Calendar Put Spreads — ORC
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| ORC | 5.00 | 11-20 5.00 | 0.30 | 01-15 5.00 | 0.20 | 0.10 | 0.00 | 0.04 |
| ORC | 5.00 | 11-20 7.50 | 3.20 | 01-15 7.50 | 1.90 | 1.30 | 0.00 | -0.73 |