Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Goldman Sachs Call 125 PG   Call Procter & Gamble Co 11/15/2019 125.00 0.001 0.031 0.60 65.05
Goldman Sachs Put 125 PG   Put Procter & Gamble Co 11/15/2019 125.00 0.410 0.440 1.20 -14.69
Goldman Sachs Call 112.5 PG   Call Procter & Gamble Co 11/15/2019 112.50 0.730 0.780 1.17 12.46
Goldman Sachs Put 112.5 PG   Put Procter & Gamble Co 11/15/2019 112.50 0.001 0.051 1.89 -16.58
JP Morgan Call 123 PG   Call Procter & Gamble Co 11/15/2019 123.00 0.001 0.011 0.37 100.80
JP Morgan Call 125 PG   Call Procter & Gamble Co 11/15/2019 125.00 0.001 0.011 0.50 83.79
JP Morgan Call 124 PG   Call Procter & Gamble Co 11/15/2019 124.00 0.001 0.011 0.44 91.33
JP Morgan Put 120 PG   Put Procter & Gamble Co 11/15/2019 120.00 0.021 0.031 0.26 -103.77
JP Morgan Put 118 PG   Put Procter & Gamble Co 11/15/2019 118.00 0.003 0.013 0.38 -97.78
JP Morgan Put 115 PG   Put Procter & Gamble Co 11/15/2019 115.00 0.002 0.012 0.62 -67.62
JP Morgan Call 122 PG   Call Procter & Gamble Co 11/15/2019 122.00 0.004 0.014 0.32 102.46
JP Morgan Put 119 PG   Put Procter & Gamble Co 11/15/2019 119.00 0.007 0.017 0.31 -105.12
JP Morgan Put 117 PG   Put Procter & Gamble Co 11/15/2019 117.00 0.002 0.012 0.45 -87.76
JP Morgan Call 120 PG   Call Procter & Gamble Co 11/15/2019 120.00 0.066 0.076 0.37 58.55
JP Morgan Call 121 PG   Call Procter & Gamble Co 11/15/2019 121.00 0.018 0.028 0.32 85.19
JP Morgan Call 119 PG   Call Procter & Gamble Co 11/15/2019 119.00 0.140 0.150 0.43 43.61
JP Morgan Put 116 PG   Put Procter & Gamble Co 11/15/2019 116.00 0.002 0.012 0.53 -77.22
JP Morgan Call 118 PG   Call Procter & Gamble Co 11/15/2019 118.00 0.230 0.220 0.49 33.54
JP Morgan Call 117 PG   Call Procter & Gamble Co 11/15/2019 117.00 0.320 - - -
JP Morgan Put 114 PG   Put Procter & Gamble Co 11/15/2019 114.00 0.002 0.012 0.71 -60.36
JP Morgan Put 122 PG   Put Procter & Gamble Co 11/15/2019 122.00 0.140 0.150 0.17 -71.99
JP Morgan Put 121 PG   Put Procter & Gamble Co 11/15/2019 121.00 0.063 0.073 0.23 -89.10
Goldman Sachs Put 125 PG   Put Procter & Gamble Co 11/15/2019 125.00 0.410 0.440 1.20 -14.69
Goldman Sachs Call 125 PG   Call Procter & Gamble Co 11/15/2019 125.00 0.001 0.031 0.60 65.05
JP Morgan Put 124 PG 22.11.2019   Put Procter & Gamble Co 11/22/2019 124.00 0.380 0.390 - -
JP Morgan Call 126 PG 22.11.2019   Call Procter & Gamble Co 11/22/2019 126.00 0.009 0.019 0.30 52.19
JP Morgan Call 128 PG 22.11.2019   Call Procter & Gamble Co 11/22/2019 128.00 0.002 0.012 0.32 52.66
JP Morgan Put 122 PG 22.11.2019   Put Procter & Gamble Co 11/22/2019 122.00 0.250 0.260 0.14 -37.60
JP Morgan Put 125 PG 22.11.2019   Put Procter & Gamble Co 11/22/2019 125.00 0.450 0.440 - -
JP Morgan Call 125 PG 22.11.2019   Call Procter & Gamble Co 11/22/2019 125.00 0.016 0.026 0.30 48.10
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