Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 1.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 1.80 2.970 2.990 1.97 1.63
BNP Paribas Call 1.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 1.80 2.97 2.99 1.97 1.63
BNP Paribas Call 2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 2.00 2.74 2.76 1.78 1.75
BNP Paribas Call 2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 2.00 2.740 2.760 1.78 1.75
BNP Paribas Call 2.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 2.20 2.500 2.520 1.54 1.92
BNP Paribas Call 2.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 2.20 2.51 2.53 1.54 1.92
BNP Paribas Call 2.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 2.50 2.16 2.18 1.35 2.18
BNP Paribas Call 2.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 2.50 2.160 2.180 1.35 2.18
BNP Paribas Call 3.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.20 1.350 1.370 0.87 3.33
BNP Paribas Call 3.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.20 1.35 1.37 0.87 3.33
Soc. Generale Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.50 1.010 1.030 0.85 3.90
Soc. Generale Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.50 1.000 1.020 0.85 3.90
Soc. Generale Put 3 RR/ 21.06.2024   Put Rolls-Royce Holdings... 6/21/2024 3.00 0.001 0.020 0.78 -9.87
Soc. Generale Put 3 RR/ 21.06.2024   Put Rolls-Royce Holdings... 6/21/2024 3.00 0.001 0.020 0.78 -9.87
Morgan Stanley Put 3 RR/ 20.09.2024   Put Rolls-Royce Holdings... 9/20/2024 3.00 0.184 0.192 0.76 -3.61
BNP Paribas Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.50 1.010 1.030 0.70 4.26
BNP Paribas Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.50 1.010 1.030 0.70 4.26
Morgan Stanley Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 3.00 0.280 0.290 0.68 -2.85
BNP Paribas Call 2.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 2.80 1.880 1.900 0.65 2.44
BNP Paribas Call 2.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 2.80 1.89 1.91 0.65 2.44
Morgan Stanley Call 3.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.50 1.27 1.28 0.64 3.08
BNP Paribas Call 3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.00 1.660 1.680 0.61 2.68
BNP Paribas Call 3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.00 1.67 1.69 0.61 2.68
Morgan Stanley Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.50 1.42 1.43 0.60 2.71
Soc. Generale Put 3.5 RR/ 21.06.2024   Put Rolls-Royce Holdings... 6/21/2024 3.50 0.016 0.035 0.59 -11.48
Soc. Generale Put 3.5 RR/ 21.06.2024   Put Rolls-Royce Holdings... 6/21/2024 3.50 0.016 0.035 0.59 -11.48
Morgan Stanley Call 3.75 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.75 1.020 1.030 0.58 3.55
BNP Paribas Call 3.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.80 0.680 0.700 0.58 5.68
BNP Paribas Call 3.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.80 0.680 0.700 0.58 5.68
Soc. Generale Call 3.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.50 1.17 1.19 0.57 3.29