Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
JP Morgan Put 50 ON 21.06.2024   Put ON Semiconductor 2024-06-21 50.00 0.007 0.027 0.74 -7.29
JP Morgan Call 145 XS4 21.06.2024   Call ON SEMICOND. D... 2024-06-21 145.00 - - 1.09 7.17
BVT Call 94 ON 21.06.2024   Call ON Semiconductor 2024-06-21 94.00 0.012 0.022 0.46 15.29
Soc. Generale Call 92 ON 21.06.2024   Call ON Semiconductor 2024-06-21 92.00 0.029 0.039 0.48 13.61
JP Morgan Put 55 ON 21.06.2024   Put ON Semiconductor 2024-06-21 55.00 0.023 0.033 0.57 -9.15
JP Morgan Call 95 ON 21.06.2024   Call ON Semiconductor 2024-06-21 95.00 0.014 0.029 0.62 9.85
BVT Put 50 XS4 21.06.2024   Put ON SEMICOND. D... 2024-06-21 50.00 0.006 0.020 0.45 -13.91
Soc. Generale Call 68 ON 21.06.2024   Call ON Semiconductor 2024-06-21 68.00 0.600 0.610 0.50 6.74
JP Morgan Call 64 ON 21.06.2024   Call ON Semiconductor 2024-06-21 64.00 0.830 0.840 0.49 5.98
JP Morgan Call 115 XS4 21.06.2024   Call ON SEMICOND. D... 2024-06-21 115.00 - - 0.84 8.71
BVT Put 50 XS4 21.06.2024   Put ON SEMICOND. D... 2024-06-21 50.00 0.005 0.020 0.45 -13.91
Soc. Generale Call 68 ON 21.06.2024   Call ON Semiconductor 2024-06-21 68.00 0.620 0.630 0.50 6.74
JP Morgan Call 65 ON 21.06.2024   Call ON Semiconductor 2024-06-21 65.00 0.760 0.770 0.48 6.31
JP Morgan Put 62 ON 21.06.2024   Put ON Semiconductor 2024-06-21 62.00 0.093 0.100 0.48 -9.15
BVT Put 60 ON 21.06.2024   Put ON Semiconductor 2024-06-21 60.00 0.068 0.078 0.47 -10.37
Soc. Generale Call 96 ON 21.06.2024   Call ON Semiconductor 2024-06-21 96.00 0.014 0.024 0.49 14.24
JP Morgan Call 74 ON 21.06.2024   Call ON Semiconductor 2024-06-21 74.00 0.290 0.300 0.45 9.26
Soc. Generale Call 70 ON 21.06.2024   Call ON Semiconductor 2024-06-21 70.00 0.490 0.500 0.49 7.44
BVT Put 60 ON 21.06.2024   Put ON Semiconductor 2024-06-21 60.00 0.063 0.073 0.47 -10.37
Soc. Generale Call 96 ON 21.06.2024   Call ON Semiconductor 2024-06-21 96.00 0.015 0.025 0.49 14.24
JP Morgan Call 90 ON 21.06.2024   Call ON Semiconductor 2024-06-21 90.00 0.029 0.044 0.54 10.96
Soc. Generale Call 70 ON 21.06.2024   Call ON Semiconductor 2024-06-21 70.00 0.510 0.520 0.49 7.44
BVT Put 76 ON 21.06.2024   Put ON Semiconductor 2024-06-21 76.00 0.640 0.650 0.42 -5.92
JP Morgan Put 75 ON 21.06.2024   Put ON Semiconductor 2024-06-21 75.00 0.580 0.590 0.44 -5.98
JP Morgan Call 110 ON 21.06.2024   Call ON Semiconductor 2024-06-21 110.00 0.002 0.032 0.88 7.27
Soc. Generale Call 90 ON 21.06.2024   Call ON Semiconductor 2024-06-21 90.00 0.036 0.046 0.47 13.28
BVT Put 76 ON 21.06.2024   Put ON Semiconductor 2024-06-21 76.00 0.620 0.630 0.42 -5.92
JP Morgan Put 64 ON 21.06.2024   Put ON Semiconductor 2024-06-21 64.00 0.130 0.140 0.46 -8.92
Morgan Stanley Call 98 XS4 21.06.2024   Call ON SEMICOND. D... 2024-06-21 98.00 0.021 0.040 0.66 10.34
Soc. Generale Call 90 ON 21.06.2024   Call ON Semiconductor 2024-06-21 90.00 0.039 0.049 0.47 13.28
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