Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Put 95 INCY 18.12.2020   Put Incyte Corp 12/18/2020 95.00 1.21 1.22 - -
Soc. Generale Put 110 INCY 18.12.2020   Put Incyte Corp 12/18/2020 110.00 2.17 2.18 - -
Soc. Generale Put 100 INCY 18.12.2020   Put Incyte Corp 12/18/2020 100.00 1.50 1.51 - -
Soc. Generale Put 65 INCY 18.12.2020   Put Incyte Corp 12/18/2020 65.00 0.180 0.190 0.44 -7.35
Soc. Generale Put 75 INCY 18.12.2020   Put Incyte Corp 12/18/2020 75.00 0.390 0.400 0.33 -7.52
Soc. Generale Put 60 INCY 18.12.2020   Put Incyte Corp 12/18/2020 60.00 0.120 0.130 0.49 -7.33
Soc. Generale Put 70 INCY 18.12.2020   Put Incyte Corp 12/18/2020 70.00 0.270 0.280 0.39 -7.35
Soc. Generale Put 80 INCY 18.12.2020   Put Incyte Corp 12/18/2020 80.00 0.550 0.560 0.23 -8.28
Soc. Generale Put 90 INCY 18.12.2020   Put Incyte Corp 12/18/2020 90.00 0.950 0.960 - -
Soc. Generale Put 85 INCY 18.12.2020   Put Incyte Corp 12/18/2020 85.00 0.730 0.740 - -
Soc. Generale Call 130 INCY 18.12.2020   Call Incyte Corp 12/18/2020 130.00 0.035 0.045 0.62 8.87
Soc. Generale Call 115 INCY 18.12.2020   Call Incyte Corp 12/18/2020 115.00 0.130 0.140 0.66 7.08
Soc. Generale Call 110 INCY 18.12.2020   Call Incyte Corp 12/18/2020 110.00 0.200 0.210 0.69 6.46
Soc. Generale Call 140 INCY 18.12.2020   Call Incyte Corp 12/18/2020 140.00 0.013 0.023 0.74 8.36
Soc. Generale Call 120 INCY 18.12.2020   Call Incyte Corp 12/18/2020 120.00 0.086 0.096 0.64 7.76
Soc. Generale Call 125 INCY 18.12.2020   Call Incyte Corp 12/18/2020 125.00 0.059 0.069 0.63 8.23
Soc. Generale Call 105 INCY 18.12.2020   Call Incyte Corp 12/18/2020 105.00 0.280 0.290 0.70 5.98
Soc. Generale Call 80 INCY 18.12.2020   Call Incyte Corp 12/18/2020 80.00 1.14 1.15 0.89 3.60
Soc. Generale Call 75 INCY 18.12.2020   Call Incyte Corp 12/18/2020 75.00 1.41 1.42 0.94 3.25
Soc. Generale Call 100 INCY 18.12.2020   Call Incyte Corp 12/18/2020 100.00 0.390 0.400 0.73 5.44
Soc. Generale Call 90 INCY 18.12.2020   Call Incyte Corp 12/18/2020 90.00 0.690 0.700 0.79 4.48
Soc. Generale Call 95 INCY 18.12.2020   Call Incyte Corp 12/18/2020 95.00 0.520 0.530 0.76 4.92
Soc. Generale Call 85 INCY 18.12.2020   Call Incyte Corp 12/18/2020 85.00 0.900 0.910 0.84 4.01
Soc. Generale Call 70 INCY 18.12.2020   Call Incyte Corp 12/18/2020 70.00 1.72 1.73 1.00 2.91
Soc. Generale Call 75 INCY 18.12.2020   Call Incyte Corp 12/18/2020 75.00 1.420 1.430 0.94 3.25
Soc. Generale Call 80 INCY 18.12.2020   Call Incyte Corp 12/18/2020 80.00 1.150 1.160 0.89 3.60
Soc. Generale Call 90 INCY 18.12.2020   Call Incyte Corp 12/18/2020 90.00 0.700 0.710 0.79 4.48
Soc. Generale Call 70 INCY 18.12.2020   Call Incyte Corp 12/18/2020 70.00 1.730 1.740 1.00 2.91
Soc. Generale Call 100 INCY 18.12.2020   Call Incyte Corp 12/18/2020 100.00 0.390 0.400 0.73 5.44
Soc. Generale Call 105 INCY 18.12.2020   Call Incyte Corp 12/18/2020 105.00 0.280 0.290 0.70 5.98