Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.20 0.380 0.390 0.40 5.68
BNP Paribas Call 3.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.20 1.840 1.860 0.52 2.62
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 0.730 0.740 0.42 4.46
BNP Paribas Call 2.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 2.80 2.250 2.270 0.57 2.23
BNP Paribas Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.50 0.290 0.300 0.40 6.08
BNP Paribas Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.80 1.260 1.280 0.46 3.36
BNP Paribas Call 3 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.00 2.040 2.060 0.55 2.40
BNP Paribas Call 4.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.20 0.930 0.950 0.43 3.99
Soc. Generale Call 6 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 6.00 0.200 0.220 0.44 6.13
Soc. Generale Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.00 0.490 0.520 0.43 5.03
Soc. Generale Put 4.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 4.50 0.510 0.530 0.42 -3.88
Soc. Generale Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 3.50 0.160 0.180 0.49 -4.57
Soc. Generale Put 3 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 3.00 0.081 0.100 0.53 -4.81
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.00 1.090 1.130 0.46 3.57
Soc. Generale Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.50 1.550 1.600 0.52 2.86
Soc. Generale Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 0.740 0.780 0.44 4.29
Soc. Generale Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.50 0.320 0.340 0.43 5.64
BNP Paribas Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.00 - - 0.45 3.65
BNP Paribas Call 3.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.50 - - 0.49 2.94
BNP Paribas Call 4.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.80 - - 0.41 4.96
Soc. Generale Put 4 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 4.00 0.300 0.320 0.45 -4.30
BNP Paribas Call 5.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.20 - - 0.40 5.68
BNP Paribas Call 4.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.50 - - 0.42 4.46
BNP Paribas Call 3.2 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.20 - - 0.52 2.62
Soc. Generale Call 5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.00 0.490 0.520 0.43 5.03
Soc. Generale Call 4 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 4.00 1.09 1.13 0.46 3.57
BNP Paribas Call 3.8 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 3.80 - - 0.46 3.36
Soc. Generale Put 3.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 3.50 0.160 0.180 0.49 -4.57
Soc. Generale Put 4.5 RR/ 20.12.2024   Put Rolls-Royce Holdings... 12/20/2024 4.50 0.510 0.530 0.42 -3.88
BNP Paribas Call 5.5 RR/ 20.12.2024   Call Rolls-Royce Holdings... 12/20/2024 5.50 - - 0.40 6.08