Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Citi Call 70 SRE 16.01.2025   Call Sempra 16/01/2025 70.00 0.900 - 0.20 6.08
Citi Call 75 SRE 20.06.2024   Call Sempra 20/06/2024 75.00 - - 0.90 8.17
Citi Call 85 SRE 16.01.2025   Call Sempra 16/01/2025 85.00 0.430 - 0.19 10.76
Morgan Stanley Call 80 SRE 21.06.2024   Call Sempra 21/06/2024 80.00 - - 0.54 17.41
Morgan Stanley Call 95 SRE 20.12.2024   Call Sempra 20/12/2024 95.00 0.069 0.089 0.23 12.58
Morgan Stanley Call 75 SRE 20.12.2024   Call Sempra 20/12/2024 75.00 0.560 0.580 0.21 7.76
Morgan Stanley Call 90 SRE 21.03.2025   Call Sempra 21/03/2025 90.00 0.152 0.203 0.21 9.77
Morgan Stanley Call 70 SRE 21.03.2025   Call Sempra 21/03/2025 70.00 0.950 1.030 0.22 5.24
Morgan Stanley Call 90 SRE 20.09.2024   Call Sempra 20/09/2024 90.00 0.050 0.071 0.24 15.94
Morgan Stanley Call 75 SRE 21.06.2024   Call Sempra 21/06/2024 75.00 - - 0.77 9.35
Morgan Stanley Call 95 SRE 21.03.2025   Call Sempra 21/03/2025 95.00 0.103 0.140 0.21 10.37
Morgan Stanley Call 70 SRE 20.12.2024   Call Sempra 20/12/2024 70.00 0.870 0.900 0.21 6.21
Morgan Stanley Call 85 SRE 20.12.2024   Call Sempra 20/12/2024 85.00 0.179 0.198 0.20 11.55
Morgan Stanley Call 75 SRE 20.09.2024   Call Sempra 20/09/2024 75.00 0.420 0.460 0.21 9.93
Morgan Stanley Call 80 SRE 20.09.2024   Call Sempra 20/09/2024 80.00 0.200 0.224 0.20 13.33
Morgan Stanley Call 90 SRE 21.06.2024   Call Sempra 21/06/2024 90.00 - - 0.77 14.21
Morgan Stanley Put 75 SRE 21.03.2025   Put Sempra 21/03/2025 75.00 0.440 0.460 0.25 -5.71
Morgan Stanley Call 100 SRE 21.06.2024   Call Sempra 21/06/2024 100.00 - - 1.00 11.48
Morgan Stanley Call 90 SRE 20.12.2024   Call Sempra 20/12/2024 90.00 0.101 0.120 0.21 12.66
Morgan Stanley Call 85 SRE 21.03.2025   Call Sempra 21/03/2025 85.00 0.240 0.310 0.20 8.82
Morgan Stanley Put 75 SRE 20.12.2024   Put Sempra 20/12/2024 75.00 0.350 0.370 0.24 -7.26
Morgan Stanley Call 70 SRE 20.09.2024   Call Sempra 20/09/2024 70.00 0.770 0.800 0.24 7.16
Morgan Stanley Call 95 SRE 20.09.2024   Call Sempra 20/09/2024 95.00 0.040 0.061 0.28 14.44
Morgan Stanley Call 85 SRE 20.09.2024   Call Sempra 20/09/2024 85.00 0.091 0.107 0.21 16.17
Morgan Stanley Call 160 SRE 21.06.2024   Call Sempra 21/06/2024 160.00 - - 1.93 6.88
Morgan Stanley Call 85 SRE 21.06.2024   Call Sempra 21/06/2024 85.00 - - 0.63 16.61
Morgan Stanley Call 100 SRE 20.09.2024   Call Sempra 20/09/2024 100.00 0.037 0.057 0.33 13.08
Morgan Stanley Call 100 SRE 20.12.2024   Call Sempra 20/12/2024 100.00 0.056 0.077 0.26 11.79
Morgan Stanley Call 75 SRE 21.03.2025   Call Sempra 21/03/2025 75.00 0.650 0.730 0.21 6.29
Morgan Stanley Call 100 SRE 21.03.2025   Call Sempra 21/03/2025 100.00 0.082 0.109 0.23 10.43