Calendar Put Spreads — NAT
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| NAT | 8.21 | 11-20 9.00 | 1.10 | 01-15 9.00 | 1.05 | 0.05 | 0.00 | 0.13 |
| NAT | 8.21 | 11-20 8.00 | 0.45 | 01-15 8.00 | 0.65 | -0.20 | 0.00 | 0.11 |
| NAT | 8.21 | 11-20 7.00 | 0.15 | 01-15 7.00 | 0.20 | -0.05 | 0.00 | 0.02 |