Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 0.9 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.90 1.20 1.23 0.29 15.43
BNP Paribas Call 0.95 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.95 0.036 0.096 0.19 34.51
Soc. Generale Call 0.94 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.94 0.180 0.190 0.20 29.62
Soc. Generale Put 1.05 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 1.05 13.86 13.87 - -
Soc. Generale Call 0.88 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.88 2.51 2.52 0.34 12.00
Soc. Generale Call 0.86 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.86 4.19 4.20 0.42 9.03
Soc. Generale Call 0.98 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.98 0.120 0.130 0.24 27.44
Soc. Generale Put 0.84 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.84 0.140 0.150 - -
Soc. Generale Put 1.04 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 1.04 12.93 12.94 - -
Soc. Generale Put 0.86 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.86 0.210 0.220 - -
Soc. Generale Put 0.96 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.96 5.47 5.48 - -
Soc. Generale Put 0.92 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.92 2.10 2.11 - -
Soc. Generale Put 0.88 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.88 0.450 0.460 - -
Soc. Generale Put 0.98 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.98 7.33 7.34 - -
Soc. Generale Call 0.84 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.84 5.99 6.00 0.49 7.27
Soc. Generale Call 0.92 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.92 0.590 0.600 0.24 21.39
Soc. Generale Call 0.96 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.96 0.130 0.140 0.22 29.39
Soc. Generale Put 0.94 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 0.94 3.66 3.67 - -
Soc. Generale Put 1.02 USDCHF 18.12.2020   Put CROSSRATE USD/CHF 12/18/2020 1.02 11.06 11.07 - -
Deutsche Bank Call 0.99 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.99 0.001 0.100 0.24 28.32
Deutsche Bank Call 1 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 1.00 0.001 0.100 0.25 27.24
Deutsche Bank Call 0.98 USDCHF 18.12.2020   Call CROSSRATE USD/CHF 12/18/2020 0.98 0.001 0.100 0.23 29.52
Deutsche Bank Call 0.95 USDCHF 15.01.2021   Call CROSSRATE USD/CHF 1/15/2021 0.95 0.140 0.160 0.21 24.71
Deutsche Bank Call 0.97 USDCHF 15.01.2021   Call CROSSRATE USD/CHF 1/15/2021 0.97 0.030 0.100 0.21 26.08
Deutsche Bank Call 0.96 USDCHF 15.01.2021   Call CROSSRATE USD/CHF 1/15/2021 0.96 0.065 0.100 0.20 27.07
Deutsche Bank Call 0.99 USDCHF 15.01.2021   Call CROSSRATE USD/CHF 1/15/2021 0.99 0.001 0.100 0.23 24.33
Deutsche Bank Call 1 USDCHF 15.01.2021   Call CROSSRATE USD/CHF 1/15/2021 1.00 0.001 0.100 0.24 23.57
Deutsche Bank Call 0.98 USDCHF 15.01.2021   Call CROSSRATE USD/CHF 1/15/2021 0.98 0.015 0.100 0.22 25.16
Deutsche Bank Call 0.94 USDCHF 15.01.2021   Call CROSSRATE USD/CHF 1/15/2021 0.94 0.250 0.270 0.23 21.88
Deutsche Bank Put 0.95 USDCHF 15.01.2021   Put CROSSRATE USD/CHF 1/15/2021 0.95 4.60 4.62 - -
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