Calendar Call Spreads — PALL
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| PALL | 20.30 | 10-16 20.00 | 1.00 | 12-18 20.00 | 1.45 | -0.45 | 0.00 | 0.04 |
| PALL | 20.30 | 10-16 22.00 | 0.90 | 12-18 22.00 | 0.50 | 0.40 | 0.00 | -0.01 |
| PALL | 20.30 | 10-16 19.00 | 1.75 | 12-18 19.00 | 1.65 | 0.10 | 0.00 | -0.05 |
| PALL | 20.30 | 10-16 21.00 | 0.65 | 12-18 21.00 | 0.70 | -0.05 | 0.00 | -0.06 |