Calendar Call Spreads — NAT
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| NAT | 8.21 | 11-20 7.00 | 1.40 | 01-15 7.00 | 1.30 | 0.10 | 0.00 | -0.04 |
| NAT | 8.21 | 11-20 10.00 | 0.15 | 01-15 10.00 | 0.20 | -0.05 | 0.00 | -0.06 |
| NAT | 8.21 | 11-20 8.00 | 0.75 | 01-15 8.00 | 0.75 | 0.00 | 0.00 | -0.09 |
| NAT | 8.21 | 11-20 9.00 | 0.35 | 01-15 9.00 | 0.40 | -0.05 | 0.00 | -0.10 |