Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 5.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.40 - - 0.47 4.90
Morgan Stanley Call 5.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.30 - - 0.46 4.83
Soc. Generale Call 5.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.50 - - 0.40 4.77
Soc. Generale Call 5.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.50 0.440 0.470 0.40 4.77
Morgan Stanley Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.20 - - 0.46 4.78
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.10 - - 0.46 4.67
Morgan Stanley Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.00 - - 0.46 4.52
BNP Paribas Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.00 - - 0.43 4.46
BNP Paribas Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.00 0.910 0.930 0.43 4.46
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 0.730 0.740 0.40 4.44
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 - - 0.40 4.44
Morgan Stanley Call 4.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.90 - - 0.46 4.45
Soc. Generale Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.00 - - 0.44 4.39
Soc. Generale Call 4 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.00 0.930 0.980 0.44 4.39
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.80 - - 0.47 4.28
Soc. Generale Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 - - 0.42 4.27
Soc. Generale Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 0.760 0.800 0.42 4.27
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.70 - - 0.46 4.18
Morgan Stanley Call 6.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 6.20 - - 0.49 4.24
Morgan Stanley Call 6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 6.00 - - 0.49 4.18
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.00 0.660 0.690 0.42 4.07
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.00 - - 0.42 4.07
Morgan Stanley Call 4.6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.60 - - 0.48 4.00
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.20 - - 0.41 3.97
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.20 0.920 0.940 0.41 3.97
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.80 1.100 1.120 0.44 3.99
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.80 - - 0.44 3.99
BNP Paribas Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.50 - - - -
BNP Paribas Call 3.5 RR/ 21.06.2024   Call Rolls-Royce Holdings... 6/21/2024 3.50 - - - -
Morgan Stanley Call 5.4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 3/21/2025 5.40 - - 0.47 3.98