Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 18 ABLZF 17.12.2020   Call Abb Ltd 12/17/2020 18.00 5.67 5.70 2.14 2.74
Citi Call 24 ABLZF 17.12.2020   Call Abb Ltd 12/17/2020 24.00 0.550 0.580 0.78 10.04
Citi Put 16 ABLZF 17.12.2020   Put Abb Ltd 12/17/2020 16.00 0.001 0.041 0.68 -15.83
Citi Put 14 ABLZF 17.12.2020   Put Abb Ltd 12/17/2020 14.00 0.001 0.041 0.95 -11.57
Citi Call 23 ABLZF 17.12.2020   Call Abb Ltd 12/17/2020 23.00 1.20 1.24 1.00 7.00
Citi Call 26 ABLZF 17.12.2020   Call Abb Ltd 12/17/2020 26.00 0.033 0.059 0.54 19.97
Citi Call 21 ABLZF 17.12.2020   Call Abb Ltd 12/17/2020 21.00 3.63 3.64 1.82 3.52
Citi Put 22 ABLZF 17.12.2020   Put Abb Ltd 12/17/2020 22.00 0.058 0.082 - -
Citi Call 27 ABLZF 17.12.2020   Call Abb Ltd 12/17/2020 27.00 0.001 0.030 0.55 21.53
Citi Put 21 ABLZF 17.12.2020   Put Abb Ltd 12/17/2020 21.00 0.017 0.041 0.05 -142.00
Citi Put 24 ABLZF 17.12.2020   Put Abb Ltd 12/17/2020 24.00 0.430 0.450 - -
BVT Put 25 ABBN 18.12.2020   Put ABB LTD N 12/18/2020 25.00 0.95 1.18 - -
BVT Put 23 ABBN 18.12.2020   Put ABB LTD N 12/18/2020 23.00 0.156 0.196 0.05 -77.40
BVT Put 24 ABBN 18.12.2020   Put ABB LTD N 12/18/2020 24.00 0.400 0.520 - -
BVT Put 13.5 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 13.50 0.001 0.042 0.99 -10.74
BVT Put 14 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 14.00 0.004 0.042 0.92 -11.52
BVT Put 14.5 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 14.50 0.008 0.042 0.85 -12.40
BVT Put 18 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 18.00 0.022 0.042 0.42 -23.91
BVT Put 17 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 17.00 0.014 0.042 0.54 -19.06
BVT Put 12 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 12.00 0.001 0.042 1.22 -8.81
BVT Put 12.5 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 12.50 0.001 0.042 1.14 -9.40
BVT Put 13 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 13.00 0.001 0.042 1.07 -10.04
BVT Put 19 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 19.00 0.018 0.042 0.30 -32.02
BVT Put 18.5 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 18.50 0.014 0.042 0.36 -27.36
BVT Put 19.5 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 19.50 0.008 0.041 0.24 -39.07
BVT Put 20 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 20.00 0.012 0.041 0.18 -50.01
BVT Call 23 ABBN 18.12.2020   Call ABB LTD N 12/18/2020 23.00 1.22 1.48 0.76 7.65
BVT Put 15 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 15.00 0.001 0.042 0.79 -13.38
BVT Put 16.5 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 16.50 0.010 0.042 0.60 -17.28
BVT Put 17.5 ABLZF 18.12.2020   Put Abb Ltd 12/18/2020 17.50 0.018 0.042 0.48 -21.22
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