Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Put 25 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 25.00 0.230 0.240 - -
Soc. Generale Put 24 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 24.00 0.180 0.190 0.14 -11.17
Soc. Generale Call 26 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 26.00 0.036 0.046 0.64 8.80
Soc. Generale Put 22 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 22.00 0.086 0.096 0.37 -10.20
Soc. Generale Put 21 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 21.00 0.055 0.065 0.41 -10.56
Soc. Generale Put 23 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 23.00 0.130 0.140 0.32 -9.53
Soc. Generale Put 19 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 19.00 0.018 0.028 0.48 -11.37
Soc. Generale Put 18 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 18.00 0.008 0.020 0.55 -10.70
Soc. Generale Put 16 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 16.00 0.001 0.020 0.77 -7.87
Soc. Generale Put 17 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 17.00 0.002 0.020 0.66 -9.10
Soc. Generale Put 13 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 13.00 0.001 0.020 1.15 -5.40
Soc. Generale Put 14 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 14.00 0.001 0.020 1.02 -6.08
Soc. Generale Put 15 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 15.00 0.001 0.020 0.89 -6.89
Soc. Generale Put 20 NLOK 18.09.2020   Put NortonLifeLock 9/18/2020 20.00 0.033 0.043 0.45 -11.04
Soc. Generale Call 25 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 25.00 0.055 0.065 0.66 7.98
Soc. Generale Call 27 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 27.00 0.022 0.032 0.64 9.51
Soc. Generale Call 24 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 24.00 0.082 0.092 0.68 7.18
Soc. Generale Call 23 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 23.00 0.120 0.130 0.71 6.34
Soc. Generale Call 16 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 16.00 0.590 - - -
Soc. Generale Call 17 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 17.00 0.510 - 1.08 3.02
Soc. Generale Call 18 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 18.00 0.430 - 0.99 3.40
Soc. Generale Call 21 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 21.00 0.220 0.230 0.78 5.00
Soc. Generale Call 19 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 19.00 0.350 0.360 0.93 3.78
Soc. Generale Call 20 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 20.00 0.280 0.290 0.86 4.28
Soc. Generale Call 22 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 22.00 0.160 0.170 0.76 5.53
Soc. Generale Call 15 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 15.00 0.680 - 1.33 2.42
Soc. Generale Call 15 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 15.00 0.680 - 1.33 2.42
Soc. Generale Call 20 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 20.00 0.280 0.290 0.86 4.28
Soc. Generale Call 19 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 19.00 0.350 0.360 0.93 3.78
Soc. Generale Call 18 NLOK 18.09.2020   Call NortonLifeLock 9/18/2020 18.00 0.430 - 0.99 3.40