Calendar Call Spreads — IVA

Data as of

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StockStock PriceLeg 1Price 1Leg 2Price 2Net DebitSpread RatioNet IVol
IVA3.3210-16 2.504.2012-18 2.500.104.100.002.18
IVA3.3210-16 5.000.1512-18 5.001.50-1.350.002.12
IVA3.3211-20 7.504.1001-15 7.500.004.100.00-0.11
IVA3.3212-18 7.501.5502-19 7.500.001.550.00-0.19
IVA3.3211-20 2.501.8501-15 2.501.700.150.00-0.31
IVA3.3211-20 5.001.2001-15 5.001.30-0.100.00-0.39
IVA3.3212-18 5.001.7502-19 5.001.300.450.00-0.91
IVA3.3210-16 7.500.4512-18 7.500.400.050.00-1.28
IVA3.3212-18 2.505.0002-19 2.500.104.900.00-1.79