Calendar Call Spreads — NWE
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| NWE | 73.97 | 10-16 75.00 | 1.75 | 12-18 75.00 | 0.70 | 1.05 | 0.00 | -0.08 |
| NWE | 73.97 | 10-16 80.00 | 0.35 | 12-18 80.00 | 0.00 | 0.35 | 0.00 | -0.17 |
| NWE | 73.97 | 10-16 70.00 | 6.50 | 12-18 70.00 | 4.00 | 2.50 | 0.00 | -0.34 |