Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 220 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 220.00 5.45 5.50 - -
BNP Paribas Call 238 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 238.00 3.68 3.70 - -
BNP Paribas Call 218 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 218.00 5.68 5.70 - -
BNP Paribas Call 242 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 242.00 3.30 3.32 - -
BNP Paribas Call 255 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 255.00 2.18 2.19 - -
Goldman Sachs Put 140 RHHVF 20.12.2024   Put Roche Holding Ltd 12/20/2024 140.00 0.020 0.120 0.90 -5.05
BVT Call 320 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 320.00 0.070 0.080 0.16 28.80
BNP Paribas Put 300 RHHVF 20.12.2024   Put Roche Holding Ltd 12/20/2024 300.00 3.32 3.34 0.44 -4.82
BNP Paribas Put 280 ROG 20.12.2024   Put ROCHE GS 12/20/2024 280.00 1.66 1.67 0.19 -11.19
BNP Paribas Call 220 ROG 20.12.2024   Call ROCHE GS 12/20/2024 220.00 5.48 5.50 0.34 4.62
Goldman Sachs Call 250 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 250.00 2.54 2.61 - -
Goldman Sachs Put 200 RHHVF 20.12.2024   Put Roche Holding Ltd 12/20/2024 200.00 0.060 0.130 0.49 -9.10
BNP Paribas Call 300 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 300.00 0.230 0.240 0.13 27.91
BVT Call 290 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 290.00 0.380 0.390 0.11 26.99
BNP Paribas Call 260 ROG 20.12.2024   Call ROCHE GS 12/20/2024 260.00 1.79 1.80 0.22 10.20
Soc. Generale Call 380 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 380.00 0.045 0.055 0.31 18.18
Goldman Sachs Call 240 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 240.00 3.47 3.54 - -
BVT Call 300 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 300.00 0.225 0.235 0.14 26.17
Soc. Generale Call 260 ROG 20.12.2024   Call ROCHE GS 12/20/2024 260.00 1.75 1.78 0.24 9.72
Soc. Generale Call 400 ROG 20.12.2024   Call ROCHE GS 12/20/2024 400.00 0.022 0.046 0.39 15.23
Goldman Sachs Call 260 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 260.00 1.75 1.82 - -
Soc. Generale Call 240 ROG 20.12.2024   Call ROCHE GS 12/20/2024 240.00 3.46 3.49 0.29 6.34
BNP Paribas Call 250 ROG 20.12.2024   Call ROCHE GS 12/20/2024 250.00 2.59 2.61 0.24 8.17
BNP Paribas Call 290 ROG 20.12.2024   Call ROCHE GS 12/20/2024 290.00 0.400 0.410 0.20 17.63
BNP Paribas Call 210 ROG 20.12.2024   Call ROCHE GS 12/20/2024 210.00 6.50 6.52 0.39 3.97
Goldman Sachs Call 320 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 320.00 0.080 0.150 0.20 21.75
BVT Put 280 RHHVF 20.12.2024   Put Roche Holding Ltd 12/20/2024 280.00 1.65 1.66 0.39 -6.55
BNP Paribas Put 270 RHHVF 20.12.2024   Put Roche Holding Ltd 12/20/2024 270.00 1.05 1.06 0.32 -9.18
BNP Paribas Call 235 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 235.00 3.97 3.99 - -
BNP Paribas Call 228 RHHVF 20.12.2024   Call Roche Holding Ltd 12/20/2024 228.00 4.67 4.69 - -
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