Calendar Call Spreads — CANE
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| CANE | 12.28 | 11-20 11.00 | 15.00 | 01-15 11.00 | 1.45 | 13.55 | 0.00 | 0.11 |
| CANE | 12.28 | 11-20 12.00 | 0.80 | 01-15 12.00 | 0.85 | -0.05 | 0.00 | -0.01 |
| CANE | 12.28 | 11-20 13.00 | 0.70 | 01-15 13.00 | 0.40 | 0.30 | 0.00 | -0.02 |
| CANE | 12.28 | 11-20 14.00 | 0.35 | 01-15 14.00 | 0.20 | 0.15 | 0.00 | -0.04 |