Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
JP Morgan Put 120 PG   Put Procter & Gamble Co 8/7/2020 120.00 0.010 0.030 1.32 -32.58
JP Morgan Call 125 PG   Call Procter & Gamble Co 8/7/2020 125.00 0.670 - 1.27 12.44
JP Morgan Call 130 PG   Call Procter & Gamble Co 8/7/2020 130.00 0.250 0.260 0.73 24.72
JP Morgan Put 125 PG   Put Procter & Gamble Co 8/7/2020 125.00 0.021 0.036 0.97 -41.04
JP Morgan Put 130 PG   Put Procter & Gamble Co 8/7/2020 130.00 0.026 0.036 0.65 -50.16
JP Morgan Call 130 PG 14.08.2020   Call Procter & Gamble Co 8/14/2020 130.00 0.360 0.370 0.50 17.38
JP Morgan Call 125 PG 14.08.2020   Call Procter & Gamble Co 8/14/2020 125.00 0.690 0.670 0.57 12.34
JP Morgan Call 135 PG 14.08.2020   Call Procter & Gamble Co 8/14/2020 135.00 0.130 0.140 0.44 25.38
JP Morgan Put 130 PG 14.08.2020   Put Procter & Gamble Co 8/14/2020 130.00 0.120 0.130 0.33 -29.71
JP Morgan Put 120 PG 14.08.2020   Put Procter & Gamble Co 8/14/2020 120.00 0.018 0.028 0.52 -28.62
JP Morgan Put 125 PG 14.08.2020   Put Procter & Gamble Co 8/14/2020 125.00 0.039 0.049 0.38 -35.52
JP Morgan Call 115 PG 21.08.2020   Call Procter & Gamble Co 8/21/2020 115.00 1.51 - 0.91 5.57
JP Morgan Put 105 PG 21.08.2020   Put Procter & Gamble Co 8/21/2020 105.00 0.006 0.016 0.67 -17.51
JP Morgan Call 120 PG 21.08.2020   Call Procter & Gamble Co 8/21/2020 120.00 1.09 1.04 0.74 7.15
JP Morgan Put 110 PG 21.08.2020   Put Procter & Gamble Co 8/21/2020 110.00 0.007 0.017 0.54 -21.69
JP Morgan Call 125 PG 21.08.2020   Call Procter & Gamble Co 8/21/2020 125.00 0.680 0.690 0.50 11.14
JP Morgan Put 125 PG 21.08.2020   Put Procter & Gamble Co 8/21/2020 125.00 0.023 0.033 0.20 -48.67
JP Morgan Put 120 PG 21.08.2020   Put Procter & Gamble Co 8/21/2020 120.00 0.013 0.023 0.30 -37.44
JP Morgan Call 130 PG 21.08.2020   Call Procter & Gamble Co 8/21/2020 130.00 0.300 0.310 0.36 18.13
JP Morgan Put 115 PG 21.08.2020   Put Procter & Gamble Co 8/21/2020 115.00 0.009 0.019 0.41 -28.12
JP Morgan Put 130 PG 21.08.2020   Put Procter & Gamble Co 8/21/2020 130.00 0.073 0.083 0.11 -60.85
JP Morgan Call 135 PG 21.08.2020   Call Procter & Gamble Co 8/21/2020 135.00 0.072 0.082 0.27 32.58
JP Morgan Put 130 PG 28.08.2020   Put Procter & Gamble Co 8/28/2020 130.00 0.310 0.320 0.25 -19.15
JP Morgan Put 125 PG 28.08.2020   Put Procter & Gamble Co 8/28/2020 125.00 0.160 0.170 0.29 -21.09
JP Morgan Call 135 PG 28.08.2020   Call Procter & Gamble Co 8/28/2020 135.00 0.300 0.310 0.51 12.66
Morgan Stanley Call 130 PG 11.09.2020   Call Procter & Gamble Co 9/11/2020 130.00 0.400 0.410 0.40 11.78
Morgan Stanley Call 120 PG 11.09.2020   Call Procter & Gamble Co 9/11/2020 120.00 1.14 1.15 0.63 6.23
Morgan Stanley Call 110 PRG 11.09.2020   Call PROCTER GAMBLE 9/11/2020 110.00 1.96 1.97 1.54 3.25
UniCredit Put 130 PRG 16.09.2020   Put PROCTER GAMBLE 9/16/2020 130.00 0.190 0.200 - -
Deutsche Bank Call 105 PRG 16.09.2020   Call PROCTER GAMBLE 9/16/2020 105.00 1.46 1.52 1.02 4.22
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