Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 45 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 45.00 1.16 - 1.56 3.06
Citi Call 80 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 80.00 0.001 0.029 0.78 11.36
Citi Call 67.5 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 67.50 0.002 0.029 0.48 16.62
Citi Call 55 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 55.00 0.330 0.350 0.50 8.99
Citi Call 65 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 65.00 0.007 0.029 0.41 18.89
Citi Put 45 DAL 19.09.2019   Put Delta Air Lines Inc 9/19/2019 45.00 0.003 0.029 0.56 -13.29
Citi Put 37.5 DAL 19.09.2019   Put Delta Air Lines Inc 9/19/2019 37.50 0.003 0.029 0.71 -10.66
Citi Call 70 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 70.00 0.001 0.029 0.55 15.00
Citi Put 55 DAL 19.09.2019   Put Delta Air Lines Inc 9/19/2019 55.00 0.067 0.077 0.21 -23.42
Citi Put 42.5 DAL 19.09.2019   Put Delta Air Lines Inc 9/19/2019 42.50 0.007 0.029 0.46 -15.70
Citi Put 60 DAL 19.09.2019   Put Delta Air Lines Inc 9/19/2019 60.00 0.260 0.280 - -
Citi Put 47.5 DAL 19.09.2019   Put Delta Air Lines Inc 9/19/2019 47.50 0.006 0.029 0.45 -16.15
Citi Call 50 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 50.00 0.750 - 1.27 4.00
Citi Put 40 DAL 19.09.2019   Put Delta Air Lines Inc 9/19/2019 40.00 0.004 0.029 0.59 -12.73
Citi Call 57.5 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 57.50 0.180 0.200 0.44 11.77
Citi Call 62.5 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 62.50 0.025 0.035 0.35 21.17
Citi Put 35 DAL 19.09.2019   Put Delta Air Lines Inc 9/19/2019 35.00 0.002 0.029 0.85 -9.10
Citi Call 60 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 60.00 0.080 0.090 0.38 16.18
Citi Put 50 DAL 19.09.2019   Put Delta Air Lines Inc 9/19/2019 50.00 0.012 0.029 0.34 -20.58
Citi Put 65 DAL 19.09.2019   Put Delta Air Lines Inc 9/19/2019 65.00 0.640 0.670 - -
Citi Call 80 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 80.00 0.001 0.029 0.78 11.36
Citi Call 45 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 45.00 - - 1.56 3.06
Citi Call 62.5 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 62.50 0.024 0.034 0.35 21.17
Citi Call 57.5 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 57.50 0.180 0.200 0.44 11.77
Citi Call 67.5 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 67.50 0.002 0.029 0.48 16.62
Citi Put 45 DAL 19.09.2019   Put Delta Air Lines Inc 9/19/2019 45.00 0.003 0.029 0.56 -13.29
Citi Put 35 DAL 19.09.2019   Put Delta Air Lines Inc 9/19/2019 35.00 - - 0.85 -9.10
Citi Call 65 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 65.00 0.006 0.029 0.41 18.89
Citi Call 70 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 70.00 0.001 0.029 0.55 15.00
Citi Call 55 DAL 19.09.2019   Call Delta Air Lines Inc 9/19/2019 55.00 0.330 0.350 0.50 8.99
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