Calendar Call Spreads — NVA
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| NVA | 5.25 | 11-20 7.50 | 1.00 | 01-15 7.50 | 0.00 | 1.00 | 0.00 | -0.38 |
| NVA | 5.25 | 11-20 10.00 | 0.85 | 01-15 10.00 | 0.00 | 0.85 | 0.00 | -0.48 |
| NVA | 5.25 | 11-20 5.00 | 1.55 | 01-15 5.00 | 0.30 | 1.25 | 0.00 | -0.54 |