Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 2.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 2.20 - - 2.10 1.87
BNP Paribas Call 2.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 2.20 2.890 2.930 2.10 1.87
Soc. Generale Put 3 RR/ 21.06.2024   Put Rolls-Royce Holdings... 6/21/2024 3.00 - - 1.77 -8.89
Soc. Generale Put 3 RR/ 21.06.2024   Put Rolls-Royce Holdings... 6/21/2024 3.00 0.001 - 1.77 -8.89
Soc. Generale Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.50 1.350 1.460 1.37 3.59
Soc. Generale Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.50 - - 1.37 3.59
Soc. Generale Put 3.5 RR/ 21.06.2024   Put Rolls-Royce Holdings... 6/21/2024 3.50 - - 1.24 -12.35
Soc. Generale Put 3.5 RR/ 21.06.2024   Put Rolls-Royce Holdings... 6/21/2024 3.50 0.001 - 1.24 -12.35
BNP Paribas Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.50 - - 1.10 3.76
BNP Paribas Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.50 1.360 1.400 1.10 3.76
Morgan Stanley Put 3 RR/ 20.09.2024   Put Rolls-Royce Holdings... 9/20/2024 3.00 - - 0.91 -3.49
Soc. Generale Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 4.00 - - 0.87 5.81
Soc. Generale Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 4.00 0.770 - 0.87 5.81
Soc. Generale Put 4 RR/ 21.06.2024   Put Rolls-Royce Holdings... 6/21/2024 4.00 0.001 - 0.80 -17.79
Soc. Generale Put 4 RR/ 21.06.2024   Put Rolls-Royce Holdings... 6/21/2024 4.00 - - 0.80 -17.79
Morgan Stanley Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 3.00 - - 0.76 -2.78
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 5.50 - - 0.75 20.18
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 5.50 0.001 - 0.75 20.18
BNP Paribas Call 3.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.80 - - 0.75 5.03
BNP Paribas Call 3.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.80 1.000 1.040 0.75 5.03
Morgan Stanley Call 3.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.50 - - 0.73 2.79
BNP Paribas Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 4.00 0.770 0.810 0.69 6.23
BNP Paribas Call 4 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 4.00 - - 0.69 6.23
Morgan Stanley Call 3.75 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.75 - - 0.65 3.19
Morgan Stanley Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.50 - - 0.65 2.49
BNP Paribas Call 2.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 2.80 - - 0.64 2.31
BNP Paribas Call 2.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 2.80 2.270 2.290 0.64 2.31
Morgan Stanley Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 3.50 - - 0.63 -3.22
Morgan Stanley Put 3.5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 3/21/2025 3.50 - - 0.60 -2.64
Morgan Stanley Call 3.75 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.75 - - 0.59 2.77