Name   Option type Underlying Maturity Strike price Bid Ask Impli. Omega  
BNP Paribas Call 25 LDO 20.03.2025   Call LEONARDO 3/20/2025 25.00 - - 0.53 4.66
Soc. Generale Call 26 LDO 20.03.2025   Call LEONARDO 3/20/2025 26.00 - - 0.41 5.88
BVT Call 30 LDO 20.03.2025   Call LEONARDO 3/20/2025 30.00 - - 0.41 8.74
BNP Paribas Call 30 LDO 20.03.2025   Call LEONARDO 3/20/2025 30.00 - - 0.40 9.02
Soc. Generale Put 30 LDO 20.03.2025   Put LEONARDO 3/20/2025 30.00 - - 0.35 -8.14
Soc. Generale Put 28 LDO 20.03.2025   Put LEONARDO 3/20/2025 28.00 - - 0.39 -9.10
BNP Paribas Put 30 LDO 20.03.2025   Put LEONARDO 3/20/2025 30.00 - - 0.34 -8.24
Soc. Generale Put 20 LDO 20.03.2025   Put LEONARDO 3/20/2025 20.00 - - 0.67 -8.05
BVT Put 21 LDO 20.03.2025   Put LEONARDO 3/20/2025 21.00 - - 0.54 -10.58
BVT Call 26 LDO 20.03.2025   Call LEONARDO 3/20/2025 26.00 - - 0.56 4.89
BVT Call 27 LDO 20.03.2025   Call LEONARDO 3/20/2025 27.00 - - 0.51 5.63
BNP Paribas Call 28 LDO 20.03.2025   Call LEONARDO 3/20/2025 28.00 - - 0.43 6.97
BVT Put 23 LDO 20.03.2025   Put LEONARDO 3/20/2025 23.00 - - 0.47 -11.18
BVT Call 21 LDO 20.03.2025   Call LEONARDO 3/20/2025 21.00 - - 0.91 2.77
BVT Call 28 LDO 20.03.2025   Call LEONARDO 3/20/2025 28.00 - - 0.47 6.52
BVT Put 17 LDO 20.03.2025   Put LEONARDO 3/20/2025 17.00 - - 0.76 -8.05
BVT Put 30 LDO 20.03.2025   Put LEONARDO 3/20/2025 30.00 - - - -
BVT Put 26 LDO 20.03.2025   Put LEONARDO 3/20/2025 26.00 - - 0.40 -10.89
Soc. Generale Call 20 LDO 20.03.2025   Call LEONARDO 3/20/2025 20.00 - - 0.67 2.89
BNP Paribas Put 22 LDO 20.03.2025   Put LEONARDO 3/20/2025 22.00 - - 0.56 -9.25
BNP Paribas Call 24 LDO 20.03.2025   Call LEONARDO 3/20/2025 24.00 - - 0.58 4.12
Soc. Generale Put 22 LDO 20.03.2025   Put LEONARDO 3/20/2025 22.00 - - 0.54 -9.94
Soc. Generale Put 14 LDO 20.03.2025   Put LEONARDO 3/20/2025 14.00 - - 0.60 -15.16
Soc. Generale Call 28 LDO 20.03.2025   Call LEONARDO 3/20/2025 28.00 - - 0.38 7.75
Soc. Generale Put 22 LDO 20.03.2025   Put LEONARDO 3/20/2025 22.00 - - 0.54 -9.94
Soc. Generale Call 22 LDO 20.03.2025   Call LEONARDO 3/20/2025 22.00 0.770 0.800 0.59 3.49
BVT Put 25 LDO 20.03.2025   Put LEONARDO 3/20/2025 25.00 - - 0.41 -11.26
Soc. Generale Put 24 LDO 20.03.2025   Put LEONARDO 3/20/2025 24.00 0.015 0.025 0.45 -11.03
Soc. Generale Put 16 LDO 20.03.2025   Put LEONARDO 3/20/2025 16.00 0.001 0.070 0.77 -8.43
Soc. Generale Call 25 LDO 20.03.2025   Call LEONARDO 3/20/2025 25.00 0.500 0.530 0.49 4.85
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