Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Goldman Sachs Call 70 SRE 21.06.2024   Call Sempra 2024-06-21 70.00 0.660 0.680 0.53 7.68
Morgan Stanley Call 85 SRE 20.12.2024   Call Sempra 2024-12-20 85.00 0.184 0.191 0.19 11.59
Soc. Generale Call 60 SRE 20.12.2024   Call Sempra 2024-12-20 60.00 1.640 - - -
Morgan Stanley Call 70 SRE 20.12.2024   Call Sempra 2024-12-20 70.00 0.900 0.910 0.21 6.23
Soc. Generale Call 104 SRE 19.06.2026   Call Sempra 2026-06-19 104.00 0.240 0.260 0.21 6.40
Morgan Stanley Call 80 SRE 21.03.2025   Call Sempra 2025-03-21 80.00 0.420 0.480 0.20 7.66
Soc. Generale Call 100 SRE 19.12.2025   Call Sempra 2025-12-19 100.00 0.190 0.200 0.20 7.59
Morgan Stanley Call 95 SRE 21.03.2025   Call Sempra 2025-03-21 95.00 0.103 0.132 0.22 10.17
Soc. Generale Call 60 SRE 20.12.2024   Call Sempra 2024-12-20 60.00 1.65 - - -
Morgan Stanley Call 85 SRE 20.09.2024   Call Sempra 2024-09-20 85.00 0.096 0.100 0.20 16.40
Soc. Generale Call 80 SRE 19.06.2026   Call Sempra 2026-06-19 80.00 0.840 0.860 0.19 4.81
Morgan Stanley Call 90 SRE 20.12.2024   Call Sempra 2024-12-20 90.00 0.106 0.113 0.20 12.67
Goldman Sachs Call 66 SRE 21.06.2024   Call Sempra 2024-06-21 66.00 1.020 1.040 0.64 5.74
Morgan Stanley Call 85 SRE 21.03.2025   Call Sempra 2025-03-21 85.00 0.250 0.310 0.20 8.80
Soc. Generale Put 80 SRE 17.01.2025   Put Sempra 2025-01-17 80.00 0.590 0.600 0.23 -6.05
Morgan Stanley Put 75 SRE 20.12.2024   Put Sempra 2024-12-20 75.00 0.350 0.360 0.24 -7.53
Soc. Generale Put 80 SRE 20.09.2024   Put Sempra 2024-09-20 80.00 0.450 0.460 0.21 -9.15
Morgan Stanley Call 95 SRE 21.06.2024   Call Sempra 2024-06-21 95.00 - - 0.66 15.70
Soc. Generale Call 72 SRE 20.03.2026   Call Sempra 2026-03-20 72.00 1.160 1.180 0.19 4.37
Morgan Stanley Call 100 SRE 20.09.2024   Call Sempra 2024-09-20 100.00 0.040 0.049 0.32 13.07
Goldman Sachs Call 84 SRE 21.06.2024   Call Sempra 2024-06-21 84.00 0.001 0.071 0.43 19.68
Morgan Stanley Call 80 SRE 20.12.2024   Call Sempra 2024-12-20 80.00 0.340 0.350 0.19 9.74
Soc. Generale Call 84 SRE 19.12.2025   Call Sempra 2025-12-19 84.00 0.550 0.570 0.20 5.94
Morgan Stanley Call 100 SRE 20.12.2024   Call Sempra 2024-12-20 100.00 0.060 0.069 0.25 11.95
Soc. Generale Put 80 SRE 17.01.2025   Put Sempra 2025-01-17 80.00 0.590 0.600 0.23 -6.05
Morgan Stanley Call 75 SRE 21.03.2025   Call Sempra 2025-03-21 75.00 0.650 0.720 0.21 6.36
Soc. Generale Call 88 SRE 19.12.2025   Call Sempra 2025-12-19 88.00 0.430 0.450 0.20 6.43
Morgan Stanley Call 100 SRE 21.03.2025   Call Sempra 2025-03-21 100.00 0.081 0.099 0.23 10.20
Goldman Sachs Call 85 SRE 21.06.2024   Call Sempra 2024-06-21 85.00 0.002 0.150 0.41 21.66
Morgan Stanley Call 160 SRE 21.06.2024   Call Sempra 2024-06-21 160.00 - - 1.86 6.94