Calendar Call Spreads — NVAX
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| NVAX | 11.22 | 11-20 11.00 | 1.95 | 01-15 11.00 | 1.64 | 0.31 | 0.00 | -0.16 |
| NVAX | 11.22 | 11-06 11.00 | 1.56 | 01-15 11.00 | 1.64 | -0.08 | 0.00 | -0.20 |