Bear Put Spreads — CM
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Premium | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| CM | 108.33 | 10-16 105.00 | 0.60 | 10-16 100.00 | 0.15 | 0.45 | 11.11 | 0.11 |
| CM | 108.33 | 12-18 115.00 | 8.50 | 12-18 110.00 | 4.70 | 3.80 | 1.32 | 0.09 |
| CM | 108.33 | 10-16 110.00 | 2.50 | 10-16 105.00 | 0.40 | 2.10 | 2.38 | 0.07 |
| CM | 108.33 | 11-20 105.00 | 2.00 | 11-20 100.00 | 0.65 | 1.35 | 3.70 | 0.03 |
| CM | 108.33 | 11-20 110.00 | 4.00 | 11-20 105.00 | 1.55 | 2.45 | 2.04 | 0.02 |
| CM | 108.33 | 01-15 110.00 | 7.40 | 01-15 105.00 | 3.20 | 4.20 | 1.19 | 0.02 |
| CM | 108.33 | 12-18 105.00 | 3.10 | 12-18 100.00 | 0.95 | 2.15 | 2.33 | 0.02 |
| CM | 108.33 | 03-19 110.00 | 7.40 | 03-19 105.00 | 4.40 | 3.00 | 1.67 | 0.02 |
| CM | 108.33 | 12-18 110.00 | 5.20 | 12-18 105.00 | 2.45 | 2.75 | 1.82 | 0.02 |
| CM | 108.33 | 01-15 105.00 | 3.80 | 01-15 100.00 | 1.80 | 2.00 | 2.50 | 0.01 |
| CM | 108.33 | 03-19 115.00 | 10.20 | 03-19 110.00 | 6.30 | 3.90 | 1.28 | 0.01 |
| CM | 108.33 | 03-19 105.00 | 5.30 | 03-19 100.00 | 2.90 | 2.40 | 2.08 | 0.00 |
| CM | 108.33 | 10-16 115.00 | 7.00 | 10-16 110.00 | 1.90 | 5.10 | 0.98 | -0.04 |