Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 14 VALE 20.09.2024   Call Vale SA 9/20/2024 14.00 0.190 - 0.35 10.32
JP Morgan Call 15 VALE 20.09.2024   Call Vale SA 9/20/2024 15.00 0.008 0.018 0.42 9.11
Soc. Generale Call 19 VALE 20.09.2024   Call Vale SA 9/20/2024 19.00 0.041 - 0.49 10.06
Soc. Generale Put 12 VALE 20.09.2024   Put Vale SA 9/20/2024 12.00 1.040 - 0.36 -5.50
Soc. Generale Call 12 VALE 20.09.2024   Call Vale SA 9/20/2024 12.00 0.550 - 0.31 8.53
Soc. Generale Call 22 VALE 20.09.2024   Call Vale SA 9/20/2024 22.00 0.018 - 0.54 10.19
Citi Call 16.5 VALE 19.12.2024   Call Vale SA 12/19/2024 16.50 0.080 - 0.31 10.33
Citi Call 16.5 VALE 19.12.2024   Call Vale SA 12/19/2024 16.50 0.080 - 0.31 10.33
Morgan Stanley Call 16.5 VALE 20.12.2024   Call Vale SA 12/20/2024 16.50 0.084 - 0.36 9.37
Soc. Generale Call 14 VALE 20.12.2024   Call Vale SA 12/20/2024 14.00 0.370 - 0.32 7.74
Morgan Stanley Call 20.5 VALE 20.12.2024   Call Vale SA 12/20/2024 20.50 0.009 - 0.32 14.10
JP Morgan Put 13 VALE 20.12.2024   Put Vale SA 12/20/2024 13.00 0.190 0.200 - -
Morgan Stanley Call 26 VALE 20.12.2024   Call Vale SA 12/20/2024 26.00 0.001 - 0.38 13.70
Soc. Generale Call 22 VALE 20.12.2024   Call Vale SA 12/20/2024 22.00 0.033 - 0.42 9.26
Morgan Stanley Call 13.5 VALE 20.12.2024   Call Vale SA 12/20/2024 13.50 0.350 - 0.37 7.08
JP Morgan Put 16 VALE 20.12.2024   Put Vale SA 12/20/2024 16.00 0.430 0.440 - -
Morgan Stanley Call 24 VALE 20.12.2024   Call Vale SA 12/20/2024 24.00 0.001 - 0.35 14.75
Soc. Generale Call 13 VALE 20.12.2024   Call Vale SA 12/20/2024 13.00 0.550 - 0.31 7.20
Morgan Stanley Call 20 VALE 20.12.2024   Call Vale SA 12/20/2024 20.00 0.012 - 0.33 13.51
Soc. Generale Put 14 VALE 20.12.2024   Put Vale SA 12/20/2024 14.00 2.75 - 0.43 -2.57
Morgan Stanley Call 22.5 VALE 20.12.2024   Call Vale SA 12/20/2024 22.50 0.002 - 0.32 15.75
Soc. Generale Call 15 VALE 20.12.2024   Call Vale SA 12/20/2024 15.00 0.250 - 0.33 8.22
Morgan Stanley Call 19 VALE 20.12.2024   Call Vale SA 12/20/2024 19.00 0.022 - 0.35 11.54
JP Morgan Put 15 VALE 20.12.2024   Put Vale SA 12/20/2024 15.00 0.350 0.360 0.36 -2.58
Morgan Stanley Call 21.5 VALE 20.12.2024   Call Vale SA 12/20/2024 21.50 0.005 - 0.30 16.56
Soc. Generale Put 16 VALE 20.12.2024   Put Vale SA 12/20/2024 16.00 4.370 - 0.50 -1.83
Morgan Stanley Call 15.5 VALE 20.12.2024   Call Vale SA 12/20/2024 15.50 0.139 - 0.36 8.71
JP Morgan Call 12 VALE 20.12.2024   Call Vale SA 12/20/2024 12.00 0.082 0.092 0.33 5.78
Morgan Stanley Call 17 VALE 20.12.2024   Call Vale SA 12/20/2024 17.00 0.064 - 0.35 10.05
Soc. Generale Call 18 VALE 20.12.2024   Call Vale SA 12/20/2024 18.00 0.100 - 0.38 8.77
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