Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 7000 UKX 20.03.2020   Call FTSE 100 3/20/2020 7,000.00 4.89 4.80 0.51 8.97
Soc. Generale Call 7400 UKX 20.03.2020   Call FTSE 100 3/20/2020 7,400.00 1.20 1.16 0.28 20.95
Soc. Generale Call 6800 UKX 20.03.2020   Call FTSE 100 3/20/2020 6,800.00 7.14 7.05 0.66 6.72
Soc. Generale Call 8000 UKX 20.03.2020   Call FTSE 100 3/20/2020 8,000.00 0.022 0.032 0.20 49.40
Soc. Generale Call 6600 UKX 20.03.2020   Call FTSE 100 3/20/2020 6,600.00 9.49 9.40 0.81 5.34
Soc. Generale Call 7200 UKX 20.03.2020   Call FTSE 100 3/20/2020 7,200.00 2.82 2.77 0.38 12.98
Soc. Generale Call 8200 UKX 20.03.2020   Call FTSE 100 3/20/2020 8,200.00 0.001 0.030 0.24 43.45
Soc. Generale Call 7600 UKX 20.03.2020   Call FTSE 100 3/20/2020 7,600.00 0.270 0.280 0.21 36.04
Soc. Generale Call 8400 UKX 20.03.2020   Call FTSE 100 3/20/2020 8,400.00 0.001 0.030 0.27 38.59
Soc. Generale Call 7800 UKX 20.03.2020   Call FTSE 100 3/20/2020 7,800.00 0.130 0.140 0.22 38.36
Soc. Generale Put 7200 UKX 20.03.2020   Put FTSE 100 3/20/2020 7,200.00 0.740 0.750 0.04 -79.89
Soc. Generale Put 6800 UKX 20.03.2020   Put FTSE 100 3/20/2020 6,800.00 0.150 0.160 0.15 -50.94
Soc. Generale Put 6400 UKX 20.03.2020   Put FTSE 100 3/20/2020 6,400.00 0.061 0.070 0.23 -39.41
Soc. Generale Put 7600 UKX 20.03.2020   Put FTSE 100 3/20/2020 7,600.00 2.90 2.99 - -
Soc. Generale Put 7000 UKX 20.03.2020   Put FTSE 100 3/20/2020 7,000.00 0.370 0.380 0.12 -51.65
Soc. Generale Put 7400 UKX 20.03.2020   Put FTSE 100 3/20/2020 7,400.00 1.55 1.56 - -
Soc. Generale Put 5800 UKX 20.03.2020   Put FTSE 100 3/20/2020 5,800.00 0.013 0.030 0.35 -29.86
Soc. Generale Put 6200 UKX 20.03.2020   Put FTSE 100 3/20/2020 6,200.00 0.047 0.057 0.27 -34.52
Soc. Generale Put 6600 UKX 20.03.2020   Put FTSE 100 3/20/2020 6,600.00 0.170 0.180 0.19 -43.12
Soc. Generale Put 7800 UKX 20.03.2020   Put FTSE 100 3/20/2020 7,800.00 5.35 5.36 - -
Goldman Sachs Put 7050 UKX 20.03.2020   Put FTSE 100 3/20/2020 7,050.00 0.360 0.390 0.08 -76.10
Goldman Sachs Put 6600 UKX 20.03.2020   Put FTSE 100 3/20/2020 6,600.00 0.090 0.120 0.20 -41.94
Goldman Sachs Put 5400 UKX 20.03.2020   Put FTSE 100 3/20/2020 5,400.00 0.010 0.060 0.49 -19.89
Goldman Sachs Put 5000 UKX 20.03.2020   Put FTSE 100 3/20/2020 5,000.00 0.004 0.054 0.60 -16.70
Soc. Generale Call 6800 UKX 20.03.2020   Call FTSE 100 3/20/2020 6,800.00 - - 0.66 6.72
Soc. Generale Call 8000 UKX 20.03.2020   Call FTSE 100 3/20/2020 8,000.00 - - 0.20 49.40
Soc. Generale Call 8200 UKX 20.03.2020   Call FTSE 100 3/20/2020 8,200.00 - - 0.24 43.45
Soc. Generale Call 6600 UKX 20.03.2020   Call FTSE 100 3/20/2020 6,600.00 - - 0.81 5.34
Soc. Generale Call 7400 UKX 20.03.2020   Call FTSE 100 3/20/2020 7,400.00 - - 0.28 20.95
Soc. Generale Call 7800 UKX 20.03.2020   Call FTSE 100 3/20/2020 7,800.00 0.130 0.140 0.22 38.36