Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BVT Put 240 ROG 21.06.2024   Put ROCHE GS 2024-06-21 240.00 0.016 0.026 0.33 -78.03
BVT Put 280 ROG 21.06.2024   Put ROCHE GS 2024-06-21 280.00 - - 1.41 -6.16
Goldman Sachs Call 245 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 245.00 0.510 0.560 - -
Goldman Sachs Call 320 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 320.00 0.001 0.300 2.16 13.90
BVT Call 240 ROG 21.06.2024   Call ROCHE GS 2024-06-21 240.00 1.030 1.040 1.16 13.23
Soc. Generale Call 250 ROG 21.06.2024   Call ROCHE GS 2024-06-21 250.00 0.099 0.300 0.40 53.21
Soc. Generale Call 260 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 260.00 - - 0.02 1,339.98
Soc. Generale Call 350 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 350.00 - - 1.34 36.58
Soc. Generale Call 240 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 240.00 - - - -
Soc. Generale Call 220 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 220.00 - - - -
Soc. Generale Call 380 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 380.00 - - 1.66 30.01
Soc. Generale Call 300 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 300.00 - - 0.70 66.00
Soc. Generale Call 450 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 450.00 - - 2.31 22.29
Soc. Generale Call 360 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 360.00 - - 1.45 33.99
Soc. Generale Call 310 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 310.00 - - 0.84 55.91
Soc. Generale Call 390 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 390.00 - - 1.76 28.44
Soc. Generale Call 330 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 330.00 - - 1.10 43.73
Soc. Generale Call 280 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 280.00 - - 0.39 111.11
Morgan Stanley Call 255 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 255.00 - - - -
Morgan Stanley Put 225 RHHVF 21.06.2024   Put Roche Holding Ltd 2024-06-21 225.00 - - 2.17 -10.86
Goldman Sachs Call 280 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 280.00 - - 1.10 23.49
Goldman Sachs Call 300 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 300.00 - - 1.67 16.97
BNP Paribas Call 230 ROG 21.06.2024   Call ROCHE GS 2024-06-21 230.00 - - 1.03 11.23
BNP Paribas Call 225 ROG 21.06.2024   Call ROCHE GS 2024-06-21 225.00 - - 1.25 9.03
BNP Paribas Call 250 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 250.00 - - - -
BNP Paribas Call 232 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 232.00 - - - -
BNP Paribas Put 220 RHHVF 21.06.2024   Put Roche Holding Ltd 2024-06-21 220.00 - - 1.07 -34.20
BNP Paribas Put 210 RHHVF 21.06.2024   Put Roche Holding Ltd 2024-06-21 210.00 - - 1.30 -29.15
BNP Paribas Call 212 RHHVF 21.06.2024   Call Roche Holding Ltd 2024-06-21 212.00 - - - -
BNP Paribas Put 230 RHHVF 21.06.2024   Put Roche Holding Ltd 2024-06-21 230.00 - - 0.83 -42.12
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