Calendar Call Spreads — CBRG
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| CBRG | 2.57 | 10-16 3.00 | 0.10 | 12-18 3.00 | 0.20 | -0.10 | 0.00 | -0.02 |
| CBRG | 2.57 | 10-16 2.00 | 0.75 | 12-18 2.00 | 0.65 | 0.10 | 0.00 | -0.30 |
| CBRG | 2.57 | 10-16 4.00 | 0.05 | 12-18 4.00 | 0.15 | -0.10 | 0.00 | -0.57 |
| CBRG | 2.57 | 10-16 1.00 | 2.60 | 12-18 1.00 | 0.00 | 2.60 | 0.00 | -1.26 |