Calendar Put Spreads — TCBI
Data as of
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| Stock | Stock Price | Leg 1 | Price 1 | Leg 2 | Price 2 | Net Debit | Spread Ratio | Net IVol |
|---|---|---|---|---|---|---|---|---|
| TCBI | 90.58 | 10-16 90.00 | 2.95 | 12-18 90.00 | 2.25 | 0.70 | 0.00 | 0.08 |
| TCBI | 90.58 | 10-16 95.00 | 6.50 | 12-18 95.00 | 4.50 | 2.00 | 0.00 | 0.04 |
| TCBI | 90.58 | 10-16 100.00 | 10.80 | 12-18 100.00 | 8.00 | 2.80 | 0.00 | -0.07 |