Calendar Call Spreads — LTBR
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| LTBR | 6.42 | 11-20 7.50 | 0.55 | 01-15 7.50 | 0.70 | -0.15 | 0.00 | -0.01 |
| LTBR | 6.42 | 11-20 5.00 | 2.00 | 01-15 5.00 | 1.75 | 0.25 | 0.00 | -0.02 |
| LTBR | 6.42 | 11-20 10.00 | 0.20 | 01-15 10.00 | 0.25 | -0.05 | 0.00 | -0.13 |
| LTBR | 6.42 | 11-20 2.50 | 4.50 | 01-15 2.50 | 3.60 | 0.90 | 0.00 | -1.47 |