Calendar Call Spreads — TRAX
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| TRAX | 30.59 | 11-20 35.00 | 5.90 | 01-15 35.00 | 4.00 | 1.90 | 0.00 | 0.18 |
| TRAX | 30.59 | 11-20 40.00 | 4.90 | 01-15 40.00 | 2.20 | 2.70 | 0.00 | -0.31 |