Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
UC WAR. PUT 09/24 NOT   Put Novartis AG 2024-09-18 90.00 0.2400 0.2500 0.20 -12.37
UC WAR. PUT 09/24 NOT   Put Novartis AG 2024-09-18 80.00 0.0430 0.0710 0.25 -13.42
UC WAR. CALL 09/24 NOT   Call Novartis AG 2024-09-18 90.00 0.4900 0.5000 0.16 12.36
UC WAR. CALL 09/24 NOT   Call Novartis AG 2024-09-18 98.00 0.1400 0.1500 0.16 18.21
UC WAR. CALL 09/24 NOT   Call Novartis AG 2024-09-18 105.00 0.0390 0.0530 0.18 20.22
UC WAR. CALL 09/24 NOT   Call Novartis AG 2024-09-18 100.00 0.0900 0.1100 0.17 19.30
UC WAR. CALL 09/24 NOT   Call Novartis AG 2024-09-18 85.00 0.8600 0.8700 0.16 9.26
UC WAR. CALL 09/24 NOT   Call Novartis AG 2024-09-18 95.00 0.2300 0.2400 0.16 16.15
UC WAR. CALL 09/24 NOT   Call Novartis AG 2024-09-18 102.00 0.0630 0.0770 0.17 20.10
UniCredit Call 88 NVSEF 18.09.2024   Call Novartis AG 2024-09-18 88.00 0.620 0.630 0.16 11.08
UniCredit Call 85 NVSEF 18.09.2024   Call Novartis AG 2024-09-18 85.00 0.860 0.870 0.16 9.26
UniCredit Call 100 NVSEF 18.09.2024   Call Novartis AG 2024-09-18 100.00 0.090 0.110 0.17 19.30
UniCredit Put 80 NVSEF 18.09.2024   Put Novartis AG 2024-09-18 80.00 0.043 0.071 0.25 -13.42
UniCredit Call 90 NVSEF 18.09.2024   Call Novartis AG 2024-09-18 90.00 0.490 0.500 0.16 12.36
BNP Paribas Call 85 NOVN 20.09.2024   Call NOVARTIS N 2024-09-20 85.00 - - 0.19 8.72
Goldman Sachs Call 85 NOVN 20.09.2024   Call NOVARTIS N 2024-09-20 85.00 - - 0.24 7.38
BVT Put 82 NOVN 20.09.2024   Put NOVARTIS N 2024-09-20 82.00 0.063 0.073 0.20 -16.31
BVT Call 92 NOVN 20.09.2024   Call NOVARTIS N 2024-09-20 92.00 0.370 0.430 0.20 11.39
BVT Put 80 NOVN 20.09.2024   Put NOVARTIS N 2024-09-20 80.00 0.047 0.057 0.21 -16.39
BVT Call 84 NOVN 20.09.2024   Call NOVARTIS N 2024-09-20 84.00 0.960 1.060 0.27 6.59
Goldman Sachs Put 70 NOVN 20.09.2024   Put NOVARTIS N 2024-09-20 70.00 - - 0.36 -10.01
BVT Put 90 NOVN 20.09.2024   Put NOVARTIS N 2024-09-20 90.00 0.228 0.270 0.19 -12.30
BVT Call 94 NOVN 20.09.2024   Call NOVARTIS N 2024-09-20 94.00 0.270 0.320 0.19 13.37
Goldman Sachs Call 120 NOVN 20.09.2024   Call NOVARTIS N 2024-09-20 120.00 - - 0.29 14.96
Goldman Sachs Put 50 NOVN 20.09.2024   Put NOVARTIS N 2024-09-20 50.00 - - 0.67 -5.75
Soc. Generale Call 80 NOVN 20.09.2024   Call NOVARTIS N 2024-09-20 80.00 1.19 1.41 0.24 6.09
BVT Put 85 NOVN 20.09.2024   Put NOVARTIS N 2024-09-20 85.00 0.102 0.116 0.20 -15.18
BVT Put 86 NOVN 20.09.2024   Put NOVARTIS N 2024-09-20 86.00 0.120 0.137 0.19 -14.72
BVT Call 86 NOVN 20.09.2024   Call NOVARTIS N 2024-09-20 86.00 0.790 0.880 0.25 7.56
BVT Call 85 NOVN 20.09.2024   Call NOVARTIS N 2024-09-20 85.00 0.880 0.970 0.27 6.93
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