Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 4.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.20 - - 0.42 5.29
BNP Paribas Call 3.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.80 - - 0.46 4.20
BNP Paribas Call 3.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.50 - - 0.51 3.51
BNP Paribas Call 2.5 RR/L 20.09.2024   Call ROLLS ROYCE HLDGS LS... 9/20/2024 2.50 - - - -
Soc. Generale Put 4 RR/ 20.09.2024   Put Rolls-Royce Holdings... 9/20/2024 4.00 - - 0.42 -5.51
Soc. Generale Put 3.5 RR/ 20.09.2024   Put Rolls-Royce Holdings... 9/20/2024 3.50 - - 0.48 -5.88
BNP Paribas Call 3 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.00 - - 0.61 2.68
Soc. Generale Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 5.00 - - 0.41 7.37
BNP Paribas Call 5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 5.00 - - 0.39 7.80
BNP Paribas Call 4.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.80 - - 0.39 7.28
BNP Paribas Call 3.2 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.20 - - 0.56 2.97
Soc. Generale Call 3.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 3.50 - - 0.57 3.29
BNP Paribas Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.50 - - 0.40 6.21
BNP Paribas Call 2.8 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 2.80 - - 0.65 2.44
Soc. Generale Call 4.5 RR/ 20.09.2024   Call Rolls-Royce Holdings... 9/20/2024 4.50 - - 0.44 5.74
Soc. Generale Put 4.5 RR/ 20.09.2024   Put Rolls-Royce Holdings... 9/20/2024 4.50 - - 0.39 -4.77
BNP Paribas Call 2.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 2.80 - - 0.56 2.31
BNP Paribas Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.80 - - 0.40 5.14
Soc. Generale Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.00 - - 0.43 5.06
BNP Paribas Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.80 - - 0.45 3.52
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 - - 0.41 4.65
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.00 - - 0.47 3.61
BNP Paribas Call 3.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.20 - - 0.51 2.71
Soc. Generale Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 3.00 - - 0.53 -4.17
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.50 - - 0.41 5.89
BNP Paribas Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.00 - - 0.40 5.41
Soc. Generale Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.50 - - 0.53 2.91
BNP Paribas Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.50 - - 0.48 3.06
BNP Paribas Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.00 - - 0.43 3.83
Soc. Generale Put 4.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 4.50 - - 0.41 -3.40