Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 230 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 230.00 0.070 0.110 0.28 39.08
BNP Paribas Call 230 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 230.00 0.050 0.091 0.28 39.08
BNP Paribas Call 240 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 240.00 0.001 0.091 0.42 32.57
BNP Paribas Call 240 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 240.00 0.001 0.091 0.42 32.57
BNP Paribas Call 250 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 250.00 0.001 0.091 0.58 25.09
BNP Paribas Call 250 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 250.00 0.001 0.091 0.58 25.09
BNP Paribas Call 260 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 260.00 0.001 0.091 0.72 20.97
BNP Paribas Call 260 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 260.00 0.001 0.091 0.72 20.97
Morgan Stanley Call 250 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 250.00 - - 0.87 17.79
Morgan Stanley Call 240 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 240.00 - - 0.82 17.38
BNP Paribas Call 280 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 280.00 - - 1.06 17.06
Morgan Stanley Call 260 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 260.00 - - 0.99 16.37
BNP Paribas Call 280 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 280.00 0.053 0.093 0.28 16.33
BNP Paribas Call 280 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 280.00 0.056 0.096 0.28 16.33
Morgan Stanley Call 270 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 270.00 - - 1.10 14.99
Morgan Stanley Call 270 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 270.00 0.126 0.172 0.28 14.86
BNP Paribas Call 260 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 260.00 0.180 0.220 0.26 14.67
BNP Paribas Call 260 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 260.00 0.170 0.210 0.26 14.67
Morgan Stanley Call 260 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 260.00 0.182 0.230 0.26 14.64
Morgan Stanley Call 280 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 280.00 0.094 0.142 0.30 14.53
BNP Paribas Call 300 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 300.00 0.015 0.091 0.33 14.19
BNP Paribas Call 300 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 300.00 0.013 0.091 0.33 14.19
Morgan Stanley Call 230 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 230.00 - - 0.87 14.12
Morgan Stanley Call 290 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 290.00 0.080 0.120 0.32 13.95
Morgan Stanley Call 250 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 250.00 0.290 0.340 0.25 13.91
Morgan Stanley Call 280 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 280.00 0.007 0.100 1.22 13.74
BNP Paribas Call 250 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 250.00 0.290 0.330 0.26 13.51
BNP Paribas Call 250 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 250.00 0.310 0.350 0.26 13.51
Morgan Stanley Call 300 NSC 20.09.2024   Call Norfolk Southern Cor... 2024-09-20 300.00 0.067 0.116 0.35 13.33
Morgan Stanley Call 290 NSC 21.06.2024   Call Norfolk Southern Cor... 2024-06-21 290.00 - - 1.31 13.18