Calendar Call Spreads — NOV
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| NOV | 18.62 | 11-20 20.00 | 0.65 | 01-15 20.00 | 0.75 | -0.10 | 0.00 | 0.01 |
| NOV | 18.62 | 11-20 19.00 | 0.95 | 01-15 19.00 | 1.15 | -0.20 | 0.00 | -0.03 |
| NOV | 18.62 | 11-20 17.00 | 3.10 | 01-15 17.00 | 1.90 | 1.20 | 0.00 | -0.11 |
| NOV | 18.62 | 11-20 18.00 | 2.85 | 01-15 18.00 | 1.55 | 1.30 | 0.00 | -0.21 |