Calendar Call Spreads — SRE
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| SRE | 79.69 | 11-20 85.00 | 1.05 | 01-15 85.00 | 1.45 | -0.40 | 0.00 | -0.02 |
| SRE | 79.69 | 11-20 75.00 | 6.90 | 01-15 75.00 | 6.30 | 0.60 | 0.00 | -0.03 |
| SRE | 79.69 | 11-20 80.00 | 3.10 | 01-15 80.00 | 3.40 | -0.30 | 0.00 | -0.06 |
| SRE | 79.69 | 11-20 70.00 | 11.40 | 01-15 70.00 | 9.70 | 1.70 | 0.00 | -0.08 |