Calendar Put Spreads — DNN
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| DNN | 2.56 | 11-06 2.50 | 0.20 | 01-15 2.50 | 0.25 | -0.05 | 0.00 | 0.24 |
| DNN | 2.56 | 11-20 2.50 | 1.20 | 01-15 2.50 | 0.25 | 0.95 | 0.00 | 0.07 |
| DNN | 2.56 | 11-20 3.50 | 1.05 | 01-15 3.50 | 0.95 | 0.10 | 0.00 | 0.06 |
| DNN | 2.56 | 11-06 3.00 | 0.65 | 01-15 3.00 | 0.55 | 0.10 | 0.00 | -0.08 |
| DNN | 2.56 | 11-20 3.00 | 0.60 | 01-15 3.00 | 0.55 | 0.05 | 0.00 | -0.13 |
| DNN | 2.56 | 11-20 2.00 | 0.15 | 01-15 2.00 | 0.05 | 0.10 | 0.00 | -0.22 |
| DNN | 2.56 | 11-06 2.00 | 1.10 | 01-15 2.00 | 0.05 | 1.05 | 0.00 | -0.27 |