Calendar Call Spreads — BIV
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| BIV | 72.78 | 11-20 74.00 | 0.30 | 01-15 74.00 | 0.35 | -0.05 | 0.00 | -0.01 |
| BIV | 72.78 | 11-20 73.00 | 0.65 | 01-15 73.00 | 0.75 | -0.10 | 0.00 | -0.02 |