Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Put 22.5 CPRI 18.12.2020   Put Capri Holdings Ltd 12/18/2020 22.50 0.230 0.247 - -
Morgan Stanley Put 17.5 CPRI 18.12.2020   Put Capri Holdings Ltd 12/18/2020 17.50 0.081 0.098 0.28 -10.27
Morgan Stanley Put 20 CPRI 18.12.2020   Put Capri Holdings Ltd 12/18/2020 20.00 0.139 0.156 - -
Morgan Stanley Put 20 CPRI 18.12.2020   Put Capri Holdings Ltd 12/18/2020 20.00 0.280 0.320 0.34 -5.00
Morgan Stanley Call 24 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 24.00 0.180 0.197 1.43 3.46
Morgan Stanley Call 32 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 32.00 0.049 0.066 1.30 4.64
Morgan Stanley Call 30 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 30.00 0.064 0.081 1.29 4.49
Morgan Stanley Call 36 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 36.00 0.034 0.051 1.36 4.69
Morgan Stanley Call 28 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 28.00 0.088 0.105 1.32 4.16
Morgan Stanley Call 21 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 21.00 0.300 0.320 1.58 2.88
Morgan Stanley Call 26 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 26.00 0.125 0.142 1.36 3.84
Morgan Stanley Call 27 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 27.00 0.105 0.122 1.34 4.00
Morgan Stanley Call 20 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 20.00 0.350 0.370 1.65 2.70
Morgan Stanley Call 25 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 25.00 0.150 0.167 1.37 3.71
Morgan Stanley Call 23 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 23.00 0.214 0.231 1.45 3.31
Morgan Stanley Call 22 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 22.00 0.250 0.270 1.50 3.11
Goldman Sachs Call 40 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 40.00 0.006 0.008 0.88 8.32
Goldman Sachs Call 20 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 20.00 0.330 0.340 1.11 3.37
Goldman Sachs Call 20 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 20.00 0.330 0.340 1.11 3.37
Goldman Sachs Call 40 CPRI 18.12.2020   Call Capri Holdings Ltd 12/18/2020 40.00 0.006 0.008 0.88 8.32
Goldman Sachs Call 40 CPRI 15.01.2021   Call Capri Holdings Ltd 1/15/2021 40.00 0.013 0.015 0.83 6.84
Goldman Sachs Call 40 CPRI 15.01.2021   Call Capri Holdings Ltd 1/15/2021 40.00 0.013 0.015 0.83 6.84
Morgan Stanley Call 22 CPRI 19.03.2021   Call Capri Holdings Ltd 3/19/2021 22.00 0.380 0.400 1.36 2.31
Morgan Stanley Call 20 CPRI 19.03.2021   Call Capri Holdings Ltd 3/19/2021 20.00 0.470 0.490 1.44 2.12
Morgan Stanley Call 21 CPRI 19.03.2021   Call Capri Holdings Ltd 3/19/2021 21.00 0.420 0.440 1.41 2.19
Morgan Stanley Call 27 CPRI 19.03.2021   Call Capri Holdings Ltd 3/19/2021 27.00 0.228 0.245 1.23 2.74
Morgan Stanley Call 25 CPRI 19.03.2021   Call Capri Holdings Ltd 3/19/2021 25.00 0.280 0.300 1.28 2.56
Morgan Stanley Call 23 CPRI 19.03.2021   Call Capri Holdings Ltd 3/19/2021 23.00 0.340 0.360 1.34 2.37
Morgan Stanley Call 26 CPRI 19.03.2021   Call Capri Holdings Ltd 3/19/2021 26.00 0.250 0.270 1.25 2.66
Morgan Stanley Call 28 CPRI 19.03.2021   Call Capri Holdings Ltd 3/19/2021 28.00 0.205 0.222 1.22 2.82