Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
JP Morgan Call 175 PGR 17.01.2025   Call Progressive Corporat... 2025-01-17 175.00 3.81 4.01 0.53 3.19
Citi Call 165 PGR 19.12.2024   Call Progressive Corporat... 2024-12-19 165.00 4.380 - 0.36 3.60
JP Morgan Call 155 PGR 17.01.2025   Call Progressive Corporat... 2025-01-17 155.00 5.31 5.51 0.61 2.61
Morgan Stanley Call 210 PGR 21.03.2025   Call Progressive Corporat... 2025-03-21 210.00 1.77 1.81 0.26 5.81
Citi Call 165 PGR 19.12.2024   Call Progressive Corporat... 2024-12-19 165.00 4.38 - 0.36 3.60
Citi Call 160 PGR 16.01.2025   Call Progressive Corporat... 2025-01-16 160.00 4.810 - 0.34 3.41
JP Morgan Call 185 PGR 17.01.2025   Call Progressive Corporat... 2025-01-17 185.00 3.14 3.34 0.48 3.60
Morgan Stanley Call 180 PGR 21.06.2024   Call Progressive Corporat... 2024-06-21 180.00 - - 1.52 3.51
Goldman Sachs Call 260 PGR 16.08.2024   Call Progressive Corporat... 2024-08-16 260.00 0.040 - 0.27 20.45
Citi Call 215 PGR 16.01.2025   Call Progressive Corporat... 2025-01-16 215.00 1.500 - 0.29 6.16
JP Morgan Call 220 PGR 19.07.2024   Call Progressive Corporat... 2024-07-19 220.00 0.340 0.490 0.33 13.42
Morgan Stanley Call 200 PGR 21.06.2024   Call Progressive Corporat... 2024-06-21 200.00 0.740 0.780 0.27 15.94
JP Morgan Call 205 PGR 19.07.2024   Call Progressive Corporat... 2024-07-19 205.00 0.860 0.960 0.33 10.51
Citi Call 185 PGR 19.12.2024   Call Progressive Corporat... 2024-12-19 185.00 - - 0.58 3.29
Goldman Sachs Call 205 PGR 21.06.2024   Call Progressive Corporat... 2024-06-21 205.00 0.450 - 0.23 22.14
Morgan Stanley Call 165 PGR 20.09.2024   Call Progressive Corporat... 2024-09-20 165.00 4.12 4.16 0.42 3.90
JP Morgan Call 225 PGR 21.06.2024   Call Progressive Corporat... 2024-06-21 225.00 0.061 0.260 0.60 13.20
Citi Call 150 PGR 20.06.2024   Call Progressive Corporat... 2024-06-20 150.00 5.000 - - -
JP Morgan Call 245 PGR 21.06.2024   Call Progressive Corporat... 2024-06-21 245.00 0.008 0.510 0.88 9.24
Morgan Stanley Call 195 PGR 20.09.2024   Call Progressive Corporat... 2024-09-20 195.00 1.82 1.86 0.30 6.80
BVT Call 240 PGR 21.06.2024   Call Progressive Corporat... 2024-06-21 240.00 0.008 0.056 0.40 22.78
Citi Call 225 PGR 16.01.2025   Call Progressive Corporat... 2025-01-16 225.00 1.130 - 0.29 6.82
Goldman Sachs Call 250 PGR 21.06.2024   Call Progressive Corporat... 2024-06-21 250.00 0.003 - 0.30 39.83
Morgan Stanley Call 240 PGR 20.12.2024   Call Progressive Corporat... 2024-12-20 240.00 0.540 0.580 0.27 8.98
BVT Call 210 PGR 20.12.2024   Call Progressive Corporat... 2024-12-20 210.00 1.61 1.64 0.30 6.23
Morgan Stanley Call 230 PGR 20.12.2024   Call Progressive Corporat... 2024-12-20 230.00 0.770 0.810 0.27 8.26
JP Morgan Call 275 PGR 15.11.2024   Call Progressive Corporat... 2024-11-15 275.00 0.130 0.430 0.36 8.71
Morgan Stanley Call 280 PGR 20.09.2024   Call Progressive Corporat... 2024-09-20 280.00 0.099 0.135 0.35 12.02
JP Morgan Call 280 PGR 15.11.2024   Call Progressive Corporat... 2024-11-15 280.00 0.100 0.400 0.39 7.82
Morgan Stanley Call 300 PGR 20.09.2024   Call Progressive Corporat... 2024-09-20 300.00 0.085 0.121 0.40 11.07
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