.00 2.73 - - -
BNP Paribas Call 125 AEC1 19.06.2020   Call AMER. EXPRESS DL... 6/19/2020 125.00 0.001 - 0.57 31.41
BNP Paribas Call 135 AEC1 19.06.2020   Call AMER. EXPRESS DL... 6/19/2020 135.00 0.001 - 0.70 26.19
JP Morgan Call 78 AXP 19.06.2020   Call American Express Co 6/19/2020 78.00 2.82 - 2.33 2.61
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