Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 24 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 24.00 0.007 0.030 0.60 4.95
Citi Call 18 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 18.00 0.100 0.110 0.61 3.96
Citi Call 17 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 17.00 0.140 0.150 0.63 3.65
Citi Call 23 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 23.00 0.011 0.030 0.59 4.99
Citi Call 25 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 25.00 0.005 0.030 0.62 4.89
Citi Put 12 SBMO 19.12.2019   Put SBM OFFSHORE 12/19/2019 12.00 0.013 0.030 0.31 -6.40
Citi Put 14 SBMO 19.12.2019   Put SBM OFFSHORE 12/19/2019 14.00 0.040 0.050 0.15 -10.10
Citi Put 16 SBMO 19.12.2019   Put SBM OFFSHORE 12/19/2019 16.00 0.100 0.110 - -
Citi Call 19 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 19.00 0.066 0.076 0.58 4.40
Citi Call 20 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 20.00 0.042 0.052 0.57 4.63
Citi Call 21 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 21.00 0.026 0.036 0.57 4.86
Citi Call 22 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 22.00 0.016 0.030 0.57 4.97
Citi Call 22 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 22.00 0.016 0.030 0.57 4.97
Citi Put 12 SBMO 19.12.2019   Put SBM OFFSHORE 12/19/2019 12.00 0.013 0.030 0.31 -6.40
Citi Call 25 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 25.00 0.005 0.030 0.62 4.89
Citi Call 23 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 23.00 0.011 0.030 0.59 4.99
Citi Call 20 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 20.00 0.042 0.052 0.57 4.63
Citi Call 21 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 21.00 0.025 0.035 0.57 4.86
Citi Call 17 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 17.00 0.140 0.150 0.63 3.65
Citi Call 18 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 18.00 0.100 0.110 0.61 3.96
Citi Call 19 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 19.00 0.065 0.075 0.58 4.40
Citi Put 16 SBMO 19.12.2019   Put SBM OFFSHORE 12/19/2019 16.00 0.100 0.110 - -
Citi Put 14 SBMO 19.12.2019   Put SBM OFFSHORE 12/19/2019 14.00 0.040 0.050 0.15 -10.10
Citi Call 24 SBMO 19.12.2019   Call SBM OFFSHORE 12/19/2019 24.00 0.007 0.030 0.60 4.95