Calendar Call Spreads — BGS
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| BGS | 2.53 | 11-20 2.00 | 0.65 | 01-15 2.00 | 0.60 | 0.05 | 0.00 | -0.08 |
| BGS | 2.53 | 11-20 3.00 | 0.10 | 01-15 3.00 | 0.10 | 0.00 | 0.00 | -0.10 |
| BGS | 2.53 | 11-20 4.00 | 0.05 | 01-15 4.00 | 0.00 | 0.05 | 0.00 | -0.32 |