Calendar Call Spreads — TCBI
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| TCBI | 90.58 | 10-16 90.00 | 3.60 | 12-18 90.00 | 3.00 | 0.60 | 0.00 | 0.00 |
| TCBI | 90.58 | 10-16 85.00 | 7.80 | 12-18 85.00 | 6.00 | 1.80 | 0.00 | -0.12 |
| TCBI | 90.58 | 10-16 95.00 | 2.40 | 12-18 95.00 | 1.00 | 1.40 | 0.00 | -0.23 |
| TCBI | 90.58 | 10-16 100.00 | 1.15 | 12-18 100.00 | 0.00 | 1.15 | 0.00 | -0.31 |