Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 360 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 360.00 0.340 0.360 0.51 7.10
Citi Call 300 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 300.00 1.660 1.680 0.68 4.39
Citi Call 320 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 320.00 1.020 1.040 0.59 5.35
Citi Call 260 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 260.00 3.610 3.640 0.83 3.25
Citi Call 380 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 380.00 0.180 0.210 0.49 7.91
Citi Call 280 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 280.00 2.530 2.550 0.75 3.77
Citi Call 340 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 340.00 0.610 0.620 0.54 6.21
Citi Call 360 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 360.00 - - 0.51 7.10
Citi Call 260 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 260.00 - - 0.83 3.25
Citi Call 320 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 320.00 - - 0.59 5.35
Citi Call 380 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 380.00 - - 0.49 7.91
Citi Call 300 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 300.00 - - 0.68 4.39
Citi Call 340 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 340.00 - - 0.54 6.21
Citi Call 280 MCO 15.12.2022   Call Moody's Corporation 12/15/2022 280.00 - - 0.75 3.77
Citi Call 260 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 260.00 - - 0.83 3.03
Citi Call 480 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 480.00 - - 0.34 15.56
Citi Call 380 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 380.00 - - 0.50 7.15
Citi Call 340 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 340.00 - - 0.55 5.59
Citi Call 300 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 300.00 - - 0.69 4.01
Citi Call 360 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 360.00 - - 0.51 6.52
Citi Call 400 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 400.00 - - 0.48 7.79
Citi Call 280 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 280.00 - - 0.72 3.59
Citi Call 320 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 320.00 - - 0.60 4.83
Citi Call 480 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 480.00 0.005 - 0.34 15.56
Citi Call 280 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 280.00 2.820 2.840 0.72 3.59
Citi Call 380 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 380.00 0.240 0.270 0.50 7.15
Citi Call 300 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 300.00 1.920 1.940 0.69 4.01
Citi Call 360 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 360.00 0.400 0.420 0.51 6.52
Citi Call 340 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 340.00 0.750 0.760 0.55 5.59
Citi Call 260 MCO 19.01.2023   Call Moody's Corporation 1/19/2023 260.00 3.900 3.930 0.83 3.03