Calendar Put Spreads — BNC
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| BNC | 5.55 | 10-16 5.00 | 0.20 | 12-18 5.00 | 0.35 | -0.15 | 0.00 | -0.06 |
| BNC | 5.55 | 10-16 7.50 | 2.20 | 12-18 7.50 | 2.00 | 0.20 | 0.00 | -0.32 |
| BNC | 5.55 | 10-16 2.50 | 0.75 | 12-18 2.50 | 0.00 | 0.75 | 0.00 | -1.80 |