Calendar Call Spreads — BORR
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| BORR | 4.30 | 11-20 5.00 | 0.20 | 01-15 5.00 | 0.30 | -0.10 | 0.00 | -0.01 |
| BORR | 4.30 | 11-20 6.00 | 0.10 | 01-15 6.00 | 0.05 | 0.05 | 0.00 | -0.03 |
| BORR | 4.30 | 11-20 4.00 | 0.60 | 01-15 4.00 | 0.65 | -0.05 | 0.00 | -0.06 |