Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BVT Put 5.6 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 5.60 - - 0.73 -6.93
BVT Put 5.8 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 5.80 0.001 0.119 0.65 -7.62
BVT Call 6.6 GAZ 17.09.2021   Call GAZPROM ADR SP./2 RL... 9/17/2021 6.60 - - 1.11 3.99
BVT Put 7.8 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 7.80 0.280 0.320 - -
BVT Put 7.6 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 7.60 0.210 0.240 - -
BVT Put 7.4 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 7.40 0.160 0.178 0.15 -19.39
BVT Put 7.2 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 7.20 0.116 0.134 0.20 -18.75
BVT Put 7 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 7.00 0.080 0.107 0.24 -17.79
BVT Call 5 OGZPY 17.09.2021   Call PJSC Gazprom 9/17/2021 5.00 2.380 2.450 1.57 2.18
BVT Call 5.4 OGZPY 17.09.2021   Call PJSC Gazprom 9/17/2021 5.40 2.020 2.090 1.32 2.52
BVT Call 6.8 OGZPY 17.09.2021   Call PJSC Gazprom 9/17/2021 6.80 0.860 0.930 0.80 4.48
BVT Put 6.2 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 6.20 0.006 0.119 0.52 -9.32
BVT Put 6.6 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 6.60 0.032 0.119 0.38 -12.00
BVT Call 8 OGZPY 17.09.2021   Call PJSC Gazprom 9/17/2021 8.00 0.190 0.220 0.50 9.38
BVT Call 4.2 OGZPY 17.09.2021   Call PJSC Gazprom 9/17/2021 4.20 3.050 3.120 1.92 1.81
BVT Call 6.2 OGZPY 17.09.2021   Call PJSC Gazprom 9/17/2021 6.20 1.330 1.400 0.98 3.44
BVT Call 7 OGZPY 17.09.2021   Call PJSC Gazprom 9/17/2021 7.00 0.700 0.770 0.71 5.14
BVT Call 7.2 OGZPY 17.09.2021   Call PJSC Gazprom 9/17/2021 7.20 0.580 0.640 0.68 5.63
BVT Call 7.4 OGZPY 17.09.2021   Call PJSC Gazprom 9/17/2021 7.40 0.460 0.520 0.64 6.27
BVT Call 7.6 OGZPY 17.09.2021   Call PJSC Gazprom 9/17/2021 7.60 0.380 0.430 0.61 6.90
BVT Call 7.8 OGZPY 17.09.2021   Call PJSC Gazprom 9/17/2021 7.80 0.280 0.320 0.59 7.47
BVT Call 5.2 GAZ 17.09.2021   Call GAZPROM ADR SP./2 RL... 9/17/2021 5.20 - - 1.81 2.27
BVT Put 5.2 GAZ 17.09.2021   Put GAZPROM ADR SP./2 RL... 9/17/2021 5.20 - - 0.53 -9.13
BVT Call 8.5 OGZPY 17.09.2021   Call PJSC Gazprom 9/17/2021 8.50 0.084 0.102 0.47 11.62
BVT Put 4.6 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 4.60 0.001 0.119 1.10 -4.72
BVT Put 5.4 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 5.40 - - 0.80 -6.37
BVT Put 6 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 6.00 0.001 0.119 0.59 -8.39
BVT Put 6.4 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 6.40 0.016 0.119 0.45 -10.49
BVT Put 6.8 OGZPY 17.09.2021   Put PJSC Gazprom 9/17/2021 6.80 0.052 0.115 0.31 -14.56
BVT Put 8 GAZ 17.09.2021   Put GAZPROM ADR SP./2 RL... 9/17/2021 8.00 0.370 0.410 - -