Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 52.5 HRL 19.12.2019   Call Hormel Foods Corp 12/19/2019 52.50 0.001 0.029 0.61 11.90
Citi Call 47.5 HRL 19.12.2019   Call Hormel Foods Corp 12/19/2019 47.50 0.003 0.029 0.45 15.25
Citi Call 50 HRL 19.12.2019   Call Hormel Foods Corp 12/19/2019 50.00 0.001 0.029 0.53 13.26
Citi Call 45 HRL 19.12.2019   Call Hormel Foods Corp 12/19/2019 45.00 0.041 0.051 0.42 14.60
Citi Call 40 HRL 19.12.2019   Call Hormel Foods Corp 12/19/2019 40.00 0.250 0.260 0.55 7.82
Citi Call 50 HRL 19.12.2019   Call Hormel Foods Corp 12/19/2019 50.00 - - 0.53 13.26
Citi Call 52.5 HRL 19.12.2019   Call Hormel Foods Corp 12/19/2019 52.50 - - 0.61 11.90
Citi Call 47.5 HRL 19.12.2019   Call Hormel Foods Corp 12/19/2019 47.50 - - 0.45 15.25
Citi Call 45 HRL 19.12.2019   Call Hormel Foods Corp 12/19/2019 45.00 - - 0.42 14.60
Citi Call 40 HRL 19.12.2019   Call Hormel Foods Corp 12/19/2019 40.00 - - 0.55 7.82
Commerzbank Call 38 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 38.00 - - 0.97 4.87
Commerzbank Call 56 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 56.00 - - 0.79 10.16
Commerzbank Call 40 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 40.00 - - 0.80 6.35
Commerzbank Call 42 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 42.00 - - 0.67 8.45
Commerzbank Call 44 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 44.00 - - 0.58 11.04
Commerzbank Call 46 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 46.00 - - 0.53 13.62
Commerzbank Call 48 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 48.00 - - 0.57 13.16
Commerzbank Call 50 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 50.00 - - 0.63 12.15
Commerzbank Call 52 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 52.00 - - 0.69 11.35
Commerzbank Call 54 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 54.00 - - 0.74 10.70
Commerzbank Call 56 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 56.00 0.001 0.020 0.79 10.16
Commerzbank Call 38 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 38.00 0.370 0.380 0.97 4.87
Commerzbank Call 54 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 54.00 0.001 0.020 0.74 10.70
Commerzbank Call 52 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 52.00 0.001 0.020 0.69 11.35
Commerzbank Call 50 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 50.00 0.001 0.020 0.63 12.15
Commerzbank Call 48 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 48.00 0.001 0.020 0.57 13.16
Commerzbank Call 46 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 46.00 0.012 0.022 0.53 13.62
Commerzbank Call 44 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 44.00 0.045 0.055 0.58 11.04
Commerzbank Call 42 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 42.00 0.120 0.130 0.67 8.45
Commerzbank Call 40 HRL 20.12.2019   Call Hormel Foods Corp 12/20/2019 40.00 0.230 0.240 0.80 6.35