Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BVT Put 5 OGZPY 18.09.2020   Put PJSC Gazprom America... 9/18/2020 5.00 0.166 0.194 - -
BVT Call 8 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 8.00 0.001 0.102 1.23 5.77
BVT Call 7 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 7.00 0.001 0.102 1.01 6.63
BVT Call 7.4 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 7.40 0.001 0.102 1.11 6.23
BVT Call 6.8 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 6.80 0.001 0.102 0.96 6.87
BVT Call 9.5 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 9.50 0.001 0.102 1.49 5.04
BVT Call 7.8 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 7.80 0.001 0.102 1.19 5.91
BVT Call 6.2 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 6.20 0.001 0.102 0.80 7.86
BVT Call 8.5 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 8.50 0.001 0.102 1.33 5.48
BVT Call 6.6 GAZ 18.09.2020   Call GAZPROM ADR SP./2 RL... 9/18/2020 6.60 0.001 0.102 1.19 5.93
BVT Call 6 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 6.00 0.002 0.102 0.74 8.33
BVT Call 6.4 GAZ 18.09.2020   Call GAZPROM ADR SP./2 RL... 9/18/2020 6.40 0.001 0.101 1.13 6.13
BVT Call 5.8 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 5.80 0.006 0.102 0.67 8.91
BVT Call 5.6 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 5.60 0.038 0.102 0.60 9.65
BVT Call 5.2 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 5.20 0.124 0.154 0.53 9.46
BVT Call 5.4 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 5.40 0.074 0.102 0.52 10.65
BVT Put 6.6 GAZ 18.09.2020   Put GAZPROM ADR SP./2 RL... 9/18/2020 6.60 1.38 1.42 - -
BVT Call 4.8 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 4.80 0.290 0.350 0.66 6.42
BVT Put 6.4 GAZ 18.09.2020   Put GAZPROM ADR SP./2 RL... 9/18/2020 6.40 1.20 1.28 - -
BVT Put 5.6 OGZPY 18.09.2020   Put PJSC Gazprom America... 9/18/2020 5.60 0.520 0.580 - -
BVT Put 5.4 OGZPY 18.09.2020   Put PJSC Gazprom America... 9/18/2020 5.40 0.360 0.420 - -
BVT Put 6 OGZPY 18.09.2020   Put PJSC Gazprom America... 9/18/2020 6.00 0.840 0.910 - -
BVT Put 5.2 OGZPY 18.09.2020   Put PJSC Gazprom America... 9/18/2020 5.20 0.250 0.290 - -
BVT Put 6.2 OGZPY 18.09.2020   Put PJSC Gazprom America... 9/18/2020 6.20 1.01 1.08 - -
BVT Call 9 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 9.00 0.001 0.102 1.41 5.24
BVT Call 4.4 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 4.40 0.630 0.700 0.94 4.13
BVT Call 4.6 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 4.60 0.480 0.540 0.84 4.85
BVT Put 5.8 OGZPY 18.09.2020   Put PJSC Gazprom America... 9/18/2020 5.80 0.680 0.750 - -
BVT Call 5 OGZPY 18.09.2020   Call PJSC Gazprom America... 9/18/2020 5.00 0.220 0.270 0.63 7.30
BVT Put 7 GAZ 18.09.2020   Put GAZPROM ADR SP./2 RL... 9/18/2020 7.00 1.72 1.76 - -
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