Calendar Put Spreads — BGC
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| BGC | 11.29 | 12-18 12.00 | 2.15 | 02-19 12.00 | 0.90 | 1.25 | 0.00 | 0.21 |
| BGC | 11.29 | 10-16 11.00 | 0.25 | 12-18 11.00 | 0.05 | 0.20 | 0.00 | 0.01 |
| BGC | 11.29 | 12-18 10.00 | 0.45 | 02-19 10.00 | 0.00 | 0.45 | 0.00 | -0.06 |
| BGC | 11.29 | 12-18 11.00 | 1.70 | 02-19 11.00 | 0.70 | 1.00 | 0.00 | -0.16 |
| BGC | 11.29 | 10-16 12.00 | 0.90 | 12-18 12.00 | 0.55 | 0.35 | 0.00 | -0.24 |