Calendar Put Spreads — SGML
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| SGML | 9.86 | 11-20 10.00 | 1.60 | 01-15 10.00 | 1.65 | -0.05 | 0.00 | -0.01 |
| SGML | 9.86 | 11-20 9.00 | 0.90 | 01-15 9.00 | 1.15 | -0.25 | 0.00 | -0.02 |
| SGML | 9.86 | 11-20 8.00 | 0.50 | 01-15 8.00 | 0.70 | -0.20 | 0.00 | -0.06 |
| SGML | 9.86 | 11-20 11.00 | 2.25 | 01-15 11.00 | 2.30 | -0.05 | 0.00 | -0.06 |