Calendar Call Spreads — TAP
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| TAP | 36.95 | 11-20 37.50 | 1.70 | 01-15 37.50 | 1.80 | -0.10 | 0.00 | -0.04 |
| TAP | 36.95 | 11-20 40.00 | 0.85 | 01-15 40.00 | 1.10 | -0.25 | 0.00 | -0.06 |
| TAP | 36.95 | 11-20 35.00 | 3.30 | 01-15 35.00 | 3.40 | -0.10 | 0.00 | -0.11 |