Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Goldman Sachs Put 150 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 150.00 0.001 0.200 2.77 -2.83
Goldman Sachs Put 200 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 200.00 0.001 0.200 2.06 -3.88
Soc. Generale Call 280 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 280.00 14.730 - 1.98 2.32
Soc. Generale Call 280 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 280.00 14.77 - 1.98 2.32
Goldman Sachs Call 300 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 300.00 12.94 13.24 1.93 2.47
Morgan Stanley Call 390 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 390.00 - - 1.57 3.59
Goldman Sachs Call 350 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 350.00 8.40 8.60 1.46 3.38
JP Morgan Call 355 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 355.00 - - 1.44 3.45
Morgan Stanley Call 370 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 370.00 - - 1.43 3.65
UC WAR. CALL 06/24 VX1   Call VERTEX PHARMAC. D... 2024-06-19 350.00 8.310 - 1.42 3.54
UniCredit Call 350 VX1 19.06.2024   Call VERTEX PHARMAC. D... 2024-06-19 350.00 8.37 - 1.42 3.54
UniCredit Call 350 VX1 19.06.2024   Call VERTEX PHARMAC. D... 2024-06-19 350.00 8.310 - 1.42 3.54
Goldman Sachs Put 260 VRTX 21.06.2024   Put Vertex Pharmaceutica... 2024-06-21 260.00 0.001 0.150 1.42 -6.09
JP Morgan Call 360 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 360.00 - - 1.40 3.59
JP Morgan Call 365 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 365.00 - - 1.35 3.74
Goldman Sachs Put 250 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 250.00 0.001 0.200 1.34 -6.47
Morgan Stanley Call 380 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 380.00 - - 1.33 3.98
Goldman Sachs Call 700 VRTX 21.06.2024   Call Vertex Pharmaceutica... 2024-06-21 700.00 0.001 0.500 1.27 7.72
JP Morgan Put 305 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 305.00 0.001 0.300 1.27 -5.52
JP Morgan Call 370 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 370.00 6.55 - 1.26 4.00
JP Morgan Call 375 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 375.00 - - 1.26 4.08
Goldman Sachs Put 280 VRTX 21.06.2024   Put Vertex Pharmaceutica... 2024-06-21 280.00 0.001 0.150 1.25 -6.88
JP Morgan Put 310 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 310.00 0.001 0.300 1.22 -5.72
JP Morgan Call 380 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 380.00 - - 1.21 4.28
Soc. Generale Put 250 VRTX 21.06.2024   Put Vertex Pharmaceutica... 2024-06-21 250.00 0.001 0.096 1.20 -8.40
Soc. Generale Put 250 VRTX 21.06.2024   Put Vertex Pharmaceutica... 2024-06-21 250.00 0.001 0.096 1.20 -8.40
JP Morgan Put 315 VX1 21.06.2024   Put VERTEX PHARMAC. D... 2024-06-21 315.00 0.002 0.300 1.17 -5.93
JP Morgan Call 385 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 385.00 - - 1.16 4.51
Morgan Stanley Call 360 VX1 21.06.2024   Call VERTEX PHARMAC. D... 2024-06-21 360.00 - - 1.15 4.11
UniCredit Call 380 VX1 19.06.2024   Call VERTEX PHARMAC. D... 2024-06-19 380.00 - - 1.13 4.67
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