Calendar Call Spreads — IMCR
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| IMCR | 29.41 | 10-16 30.00 | 1.80 | 12-18 30.00 | 2.35 | -0.55 | 0.00 | 0.11 |
| IMCR | 29.41 | 11-20 35.00 | 2.00 | 01-15 35.00 | 1.20 | 0.80 | 0.00 | -0.11 |
| IMCR | 29.41 | 10-16 35.00 | 2.15 | 12-18 35.00 | 2.00 | 0.15 | 0.00 | -0.48 |