Bear Call Spreads — BULL
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Premium | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| BULL | 5.89 | 10-09 5.50 | 0.45 | 10-09 5.00 | 0.70 | -0.25 | 2.00 | 1.43 |
| BULL | 5.89 | 10-09 5.00 | 1.13 | 10-09 4.50 | 1.26 | -0.13 | 1.35 | 1.12 |
| BULL | 5.89 | 10-30 5.50 | 0.72 | 10-30 5.00 | 0.78 | -0.06 | 1.14 | 0.15 |
| BULL | 5.89 | 10-16 5.50 | 0.55 | 10-16 5.00 | 0.90 | -0.35 | 3.33 | 0.15 |
| BULL | 5.89 | 10-23 5.50 | 0.62 | 10-23 5.00 | 0.68 | -0.06 | 1.14 | 0.12 |
| BULL | 5.89 | 10-16 6.00 | 0.25 | 10-16 5.50 | 0.50 | -0.25 | 2.00 | 0.03 |
| BULL | 5.89 | 11-13 6.00 | 0.57 | 11-13 5.50 | 0.64 | -0.07 | 1.16 | 0.03 |
| BULL | 5.89 | 10-23 6.00 | 0.34 | 10-23 5.50 | 0.52 | -0.18 | 1.56 | 0.01 |
| BULL | 5.89 | 10-23 6.50 | 0.18 | 10-23 6.00 | 0.30 | -0.12 | 1.32 | 0.01 |
| BULL | 5.89 | 10-30 6.50 | 0.25 | 10-30 6.00 | 0.38 | -0.13 | 1.35 | -0.01 |
| BULL | 5.89 | 10-30 6.00 | 0.43 | 10-30 5.50 | 0.63 | -0.20 | 1.67 | -0.05 |
| BULL | 5.89 | 10-16 6.50 | 0.12 | 10-16 6.00 | 0.24 | -0.12 | 1.32 | -0.05 |
| BULL | 5.89 | 10-09 6.50 | 0.05 | 10-09 6.00 | 0.15 | -0.10 | 1.25 | -0.11 |
| BULL | 5.89 | 10-09 6.00 | 0.16 | 10-09 5.50 | 0.42 | -0.26 | 2.08 | -0.13 |