Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.00 0.028 0.047 0.45 15.86
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.00 0.028 0.047 0.45 15.86
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.50 0.005 0.024 0.54 15.20
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 5.50 0.005 0.024 0.54 15.20
Morgan Stanley Call 4.1 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.10 0.300 0.310 0.10 13.78
BNP Paribas Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 0.120 0.130 0.38 13.65
BNP Paribas Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 0.120 0.130 0.38 13.65
Soc. Generale Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 0.120 0.140 0.38 13.65
Soc. Generale Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.50 0.110 0.130 0.38 13.65
BNP Paribas Call 4.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.80 0.038 0.100 0.49 12.65
BNP Paribas Call 4.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.80 0.038 0.100 0.49 12.65
Morgan Stanley Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.20 0.290 0.300 0.18 10.76
Morgan Stanley Call 4.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.10 0.390 0.400 0.11 10.56
Morgan Stanley Call 4.3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.30 0.260 0.270 0.22 9.90
Morgan Stanley Call 4.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.20 0.380 0.390 0.11 9.90
Morgan Stanley Call 5.1 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.10 0.131 0.135 0.34 9.43
Morgan Stanley Call 5.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.20 0.121 0.125 0.35 9.42
Morgan Stanley Call 5.3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.30 0.112 0.116 0.36 9.40
Morgan Stanley Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.00 0.144 0.148 0.33 9.40
Morgan Stanley Call 5.4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 5.40 0.104 0.108 0.37 9.36
BNP Paribas Call 4.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.20 0.310 0.320 0.44 9.35
BNP Paribas Call 4.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 2024-06-21 4.20 0.310 0.320 0.44 9.35
Morgan Stanley Call 4.9 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.90 0.159 0.163 0.32 9.32
Morgan Stanley Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.80 0.176 0.180 0.31 9.25
Morgan Stanley Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.20 0.360 0.370 0.16 9.19
Morgan Stanley Call 4.7 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.70 0.196 0.200 0.30 9.13
Morgan Stanley Call 4.6 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.60 0.218 0.222 0.29 9.07
Morgan Stanley Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.50 0.243 0.247 0.28 8.85
Morgan Stanley Call 4.4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.40 0.270 0.280 0.27 8.83
Morgan Stanley Call 4.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.30 0.370 0.380 0.15 8.71