Calendar Call Spreads — GOLD

Data as of

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StockStock PriceLeg 1Price 1Leg 2Price 2Net DebitSpread RatioNet IVol
GOLD40.6810-16 45.000.2012-18 45.001.60-1.400.000.10
GOLD40.6810-16 44.000.2512-18 44.001.70-1.450.000.10
GOLD40.6801-15 45.003.7003-19 45.003.400.300.000.07
GOLD40.6801-15 39.006.0003-19 39.006.10-0.100.000.02
GOLD40.6810-16 39.003.5012-18 39.004.10-0.600.000.01
GOLD40.6801-15 44.003.3003-19 44.003.200.100.00-0.01
GOLD40.6811-20 45.001.7001-15 45.002.30-0.600.00-0.02
GOLD40.6811-20 44.002.0501-15 44.002.000.050.00-0.02
GOLD40.6811-20 39.005.2001-15 39.004.700.500.00-0.05