Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 60 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 60.00 0.001 0.041 0.76 8.39
Citi Call 50 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 50.00 0.210 0.220 0.92 5.37
Citi Call 52.5 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 52.50 0.120 0.130 0.83 6.48
Citi Call 47.5 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 47.50 0.330 0.340 1.04 4.49
Citi Call 57.5 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 57.50 0.001 0.041 0.71 8.87
Citi Call 45 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 45.00 0.470 0.480 1.15 3.84
Citi Call 55 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 55.00 0.058 0.068 0.74 7.91
Citi Call 57.5 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 57.50 0.001 0.041 0.71 8.87
Citi Call 52.5 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 52.50 0.120 0.130 0.83 6.48
Citi Call 45 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 45.00 0.470 0.480 1.15 3.84
Citi Call 60 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 60.00 0.001 0.041 0.76 8.39
Citi Call 55 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 55.00 0.058 0.068 0.74 7.91
Citi Call 50 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 50.00 0.210 0.220 0.92 5.37
Citi Call 47.5 HO7 17.12.2020   Call HORMEL FOODS DL-,0... 12/17/2020 47.50 0.330 0.340 1.04 4.49
Soc. Generale Call 50 HRL 18.12.2020   Call Hormel Foods Corp 12/18/2020 50.00 0.160 0.170 0.50 8.46
Soc. Generale Call 50 HRL 18.12.2020   Call Hormel Foods Corp 12/18/2020 50.00 0.160 0.170 0.50 8.46
Citi Call 50 HO7 14.01.2021   Call HORMEL FOODS DL-,0... 1/14/2021 50.00 0.240 0.250 0.85 4.80
Citi Call 55 HO7 14.01.2021   Call HORMEL FOODS DL-,0... 1/14/2021 55.00 0.088 0.098 0.72 6.53
Citi Call 45 HO7 14.01.2021   Call HORMEL FOODS DL-,0... 1/14/2021 45.00 0.500 0.510 1.04 3.55
Citi Call 50 HO7 14.01.2021   Call HORMEL FOODS DL-,0... 1/14/2021 50.00 0.240 0.250 0.85 4.80
Citi Call 55 HO7 14.01.2021   Call HORMEL FOODS DL-,0... 1/14/2021 55.00 0.088 0.098 0.72 6.53
Citi Call 60 HO7 14.01.2021   Call HORMEL FOODS DL-,0... 1/14/2021 60.00 0.001 0.041 0.66 7.98
Citi Call 45 HO7 14.01.2021   Call HORMEL FOODS DL-,0... 1/14/2021 45.00 0.500 0.510 1.04 3.55
Citi Call 60 HO7 14.01.2021   Call HORMEL FOODS DL-,0... 1/14/2021 60.00 0.001 0.041 0.66 7.98
Citi Call 55 HO7 17.06.2021   Call HORMEL FOODS DL-,0... 6/17/2021 55.00 0.210 0.220 0.72 3.94
Citi Call 60 HO7 17.06.2021   Call HORMEL FOODS DL-,0... 6/17/2021 60.00 0.100 0.110 0.64 4.78
Citi Call 45 HO7 17.06.2021   Call HORMEL FOODS DL-,0... 6/17/2021 45.00 0.610 0.620 0.91 2.74
Citi Call 50 HO7 17.06.2021   Call HORMEL FOODS DL-,0... 6/17/2021 50.00 0.370 0.380 0.80 3.30
Citi Call 62.5 HO7 17.06.2021   Call HORMEL FOODS DL-,0... 6/17/2021 62.50 0.046 0.076 0.61 5.23
Citi Call 57.5 HO7 17.06.2021   Call HORMEL FOODS DL-,0... 6/17/2021 57.50 0.150 0.160 0.68 4.32