Calendar Call Spreads — EXLS
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| EXLS | 35.51 | 11-20 35.00 | 2.50 | 01-15 35.00 | 2.15 | 0.35 | 0.00 | -0.03 |
| EXLS | 35.51 | 11-20 40.00 | 1.15 | 01-15 40.00 | 0.75 | 0.40 | 0.00 | -0.06 |
| EXLS | 35.51 | 11-20 30.00 | 7.70 | 01-15 30.00 | 4.90 | 2.80 | 0.00 | -0.28 |