Calendar Call Spreads — SABS
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| SABS | 2.88 | 11-20 3.00 | 1.30 | 01-15 3.00 | 0.00 | 1.30 | 0.00 | 0.02 |
| SABS | 2.88 | 11-20 4.00 | 0.65 | 01-15 4.00 | 0.00 | 0.65 | 0.00 | -0.78 |