Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 185 TSM 19.07.2024   Call Taiwan Semiconductor... 2024-07-19 185.00 0.500 0.520 0.58 10.25
Soc. Generale Call 185 TSM 19.07.2024   Call Taiwan Semiconductor... 2024-07-19 185.00 0.500 0.520 0.58 10.25
Goldman Sachs Call 180 TSM 19.07.2024   Call Taiwan Semiconductor... 2024-07-19 180.00 0.610 - 0.54 10.23
JP Morgan Call 260 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 260.00 - - 0.49 10.17
BVT Call 225 TSM 20.06.2025   Call Taiwan Semiconductor... 2025-06-20 225.00 0.240 0.250 0.21 10.15
BVT Call 225 TSM 20.06.2025   Call Taiwan Semiconductor... 2025-06-20 225.00 0.240 0.250 0.21 10.15
BVT Call 180 TSM 19.07.2024   Call Taiwan Semiconductor... 2024-07-19 180.00 0.630 0.660 0.55 10.11
BVT Call 180 TSM 19.07.2024   Call Taiwan Semiconductor... 2024-07-19 180.00 0.630 0.660 0.55 10.11
BVT Call 235 TSM 21.03.2025   Call Taiwan Semiconductor... 2025-03-21 235.00 0.184 0.196 0.25 10.11
BVT Call 235 TSM 21.03.2025   Call Taiwan Semiconductor... 2025-03-21 235.00 0.184 0.196 0.25 10.11
JP Morgan Call 240 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 240.00 - - 0.46 10.06
JP Morgan Call 250 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 250.00 - - 0.49 10.01
JP Morgan Call 200 TSM 16.08.2024   Call Taiwan Semiconductor... 2024-08-16 200.00 - - 0.48 9.98
JP Morgan Call 255 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 255.00 - - 0.49 9.94
BVT Call 230 TSM 20.06.2025   Call Taiwan Semiconductor... 2025-06-20 230.00 0.228 0.240 0.21 9.93
BVT Call 230 TSM 20.06.2025   Call Taiwan Semiconductor... 2025-06-20 230.00 0.228 0.240 0.21 9.93
JP Morgan Call 165 TSM 05.07.2024   Call Taiwan Semiconductor... 2024-07-05 165.00 - - 0.56 9.85
JP Morgan Call 176 TSM 19.07.2024   Call Taiwan Semiconductor... 2024-07-19 176.00 - - 0.53 9.83
BVT Call 210 TSM 16.08.2024   Call Taiwan Semiconductor... 2024-08-16 210.00 0.300 0.310 0.52 9.82
BVT Call 210 TSM 16.08.2024   Call Taiwan Semiconductor... 2024-08-16 210.00 0.300 0.310 0.52 9.82
JP Morgan Call 172 TSM 19.07.2024   Call Taiwan Semiconductor... 2024-07-19 172.00 - - 0.49 9.79
JP Morgan Call 160 TSM 28.06.2024   Call Taiwan Semiconductor... 2024-06-28 160.00 - - 0.65 9.79
Goldman Sachs Call 250 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 250.00 0.120 - 0.49 9.72
BVT Call 235 TSM 20.06.2025   Call Taiwan Semiconductor... 2025-06-20 235.00 0.216 0.228 0.22 9.75
BVT Call 235 TSM 20.06.2025   Call Taiwan Semiconductor... 2025-06-20 235.00 0.216 0.228 0.22 9.75
Morgan Stanley Call 180 TSM 20.12.2024   Call Taiwan Semiconductor... 2024-12-20 180.00 7.71 - 0.20 9.72
JP Morgan Call 245 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 245.00 - - 0.49 9.69
Soc. Generale Call 180 TSM 19.07.2024   Call Taiwan Semiconductor... 2024-07-19 180.00 0.620 0.640 0.57 9.68
Soc. Generale Call 180 TSM 19.07.2024   Call Taiwan Semiconductor... 2024-07-19 180.00 0.620 0.640 0.57 9.68
Morgan Stanley Call 240 TSM 20.09.2024   Call Taiwan Semiconductor... 2024-09-20 240.00 0.148 - 0.48 9.66
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