Bear Call Spreads — OSS

Data as of

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StockStock PriceLeg 1Price 1Leg 2Price 2PremiumSpread RatioNet IVol
OSS7.6511-20 5.003.2011-20 2.504.80-1.602.781.12
OSS7.6501-15 5.003.3001-15 2.504.80-1.502.500.48
OSS7.6502-19 5.003.4002-19 2.504.80-1.402.270.45
OSS7.6511-20 7.501.0511-20 5.002.40-1.352.170.25
OSS7.6501-15 7.501.5001-15 5.002.70-1.201.920.14
OSS7.6502-19 7.501.7502-19 5.002.80-1.051.720.09
OSS7.6512-18 10.000.5512-18 7.501.00-0.451.220.07
OSS7.6501-15 10.000.7501-15 7.501.25-0.501.250.03
OSS7.6502-19 10.001.0002-19 7.501.45-0.451.220.02
OSS7.6505-21 10.001.6505-21 7.502.00-0.351.160.01
OSS7.6502-19 12.500.5002-19 10.000.70-0.201.09-0.04
OSS7.6511-20 12.500.1511-20 10.000.20-0.051.02-0.05
OSS7.6511-20 10.000.3511-20 7.500.85-0.501.25-0.07
OSS7.6510-16 10.000.0510-16 7.500.30-0.251.11-0.46