Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UniCredit Put 37.5 PFE 15.09.2021   Put PFIZER INC. D... 9/15/2021 37.50 0.078 0.081 - -
Citi Put 26 PFE 16.09.2021   Put PFIZER INC. D... 9/16/2021 26.00 - - 0.24 -15.73
Citi Call 44 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 44.00 0.009 0.029 0.37 12.57
Citi Call 42 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 42.00 0.036 0.046 0.39 10.66
Citi Call 52 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 52.00 0.001 0.029 0.54 9.29
Citi Put 38 PFE 16.09.2021   Put Pfizer Inc 9/16/2021 38.00 0.100 0.110 - -
Citi Call 38 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 38.00 0.170 0.180 0.51 6.47
Citi Put 34 PFE 16.09.2021   Put Pfizer Inc 9/16/2021 34.00 0.014 0.029 0.10 -33.28
Citi Call 46 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 46.00 0.001 0.029 0.42 11.41
Citi Call 50 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 50.00 0.001 0.029 0.50 9.85
Citi Put 36 PFE 16.09.2021   Put Pfizer Inc 9/16/2021 36.00 0.046 0.056 - -
Citi Call 36 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 36.00 0.290 0.300 0.59 5.14
Citi Call 40 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 40.00 0.084 0.094 0.43 8.62
Citi Put 30 PFE 16.09.2021   Put Pfizer Inc 9/16/2021 30.00 0.001 0.029 0.28 -13.96
Citi Put 40 PFE 16.09.2021   Put Pfizer Inc 9/16/2021 40.00 0.190 0.200 - -
Citi Put 32 PFE 16.09.2021   Put Pfizer Inc 9/16/2021 32.00 0.001 0.029 0.19 -19.26
Citi Put 28 PFE 16.09.2021   Put PFIZER INC. D... 9/16/2021 28.00 - - 0.13 -27.11
Citi Call 48 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 48.00 0.001 0.029 0.46 10.54
Citi Call 54 PFE 16.09.2021   Call PFIZER INC. D... 9/16/2021 54.00 - - 0.76 7.14
Citi Call 34 PFE 16.09.2021   Call PFIZER INC. D... 9/16/2021 34.00 - - 1.04 3.38
Citi Call 32 PFE 16.09.2021   Call PFIZER INC. D... 9/16/2021 32.00 - - 1.04 3.24
Citi Call 37 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 37.00 0.220 0.230 0.55 5.70
Citi Call 39 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 39.00 0.120 0.130 0.47 7.31
Citi Call 41 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 41.00 0.057 0.067 0.41 9.56
Citi Call 64 PFE 16.09.2021   Call PFIZER INC. D... 9/16/2021 64.00 - - 0.91 6.23
Citi Call 56 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 56.00 0.001 0.029 0.62 8.44
Citi Call 49 PFE 16.09.2021   Call Pfizer Inc 9/16/2021 49.00 0.001 0.029 0.48 10.18
Citi Put 44 PFE 16.09.2021   Put Pfizer Inc 9/16/2021 44.00 0.450 0.470 - -
Citi Call 62 PFE 16.09.2021   Call PFIZER INC. D... 9/16/2021 62.00 - - 0.88 6.37
Citi Call 53 PFE 16.09.2021   Call PFIZER INC. D... 9/16/2021 53.00 - - 0.74 7.27
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