Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
JP Morgan Call 205 VLO 17.01.2025   Call Valero Energy Corpor... 2025-01-17 205.00 0.330 0.360 0.35 7.16
JP Morgan Put 100 VLO 17.01.2025   Put Valero Energy Corpor... 2025-01-17 100.00 0.120 0.160 0.44 -5.30
JP Morgan Call 175 VLO 17.01.2025   Call Valero Energy Corpor... 2025-01-17 175.00 0.880 0.900 0.42 5.17
JP Morgan Put 120 VLO 17.01.2025   Put Valero Energy Corpor... 2025-01-17 120.00 0.310 0.340 0.33 -6.38
JP Morgan Call 135 VLO 17.01.2025   Call Valero Energy Corpor... 2025-01-17 135.00 2.73 2.75 0.52 3.27
JP Morgan Put 155 VLO 17.01.2025   Put Valero Energy Corpor... 2025-01-17 155.00 1.30 1.32 0.33 -4.60
JP Morgan Call 160 VLO 17.01.2025   Call Valero Energy Corpor... 2025-01-17 160.00 1.40 1.42 0.45 4.43
JP Morgan Call 140 VLO 17.01.2025   Call Valero Energy Corpor... 2025-01-17 140.00 2.42 2.44 0.50 3.49
JP Morgan Put 175 VLO 17.01.2025   Put Valero Energy Corpor... 2025-01-17 175.00 2.39 2.41 0.35 -3.42
JP Morgan Put 105 VLO 17.01.2025   Put Valero Energy Corpor... 2025-01-17 105.00 0.150 0.180 0.41 -5.51
JP Morgan Put 125 VLO 17.01.2025   Put Valero Energy Corpor... 2025-01-17 125.00 0.390 0.420 0.31 -6.38
JP Morgan Call 115 VLO 17.01.2025   Call Valero Energy Corpor... 2025-01-17 115.00 - - 0.56 2.69
JP Morgan Call 190 VLO 17.01.2025   Call Valero Energy Corpor... 2025-01-17 190.00 0.540 0.570 0.33 6.91
JP Morgan Put 170 VLO 17.01.2025   Put Valero Energy Corpor... 2025-01-17 170.00 2.08 2.10 0.35 -3.63
JP Morgan Put 165 VLO 17.01.2025   Put Valero Energy Corpor... 2025-01-17 165.00 1.80 1.82 0.35 -3.85
JP Morgan Call 130 VLO 17.01.2025   Call Valero Energy Corpor... 2025-01-17 130.00 3.06 3.08 0.54 3.08
JP Morgan Call 170 VLO 17.01.2025   Call Valero Energy Corpor... 2025-01-17 170.00 1.030 1.050 0.43 4.92
JP Morgan Call 125 VLO 17.01.2025   Call Valero Energy Corpor... 2025-01-17 125.00 3.41 3.44 0.56 2.89
JP Morgan Put 145 VLO 17.01.2025   Put Valero Energy Corpor... 2025-01-17 145.00 0.91 0.93 0.34 -4.95
JP Morgan Put 115 VLO 17.01.2025   Put Valero Energy Corpor... 2025-01-17 115.00 0.250 0.280 0.35 -6.29
JP Morgan Call 145 VLO 17.01.2025   Call Valero Energy Corpor... 2025-01-17 145.00 2.13 2.15 0.49 3.70
JP Morgan Put 130 VLO 20.12.2024   Put Valero Energy Corpor... 2024-12-20 130.00 0.430 0.450 0.37 -5.79
JP Morgan Put 150 VLO 20.12.2024   Put Valero Energy Corpor... 2024-12-20 150.00 1.03 1.05 0.34 -5.15
JP Morgan Call 160 VLO 20.12.2024   Call Valero Energy Corpor... 2024-12-20 160.00 1.29 1.31 0.34 5.49
JP Morgan Call 195 VLO 20.12.2024   Call Valero Energy Corpor... 2024-12-20 195.00 0.390 0.420 0.34 7.55
JP Morgan Call 205 VLO 20.12.2024   Call Valero Energy Corpor... 2024-12-20 205.00 0.270 0.300 0.35 7.61
JP Morgan Call 140 VLO 20.12.2024   Call Valero Energy Corpor... 2024-12-20 140.00 2.31 2.33 0.36 4.24
JP Morgan Put 125 VLO 20.12.2024   Put Valero Energy Corpor... 2024-12-20 125.00 0.340 0.360 0.39 -5.82
JP Morgan Call 145 VLO 20.12.2024   Call Valero Energy Corpor... 2024-12-20 145.00 2.02 2.04 0.30 5.05
JP Morgan Put 160 VLO 20.12.2024   Put Valero Energy Corpor... 2024-12-20 160.00 1.47 1.49 0.33 -4.72
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