Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 5.50 0.001 - 0.47 46.74
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 5.50 0.001 - 0.47 46.74
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 5.00 0.009 0.028 0.52 25.72
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 5.00 0.010 0.029 0.52 25.72
BNP Paribas Call 4.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 4.80 0.014 0.100 0.50 21.39
BNP Paribas Call 4.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 4.80 0.014 0.100 0.50 21.39
BNP Paribas Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 4.50 0.150 0.170 0.37 17.11
BNP Paribas Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 4.50 0.150 0.170 0.37 17.11
Soc. Generale Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 4.50 0.140 0.160 0.41 15.98
Soc. Generale Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 4.50 0.140 0.160 0.41 15.98
Morgan Stanley Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.50 0.310 0.320 0.16 11.82
Morgan Stanley Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 0.340 0.350 0.11 11.49
Morgan Stanley Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 4.50 0.400 0.410 0.09 11.27
Morgan Stanley Call 4.6 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.60 0.280 0.290 0.21 10.91
Morgan Stanley Call 4.7 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.70 0.250 0.260 0.24 10.52
Morgan Stanley Call 5.4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 5.40 0.118 0.122 0.34 10.42
Morgan Stanley Call 5.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 5.20 0.144 0.148 0.31 10.40
Morgan Stanley Call 5.3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 5.30 0.130 0.134 0.33 10.39
Morgan Stanley Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.80 0.225 0.229 0.26 10.39
Morgan Stanley Call 5.1 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 5.10 0.160 0.164 0.30 10.36
Morgan Stanley Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 5.00 0.179 0.183 0.29 10.34
Morgan Stanley Call 4.9 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.90 0.200 0.204 0.27 10.33
Morgan Stanley Call 4.6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.60 0.320 0.330 0.15 10.11
Morgan Stanley Call 4.6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 4.60 0.380 0.390 0.13 9.76
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.70 0.300 0.310 0.18 9.72
Soc. Generale Call 6 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 6.00 0.074 0.093 0.43 9.36
Soc. Generale Call 6 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 6.00 0.074 0.093 0.43 9.36
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.80 0.280 0.290 0.20 9.27
Morgan Stanley Call 4.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.90 0.260 0.270 0.22 8.99
Morgan Stanley Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.00 0.240 0.244 0.24 8.82