Calendar Call Spreads — AGG
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| AGG | 94.31 | 10-16 94.00 | 0.65 | 12-18 94.00 | 1.20 | -0.55 | 0.00 | -0.01 |
| AGG | 94.31 | 10-16 96.00 | 0.10 | 12-18 96.00 | 0.35 | -0.25 | 0.00 | -0.02 |