Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Morgan Stanley Call 4.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.10 1.12 1.13 0.52 3.28
Morgan Stanley Call 4.6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.60 0.760 0.770 0.48 4.00
Morgan Stanley Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.50 1.67 1.68 0.63 2.54
Morgan Stanley Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.80 0.500 0.510 - -
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.10 0.225 0.229 0.25 8.78
Morgan Stanley Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 1.20 1.21 0.54 3.13
Morgan Stanley Call 4.7 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.70 0.290 0.300 0.18 9.72
Morgan Stanley Call 6.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.20 0.290 0.300 0.51 5.18
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.650 0.660 0.47 4.28
Morgan Stanley Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.50 0.820 0.830 0.48 3.85
Morgan Stanley Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.00 0.460 0.470 - -
Morgan Stanley Call 4.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.30 0.96 0.97 0.50 3.55
Morgan Stanley Call 5.75 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.75 0.360 0.370 0.49 5.03
Morgan Stanley Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.00 0.250 0.260 0.76 -2.80
Morgan Stanley Call 3.75 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.75 1.43 1.44 0.58 2.82
Morgan Stanley Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.20 0.212 0.216 0.26 8.62
Morgan Stanley Call 4.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.40 0.360 0.370 - -
Morgan Stanley Call 3.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.90 1.29 1.30 0.55 3.03
Morgan Stanley Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 2024-12-20 3.50 0.310 0.320 0.63 -3.24
Morgan Stanley Call 6.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.50 0.270 0.280 0.53 5.15
Morgan Stanley Call 6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 6.00 0.320 0.330 0.50 5.14
Morgan Stanley Call 5.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.30 0.460 0.470 0.46 4.83
Morgan Stanley Call 4.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.90 0.600 0.610 0.46 4.45
Morgan Stanley Call 5.1 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.10 0.520 0.530 0.46 4.67
Morgan Stanley Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.80 0.270 0.280 0.20 9.27
Morgan Stanley Call 3.9 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 3.90 0.480 0.490 - -
Morgan Stanley Call 5.4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.40 0.430 0.440 0.47 4.90
Morgan Stanley Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.560 0.570 0.46 4.52
Morgan Stanley Call 4.3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 4.30 0.390 0.400 - -
Morgan Stanley Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 2024-12-20 5.00 0.239 0.243 0.24 8.82