Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 6.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 6.20 0.450 0.460 0.49 4.24
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.70 0.710 0.720 0.46 4.18
Morgan Stanley Call 6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 6.00 0.480 0.490 0.49 4.18
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 0.640 0.660 0.42 4.07
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 0.640 0.670 0.42 4.07
Morgan Stanley Call 4.6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.60 0.770 0.780 0.48 4.00
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.80 1.100 1.120 0.44 3.99
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 3.80 1.09 1.11 0.44 3.99
Morgan Stanley Call 5.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.40 0.630 0.640 0.47 3.98
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.20 0.920 0.940 0.41 3.97
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.20 0.920 0.940 0.41 3.97
Morgan Stanley Call 5.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.30 0.670 0.680 0.47 3.90
Morgan Stanley Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 0.840 0.850 0.48 3.85
Morgan Stanley Call 5.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.20 0.720 0.730 0.47 3.83
Morgan Stanley Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 2024-09-20 4.00 1.02 1.03 0.56 3.81
Morgan Stanley Call 5.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.10 0.760 0.770 0.47 3.77
Morgan Stanley Call 4.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.40 0.91 0.92 0.49 3.71
Morgan Stanley Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 5.00 0.810 0.820 0.47 3.67
BNP Paribas Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 - - 0.43 3.62
BNP Paribas Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 1.07 1.09 0.43 3.62
Morgan Stanley Call 4.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.90 0.860 0.870 0.47 3.59
Soc. Generale Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.50 0.910 0.930 0.43 3.56
Soc. Generale Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.50 0.900 0.940 0.43 3.56
Morgan Stanley Call 4.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.30 0.98 0.99 0.50 3.55
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 1.080 1.120 0.44 3.54
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 1.08 1.10 0.44 3.54
Morgan Stanley Call 4.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.20 1.11 1.12 0.40 3.53
Morgan Stanley Call 4.8 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.80 0.910 0.920 0.48 3.51
Morgan Stanley Call 4.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 2025-03-21 4.70 0.97 0.98 0.48 3.41
Morgan Stanley Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.20 1.06 1.07 0.51 3.41