Calendar Call Spreads — IVR
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| IVR | 5.62 | 11-20 6.00 | 0.10 | 01-15 6.00 | 0.10 | 0.00 | 0.00 | 0.01 |
| IVR | 5.62 | 11-20 7.00 | 1.10 | 01-15 7.00 | 0.00 | 1.10 | 0.00 | -0.18 |