Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.00 0.890 0.910 0.44 4.27
BNP Paribas Call 6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 6.00 0.340 0.350 0.38 6.33
Soc. Generale Put 5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 21/03/2025 5.00 0.490 0.510 0.40 -4.50
BNP Paribas Call 4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.00 1.72 1.74 0.50 2.96
BNP Paribas Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.00 0.860 0.870 0.42 4.42
BNP Paribas Call 5.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.20 0.720 0.730 0.41 4.80
Soc. Generale Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.50 1.29 1.31 0.48 3.48
BNP Paribas Call 4.2 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.20 1.52 1.54 0.49 3.19
Soc. Generale Put 3.5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 21/03/2025 3.50 0.089 0.110 0.52 -5.12
BNP Paribas Call 5.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.50 0.550 0.560 0.39 5.39
Soc. Generale Call 4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.00 1.75 1.77 0.53 2.89
BNP Paribas Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.50 1.25 1.27 0.46 3.62
Soc. Generale Put 4 RR/ 21.03.2025   Put Rolls-Royce Holdings... 21/03/2025 4.00 0.170 0.190 0.48 -5.00
Soc. Generale Call 4 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.00 1.770 1.790 0.53 2.89
Soc. Generale Put 3 RR/ 21.03.2025   Put Rolls-Royce Holdings... 21/03/2025 3.00 0.044 0.063 0.58 -5.06
Soc. Generale Put 4 RR/ 21.03.2025   Put Rolls-Royce Holdings... 21/03/2025 4.00 0.170 0.190 0.48 -5.00
Soc. Generale Put 3.5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 21/03/2025 3.50 0.087 0.110 0.52 -5.12
Soc. Generale Call 4.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 4.50 1.310 1.330 0.48 3.48
Soc. Generale Put 3 RR/ 21.03.2025   Put Rolls-Royce Holdings... 21/03/2025 3.00 0.043 0.062 0.58 -5.06
Soc. Generale Call 5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.00 0.900 0.920 0.44 4.27
Soc. Generale Put 5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 21/03/2025 5.00 0.490 0.510 0.40 -4.50
Soc. Generale Call 6 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 6.00 0.380 0.400 0.40 5.92
Soc. Generale Put 4.5 RR/ 21.03.2025   Put Rolls-Royce Holdings... 21/03/2025 4.50 0.290 0.310 0.43 -4.85
Soc. Generale Call 5.5 RR/ 21.03.2025   Call Rolls-Royce Holdings... 21/03/2025 5.50 0.510 0.530 0.36 5.79
Soc. Generale Put 5 RR/ 20.06.2025   Put Rolls-Royce Holdings... 20/06/2025 5.00 0.620 0.640 0.41 -3.47
Soc. Generale Call 4.5 RR/ 20.06.2025   Call Rolls-Royce Holdings... 20/06/2025 4.50 1.430 1.450 0.45 3.18
Soc. Generale Put 3 RR/ 20.06.2025   Put Rolls-Royce Holdings... 20/06/2025 3.00 0.081 0.100 0.53 -4.15
Soc. Generale Put 4.5 RR/ 20.06.2025   Put Rolls-Royce Holdings... 20/06/2025 4.50 0.410 0.430 0.43 -3.71
Soc. Generale Put 3.5 RR/ 20.06.2025   Put Rolls-Royce Holdings... 20/06/2025 3.50 0.150 0.170 0.49 -4.07
Soc. Generale Call 5 RR/ 20.06.2025   Call Rolls-Royce Holdings... 20/06/2025 5.00 1.030 1.050 0.40 3.84