Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 38 DAL 17.01.2025   Call Delta Air Lines Inc 17/01/2025 38.00 1.080 1.140 0.46 3.54
Citi Call 35 DAL 19.06.2025   Call Delta Air Lines Inc 19/06/2025 35.00 1.420 - 0.39 2.79
BNP Paribas Put 50 DAL 20.12.2024   Put Delta Air Lines Inc 20/12/2024 50.00 0.320 0.330 - -
Morgan Stanley Call 64 DAL 20.12.2024   Call Delta Air Lines Inc 20/12/2024 64.00 0.029 0.040 0.41 11.55
Soc. Generale Call 36 DAL 20.12.2024   Call Delta Air Lines Inc 20/12/2024 36.00 1.220 - 0.49 3.34
Citi Call 50 DAL 16.01.2025   Call Delta Air Lines Inc 16/01/2025 50.00 0.360 - 0.31 8.10
BNP Paribas Call 50 DAL 17.01.2025   Call Delta Air Lines Inc 17/01/2025 50.00 0.360 0.370 0.56 5.26
Morgan Stanley Call 43 DAL 20.12.2024   Call Delta Air Lines Inc 20/12/2024 43.00 0.700 0.710 0.41 5.09
Soc. Generale Call 45 DAL 16.01.2026   Call Delta Air Lines Inc 16/01/2026 45.00 0.990 1.040 0.38 3.03
Morgan Stanley Call 47 DAL 20.12.2024   Call Delta Air Lines Inc 20/12/2024 47.00 0.450 0.460 0.38 6.57
BNP Paribas Call 35 DAL 20.12.2024   Call Delta Air Lines Inc 20/12/2024 35.00 1.33 - 0.99 2.62
Morgan Stanley Call 51 DAL 20.12.2024   Call Delta Air Lines Inc 20/12/2024 51.00 0.260 0.270 0.36 8.47
Soc. Generale Call 52 DAL 17.01.2025   Call Delta Air Lines Inc 17/01/2025 52.00 0.280 0.310 0.39 6.95
Morgan Stanley Put 40 DAL 21.03.2025   Put Delta Air Lines Inc 21/03/2025 40.00 0.115 0.125 0.39 -6.01
BNP Paribas Call 55 DAL 20.12.2024   Call Delta Air Lines Inc 20/12/2024 55.00 0.140 0.150 0.52 7.69
Morgan Stanley Call 70 DAL 21.03.2025   Call Delta Air Lines Inc 21/03/2025 70.00 0.049 0.059 0.36 9.28
Soc. Generale Call 54 DAL 20.06.2025   Call Delta Air Lines Inc 20/06/2025 54.00 0.410 0.440 0.37 4.96
Morgan Stanley Call 62 DAL 20.12.2024   Call Delta Air Lines Inc 20/12/2024 62.00 0.040 0.050 0.37 12.38
BNP Paribas Put 50 DAL 17.01.2025   Put Delta Air Lines Inc 17/01/2025 50.00 0.360 0.370 - -
Morgan Stanley Call 48 DAL 21.03.2025   Call Delta Air Lines Inc 21/03/2025 48.00 0.540 0.550 0.37 5.15
Soc. Generale Call 44 DAL 19.09.2025   Call Delta Air Lines Inc 19/09/2025 44.00 0.930 0.980 0.38 3.33
Morgan Stanley Call 74 DAL 20.12.2024   Call Delta Air Lines Inc 20/12/2024 74.00 0.010 0.040 0.56 9.04
Soc. Generale Call 48 DAL 17.01.2025   Call Delta Air Lines Inc 17/01/2025 48.00 0.440 0.480 0.40 5.87
Morgan Stanley Call 56 DAL 21.03.2025   Call Delta Air Lines Inc 21/03/2025 56.00 0.230 0.240 0.34 7.07
Soc. Generale Call 46 DAL 17.01.2025   Call Delta Air Lines Inc 17/01/2025 46.00 0.540 0.580 0.41 5.26
Morgan Stanley Call 41 DAL 21.03.2025   Call Delta Air Lines Inc 21/03/2025 41.00 0.950 0.960 0.39 3.84
BNP Paribas Call 60 DAL 20.12.2024   Call Delta Air Lines Inc 20/12/2024 60.00 0.053 0.091 0.43 9.48
Morgan Stanley Call 51 DAL 20.06.2025   Call Delta Air Lines Inc 20/06/2025 51.00 0.510 0.520 0.36 4.77
Soc. Generale Call 35 DAL 20.12.2024   Call Delta Air Lines Inc 20/12/2024 35.00 1.300 - 0.49 3.19
Morgan Stanley Call 58 DAL 19.12.2025   Call Delta Air Lines Inc 19/12/2025 58.00 0.450 0.460 0.34 4.42
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