Calendar Call Spreads — CAE
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| CAE | 23.15 | 10-16 25.00 | 0.20 | 12-18 25.00 | 0.60 | -0.40 | 0.00 | -0.01 |
| CAE | 23.15 | 10-16 20.00 | 4.40 | 12-18 20.00 | 3.00 | 1.40 | 0.00 | -0.03 |
| CAE | 23.15 | 10-16 22.50 | 2.60 | 12-18 22.50 | 1.35 | 1.25 | 0.00 | -0.29 |
| CAE | 23.15 | 10-16 30.00 | 0.75 | 12-18 30.00 | 0.05 | 0.70 | 0.00 | -0.49 |