Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 21/06/2024 5.00 0.030 0.050 0.45 15.86
Soc. Generale Call 5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 21/06/2024 5.00 0.030 0.050 0.45 15.86
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 21/06/2024 5.50 0.007 0.027 0.54 15.20
Soc. Generale Call 5.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 21/06/2024 5.50 0.007 0.027 0.54 15.20
Morgan Stanley Call 4.1 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 4.10 - - 0.10 13.78
BNP Paribas Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 21/06/2024 4.50 - - 0.38 13.65
Soc. Generale Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 21/06/2024 4.50 0.110 0.130 0.38 13.65
Soc. Generale Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 21/06/2024 4.50 0.110 0.130 0.38 13.65
BNP Paribas Call 4.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 21/06/2024 4.50 0.120 0.130 0.38 13.65
BNP Paribas Call 4.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 21/06/2024 4.80 0.038 0.100 0.49 12.65
BNP Paribas Call 4.8 RR/ 21.06.2024   Call Rolls-Royce Holdings... 21/06/2024 4.80 - - 0.49 12.65
Morgan Stanley Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 4.20 - - 0.18 10.76
Morgan Stanley Call 4.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.10 - - 0.11 10.56
Morgan Stanley Call 4.3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 4.30 - - 0.22 9.90
Morgan Stanley Call 4.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.20 - - 0.11 9.90
Morgan Stanley Call 5.1 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 5.10 - - 0.34 9.43
Morgan Stanley Call 5.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 5.20 - - 0.35 9.42
Morgan Stanley Call 5.3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 5.30 - - 0.36 9.40
Morgan Stanley Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 5.00 - - 0.33 9.40
Morgan Stanley Call 5.4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 5.40 - - 0.37 9.36
BNP Paribas Call 4.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 21/06/2024 4.20 0.310 0.320 0.44 9.35
BNP Paribas Call 4.2 RR/ 21.06.2024   Call Rolls-Royce Holdings... 21/06/2024 4.20 - - 0.44 9.35
Morgan Stanley Call 4.9 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 4.90 - - 0.32 9.32
Morgan Stanley Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 4.80 - - 0.31 9.25
Morgan Stanley Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.20 - - 0.16 9.19
Morgan Stanley Call 4.7 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 4.70 - - 0.30 9.13
Morgan Stanley Call 4.6 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 4.60 - - 0.29 9.07
Morgan Stanley Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 4.50 - - 0.28 8.85
Morgan Stanley Call 4.4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 4.40 - - 0.27 8.83
Morgan Stanley Call 4.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.30 - - 0.15 8.71