Calendar Call Spreads — NRGV
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| NRGV | 3.66 | 11-20 4.50 | 0.35 | 01-15 4.50 | 0.30 | 0.05 | 0.00 | 0.08 |
| NRGV | 3.66 | 11-20 4.00 | 0.55 | 01-15 4.00 | 0.60 | -0.05 | 0.00 | -0.03 |
| NRGV | 3.66 | 11-20 3.50 | 0.80 | 01-15 3.50 | 0.65 | 0.15 | 0.00 | -0.05 |
| NRGV | 3.66 | 11-20 3.00 | 1.00 | 01-15 3.00 | 0.90 | 0.10 | 0.00 | -0.19 |