Calendar Call Spreads — DEI
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| DEI | 9.86 | 11-20 10.00 | 0.80 | 01-15 10.00 | 0.40 | 0.40 | 0.00 | -0.13 |
| DEI | 9.86 | 11-20 11.00 | 0.30 | 01-15 11.00 | 0.00 | 0.30 | 0.00 | -0.14 |