Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 155 PG 16.12.2021   Call Procter & Gamble Co 12/16/2021 155.00 0.001 0.031 0.29 22.52
Citi Call 155 PG 16.12.2021   Call Procter & Gamble Co 12/16/2021 155.00 0.001 0.031 0.29 22.52
Citi Call 160 PRG 16.12.2021   Call PROCTER GAMBLE 12/16/2021 160.00 - - 0.51 13.69
Citi Call 160 PRG 16.12.2021   Call PROCTER GAMBLE 12/16/2021 160.00 - - 0.51 13.69
Citi Call 165 PRG 16.12.2021   Call PROCTER GAMBLE 12/16/2021 165.00 - - 0.54 13.39
Citi Call 165 PRG 16.12.2021   Call PROCTER GAMBLE 12/16/2021 165.00 - - 0.54 13.39
Citi Call 170 PRG 16.12.2021   Call PROCTER GAMBLE 12/16/2021 170.00 - - 0.59 12.28
Citi Call 170 PRG 16.12.2021   Call PROCTER GAMBLE 12/16/2021 170.00 - - 0.59 12.28
Citi Call 175 PRG 16.12.2021   Call PROCTER GAMBLE 12/16/2021 175.00 - - 0.60 12.20
Citi Call 175 PRG 16.12.2021   Call PROCTER GAMBLE 12/16/2021 175.00 - - 0.60 12.20
Morgan Stanley Call 190 PG 17.12.2021   Call Procter & Gamble Co 12/17/2021 190.00 0.017 0.033 0.52 13.71
Morgan Stanley Call 210 PG 17.12.2021   Call Procter & Gamble Co 12/17/2021 210.00 0.016 0.032 0.62 11.85
Morgan Stanley Call 220 PG 17.12.2021   Call Procter & Gamble Co 12/17/2021 220.00 0.015 0.031 0.67 11.24
Morgan Stanley Put 125 PRG 17.12.2021   Put PROCTER GAMBLE 12/17/2021 125.00 0.026 0.042 - -
Morgan Stanley Call 135 PRG 17.12.2021   Call PROCTER GAMBLE 12/17/2021 135.00 0.510 0.530 0.71 6.76
Morgan Stanley Call 150 PRG 17.12.2021   Call PROCTER GAMBLE 12/17/2021 150.00 0.037 0.053 0.47 13.99
Morgan Stanley Call 140 PRG 17.12.2021   Call PROCTER GAMBLE 12/17/2021 140.00 0.290 0.310 0.62 8.52
Morgan Stanley Call 145 PRG 17.12.2021   Call PROCTER GAMBLE 12/17/2021 145.00 0.113 0.129 0.52 11.42
Morgan Stanley Call 130 PRG 17.12.2021   Call PROCTER GAMBLE 12/17/2021 130.00 0.690 0.710 0.76 5.96
Morgan Stanley Call 125 PRG 17.12.2021   Call PROCTER GAMBLE 12/17/2021 125.00 0.790 0.810 0.73 5.88
Morgan Stanley Call 115 PRG 17.12.2021   Call PROCTER GAMBLE 12/17/2021 115.00 0.850 0.870 0.56 6.81
Morgan Stanley Call 120 PRG 17.12.2021   Call PROCTER GAMBLE 12/17/2021 120.00 0.830 0.850 0.66 6.18
Morgan Stanley Call 180 PG 17.12.2021   Call Procter & Gamble Co 12/17/2021 180.00 0.018 0.034 0.46 15.04
Morgan Stanley Call 200 PG 17.12.2021   Call Procter & Gamble Co 12/17/2021 200.00 0.016 0.032 0.57 12.72
Morgan Stanley Put 125 PG 17.12.2021   Put Procter & Gamble Co 12/17/2021 125.00 0.046 0.062 0.12 -39.40
Morgan Stanley Call 125 PG 17.12.2021   Call Procter & Gamble Co 12/17/2021 125.00 1.42 1.44 0.66 5.18
Morgan Stanley Call 135 PG 17.12.2021   Call Procter & Gamble Co 12/17/2021 135.00 0.630 0.650 0.47 8.32
Morgan Stanley Call 145 PG 17.12.2021   Call Procter & Gamble Co 12/17/2021 145.00 0.131 0.147 0.31 16.20
Morgan Stanley Call 155 PG 17.12.2021   Call Procter & Gamble Co 12/17/2021 155.00 0.028 0.044 0.30 20.66
Morgan Stanley Call 165 PG 17.12.2021   Call Procter & Gamble Co 12/17/2021 165.00 0.021 0.037 0.37 17.93
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