Calendar Call Spreads — SENS
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| SENS | 9.16 | 11-20 10.00 | 0.85 | 01-15 10.00 | 0.95 | -0.10 | 0.00 | -0.13 |
| SENS | 9.16 | 11-20 7.50 | 2.45 | 01-15 7.50 | 1.80 | 0.65 | 0.00 | -0.14 |
| SENS | 9.16 | 11-20 12.50 | 1.75 | 01-15 12.50 | 0.25 | 1.50 | 0.00 | -0.17 |