Calendar Call Spreads — COTY
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| COTY | 2.80 | 11-20 1.50 | 1.40 | 01-15 1.50 | 0.95 | 0.45 | 0.00 | 0.97 |
| COTY | 2.80 | 11-20 3.00 | 0.20 | 01-15 3.00 | 0.15 | 0.05 | 0.00 | -0.00 |
| COTY | 2.80 | 11-20 4.00 | 2.85 | 01-15 4.00 | 0.05 | 2.80 | 0.00 | -0.15 |
| COTY | 2.80 | 11-20 2.00 | 0.95 | 01-15 2.00 | 0.60 | 0.35 | 0.00 | -0.79 |