Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 90 K 17.09.2021   Call Kellogg Co 9/17/2021 90.00 0.001 0.020 0.52 10.76
Soc. Generale Call 60 K 17.09.2021   Call Kellogg Co 9/17/2021 60.00 0.370 0.380 0.51 6.25
Soc. Generale Call 70 K 17.09.2021   Call Kellogg Co 9/17/2021 70.00 0.036 0.046 0.36 12.67
Soc. Generale Call 80 K 17.09.2021   Call Kellogg Co 9/17/2021 80.00 0.004 0.020 0.42 12.92
BNP Paribas Call 55 K 17.09.2021   Call Kellogg Co 9/17/2021 55.00 0.700 0.720 - -
BNP Paribas Call 70 K 17.09.2021   Call Kellogg Co 9/17/2021 70.00 0.022 0.081 0.41 10.44
BNP Paribas Call 65 K 17.09.2021   Call Kellogg Co 9/17/2021 65.00 0.120 0.130 0.38 10.02
BNP Paribas Call 60 K 17.09.2021   Call Kellogg Co 9/17/2021 60.00 0.350 0.360 0.49 6.50
Soc. Generale Put 70 K 17.09.2021   Put Kellogg Co 9/17/2021 70.00 0.650 0.660 - -
Soc. Generale Call 50 K 17.09.2021   Call Kellogg Co 9/17/2021 50.00 1.11 - - -
Soc. Generale Call 55 K 17.09.2021   Call Kellogg Co 9/17/2021 55.00 0.710 0.720 - -
Soc. Generale Call 85 K 17.09.2021   Call Kellogg Co 9/17/2021 85.00 0.001 0.020 0.47 11.68
Soc. Generale Call 65 K 17.09.2021   Call Kellogg Co 9/17/2021 65.00 0.130 0.140 0.41 9.28
Soc. Generale Call 75 K 17.09.2021   Call Kellogg Co 9/17/2021 75.00 0.008 0.020 0.36 14.46
Morgan Stanley Call 57.5 K 17.09.2021   Call Kellogg Co 9/17/2021 57.50 0.530 0.540 0.64 4.74
Morgan Stanley Call 55 K 17.09.2021   Call Kellogg Co 9/17/2021 55.00 0.720 0.730 0.72 4.02
Morgan Stanley Call 67.5 K 17.09.2021   Call Kellogg Co 9/17/2021 67.50 0.062 0.071 0.38 10.81
Morgan Stanley Call 100 K 17.09.2021   Call Kellogg Co 9/17/2021 100.00 0.007 0.020 0.61 9.47
Morgan Stanley Call 70 K 17.09.2021   Call Kellogg Co 9/17/2021 70.00 0.032 0.041 0.36 12.58
Morgan Stanley Call 60 K 17.09.2021   Call Kellogg Co 9/17/2021 60.00 0.360 0.370 0.50 6.37
Morgan Stanley Call 90 K 17.09.2021   Call Kellogg Co 9/17/2021 90.00 0.007 0.020 0.52 10.76
Morgan Stanley Call 75 K 17.09.2021   Call Kellogg Co 9/17/2021 75.00 0.012 0.021 0.36 14.46
Morgan Stanley Call 80 K 17.09.2021   Call Kellogg Co 9/17/2021 80.00 0.008 0.020 0.42 12.92
Morgan Stanley Call 65 K 17.09.2021   Call Kellogg Co 9/17/2021 65.00 0.121 0.130 0.39 9.82
Morgan Stanley Call 82.5 K 17.09.2021   Call Kellogg Co 9/17/2021 82.50 0.007 0.020 0.44 12.25
Morgan Stanley Call 85 K 17.09.2021   Call Kellogg Co 9/17/2021 85.00 0.007 0.020 0.47 11.68
Morgan Stanley Call 77.5 K 17.09.2021   Call Kellogg Co 9/17/2021 77.50 0.009 0.020 0.39 13.71
Morgan Stanley Call 95 K 17.09.2021   Call Kellogg Co 9/17/2021 95.00 0.007 0.020 0.57 10.04
Morgan Stanley Call 72.5 K 17.09.2021   Call Kellogg Co 9/17/2021 72.50 0.018 0.027 0.36 13.66
Morgan Stanley Call 62.5 K 17.09.2021   Call Kellogg Co 9/17/2021 62.50 0.218 0.227 0.44 7.93