Calendar Call Spreads — WNC
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| WNC | 13.71 | 11-20 15.00 | 1.30 | 01-15 15.00 | 0.65 | 0.65 | 0.00 | -0.05 |
| WNC | 13.71 | 11-20 17.50 | 20.00 | 01-15 17.50 | 0.50 | 19.50 | 0.00 | -0.17 |
| WNC | 13.71 | 11-20 12.50 | 2.40 | 01-15 12.50 | 1.55 | 0.85 | 0.00 | -0.20 |