Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 6.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 6.20 - - 0.49 4.24
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.70 - - 0.46 4.18
Morgan Stanley Call 6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 6.00 - - 0.49 4.18
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.00 - - 0.42 4.07
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.00 0.660 0.690 0.42 4.07
Morgan Stanley Call 4.6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.60 - - 0.48 4.00
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 3.80 - - 0.44 3.99
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 3.80 1.100 1.120 0.44 3.99
Morgan Stanley Call 5.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.40 - - 0.47 3.98
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.20 0.920 0.940 0.41 3.97
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.20 - - 0.41 3.97
Morgan Stanley Call 5.3 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.30 - - 0.47 3.90
Morgan Stanley Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.50 - - 0.48 3.85
Morgan Stanley Call 5.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.20 - - 0.47 3.83
Morgan Stanley Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 20/09/2024 4.00 - - 0.56 3.81
Morgan Stanley Call 5.1 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.10 - - 0.47 3.77
Morgan Stanley Call 4.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.40 - - 0.49 3.71
Morgan Stanley Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.00 - - 0.47 3.67
BNP Paribas Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.00 - - 0.43 3.62
BNP Paribas Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.00 - - 0.43 3.62
Morgan Stanley Call 4.9 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.90 - - 0.47 3.59
Soc. Generale Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.50 - - 0.43 3.56
Soc. Generale Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.50 0.930 0.970 0.43 3.56
Morgan Stanley Call 4.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.30 - - 0.50 3.55
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.00 1.100 1.150 0.44 3.54
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.00 - - 0.44 3.54
Morgan Stanley Call 4.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.20 - - 0.40 3.53
Morgan Stanley Call 4.8 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.80 - - 0.48 3.51
Morgan Stanley Call 4.7 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.70 - - 0.48 3.41
Morgan Stanley Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 20/12/2024 4.20 - - 0.51 3.41