Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Put 90 FIVE 11.09.2020   Put Five Below 9/11/2020 90.00 0.510 0.590 0.46 -6.60
Morgan Stanley Put 70 FIVE 11.09.2020   Put Five Below 9/11/2020 70.00 0.170 0.250 0.76 -5.31
Morgan Stanley Put 125 FIVE 11.09.2020   Put Five Below 9/11/2020 125.00 2.33 2.41 - -
Morgan Stanley Put 100 FIVE 11.09.2020   Put Five Below 9/11/2020 100.00 0.850 0.930 - -
Morgan Stanley Put 60 FIVE 11.09.2020   Put Five Below 9/11/2020 60.00 0.106 0.182 0.94 -4.65
Morgan Stanley Put 80 FIVE 11.09.2020   Put Five Below 9/11/2020 80.00 0.300 0.380 0.62 -5.75
Morgan Stanley Call 122.5 FIVE 11.09.2020   Call Five Below 9/11/2020 122.50 0.260 0.340 0.73 6.65
Morgan Stanley Call 135 FIVE 11.09.2020   Call Five Below 9/11/2020 135.00 0.128 0.204 0.76 7.11
Morgan Stanley Call 115 FIVE 11.09.2020   Call Five Below 9/11/2020 115.00 0.410 0.490 0.80 5.59
Morgan Stanley Call 105 FIVE 11.09.2020   Call Five Below 9/11/2020 105.00 0.730 0.810 0.86 4.68
Morgan Stanley Call 82.5 FIVE 11.09.2020   Call Five Below 9/11/2020 82.50 2.00 2.08 1.14 2.92
Morgan Stanley Call 85 FIVE 11.09.2020   Call Five Below 9/11/2020 85.00 1.83 1.91 1.02 3.24
Morgan Stanley Call 125 FIVE 11.09.2020   Call Five Below 9/11/2020 125.00 0.220 0.300 0.77 6.37
Morgan Stanley Call 97.5 FIVE 11.09.2020   Call Five Below 9/11/2020 97.50 1.08 1.16 0.86 4.28
Morgan Stanley Call 117.5 FIVE 11.09.2020   Call Five Below 9/11/2020 117.50 0.350 0.430 0.74 6.28
Morgan Stanley Call 112.5 FIVE 11.09.2020   Call Five Below 9/11/2020 112.50 0.480 0.560 0.81 5.35
Morgan Stanley Call 107.5 FIVE 11.09.2020   Call Five Below 9/11/2020 107.50 0.640 0.720 0.84 4.89
Morgan Stanley Call 95 FIVE 11.09.2020   Call Five Below 9/11/2020 95.00 1.21 1.29 0.96 3.80
Morgan Stanley Call 92.5 FIVE 11.09.2020   Call Five Below 9/11/2020 92.50 1.35 1.43 0.92 3.84
Morgan Stanley Call 87.5 FIVE 11.09.2020   Call Five Below 9/11/2020 87.50 1.66 1.74 1.06 3.24
Morgan Stanley Call 102.5 FIVE 11.09.2020   Call Five Below 9/11/2020 102.50 0.840 0.920 0.88 4.43
Morgan Stanley Call 80 FIVE 11.09.2020   Call Five Below 9/11/2020 80.00 2.17 2.25 1.10 2.91
Morgan Stanley Call 75 FIVE 11.09.2020   Call Five Below 9/11/2020 75.00 2.54 2.62 1.19 2.63
Morgan Stanley Call 90 FIVE 11.09.2020   Call Five Below 9/11/2020 90.00 1.50 1.58 0.95 3.63
Morgan Stanley Call 67.5 FIVE 11.09.2020   Call Five Below 9/11/2020 67.50 3.13 3.21 1.42 2.21
Morgan Stanley Call 70 FIVE 11.09.2020   Call Five Below 9/11/2020 70.00 2.93 3.01 1.37 2.31
Morgan Stanley Call 72.5 FIVE 11.09.2020   Call Five Below 9/11/2020 72.50 2.74 2.82 1.31 2.42
Morgan Stanley Call 62.5 FIVE 11.09.2020   Call Five Below 9/11/2020 62.50 3.54 3.62 1.54 2.03
Morgan Stanley Call 150 FIVE 11.09.2020   Call Five Below 9/11/2020 150.00 0.073 0.149 0.99 6.03
Morgan Stanley Call 65 FIVE 11.09.2020   Call Five Below 9/11/2020 65.00 3.33 3.41 1.40 2.17